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Sample records for bayesian semiparametric approach

  1. A Bayesian modeling approach for generalized semiparametric structural equation models.

    Science.gov (United States)

    Song, Xin-Yuan; Lu, Zhao-Hua; Cai, Jing-Heng; Ip, Edward Hak-Sing

    2013-10-01

    In behavioral, biomedical, and psychological studies, structural equation models (SEMs) have been widely used for assessing relationships between latent variables. Regression-type structural models based on parametric functions are often used for such purposes. In many applications, however, parametric SEMs are not adequate to capture subtle patterns in the functions over the entire range of the predictor variable. A different but equally important limitation of traditional parametric SEMs is that they are not designed to handle mixed data types-continuous, count, ordered, and unordered categorical. This paper develops a generalized semiparametric SEM that is able to handle mixed data types and to simultaneously model different functional relationships among latent variables. A structural equation of the proposed SEM is formulated using a series of unspecified smooth functions. The Bayesian P-splines approach and Markov chain Monte Carlo methods are developed to estimate the smooth functions and the unknown parameters. Moreover, we examine the relative benefits of semiparametric modeling over parametric modeling using a Bayesian model-comparison statistic, called the complete deviance information criterion (DIC). The performance of the developed methodology is evaluated using a simulation study. To illustrate the method, we used a data set derived from the National Longitudinal Survey of Youth.

  2. Crash risk analysis for Shanghai urban expressways: A Bayesian semi-parametric modeling approach.

    Science.gov (United States)

    Yu, Rongjie; Wang, Xuesong; Yang, Kui; Abdel-Aty, Mohamed

    2016-10-01

    Urban expressway systems have been developed rapidly in recent years in China; it has become one key part of the city roadway networks as carrying large traffic volume and providing high traveling speed. Along with the increase of traffic volume, traffic safety has become a major issue for Chinese urban expressways due to the frequent crash occurrence and the non-recurrent congestions caused by them. For the purpose of unveiling crash occurrence mechanisms and further developing Active Traffic Management (ATM) control strategies to improve traffic safety, this study developed disaggregate crash risk analysis models with loop detector traffic data and historical crash data. Bayesian random effects logistic regression models were utilized as it can account for the unobserved heterogeneity among crashes. However, previous crash risk analysis studies formulated random effects distributions in a parametric approach, which assigned them to follow normal distributions. Due to the limited information known about random effects distributions, subjective parametric setting may be incorrect. In order to construct more flexible and robust random effects to capture the unobserved heterogeneity, Bayesian semi-parametric inference technique was introduced to crash risk analysis in this study. Models with both inference techniques were developed for total crashes; semi-parametric models were proved to provide substantial better model goodness-of-fit, while the two models shared consistent coefficient estimations. Later on, Bayesian semi-parametric random effects logistic regression models were developed for weekday peak hour crashes, weekday non-peak hour crashes, and weekend non-peak hour crashes to investigate different crash occurrence scenarios. Significant factors that affect crash risk have been revealed and crash mechanisms have been concluded.

  3. A Semi-parametric Bayesian Approach for Differential Expression Analysis of RNA-seq Data.

    Science.gov (United States)

    Liu, Fangfang; Wang, Chong; Liu, Peng

    2015-12-01

    RNA-sequencing (RNA-seq) technologies have revolutionized the way agricultural biologists study gene expression as well as generated a tremendous amount of data waiting for analysis. Detecting differentially expressed genes is one of the fundamental steps in RNA-seq data analysis. In this paper, we model the count data from RNA-seq experiments with a Poisson-Gamma hierarchical model, or equivalently, a negative binomial (NB) model. We derive a semi-parametric Bayesian approach with a Dirichlet process as the prior model for the distribution of fold changes between the two treatment means. An inference strategy using Gibbs algorithm is developed for differential expression analysis. The results of several simulation studies show that our proposed method outperforms other methods including the popularly applied edgeR and DESeq methods. We also discuss an application of our method to a dataset that compares gene expression between bundle sheath and mesophyll cells in maize leaves.

  4. A Bayesian Semi-parametric Approach for the Differential Analysis of Sequence Counts Data.

    Science.gov (United States)

    Guindani, Michele; Sepúlveda, Nuno; Paulino, Carlos Daniel; Müller, Peter

    2014-04-01

    Data obtained using modern sequencing technologies are often summarized by recording the frequencies of observed sequences. Examples include the analysis of T cell counts in immunological research and studies of gene expression based on counts of RNA fragments. In both cases the items being counted are sequences, of proteins and base pairs, respectively. The resulting sequence-abundance distribution is usually characterized by overdispersion. We propose a Bayesian semi-parametric approach to implement inference for such data. Besides modeling the overdispersion, the approach takes also into account two related sources of bias that are usually associated with sequence counts data: some sequence types may not be recorded during the experiment and the total count may differ from one experiment to another. We illustrate our methodology with two data sets, one regarding the analysis of CD4+ T cell counts in healthy and diabetic mice and another data set concerning the comparison of mRNA fragments recorded in a Serial Analysis of Gene Expression (SAGE) experiment with gastrointestinal tissue of healthy and cancer patients.

  5. Bayesian non- and semi-parametric methods and applications

    CERN Document Server

    Rossi, Peter

    2014-01-01

    This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these assumptions arises. Peter Rossi advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals. The Bayesian approach can use either a large but fixed number

  6. Bayesian semiparametric dynamic Nelson-Siegel model

    NARCIS (Netherlands)

    C. Cakmakli

    2011-01-01

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

  7. Semiparametric Bayesian Regression with Applications in Astronomy

    Science.gov (United States)

    Broadbent, Mary Elizabeth

    In this thesis we describe a class of Bayesian semiparametric models, known as Levy Adaptive Regression Kernels (LARK); a novel method for posterior computation for those models; and the applications of these models in astronomy, in particular to the analysis of the photon fluence time series of gamma-ray bursts. Gamma-ray bursts are bursts of photons which arrive in a varying number of overlapping pulses with a distinctive "fast-rise, exponential decay" shape in the time domain. LARK models allow us to do inference both on the number of pulses, but also on the parameters which describe the pulses, such as incident time, or decay rate. In Chapter 2, we describe a novel method to aid posterior computation in infinitely-divisible models, of which LARK models are a special case, when the posterior is evaluated through Markov chain Monte Carlo. This is applied in Chapter 3, where time series representing the photon fluence in a single energy channel is analyzed using LARK methods. Due to the effect of the discriminators on BATSE and other instruments, it is important to model the gamma-ray bursts in the incident space. Chapter 4 describes the first to model bursts in the incident photon space, instead of after they have been distorted by the discriminators; since to model photons as they enter the detector is to model both the energy and the arrival time of the incident photon, this model is also the first to jointly model the time and energy domains.

  8. Understanding uncertainties in non-linear population trajectories: a Bayesian semi-parametric hierarchical approach to large-scale surveys of coral cover.

    Directory of Open Access Journals (Sweden)

    Julie Vercelloni

    Full Text Available Recently, attempts to improve decision making in species management have focussed on uncertainties associated with modelling temporal fluctuations in populations. Reducing model uncertainty is challenging; while larger samples improve estimation of species trajectories and reduce statistical errors, they typically amplify variability in observed trajectories. In particular, traditional modelling approaches aimed at estimating population trajectories usually do not account well for nonlinearities and uncertainties associated with multi-scale observations characteristic of large spatio-temporal surveys. We present a Bayesian semi-parametric hierarchical model for simultaneously quantifying uncertainties associated with model structure and parameters, and scale-specific variability over time. We estimate uncertainty across a four-tiered spatial hierarchy of coral cover from the Great Barrier Reef. Coral variability is well described; however, our results show that, in the absence of additional model specifications, conclusions regarding coral trajectories become highly uncertain when considering multiple reefs, suggesting that management should focus more at the scale of individual reefs. The approach presented facilitates the description and estimation of population trajectories and associated uncertainties when variability cannot be attributed to specific causes and origins. We argue that our model can unlock value contained in large-scale datasets, provide guidance for understanding sources of uncertainty, and support better informed decision making.

  9. Understanding uncertainties in non-linear population trajectories: a Bayesian semi-parametric hierarchical approach to large-scale surveys of coral cover.

    Science.gov (United States)

    Vercelloni, Julie; Caley, M Julian; Kayal, Mohsen; Low-Choy, Samantha; Mengersen, Kerrie

    2014-01-01

    Recently, attempts to improve decision making in species management have focussed on uncertainties associated with modelling temporal fluctuations in populations. Reducing model uncertainty is challenging; while larger samples improve estimation of species trajectories and reduce statistical errors, they typically amplify variability in observed trajectories. In particular, traditional modelling approaches aimed at estimating population trajectories usually do not account well for nonlinearities and uncertainties associated with multi-scale observations characteristic of large spatio-temporal surveys. We present a Bayesian semi-parametric hierarchical model for simultaneously quantifying uncertainties associated with model structure and parameters, and scale-specific variability over time. We estimate uncertainty across a four-tiered spatial hierarchy of coral cover from the Great Barrier Reef. Coral variability is well described; however, our results show that, in the absence of additional model specifications, conclusions regarding coral trajectories become highly uncertain when considering multiple reefs, suggesting that management should focus more at the scale of individual reefs. The approach presented facilitates the description and estimation of population trajectories and associated uncertainties when variability cannot be attributed to specific causes and origins. We argue that our model can unlock value contained in large-scale datasets, provide guidance for understanding sources of uncertainty, and support better informed decision making.

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

    Science.gov (United States)

    Tang, An-Min; Tang, Nian-Sheng

    2015-02-28

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

  11. A Bayesian goodness of fit test and semiparametric generalization of logistic regression with measurement data.

    Science.gov (United States)

    Schörgendorfer, Angela; Branscum, Adam J; Hanson, Timothy E

    2013-06-01

    Logistic regression is a popular tool for risk analysis in medical and population health science. With continuous response data, it is common to create a dichotomous outcome for logistic regression analysis by specifying a threshold for positivity. Fitting a linear regression to the nondichotomized response variable assuming a logistic sampling model for the data has been empirically shown to yield more efficient estimates of odds ratios than ordinary logistic regression of the dichotomized endpoint. We illustrate that risk inference is not robust to departures from the parametric logistic distribution. Moreover, the model assumption of proportional odds is generally not satisfied when the condition of a logistic distribution for the data is violated, leading to biased inference from a parametric logistic analysis. We develop novel Bayesian semiparametric methodology for testing goodness of fit of parametric logistic regression with continuous measurement data. The testing procedures hold for any cutoff threshold and our approach simultaneously provides the ability to perform semiparametric risk estimation. Bayes factors are calculated using the Savage-Dickey ratio for testing the null hypothesis of logistic regression versus a semiparametric generalization. We propose a fully Bayesian and a computationally efficient empirical Bayesian approach to testing, and we present methods for semiparametric estimation of risks, relative risks, and odds ratios when parametric logistic regression fails. Theoretical results establish the consistency of the empirical Bayes test. Results from simulated data show that the proposed approach provides accurate inference irrespective of whether parametric assumptions hold or not. Evaluation of risk factors for obesity shows that different inferences are derived from an analysis of a real data set when deviations from a logistic distribution are permissible in a flexible semiparametric framework.

  12. A Bayesian semiparametric factor analysis model for subtype identification.

    Science.gov (United States)

    Sun, Jiehuan; Warren, Joshua L; Zhao, Hongyu

    2017-04-25

    Disease subtype identification (clustering) is an important problem in biomedical research. Gene expression profiles are commonly utilized to infer disease subtypes, which often lead to biologically meaningful insights into disease. Despite many successes, existing clustering methods may not perform well when genes are highly correlated and many uninformative genes are included for clustering due to the high dimensionality. In this article, we introduce a novel subtype identification method in the Bayesian setting based on gene expression profiles. This method, called BCSub, adopts an innovative semiparametric Bayesian factor analysis model to reduce the dimension of the data to a few factor scores for clustering. Specifically, the factor scores are assumed to follow the Dirichlet process mixture model in order to induce clustering. Through extensive simulation studies, we show that BCSub has improved performance over commonly used clustering methods. When applied to two gene expression datasets, our model is able to identify subtypes that are clinically more relevant than those identified from the existing methods.

  13. Robust Medical Test Evaluation Using Flexible Bayesian Semiparametric Regression Models

    Directory of Open Access Journals (Sweden)

    Adam J. Branscum

    2013-01-01

    Full Text Available The application of Bayesian methods is increasing in modern epidemiology. Although parametric Bayesian analysis has penetrated the population health sciences, flexible nonparametric Bayesian methods have received less attention. A goal in nonparametric Bayesian analysis is to estimate unknown functions (e.g., density or distribution functions rather than scalar parameters (e.g., means or proportions. For instance, ROC curves are obtained from the distribution functions corresponding to continuous biomarker data taken from healthy and diseased populations. Standard parametric approaches to Bayesian analysis involve distributions with a small number of parameters, where the prior specification is relatively straight forward. In the nonparametric Bayesian case, the prior is placed on an infinite dimensional space of all distributions, which requires special methods. A popular approach to nonparametric Bayesian analysis that involves Polya tree prior distributions is described. We provide example code to illustrate how models that contain Polya tree priors can be fit using SAS software. The methods are used to evaluate the covariate-specific accuracy of the biomarker, soluble epidermal growth factor receptor, for discerning lung cancer cases from controls using a flexible ROC regression modeling framework. The application highlights the usefulness of flexible models over a standard parametric method for estimating ROC curves.

  14. Bayesian spatial semi-parametric modeling of HIV variation in Kenya.

    Directory of Open Access Journals (Sweden)

    Oscar Ngesa

    Full Text Available Spatial statistics has seen rapid application in many fields, especially epidemiology and public health. Many studies, nonetheless, make limited use of the geographical location information and also usually assume that the covariates, which are related to the response variable, have linear effects. We develop a Bayesian semi-parametric regression model for HIV prevalence data. Model estimation and inference is based on fully Bayesian approach via Markov Chain Monte Carlo (McMC. The model is applied to HIV prevalence data among men in Kenya, derived from the Kenya AIDS indicator survey, with n = 3,662. Past studies have concluded that HIV infection has a nonlinear association with age. In this study a smooth function based on penalized regression splines is used to estimate this nonlinear effect. Other covariates were assumed to have a linear effect. Spatial references to the counties were modeled as both structured and unstructured spatial effects. We observe that circumcision reduces the risk of HIV infection. The results also indicate that men in the urban areas were more likely to be infected by HIV as compared to their rural counterpart. Men with higher education had the lowest risk of HIV infection. A nonlinear relationship between HIV infection and age was established. Risk of HIV infection increases with age up to the age of 40 then declines with increase in age. Men who had STI in the last 12 months were more likely to be infected with HIV. Also men who had ever used a condom were found to have higher likelihood to be infected by HIV. A significant spatial variation of HIV infection in Kenya was also established. The study shows the practicality and flexibility of Bayesian semi-parametric regression model in analyzing epidemiological data.

  15. Bayesian semiparametric power spectral density estimation in gravitational wave data analysis

    CERN Document Server

    Edwards, Matthew C; Christensen, Nelson

    2015-01-01

    The standard noise model in gravitational wave (GW) data analysis assumes detector noise is stationary and Gaussian distributed, with a known power spectral density (PSD) that is usually estimated using clean off-source data. Real GW data often depart from these assumptions, and misspecified parametric models of the PSD could result in misleading inferences. We propose a Bayesian semiparametric approach to improve this. We use a nonparametric Bernstein polynomial prior on the PSD, with weights attained via a Dirichlet process distribution, and update this using the Whittle likelihood. Posterior samples are obtained using a Metropolis-within-Gibbs sampler. We simultaneously estimate the reconstruction parameters of a rotating core collapse supernova GW burst that has been embedded in simulated Advanced LIGO noise. We also discuss an approach to deal with non-stationary data by breaking longer data streams into smaller and locally stationary components.

  16. Semiparametric bayesian analysis of gene-environment interactions

    OpenAIRE

    Lobach, I.

    2010-01-01

    A key component to prevention and control of complex diseases, such as cancer, diabetes, hypertension, is to analyze the genetic and environmental factors that lead to the development of these complex diseases. We propose a Bayesian approach for analysis of gene-environment interactions that efficiently models information available in the observed data and a priori biomedical knowledge.

  17. Bayesian Semiparametric Density Deconvolution in the Presence of Conditionally Heteroscedastic Measurement Errors

    KAUST Repository

    Sarkar, Abhra

    2014-10-02

    We consider the problem of estimating the density of a random variable when precise measurements on the variable are not available, but replicated proxies contaminated with measurement error are available for sufficiently many subjects. Under the assumption of additive measurement errors this reduces to a problem of deconvolution of densities. Deconvolution methods often make restrictive and unrealistic assumptions about the density of interest and the distribution of measurement errors, e.g., normality and homoscedasticity and thus independence from the variable of interest. This article relaxes these assumptions and introduces novel Bayesian semiparametric methodology based on Dirichlet process mixture models for robust deconvolution of densities in the presence of conditionally heteroscedastic measurement errors. In particular, the models can adapt to asymmetry, heavy tails and multimodality. In simulation experiments, we show that our methods vastly outperform a recent Bayesian approach based on estimating the densities via mixtures of splines. We apply our methods to data from nutritional epidemiology. Even in the special case when the measurement errors are homoscedastic, our methodology is novel and dominates other methods that have been proposed previously. Additional simulation results, instructions on getting access to the data set and R programs implementing our methods are included as part of online supplemental materials.

  18. Dose-response curve estimation: a semiparametric mixture approach.

    Science.gov (United States)

    Yuan, Ying; Yin, Guosheng

    2011-12-01

    In the estimation of a dose-response curve, parametric models are straightforward and efficient but subject to model misspecifications; nonparametric methods are robust but less efficient. As a compromise, we propose a semiparametric approach that combines the advantages of parametric and nonparametric curve estimates. In a mixture form, our estimator takes a weighted average of the parametric and nonparametric curve estimates, in which a higher weight is assigned to the estimate with a better model fit. When the parametric model assumption holds, the semiparametric curve estimate converges to the parametric estimate and thus achieves high efficiency; when the parametric model is misspecified, the semiparametric estimate converges to the nonparametric estimate and remains consistent. We also consider an adaptive weighting scheme to allow the weight to vary according to the local fit of the models. We conduct extensive simulation studies to investigate the performance of the proposed methods and illustrate them with two real examples.

  19. Semiparametric Bayesian Analysis of Nutritional Epidemiology Data in the Presence of Measurement Error

    KAUST Repository

    Sinha, Samiran

    2009-08-10

    We propose a semiparametric Bayesian method for handling measurement error in nutritional epidemiological data. Our goal is to estimate nonparametrically the form of association between a disease and exposure variable while the true values of the exposure are never observed. Motivated by nutritional epidemiological data, we consider the setting where a surrogate covariate is recorded in the primary data, and a calibration data set contains information on the surrogate variable and repeated measurements of an unbiased instrumental variable of the true exposure. We develop a flexible Bayesian method where not only is the relationship between the disease and exposure variable treated semiparametrically, but also the relationship between the surrogate and the true exposure is modeled semiparametrically. The two nonparametric functions are modeled simultaneously via B-splines. In addition, we model the distribution of the exposure variable as a Dirichlet process mixture of normal distributions, thus making its modeling essentially nonparametric and placing this work into the context of functional measurement error modeling. We apply our method to the NIH-AARP Diet and Health Study and examine its performance in a simulation study.

  20. Issues in claims reserving and credibility: a semiparametric approach with mixed models

    NARCIS (Netherlands)

    Antonio, K.; Beirlant, J.

    2008-01-01

    Using the statistical methodology of semi-parametric regression and its connection with mixed models, this article revisits smoothing models for loss reserving and credibility. Apart from the flexibility inherent to all semiparametric methods, advantages of the semiparametric approach developed here

  1. A semiparametric approach to short-term oil price forecasting

    Energy Technology Data Exchange (ETDEWEB)

    Morana, C. [University of Piemonte Orientale, Facolta di Economia, Via Lanino 1, 28100 Novara (Italy)

    2001-05-01

    In this paper it is shown how the GARCH properties of oil price changes can be employed to forecast the oil price distribution over short-term horizons. The forecasting methodology is semiparametric and it is based on the bootstrap approach. The results of an out-of-sample forecasting exercise, carried out using the Brent oil price series, suggest that the forecasting approach can be used to obtain a performance measure for the forward price, in addition to compute interval forecasts for the oil price.

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

    Directory of Open Access Journals (Sweden)

    Deborah Burr

    2012-07-01

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

  3. A semiparametric approach to physiological flow models.

    Science.gov (United States)

    Verotta, D; Sheiner, L B; Ebling, W F; Stanski, D R

    1989-08-01

    By regarding sampled tissues in a physiological model as linear subsystems, the usual advantages of flow models are preserved while mitigating two of their disadvantages, (i) the need for assumptions regarding intratissue kinetics, and (ii) the need to simultaneously fit data from several tissues. To apply the linear systems approach, both arterial blood and (interesting) tissue drug concentrations must be measured. The body is modeled as having an arterial compartment (A) distributing drug to different linear subsystems (tissues), connected in a specific way by blood flow. The response (CA, with dimensions of concentration) of A is measured. Tissues receive input from A (and optionally from other tissues), and send output to the outside or to other parts of the body. The response (CT, total amount of drug in the tissue (T) divided by the volume of T) from the T-th one, for example, of such tissues is also observed. From linear systems theory, CT can be expressed as the convolution of CA with a disposition function, F(t) (with dimensions 1/time). The function F(t) depends on the (unknown) structure of T, but has certain other constant properties: The integral integral infinity0 F(t) dt is the steady state ratio of CT to CA, and the point F(0) is the clearance rate of drug from A to T divided by the volume of T. A formula for the clearance rate of drug from T to outside T can be derived. To estimate F(t) empirically, and thus mitigate disadvantage (i), we suggest that, first, a nonparametric (or parametric) function be fitted to CA data yielding predicted values, CA, and, second, the convolution integral of CA with F(t) be fitted to CT data using a deconvolution method. By so doing, each tissue's data are analyzed separately, thus mitigating disadvantage (ii). A method for system simulation is also proposed. The results of applying the approach to simulated data and to real thiopental data are reported.

  4. Semiparametric Bayesian joint modeling of a binary and continuous outcome with applications in toxicological risk assessment.

    Science.gov (United States)

    Hwang, Beom Seuk; Pennell, Michael L

    2014-03-30

    Many dose-response studies collect data on correlated outcomes. For example, in developmental toxicity studies, uterine weight and presence of malformed pups are measured on the same dam. Joint modeling can result in more efficient inferences than independent models for each outcome. Most methods for joint modeling assume standard parametric response distributions. However, in toxicity studies, it is possible that response distributions vary in location and shape with dose, which may not be easily captured by standard models. To address this issue, we propose a semiparametric Bayesian joint model for a binary and continuous response. In our model, a kernel stick-breaking process prior is assigned to the distribution of a random effect shared across outcomes, which allows flexible changes in distribution shape with dose shared across outcomes. The model also includes outcome-specific fixed effects to allow different location effects. In simulation studies, we found that the proposed model provides accurate estimates of toxicological risk when the data do not satisfy assumptions of standard parametric models. We apply our method to data from a developmental toxicity study of ethylene glycol diethyl ether.

  5. Dynamic semiparametric Bayesian models for genetic mapping of complex trait with irregular longitudinal data.

    Science.gov (United States)

    Das, Kiranmoy; Li, Jiahan; Fu, Guifang; Wang, Zhong; Li, Runze; Wu, Rongling

    2013-02-10

    Many phenomena of fundamental importance to biology and biomedicine arise as a dynamic curve, such as organ growth and HIV dynamics. The genetic mapping of these traits is challenged by longitudinal variables measured at irregular and possibly subject-specific time points, in which case nonnegative definiteness of the estimated covariance matrix needs to be guaranteed. We present a semiparametric approach for genetic mapping within the mixture-model setting by jointly modeling mean and covariance structures for irregular longitudinal data. Penalized spline is used to model the mean functions of individual quantitative trait locus (QTL) genotypes as latent variables, whereas an extended generalized linear model is used to approximate the covariance matrix. The parameters for modeling the mean-covariances are estimated by MCMC, using the Gibbs sampler and the Metropolis-Hastings algorithm. We derive the full conditional distributions for the mean and covariance parameters and compute Bayes factors to test the hypothesis about the existence of significant QTLs. We used the model to screen the existence of specific QTLs for age-specific change of body mass index with a sparse longitudinal data set. The new model provides powerful means for broadening the application of genetic mapping to reveal the genetic control of dynamic traits.

  6. Investigating international new product diffusion speed: A semiparametric approach

    KAUST Repository

    Hartman, Brian M.

    2012-06-01

    Global marketing managers are interested in understanding the speed of the new product diffusion process and how the speed has changed in our ever more technologically advanced and global marketplace. Understanding the process allows firms to forecast the expected rate of return on their new products and develop effective marketing strategies. The most recent major study on this topic [Marketing Science 21 (2002) 97-114] investigated new product diffusions in the United States.We expand upon that study in three important ways. (1) Van den Bulte notes that a similar study is needed in the international context, especially in developing countries. Our study covers four new product diffusions across 31 developed and developing nations from 1980-2004. Our sample accounts for about 80% of the global economic output and 60% of the global population, allowing us to examine more general phenomena. (2) His model contains the implicit assumption that the diffusion speed parameter is constant throughout the diffusion life cycle of a product. Recognizing the likely effects on the speed parameter of recent changes in the marketplace, we model the parameter as a semiparametric function, allowing it the flexibility to change over time. (3) We perform a variable selection to determine that the number of internet users and the consumer price index are strongly associated with the speed of diffusion. © Institute of Mathematical Statistics, 2012.

  7. Bayesian Approach for Inconsistent Information.

    Science.gov (United States)

    Stein, M; Beer, M; Kreinovich, V

    2013-10-01

    In engineering situations, we usually have a large amount of prior knowledge that needs to be taken into account when processing data. Traditionally, the Bayesian approach is used to process data in the presence of prior knowledge. Sometimes, when we apply the traditional Bayesian techniques to engineering data, we get inconsistencies between the data and prior knowledge. These inconsistencies are usually caused by the fact that in the traditional approach, we assume that we know the exact sample values, that the prior distribution is exactly known, etc. In reality, the data is imprecise due to measurement errors, the prior knowledge is only approximately known, etc. So, a natural way to deal with the seemingly inconsistent information is to take this imprecision into account in the Bayesian approach - e.g., by using fuzzy techniques. In this paper, we describe several possible scenarios for fuzzifying the Bayesian approach. Particular attention is paid to the interaction between the estimated imprecise parameters. In this paper, to implement the corresponding fuzzy versions of the Bayesian formulas, we use straightforward computations of the related expression - which makes our computations reasonably time-consuming. Computations in the traditional (non-fuzzy) Bayesian approach are much faster - because they use algorithmically efficient reformulations of the Bayesian formulas. We expect that similar reformulations of the fuzzy Bayesian formulas will also drastically decrease the computation time and thus, enhance the practical use of the proposed methods.

  8. Semiparametric Bayesian estimation of quantile function for breast cancer survival data with cured fraction.

    Science.gov (United States)

    Gupta, Cherry; Cobre, Juliana; Polpo, Adriano; Sinha, Debjayoti

    2016-09-01

    Existing cure-rate survival models are generally not convenient for modeling and estimating the survival quantiles of a patient with specified covariate values. This paper proposes a novel class of cure-rate model, the transform-both-sides cure-rate model (TBSCRM), that can be used to make inferences about both the cure-rate and the survival quantiles. We develop the Bayesian inference about the covariate effects on the cure-rate as well as on the survival quantiles via Markov Chain Monte Carlo (MCMC) tools. We also show that the TBSCRM-based Bayesian method outperforms existing cure-rate models based methods in our simulation studies and in application to the breast cancer survival data from the National Cancer Institute's Surveillance, Epidemiology, and End Results (SEER) database.

  9. Modelling asset correlations during the recent financial crisis: A semiparametric approach

    DEFF Research Database (Denmark)

    Aslanidis, Nektarios; Casas, Isabel

    This article proposes alternatives to the Dynamic Conditional Correlation (DCC) model to study assets' correlations during the recent financial crisis. In particular, we adopt a semiparametric and nonparametric approach to estimate the conditional correlations for two interesting portfolios....... The first portfolio consists of equity sectors SPDRs and the S&P 500 composite, while the second one contains major currencies that are actively traded in the foreign exchange market. Methodologically, our contribution is two fold. First, we propose the Local Linear (LL) estimator for the correlations...

  10. A semiparametric Bayesian proportional hazards model for interval censored data with frailty effects

    Directory of Open Access Journals (Sweden)

    Hölzel Dieter

    2009-02-01

    Full Text Available Abstract Background Multivariate analysis of interval censored event data based on classical likelihood methods is notoriously cumbersome. Likelihood inference for models which additionally include random effects are not available at all. Developed algorithms bear problems for practical users like: matrix inversion, slow convergence, no assessment of statistical uncertainty. Methods MCMC procedures combined with imputation are used to implement hierarchical models for interval censored data within a Bayesian framework. Results Two examples from clinical practice demonstrate the handling of clustered interval censored event times as well as multilayer random effects for inter-institutional quality assessment. The software developed is called survBayes and is freely available at CRAN. Conclusion The proposed software supports the solution of complex analyses in many fields of clinical epidemiology as well as health services research.

  11. Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds1

    Science.gov (United States)

    Cruz-Marcelo, Alejandro; Ensor, Katherine B.; Rosner, Gary L.

    2011-01-01

    The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a model that jointly estimates term structures by means of a Bayesian hierarchical model with a prior probability model based on Dirichlet process mixtures. The modeling methodology borrows strength across term structures for purposes of estimation. The main advantage of our framework is its ability to produce reliable estimators at the company level even when there are only a few bonds per company. After describing the proposed model, we discuss an empirical application in which the term structure of 197 individual companies is estimated. The sample of 197 consists of 143 companies with only one or two bonds. In-sample and out-of-sample tests are used to quantify the improvement in accuracy that results from approximating the term structure of corporate bonds with estimators by company rather than by credit rating, the latter being a popular choice in the financial literature. A complete description of a Markov chain Monte Carlo (MCMC) scheme for the proposed model is available as Supplementary Material. PMID:21765566

  12. Another Look at the Income Elasticity of Non-point Source Air Pollutants: A Semiparametric Approach

    NARCIS (Netherlands)

    Roy, N.; Kooten, van G.C.

    2004-01-01

    In this paper, a semiparametric model is used to examine the relationship between pollution and income for three non-point source pollutants. Statistical tests reject the quadratic specification in favor of the semiparametric model in all cases. However, the results do not support the inverted-U hyp

  13. On the Evidence for Cosmic Variation of the Fine Structure Constant (II): A Semi-Parametric Bayesian Model Selection Analysis of the Quasar Dataset

    CERN Document Server

    Cameron, Ewan

    2013-01-01

    In the second paper of this series we extend our Bayesian reanalysis of the evidence for a cosmic variation of the fine structure constant to the semi-parametric modelling regime. By adopting a mixture of Dirichlet processes prior for the unexplained errors in each instrumental subgroup of the benchmark quasar dataset we go some way towards freeing our model selection procedure from the apparent subjectivity of a fixed distributional form. Despite the infinite-dimensional domain of the error hierarchy so constructed we are able to demonstrate a recursive scheme for marginal likelihood estimation with prior-sensitivity analysis directly analogous to that presented in Paper I, thereby allowing the robustness of our posterior Bayes factors to hyper-parameter choice and model specification to be readily verified. In the course of this work we elucidate various similarities between unexplained error problems in the seemingly disparate fields of astronomy and clinical meta-analysis, and we highlight a number of sop...

  14. Bayesian approach to rough set

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

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

  15. Semiparametric Bayesian analysis of gene-environment interactions with error in measurement of environmental covariates and missing genetic data.

    Science.gov (United States)

    Lobach, Iryna; Mallick, Bani; Carroll, Raymond J

    2011-01-01

    Case-control studies are widely used to detect gene-environment interactions in the etiology of complex diseases. Many variables that are of interest to biomedical researchers are difficult to measure on an individual level, e.g. nutrient intake, cigarette smoking exposure, long-term toxic exposure. Measurement error causes bias in parameter estimates, thus masking key features of data and leading to loss of power and spurious/masked associations. We develop a Bayesian methodology for analysis of case-control studies for the case when measurement error is present in an environmental covariate and the genetic variable has missing data. This approach offers several advantages. It allows prior information to enter the model to make estimation and inference more precise. The environmental covariates measured exactly are modeled completely nonparametrically. Further, information about the probability of disease can be incorporated in the estimation procedure to improve quality of parameter estimates, what cannot be done in conventional case-control studies. A unique feature of the procedure under investigation is that the analysis is based on a pseudo-likelihood function therefore conventional Bayesian techniques may not be technically correct. We propose an approach using Markov Chain Monte Carlo sampling as well as a computationally simple method based on an asymptotic posterior distribution. Simulation experiments demonstrated that our method produced parameter estimates that are nearly unbiased even for small sample sizes. An application of our method is illustrated using a population-based case-control study of the association between calcium intake with the risk of colorectal adenoma development.

  16. Kerfdr: a semi-parametric kernel-based approach to local false discovery rate estimation

    Directory of Open Access Journals (Sweden)

    Robin Stephane

    2009-03-01

    Full Text Available Abstract Background The use of current high-throughput genetic, genomic and post-genomic data leads to the simultaneous evaluation of a large number of statistical hypothesis and, at the same time, to the multiple-testing problem. As an alternative to the too conservative Family-Wise Error-Rate (FWER, the False Discovery Rate (FDR has appeared for the last ten years as more appropriate to handle this problem. However one drawback of FDR is related to a given rejection region for the considered statistics, attributing the same value to those that are close to the boundary and those that are not. As a result, the local FDR has been recently proposed to quantify the specific probability for a given null hypothesis to be true. Results In this context we present a semi-parametric approach based on kernel estimators which is applied to different high-throughput biological data such as patterns in DNA sequences, genes expression and genome-wide association studies. Conclusion The proposed method has the practical advantages, over existing approaches, to consider complex heterogeneities in the alternative hypothesis, to take into account prior information (from an expert judgment or previous studies by allowing a semi-supervised mode, and to deal with truncated distributions such as those obtained in Monte-Carlo simulations. This method has been implemented and is available through the R package kerfdr via the CRAN or at http://stat.genopole.cnrs.fr/software/kerfdr.

  17. Modelling biochemical networks with intrinsic time delays: a hybrid semi-parametric approach

    Directory of Open Access Journals (Sweden)

    Oliveira Rui

    2010-09-01

    Full Text Available Abstract Background This paper presents a method for modelling dynamical biochemical networks with intrinsic time delays. Since the fundamental mechanisms leading to such delays are many times unknown, non conventional modelling approaches become necessary. Herein, a hybrid semi-parametric identification methodology is proposed in which discrete time series are incorporated into fundamental material balance models. This integration results in hybrid delay differential equations which can be applied to identify unknown cellular dynamics. Results The proposed hybrid modelling methodology was evaluated using two case studies. The first of these deals with dynamic modelling of transcriptional factor A in mammalian cells. The protein transport from the cytosol to the nucleus introduced a delay that was accounted for by discrete time series formulation. The second case study focused on a simple network with distributed time delays that demonstrated that the discrete time delay formalism has broad applicability to both discrete and distributed delay problems. Conclusions Significantly better prediction qualities of the novel hybrid model were obtained when compared to dynamical structures without time delays, being the more distinctive the more significant the underlying system delay is. The identification of the system delays by studies of different discrete modelling delays was enabled by the proposed structure. Further, it was shown that the hybrid discrete delay methodology is not limited to discrete delay systems. The proposed method is a powerful tool to identify time delays in ill-defined biochemical networks.

  18. Semiparametric approach for non-monotone missing covariates in a parametric regression model

    KAUST Repository

    Sinha, Samiran

    2014-02-26

    Missing covariate data often arise in biomedical studies, and analysis of such data that ignores subjects with incomplete information may lead to inefficient and possibly biased estimates. A great deal of attention has been paid to handling a single missing covariate or a monotone pattern of missing data when the missingness mechanism is missing at random. In this article, we propose a semiparametric method for handling non-monotone patterns of missing data. The proposed method relies on the assumption that the missingness mechanism of a variable does not depend on the missing variable itself but may depend on the other missing variables. This mechanism is somewhat less general than the completely non-ignorable mechanism but is sometimes more flexible than the missing at random mechanism where the missingness mechansim is allowed to depend only on the completely observed variables. The proposed approach is robust to misspecification of the distribution of the missing covariates, and the proposed mechanism helps to nullify (or reduce) the problems due to non-identifiability that result from the non-ignorable missingness mechanism. The asymptotic properties of the proposed estimator are derived. Finite sample performance is assessed through simulation studies. Finally, for the purpose of illustration we analyze an endometrial cancer dataset and a hip fracture dataset.

  19. Semiparametric approach for non-monotone missing covariates in a parametric regression model.

    Science.gov (United States)

    Sinha, Samiran; Saha, Krishna K; Wang, Suojin

    2014-06-01

    Missing covariate data often arise in biomedical studies, and analysis of such data that ignores subjects with incomplete information may lead to inefficient and possibly biased estimates. A great deal of attention has been paid to handling a single missing covariate or a monotone pattern of missing data when the missingness mechanism is missing at random. In this article, we propose a semiparametric method for handling non-monotone patterns of missing data. The proposed method relies on the assumption that the missingness mechanism of a variable does not depend on the missing variable itself but may depend on the other missing variables. This mechanism is somewhat less general than the completely non-ignorable mechanism but is sometimes more flexible than the missing at random mechanism where the missingness mechansim is allowed to depend only on the completely observed variables. The proposed approach is robust to misspecification of the distribution of the missing covariates, and the proposed mechanism helps to nullify (or reduce) the problems due to non-identifiability that result from the non-ignorable missingness mechanism. The asymptotic properties of the proposed estimator are derived. Finite sample performance is assessed through simulation studies. Finally, for the purpose of illustration we analyze an endometrial cancer dataset and a hip fracture dataset.

  20. A semi-parametric approach to the frequency of occurrence under a simple crossover trial.

    Science.gov (United States)

    Lui, Kung-Jong; Chang, Kuang-Chao

    2016-02-01

    To analyze the frequency of occurrence for an event of interest in a crossover design, we propose a semi-parametric approach. We develop two point estimators and four interval estimators in closed forms for the treatment effect under a random effects multiplicative risk model. Using Monte Carlo simulations, we evaluate these estimators and compare the four interval estimators with the classical interval estimator suggested elsewhere in a variety of situations. We note that the point estimator using the ratio of two arithmetic averages of mean frequencies under a multiplicative risk model can be comparable to the point estimator using the ratio of two geometric averages of mean frequencies. We note that as long as the number of patients per group is large, all the four interval estimators developed here can perform well. We also note that the classical interval estimator derived under the commonly assumed Poisson distribution for the frequency data can be conservative and lose precision if the Poisson distribution assumption is violated. We use a double-blind randomized crossover trial comparing salmeterol with a placebo in exacerbations of asthma to illustrate the practical use of these estimators. © The Author(s) 2012.

  1. Semiparametric regression during 2003–2007

    KAUST Repository

    Ruppert, David

    2009-01-01

    Semiparametric regression is a fusion between parametric regression and nonparametric regression that integrates low-rank penalized splines, mixed model and hierarchical Bayesian methodology – thus allowing more streamlined handling of longitudinal and spatial correlation. We review progress in the field over the five-year period between 2003 and 2007. We find semiparametric regression to be a vibrant field with substantial involvement and activity, continual enhancement and widespread application.

  2. Gender Wage Gap : A Semi-Parametric Approach With Sample Selection Correction

    NARCIS (Netherlands)

    Picchio, M.; Mussida, C.

    2010-01-01

    Sizeable gender differences in employment rates are observed in many countries. Sample selection into the workforce might therefore be a relevant issue when estimating gender wage gaps. This paper proposes a new semi-parametric estimator of densities in the presence of covariates which incorporates

  3. Gender Wage Gap : A Semi-Parametric Approach With Sample Selection Correction

    NARCIS (Netherlands)

    Picchio, M.; Mussida, C.

    2010-01-01

    Sizeable gender differences in employment rates are observed in many countries. Sample selection into the workforce might therefore be a relevant issue when estimating gender wage gaps. This paper proposes a new semi-parametric estimator of densities in the presence of covariates which incorporates

  4. Particle identification in ALICE: a Bayesian approach

    NARCIS (Netherlands)

    Adam, J.; Adamova, D.; Aggarwal, M. M.; Rinella, G. Aglieri; Agnello, M.; Agrawal, N.; Ahammed, Z.; Ahn, S. U.; Aiola, S.; Akindinov, A.; Alam, S. N.; Albuquerque, D. S. D.; Aleksandrov, D.; Alessandro, B.; Alexandre, D.; Alfaro Molina, R.; Alici, A.; Alkin, A.; Almaraz, J. R. M.; Alme, J.; Alt, T.; Altinpinar, S.; Altsybeev, I.; Alves Garcia Prado, C.; Andrei, C.; Andronic, A.; Anguelov, V.; Anticic, T.; Antinori, F.; Antonioli, P.; Aphecetche, L.; Appelshaeuser, H.; Arcelli, S.; Arnaldi, R.; Arnold, O. W.; Arsene, I. C.; Arslandok, M.; Audurier, B.; Augustinus, A.; Averbeck, R.; Azmi, M. D.; Badala, A.; Baek, Y. W.; Bagnasco, S.; Bailhache, R.; Bala, R.; Balasubramanian, S.; Baldisseri, A.; Baral, R. C.; Barbano, A. M.; Barbera, R.; Barile, F.; Barnafoeldi, G. G.; Barnby, L. S.; Barret, V.; Bartalini, P.; Barth, K.; Bartke, J.; Bartsch, E.; Basile, M.; Bastid, N.; Bathen, B.; Batigne, G.; Camejo, A. Batista; Batyunya, B.; Batzing, P. C.; Bearden, I. G.; Beck, H.; Bedda, C.; Behera, N. K.; Belikov, I.; Bellini, F.; Bello Martinez, H.; Bellwied, R.; Belmont, R.; Belmont-Moreno, E.; Belyaev, V.; Benacek, P.; Bencedi, G.; Beole, S.; Berceanu, I.; Bercuci, A.; Berdnikov, Y.; Berenyi, D.; Bertens, R. A.; Berzano, D.; Betev, L.; Bhasin, A.; Bhat, I. R.; Bhati, A. K.; Bhattacharjee, B.; Bhom, J.; Bianchi, L.; Bianchi, N.; Bianchin, C.; Bielcik, J.; Bielcikova, J.; Bilandzic, A.; Biro, G.; Biswas, R.; Biswas, S.; Bjelogrlic, S.; Blair, J. T.; Blau, D.; Blume, C.; Bock, F.; Bogdanov, A.; Boggild, H.; Boldizsar, L.; Bombara, M.; Book, J.; Borel, H.; Borissov, A.; Borri, M.; Bossu, F.; Botta, E.; Bourjau, C.; Braun-Munzinger, P.; Bregant, M.; Breitner, T.; Broker, T. A.; Browning, T. A.; Broz, M.; Brucken, E. J.; Bruna, E.; Bruno, G. E.; Budnikov, D.; Buesching, H.; Bufalino, S.; Buncic, P.; Busch, O.; Buthelezi, Z.; Butt, J. B.; Buxton, J. T.; Cabala, J.; Caffarri, D.; Cai, X.; Caines, H.; Diaz, L. Calero; Caliva, A.; Calvo Villar, E.; Camerini, P.; Carena, F.; Carena, W.; Carnesecchi, F.; Castellanos, J. Castillo; Castro, A. J.; Casula, E. A. R.; Sanchez, C. Ceballos; Cepila, J.; Cerello, P.; Cerkala, J.; Chang, B.; Chapeland, S.; Chartier, M.; Charvet, J. L.; Chattopadhyay, S.; Chattopadhyay, S.; Chauvin, A.; Chelnokov, V.; Cherney, M.; Cheshkov, C.; Cheynis, B.; Barroso, V. Chibante; Chinellato, D. D.; Cho, S.; Chochula, P.; Choi, K.; Chojnacki, M.; Choudhury, S.; Christakoglou, P.; Christensen, C. H.; Christiansen, P.; Chujo, T.; Cicalo, C.; Cifarelli, L.; Cindolo, F.; Cleymans, J.; Colamaria, F.; Colella, D.; Collu, A.; Colocci, M.; Balbastre, G. Conesa; del Valle, Z. Conesa; Connors, M. E.; Contreras, J. G.; Cormier, T. M.; Morales, Y. Corrales; Cortes Maldonado, I.; Cortese, P.; Cosentino, M. R.; Costa, F.; Crochet, P.; Cruz Albino, R.; Cuautle, E.; Cunqueiro, L.; Dahms, T.; Dainese, A.; Danisch, M. C.; Danu, A.; Das, I.; Das, S.; Dash, A.; Dash, S.; De, S.; De Caro, A.; de Cataldo, G.; de Conti, C.; de Cuveland, J.; De Falco, A.; De Gruttola, D.; De Marco, N.; De Pasquale, S.; Deisting, A.; Deloff, A.; Denes, E.; Deplano, C.; Dhankher, P.; Di Bari, D.; Di Mauro, A.; Di Nezza, P.; Corchero, M. A. Diaz; Dietel, T.; Dillenseger, P.; Divia, R.; Djuvsland, O.; Dobrin, A.; Gimenez, D. Domenicis; Doenigus, B.; Dordic, O.; Drozhzhova, T.; Dubey, A. K.; Dubla, A.; Ducroux, L.; Dupieux, P.; Ehlers, R. J.; Elia, D.; Endress, E.; Engel, H.; Epple, E.; Erazmus, B.; Erdemir, I.; Erhardt, F.; Espagnon, B.; Estienne, M.; Esumi, S.; Eum, J.; Evans, D.; Evdokimov, S.; Eyyubova, G.; Fabbietti, L.; Fabris, D.; Faivre, J.; Fantoni, A.; Fasel, M.; Feldkamp, L.; Feliciello, A.; Feofilov, G.; Ferencei, J.; Fernandez Tellez, A.; Ferreiro, E. G.; Ferretti, A.; Festanti, A.; Feuillard, V. J. G.; Figiel, J.; Figueredo, M. A. S.; Filchagin, S.; Finogeev, D.; Fionda, F. M.; Fiore, E. M.; Fleck, M. G.; Floris, M.; Foertsch, S.; Foka, P.; Fokin, S.; Fragiacomo, E.; Francescon, A.; Frankenfeld, U.; Fronze, G. G.; Fuchs, U.; Furget, C.; Furs, A.; Girard, M. Fusco; Gaardhoje, J. J.; Gagliardi, M.; Gago, A. M.; Gallio, M.; Gangadharan, D. R.; Ganoti, P.; Gao, C.; Garabatos, C.; Garcia-Solis, E.; Gargiulo, C.; Gasik, P.; Gauger, E. F.; Germain, M.; Gheata, A.; Gheata, M.; Gianotti, P.; Giubellino, P.; Giubilato, P.; Gladysz-Dziadus, E.; Glaessel, P.; Gomez Coral, D. M.; Ramirez, A. Gomez; Gonzalez, A. S.; Gonzalez, V.; Gonzalez-Zamora, P.; Gorbunov, S.; Goerlich, L.; Gotovac, S.; Grabski, V.; Grachov, O. A.; Graczykowski, L. K.; Graham, K. L.; Grelli, A.; Grigoras, A.; Grigoras, C.; Grigoriev, V.; Grigoryan, A.; Grigoryan, S.; Grinyov, B.; Grion, N.; Gronefeld, J. M.; Grosse-Oetringhaus, J. F.; Grosso, R.; Guber, F.; Guernane, R.; Guerzoni, B.; Gulbrandsen, K.; Gunji, T.; Gupta, A.; Haake, R.; Haaland, O.

    2016-01-01

    We present a Bayesian approach to particle identification (PID) within the ALICE experiment. The aim is to more effectively combine the particle identification capabilities of its various detectors. After a brief explanation of the adopted methodology and formalism, the performance of the Bayesian

  5. A Bayesian Concept Learning Approach to Crowdsourcing

    DEFF Research Database (Denmark)

    Viappiani, Paolo Renato; Zilles, Sandra; Hamilton, Howard J.

    2011-01-01

    We develop a Bayesian approach to concept learning for crowdsourcing applications. A probabilistic belief over possible concept definitions is maintained and updated according to (noisy) observations from experts, whose behaviors are modeled using discrete types. We propose recommendation...

  6. Bayesian approach to noninferiority trials for proportions.

    Science.gov (United States)

    Gamalo, Mark A; Wu, Rui; Tiwari, Ram C

    2011-09-01

    Noninferiority trials are unique because they are dependent upon historical information in order to make meaningful interpretation of their results. Hence, a direct application of the Bayesian paradigm in sequential learning becomes apparently useful in the analysis. This paper describes a Bayesian procedure for testing noninferiority in two-arm studies with a binary primary endpoint that allows the incorporation of historical data on an active control via the use of informative priors. In particular, the posteriors of the response in historical trials are assumed as priors for its corresponding parameters in the current trial, where that treatment serves as the active control. The Bayesian procedure includes a fully Bayesian method and two normal approximation methods on the prior and/or on the posterior distributions. Then a common Bayesian decision criterion is used but with two prespecified cutoff levels, one for the approximation methods and the other for the fully Bayesian method, to determine whether the experimental treatment is noninferior to the active control. This criterion is evaluated and compared with the frequentist method using simulation studies in keeping with regulatory framework that new methods must protect type I error and arrive at a similar conclusion with existing standard strategies. Results show that both methods arrive at comparable conclusions of noninferiority when applied to a modified real data set. The advantage of the proposed Bayesian approach lies in its ability to provide posterior probabilities for effect sizes of the experimental treatment over the active control.

  7. Global sensitivity analysis for repeated measures studies with informative drop-out: A semi-parametric approach.

    Science.gov (United States)

    Scharfstein, Daniel; McDermott, Aidan; Díaz, Iván; Carone, Marco; Lunardon, Nicola; Turkoz, Ibrahim

    2017-05-23

    In practice, both testable and untestable assumptions are generally required to draw inference about the mean outcome measured at the final scheduled visit in a repeated measures study with drop-out. Scharfstein et al. (2014) proposed a sensitivity analysis methodology to determine the robustness of conclusions within a class of untestable assumptions. In their approach, the untestable and testable assumptions were guaranteed to be compatible; their testable assumptions were based on a fully parametric model for the distribution of the observable data. While convenient, these parametric assumptions have proven especially restrictive in empirical research. Here, we relax their distributional assumptions and provide a more flexible, semi-parametric approach. We illustrate our proposal in the context of a randomized trial for evaluating a treatment of schizoaffective disorder. © 2017, The International Biometric Society.

  8. The role of Foreign Direct Investment (FDI in a dualistic growth framework: A smooth coefficient semi-parametric approach

    Directory of Open Access Journals (Sweden)

    Zeb Aurangzeb

    2014-09-01

    Full Text Available This paper examines the relationship between Foreign Direct Investment (FDI and economic growth. We extend the dualistic growth framework by Feder (1982, whereby we divide the economy into an exports and a non-exports sector and assume that the FDI is mainly entering the former. In order to empirically estimate the effects of FDI on economic growth, we employ a smooth coefficient semi-parametric approach. Our results show that countries with higher levels of FDI inflows experience higher productivity in the exports sector as compared with those with low level of FDI inflows. In general, we provide some evidence that FDI inflows play an important role during the development process: Initially, as an important determinant of growth, later on, by helping improve factor productivity in the exports sector and finally, through spillover effects due to fostering the linkages between the Multinational Corporations (MNC and their host economy partners.

  9. Bayesian Approach to Inverse Problems

    CERN Document Server

    2008-01-01

    Many scientific, medical or engineering problems raise the issue of recovering some physical quantities from indirect measurements; for instance, detecting or quantifying flaws or cracks within a material from acoustic or electromagnetic measurements at its surface is an essential problem of non-destructive evaluation. The concept of inverse problems precisely originates from the idea of inverting the laws of physics to recover a quantity of interest from measurable data.Unfortunately, most inverse problems are ill-posed, which means that precise and stable solutions are not easy to devise. Regularization is the key concept to solve inverse problems.The goal of this book is to deal with inverse problems and regularized solutions using the Bayesian statistical tools, with a particular view to signal and image estimation

  10. A Bayesian Concept Learning Approach to Crowdsourcing

    DEFF Research Database (Denmark)

    Viappiani, Paolo Renato; Zilles, Sandra; Hamilton, Howard J.;

    2011-01-01

    techniques, inference methods, and query selection strategies to assist a user charged with choosing a configuration that satisfies some (partially known) concept. Our model is able to simultaneously learn the concept definition and the types of the experts. We evaluate our model with simulations, showing......We develop a Bayesian approach to concept learning for crowdsourcing applications. A probabilistic belief over possible concept definitions is maintained and updated according to (noisy) observations from experts, whose behaviors are modeled using discrete types. We propose recommendation...... that our Bayesian strategies are effective even in large concept spaces with many uninformative experts....

  11. A Bayesian approach to person perception.

    Science.gov (United States)

    Clifford, C W G; Mareschal, I; Otsuka, Y; Watson, T L

    2015-11-01

    Here we propose a Bayesian approach to person perception, outlining the theoretical position and a methodological framework for testing the predictions experimentally. We use the term person perception to refer not only to the perception of others' personal attributes such as age and sex but also to the perception of social signals such as direction of gaze and emotional expression. The Bayesian approach provides a formal description of the way in which our perception combines current sensory evidence with prior expectations about the structure of the environment. Such expectations can lead to unconscious biases in our perception that are particularly evident when sensory evidence is uncertain. We illustrate the ideas with reference to our recent studies on gaze perception which show that people have a bias to perceive the gaze of others as directed towards themselves. We also describe a potential application to the study of the perception of a person's sex, in which a bias towards perceiving males is typically observed.

  12. Particle identification in ALICE: a Bayesian approach

    CERN Document Server

    Adam, Jaroslav; Aggarwal, Madan Mohan; Aglieri Rinella, Gianluca; Agnello, Michelangelo; Agrawal, Neelima; Ahammed, Zubayer; Ahmad, Shakeel; Ahn, Sang Un; Aiola, Salvatore; Akindinov, Alexander; Alam, Sk Noor; Silva De Albuquerque, Danilo; Aleksandrov, Dmitry; Alessandro, Bruno; Alexandre, Didier; Alfaro Molina, Jose Ruben; Alici, Andrea; Alkin, Anton; Millan Almaraz, Jesus Roberto; Alme, Johan; Alt, Torsten; Altinpinar, Sedat; Altsybeev, Igor; Alves Garcia Prado, Caio; Andrei, Cristian; Andronic, Anton; Anguelov, Venelin; Anticic, Tome; Antinori, Federico; Antonioli, Pietro; Aphecetche, Laurent Bernard; Appelshaeuser, Harald; Arcelli, Silvia; Arnaldi, Roberta; Arnold, Oliver Werner; Arsene, Ionut Cristian; Arslandok, Mesut; Audurier, Benjamin; Augustinus, Andre; Averbeck, Ralf Peter; Azmi, Mohd Danish; Badala, Angela; Baek, Yong Wook; Bagnasco, Stefano; Bailhache, Raphaelle Marie; Bala, Renu; Balasubramanian, Supraja; Baldisseri, Alberto; Baral, Rama Chandra; Barbano, Anastasia Maria; Barbera, Roberto; Barile, Francesco; Barnafoldi, Gergely Gabor; Barnby, Lee Stuart; Ramillien Barret, Valerie; Bartalini, Paolo; Barth, Klaus; Bartke, Jerzy Gustaw; Bartsch, Esther; Basile, Maurizio; Bastid, Nicole; Basu, Sumit; Bathen, Bastian; Batigne, Guillaume; Batista Camejo, Arianna; Batyunya, Boris; Batzing, Paul Christoph; Bearden, Ian Gardner; Beck, Hans; Bedda, Cristina; Behera, Nirbhay Kumar; Belikov, Iouri; Bellini, Francesca; Bello Martinez, Hector; Bellwied, Rene; Belmont Iii, Ronald John; Belmont Moreno, Ernesto; Belyaev, Vladimir; Benacek, Pavel; Bencedi, Gyula; Beole, Stefania; Berceanu, Ionela; Bercuci, Alexandru; Berdnikov, Yaroslav; Berenyi, Daniel; Bertens, Redmer Alexander; Berzano, Dario; Betev, Latchezar; Bhasin, Anju; Bhat, Inayat Rasool; Bhati, Ashok Kumar; Bhattacharjee, Buddhadeb; Bhom, Jihyun; Bianchi, Livio; Bianchi, Nicola; Bianchin, Chiara; Bielcik, Jaroslav; Bielcikova, Jana; Bilandzic, Ante; Biro, Gabor; Biswas, Rathijit; Biswas, Saikat; Bjelogrlic, Sandro; Blair, Justin Thomas; Blau, Dmitry; Blume, Christoph; Bock, Friederike; Bogdanov, Alexey; Boggild, Hans; Boldizsar, Laszlo; Bombara, Marek; Book, Julian Heinz; Borel, Herve; Borissov, Alexander; Borri, Marcello; Bossu, Francesco; Botta, Elena; Bourjau, Christian; Braun-Munzinger, Peter; Bregant, Marco; Breitner, Timo Gunther; Broker, Theo Alexander; Browning, Tyler Allen; Broz, Michal; Brucken, Erik Jens; Bruna, Elena; Bruno, Giuseppe Eugenio; Budnikov, Dmitry; Buesching, Henner; Bufalino, Stefania; Buncic, Predrag; Busch, Oliver; Buthelezi, Edith Zinhle; Bashir Butt, Jamila; Buxton, Jesse Thomas; Cabala, Jan; Caffarri, Davide; Cai, Xu; Caines, Helen Louise; Calero Diaz, Liliet; Caliva, Alberto; Calvo Villar, Ernesto; Camerini, Paolo; Carena, Francesco; Carena, Wisla; Carnesecchi, Francesca; Castillo Castellanos, Javier Ernesto; Castro, Andrew John; Casula, Ester Anna Rita; Ceballos Sanchez, Cesar; Cepila, Jan; Cerello, Piergiorgio; Cerkala, Jakub; Chang, Beomsu; Chapeland, Sylvain; Chartier, Marielle; Charvet, Jean-Luc Fernand; Chattopadhyay, Subhasis; Chattopadhyay, Sukalyan; Chauvin, Alex; Chelnokov, Volodymyr; Cherney, Michael Gerard; Cheshkov, Cvetan Valeriev; Cheynis, Brigitte; Chibante Barroso, Vasco Miguel; Dobrigkeit Chinellato, David; Cho, Soyeon; Chochula, Peter; Choi, Kyungeon; Chojnacki, Marek; Choudhury, Subikash; Christakoglou, Panagiotis; Christensen, Christian Holm; Christiansen, Peter; Chujo, Tatsuya; Chung, Suh-Urk; Cicalo, Corrado; Cifarelli, Luisa; Cindolo, Federico; Cleymans, Jean Willy Andre; Colamaria, Fabio Filippo; Colella, Domenico; Collu, Alberto; Colocci, Manuel; Conesa Balbastre, Gustavo; Conesa Del Valle, Zaida; Connors, Megan Elizabeth; Contreras Nuno, Jesus Guillermo; Cormier, Thomas Michael; Corrales Morales, Yasser; Cortes Maldonado, Ismael; Cortese, Pietro; Cosentino, Mauro Rogerio; Costa, Filippo; Crochet, Philippe; Cruz Albino, Rigoberto; Cuautle Flores, Eleazar; Cunqueiro Mendez, Leticia; Dahms, Torsten; Dainese, Andrea; Danisch, Meike Charlotte; 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Faivre, Julien; Fantoni, Alessandra; Fasel, Markus; Feldkamp, Linus; Feliciello, Alessandro; Feofilov, Grigorii; Ferencei, Jozef; Fernandez Tellez, Arturo; Gonzalez Ferreiro, Elena; Ferretti, Alessandro; Festanti, Andrea; Feuillard, Victor Jose Gaston; Figiel, Jan; Araujo Silva Figueredo, Marcel; Filchagin, Sergey; Finogeev, Dmitry; Fionda, Fiorella; Fiore, Enrichetta Maria; Fleck, Martin Gabriel; Floris, Michele; Foertsch, Siegfried Valentin; Foka, Panagiota; Fokin, Sergey; Fragiacomo, Enrico; Francescon, Andrea; Frankenfeld, Ulrich Michael; Fronze, Gabriele Gaetano; Fuchs, Ulrich; Furget, Christophe; Furs, Artur; Fusco Girard, Mario; Gaardhoeje, Jens Joergen; Gagliardi, Martino; Gago Medina, Alberto Martin; Gallio, Mauro; Gangadharan, Dhevan Raja; Ganoti, Paraskevi; Gao, Chaosong; Garabatos Cuadrado, Jose; Garcia-Solis, Edmundo Javier; Gargiulo, Corrado; Gasik, Piotr Jan; Gauger, Erin Frances; Germain, Marie; Gheata, Andrei George; Gheata, Mihaela; Ghosh, Premomoy; Ghosh, Sanjay Kumar; 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Kumar, Ajay; Kumar, Jitendra; Kumar, Lokesh; Kumar, Shyam; Kurashvili, Podist; Kurepin, Alexander; Kurepin, Alexey; Kuryakin, Alexey; Kweon, Min Jung; Kwon, Youngil; La Pointe, Sarah Louise; La Rocca, Paola; Ladron De Guevara, Pedro; Lagana Fernandes, Caio; Lakomov, Igor; Langoy, Rune; Lara Martinez, Camilo Ernesto; Lardeux, Antoine Xavier; Lattuca, Alessandra; Laudi, Elisa; Lea, Ramona; Leardini, Lucia; Lee, Graham Richard; Lee, Seongjoo; Lehas, Fatiha; Lemmon, Roy Crawford; Lenti, Vito; Leogrande, Emilia; Leon Monzon, Ildefonso; Leon Vargas, Hermes; Leoncino, Marco; Levai, Peter; Li, Shuang; Li, Xiaomei; Lien, Jorgen Andre; Lietava, Roman; Lindal, Svein; Lindenstruth, Volker; Lippmann, Christian; Lisa, Michael Annan; Ljunggren, Hans Martin; Lodato, Davide Francesco; Lonne, Per-Ivar; Loginov, Vitaly; Loizides, Constantinos; Lopez, Xavier Bernard; Lopez Torres, Ernesto; Lowe, Andrew John; Luettig, Philipp Johannes; Lunardon, Marcello; Luparello, Grazia; Lutz, Tyler Harrison; Maevskaya, Alla; Mager, Magnus; Mahajan, Sanjay; Mahmood, Sohail Musa; Maire, Antonin; Majka, Richard Daniel; Malaev, Mikhail; Maldonado Cervantes, Ivonne Alicia; Malinina, Liudmila; Mal'Kevich, Dmitry; Malzacher, Peter; Mamonov, Alexander; Manko, Vladislav; Manso, Franck; Manzari, Vito; Marchisone, Massimiliano; Mares, Jiri; Margagliotti, Giacomo Vito; Margotti, Anselmo; Margutti, Jacopo; Marin, Ana Maria; Markert, Christina; Marquard, Marco; Martin, Nicole Alice; Martin Blanco, Javier; Martinengo, Paolo; Martinez Hernandez, Mario Ivan; Martinez-Garcia, Gines; Martinez Pedreira, Miguel; Mas, Alexis Jean-Michel; Masciocchi, Silvia; Masera, Massimo; Masoni, Alberto; Mastroserio, Annalisa; Matyja, Adam Tomasz; Mayer, Christoph; Mazer, Joel Anthony; Mazzoni, Alessandra Maria; Mcdonald, Daniel; Meddi, Franco; Melikyan, Yuri; Menchaca-Rocha, Arturo Alejandro; Meninno, Elisa; Mercado-Perez, Jorge; Meres, Michal; Miake, Yasuo; Mieskolainen, Matti Mikael; Mikhaylov, Konstantin; Milano, Leonardo; Milosevic, Jovan; Mischke, Andre; Mishra, Aditya Nath; Miskowiec, Dariusz Czeslaw; Mitra, Jubin; Mitu, Ciprian Mihai; Mohammadi, Naghmeh; Mohanty, Bedangadas; Molnar, Levente; Montano Zetina, Luis Manuel; Montes Prado, Esther; Moreira De Godoy, Denise Aparecida; Perez Moreno, Luis Alberto; Moretto, Sandra; Morreale, Astrid; Morsch, Andreas; Muccifora, Valeria; Mudnic, Eugen; Muhlheim, Daniel Michael; Muhuri, Sanjib; Mukherjee, Maitreyee; Mulligan, James Declan; Gameiro Munhoz, Marcelo; Munzer, Robert Helmut; Murakami, Hikari; Murray, Sean; Musa, Luciano; Musinsky, Jan; Naik, Bharati; Nair, Rahul; Nandi, Basanta Kumar; Nania, Rosario; Nappi, Eugenio; Naru, Muhammad Umair; Ferreira Natal Da Luz, Pedro Hugo; Nattrass, Christine; Rosado Navarro, Sebastian; Nayak, Kishora; Nayak, Ranjit; Nayak, Tapan Kumar; Nazarenko, Sergey; Nedosekin, Alexander; Nellen, Lukas; Ng, Fabian; Nicassio, Maria; Niculescu, Mihai; Niedziela, Jeremi; Nielsen, Borge Svane; Nikolaev, Sergey; Nikulin, Sergey; Nikulin, Vladimir; Noferini, Francesco; Nomokonov, Petr; Nooren, Gerardus; Cabanillas Noris, Juan Carlos; Norman, Jaime; Nyanin, Alexander; Nystrand, Joakim Ingemar; Oeschler, Helmut Oskar; Oh, Saehanseul; Oh, Sun Kun; Ohlson, Alice Elisabeth; Okatan, Ali; Okubo, Tsubasa; Olah, Laszlo; Oleniacz, Janusz; Oliveira Da Silva, Antonio Carlos; Oliver, Michael Henry; Onderwaater, Jacobus; Oppedisano, Chiara; Orava, Risto; Oravec, Matej; Ortiz Velasquez, Antonio; Oskarsson, Anders Nils Erik; Otwinowski, Jacek Tomasz; Oyama, Ken; Ozdemir, Mahmut; Pachmayer, Yvonne Chiara; Pagano, Davide; Pagano, Paola; Paic, Guy; Pal, Susanta Kumar; Pan, Jinjin; Pandey, Ashutosh Kumar; Papikyan, Vardanush; Pappalardo, Giuseppe; Pareek, Pooja; Park, Woojin; Parmar, Sonia; Passfeld, Annika; Paticchio, Vincenzo; Patra, Rajendra Nath; Paul, Biswarup; Pei, Hua; Peitzmann, Thomas; Pereira Da Costa, Hugo Denis Antonio; Peresunko, Dmitry Yurevich; Perez Lara, Carlos Eugenio; Perez Lezama, Edgar; Peskov, Vladimir; Pestov, Yury; Petracek, Vojtech; Petrov, Viacheslav; Petrovici, Mihai; Petta, Catia; Piano, Stefano; Pikna, Miroslav; Pillot, Philippe; Ozelin De Lima Pimentel, Lais; Pinazza, Ombretta; Pinsky, Lawrence; Piyarathna, Danthasinghe; Ploskon, Mateusz Andrzej; Planinic, Mirko; Pluta, Jan Marian; Pochybova, Sona; Podesta Lerma, Pedro Luis Manuel; Poghosyan, Martin; Polishchuk, Boris; Poljak, Nikola; Poonsawat, Wanchaloem; Pop, Amalia; Porteboeuf, Sarah Julie; Porter, R Jefferson; Pospisil, Jan; Prasad, Sidharth Kumar; Preghenella, Roberto; Prino, Francesco; Pruneau, Claude Andre; Pshenichnov, Igor; Puccio, Maximiliano; Puddu, Giovanna; Pujahari, Prabhat Ranjan; Punin, Valery; Putschke, Jorn Henning; Qvigstad, Henrik; Rachevski, Alexandre; Raha, Sibaji; Rajput, Sonia; Rak, Jan; Rakotozafindrabe, Andry Malala; Ramello, Luciano; Rami, Fouad; Raniwala, Rashmi; Raniwala, Sudhir; Rasanen, Sami Sakari; Rascanu, Bogdan Theodor; Rathee, Deepika; Read, Kenneth Francis; Redlich, Krzysztof; Reed, Rosi Jan; Rehman, Attiq Ur; Reichelt, Patrick Simon; Reidt, Felix; 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Zaporozhets, Sergey; Zardoshti, Nima; Zarochentsev, Andrey; Zavada, Petr; Zavyalov, Nikolay; Zbroszczyk, Hanna Paulina; Zgura, Sorin Ion; Zhalov, Mikhail; Zhang, Haitao; Zhang, Xiaoming; Zhang, Yonghong; Chunhui, Zhang; Zhang, Zuman; Zhao, Chengxin; Zhigareva, Natalia; Zhou, Daicui; Zhou, You; Zhou, Zhuo; Zhu, Hongsheng; Zhu, Jianhui; Zichichi, Antonino; Zimmermann, Alice; Zimmermann, Markus Bernhard; Zinovjev, Gennady; Zyzak, Maksym

    2016-01-01

    We present a Bayesian approach to particle identification (PID) within the ALICE experiment. The aim is to more effectively combine the particle identification capabilities of its various detectors. After a brief explanation of the adopted methodology and formalism, the performance of the Bayesian PID approach for charged pions, kaons and protons in the central barrel of ALICE is studied. PID is performed via measurements of specific energy loss (dE/dx) and time-of-flight. PID efficiencies and misidentification probabilities are extracted and compared with Monte Carlo simulations using high purity samples of identified particles in the decay channels ${\\rm K}_{\\rm S}^{\\rm 0}\\rightarrow \\pi^+\\pi^-$, $\\phi\\rightarrow {\\rm K}^-{\\rm K}^+$ and $\\Lambda\\rightarrow{\\rm p}\\pi^-$ in p–Pb collisions at $\\sqrt{s_{\\rm NN}}= 5.02$TeV. In order to thoroughly assess the validity of the Bayesian approach, this methodology was used to obtain corrected $p_{\\rm T}$ spectra of pions, kaons, protons, and D$^0$ mesons in pp coll...

  13. Semiparametric modeling: Correcting low-dimensional model error in parametric models

    Science.gov (United States)

    Berry, Tyrus; Harlim, John

    2016-03-01

    In this paper, a semiparametric modeling approach is introduced as a paradigm for addressing model error arising from unresolved physical phenomena. Our approach compensates for model error by learning an auxiliary dynamical model for the unknown parameters. Practically, the proposed approach consists of the following steps. Given a physics-based model and a noisy data set of historical observations, a Bayesian filtering algorithm is used to extract a time-series of the parameter values. Subsequently, the diffusion forecast algorithm is applied to the retrieved time-series in order to construct the auxiliary model for the time evolving parameters. The semiparametric forecasting algorithm consists of integrating the existing physics-based model with an ensemble of parameters sampled from the probability density function of the diffusion forecast. To specify initial conditions for the diffusion forecast, a Bayesian semiparametric filtering method that extends the Kalman-based filtering framework is introduced. In difficult test examples, which introduce chaotically and stochastically evolving hidden parameters into the Lorenz-96 model, we show that our approach can effectively compensate for model error, with forecasting skill comparable to that of the perfect model.

  14. Radioactive Contraband Detection: A Bayesian Approach

    Energy Technology Data Exchange (ETDEWEB)

    Candy, J; Breitfeller, E; Guidry, B; Manatt, D; Sale, K; Chambers, D; Axelrod, M; Meyer, A

    2009-03-16

    Radionuclide emissions from nuclear contraband challenge both detection and measurement technologies to capture and record each event. The development of a sequential Bayesian processor incorporating both the physics of gamma-ray emissions and the measurement of photon energies offers a physics-based approach to attack this challenging problem. It is shown that a 'physics-based' structure can be used to develop an effective detection technique, but also motivates the implementation of this approach using or particle filters to enhance and extract the required information.

  15. Bayesian approach to avoiding track seduction

    Science.gov (United States)

    Salmond, David J.; Everett, Nicholas O.

    2002-08-01

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

  16. A Semi-Parametric Bayesian Mixture Modeling Approach for the Analysis of Judge Mediated Data

    Science.gov (United States)

    Muckle, Timothy Joseph

    2010-01-01

    Existing methods for the analysis of ordinal-level data arising from judge ratings, such as the Multi-Facet Rasch model (MFRM, or the so-called Facets model) have been widely used in assessment in order to render fair examinee ability estimates in situations where the judges vary in their behavior or severity. However, this model makes certain…

  17. ON THE INFLUENCE OF CLIMATE AND SOCIO-ECONOMIC CONDITION TO THE DENGUE INCIDENCES: A SEMIPARAMETRIC PANEL REGRESSION APPROACH

    Directory of Open Access Journals (Sweden)

    Mutiah Salamah

    2012-01-01

    Full Text Available Dengue is one of the most dangerous diseases in the worlds. In particularly in East Java province Indonesia, dengue has been identified as one of the major causes of death. Hence, it is important to investigate the factors that induce the number of dengue incidences in this region. This study examines climate and socio-economic conditions, which are assumed to influence the number of dengue in the examined region. The semiparametric panel regression approach has been applied and the results are compared with the standard panel regression. In this case, the socio-economic condition is treated parametrically while climate effect is modeled nonparametrically. The analysis showed that the number of dengue incidences is significantly influenced by the income per-capita and the number of inhabitant below 15 years. Furthermore, the dengue incidence is optimum under rainfall of 1500 to 3670 mm, temperature of 22 to 27 degree and humidity of 82 to 87%. The elasticity allows us to identify the most responsive and most irresponsive district towards the changes of climate variable. The study shows that Surabaya is the most responsive district with respect to the change of climate variables.

  18. A Bayesian Nonparametric Approach to Test Equating

    Science.gov (United States)

    Karabatsos, George; Walker, Stephen G.

    2009-01-01

    A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…

  19. A Bayesian Approach to Learning Scoring Systems.

    Science.gov (United States)

    Ertekin, Şeyda; Rudin, Cynthia

    2015-12-01

    We present a Bayesian method for building scoring systems, which are linear models with coefficients that have very few significant digits. Usually the construction of scoring systems involve manual effort-humans invent the full scoring system without using data, or they choose how logistic regression coefficients should be scaled and rounded to produce a scoring system. These kinds of heuristics lead to suboptimal solutions. Our approach is different in that humans need only specify the prior over what the coefficients should look like, and the scoring system is learned from data. For this approach, we provide a Metropolis-Hastings sampler that tends to pull the coefficient values toward their "natural scale." Empirically, the proposed method achieves a high degree of interpretability of the models while maintaining competitive generalization performances.

  20. A Bayesian Approach to Network Modularity

    CERN Document Server

    Hofman, Jake M

    2007-01-01

    We present an efficient, principled, and interpretable technique for inferring module assignments and identifying the optimal number of modules in a given network. We show how several existing methods for finding modules can be described as variant, special, or limiting cases of our work, and how related methods for complexity control -- identification of the true number of modules -- are outperformed. Our approach is based on Bayesian methods for model selection which have been used with success for almost a century, implemented using a variational technique developed only in the past decade. We apply the technique to synthetic and real networks, including networks of up to $10^4$ nodes, and outline how the method naturally allows model selection among generative models.

  1. Modeling Social Annotation: a Bayesian Approach

    CERN Document Server

    Plangprasopchok, Anon

    2008-01-01

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

  2. A Bayesian Shrinkage Approach for AMMI Models.

    Science.gov (United States)

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

    2015-01-01

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

  3. A Bayesian Shrinkage Approach for AMMI Models.

    Directory of Open Access Journals (Sweden)

    Carlos Pereira da Silva

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

  4. Merging Digital Surface Models Implementing Bayesian Approaches

    Science.gov (United States)

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

    2016-06-01

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

  5. MERGING DIGITAL SURFACE MODELS IMPLEMENTING BAYESIAN APPROACHES

    Directory of Open Access Journals (Sweden)

    H. Sadeq

    2016-06-01

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

  6. Semiparametric Gaussian copula classification

    OpenAIRE

    Zhao, Yue; Wegkamp, Marten

    2014-01-01

    This paper studies the binary classification of two distributions with the same Gaussian copula in high dimensions. Under this semiparametric Gaussian copula setting, we derive an accurate semiparametric estimator of the log density ratio, which leads to our empirical decision rule and a bound on its associated excess risk. Our estimation procedure takes advantage of the potential sparsity as well as the low noise condition in the problem, which allows us to achieve faster convergence rate of...

  7. Applications of Bayesian approach in modelling risk of malaria-related hospital mortality

    Directory of Open Access Journals (Sweden)

    Simbeye Jupiter S

    2008-02-01

    Full Text Available Abstract Background Malaria is a major public health problem in Malawi, however, quantifying its burden in a population is a challenge. Routine hospital data provide a proxy for measuring the incidence of severe malaria and for crudely estimating morbidity rates. Using such data, this paper proposes a method to describe trends, patterns and factors associated with in-hospital mortality attributed to the disease. Methods We develop semiparametric regression models which allow joint analysis of nonlinear effects of calendar time and continuous covariates, spatially structured variation, unstructured heterogeneity, and other fixed covariates. Modelling and inference use the fully Bayesian approach via Markov Chain Monte Carlo (MCMC simulation techniques. The methodology is applied to analyse data arising from paediatric wards in Zomba district, Malawi, between 2002 and 2003. Results and Conclusion We observe that the risk of dying in hospital is lower in the dry season, and for children who travel a distance of less than 5 kms to the hospital, but increases for those who are referred to the hospital. The results also indicate significant differences in both structured and unstructured spatial effects, and the health facility effects reveal considerable differences by type of facility or practice. More importantly, our approach shows non-linearities in the effect of metrical covariates on the probability of dying in hospital. The study emphasizes that the methodological framework used provides a useful tool for analysing the data at hand and of similar structure.

  8. The Bayesian Revolution Approaches Psychological Development

    Science.gov (United States)

    Shultz, Thomas R.

    2007-01-01

    This commentary reviews five articles that apply Bayesian ideas to psychological development, some with psychology experiments, some with computational modeling, and some with both experiments and modeling. The reviewed work extends the current Bayesian revolution into tasks often studied in children, such as causal learning and word learning, and…

  9. MACROECONOMIC FORECASTING USING BAYESIAN VECTOR AUTOREGRESSIVE APPROACH

    Directory of Open Access Journals (Sweden)

    D. Tutberidze

    2017-04-01

    Full Text Available There are many arguments that can be advanced to support the forecasting activities of business entities. The underlying argument in favor of forecasting is that managerial decisions are significantly dependent on proper evaluation of future trends as market conditions are constantly changing and require a detailed analysis of future dynamics. The article discusses the importance of using reasonable macro-econometric tool by suggesting the idea of conditional forecasting through a Vector Autoregressive (VAR modeling framework. Under this framework, a macroeconomic model for Georgian economy is constructed with the few variables believed to be shaping business environment. Based on the model, forecasts of macroeconomic variables are produced, and three types of scenarios are analyzed - a baseline and two alternative ones. The results of the study provide confirmatory evidence that suggested methodology is adequately addressing the research phenomenon and can be used widely by business entities in responding their strategic and operational planning challenges. Given this set-up, it is shown empirically that Bayesian Vector Autoregressive approach provides reasonable forecasts for the variables of interest.

  10. A new approach for Bayesian model averaging

    Institute of Scientific and Technical Information of China (English)

    TIAN XiangJun; XIE ZhengHui; WANG AiHui; YANG XiaoChun

    2012-01-01

    Bayesian model averaging (BMA) is a recently proposed statistical method for calibrating forecast ensembles from numerical weather models.However,successful implementation of BMA requires accurate estimates of the weights and variances of the individual competing models in the ensemble.Two methods,namely the Expectation-Maximization (EM) and the Markov Chain Monte Carlo (MCMC) algorithms,are widely used for BMA model training.Both methods have their own respective strengths and weaknesses.In this paper,we first modify the BMA log-likelihood function with the aim of removing the additional limitation that requires that the BMA weights add to one,and then use a limited memory quasi-Newtonian algorithm for solving the nonlinear optimization problem,thereby formulating a new approach for BMA (referred to as BMA-BFGS).Several groups of multi-model soil moisture simulation experiments from three land surface models show that the performance of BMA-BFGS is similar to the MCMC method in terms of simulation accuracy,and that both are superior to the EM algorithm.On the other hand,the computational cost of the BMA-BFGS algorithm is substantially less than for MCMC and is almost equivalent to that for EM.

  11. Customer Behavior in Electronic Commerce: A Bayesian Approach

    National Research Council Canada - National Science Library

    Silvana Dakduk; Enrique ter Horst; Zuleyma Santalla; German Molina; José Malavé

    2017-01-01

    .... The main objective of this study is to integrate the theory of planned behavior, the theory of reasoned action, and the technology acceptance model using a Bayesian approach to determine the key...

  12. Bayesian approach to decompression sickness model parameter estimation.

    Science.gov (United States)

    Howle, L E; Weber, P W; Nichols, J M

    2017-03-01

    We examine both maximum likelihood and Bayesian approaches for estimating probabilistic decompression sickness model parameters. Maximum likelihood estimation treats parameters as fixed values and determines the best estimate through repeated trials, whereas the Bayesian approach treats parameters as random variables and determines the parameter probability distributions. We would ultimately like to know the probability that a parameter lies in a certain range rather than simply make statements about the repeatability of our estimator. Although both represent powerful methods of inference, for models with complex or multi-peaked likelihoods, maximum likelihood parameter estimates can prove more difficult to interpret than the estimates of the parameter distributions provided by the Bayesian approach. For models of decompression sickness, we show that while these two estimation methods are complementary, the credible intervals generated by the Bayesian approach are more naturally suited to quantifying uncertainty in the model parameters.

  13. On an Approach to Bayesian Sample Sizing in Clinical Trials

    CERN Document Server

    Muirhead, Robb J

    2012-01-01

    This paper explores an approach to Bayesian sample size determination in clinical trials. The approach falls into the category of what is often called "proper Bayesian", in that it does not mix frequentist concepts with Bayesian ones. A criterion for a "successful trial" is defined in terms of a posterior probability, its probability is assessed using the marginal distribution of the data, and this probability forms the basis for choosing sample sizes. We illustrate with a standard problem in clinical trials, that of establishing superiority of a new drug over a control.

  14. A Bayesian approach to particle identification in ALICE

    CERN Document Server

    CERN. Geneva

    2016-01-01

    Among the LHC experiments, ALICE has unique particle identification (PID) capabilities exploiting different types of detectors. During Run 1, a Bayesian approach to PID was developed and intensively tested. It facilitates the combination of information from different sub-systems. The adopted methodology and formalism as well as the performance of the Bayesian PID approach for charged pions, kaons and protons in the central barrel of ALICE will be reviewed. Results are presented with PID performed via measurements of specific energy loss (dE/dx) and time-of-flight using information from the TPC and TOF detectors, respectively. Methods to extract priors from data and to compare PID efficiencies and misidentification probabilities in data and Monte Carlo using high-purity samples of identified particles will be presented. Bayesian PID results were found consistent with previous measurements published by ALICE. The Bayesian PID approach gives a higher signal-to-background ratio and a similar or larger statist...

  15. Group sequential control of overall toxicity incidents in clinical trials - non-Bayesian and Bayesian approaches.

    Science.gov (United States)

    Yu, Jihnhee; Hutson, Alan D; Siddiqui, Adnan H; Kedron, Mary A

    2016-02-01

    In some small clinical trials, toxicity is not a primary endpoint; however, it often has dire effects on patients' quality of life and is even life-threatening. For such clinical trials, rigorous control of the overall incidence of adverse events is desirable, while simultaneously collecting safety information. In this article, we propose group sequential toxicity monitoring strategies to control overall toxicity incidents below a certain level as opposed to performing hypothesis testing, which can be incorporated into an existing study design based on the primary endpoint. We consider two sequential methods: a non-Bayesian approach in which stopping rules are obtained based on the 'future' probability of an excessive toxicity rate; and a Bayesian adaptation modifying the proposed non-Bayesian approach, which can use the information obtained at interim analyses. Through an extensive Monte Carlo study, we show that the Bayesian approach often provides better control of the overall toxicity rate than the non-Bayesian approach. We also investigate adequate toxicity estimation after the studies. We demonstrate the applicability of our proposed methods in controlling the symptomatic intracranial hemorrhage rate for treating acute ischemic stroke patients.

  16. Semi-Parametric Modelling of Correlation Dynamics

    NARCIS (Netherlands)

    C.M. Hafner (Christian); D.J.C. van Dijk (Dick); Ph.H.B.F. Franses (Philip Hans)

    2005-01-01

    textabstractIn this paper we develop a new semi-parametric model for conditional correlations, which combines parametric univariate GARCH-type specifications for the individual conditional volatilities with nonparametric kernel regression for the conditional correlations. This approach not only

  17. Bayesian approach to magnetotelluric tensor decomposition

    Directory of Open Access Journals (Sweden)

    Michel Menvielle

    2010-05-01

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    Magnetotelluric directional analysis and impedance tensor decomposition are basic tools to validate a local/regional composite electrical model of the underlying structure. Bayesian stochastic methods approach the problem of the parameter estimation and their uncertainty characterization in a fully probabilistic fashion, through the use of posterior model probabilities.We use the standard Groom­Bailey 3­D local/2­D regional composite model in our bayesian approach. We assume that the experimental impedance estimates are contamined with the Gaussian noise and define the likelihood of a particular composite model with respect to the observed data. We use non­informative, flat priors over physically reasonable intervals for the standard Groom­Bailey decomposition parameters. We apply two numerical methods, the Markov chain Monte Carlo procedure based on the Gibbs sampler and a single­component adaptive Metropolis algorithm. From the posterior samples, we characterize the estimates and uncertainties of the individual decomposition parameters by using the respective marginal posterior probabilities. We conclude that the stochastic scheme performs reliably for a variety of models, including the multisite and multifrequency case with up to

  18. Bayesian network approach to spatial data mining: a case study

    Science.gov (United States)

    Huang, Jiejun; Wan, Youchuan

    2006-10-01

    Spatial data mining is a process of discovering interesting, novel, and potentially useful information or knowledge hidden in spatial data sets. It involves different techniques and different methods from various areas of research. A Bayesian network is a graphical model that encodes causal probabilistic relationships among variables of interest, which has a powerful ability for representing and reasoning and provides an effective way to spatial data mining. In this paper we give an introduction to Bayesian networks, and discuss using Bayesian networks for spatial data mining. We propose a framework of spatial data mining based on Bayesian networks. Then we show a case study and use the experimental results to validate the practical viability of the proposed approach to spatial data mining. Finally, the paper gives a summary and some remarks.

  19. Social and Demographic Factors Associated with Morbidities in Young Children in Egypt: A Bayesian Geo-Additive Semi-Parametric Multinomial Model.

    Directory of Open Access Journals (Sweden)

    Khaled Khatab

    Full Text Available Globally, the burden of mortality in children, especially in poor developing countries, is alarming and has precipitated concern and calls for concerted efforts in combating such health problems. Examples of diseases that contribute to this burden of mortality include diarrhoea, cough, fever, and the overlap between these illnesses, causing childhood morbidity and mortality.To gain insight into these health issues, we employed the 2008 Demographic and Health Survey Data of Egypt, which recorded details from 10,872 children under five. This data focused on the demographic and socio-economic characteristics of household members. We applied a Bayesian multinomial model to assess the area-specific spatial effects and risk factors of co-morbidity of fever, diarrhoea and cough for children under the age of five.The results showed that children under 20 months of age were more likely to have the three diseases (OR: 6.8; 95% CI: 4.6-10.2 than children between 20 and 40 months (OR: 2.14; 95% CI: 1.38-3.3. In multivariate Bayesian geo-additive models, the children of mothers who were over 20 years of age were more likely to have only cough (OR: 1.2; 95% CI: 0.9-1.5 and only fever (OR: 1.2; 95% CI: 0.91-1.51 compared with their counterparts. Spatial results showed that the North-eastern region of Egypt has a higher incidence than most of other regions.This study showed geographic patterns of Egyptian governorates in the combined prevalence of morbidity among Egyptian children. It is obvious that the Nile Delta, Upper Egypt, and south-eastern Egypt have high rates of diseases and are more affected. Therefore, more attention is needed in these areas.

  20. Bayesian approach to inverse statistical mechanics.

    Science.gov (United States)

    Habeck, Michael

    2014-05-01

    Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

  1. Analysis of COSIMA spectra: Bayesian approach

    Directory of Open Access Journals (Sweden)

    H. J. Lehto

    2014-11-01

    Full Text Available We describe the use of Bayesian analysis methods applied to TOF-SIMS spectra. The method finds the probability density functions of measured line parameters (number of lines, and their widths, peak amplitudes, integrated amplitudes, positions in mass intervals over the whole spectrum. We discuss the results we can expect from this analysis. We discuss the effects the instrument dead time causes in the COSIMA TOF SIMS. We address this issue in a new way. The derived line parameters can be used to further calibrate the mass scaling of TOF-SIMS and to feed the results into other analysis methods such as multivariate analyses of spectra. We intend to use the method in two ways, first as a comprehensive tool to perform quantitative analysis of spectra, and second as a fast tool for studying interesting targets for obtaining additional TOF-SIMS measurements of the sample, a property unique for COSIMA. Finally, we point out that the Bayesian method can be thought as a means to solve inverse problems but with forward calculations only.

  2. A Bayesian Approach for Image Segmentation with Shape Priors

    Energy Technology Data Exchange (ETDEWEB)

    Chang, Hang; Yang, Qing; Parvin, Bahram

    2008-06-20

    Color and texture have been widely used in image segmentation; however, their performance is often hindered by scene ambiguities, overlapping objects, or missingparts. In this paper, we propose an interactive image segmentation approach with shape prior models within a Bayesian framework. Interactive features, through mouse strokes, reduce ambiguities, and the incorporation of shape priors enhances quality of the segmentation where color and/or texture are not solely adequate. The novelties of our approach are in (i) formulating the segmentation problem in a well-de?ned Bayesian framework with multiple shape priors, (ii) ef?ciently estimating parameters of the Bayesian model, and (iii) multi-object segmentation through user-speci?ed priors. We demonstrate the effectiveness of our method on a set of natural and synthetic images.

  3. Glycemic Excursions in Type 1 Diabetes in Pregnancy: A Semiparametric Statistical Approach to Identify Sensitive Time Points during Gestation

    Directory of Open Access Journals (Sweden)

    Resmi Gupta

    2017-01-01

    Full Text Available Aim. To examine the gestational glycemic profile and identify specific times during pregnancy that variability in glucose levels, measured by change in velocity and acceleration/deceleration of blood glucose fluctuations, is associated with delivery of a large-for-gestational-age (LGA baby, in women with type 1 diabetes. Methods. Retrospective analysis of capillary blood glucose levels measured multiple times daily throughout gestation in women with type 1 diabetes was performed using semiparametric mixed models. Results. Velocity and acceleration/deceleration in glucose levels varied across gestation regardless of delivery outcome. Compared to women delivering LGA babies, those delivering babies appropriate for gestational age exhibited significantly smaller rates of change and less variation in glucose levels between 180 days of gestation and birth. Conclusions. Use of innovative statistical methods enabled detection of gestational intervals in which blood glucose fluctuation parameters might influence the likelihood of delivering LGA baby in mothers with type 1 diabetes. Understanding dynamics and being able to visualize gestational changes in blood glucose are a potentially useful tool to assist care providers in determining the optimal timing to initiate continuous glucose monitoring.

  4. A Predictive Likelihood Approach to Bayesian Averaging

    Directory of Open Access Journals (Sweden)

    Tomáš Jeřábek

    2015-01-01

    Full Text Available Multivariate time series forecasting is applied in a wide range of economic activities related to regional competitiveness and is the basis of almost all macroeconomic analysis. In this paper we combine multivariate density forecasts of GDP growth, inflation and real interest rates from four various models, two type of Bayesian vector autoregression (BVAR models, a New Keynesian dynamic stochastic general equilibrium (DSGE model of small open economy and DSGE-VAR model. The performance of models is identified using historical dates including domestic economy and foreign economy, which is represented by countries of the Eurozone. Because forecast accuracy of observed models are different, the weighting scheme based on the predictive likelihood, the trace of past MSE matrix, model ranks are used to combine the models. The equal-weight scheme is used as a simple combination scheme. The results show that optimally combined densities are comparable to the best individual models.

  5. Remotely sensed monitoring of small reservoir dynamics: a Bayesian approach

    NARCIS (Netherlands)

    Eilander, D.M.; Annor, F.O.; Iannini, L.; Van de Giesen, N.C.

    2014-01-01

    Multipurpose small reservoirs are important for livelihoods in rural semi-arid regions. To manage and plan these reservoirs and to assess their hydrological impact at a river basin scale, it is important to monitor their water storage dynamics. This paper introduces a Bayesian approach for monitorin

  6. A Bayesian Approach for Analyzing Longitudinal Structural Equation Models

    Science.gov (United States)

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

    2011-01-01

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

  7. Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

    Science.gov (United States)

    Warner, James E.; Hochhalter, Jacob D.

    2016-01-01

    This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.

  8. Sequential Bayesian technique: An alternative approach for software reliability estimation

    Indian Academy of Sciences (India)

    S Chatterjee; S S Alam; R B Misra

    2009-04-01

    This paper proposes a sequential Bayesian approach similar to Kalman filter for estimating reliability growth or decay of software. The main advantage of proposed method is that it shows the variation of the parameter over a time, as new failure data become available. The usefulness of the method is demonstrated with some real life data

  9. A Bayesian approach to combining animal abundance and demographic data

    Directory of Open Access Journals (Sweden)

    Brooks, S. P.

    2004-06-01

    Full Text Available In studies of wild animals, one frequently encounters both count and mark-recapture-recovery data. Here, we consider an integrated Bayesian analysis of ring¿recovery and count data using a state-space model. We then impose a Leslie-matrix-based model on the true population counts describing the natural birth-death and age transition processes. We focus upon the analysis of both count and recovery data collected on British lapwings (Vanellus vanellus combined with records of the number of frost days each winter. We demonstrate how the combined analysis of these data provides a more robust inferential framework and discuss how the Bayesian approach using MCMC allows us to remove the potentially restrictive normality assumptions commonly assumed for analyses of this sort. It is shown how WinBUGS may be used to perform the Bayesian analysis. WinBUGS code is provided and its performance is critically discussed.

  10. The subjectivity of scientists and the Bayesian approach

    CERN Document Server

    Press, James S

    2016-01-01

    "Press and Tanur argue that subjectivity has not only played a significant role in the advancement of science but that science will advance more rapidly if the modern methods of Bayesian statistical analysis replace some of the more classical twentieth-century methods." — SciTech Book News. "An insightful work." ― Choice. "Compilation of interesting popular problems … this book is fascinating." — Short Book Reviews, International Statistical Institute. Subjectivity ― including intuition, hunches, and personal beliefs ― has played a key role in scientific discovery. This intriguing book illustrates subjective influences on scientific progress with historical accounts and biographical sketches of more than a dozen luminaries, including Aristotle, Galileo, Newton, Darwin, Pasteur, Freud, Einstein, Margaret Mead, and others. The treatment also offers a detailed examination of the modern Bayesian approach to data analysis, with references to the Bayesian theoretical and applied literature. Suitable for...

  11. Analysis of COSIMA spectra: Bayesian approach

    Directory of Open Access Journals (Sweden)

    H. J. Lehto

    2015-06-01

    secondary ion mass spectrometer (TOF-SIMS spectra. The method is applied to the COmetary Secondary Ion Mass Analyzer (COSIMA TOF-SIMS mass spectra where the analysis can be broken into subgroups of lines close to integer mass values. The effects of the instrumental dead time are discussed in a new way. The method finds the joint probability density functions of measured line parameters (number of lines, and their widths, peak amplitudes, integrated amplitudes and positions. In the case of two or more lines, these distributions can take complex forms. The derived line parameters can be used to further calibrate the mass scaling of TOF-SIMS and to feed the results into other analysis methods such as multivariate analyses of spectra. We intend to use the method, first as a comprehensive tool to perform quantitative analysis of spectra, and second as a fast tool for studying interesting targets for obtaining additional TOF-SIMS measurements of the sample, a property unique to COSIMA. Finally, we point out that the Bayesian method can be thought of as a means to solve inverse problems but with forward calculations, only with no iterative corrections or other manipulation of the observed data.

  12. Marginal longitudinal semiparametric regression via penalized splines

    KAUST Repository

    Al Kadiri, M.

    2010-08-01

    We study the marginal longitudinal nonparametric regression problem and some of its semiparametric extensions. We point out that, while several elaborate proposals for efficient estimation have been proposed, a relative simple and straightforward one, based on penalized splines, has not. After describing our approach, we then explain how Gibbs sampling and the BUGS software can be used to achieve quick and effective implementation. Illustrations are provided for nonparametric regression and additive models.

  13. Marginal longitudinal semiparametric regression via penalized splines.

    Science.gov (United States)

    Kadiri, M Al; Carroll, R J; Wand, M P

    2010-08-01

    We study the marginal longitudinal nonparametric regression problem and some of its semiparametric extensions. We point out that, while several elaborate proposals for efficient estimation have been proposed, a relative simple and straightforward one, based on penalized splines, has not. After describing our approach, we then explain how Gibbs sampling and the BUGS software can be used to achieve quick and effective implementation. Illustrations are provided for nonparametric regression and additive models.

  14. Semiparametric Regression and Model Refining

    Institute of Scientific and Technical Information of China (English)

    2002-01-01

    This paper presents a semiparametric adjustment method suitable for general cases.Assuming that the regularizer matrix is positive definite,the calculation method is discussed and the corresponding formulae are presented.Finally,a simulated adjustment problem is constructed to explain the method given in this paper.The results from the semiparametric model and G-M model are compared.The results demonstrate that the model errors or the systematic errors of the observations can be detected correctly with the semiparametric estimate method.

  15. A Bayesian approach to simultaneously quantify assignments and linguistic uncertainty

    Energy Technology Data Exchange (ETDEWEB)

    Chavez, Gregory M [Los Alamos National Laboratory; Booker, Jane M [BOOKER SCIENTIFIC FREDERICKSBURG; Ross, Timothy J [UNM

    2010-10-07

    Subject matter expert assessments can include both assignment and linguistic uncertainty. This paper examines assessments containing linguistic uncertainty associated with a qualitative description of a specific state of interest and the assignment uncertainty associated with assigning a qualitative value to that state. A Bayesian approach is examined to simultaneously quantify both assignment and linguistic uncertainty in the posterior probability. The approach is applied to a simplified damage assessment model involving both assignment and linguistic uncertainty. The utility of the approach and the conditions under which the approach is feasible are examined and identified.

  16. Dichroic polarization at mid-infrared wavelengths: a Bayesian approach

    CERN Document Server

    Lopez-Rodriguez, E

    2015-01-01

    A fast and general Bayesian inference framework to infer the physical properties of dichroic polarization using mid-infrared imaging- and spectro-polarimetric observations is presented. The Bayesian approach is based on a hierarchical regression and No-U-Turn Sampler method. This approach simultaneously infers the normalized Stokes parameters to find the full family of solutions that best describe the observations. In comparison with previous methods, the developed Bayesian approach allows the user to introduce a customized absorptive polarization component based on the dust composition, and the appropriate extinction curve of the object. This approach allows the user to obtain more precise estimations of the magnetic field strength and geometry for tomographic studies, and information about the dominant polarization components of the object. Based on this model, imaging-polarimetric observations using two or three filters located in the central 9.5-10.5 $\\mu$m, and the edges 8-9 $\\mu$m and/or 11-13 $\\mu$m, o...

  17. A Bayesian approach to optimizing cryopreservation protocols

    Directory of Open Access Journals (Sweden)

    Sammy Sambu

    2015-06-01

    Full Text Available Cryopreservation is beset with the challenge of protocol alignment across a wide range of cell types and process variables. By taking a cross-sectional assessment of previously published cryopreservation data (sample means and standard errors as preliminary meta-data, a decision tree learning analysis (DTLA was performed to develop an understanding of target survival using optimized pruning methods based on different approaches. Briefly, a clear direction on the decision process for selection of methods was developed with key choices being the cooling rate, plunge temperature on the one hand and biomaterial choice, use of composites (sugars and proteins as additional constituents, loading procedure and cell location in 3D scaffolding on the other. Secondly, using machine learning and generalized approaches via the Naïve Bayes Classification (NBC method, these metadata were used to develop posterior probabilities for combinatorial approaches that were implicitly recorded in the metadata. These latter results showed that newer protocol choices developed using probability elicitation techniques can unearth improved protocols consistent with multiple unidimensionally-optimized physical protocols. In conclusion, this article proposes the use of DTLA models and subsequently NBC for the improvement of modern cryopreservation techniques through an integrative approach.

  18. A Dynamic Bayesian Approach to Computational Laban Shape Quality Analysis

    Directory of Open Access Journals (Sweden)

    Dilip Swaminathan

    2009-01-01

    kinesiology. LMA (especially Effort/Shape emphasizes how internal feelings and intentions govern the patterning of movement throughout the whole body. As we argue, a complex understanding of intention via LMA is necessary for human-computer interaction to become embodied in ways that resemble interaction in the physical world. We thus introduce a novel, flexible Bayesian fusion approach for identifying LMA Shape qualities from raw motion capture data in real time. The method uses a dynamic Bayesian network (DBN to fuse movement features across the body and across time and as we discuss can be readily adapted for low-cost video. It has delivered excellent performance in preliminary studies comprising improvisatory movements. Our approach has been incorporated in Response, a mixed-reality environment where users interact via natural, full-body human movement and enhance their bodily-kinesthetic awareness through immersive sound and light feedback, with applications to kinesiology training, Parkinson's patient rehabilitation, interactive dance, and many other areas.

  19. A Bayesian sequential processor approach to spectroscopic portal system decisions

    Energy Technology Data Exchange (ETDEWEB)

    Sale, K; Candy, J; Breitfeller, E; Guidry, B; Manatt, D; Gosnell, T; Chambers, D

    2007-07-31

    The development of faster more reliable techniques to detect radioactive contraband in a portal type scenario is an extremely important problem especially in this era of constant terrorist threats. Towards this goal the development of a model-based, Bayesian sequential data processor for the detection problem is discussed. In the sequential processor each datum (detector energy deposit and pulse arrival time) is used to update the posterior probability distribution over the space of model parameters. The nature of the sequential processor approach is that a detection is produced as soon as it is statistically justified by the data rather than waiting for a fixed counting interval before any analysis is performed. In this paper the Bayesian model-based approach, physics and signal processing models and decision functions are discussed along with the first results of our research.

  20. Approach to the Correlation Discovery of Chinese Linguistic Parameters Based on Bayesian Method

    Institute of Scientific and Technical Information of China (English)

    WANG Wei(王玮); CAI LianHong(蔡莲红)

    2003-01-01

    Bayesian approach is an important method in statistics. The Bayesian belief network is a powerful knowledge representation and reasoning tool under the conditions of uncertainty.It is a graphics model that encodes probabilistic relationships among variables of interest. In this paper, an approach to Bayesian network construction is given for discovering the Chinese linguistic parameter relationship in the corpus.

  1. Bayesian Approach to the Best Estimate of the Hubble Constant

    Institute of Scientific and Technical Information of China (English)

    王晓峰; 陈黎; 李宗伟

    2001-01-01

    A Bayesian approach is used to derive the probability distribution (PD) of the Hubble constant H0 from recent measurements including supernovae Ia, the Tully-Fisher relation, population Ⅱ and physical methods. The discrepancies among these PDs are briefly discussed. The combined value of all the measurements is obtained,with a 95% confidence interval of 58.7 < Ho < 67.3 (km·s-1.Mpc-1).

  2. A bayesian approach to laboratory utilization management

    Directory of Open Access Journals (Sweden)

    Ronald G Hauser

    2015-01-01

    Full Text Available Background: Laboratory utilization management describes a process designed to increase healthcare value by altering requests for laboratory services. A typical approach to monitor and prioritize interventions involves audits of laboratory orders against specific criteria, defined as rule-based laboratory utilization management. This approach has inherent limitations. First, rules are inflexible. They adapt poorly to the ambiguity of medical decision-making. Second, rules judge the context of a decision instead of the patient outcome allowing an order to simultaneously save a life and break a rule. Third, rules can threaten physician autonomy when used in a performance evaluation. Methods: We developed an alternative to rule-based laboratory utilization. The core idea comes from a formula used in epidemiology to estimate disease prevalence. The equation relates four terms: the prevalence of disease, the proportion of positive tests, test sensitivity and test specificity. When applied to a laboratory utilization audit, the formula estimates the prevalence of disease (pretest probability [PTP] in the patients tested. The comparison of PTPs among different providers, provider groups, or patient cohorts produces an objective evaluation of laboratory requests. We demonstrate the model in a review of tests for enterovirus (EV meningitis. Results: The model identified subpopulations within the cohort with a low prevalence of disease. These low prevalence groups shared demographic and seasonal factors known to protect against EV meningitis. This suggests too many orders occurred from patients at low risk for EV. Conclusion: We introduce a new method for laboratory utilization management programs to audit laboratory services.

  3. Overlapping community detection in weighted networks via a Bayesian approach

    Science.gov (United States)

    Chen, Yi; Wang, Xiaolong; Xiang, Xin; Tang, Buzhou; Chen, Qingcai; Fan, Shixi; Bu, Junzhao

    2017-02-01

    Complex networks as a powerful way to represent complex systems have been widely studied during the past several years. One of the most important tasks of complex network analysis is to detect communities embedded in networks. In the real world, weighted networks are very common and may contain overlapping communities where a node is allowed to belong to multiple communities. In this paper, we propose a novel Bayesian approach, called the Bayesian mixture network (BMN) model, to detect overlapping communities in weighted networks. The advantages of our method are (i) providing soft-partition solutions in weighted networks; (ii) providing soft memberships, which quantify 'how strongly' a node belongs to a community. Experiments on a large number of real and synthetic networks show that our model has the ability in detecting overlapping communities in weighted networks and is competitive with other state-of-the-art models at shedding light on community partition.

  4. Bayesian inference for generalized linear mixed models with predictors subject to detection limits: an approach that leverages information from auxiliary variables.

    Science.gov (United States)

    Yue, Yu Ryan; Wang, Xiao-Feng

    2016-05-10

    This paper is motivated from a retrospective study of the impact of vitamin D deficiency on the clinical outcomes for critically ill patients in multi-center critical care units. The primary predictors of interest, vitamin D2 and D3 levels, are censored at a known detection limit. Within the context of generalized linear mixed models, we investigate statistical methods to handle multiple censored predictors in the presence of auxiliary variables. A Bayesian joint modeling approach is proposed to fit the complex heterogeneous multi-center data, in which the data information is fully used to estimate parameters of interest. Efficient Monte Carlo Markov chain algorithms are specifically developed depending on the nature of the response. Simulation studies demonstrate the outperformance of the proposed Bayesian approach over other existing methods. An application to the data set from the vitamin D deficiency study is presented. Possible extensions of the method regarding the absence of auxiliary variables, semiparametric models, as well as the type of censoring are also discussed.

  5. Use of Bayesian statistical approach in diagnosing secondary hypertension.

    Science.gov (United States)

    Krzych, Lukasz Jerzy

    2008-03-01

    Bayes's theorem is predominantly used in diagnosing based on the results of various diagnostic tests. This statistical approach is intuitive in differential diagnosis as it explicitly takes into consideration data from medical history, physical examination, laboratory findings and imaging. Bayes's theorem states that the probability of disease occurrence (or occurrence of other outcome) after new information is obtained, called a posteriori probability, depends directly on an a priori probability and the value of likelihood ratio associated with a given test result. This paper describes basic Bayesian analysis in relation to the diagnosis of two types of secondary hypertension; primary aldosteronism and pheochromocytoma. This choice is based on two facts; primary aldosteronism is believed to be the most common and the most commonly detected cause of symptomatic hypertension and pheochromocytoma is thought to have rapid progress and stormy clinical course. This article aims to draw physicians' attention to and increase the knowledge of Bayesian analysis, and to describe its use in everyday clinical decision making. On the basis of this theorem's foundations, the discussion in relation to the issue of differential diagnosis between physicians, their patients, and medical students should also improve. When used in practice, one should be aware, however, of Bayesian analysis limitations concerning the diagnostic test application and limited knowledge of diagnostic test accuracy, and insecure or faulty a priori probability estimates.

  6. Remotely Sensed Monitoring of Small Reservoir Dynamics: A Bayesian Approach

    Directory of Open Access Journals (Sweden)

    Dirk Eilander

    2014-01-01

    Full Text Available Multipurpose small reservoirs are important for livelihoods in rural semi-arid regions. To manage and plan these reservoirs and to assess their hydrological impact at a river basin scale, it is important to monitor their water storage dynamics. This paper introduces a Bayesian approach for monitoring small reservoirs with radar satellite images. The newly developed growing Bayesian classifier has a high degree of automation, can readily be extended with auxiliary information and reduces the confusion error to the land-water boundary pixels. A case study has been performed in the Upper East Region of Ghana, based on Radarsat-2 data from November 2012 until April 2013. Results show that the growing Bayesian classifier can deal with the spatial and temporal variability in synthetic aperture radar (SAR backscatter intensities from small reservoirs. Due to its ability to incorporate auxiliary information, the algorithm is able to delineate open water from SAR imagery with a low land-water contrast in the case of wind-induced Bragg scattering or limited vegetation on the land surrounding a small reservoir.

  7. Bayesian and variational Bayesian approaches for flows in heterogeneous random media

    Science.gov (United States)

    Yang, Keren; Guha, Nilabja; Efendiev, Yalchin; Mallick, Bani K.

    2017-09-01

    In this paper, we study porous media flows in heterogeneous stochastic media. We propose an efficient forward simulation technique that is tailored for variational Bayesian inversion. As a starting point, the proposed forward simulation technique decomposes the solution into the sum of separable functions (with respect to randomness and the space), where each term is calculated based on a variational approach. This is similar to Proper Generalized Decomposition (PGD). Next, we apply a multiscale technique to solve for each term (as in [1]) and, further, decompose the random function into 1D fields. As a result, our proposed method provides an approximation hierarchy for the solution as we increase the number of terms in the expansion and, also, increase the spatial resolution of each term. We use the hierarchical solution distributions in a variational Bayesian approximation to perform uncertainty quantification in the inverse problem. We conduct a detailed numerical study to explore the performance of the proposed uncertainty quantification technique and show the theoretical posterior concentration.

  8. Assessment of CT image quality using a Bayesian approach

    Science.gov (United States)

    Reginatto, M.; Anton, M.; Elster, C.

    2017-08-01

    One of the most promising approaches for evaluating CT image quality is task-specific quality assessment. This involves a simplified version of a clinical task, e.g. deciding whether an image belongs to the class of images that contain the signature of a lesion or not. Task-specific quality assessment can be done by model observers, which are mathematical procedures that carry out the classification task. The most widely used figure of merit for CT image quality is the area under the ROC curve (AUC), a quantity which characterizes the performance of a given model observer. In order to estimate AUC from a finite sample of images, different approaches from classical statistics have been suggested. The goal of this paper is to introduce task-specific quality assessment of CT images to metrology and to propose a novel Bayesian estimation of AUC for the channelized Hotelling observer (CHO) applied to the task of detecting a lesion at a known image location. It is assumed that signal-present and signal-absent images follow multivariate normal distributions with the same covariance matrix. The Bayesian approach results in a posterior distribution for the AUC of the CHO which provides in addition a complete characterization of the uncertainty of this figure of merit. The approach is illustrated by its application to both simulated and experimental data.

  9. A Bayesian experimental design approach to structural health monitoring

    Energy Technology Data Exchange (ETDEWEB)

    Farrar, Charles [Los Alamos National Laboratory; Flynn, Eric [UCSD; Todd, Michael [UCSD

    2010-01-01

    Optimal system design for SHM involves two primarily challenges. The first is the derivation of a proper performance function for a given system design. The second is the development of an efficient optimization algorithm for choosing a design that maximizes, or nearly maximizes the performance function. In this paper we will outline how an SHM practitioner can construct the proper performance function by casting the entire design problem into a framework of Bayesian experimental design. The approach demonstrates how the design problem necessarily ties together all steps of the SHM process.

  10. A comparison of the Bayesian and frequentist approaches to estimation

    CERN Document Server

    Samaniego, Francisco J

    2010-01-01

    This monograph contributes to the area of comparative statistical inference. Attention is restricted to the important subfield of statistical estimation. The book is intended for an audience having a solid grounding in probability and statistics at the level of the year-long undergraduate course taken by statistics and mathematics majors. The necessary background on Decision Theory and the frequentist and Bayesian approaches to estimation is presented and carefully discussed in Chapters 1-3. The 'threshold problem' - identifying the boundary between Bayes estimators which tend to outperform st

  11. A Bayesian approach to mitigation of publication bias.

    Science.gov (United States)

    Guan, Maime; Vandekerckhove, Joachim

    2016-02-01

    The reliability of published research findings in psychology has been a topic of rising concern. Publication bias, or treating positive findings differently from negative findings, is a contributing factor to this "crisis of confidence," in that it likely inflates the number of false-positive effects in the literature. We demonstrate a Bayesian model averaging approach that takes into account the possibility of publication bias and allows for a better estimate of true underlying effect size. Accounting for the possibility of bias leads to a more conservative interpretation of published studies as well as meta-analyses. We provide mathematical details of the method and examples.

  12. Bayesian ensemble approach to error estimation of interatomic potentials

    DEFF Research Database (Denmark)

    Frederiksen, Søren Lund; Jacobsen, Karsten Wedel; Brown, K.S.;

    2004-01-01

    Using a Bayesian approach a general method is developed to assess error bars on predictions made by models fitted to data. The error bars are estimated from fluctuations in ensembles of models sampling the model-parameter space with a probability density set by the minimum cost. The method...... is applied to the development of interatomic potentials for molybdenum using various potential forms and databases based on atomic forces. The calculated error bars on elastic constants, gamma-surface energies, structural energies, and dislocation properties are shown to provide realistic estimates...... of the actual errors for the potentials....

  13. The subjectivity of scientists and the Bayesian approach

    CERN Document Server

    Press, James S

    2001-01-01

    Comparing and contrasting the reality of subjectivity in the work of history's great scientists and the modern Bayesian approach to statistical analysisScientists and researchers are taught to analyze their data from an objective point of view, allowing the data to speak for themselves rather than assigning them meaning based on expectations or opinions. But scientists have never behaved fully objectively. Throughout history, some of our greatest scientific minds have relied on intuition, hunches, and personal beliefs to make sense of empirical data-and these subjective influences have often a

  14. A Bayesian Model Committee Approach to Forecasting Global Solar Radiation

    CERN Document Server

    Lauret, Philippe; Muselli, Marc; David, Mathieu; Diagne, Hadja; Voyant, Cyril

    2012-01-01

    This paper proposes to use a rather new modelling approach in the realm of solar radiation forecasting. In this work, two forecasting models: Autoregressive Moving Average (ARMA) and Neural Network (NN) models are combined to form a model committee. The Bayesian inference is used to affect a probability to each model in the committee. Hence, each model's predictions are weighted by their respective probability. The models are fitted to one year of hourly Global Horizontal Irradiance (GHI) measurements. Another year (the test set) is used for making genuine one hour ahead (h+1) out-of-sample forecast comparisons. The proposed approach is benchmarked against the persistence model. The very first results show an improvement brought by this approach.

  15. A Bayesian Sampling Approach to Exploration in Reinforcement Learning

    CERN Document Server

    Asmuth, John; Littman, Michael L; Nouri, Ali; Wingate, David

    2012-01-01

    We present a modular approach to reinforcement learning that uses a Bayesian representation of the uncertainty over models. The approach, BOSS (Best of Sampled Set), drives exploration by sampling multiple models from the posterior and selecting actions optimistically. It extends previous work by providing a rule for deciding when to resample and how to combine the models. We show that our algorithm achieves nearoptimal reward with high probability with a sample complexity that is low relative to the speed at which the posterior distribution converges during learning. We demonstrate that BOSS performs quite favorably compared to state-of-the-art reinforcement-learning approaches and illustrate its flexibility by pairing it with a non-parametric model that generalizes across states.

  16. A Bayesian spatial approach for predicting seagrass occurrence

    Science.gov (United States)

    March, D.; Alós, J.; Cabanellas-Reboredo, M.; Infantes, E.; Jordi, A.; Palmer, M.

    2013-10-01

    We implement a Bayesian spatial approach to predict and map the probability of occurrence of seagrass Posidonia oceanica at high spatial resolution based environmental variables. We found that depth, near-bottom orbital velocities and a spectral pattern of Landsat imagery were relevant environmental variables, although there was no effect of slope or water residence time. We generated a data inventory of P. oceanica samples at Palma Bay, NW Mediterranean, from three main sources: side scan sonar, aerial imagery and a customized drop-camera system. A hierarchical Bayesian spatial model for non-Gaussian data was used to relate presence-absence data of P. oceanica with environmental variables in the presence of spatial autocorrelation (SA). A spatial dimension reduction method, the predictive process approach, was implemented to overcome computational constraints for moderately large datasets. Our results suggest that incorporating spatial random effects removes SA from the residuals and improves model fit compared to non-spatial regression models. The main products of this work were probability and uncertainty model maps, which could benefit seagrass management and the assessment of the ecological status of seagrass meadows.

  17. Bayesian Approach for Reliability Assessment of Sunshield Deployment on JWST

    Science.gov (United States)

    Kaminskiy, Mark P.; Evans, John W.; Gallo, Luis D.

    2013-01-01

    Deployable subsystems are essential to mission success of most spacecraft. These subsystems enable critical functions including power, communications and thermal control. The loss of any of these functions will generally result in loss of the mission. These subsystems and their components often consist of unique designs and applications, for which various standardized data sources are not applicable for estimating reliability and for assessing risks. In this study, a Bayesian approach for reliability estimation of spacecraft deployment was developed for this purpose. This approach was then applied to the James Webb Space Telescope (JWST) Sunshield subsystem, a unique design intended for thermal control of the observatory's telescope and science instruments. In order to collect the prior information on deployable systems, detailed studies of "heritage information", were conducted extending over 45 years of spacecraft launches. The NASA Goddard Space Flight Center (GSFC) Spacecraft Operational Anomaly and Reporting System (SOARS) data were then used to estimate the parameters of the conjugative beta prior distribution for anomaly and failure occurrence, as the most consistent set of available data and that could be matched to launch histories. This allows for an emperical Bayesian prediction for the risk of an anomaly occurrence of the complex Sunshield deployment, with credibility limits, using prior deployment data and test information.

  18. Generalized linear models with coarsened covariates: a practical Bayesian approach.

    Science.gov (United States)

    Johnson, Timothy R; Wiest, Michelle M

    2014-06-01

    Coarsened covariates are a common and sometimes unavoidable phenomenon encountered in statistical modeling. Covariates are coarsened when their values or categories have been grouped. This may be done to protect privacy or to simplify data collection or analysis when researchers are not aware of their drawbacks. Analyses with coarsened covariates based on ad hoc methods can compromise the validity of inferences. One valid method for accounting for a coarsened covariate is to use a marginal likelihood derived by summing or integrating over the unknown realizations of the covariate. However, algorithms for estimation based on this approach can be tedious to program and can be computationally expensive. These are significant obstacles to their use in practice. To overcome these limitations, we show that when expressed as a Bayesian probability model, a generalized linear model with a coarsened covariate can be posed as a tractable missing data problem where the missing data are due to censoring. We also show that this model is amenable to widely available general-purpose software for simulation-based inference for Bayesian probability models, providing researchers a very practical approach for dealing with coarsened covariates.

  19. A general semi-parametric approach to the analysis of genetic association studies in population-based designs.

    Science.gov (United States)

    Lutz, Sharon; Yip, Wai-Ki; Hokanson, John; Laird, Nan; Lange, Christoph

    2013-02-28

    For genetic association studies in designs of unrelated individuals, current statistical methodology typically models the phenotype of interest as a function of the genotype and assumes a known statistical model for the phenotype. In the analysis of complex phenotypes, especially in the presence of ascertainment conditions, the specification of such model assumptions is not straight-forward and is error-prone, potentially causing misleading results. In this paper, we propose an alternative approach that treats the genotype as the random variable and conditions upon the phenotype. Thereby, the validity of the approach does not depend on the correctness of assumptions about the phenotypic model. Misspecification of the phenotypic model may lead to reduced statistical power. Theoretical derivations and simulation studies demonstrate both the validity and the advantages of the approach over existing methodology. In the COPDGene study (a GWAS for Chronic Obstructive Pulmonary Disease (COPD)), we apply the approach to a secondary, quantitative phenotype, the Fagerstrom nicotine dependence score, that is correlated with COPD affection status. The software package that implements this method is available. The flexibility of this approach enables the straight-forward application to quantitative phenotypes and binary traits in ascertained and unascertained samples. In addition to its robustness features, our method provides the platform for the construction of complex statistical models for longitudinal data, multivariate data, multi-marker tests, rare-variant analysis, and others.

  20. Bayesian approach for near-duplicate image detection

    CERN Document Server

    Bueno, Lucas Moutinho; Torres, Ricardo da Silva

    2011-01-01

    In this paper we propose a bayesian approach for near-duplicate image detection, and investigate how different probabilistic models affect the performance obtained. The task of identifying an image whose metadata are missing is often demanded for a myriad of applications: metadata retrieval in cultural institutions, detection of copyright violations, investigation of latent cross-links in archives and libraries, duplicate elimination in storage management, etc. The majority of current solutions are based either on voting algorithms, which are very precise, but expensive; either on the use of visual dictionaries, which are efficient, but less precise. Our approach, uses local descriptors in a novel way, which by a careful application of decision theory, allows a very fine control of the compromise between precision and efficiency. In addition, the method attains a great compromise between those two axes, with more than 99% accuracy with less than 10 database operations.

  1. A novel Bayesian approach to spectral function reconstruction

    CERN Document Server

    Burnier, Yannis

    2013-01-01

    We present a novel approach to the inference of spectral functions from Euclidean time correlator data that makes close contact with modern Bayesian concepts. Our method differs significantly from the maximum entropy method (MEM). A new set of axioms is postulated for the prior probability, leading to an improved expression, which is devoid of the asymptotically flat directions present in the Shanon-Jaynes entropy. Hyperparameters are integrated out explicitly, liberating us from the Gaussian approximations underlying the evidence approach of the MEM. We present a realistic test of our method in the context of the non-perturbative extraction of the heavy quark potential. Based on hard-thermal-loop correlator mock data, we establish firm requirements in the number of data points and their accuracy for a successful extraction of the potential from lattice QCD. An improved potential estimation from previously investigated quenched lattice QCD correlators is provided.

  2. Robust adaptive beamforming algorithm based on Bayesian approach

    Institute of Scientific and Technical Information of China (English)

    Xin SONG; Jinkuan WANG; Yinghua HAN; Han WANG

    2008-01-01

    The performance of adaptive array beamform-ing algorithms substantially degrades in practice because of a slight mismatch between actual and presumed array res-ponses to the desired signal. A novel robust adaptive beam-forming algorithm based on Bayesian approach is therefore proposed. The algorithm responds to the current envi-ronment by estimating the direction of arrival (DOA) of the actual signal from observations. Computational com-plexity of the proposed algorithm can thus be reduced com-pared with other algorithms since the recursive method is used to obtain inverse matrix. In addition, it has strong robustness to the uncertainty of actual signal DOA and makes the mean output array signal-to-interference-plus-noise ratio (SINR) consistently approach the optimum. Simulation results show that the proposed algorithm is bet-ter in performance than conventional adaptive beamform-ing algorithms.

  3. A Bayesian approach to traffic light detection and mapping

    Science.gov (United States)

    Hosseinyalamdary, Siavash; Yilmaz, Alper

    2017-03-01

    Automatic traffic light detection and mapping is an open research problem. The traffic lights vary in color, shape, geolocation, activation pattern, and installation which complicate their automated detection. In addition, the image of the traffic lights may be noisy, overexposed, underexposed, or occluded. In order to address this problem, we propose a Bayesian inference framework to detect and map traffic lights. In addition to the spatio-temporal consistency constraint, traffic light characteristics such as color, shape and height is shown to further improve the accuracy of the proposed approach. The proposed approach has been evaluated on two benchmark datasets and has been shown to outperform earlier studies. The results show that the precision and recall rates for the KITTI benchmark are 95.78 % and 92.95 % respectively and the precision and recall rates for the LARA benchmark are 98.66 % and 94.65 % .

  4. A Bayesian Approach for Sensor Optimisation in Impact Identification

    Directory of Open Access Journals (Sweden)

    Vincenzo Mallardo

    2016-11-01

    Full Text Available This paper presents a Bayesian approach for optimizing the position of sensors aimed at impact identification in composite structures under operational conditions. The uncertainty in the sensor data has been represented by statistical distributions of the recorded signals. An optimisation strategy based on the genetic algorithm is proposed to find the best sensor combination aimed at locating impacts on composite structures. A Bayesian-based objective function is adopted in the optimisation procedure as an indicator of the performance of meta-models developed for different sensor combinations to locate various impact events. To represent a real structure under operational load and to increase the reliability of the Structural Health Monitoring (SHM system, the probability of malfunctioning sensors is included in the optimisation. The reliability and the robustness of the procedure is tested with experimental and numerical examples. Finally, the proposed optimisation algorithm is applied to a composite stiffened panel for both the uniform and non-uniform probability of impact occurrence.

  5. Detecting Threat E-mails using Bayesian Approach

    CERN Document Server

    Banday, M Tariq; Jan, Tariq R; Shah, Nisar A

    2011-01-01

    Fraud and terrorism have a close connect in terms of the processes that enables and promote them. In the era of Internet, its various services that include Web, e-mail, social networks, blogs, instant messaging, chats, etc. are used in terrorism not only for communication but also for i) creation of ideology, ii) resource gathering, iii) recruitment, indoctrination and training, iv) creation of terror network, and v) information gathering. A major challenge for law enforcement and intelligence agencies is efficient and accurate gathering of relevant and growing volume of crime data. This paper reports on use of established Na\\"ive Bayesian filter for classification of threat e-mails. Efficiency in filtering threat e-mail by use of three different Na\\"ive Bayesian filter approaches i.e. single keywords, weighted multiple keywords and weighted multiple keywords with keyword context matching are evaluated on a threat e-mail corpus created by extracting data from sources that are very close to terrorism.

  6. A Bayesian Approach to Real-Time Earthquake Phase Association

    Science.gov (United States)

    Benz, H.; Johnson, C. E.; Earle, P. S.; Patton, J. M.

    2014-12-01

    Real-time location of seismic events requires a robust and extremely efficient means of associating and identifying seismic phases with hypothetical sources. An association algorithm converts a series of phase arrival times into a catalog of earthquake hypocenters. The classical approach based on time-space stacking of the locus of possible hypocenters for each phase arrival using the principal of acoustic reciprocity has been in use now for many years. One of the most significant problems that has emerged over time with this approach is related to the extreme variations in seismic station density throughout the global seismic network. To address this problem we have developed a novel, Bayesian association algorithm, which looks at the association problem as a dynamically evolving complex system of "many to many relationships". While the end result must be an array of one to many relations (one earthquake, many phases), during the association process the situation is quite different. Both the evolving possible hypocenters and the relationships between phases and all nascent hypocenters is many to many (many earthquakes, many phases). The computational framework we are using to address this is a responsive, NoSQL graph database where the earthquake-phase associations are represented as intersecting Bayesian Learning Networks. The approach directly addresses the network inhomogeneity issue while at the same time allowing the inclusion of other kinds of data (e.g., seismic beams, station noise characteristics, priors on estimated location of the seismic source) by representing the locus of intersecting hypothetical loci for a given datum as joint probability density functions.

  7. Bootstrap consistency for general semiparametric M-estimation

    KAUST Repository

    Cheng, Guang

    2010-10-01

    Consider M-estimation in a semiparametric model that is characterized by a Euclidean parameter of interest and an infinite-dimensional nuisance parameter. As a general purpose approach to statistical inferences, the bootstrap has found wide applications in semiparametric M-estimation and, because of its simplicity, provides an attractive alternative to the inference approach based on the asymptotic distribution theory. The purpose of this paper is to provide theoretical justifications for the use of bootstrap as a semiparametric inferential tool. We show that, under general conditions, the bootstrap is asymptotically consistent in estimating the distribution of the M-estimate of Euclidean parameter; that is, the bootstrap distribution asymptotically imitates the distribution of the M-estimate. We also show that the bootstrap confidence set has the asymptotically correct coverage probability. These general onclusions hold, in particular, when the nuisance parameter is not estimable at root-n rate, and apply to a broad class of bootstrap methods with exchangeable ootstrap weights. This paper provides a first general theoretical study of the bootstrap in semiparametric models. © Institute of Mathematical Statistics, 2010.

  8. A Full Bayesian Approach for Boolean Genetic Network Inference

    Science.gov (United States)

    Han, Shengtong; Wong, Raymond K. W.; Lee, Thomas C. M.; Shen, Linghao; Li, Shuo-Yen R.; Fan, Xiaodan

    2014-01-01

    Boolean networks are a simple but efficient model for describing gene regulatory systems. A number of algorithms have been proposed to infer Boolean networks. However, these methods do not take full consideration of the effects of noise and model uncertainty. In this paper, we propose a full Bayesian approach to infer Boolean genetic networks. Markov chain Monte Carlo algorithms are used to obtain the posterior samples of both the network structure and the related parameters. In addition to regular link addition and removal moves, which can guarantee the irreducibility of the Markov chain for traversing the whole network space, carefully constructed mixture proposals are used to improve the Markov chain Monte Carlo convergence. Both simulations and a real application on cell-cycle data show that our method is more powerful than existing methods for the inference of both the topology and logic relations of the Boolean network from observed data. PMID:25551820

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

    Directory of Open Access Journals (Sweden)

    Shengtong Han

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

  10. A Robust Obstacle Avoidance for Service Robot Using Bayesian Approach

    Directory of Open Access Journals (Sweden)

    Widodo Budiharto

    2011-03-01

    Full Text Available The objective of this paper is to propose a robust obstacle avoidance method for service robot in indoor environment. The method for obstacles avoidance uses information about static obstacles on the landmark using edge detection. Speed and direction of people that walks as moving obstacle obtained by single camera using tracking and recognition system and distance measurement using 3 ultrasonic sensors. A new geometrical model and maneuvering method for moving obstacle avoidance introduced and combined with Bayesian approach for state estimation. The obstacle avoidance problem is formulated using decision theory, prior and posterior distribution and loss function to determine an optimal response based on inaccurate sensor data. Algorithms for moving obstacles avoidance method proposed and experiment results implemented to service robot also presented. Various experiments show that our proposed method very fast, robust and successfully implemented to service robot called Srikandi II that equipped with 4 DOF arm robot developed in our laboratory.

  11. Estimating parameters in stochastic systems: A variational Bayesian approach

    Science.gov (United States)

    Vrettas, Michail D.; Cornford, Dan; Opper, Manfred

    2011-11-01

    This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

  12. Bayesian network approach for modeling local failure in lung cancer

    Science.gov (United States)

    Oh, Jung Hun; Craft, Jeffrey; Al-Lozi, Rawan; Vaidya, Manushka; Meng, Yifan; Deasy, Joseph O; Bradley, Jeffrey D; Naqa, Issam El

    2011-01-01

    Locally advanced non-small cell lung cancer (NSCLC) patients suffer from a high local failure rate following radiotherapy. Despite many efforts to develop new dose-volume models for early detection of tumor local failure, there was no reported significant improvement in their application prospectively. Based on recent studies of biomarker proteins’ role in hypoxia and inflammation in predicting tumor response to radiotherapy, we hypothesize that combining physical and biological factors with a suitable framework could improve the overall prediction. To test this hypothesis, we propose a graphical Bayesian network framework for predicting local failure in lung cancer. The proposed approach was tested using two different datasets of locally advanced NSCLC patients treated with radiotherapy. The first dataset was collected retrospectively, which is comprised of clinical and dosimetric variables only. The second dataset was collected prospectively in which in addition to clinical and dosimetric information, blood was drawn from the patients at various time points to extract candidate biomarkers as well. Our preliminary results show that the proposed method can be used as an efficient method to develop predictive models of local failure in these patients and to interpret relationships among the different variables in the models. We also demonstrate the potential use of heterogenous physical and biological variables to improve the model prediction. With the first dataset, we achieved better performance compared with competing Bayesian-based classifiers. With the second dataset, the combined model had a slightly higher performance compared to individual physical and biological models, with the biological variables making the largest contribution. Our preliminary results highlight the potential of the proposed integrated approach for predicting post-radiotherapy local failure in NSCLC patients. PMID:21335651

  13. A Variational Bayesian Approach to Multiframe Image Restoration.

    Science.gov (United States)

    Sonogashira, Motoharu; Funatomi, Takuya; Iiyama, Masaaki; Minoh, Michihiko

    2017-03-06

    Image restoration is a fundamental problem in the field of image processing. The key objective of image restoration is to recover clean images from images degraded by noise and blur. Recently, a family of new statistical techniques called variational Bayes (VB) has been introduced to image restoration, which enables us to automatically tune parameters that control restoration. While information from one image is often insufficient for high-quality restoration, however, current state-of-theart methods of image restoration via VB approaches use only a single degraded image to recover a clean image. In this paper, we propose a novel method of multiframe image restoration via a VB approach, which can achieve higher image quality while tuning parameters automatically. Given multiple degraded images, this method jointly estimates a clean image and other parameters, including an image warping parameter introduced for the use of multiple images, through Bayesian inference that we enable by making full use of VB techniques. Through various experiments, we demonstrate the effectiveness of our multiframe method by comparing it with single-frame one, and also show the advantages of our VB approach over non-VB approaches.

  14. Accurate characterization of weak neutron fields by using a Bayesian approach.

    Science.gov (United States)

    Medkour Ishak-Boushaki, G; Allab, M

    2017-04-01

    A Bayesian analysis of data derived from neutron spectrometric measurements provides the advantage of determining rigorously integral physical quantities characterizing the neutron field and their respective related uncertainties. The first and essential step in a Bayesian approach is the parameterization of the investigated neutron spectrum. The aim of this paper is to investigate the sensitivity of the Bayesian results, mainly the neutron dose H(*)(10) required for radiation protection purposes and its correlated uncertainty, to the selected neutron spectrum parameterization.

  15. Bayesian Approaches to Imputation, Hypothesis Testing, and Parameter Estimation

    Science.gov (United States)

    Ross, Steven J.; Mackey, Beth

    2015-01-01

    This chapter introduces three applications of Bayesian inference to common and novel issues in second language research. After a review of the critiques of conventional hypothesis testing, our focus centers on ways Bayesian inference can be used for dealing with missing data, for testing theory-driven substantive hypotheses without a default null…

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

    Directory of Open Access Journals (Sweden)

    Marta Afonso Freitas

    2010-04-01

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

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

    CERN Document Server

    Marwala, Tshilidzi

    2007-01-01

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

  18. Point and Interval Estimation on the Degree and the Angle of Polarization. A Bayesian approach

    CERN Document Server

    Maier, Daniel; Santangelo, Andrea

    2014-01-01

    Linear polarization measurements provide access to two quantities, the degree (DOP) and the angle of polarization (AOP). The aim of this work is to give a complete and concise overview of how to analyze polarimetric measurements. We review interval estimations for the DOP with a frequentist and a Bayesian approach. Point estimations for the DOP and interval estimations for the AOP are further investigated with a Bayesian approach to match observational needs. Point and interval estimations are calculated numerically for frequentist and Bayesian statistics. Monte Carlo simulations are performed to clarify the meaning of the calculations. Under observational conditions, the true DOP and AOP are unknown, so that classical statistical considerations - based on true values - are not directly usable. In contrast, Bayesian statistics handles unknown true values very well and produces point and interval estimations for DOP and AOP, directly. Using a Bayesian approach, we show how to choose DOP point estimations based...

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

    Directory of Open Access Journals (Sweden)

    Bakanev Sergey ...

    2012-10-01

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

  20. Costal vulnerability systems-network using Fuzzy and Bayesian approaches

    Science.gov (United States)

    Taramelli, A.; Valentini, E.; Filipponi, F.; Nguyen Xuan, A.; Arosio, M.

    2016-12-01

    Marine drivers such as surge in the context of SLR, are threatening low-lying coastal plains. In order to deal with disturbances a deeper understanding of benefits deriving from ecosystem services assesment, management and planning (e.g. the role of dune ridges in surge mitigation and climate adaptation) can enhance the resilience of coastal systems. In this frame assessing the vulnerability is a key concern of many SOS (social, ecological, institutional) that deals with several challenges like the definition of Essential Variables (EVs) able to synthesize the required information, the assignment of different weight to be attributed to each considered variable, the selection of method for combining the relevant variables, etc.. To this end it is unclear how SLR, subsidence and erosion might affect coastal subsistence resources because of highly complex interactions and because of the subjective system of weighting many variables and their interaction within the systems. In this contribution, making the best use of many EO products, in situ data and modelling, we propose a multidimensional surge vulnerability assessment that aims at combining together geophysical and socioeconomic variable on the base of different approaches: 1) Fuzzy Logic; 2) Bayesian approach. The final goal is providing insight in understanding how to quantify regulating ecosystem services.

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

    Directory of Open Access Journals (Sweden)

    Hongqiang Liu

    2017-01-01

    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.

  2. A Bayesian approach to extracting meaning from system behavior

    Energy Technology Data Exchange (ETDEWEB)

    Dress, W.B.

    1998-08-01

    The modeling relation and its reformulation to include the semiotic hierarchy is essential for the understanding, control, and successful re-creation of natural systems. This presentation will argue for a careful application of Rosen`s modeling relationship to the problems of intelligence and autonomy in natural and artificial systems. To this end, the authors discuss the essential need for a correct theory of induction, learning, and probability; and suggest that modern Bayesian probability theory, developed by Cox, Jaynes, and others, can adequately meet such demands, especially on the operational level of extracting meaning from observations. The methods of Bayesian and maximum Entropy parameter estimation have been applied to measurements of system observables to directly infer the underlying differential equations generating system behavior. This approach by-passes the usual method of parameter estimation based on assuming a functional form for the observable and then estimating the parameters that would lead to the particular observed behavior. The computational savings is great since only location parameters enter into the maximum-entropy calculations; this innovation finesses the need for nonlinear parameters altogether. Such an approach more directly extracts the semantics inherent in a given system by going to the root of system meaning as expressed by abstract form or shape, rather than in syntactic particulars, such as signal amplitude and phase. Examples will be shown how the form of a system can be followed while ignoring unnecessary details. In this sense, the authors are observing the meaning of the words rather than being concerned with their particular expression or language. For the present discussion, empirical models are embodied by the differential equations underlying, producing, or describing the behavior of a process as measured or tracked by a particular variable set--the observables. The a priori models are probability structures that

  3. Bayesian adjustment for covariate measurement errors: a flexible parametric approach.

    Science.gov (United States)

    Hossain, Shahadut; Gustafson, Paul

    2009-05-15

    In most epidemiological investigations, the study units are people, the outcome variable (or the response) is a health-related event, and the explanatory variables are usually environmental and/or socio-demographic factors. The fundamental task in such investigations is to quantify the association between the explanatory variables (covariates/exposures) and the outcome variable through a suitable regression model. The accuracy of such quantification depends on how precisely the relevant covariates are measured. In many instances, we cannot measure some of the covariates accurately. Rather, we can measure noisy (mismeasured) versions of them. In statistical terminology, mismeasurement in continuous covariates is known as measurement errors or errors-in-variables. Regression analyses based on mismeasured covariates lead to biased inference about the true underlying response-covariate associations. In this paper, we suggest a flexible parametric approach for avoiding this bias when estimating the response-covariate relationship through a logistic regression model. More specifically, we consider the flexible generalized skew-normal and the flexible generalized skew-t distributions for modeling the unobserved true exposure. For inference and computational purposes, we use Bayesian Markov chain Monte Carlo techniques. We investigate the performance of the proposed flexible parametric approach in comparison with a common flexible parametric approach through extensive simulation studies. We also compare the proposed method with the competing flexible parametric method on a real-life data set. Though emphasis is put on the logistic regression model, the proposed method is unified and is applicable to the other generalized linear models, and to other types of non-linear regression models as well. (c) 2009 John Wiley & Sons, Ltd.

  4. A Bayesian decision approach to rainfall thresholds based flood warning

    Directory of Open Access Journals (Sweden)

    M. L. V. Martina

    2006-01-01

    Full Text Available Operational real time flood forecasting systems generally require a hydrological model to run in real time as well as a series of hydro-informatics tools to transform the flood forecast into relatively simple and clear messages to the decision makers involved in flood defense. The scope of this paper is to set forth the possibility of providing flood warnings at given river sections based on the direct comparison of the quantitative precipitation forecast with critical rainfall threshold values, without the need of an on-line real time forecasting system. This approach leads to an extremely simplified alert system to be used by non technical stakeholders and could also be used to supplement the traditional flood forecasting systems in case of system failures. The critical rainfall threshold values, incorporating the soil moisture initial conditions, result from statistical analyses using long hydrological time series combined with a Bayesian utility function minimization. In the paper, results of an application of the proposed methodology to the Sieve river, a tributary of the Arno river in Italy, are given to exemplify its practical applicability.

  5. Diagnosing Hybrid Systems: a Bayesian Model Selection Approach

    Science.gov (United States)

    McIlraith, Sheila A.

    2005-01-01

    In this paper we examine the problem of monitoring and diagnosing noisy complex dynamical systems that are modeled as hybrid systems-models of continuous behavior, interleaved by discrete transitions. In particular, we examine continuous systems with embedded supervisory controllers that experience abrupt, partial or full failure of component devices. Building on our previous work in this area (MBCG99;MBCG00), our specific focus in this paper ins on the mathematical formulation of the hybrid monitoring and diagnosis task as a Bayesian model tracking algorithm. The nonlinear dynamics of many hybrid systems present challenges to probabilistic tracking. Further, probabilistic tracking of a system for the purposes of diagnosis is problematic because the models of the system corresponding to failure modes are numerous and generally very unlikely. To focus tracking on these unlikely models and to reduce the number of potential models under consideration, we exploit logic-based techniques for qualitative model-based diagnosis to conjecture a limited initial set of consistent candidate models. In this paper we discuss alternative tracking techniques that are relevant to different classes of hybrid systems, focusing specifically on a method for tracking multiple models of nonlinear behavior simultaneously using factored sampling and conditional density propagation. To illustrate and motivate the approach described in this paper we examine the problem of monitoring and diganosing NASA's Sprint AERCam, a small spherical robotic camera unit with 12 thrusters that enable both linear and rotational motion.

  6. A Bayesian Approach for Structural Learning with Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Cen Li

    2002-01-01

    Full Text Available Hidden Markov Models(HMM have proved to be a successful modeling paradigm for dynamic and spatial processes in many domains, such as speech recognition, genomics, and general sequence alignment. Typically, in these applications, the model structures are predefined by domain experts. Therefore, the HMM learning problem focuses on the learning of the parameter values of the model to fit the given data sequences. However, when one considers other domains, such as, economics and physiology, model structure capturing the system dynamic behavior is not available. In order to successfully apply the HMM methodology in these domains, it is important that a mechanism is available for automatically deriving the model structure from the data. This paper presents a HMM learning procedure that simultaneously learns the model structure and the maximum likelihood parameter values of a HMM from data. The HMM model structures are derived based on the Bayesian model selection methodology. In addition, we introduce a new initialization procedure for HMM parameter value estimation based on the K-means clustering method. Experimental results with artificially generated data show the effectiveness of the approach.

  7. An agglomerative hierarchical approach to visualization in Bayesian clustering problems.

    Science.gov (United States)

    Dawson, K J; Belkhir, K

    2009-07-01

    Clustering problems (including the clustering of individuals into outcrossing populations, hybrid generations, full-sib families and selfing lines) have recently received much attention in population genetics. In these clustering problems, the parameter of interest is a partition of the set of sampled individuals--the sample partition. In a fully Bayesian approach to clustering problems of this type, our knowledge about the sample partition is represented by a probability distribution on the space of possible sample partitions. As the number of possible partitions grows very rapidly with the sample size, we cannot visualize this probability distribution in its entirety, unless the sample is very small. As a solution to this visualization problem, we recommend using an agglomerative hierarchical clustering algorithm, which we call the exact linkage algorithm. This algorithm is a special case of the maximin clustering algorithm that we introduced previously. The exact linkage algorithm is now implemented in our software package PartitionView. The exact linkage algorithm takes the posterior co-assignment probabilities as input and yields as output a rooted binary tree, or more generally, a forest of such trees. Each node of this forest defines a set of individuals, and the node height is the posterior co-assignment probability of this set. This provides a useful visual representation of the uncertainty associated with the assignment of individuals to categories. It is also a useful starting point for a more detailed exploration of the posterior distribution in terms of the co-assignment probabilities.

  8. Semiparametric Inference in a GARCH-in-Mean Model

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; Dahl, Christian Møller; Iglesias, Emma M.

    facilitates the derivation of asymptotic theory under possible nonlinearity of unspecified form of the risk-return tradeoff. Besides the nonlinear GARCH-in-mean effect, our specification accommodates exogenous regressors that are typically used as conditioning variables entering linearly in the mean equation......, such as the dividend yield. Using the profile likelihood approach, we show that our estimator under stated conditions is consistent, asymp- totically normal, and efficient, i.e. it achieves the semiparametric lower bound. A sampling experiment provides evidence on finite sample properties as well as comparisons...... with the fully parametric approach and the iterative semiparametric approach using a parametric initial esti- mate proposed by Conrad and Mammen (2008). An empirical application to the daily S&P 500 stock market returns suggests that the linear relation between conditional expected return and conditional...

  9. Explicit estimating equations for semiparametric generalized linear latent variable models

    KAUST Repository

    Ma, Yanyuan

    2010-07-05

    We study generalized linear latent variable models without requiring a distributional assumption of the latent variables. Using a geometric approach, we derive consistent semiparametric estimators. We demonstrate that these models have a property which is similar to that of a sufficient complete statistic, which enables us to simplify the estimating procedure and explicitly to formulate the semiparametric estimating equations. We further show that the explicit estimators have the usual root n consistency and asymptotic normality. We explain the computational implementation of our method and illustrate the numerical performance of the estimators in finite sample situations via extensive simulation studies. The advantage of our estimators over the existing likelihood approach is also shown via numerical comparison. We employ the method to analyse a real data example from economics. © 2010 Royal Statistical Society.

  10. Application of Semiparametric Spline Regression Model in Analyzing Factors that In uence Population Density in Central Java

    Science.gov (United States)

    Sumantari, Y. D.; Slamet, I.; Sugiyanto

    2017-06-01

    Semiparametric regression is a statistical analysis method that consists of parametric and nonparametric regression. There are various approach techniques in nonparametric regression. One of the approach techniques is spline. Central Java is one of the most densely populated province in Indonesia. Population density in this province can be modeled by semiparametric regression because it consists of parametric and nonparametric component. Therefore, the purpose of this paper is to determine the factors that in uence population density in Central Java using the semiparametric spline regression model. The result shows that the factors which in uence population density in Central Java is Family Planning (FP) active participants and district minimum wage.

  11. A bayesian approach to classification criteria for spectacled eiders

    Science.gov (United States)

    Taylor, B.L.; Wade, P.R.; Stehn, R.A.; Cochrane, J.F.

    1996-01-01

    To facilitate decisions to classify species according to risk of extinction, we used Bayesian methods to analyze trend data for the Spectacled Eider, an arctic sea duck. Trend data from three independent surveys of the Yukon-Kuskokwim Delta were analyzed individually and in combination to yield posterior distributions for population growth rates. We used classification criteria developed by the recovery team for Spectacled Eiders that seek to equalize errors of under- or overprotecting the species. We conducted both a Bayesian decision analysis and a frequentist (classical statistical inference) decision analysis. Bayesian decision analyses are computationally easier, yield basically the same results, and yield results that are easier to explain to nonscientists. With the exception of the aerial survey analysis of the 10 most recent years, both Bayesian and frequentist methods indicated that an endangered classification is warranted. The discrepancy between surveys warrants further research. Although the trend data are abundance indices, we used a preliminary estimate of absolute abundance to demonstrate how to calculate extinction distributions using the joint probability distributions for population growth rate and variance in growth rate generated by the Bayesian analysis. Recent apparent increases in abundance highlight the need for models that apply to declining and then recovering species.

  12. A Bayesian approach to estimating causal vaccine effects on binary post-infection outcomes.

    Science.gov (United States)

    Zhou, Jincheng; Chu, Haitao; Hudgens, Michael G; Halloran, M Elizabeth

    2016-01-15

    To estimate causal effects of vaccine on post-infection outcomes, Hudgens and Halloran (2006) defined a post-infection causal vaccine efficacy estimand VEI based on the principal stratification framework. They also derived closed forms for the maximum likelihood estimators of the causal estimand under some assumptions. Extending their research, we propose a Bayesian approach to estimating the causal vaccine effects on binary post-infection outcomes. The identifiability of the causal vaccine effect VEI is discussed under different assumptions on selection bias. The performance of the proposed Bayesian method is compared with the maximum likelihood method through simulation studies and two case studies - a clinical trial of a rotavirus vaccine candidate and a field study of pertussis vaccination. For both case studies, the Bayesian approach provided similar inference as the frequentist analysis. However, simulation studies with small sample sizes suggest that the Bayesian approach provides smaller bias and shorter confidence interval length.

  13. Prediction of road accidents: A Bayesian hierarchical approach

    DEFF Research Database (Denmark)

    Deublein, Markus; Schubert, Matthias; Adey, Bryan T.;

    2013-01-01

    In this paper a novel methodology for the prediction of the occurrence of road accidents is presented. The methodology utilizes a combination of three statistical methods: (1) gamma-updating of the occurrence rates of injury accidents and injured road users, (2) hierarchical multivariate Poisson......-lognormal regression analysis taking into account correlations amongst multiple dependent model response variables and effects of discrete accident count data e.g. over-dispersion, and (3) Bayesian inference algorithms, which are applied by means of data mining techniques supported by Bayesian Probabilistic Networks...... in order to represent non-linearity between risk indicating and model response variables, as well as different types of uncertainties which might be present in the development of the specific models.Prior Bayesian Probabilistic Networks are first established by means of multivariate regression analysis...

  14. Ice Shelf Modeling: A Cross-Polar Bayesian Statistical Approach

    Science.gov (United States)

    Kirchner, N.; Furrer, R.; Jakobsson, M.; Zwally, H. J.

    2010-12-01

    Ice streams interlink glacial terrestrial and marine environments: embedded in a grounded inland ice such as the Antarctic Ice Sheet or the paleo ice sheets covering extensive parts of the Eurasian and Amerasian Arctic respectively, ice streams are major drainage agents facilitating the discharge of substantial portions of continental ice into the ocean. At their seaward side, ice streams can either extend onto the ocean as floating ice tongues (such as the Drygalsky Ice Tongue/East Antarctica), or feed large ice shelves (as is the case for e.g. the Siple Coast and the Ross Ice Shelf/West Antarctica). The flow behavior of ice streams has been recognized to be intimately linked with configurational changes in their attached ice shelves; in particular, ice shelf disintegration is associated with rapid ice stream retreat and increased mass discharge from the continental ice mass, contributing eventually to sea level rise. Investigations of ice stream retreat mechanism are however incomplete if based on terrestrial records only: rather, the dynamics of ice shelves (and, eventually, the impact of the ocean on the latter) must be accounted for. However, since floating ice shelves leave hardly any traces behind when melting, uncertainty regarding the spatio-temporal distribution and evolution of ice shelves in times prior to instrumented and recorded observation is high, calling thus for a statistical modeling approach. Complementing ongoing large-scale numerical modeling efforts (Pollard & DeConto, 2009), we model the configuration of ice shelves by using a Bayesian Hiearchial Modeling (BHM) approach. We adopt a cross-polar perspective accounting for the fact that currently, ice shelves exist mainly along the coastline of Antarctica (and are virtually non-existing in the Arctic), while Arctic Ocean ice shelves repeatedly impacted the Arctic ocean basin during former glacial periods. Modeled Arctic ocean ice shelf configurations are compared with geological spatial

  15. Semiparametric Additive Transformation Model under Current Status Data

    CERN Document Server

    Cheng, Guang

    2011-01-01

    We consider the efficient estimation of the semiparametric additive transformation model with current status data. A wide range of survival models and econometric models can be incorporated into this general transformation framework. We apply the B-spline approach to simultaneously estimate the linear regression vector, the nondecreasing transformation function, and a set of nonparametric regression functions. We show that the parametric estimate is semiparametric efficient in the presence of multiple nonparametric nuisance functions. An explicit consistent B-spline estimate of the asymptotic variance is also provided. All nonparametric estimates are smooth, and shown to be uniformly consistent and have faster than cubic rate of convergence. Interestingly, we observe the convergence rate interfere phenomenon, i.e., the convergence rates of B-spline estimators are all slowed down to equal the slowest one. The constrained optimization is not required in our implementation. Numerical results are used to illustra...

  16. Semiparametric Inference in a GARCH-in-Mean Model

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; Dahl, Christian Møller; Iglesias, Emma M.

    , such as the dividend yield. Using the profile likelihood approach, we show that our estimator under stated conditions is consistent, asymp- totically normal, and efficient, i.e. it achieves the semiparametric lower bound. A sampling experiment provides evidence on finite sample properties as well as comparisons......A new semiparametric estimator for an empirical asset pricing model with general nonpara- metric risk-return tradeoff and a GARCH process for the underlying volatility is introduced. The estimator does not rely on any initial parametric estimator of the conditional mean func- tion, and this feature...... facilitates the derivation of asymptotic theory under possible nonlinearity of unspecified form of the risk-return tradeoff. Besides the nonlinear GARCH-in-mean effect, our specification accommodates exogenous regressors that are typically used as conditioning variables entering linearly in the mean equation...

  17. Nursing Home Care Quality: Insights from a Bayesian Network Approach

    Science.gov (United States)

    Goodson, Justin; Jang, Wooseung; Rantz, Marilyn

    2008-01-01

    Purpose: The purpose of this research is twofold. The first purpose is to utilize a new methodology (Bayesian networks) for aggregating various quality indicators to measure the overall quality of care in nursing homes. The second is to provide new insight into the relationships that exist among various measures of quality and how such measures…

  18. A Bayesian network approach to coastal storm impact modeling

    NARCIS (Netherlands)

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

    2015-01-01

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

  19. Nursing Home Care Quality: Insights from a Bayesian Network Approach

    Science.gov (United States)

    Goodson, Justin; Jang, Wooseung; Rantz, Marilyn

    2008-01-01

    Purpose: The purpose of this research is twofold. The first purpose is to utilize a new methodology (Bayesian networks) for aggregating various quality indicators to measure the overall quality of care in nursing homes. The second is to provide new insight into the relationships that exist among various measures of quality and how such measures…

  20. Multisensor-multitarget sensor management: a unified Bayesian approach

    Science.gov (United States)

    Mahler, Ronald P. S.

    2003-08-01

    Multisensor-multitarget sensor management is at root a problem in nonlinear control theory. This paper develops a potentially computationally tractable approximation of an earlier (1996) Bayesian control-theoretic foundation for sensor management based on "finite-set statistics" (FISST) and the Bayes recursive filter for the entire multisensor-multitarget system. I analyze possible Bayesian control-theoretic objective functions: Csiszar information-theoretic functionals (which generalize Kullback-Leibler discrimination) and "geometric" functionals. I show that some of these objective functions lead to potentially tractable sensor management algorithms when used in conjunction with MHC (multi-hypothesis correlator)-like algorithms. I also take this opportunity to comment on recent misrepresentations of FISST involving so-called "joint multitarget probabilities (JMP).".

  1. Bayesian penalized log-likelihood ratio approach for dose response clinical trial studies.

    Science.gov (United States)

    Tang, Yuanyuan; Cai, Chunyan; Sun, Liangrui; He, Jianghua

    2017-02-13

    In literature, there are a few unified approaches to test proof of concept and estimate a target dose, including the multiple comparison procedure using modeling approach, and the permutation approach proposed by Klingenberg. We discuss and compare the operating characteristics of these unified approaches and further develop an alternative approach in a Bayesian framework based on the posterior distribution of a penalized log-likelihood ratio test statistic. Our Bayesian approach is much more flexible to handle linear or nonlinear dose-response relationships and is more efficient than the permutation approach. The operating characteristics of our Bayesian approach are comparable to and sometimes better than both approaches in a wide range of dose-response relationships. It yields credible intervals as well as predictive distribution for the response rate at a specific dose level for the target dose estimation. Our Bayesian approach can be easily extended to continuous, categorical, and time-to-event responses. We illustrate the performance of our proposed method with extensive simulations and Phase II clinical trial data examples.

  2. A Bayesian Approach for Graph-constrained Estimation for High-dimensional Regression.

    Science.gov (United States)

    Sun, Hokeun; Li, Hongzhe

    Many different biological processes are represented by network graphs such as regulatory networks, metabolic pathways, and protein-protein interaction networks. Since genes that are linked on the networks usually have biologically similar functions, the linked genes form molecular modules to affect the clinical phenotypes/outcomes. Similarly, in large-scale genetic association studies, many SNPs are in high linkage disequilibrium (LD), which can also be summarized as a LD graph. In order to incorporate the graph information into regression analysis with high dimensional genomic data as predictors, we introduce a Bayesian approach for graph-constrained estimation (Bayesian GRACE) and regularization, which controls the amount of regularization for sparsity and smoothness of the regression coefficients. The Bayesian estimation with their posterior distributions can provide credible intervals for the estimates of the regression coefficients along with standard errors. The deviance information criterion (DIC) is applied for model assessment and tuning parameter selection. The performance of the proposed Bayesian approach is evaluated through simulation studies and is compared with Bayesian Lasso and Bayesian Elastic-net procedures. We demonstrate our method in an analysis of data from a case-control genome-wide association study of neuroblastoma using a weighted LD graph.

  3. Semi-parametric Robust Event Detection for Massive Time-Domain Databases

    CERN Document Server

    Blocker, Alexander W

    2013-01-01

    The detection and analysis of events within massive collections of time-series has become an extremely important task for time-domain astronomy. In particular, many scientific investigations (e.g. the analysis of microlensing and other transients) begin with the detection of isolated events in irregularly-sampled series with both non-linear trends and non-Gaussian noise. We outline a semi-parametric, robust, parallel method for identifying variability and isolated events at multiple scales in the presence of the above complications. This approach harnesses the power of Bayesian modeling while maintaining much of the speed and scalability of more ad-hoc machine learning approaches. We also contrast this work with event detection methods from other fields, highlighting the unique challenges posed by astronomical surveys. Finally, we present results from the application of this method to 87.2 million EROS-2 sources, where we have obtained a greater than 100-fold reduction in candidates for certain types of pheno...

  4. Estimating Functions and Semiparametric Models

    DEFF Research Database (Denmark)

    Labouriau, Rodrigo

    1996-01-01

    The thesis is divided in two parts. The first part treats some topics of the estimation theory for semiparametric models in general. There the classic optimality theory is reviewed and exposed in a suitable way for the further developments given after. Further the theory of estimating functions...... contained in this part of the thesis constitutes an original contribution. There can be found the detailed characterization of the class of regular estimating functions, a calculation of efficient regular asymptotic linear estimating sequences (\\ie the classical optimality theory) and a discussion...... of the attainability of the bounds for the concentration of regular asymptotic linear estimating sequences by estimators derived from estimating functions. The main class of models considered in the second part of the thesis (chapter 5) are constructed by assuming that the expectation of a number of given square...

  5. Prediction of road accidents: A Bayesian hierarchical approach.

    Science.gov (United States)

    Deublein, Markus; Schubert, Matthias; Adey, Bryan T; Köhler, Jochen; Faber, Michael H

    2013-03-01

    In this paper a novel methodology for the prediction of the occurrence of road accidents is presented. The methodology utilizes a combination of three statistical methods: (1) gamma-updating of the occurrence rates of injury accidents and injured road users, (2) hierarchical multivariate Poisson-lognormal regression analysis taking into account correlations amongst multiple dependent model response variables and effects of discrete accident count data e.g. over-dispersion, and (3) Bayesian inference algorithms, which are applied by means of data mining techniques supported by Bayesian Probabilistic Networks in order to represent non-linearity between risk indicating and model response variables, as well as different types of uncertainties which might be present in the development of the specific models. Prior Bayesian Probabilistic Networks are first established by means of multivariate regression analysis of the observed frequencies of the model response variables, e.g. the occurrence of an accident, and observed values of the risk indicating variables, e.g. degree of road curvature. Subsequently, parameter learning is done using updating algorithms, to determine the posterior predictive probability distributions of the model response variables, conditional on the values of the risk indicating variables. The methodology is illustrated through a case study using data of the Austrian rural motorway network. In the case study, on randomly selected road segments the methodology is used to produce a model to predict the expected number of accidents in which an injury has occurred and the expected number of light, severe and fatally injured road users. Additionally, the methodology is used for geo-referenced identification of road sections with increased occurrence probabilities of injury accident events on a road link between two Austrian cities. It is shown that the proposed methodology can be used to develop models to estimate the occurrence of road accidents for any

  6. A Bayesian Approach for Segmentation in Stereo Image Sequences

    Directory of Open Access Journals (Sweden)

    Tzovaras Dimitrios

    2002-01-01

    Full Text Available Stereoscopic image sequence processing has been the focus of considerable attention in recent literature for videoconference applications. A novel Bayesian scheme is proposed in this paper, for the segmentation of a noisy stereoscopic image sequence. More specifically, occlusions and visible foreground and background regions are detected between the left and the right frame while the uncovered-background areas are identified between two successive frames of the sequence. Combined hypotheses are used for the formulation of the Bayes decision rule which employs a single intensity-difference measurement at each pixel. Experimental results illustrating the performance of the proposed technique are presented and evaluated in videoconference applications.

  7. A Bayesian-style approach to estimating LISA science capability

    Science.gov (United States)

    Baker, John; Marsat, Sylvain

    2017-01-01

    A full understanding of LISA's science capability will require accurate models of incident waveform signals and the instrumental response. While Fisher matrix analysis is useful for some estimates, a Bayesian characterization of simulated probability distributions is needed for understanding important cases at the limit of LISA's capability. We apply fast analysis algorithms enabling accurate treatment using EOB waveforms with relevant higher modes and the full-featured LISA response to study these aspects of LISA science capability. Supported by NASA grant 11-ATP-046.

  8. Bayesian approach to cyclic activity of CF Oct

    CERN Document Server

    Borisova, Ana P; Innis, John L

    2011-01-01

    Bayesian statistical methods of Gregory-Loredo and the Bretthorst generalization of the Lomb-Scargle periodogram have been applied for studying activity cycles of the early K-type subgiant star CF Oct. We have used a ~45 year long dataset derived from archival photographic observations, published photoelectric photometry, Hipparcos data series and All Sky Automated Survey archive. We have confirmed the already known rotational period for the star of 20.16 d and have shown evidences that it has exhibited changes from 19.90 d to 20.45 d. This is an indication for stellar surface differential rotation.The Bayesian magnitude and time--residual analysis reveals clearly at least one long-term cycle. The cycle lenght's posterior distributions appear to be multimodal with a pronounced peak at a period of 7.1 y with FWHM of 54 d for time-residuals and at a period of 9.8 y with FWHM of 184 d for magitude data. These results are consistent with the previously postulated cycle of 9+/-3 years.

  9. MODELING INFORMATION SYSTEM AVAILABILITY BY USING BAYESIAN BELIEF NETWORK APPROACH

    Directory of Open Access Journals (Sweden)

    Semir Ibrahimović

    2016-03-01

    Full Text Available Modern information systems are expected to be always-on by providing services to end-users, regardless of time and location. This is particularly important for organizations and industries where information systems support real-time operations and mission-critical applications that need to be available on 24  7  365 basis. Examples of such entities include process industries, telecommunications, healthcare, energy, banking, electronic commerce and a variety of cloud services. This article presents a modified Bayesian Belief Network model for predicting information system availability, introduced initially by Franke, U. and Johnson, P. (in article “Availability of enterprise IT systems – an expert based Bayesian model”. Software Quality Journal 20(2, 369-394, 2012 based on a thorough review of several dimensions of the information system availability, we proposed a modified set of determinants. The model is parameterized by using probability elicitation process with the participation of experts from the financial sector of Bosnia and Herzegovina. The model validation was performed using Monte Carlo simulation.

  10. A Bayesian approach to matched field processing in uncertain ocean environments

    Institute of Scientific and Technical Information of China (English)

    LI Jianlong; PAN Xiang

    2008-01-01

    An approach of Bayesian Matched Field Processing(MFP)was discussed in the uncertain ocean environment.In this approach,uncertainty knowledge is modeled and spatial and temporal data Received by the array are fully used.Therefore,a mechanism for MFP is found.which well combines model-based and data-driven methods of uncertain field processing.By theoretical derivation,simulation analysis and the validation of the experimental array data at sea,we find that(1)the basic components of Bayesian matched field processors are the corresponding sets of Bartlett matched field processor,MVDR(minimum variance distortionless response)matched field processor,etc.;(2)Bayesian MVDR/Bartlett MFP are the weighted sum of the MVDR/Bartlett MFP,where the weighted coefficients are the values of the a posteriori probability;(3)with the uncertain ocean environment,Bayesian MFP can more correctly locate the source than MVDR MFP or Bartlett MFP;(4)Bayesian MFP call better suppress sidelobes of the ambiguity surfaces.

  11. A Bayesian approach to linear regression in astronomy

    CERN Document Server

    Sereno, Mauro

    2015-01-01

    Linear regression is common in astronomical analyses. I discuss a Bayesian hierarchical modeling of data with heteroscedastic and possibly correlated measurement errors and intrinsic scatter. The method fully accounts for time evolution. The slope, the normalization, and the intrinsic scatter of the relation can evolve with the redshift. The intrinsic distribution of the independent variable is approximated using a mixture of Gaussian distributions whose means and standard deviations depend on time. The method can address scatter in the measured independent variable (a kind of Eddington bias), selection effects in the response variable (Malmquist bias), and departure from linearity in form of a knee. I tested the method with toy models and simulations and quantified the effect of biases and inefficient modeling. The R-package LIRA (LInear Regression in Astronomy) is made available to perform the regression.

  12. STATISTICAL ANALYSIS OF THE TM- MODEL VIA BAYESIAN APPROACH

    Directory of Open Access Journals (Sweden)

    Muhammad Aslam

    2012-11-01

    Full Text Available The method of paired comparisons calls for the comparison of treatments presented in pairs to judges who prefer the better one based on their sensory evaluations. Thurstone (1927 and Mosteller (1951 employ the method of maximum likelihood to estimate the parameters of the Thurstone-Mosteller model for the paired comparisons. A Bayesian analysis of the said model using the non-informative reference (Jeffreys prior is presented in this study. The posterior estimates (means and joint modes of the parameters and the posterior probabilities comparing the two parameters are obtained for the analysis. The predictive probabilities that one treatment (Ti in preferred to any other treatment (Tj in a future single comparison are also computed. In addition, the graphs of the marginal posterior distributions of the individual parameter are drawn. The appropriateness of the model is also tested using the Chi-Square test statistic.

  13. Binary Classifier Calibration Using a Bayesian Non-Parametric Approach.

    Science.gov (United States)

    Naeini, Mahdi Pakdaman; Cooper, Gregory F; Hauskrecht, Milos

    Learning probabilistic predictive models that are well calibrated is critical for many prediction and decision-making tasks in Data mining. This paper presents two new non-parametric methods for calibrating outputs of binary classification models: a method based on the Bayes optimal selection and a method based on the Bayesian model averaging. The advantage of these methods is that they are independent of the algorithm used to learn a predictive model, and they can be applied in a post-processing step, after the model is learned. This makes them applicable to a wide variety of machine learning models and methods. These calibration methods, as well as other methods, are tested on a variety of datasets in terms of both discrimination and calibration performance. The results show the methods either outperform or are comparable in performance to the state-of-the-art calibration methods.

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

    DEFF Research Database (Denmark)

    Andersen, Kim Emil; Højbjerre, Malene

    the time courses of insulin and C-peptide subsequently are used as known forcing functions. In this work we adopt a Bayesian graphical model to describe the unied model simultaneously. We develop a model that also accounts for both measurement error and process variability. The parameters are estimated......The prehepatic insulin secretion rate of the pancreatic $beta$-cells is not directly measurable, since part of the secreted insulin is absorbed by the liver prior to entering the blood stream. However, C-peptide is co-secreted equimolarly and is not absorbed by the liver, allowing...... for the estimation of the prehepatic insulin secretion rate. We consider a stochastic differential equation model that combines both insulin and C-peptide concentrations in plasma to estimate the prehepatic insulin secretion rate. Previously this model has been analysed in an iterative deterministic set-up, where...

  15. Identification of transmissivity fields using a Bayesian strategy and perturbative approach

    Science.gov (United States)

    Zanini, Andrea; Tanda, Maria Giovanna; Woodbury, Allan D.

    2017-10-01

    The paper deals with the crucial problem of the groundwater parameter estimation that is the basis for efficient modeling and reclamation activities. A hierarchical Bayesian approach is developed: it uses the Akaike's Bayesian Information Criteria in order to estimate the hyperparameters (related to the covariance model chosen) and to quantify the unknown noise variance. The transmissivity identification proceeds in two steps: the first, called empirical Bayesian interpolation, uses Y* (Y = lnT) observations to interpolate Y values on a specified grid; the second, called empirical Bayesian update, improve the previous Y estimate through the addition of hydraulic head observations. The relationship between the head and the lnT has been linearized through a perturbative solution of the flow equation. In order to test the proposed approach, synthetic aquifers from literature have been considered. The aquifers in question contain a variety of boundary conditions (both Dirichelet and Neuman type) and scales of heterogeneities (σY2 = 1.0 and σY2 = 5.3). The estimated transmissivity fields were compared to the true one. The joint use of Y* and head measurements improves the estimation of Y considering both degrees of heterogeneity. Even if the variance of the strong transmissivity field can be considered high for the application of the perturbative approach, the results show the same order of approximation of the non-linear methods proposed in literature. The procedure allows to compute the posterior probability distribution of the target quantities and to quantify the uncertainty in the model prediction. Bayesian updating has advantages related both to the Monte-Carlo (MC) and non-MC approaches. In fact, as the MC methods, Bayesian updating allows computing the direct posterior probability distribution of the target quantities and as non-MC methods it has computational times in the order of seconds.

  16. Study on uncertainty of geospatial semantic Web services composition based on broker approach and Bayesian networks

    Science.gov (United States)

    Yang, Xiaodong; Cui, Weihong; Liu, Zhen; Ouyang, Fucheng

    2008-10-01

    The Semantic Web has a major weakness which is lacking of a principled means to represent and reason about uncertainty. This is also located in the services composition approaches such as BPEL4WS and Semantic Description Model. We analyze the uncertainty of Geospatial Web Service composition through mining the knowledge in historical records of composition based on Broker approach and Bayesian Networks. We proved this approach is effective and efficient through a sample scenario in this paper.

  17. A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.

    Science.gov (United States)

    Houseman, E Andres; Virji, M Abbas

    2017-08-01

    Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates

  18. Pedestrian fatality and natural light: Evidence from South Africa using a Bayesian approach

    CSIR Research Space (South Africa)

    Das, Sonali

    2014-02-01

    Full Text Available In this paper we use a Bayesian approach to investigate the relationship between pedestrian fatality records from Tshwane and time of fatality. Time of fatality is used as a proxy to reflect the presence of effective lighting, not precluding...

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

    Science.gov (United States)

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

    2010-01-01

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

  20. A Robust Bayesian Approach for Structural Equation Models with Missing Data

    Science.gov (United States)

    Lee, Sik-Yum; Xia, Ye-Mao

    2008-01-01

    In this paper, normal/independent distributions, including but not limited to the multivariate t distribution, the multivariate contaminated distribution, and the multivariate slash distribution, are used to develop a robust Bayesian approach for analyzing structural equation models with complete or missing data. In the context of a nonlinear…

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-01-01

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

  2. Identification of the minimum effective dose for normally distributed data using a Bayesian variable selection approach.

    Science.gov (United States)

    Otava, Martin; Shkedy, Ziv; Hothorn, Ludwig A; Talloen, Willem; Gerhard, Daniel; Kasim, Adetayo

    2017-02-16

    The identification of the minimum effective dose is of high importance in the drug development process. In early stage screening experiments, establishing the minimum effective dose can be translated into a model selection based on information criteria. The presented alternative, Bayesian variable selection approach, allows for selection of the minimum effective dose, while taking into account model uncertainty. The performance of Bayesian variable selection is compared with the generalized order restricted information criterion on two dose-response experiments and through the simulations study. Which method has performed better depends on the complexity of the underlying model and the effect size relative to noise.

  3. A Bayesian hierarchical diffusion model decomposition of performance in Approach-Avoidance Tasks.

    Science.gov (United States)

    Krypotos, Angelos-Miltiadis; Beckers, Tom; Kindt, Merel; Wagenmakers, Eric-Jan

    2015-01-01

    Common methods for analysing response time (RT) tasks, frequently used across different disciplines of psychology, suffer from a number of limitations such as the failure to directly measure the underlying latent processes of interest and the inability to take into account the uncertainty associated with each individual's point estimate of performance. Here, we discuss a Bayesian hierarchical diffusion model and apply it to RT data. This model allows researchers to decompose performance into meaningful psychological processes and to account optimally for individual differences and commonalities, even with relatively sparse data. We highlight the advantages of the Bayesian hierarchical diffusion model decomposition by applying it to performance on Approach-Avoidance Tasks, widely used in the emotion and psychopathology literature. Model fits for two experimental data-sets demonstrate that the model performs well. The Bayesian hierarchical diffusion model overcomes important limitations of current analysis procedures and provides deeper insight in latent psychological processes of interest.

  4. A Bayesian Approach to Period Searching in Solar Coronal Loops

    Science.gov (United States)

    Scherrer, Bryan; McKenzie, David

    2017-03-01

    We have applied a Bayesian generalized Lomb–Scargle period searching algorithm to movies of coronal loop images obtained with the Hinode X-ray Telescope (XRT) to search for evidence of periodicities that would indicate resonant heating of the loops. The algorithm makes as its only assumption that there is a single sinusoidal signal within each light curve of the data. Both the amplitudes and noise are taken as free parameters. It is argued that this procedure should be used alongside Fourier and wavelet analyses to more accurately extract periodic intensity modulations in coronal loops. The data analyzed are from XRT Observation Program #129C: “MHD Wave Heating (Thin Filters),” which occurred during 2006 November 13 and focused on active region 10293, which included coronal loops. The first data set spans approximately 10 min with an average cadence of 2 s, 2″ per pixel resolution, and used the Al-mesh analysis filter. The second data set spans approximately 4 min with a 3 s average cadence, 1″ per pixel resolution, and used the Al-poly analysis filter. The final data set spans approximately 22 min at a 6 s average cadence, and used the Al-poly analysis filter. In total, 55 periods of sinusoidal coronal loop oscillations between 5.5 and 59.6 s are discussed, supporting proposals in the literature that resonant absorption of magnetic waves is a viable mechanism for depositing energy in the corona.

  5. A bayesian approach to deformed pattern matching of iris images.

    Science.gov (United States)

    Thornton, Jason; Savvides, Marios; Vijaya Kumar, B V K

    2007-04-01

    We describe a general probabilistic framework for matching patterns that experience in-plane nonlinear deformations, such as iris patterns. Given a pair of images, we derive a maximum a posteriori probability (MAP) estimate of the parameters of the relative deformation between them. Our estimation process accomplishes two things simultaneously: It normalizes for pattern warping and it returns a distortion-tolerant similarity metric which can be used for matching two nonlinearly deformed image patterns. The prior probability of the deformation parameters is specific to the pattern-type and, therefore, should result in more accurate matching than an arbitrary general distribution. We show that the proposed method is very well suited for handling iris biometrics, applying it to two databases of iris images which contain real instances of warped patterns. We demonstrate a significant improvement in matching accuracy using the proposed deformed Bayesian matching methodology. We also show that the additional computation required to estimate the deformation is relatively inexpensive, making it suitable for real-time applications.

  6. Improving standard practices for prediction in ungauged basins: Bayesian approach

    Science.gov (United States)

    Prieto, Cristina; Le-Vine, Nataliya; García, Eduardo; Medina, Raúl

    2015-04-01

    In hydrological modelling, the prediction of flows in ungauged basins is still a defiance. Among the different alternatives to quantify and reduce the uncertainty in the predictions, a Bayesian framework has proven to be advantageous. This framework allows flow prediction in ungauged basins based on regionalised hydrological indices. Being grounded on probability theory, the procedure requires a number of assumptions and decisions to be made. Among the most important ones are 1) selection of representative hydrological signatures, 2) selection of regionalization model functional form, and 3) a 'perfect' model/ input assumption. The contribution of this research is to address these three assumptions. First, to reduce an extensive set of available hydrological signatures we select a compact orthogonal set of information pieces using Principal Component Analysis. This advances the standard practice of semi-empirical selection of individual hydrological signatures. Second, we use functional-form-assumption-free Random Forests to regionalize the selected information. This allows the traditional assumption of linear regression between catchment properties and characteristics of hydrological response to be relaxes. And third, we propose utilizing non-traditional metrics to flag-up possible model/ input errors: Bayes' Factor and a newly-proposed 'Suitability' test. This addresses the typical non-realistic assumption that model is 'perfect' and the input is noise-free. The proposed methodological developments are illustrated for the empirical challenge of flow prediction in rivers in Northern Spain.

  7. Sparsely Sampling the Sky: A Bayesian Experimental Design Approach

    CERN Document Server

    Paykari, P

    2012-01-01

    The next generation of galaxy surveys will observe millions of galaxies over large volumes of the universe. These surveys are expensive both in time and cost, raising questions regarding the optimal investment of this time and money. In this work we investigate criteria for selecting amongst observing strategies for constraining the galaxy power spectrum and a set of cosmological parameters. Depending on the parameters of interest, it may be more efficient to observe a larger, but sparsely sampled, area of sky instead of a smaller contiguous area. In this work, by making use of the principles of Bayesian Experimental Design, we will investigate the advantages and disadvantages of the sparse sampling of the sky and discuss the circumstances in which a sparse survey is indeed the most efficient strategy. For the Dark Energy Survey (DES), we find that by sparsely observing the same area in a smaller amount of time, we only increase the errors on the parameters by a maximum of 0.45%. Conversely, investing the sam...

  8. Finding Clocks in Genes: A Bayesian Approach to Estimate Periodicity

    Directory of Open Access Journals (Sweden)

    Yan Ren

    2016-01-01

    Full Text Available Identification of rhythmic gene expression from metabolic cycles to circadian rhythms is crucial for understanding the gene regulatory networks and functions of these biological processes. Recently, two algorithms, JTK_CYCLE and ARSER, have been developed to estimate periodicity of rhythmic gene expression. JTK_CYCLE performs well for long or less noisy time series, while ARSER performs well for detecting a single rhythmic category. However, observing gene expression at high temporal resolution is not always feasible, and many scientists are interested in exploring both ultradian and circadian rhythmic categories simultaneously. In this paper, a new algorithm, named autoregressive Bayesian spectral regression (ABSR, is proposed. It estimates the period of time-course experimental data and classifies gene expression profiles into multiple rhythmic categories simultaneously. Through the simulation studies, it is shown that ABSR substantially improves the accuracy of periodicity estimation and clustering of rhythmic categories as compared to JTK_CYCLE and ARSER for the data with low temporal resolution. Moreover, ABSR is insensitive to rhythmic patterns. This new scheme is applied to existing time-course mouse liver data to estimate period of rhythms and classify the genes into ultradian, circadian, and arrhythmic categories. It is observed that 49.2% of the circadian profiles detected by JTK_CYCLE with 1-hour resolution are also detected by ABSR with only 4-hour resolution.

  9. Poor-data and data-poor species stock assessment using a Bayesian hierarchical approach.

    Science.gov (United States)

    Jiao, Yan; Cortés, Enric; Andrews, Kate; Guo, Feng

    2011-10-01

    Appropriate inference for stocks or species with low-quality data (poor data) or limited data (data poor) is extremely important. Hierarchical Bayesian methods are especially applicable to small-area, small-sample-size estimation problems because they allow poor-data species to borrow strength from species with good-quality data. We used a hammerhead shark complex as an example to investigate the advantages of using hierarchical Bayesian models in assessing the status of poor-data and data-poor exploited species. The hammerhead shark complex (Sphyrna spp.) along the Atlantic and Gulf of Mexico coasts of the United States is composed of three species: the scalloped hammerhead (S. lewini), the great hammerhead (S. mokarran), and the smooth hammerhead (S. zygaena) sharks. The scalloped hammerhead comprises 70-80% of the catch and has catch and relative abundance data of good quality, whereas great and smooth hammerheads have relative abundance indices that are both limited and of low quality presumably because of low stock density and limited sampling. Four hierarchical Bayesian state-space surplus production models were developed to simulate variability in population growth rates, carrying capacity, and catchability of the species. The results from the hierarchical Bayesian models were considerably more robust than those of the nonhierarchical models. The hierarchical Bayesian approach represents an intermediate strategy between traditional models that assume different population parameters for each species and those that assume all species share identical parameters. Use of the hierarchical Bayesian approach is suggested for future hammerhead shark stock assessments and for modeling fish complexes with species-specific data, because the poor-data species can borrow strength from the species with good data, making the estimation more stable and robust.

  10. Approximate Bayesian Computation in hydrologic modeling: equifinality of formal and informal approaches

    Directory of Open Access Journals (Sweden)

    M. Sadegh

    2013-04-01

    Full Text Available In recent years, a strong debate has emerged in the hydrologic literature how to properly treat non-traditional error residual distributions and quantify parameter and predictive uncertainty. Particularly, there is strong disagreement whether such uncertainty framework should have its roots within a proper statistical (Bayesian context using Markov chain Monte Carlo (MCMC simulation techniques, or whether such a framework should be based on a quite different philosophy and implement informal likelihood functions and simplistic search methods to summarize parameter and predictive distributions. In this paper we introduce an alternative framework, called Approximate Bayesian Computation (ABC that summarizes the differing viewpoints of formal and informal Bayesian approaches. This methodology has recently emerged in the fields of biology and population genetics and relaxes the need for an explicit likelihood function in favor of one or multiple different summary statistics that measure the distance of each model simulation to the data. This paper is a follow up of the recent publication of Nott et al. (2012 and further studies the theoretical and numerical equivalence of formal (DREAM and informal (GLUE Bayesian approaches using data from different watersheds in the United States. We demonstrate that the limits of acceptability approach of GLUE is a special variant of ABC in which each discharge observation of the calibration data set is used as a summary diagnostic.

  11. A Bayesian approach for characterization of soft tissue viscoelasticity in acoustic radiation force imaging.

    Science.gov (United States)

    Zhao, Xiaodong; Pelegri, Assimina A

    2016-04-01

    Biomechanical imaging techniques based on acoustic radiation force (ARF) have been developed to characterize the viscoelasticity of soft tissue by measuring the motion excited by ARF non-invasively. The unknown stress distribution in the region of excitation limits an accurate inverse characterization of soft tissue viscoelasticity, and single degree-of-freedom simplified models have been applied to solve the inverse problem approximately. In this study, the ARF-induced creep imaging is employed to estimate the time constant of a Voigt viscoelastic tissue model, and an inverse finite element (FE) characterization procedure based on a Bayesian formulation is presented. The Bayesian approach aims to estimate a reasonable quantification of the probability distributions of soft tissue mechanical properties in the presence of measurement noise and model parameter uncertainty. Gaussian process metamodeling is applied to provide a fast statistical approximation based on a small number of computationally expensive FE model runs. Numerical simulation results demonstrate that the Bayesian approach provides an efficient and practical estimation of the probability distributions of time constant in the ARF-induced creep imaging. In a comparison study with the single degree of freedom models, the Bayesian approach with FE models improves the estimation results even in the presence of large uncertainty levels of the model parameters.

  12. A Bayesian hierarchical modeling approach for analyzing observational data from marine ecological studies.

    Science.gov (United States)

    Qian, Song S; Craig, J Kevin; Baustian, Melissa M; Rabalais, Nancy N

    2009-12-01

    We introduce the Bayesian hierarchical modeling approach for analyzing observational data from marine ecological studies using a data set intended for inference on the effects of bottom-water hypoxia on macrobenthic communities in the northern Gulf of Mexico off the coast of Louisiana, USA. We illustrate (1) the process of developing a model, (2) the use of the hierarchical model results for statistical inference through innovative graphical presentation, and (3) a comparison to the conventional linear modeling approach (ANOVA). Our results indicate that the Bayesian hierarchical approach is better able to detect a "treatment" effect than classical ANOVA while avoiding several arbitrary assumptions necessary for linear models, and is also more easily interpreted when presented graphically. These results suggest that the hierarchical modeling approach is a better alternative than conventional linear models and should be considered for the analysis of observational field data from marine systems.

  13. A Bayesian Network approach for flash flood risk assessment

    Science.gov (United States)

    Boutkhamouine, Brahim; Roux, Hélène; Pérès, François

    2017-04-01

    Climate change is contributing to the increase of natural disasters such as extreme weather events. Sometimes, these events lead to sudden flash floods causing devastating effects on life and property. Most recently, many regions of the French Mediterranean perimeter have endured such catastrophic flood events; Var (October 2015), Ardèche (November 2014), Nîmes (October 2014), Hérault, Gard and Languedoc (September 2014), and Pyrenees mountains (Jun 2013). Altogether, it resulted in dozens of victims and property damages amounting to millions of euros. With this heavy loss in mind, development of hydrological forecasting and warning systems is becoming an essential element in regional and national strategies. Flash flood forecasting but also monitoring is a difficult task because small ungauged catchments ( 10 km2) are often the most destructive ones as for the extreme flash flood event of September 2002 in the Cévennes region (France) (Ruin et al., 2008). The problem of measurement/prediction uncertainty is particularly crucial when attempting to develop operational flash-flood forecasting methods. Taking into account the uncertainty related to the model structure itself, to the model parametrization or to the model forcing (spatio-temporal rainfall, initial conditions) is crucial in hydrological modelling. Quantifying these uncertainties is of primary importance for risk assessment and decision making. Although significant improvements have been made in computational power and distributed hydrologic modelling, the issue dealing with integration of uncertainties into flood forecasting remains up-to-date and challenging. In order to develop a framework which could handle these uncertainties and explain their propagation through the model, we propose to explore the potential of graphical models (GMs) and, more precisely, Bayesian Networks (BNs). These networks are Directed Acyclic Graphs (DAGs) in which knowledge of a certain phenomenon is represented by

  14. Bayesian Approach in Estimation of Scale Parameter of Nakagami Distribution

    Directory of Open Access Journals (Sweden)

    Azam Zaka

    2014-08-01

    Full Text Available Normal 0 false false false EN-US X-NONE X-NONE Nakagami distribution is a flexible life time distribution that may offer a good fit to some failure data sets. It has applications in attenuation of wireless signals traversing multiple paths, deriving unit hydrographs in hydrology, medical imaging studies etc. In this research, we obtain Bayesian estimators of the scale parameter of Nakagami distribution. For the posterior distribution of this parameter, we consider Uniform, Inverse Exponential and Levy priors. The three loss functions taken up are Squared Error Loss function, Quadratic Loss Function and Precautionary Loss function. The performance of an estimator is assessed on the basis of its relative posterior risk. Monte Carlo Simulations are used to compare the performance of the estimators. It is discovered that the PLF produces the least posterior risk when uniform priors is used. SELF is the best when inverse exponential and Levy Priors are used. /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-qformat:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin-top:0in; mso-para-margin-right:0in; mso-para-margin-bottom:10.0pt; mso-para-margin-left:0in; line-height:115%; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Calibri","sans-serif"; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-fareast-font-family:"Times New Roman"; mso-fareast-theme-font:minor-fareast; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin;}

  15. A Comparison of Hierarchical and Non-Hierarchical Bayesian Approaches for Fitting Allometric Larch (Larix.spp. Biomass Equations

    Directory of Open Access Journals (Sweden)

    Dongsheng Chen

    2016-01-01

    Full Text Available Accurate biomass estimations are important for assessing and monitoring forest carbon storage. Bayesian theory has been widely applied to tree biomass models. Recently, a hierarchical Bayesian approach has received increasing attention for improving biomass models. In this study, tree biomass data were obtained by sampling 310 trees from 209 permanent sample plots from larch plantations in six regions across China. Non-hierarchical and hierarchical Bayesian approaches were used to model allometric biomass equations. We found that the total, root, stem wood, stem bark, branch and foliage biomass model relationships were statistically significant (p-values < 0.001 for both the non-hierarchical and hierarchical Bayesian approaches, but the hierarchical Bayesian approach increased the goodness-of-fit statistics over the non-hierarchical Bayesian approach. The R2 values of the hierarchical approach were higher than those of the non-hierarchical approach by 0.008, 0.018, 0.020, 0.003, 0.088 and 0.116 for the total tree, root, stem wood, stem bark, branch and foliage models, respectively. The hierarchical Bayesian approach significantly improved the accuracy of the biomass model (except for the stem bark and can reflect regional differences by using random parameters to improve the regional scale model accuracy.

  16. Semiparametric inference on the fractal index of Gaussian and conditionally Gaussian time series data

    DEFF Research Database (Denmark)

    Bennedsen, Mikkel

    Using theory on (conditionally) Gaussian processes with stationary increments developed in Barndorff-Nielsen et al. (2009, 2011), this paper presents a general semiparametric approach to conducting inference on the fractal index, α, of a time series. Our setup encompasses a large class of Gaussian...

  17. Reliable Single Chip Genotyping with Semi-Parametric Log-Concave Mixtures

    NARCIS (Netherlands)

    R.C.A. Rippe (Ralph); J.J. Meulman (Jacqueline); P.H.C. Eilers (Paul)

    2012-01-01

    textabstractThe common approach to SNP genotyping is to use (model-based) clustering per individual SNP, on a set of arrays. Genotyping all SNPs on a single array is much more attractive, in terms of flexibility, stability and applicability, when developing new chips. A new semi-parametric method, n

  18. A Bayesian network approach to the database search problem in criminal proceedings

    Directory of Open Access Journals (Sweden)

    Biedermann Alex

    2012-08-01

    Full Text Available Abstract Background The ‘database search problem’, that is, the strengthening of a case - in terms of probative value - against an individual who is found as a result of a database search, has been approached during the last two decades with substantial mathematical analyses, accompanied by lively debate and centrally opposing conclusions. This represents a challenging obstacle in teaching but also hinders a balanced and coherent discussion of the topic within the wider scientific and legal community. This paper revisits and tracks the associated mathematical analyses in terms of Bayesian networks. Their derivation and discussion for capturing probabilistic arguments that explain the database search problem are outlined in detail. The resulting Bayesian networks offer a distinct view on the main debated issues, along with further clarity. Methods As a general framework for representing and analyzing formal arguments in probabilistic reasoning about uncertain target propositions (that is, whether or not a given individual is the source of a crime stain, this paper relies on graphical probability models, in particular, Bayesian networks. This graphical probability modeling approach is used to capture, within a single model, a series of key variables, such as the number of individuals in a database, the size of the population of potential crime stain sources, and the rarity of the corresponding analytical characteristics in a relevant population. Results This paper demonstrates the feasibility of deriving Bayesian network structures for analyzing, representing, and tracking the database search problem. The output of the proposed models can be shown to agree with existing but exclusively formulaic approaches. Conclusions The proposed Bayesian networks allow one to capture and analyze the currently most well-supported but reputedly counter-intuitive and difficult solution to the database search problem in a way that goes beyond the traditional

  19. Bayesian Filtering Approaches for Detecting Anomalies in Environmental Sensor Data

    Science.gov (United States)

    Hill, D. J.; Minsker, B. S.

    2006-12-01

    Recent advances in sensor technology are facilitating the deployment of sensors into the environment that can produce measurements at high spatial and/or temporal resolutions. Not only can these data be used to better characterize the system for improved modeling, but they can also be used to produce better understandings of the mechanisms of environmental processes. One such use of these data is anomaly detection to identify data that deviate from historical patterns. These anomalous data can be caused by sensor or data transmission errors or by infrequent system behaviors that are often of interest to the scientific or public safety communities. Thus, anomaly detection has many practical applications, such as data quality assurance and control (QA/QC), where anomalous data are treated as data errors; focused data collection, where anomalous data indicate segments of data that are of interest to researchers; or event detection, where anomalous data signal system behaviors that could result in a natural disaster, for example. Traditionally, most anomaly detection has been carried out manually with the assistance of data visualization tools; however, due to the large volume of data produced by environmental sensors, manual techniques are not always feasible. This study develops an automated anomaly detection method that employs dynamic Bayesian networks (DBNs) to model the states of the environmental system in which the sensors are deployed. The DBN is an artificial intelligence technique that models the evolution of the discrete and/or continuous valued states of a dynamic system by tracking changes in the system states over time. Two commonly used types of DBNs are hidden Markov models and Kalman filters. In this study, DBNs will be used to predict the expected value of unknown system states, as well as the likelihood of particular sensor measurements of those states. Unlikely measurements are then considered anomalous. The performance of the DBN based anomaly

  20. Approaches in highly parameterized inversion: bgaPEST, a Bayesian geostatistical approach implementation with PEST: documentation and instructions

    Science.gov (United States)

    Fienen, Michael N.; D'Oria, Marco; Doherty, John E.; Hunt, Randall J.

    2013-01-01

    The application bgaPEST is a highly parameterized inversion software package implementing the Bayesian Geostatistical Approach in a framework compatible with the parameter estimation suite PEST. Highly parameterized inversion refers to cases in which parameters are distributed in space or time and are correlated with one another. The Bayesian aspect of bgaPEST is related to Bayesian probability theory in which prior information about parameters is formally revised on the basis of the calibration dataset used for the inversion. Conceptually, this approach formalizes the conditionality of estimated parameters on the specific data and model available. The geostatistical component of the method refers to the way in which prior information about the parameters is used. A geostatistical autocorrelation function is used to enforce structure on the parameters to avoid overfitting and unrealistic results. Bayesian Geostatistical Approach is designed to provide the smoothest solution that is consistent with the data. Optionally, users can specify a level of fit or estimate a balance between fit and model complexity informed by the data. Groundwater and surface-water applications are used as examples in this text, but the possible uses of bgaPEST extend to any distributed parameter applications.

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

    Science.gov (United States)

    Moores, Matthew; Mengersen, Kerrie

    2014-12-01

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

  2. The semiparametric Bernstein-von Mises theorem

    NARCIS (Netherlands)

    Bickel, P.J.; Kleijn, B.J.K.

    2012-01-01

    In a smooth semiparametric estimation problem, the marginal posterior for the parameter of interest is expected to be asymptotically normal and satisfy frequentist criteria of optimality if the model is endowed with a suitable prior. It is shown that, under certain straightforward and interpretable

  3. An informative prior probability distribution of the gompertz parameters for bayesian approaches in paleodemography.

    Science.gov (United States)

    Sasaki, Tomohiko; Kondo, Osamu

    2016-03-01

    In paleodemography, the Bayesian approach has been suggested to provide an effective means by which mortality profiles of past populations can be adequately estimated, and thus avoid problems of "age-mimicry" inherent in conventional approaches. In this study, we propose an application of the Gompertz model using an "informative" prior probability distribution by revising a recent example of the Bayesian approach based on an "uninformative" distribution. Life-table data of 134 human populations including those of contemporary hunter-gatherers were used to determine the Gompertz parameters of each population. In each population, we used both raw life-table data and the Gompertz parameters to calculate some demographic values such as the mean life-span, to confirm representativeness of the model. Then, the correlation between the two Gompertz parameters (the Strehler-Mildvan correlation) was re-established. We incorporated the correlation into the Bayesian approach as an "informative" prior probability distribution, and tested its effectiveness using simulated data. Our analyses showed that the mean life-span (≥ age 15) and the proportion of living persons aging over 45 were well-reproduced by the Gompertz model. The simulation showed that using the correlation as an informative prior provides a narrower estimation range in the Bayesian approach than does the uninformative prior. The Gompertz model can be assumed to accurately estimate the mean life-span and/or the proportion of old people in a population. We suggest that the Strehler-Mildvan correlation can be used as a useful constraint in demographic reconstructions of past human populations. © 2015 Wiley Periodicals, Inc.

  4. Investigating different approaches to develop informative priors in hierarchical Bayesian safety performance functions.

    Science.gov (United States)

    Yu, Rongjie; Abdel-Aty, Mohamed

    2013-07-01

    The Bayesian inference method has been frequently adopted to develop safety performance functions. One advantage of the Bayesian inference is that prior information for the independent variables can be included in the inference procedures. However, there are few studies that discussed how to formulate informative priors for the independent variables and evaluated the effects of incorporating informative priors in developing safety performance functions. This paper addresses this deficiency by introducing four approaches of developing informative priors for the independent variables based on historical data and expert experience. Merits of these informative priors have been tested along with two types of Bayesian hierarchical models (Poisson-gamma and Poisson-lognormal models). Deviance information criterion (DIC), R-square values, and coefficients of variance for the estimations were utilized as evaluation measures to select the best model(s). Comparison across the models indicated that the Poisson-gamma model is superior with a better model fit and it is much more robust with the informative priors. Moreover, the two-stage Bayesian updating informative priors provided the best goodness-of-fit and coefficient estimation accuracies. Furthermore, informative priors for the inverse dispersion parameter have also been introduced and tested. Different types of informative priors' effects on the model estimations and goodness-of-fit have been compared and concluded. Finally, based on the results, recommendations for future research topics and study applications have been made.

  5. Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.

    Science.gov (United States)

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

    2015-12-01

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

  6. Bayesian analysis of time-series data under case-crossover designs: posterior equivalence and inference.

    Science.gov (United States)

    Li, Shi; Mukherjee, Bhramar; Batterman, Stuart; Ghosh, Malay

    2013-12-01

    Case-crossover designs are widely used to study short-term exposure effects on the risk of acute adverse health events. While the frequentist literature on this topic is vast, there is no Bayesian work in this general area. The contribution of this paper is twofold. First, the paper establishes Bayesian equivalence results that require characterization of the set of priors under which the posterior distributions of the risk ratio parameters based on a case-crossover and time-series analysis are identical. Second, the paper studies inferential issues under case-crossover designs in a Bayesian framework. Traditionally, a conditional logistic regression is used for inference on risk-ratio parameters in case-crossover studies. We consider instead a more general full likelihood-based approach which makes less restrictive assumptions on the risk functions. Formulation of a full likelihood leads to growth in the number of parameters proportional to the sample size. We propose a semi-parametric Bayesian approach using a Dirichlet process prior to handle the random nuisance parameters that appear in a full likelihood formulation. We carry out a simulation study to compare the Bayesian methods based on full and conditional likelihood with the standard frequentist approaches for case-crossover and time-series analysis. The proposed methods are illustrated through the Detroit Asthma Morbidity, Air Quality and Traffic study, which examines the association between acute asthma risk and ambient air pollutant concentrations.

  7. Uncertainty estimation by Bayesian approach in thermochemical conversion of walnut hull and lignite coal blends.

    Science.gov (United States)

    Buyukada, Musa

    2017-05-01

    The main purpose of the present study was to incorporate the uncertainties in the thermal behavior of walnut hull (WH), lignite coal, and their various blends using Bayesian approach. First of all, thermal behavior of related materials were investigated under different temperatures, blend ratios, and heating rates. Results of ultimate and proximate analyses showed the main steps of oxidation mechanism of (co-)combustion process. Thermal degradation started with the (hemi-)cellulosic compounds and finished with lignin. Finally, a partial sensitivity analysis based on Bayesian approach (Markov Chain Monte Carlo simulations) were applied to data driven regression model (the best fit). The main purpose of uncertainty analysis was to point out the importance of operating conditions (explanatory variables). The other important aspect of the present work was the first performance evaluation study on various uncertainty estimation techniques in (co-)combustion literature.

  8. A Bayesian Approach to Multistage Fitting of the Variation of the Skeletal Age Features

    Directory of Open Access Journals (Sweden)

    Dong Hua

    2009-01-01

    Full Text Available Accurate assessment of skeletal maturity is important clinically. Skeletal age assessment is usually based on features encoded in ossification centers. Therefore, it is critical to design a mechanism to capture as much as possible characteristics of features. We have observed that given a feature, there exist stages of the skeletal age such that the variation pattern of the feature differs in these stages. Based on this observation, we propose a Bayesian cut fitting to describe features in response to the skeletal age. With our approach, appropriate positions for stage separation are determined automatically by a Bayesian approach, and a model is used to fit the variation of a feature within each stage. Our experimental results show that the proposed method surpasses the traditional fitting using only one line or one curve not only in the efficiency and accuracy of fitting but also in global and local feature characterization.

  9. Bayesian approach increases accuracy when selecting cowpea genotypes with high adaptability and phenotypic stability.

    Science.gov (United States)

    Barroso, L M A; Teodoro, P E; Nascimento, M; Torres, F E; Dos Santos, A; Corrêa, A M; Sagrilo, E; Corrêa, C C G; Silva, F A; Ceccon, G

    2016-03-11

    This study aimed to verify that a Bayesian approach could be used for the selection of upright cowpea genotypes with high adaptability and phenotypic stability, and the study also evaluated the efficiency of using informative and minimally informative a priori distributions. Six trials were conducted in randomized blocks, and the grain yield of 17 upright cowpea genotypes was assessed. To represent the minimally informative a priori distributions, a probability distribution with high variance was used, and a meta-analysis concept was adopted to represent the informative a priori distributions. Bayes factors were used to conduct comparisons between the a priori distributions. The Bayesian approach was effective for selection of upright cowpea genotypes with high adaptability and phenotypic stability using the Eberhart and Russell method. Bayes factors indicated that the use of informative a priori distributions provided more accurate results than minimally informative a priori distributions.

  10. Irregular-Time Bayesian Networks

    CERN Document Server

    Ramati, Michael

    2012-01-01

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

  11. Peering through a dirty window: A Bayesian approach to making mine detection decisions from noisy data

    Energy Technology Data Exchange (ETDEWEB)

    Kercel, Stephen W.

    1998-10-11

    For several reasons, Bayesian parameter estimation is superior to other methods for extracting features of a weak signal from noise. Since it exploits prior knowledge, the analysis begins from a more advantageous starting point than other methods. Also, since ''nuisance parameters'' can be dropped out of the Bayesian analysis, the description of the model need not be as complete as is necessary for such methods as matched filtering. In the limit for perfectly random noise and a perfect description of the model, the signal-to-noise ratio improves as the square root of the number of samples in the data. Even with the imperfections of real-world data, Bayesian approaches this ideal limit of performance more closely than other methods. A major unsolved problem in landmine detection is the fusion of data from multiple sensor types. Bayesian data fusion is only beginning to be explored as a solution to the problem. In single sensor processes Bayesian analysis can sense multiple parameters from the data stream of the one sensor. It does so by computing a joint probability density function of a set of parameter values from the sensor output. However, there is no inherent requirement that the information must come from a single sensor. If multiple sensors are applied to a single process, where several different parameters are implicit in each sensor output data stream, the joint probability density function of all the parameters of interest can be computed in exactly the same manner as the single sensor case. Thus, it is just as practical to base decisions on multiple sensor outputs as it is for single sensors. This should provide a practical way to combine the outputs of dissimilar sensors, such as ground penetrating radar and electromagnetic induction devices, producing a better detection decision than could be provided by either sensor alone.

  12. A fuzzy Bayesian approach to flood frequency estimation with imprecise historical information

    Science.gov (United States)

    Salinas, José Luis; Kiss, Andrea; Viglione, Alberto; Viertl, Reinhard; Blöschl, Günter

    2016-09-01

    This paper presents a novel framework that links imprecision (through a fuzzy approach) and stochastic uncertainty (through a Bayesian approach) in estimating flood probabilities from historical flood information and systematic flood discharge data. The method exploits the linguistic characteristics of historical source material to construct membership functions, which may be wider or narrower, depending on the vagueness of the statements. The membership functions are either included in the prior distribution or the likelihood function to obtain a fuzzy version of the flood frequency curve. The viability of the approach is demonstrated by three case studies that differ in terms of their hydromorphological conditions (from an Alpine river with bedrock profile to a flat lowland river with extensive flood plains) and historical source material (including narratives, town and county meeting protocols, flood marks and damage accounts). The case studies are presented in order of increasing fuzziness (the Rhine at Basel, Switzerland; the Werra at Meiningen, Germany; and the Tisza at Szeged, Hungary). Incorporating imprecise historical information is found to reduce the range between the 5% and 95% Bayesian credibility bounds of the 100 year floods by 45% and 61% for the Rhine and Werra case studies, respectively. The strengths and limitations of the framework are discussed relative to alternative (non-fuzzy) methods. The fuzzy Bayesian inference framework provides a flexible methodology that fits the imprecise nature of linguistic information on historical floods as available in historical written documentation.

  13. A non-parametric Bayesian approach for clustering and tracking non-stationarities of neural spikes.

    Science.gov (United States)

    Shalchyan, Vahid; Farina, Dario

    2014-02-15

    Neural spikes from multiple neurons recorded in a multi-unit signal are usually separated by clustering. Drifts in the position of the recording electrode relative to the neurons over time cause gradual changes in the position and shapes of the clusters, challenging the clustering task. By dividing the data into short time intervals, Bayesian tracking of the clusters based on Gaussian cluster model has been previously proposed. However, the Gaussian cluster model is often not verified for neural spikes. We present a Bayesian clustering approach that makes no assumptions on the distribution of the clusters and use kernel-based density estimation of the clusters in every time interval as a prior for Bayesian classification of the data in the subsequent time interval. The proposed method was tested and compared to Gaussian model-based approach for cluster tracking by using both simulated and experimental datasets. The results showed that the proposed non-parametric kernel-based density estimation of the clusters outperformed the sequential Gaussian model fitting in both simulated and experimental data tests. Using non-parametric kernel density-based clustering that makes no assumptions on the distribution of the clusters enhances the ability of tracking cluster non-stationarity over time with respect to the Gaussian cluster modeling approach. Copyright © 2013 Elsevier B.V. All rights reserved.

  14. Response to comment by Keith Beven on "Equifinality of formal (DREAM) and informal (GLUE) Bayesian approaches in hydrologic modeling?"

    NARCIS (Netherlands)

    Vrugt, J.A.; ter Braak, C.J.F.; Gupta, H.V.; Robinson, B.A.

    2009-01-01

    This is our reply to the comment by Beven (2008) on our paper ‘‘Equifinality of formal (DREAM) and informal (GLUE) Bayesian approaches in hydrologic modeling?’’ recently published in Stochastic Environmental Research and Risk Assessment.

  15. Hybrid ICA-Bayesian network approach reveals distinct effective connectivity differences in schizophrenia.

    Science.gov (United States)

    Kim, D; Burge, J; Lane, T; Pearlson, G D; Kiehl, K A; Calhoun, V D

    2008-10-01

    We utilized a discrete dynamic Bayesian network (dDBN) approach (Burge, J., Lane, T., Link, H., Qiu, S., Clark, V.P., 2007. Discrete dynamic Bayesian network analysis of fMRI data. Hum Brain Mapp.) to determine differences in brain regions between patients with schizophrenia and healthy controls on a measure of effective connectivity, termed the approximate conditional likelihood score (ACL) (Burge, J., Lane, T., 2005. Learning Class-Discriminative Dynamic Bayesian Networks. Proceedings of the International Conference on Machine Learning, Bonn, Germany, pp. 97-104.). The ACL score represents a class-discriminative measure of effective connectivity by measuring the relative likelihood of the correlation between brain regions in one group versus another. The algorithm is capable of finding non-linear relationships between brain regions because it uses discrete rather than continuous values and attempts to model temporal relationships with a first-order Markov and stationary assumption constraint (Papoulis, A., 1991. Probability, random variables, and stochastic processes. McGraw-Hill, New York.). Since Bayesian networks are overly sensitive to noisy data, we introduced an independent component analysis (ICA) filtering approach that attempted to reduce the noise found in fMRI data by unmixing the raw datasets into a set of independent spatial component maps. Components that represented noise were removed and the remaining components reconstructed into the dimensions of the original fMRI datasets. We applied the dDBN algorithm to a group of 35 patients with schizophrenia and 35 matched healthy controls using an ICA filtered and unfiltered approach. We determined that filtering the data significantly improved the magnitude of the ACL score. Patients showed the greatest ACL scores in several regions, most markedly the cerebellar vermis and hemispheres. Our findings suggest that schizophrenia patients exhibit weaker connectivity than healthy controls in multiple regions

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

    Directory of Open Access Journals (Sweden)

    Rowena Syn Yin Wong

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

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

    Science.gov (United States)

    Wong, Rowena Syn Yin; Ismail, Noor Azina

    2016-01-01

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

  18. Probabilistic rainfall thresholds for landslide occurrence using a Bayesian approach

    Science.gov (United States)

    Berti, M.; Martina, M.; Franceschini, S.; Pignone, S.; Simoni, A.; Pizziolo, M.

    2012-04-01

    Landslide rainfall thresholds are commonly defined as the critical value of two combined variables (e.g. rainfall duration and rainfall intensity) responsible for the occurrence of landslides in a given area. Various methods have been proposed in the literature to predict the rainfall conditions that are likely to trigger landslides, using for instance physically-based models or statistical analysis of historical catalogues. Most of these methods share an implicit deterministic view: the occurrence of landslides can be predicted by comparing the input value (rainfall conditions) with the threshold, and a single output (landslide or no-landslide) is only possible for a given input. In practical applications, however, a deterministic approach is not always applicable. Failure conditions are often achieved with a unique combination of many relevant factors (hydrologic response, weathering, changes in field stress, anthropic activity) and landslide triggering cannot be predicted by rainfall alone. When different outputs (landslide or no-landslide) can be obtained for the same input (rainfall conditions) a deterministic approach is no longer applicable and a probabilistic model is preferable. In this study we propose a new method to evaluate the rainfall thresholds based on Bayes probability. The method is simple, statistically rigorous, and provides a way to define thresholds in complex cases, when conventional approaches become highly subjective. The Bayes theorem is a direct application of conditional probabilities and it allows to computed the conditional probability to have a landslide (A) when a rainfall event of a given magnitude (B) is expected. The fundamental aspect of the Bayes approach is that the landslide probability P(A|B) depends not only on the observed probability of the triggering rainfall P(B|A), but also on the marginal probability of the expected rainfall event P(B). Therefore, both the rainfall that resulted in landslides and the rainfall that not

  19. IONONEST—A Bayesian approach to modeling the lower ionosphere

    Science.gov (United States)

    Martin, Poppy L.; Scaife, Anna M. M.; McKay, Derek; McCrea, Ian

    2016-08-01

    Obtaining high-resolution electron density height profiles for the D region of the ionosphere as a well-sampled function of time is difficult for most methods of ionospheric measurement. Here we present a new method of using multifrequency riometry data for producing D region height profiles via inverse methods. To obtain these profiles, we use the nested sampling technique, implemented through our code, IONONEST. We demonstrate this approach using new data from the Kilpisjärvi Atmospheric Imaging Receiver Array (KAIRA) instrument and consider two electron density models. We compare the recovered height profiles from the KAIRA data with those from incoherent scatter radar using data from the European Incoherent Scatter Facility (EISCAT) instrument and find that there is good agreement between the two techniques, allowing for instrumental differences.

  20. A Defence of the AR4’s Bayesian Approach to Quantifying Uncertainty

    Science.gov (United States)

    Vezer, M. A.

    2009-12-01

    The field of climate change research is a kimberlite pipe filled with philosophic diamonds waiting to be mined and analyzed by philosophers. Within the scientific literature on climate change, there is much philosophical dialogue regarding the methods and implications of climate studies. To this date, however, discourse regarding the philosophy of climate science has been confined predominately to scientific - rather than philosophical - investigations. In this paper, I hope to bring one such issue to the surface for explicit philosophical analysis: The purpose of this paper is to address a philosophical debate pertaining to the expressions of uncertainty in the International Panel on Climate Change (IPCC) Fourth Assessment Report (AR4), which, as will be noted, has received significant attention in scientific journals and books, as well as sporadic glances from the popular press. My thesis is that the AR4’s Bayesian method of uncertainty analysis and uncertainty expression is justifiable on pragmatic grounds: it overcomes problems associated with vagueness, thereby facilitating communication between scientists and policy makers such that the latter can formulate decision analyses in response to the views of the former. Further, I argue that the most pronounced criticisms against the AR4’s Bayesian approach, which are outlined below, are misguided. §1 Introduction Central to AR4 is a list of terms related to uncertainty that in colloquial conversations would be considered vague. The IPCC attempts to reduce the vagueness of its expressions of uncertainty by calibrating uncertainty terms with numerical probability values derived from a subjective Bayesian methodology. This style of analysis and expression has stimulated some controversy, as critics reject as inappropriate and even misleading the association of uncertainty terms with Bayesian probabilities. [...] The format of the paper is as follows. The investigation begins (§2) with an explanation of

  1. A Bayesian approach to solve proton stopping powers from noisy multi-energy CT data.

    Science.gov (United States)

    Lalonde, Arthur; Bär, Esther; Bouchard, Hugo

    2017-07-28

    To propose a new formalism allowing the characterization of human tissues from multienergy computed tomography (MECT) data affected by noise and to evaluate its performance in estimating proton stopping powers (SPR). A recently published formalism based on principal component analysis called eigentissue decomposition (ETD) is adapted to the context of noise using a Bayesian estimator. The method, named Bayesian ETD, uses the maximum a posteriori fractions of eigentissues in each voxel to determine physical parameters relevant for proton beam dose calculation. Simulated dual-energy computed tomography (DECT) data are used to evaluate the performance of the proposed method to estimate SPR and to compare it to the initially proposed maximum-likelihood ETD and to a state-of-the-art ρe  - Z formalism. To test the robustness of each method towards clinical reality, three different levels of noise are implemented, as well as variations in elemental composition and density of reference tissues. The impact of using more than two energy bins to determine SPR is also investigated by simulating MECT data using two to five energy bins. Finally, the impact of using MECT over DECT for range prediction is evaluated using a probabilistic model. For simulated DECT data of reference tissues, the Bayesian ETD approach systematically gives lower root-mean-square (RMS) errors with negligible bias. For a medium level of noise, the RMS errors on SPR are found to be 2.78%, 2.76% and 1.53% for ρe  - Z, maximum-likelihood ETD, and Bayesian ETD, respectively. When variations are introduced to the elemental composition and density, all implemented methods give similar performances at low noise. However, for a medium noise level, the proposed Bayesian method outperforms the two others with a RMS error of 1.94%, compared to 2.79% and 2.78% for ρe  - Z and maximum-likelihood ETD, respectively. When more than two energy spectra are used, the Bayesian ETD is able to reduce RMS error on SPR

  2. Modeling uncertainties in estimation of canopy LAI from hyperspectral remote sensing data - A Bayesian approach

    Science.gov (United States)

    Varvia, Petri; Rautiainen, Miina; Seppänen, Aku

    2017-04-01

    Hyperspectral remote sensing data carry information on the leaf area index (LAI) of forests, and thus in principle, LAI can be estimated based on the data by inverting a forest reflectance model. However, LAI is usually not the only unknown in a reflectance model; especially, the leaf spectral albedo and understory reflectance are also not known. If the uncertainties of these parameters are not accounted for, the inversion of a forest reflectance model can lead to biased estimates for LAI. In this paper, we study the effects of reflectance model uncertainties on LAI estimates, and further, investigate whether the LAI estimates could recover from these uncertainties with the aid of Bayesian inference. In the proposed approach, the unknown leaf albedo and understory reflectance are estimated simultaneously with LAI from hyperspectral remote sensing data. The feasibility of the approach is tested with numerical simulation studies. The results show that in the presence of unknown parameters, the Bayesian LAI estimates which account for the model uncertainties outperform the conventional estimates that are based on biased model parameters. Moreover, the results demonstrate that the Bayesian inference can also provide feasible measures for the uncertainty of the estimated LAI.

  3. Textual and visual content-based anti-phishing: a Bayesian approach.

    Science.gov (United States)

    Zhang, Haijun; Liu, Gang; Chow, Tommy W S; Liu, Wenyin

    2011-10-01

    A novel framework using a Bayesian approach for content-based phishing web page detection is presented. Our model takes into account textual and visual contents to measure the similarity between the protected web page and suspicious web pages. A text classifier, an image classifier, and an algorithm fusing the results from classifiers are introduced. An outstanding feature of this paper is the exploration of a Bayesian model to estimate the matching threshold. This is required in the classifier for determining the class of the web page and identifying whether the web page is phishing or not. In the text classifier, the naive Bayes rule is used to calculate the probability that a web page is phishing. In the image classifier, the earth mover's distance is employed to measure the visual similarity, and our Bayesian model is designed to determine the threshold. In the data fusion algorithm, the Bayes theory is used to synthesize the classification results from textual and visual content. The effectiveness of our proposed approach was examined in a large-scale dataset collected from real phishing cases. Experimental results demonstrated that the text classifier and the image classifier we designed deliver promising results, the fusion algorithm outperforms either of the individual classifiers, and our model can be adapted to different phishing cases.

  4. Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach.

    Science.gov (United States)

    Duarte, Belmiro P M; Wong, Weng Kee

    2015-08-01

    This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted.

  5. An empirical Bayesian approach for model-based inference of cellular signaling networks

    Directory of Open Access Journals (Sweden)

    Klinke David J

    2009-11-01

    Full Text Available Abstract Background A common challenge in systems biology is to infer mechanistic descriptions of biological process given limited observations of a biological system. Mathematical models are frequently used to represent a belief about the causal relationships among proteins within a signaling network. Bayesian methods provide an attractive framework for inferring the validity of those beliefs in the context of the available data. However, efficient sampling of high-dimensional parameter space and appropriate convergence criteria provide barriers for implementing an empirical Bayesian approach. The objective of this study was to apply an Adaptive Markov chain Monte Carlo technique to a typical study of cellular signaling pathways. Results As an illustrative example, a kinetic model for the early signaling events associated with the epidermal growth factor (EGF signaling network was calibrated against dynamic measurements observed in primary rat hepatocytes. A convergence criterion, based upon the Gelman-Rubin potential scale reduction factor, was applied to the model predictions. The posterior distributions of the parameters exhibited complicated structure, including significant covariance between specific parameters and a broad range of variance among the parameters. The model predictions, in contrast, were narrowly distributed and were used to identify areas of agreement among a collection of experimental studies. Conclusion In summary, an empirical Bayesian approach was developed for inferring the confidence that one can place in a particular model that describes signal transduction mechanisms and for inferring inconsistencies in experimental measurements.

  6. Guided wave-based identification of multiple cracks in beams using a Bayesian approach

    Science.gov (United States)

    He, Shuai; Ng, Ching-Tai

    2017-02-01

    A guided wave damage identification method using a model-based approach is proposed to identify multiple cracks in beam-like structures. The guided wave propagation is simulated using spectral finite element method and a crack element is proposed to take into account the mode conversion effect. The Bayesian model class selection algorithm is employed to determine the crack number and then the Bayesian statistical framework is used to identify the crack parameters and the associated uncertainties. In order to improve the efficiency and ensure the reliability of identification, the Transitional Markov Chain Monte Carlo (TMCMC) method is implemented in the Bayesian approach. A series of numerical case studies are carried out to assess the performance of the proposed method, in which the sensitivity of different guided wave modes and effect of different levels of measurement noise in identifying different numbers of cracks is studied in detail. The proposed method is also experimentally verified using guided wave data obtained from laser vibrometer. The results show that the proposed method is able to accurately identify the number, locations and sizes of the cracks, and also quantify the associated uncertainties. In addition the proposed method is robust under measurement noise and different situations of the cracks.

  7. A Bayesian Approach for Localization of Acoustic Emission Source in Plate-Like Structures

    Directory of Open Access Journals (Sweden)

    Gang Yan

    2015-01-01

    Full Text Available This paper presents a Bayesian approach for localizing acoustic emission (AE source in plate-like structures with consideration of uncertainties from modeling error and measurement noise. A PZT sensor network is deployed to monitor and acquire AE wave signals released by possible damage. By using continuous wavelet transform (CWT, the time-of-flight (TOF information of the AE wave signals is extracted and measured. With a theoretical TOF model, a Bayesian parameter identification procedure is developed to obtain the AE source location and the wave velocity at a specific frequency simultaneously and meanwhile quantify their uncertainties. It is based on Bayes’ theorem that the posterior distributions of the parameters about the AE source location and the wave velocity are obtained by relating their priors and the likelihood of the measured time difference data. A Markov chain Monte Carlo (MCMC algorithm is employed to draw samples to approximate the posteriors. Also, a data fusion scheme is performed to fuse results identified at multiple frequencies to increase accuracy and reduce uncertainty of the final localization results. Experimental studies on a stiffened aluminum panel with simulated AE events by pensile lead breaks (PLBs are conducted to validate the proposed Bayesian AE source localization approach.

  8. The Appeal to Expert Opinion: Quantitative Support for a Bayesian Network Approach.

    Science.gov (United States)

    Harris, Adam J L; Hahn, Ulrike; Madsen, Jens K; Hsu, Anne S

    2016-08-01

    The appeal to expert opinion is an argument form that uses the verdict of an expert to support a position or hypothesis. A previous scheme-based treatment of the argument form is formalized within a Bayesian network that is able to capture the critical aspects of the argument form, including the central considerations of the expert's expertise and trustworthiness. We propose this as an appropriate normative framework for the argument form, enabling the development and testing of quantitative predictions as to how people evaluate this argument, suggesting that such an approach might be beneficial to argumentation research generally. We subsequently present two experiments as an example of the potential for future research in this vein, demonstrating that participants' quantitative ratings of the convincingness of a proposition that has been supported with an appeal to expert opinion were broadly consistent with the predictions of the Bayesian model.

  9. A Bayesian Approach for Parameter Estimation and Prediction using a Computationally Intensive Model

    CERN Document Server

    Higdon, Dave; Schunck, Nicolas; Sarich, Jason; Wild, Stefan M

    2014-01-01

    Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model $\\eta(\\theta)$ where $\\theta$ denotes the uncertain, best input setting. Hence the statistical model is of the form $y = \\eta(\\theta) + \\epsilon$, where $\\epsilon$ accounts for measurement, and possibly other error sources. When non-linearity is present in $\\eta(\\cdot)$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and non-standard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. While quite generally applicable, MCMC requires thousands, or even millions of evaluations of the physics model $\\eta(\\cdot)$. This is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we pr...

  10. Multi-events earthquake early warning algorithm using a Bayesian approach

    Science.gov (United States)

    Wu, S.; Yamada, M.; Tamaribuchi, K.; Beck, J. L.

    2015-02-01

    Current earthquake early warning (EEW) systems lack the ability to appropriately handle multiple concurrent earthquakes, which led to many false alarms during the 2011 Tohoku earthquake sequence in Japan. This paper uses a Bayesian probabilistic approach to handle multiple concurrent events for EEW. We implement the theory using a two-step algorithm. First, an efficient approximate Bayesian model class selection scheme is used to estimate the number of concurrent events. Then, the Rao-Blackwellized Importance Sampling method with a sequential proposal probability density function is used to estimate the earthquake parameters, that is hypocentre location, origin time, magnitude and local seismic intensity. A real data example based on 2 months data (2011 March 9-April 30) around the time of the 2011 M9 Tohoku earthquake is studied to verify the proposed algorithm. Our algorithm results in over 90 per cent reduction in the number of incorrect warnings compared to the existing EEW system operating in Japan.

  11. A Bayesian approach to the semi-analytic model of galaxy formation: methodology

    CERN Document Server

    Lu, Yu; Weinberg, Martin D; Katz, Neal S

    2010-01-01

    We believe that a wide range of physical processes conspire to shape the observed galaxy population but we remain unsure of their detailed interactions. The semi-analytic model (SAM) of galaxy formation uses multi-dimensional parameterizations of the physical processes of galaxy formation and provides a tool to constrain these underlying physical interactions. Because of the high dimensionality, the parametric problem of galaxy formation may be profitably tackled with a Bayesian-inference based approach, which allows one to constrain theory with data in a statistically rigorous way. In this paper, we develop a generalized SAM using the framework of Bayesian inference. We show that, with a parallel implementation of an advanced Markov-Chain Monte-Carlo algorithm, it is now possible to rigorously sample the posterior distribution of the high-dimensional parameter space of typical SAMs. As an example, we characterize galaxy formation in the current $\\Lambda$CDM cosmology using stellar mass function of galaxies a...

  12. Understanding the formation and evolution of interstellar ices: a Bayesian approach

    Energy Technology Data Exchange (ETDEWEB)

    Makrymallis, Antonios; Viti, Serena, E-mail: antonios@star.ucl.ac.uk [Department of Physics and Astronomy, University College London, London WC1E 6BT (United Kingdom)

    2014-10-10

    Understanding the physical conditions of dark molecular clouds and star-forming regions is an inverse problem subject to complicated chemistry that varies nonlinearly with both time and the physical environment. In this paper, we apply a Bayesian approach based on a Markov chain Monte Carlo (MCMC) method for solving the nonlinear inverse problems encountered in astrochemical modeling. We use observations for ice and gas species in dark molecular clouds and a time-dependent, gas-grain chemical model to infer the values of the physical and chemical parameters that characterize quiescent regions of molecular clouds. We show evidence that in high-dimensional problems, MCMC algorithms provide a more efficient and complete solution than more classical strategies. The results of our MCMC method enable us to derive statistical estimates and uncertainties for the physical parameters of interest as a result of the Bayesian treatment.

  13. Evaluating a Bayesian approach to improve accuracy of individual photographic identification methods using ecological distribution data

    Directory of Open Access Journals (Sweden)

    Richard Stafford

    2011-04-01

    Full Text Available Photographic identification of individual organisms can be possible from natural body markings. Data from photo-ID can be used to estimate important ecological and conservation metrics such as population sizes, home ranges or territories. However, poor quality photographs or less well-studied individuals can result in a non-unique ID, potentially confounding several similar looking individuals. Here we present a Bayesian approach that uses known data about previous sightings of individuals at specific sites as priors to help assess the problems of obtaining a non-unique ID. Using a simulation of individuals with different confidence of correct ID we evaluate the accuracy of Bayesian modified (posterior probabilities. However, in most cases, the accuracy of identification decreases. Although this technique is unsuccessful, it does demonstrate the importance of computer simulations in testing such hypotheses in ecology.

  14. A Bayesian approach to compatibility, improvement, and pooling of quantum states

    CERN Document Server

    Leifer, M S

    2011-01-01

    In approaches to quantum theory in which the quantum state is regarded as a representation of knowledge, information, or belief, two agents can assign different states to the same quantum system. This raises two questions: when are such state assignments compatible? and how should the state assignments of different agents be reconciled? In this paper, we address these questions from the perspective of the recently developed conditional states formalism for quantum theory [arXiv:1107.5849]. Specifically, we derive a compatibility criterion proposed by Brun, Finkelstein and Mermin from the requirement that, upon acquiring data, agents should update their states using a quantum generalization of Bayesian conditioning. We provide two alternative arguments for this criterion, based on the objective and subjective Bayesian interpretations of probability theory. We then apply the same methodology to the problem of quantum state improvement, i.e. how to update your state when you learn someone else's state assignment...

  15. Nuclear Mass Predictions for the Crustal Composition of Neutron Stars: A Bayesian Neural Network Approach

    CERN Document Server

    Utama, R; Prosper, H B

    2016-01-01

    Besides their intrinsic nuclear-structure value, nuclear mass models are essential for astrophysical applications, such as r-process nucleosynthesis and neutron-star structure. To overcome the intrinsic limitations of existing "state-of-the-art" mass models, we propose a refinement based on a Bayesian Neural Network (BNN) formalism. A novel BNN approach is implemented with the goal of optimizing mass residuals between theory and experiment. A significant improvement (of about 40%) in the mass predictions of existing models is obtained after BNN refinement. Moreover, these improved results are now accompanied by proper statistical errors. Finally, by constructing a "world average" of these predictions, a mass model is obtained that is used to predict the composition of the outer crust of a neutron star. The power of the Bayesian neural network method has been successfully demonstrated by a systematic improvement in the accuracy of the predictions of nuclear masses. Extension to other nuclear observables is a n...

  16. Communication: A multiscale Bayesian inference approach to analyzing subdiffusion in particle trajectories.

    Science.gov (United States)

    Hinsen, Konrad; Kneller, Gerald R

    2016-10-21

    Anomalous diffusion is characterized by its asymptotic behavior for t → ∞. This makes it difficult to detect and describe in particle trajectories from experiments or computer simulations, which are necessarily of finite length. We propose a new approach using Bayesian inference applied directly to the observed trajectories sampled at different time scales. We illustrate the performance of this approach using random trajectories with known statistical properties and then use it for analyzing the motion of lipid molecules in the plane of a lipid bilayer.

  17. Communication: A multiscale Bayesian inference approach to analyzing subdiffusion in particle trajectories

    Science.gov (United States)

    Hinsen, Konrad; Kneller, Gerald R.

    2016-10-01

    Anomalous diffusion is characterized by its asymptotic behavior for t → ∞. This makes it difficult to detect and describe in particle trajectories from experiments or computer simulations, which are necessarily of finite length. We propose a new approach using Bayesian inference applied directly to the observed trajectories sampled at different time scales. We illustrate the performance of this approach using random trajectories with known statistical properties and then use it for analyzing the motion of lipid molecules in the plane of a lipid bilayer.

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

    Science.gov (United States)

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

    2015-12-01

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

  19. Interregional Migration in Spain: A Semiparametric Analysis

    OpenAIRE

    Maza Fernández, Adolfo Jesús; Villaverde Castro, José

    2004-01-01

    This paper analyses the determinants of internal migration in Spain between 1995 and 2002. After a brief descriptive study, we present an analytical model of internal migration flows. Subsequently, we estimate this model by applying semiparametric techniques. The general conclusion that we come to is that net migration rates are influenced mainly by income and climatic condition differentials between the regions of origin and destination; in addition, unemployment and housin...

  20. A Fully Bayesian Approach to Improved Calibration and Prediction of Groundwater Models With Structure Error

    Science.gov (United States)

    Xu, T.; Valocchi, A. J.

    2014-12-01

    Effective water resource management typically relies on numerical models to analyse groundwater flow and solute transport processes. These models are usually subject to model structure error due to simplification and/or misrepresentation of the real system. As a result, the model outputs may systematically deviate from measurements, thus violating a key assumption for traditional regression-based calibration and uncertainty analysis. On the other hand, model structure error induced bias can be described statistically in an inductive, data-driven way based on historical model-to-measurement misfit. We adopt a fully Bayesian approach that integrates a Gaussian process error model to account for model structure error to the calibration, prediction and uncertainty analysis of groundwater models. The posterior distributions of parameters of the groundwater model and the Gaussian process error model are jointly inferred using DREAM, an efficient Markov chain Monte Carlo sampler. We test the usefulness of the fully Bayesian approach towards a synthetic case study of surface-ground water interaction under changing pumping conditions. We first illustrate through this example that traditional least squares regression without accounting for model structure error yields biased parameter estimates due to parameter compensation as well as biased predictions. In contrast, the Bayesian approach gives less biased parameter estimates. Moreover, the integration of a Gaussian process error model significantly reduces predictive bias and leads to prediction intervals that are more consistent with observations. The results highlight the importance of explicit treatment of model structure error especially in circumstances where subsequent decision-making and risk analysis require accurate prediction and uncertainty quantification. In addition, the data-driven error modelling approach is capable of extracting more information from observation data than using a groundwater model alone.

  1. A Bayesian approach to multiscale inverse problems with on-the-fly scale determination

    Science.gov (United States)

    Ellam, Louis; Zabaras, Nicholas; Girolami, Mark

    2016-12-01

    A Bayesian computational approach is presented to provide a multi-resolution estimate of an unknown spatially varying parameter from indirect measurement data. In particular, we are interested in spatially varying parameters with multiscale characteristics. In our work, we consider the challenge of not knowing the characteristic length scale(s) of the unknown a priori, and present an algorithm for on-the-fly scale determination. Our approach is based on representing the spatial field with a wavelet expansion. Wavelet basis functions are hierarchically structured, localized in both spatial and frequency domains and tend to provide sparse representations in that a large number of wavelet coefficients are approximately zero. For these reasons, wavelet bases are suitable for representing permeability fields with non-trivial correlation structures. Moreover, the intra-scale correlations between wavelet coefficients form a quadtree, and this structure is exploited to identify additional basis functions to refine the model. Bayesian inference is performed using a sequential Monte Carlo (SMC) sampler with a Markov Chain Monte Carlo (MCMC) transition kernel. The SMC sampler is used to move between posterior densities defined on different scales, thereby providing a computationally efficient method for adaptive refinement of the wavelet representation. We gain insight from the marginal likelihoods, by computing Bayes factors, for model comparison and model selection. The marginal likelihoods provide a termination criterion for our scale determination algorithm. The Bayesian computational approach is rather general and applicable to several inverse problems concerning the estimation of a spatially varying parameter. The approach is demonstrated with permeability estimation for groundwater flow using pressure sensor measurements.

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

    Science.gov (United States)

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

    2016-04-01

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

  3. [Overcoming the limitations of the descriptive and categorical approaches in psychiatric diagnosis: a proposal based on Bayesian networks].

    Science.gov (United States)

    Sorias, Soli

    2015-01-01

    Efforts to overcome the problems of descriptive and categorical approaches have not yielded results. In the present article, psychiatric diagnosis using Bayesian networks is proposed. Instead of a yes/no decision, Bayesian networks give the probability of diagnostic category inclusion, thereby yielding both a graded, i.e., dimensional diagnosis, and a value of the certainty of the diagnosis. With the use of Bayesian networks in the diagnosis of mental disorders, information about etiology, associated features, treatment outcome, and laboratory results may be used in addition to clinical signs and symptoms, with each of these factors contributing proportionally to their own specificity and sensitivity. Furthermore, a diagnosis (albeit one with a lower probability) can be made even with incomplete, uncertain, or partially erroneous information, and patients whose symptoms are below the diagnostic threshold can be evaluated. Lastly, there is no need of NOS or "unspecified" categories, and comorbid disorders become different dimensions of the diagnostic evaluation. Bayesian diagnoses allow the preservation of current categories and assessment methods, and may be used concurrently with criteria-based diagnoses. Users need not put in extra effort except to collect more comprehensive information. Unlike the Research Domain Criteria (RDoC) project, the Bayesian approach neither increases the diagnostic validity of existing categories nor explains the pathophysiological mechanisms of mental disorders. It, however, can be readily integrated to present classification systems. Therefore, the Bayesian approach may be an intermediate phase between criteria-based diagnosis and the RDoC ideal.

  4. True versus apparent malaria infection prevalence: the contribution of a Bayesian approach.

    Directory of Open Access Journals (Sweden)

    Niko Speybroeck

    Full Text Available AIMS: To present a new approach for estimating the "true prevalence" of malaria and apply it to datasets from Peru, Vietnam, and Cambodia. METHODS: Bayesian models were developed for estimating both the malaria prevalence using different diagnostic tests (microscopy, PCR & ELISA, without the need of a gold standard, and the tests' characteristics. Several sources of information, i.e. data, expert opinions and other sources of knowledge can be integrated into the model. This approach resulting in an optimal and harmonized estimate of malaria infection prevalence, with no conflict between the different sources of information, was tested on data from Peru, Vietnam and Cambodia. RESULTS: Malaria sero-prevalence was relatively low in all sites, with ELISA showing the highest estimates. The sensitivity of microscopy and ELISA were statistically lower in Vietnam than in the other sites. Similarly, the specificities of microscopy, ELISA and PCR were significantly lower in Vietnam than in the other sites. In Vietnam and Peru, microscopy was closer to the "true" estimate than the other 2 tests while as expected ELISA, with its lower specificity, usually overestimated the prevalence. CONCLUSIONS: Bayesian methods are useful for analyzing prevalence results when no gold standard diagnostic test is available. Though some results are expected, e.g. PCR more sensitive than microscopy, a standardized and context-independent quantification of the diagnostic tests' characteristics (sensitivity and specificity and the underlying malaria prevalence may be useful for comparing different sites. Indeed, the use of a single diagnostic technique could strongly bias the prevalence estimation. This limitation can be circumvented by using a Bayesian framework taking into account the imperfect characteristics of the currently available diagnostic tests. As discussed in the paper, this approach may further support global malaria burden estimation initiatives.

  5. Comparison of dynamic Bayesian network approaches for online diagnosis of aircraft system

    Institute of Scientific and Technical Information of China (English)

    于劲松; 冯威; 唐荻音; 刘浩

    2016-01-01

    The online diagnosis for aircraft system has always been a difficult problem. This is due to time evolution of system change, uncertainty of sensor measurements, and real-time requirement of diagnostic inference. To address this problem, two dynamic Bayesian network (DBN) approaches are proposed. One approach prunes the DBN of system, and then uses particle filter (PF) for this pruned DBN (PDBN) to perform online diagnosis. The problem is that estimates from a PF tend to have high variance for small sample sets. Using large sample sets is computationally expensive. The other approach compiles the PDBN into a dynamic arithmetic circuit (DAC) using an offline procedure that is applied only once, and then uses this circuit to provide online diagnosis recursively. This approach leads to the most computational consumption in the offline procedure. The experimental results show that the DAC, compared with the PF for PDBN, not only provides more reliable online diagnosis, but also offers much faster inference.

  6. Identifying and tracking switching, non-stationary opponents: a Bayesian approach

    CSIR Research Space (South Africa)

    Hernandez-Leal, P

    2016-02-01

    Full Text Available and Tracking Switching, Non-stationary Opponents: a Bayesian Approach Pablo Hernandez-Leal1, Matthew E. Taylor2, Benjamin Rosman3, L. Enrique Sucar1 and Enrique Munoz de Cote1 1Instituto Nacional de Astrofı´sica, O´ptica y Electro´nica Sta. Marı´a Tonantzintla..., Puebla, Mexico 2Washington State University Pullman, Washington, USA 3Council for Scientific and Industrial Research, and the University of the Witwatersrand South Africa Abstract In many situations, agents are required to use a set of strategies...

  7. A bayesian approach for learning and tracking switching, non-stationary opponents

    CSIR Research Space (South Africa)

    Hernandez-Leal, P

    2016-02-01

    Full Text Available and Multiagent Systems, 9-13 May 2016, Singapore A Bayesian Approach for Learning and Tracking Switching, Non- Stationary Opponents (Extended Abstract) Pablo Hernandez-Leal Instituto Nacional de Astrofísica, Óptica y Electrónica Puebla, México pablohl...@ccc.inaoep.mx Benjamin Rosman Council for Scientific and Industrial Research, and the University of the Witwatersrand, South Africa brosman@csir.co.za Matthew E. Taylor Washington State University, Pullman, Washington, USA taylorm@eecs.wsu.edu L. Enrique Sucar...

  8. A Pseudo-Bayesian Approach to Sign-Compute-Resolve Slotted ALOHA

    DEFF Research Database (Denmark)

    Goseling, Jasper; Stefanovic, Cedomir; Popovski, Petar

    2015-01-01

    Access reservation based on slotted ALOHA is commonly used in wireless cellular access. In this paper we investigate its enhancement based on the use of physical-layer network coding and signature coding, whose main feature is enabling simultaneous resolution of up to K users contending for access......, where K ≥ 1. We optimise the slot access probability such that the expected throughput is maximised. In particular, the slot access probability is chosen in line with an estimate of the number of users in the system that is obtained relying on the pseudo-Bayesian approach by Rivest, which we generalise...

  9. Predicting downturns in the US housing market: a Bayesian approach [Conference presentation

    CSIR Research Space (South Africa)

    Gupta, R

    2008-10-01

    Full Text Available stream_source_info Gupta1_2008.pdf.txt stream_content_type text/plain stream_size 13351 Content-Encoding ISO-8859-1 stream_name Gupta1_2008.pdf.txt Content-Type text/plain; charset=ISO-8859-1 Background and Motivation... Models - VARs, BVARs and SBVARs Forecasting House Prices in the Twenty Largest US States Results Predicting the Downturns PREDICTING DOWNTURNS IN THE US HOUSING MARKET: A BAYESIAN APPROACH Rangan Gupta1 and Sonali Das2 1Associate Professor...

  10. Introducing a Bayesian Approach to Determining Degree of Fit With Existing Rorschach Norms.

    Science.gov (United States)

    Giromini, Luciano; Viglione, Donald J; McCullaugh, Joseph

    2015-01-01

    This article offers a new methodological approach to investigate the degree of fit between an independent sample and 2 existing sets of norms. Specifically, with a new adaptation of a Bayesian method, we developed a user-friendly procedure to compare the mean values of a given sample to those of 2 different sets of Rorschach norms. To illustrate our technique, we used a small, U.S. community sample of 80 adults and tested whether it resembled more closely the standard Comprehensive System norms (CS 600; Exner, 2003), or a recently introduced, internationally based set of Rorschach norms (Meyer, Erdberg, & Shaffer, 2007 ). Strengths and limitations of this new statistical technique are discussed.

  11. SEMIPARAMETRIC VERSUS PARAMETRIC CLASSIFICATION MODELS - AN APPLICATION TO DIRECT MARKETING

    NARCIS (Netherlands)

    BULT, [No Value

    1993-01-01

    In this paper we are concerned with estimation of a classification model using semiparametric and parametric methods. Benefits and limitations of semiparametric models in general, and of Manski's maximum score method in particular, are discussed. The maximum score method yields consistent estimates

  12. A new approach for supply chain risk management: Mapping SCOR into Bayesian network

    Directory of Open Access Journals (Sweden)

    Mahdi Abolghasemi

    2015-01-01

    Full Text Available Purpose: Increase of costs and complexities in organizations beside the increase of uncertainty and risks have led the managers to use the risk management in order to decrease risk taking and deviation from goals. SCRM has a close relationship with supply chain performance. During the years different methods have been used by researchers in order to manage supply chain risk but most of them are either qualitative or quantitative. Supply chain operation reference (SCOR is a standard model for SCP evaluation which have uncertainty in its metrics. In This paper by combining qualitative and quantitative metrics of SCOR, supply chain performance will be measured by Bayesian Networks. Design/methodology/approach: First qualitative assessment will be done by recognizing uncertain metrics of SCOR model and then by quantifying them, supply chain performance will be measured by Bayesian Networks (BNs and supply chain operations reference (SCOR in which making decision on uncertain variables will be done by predictive and diagnostic capabilities. Findings: After applying the proposed method in one of the biggest automotive companies in Iran, we identified key factors of supply chain performance based on SCOR model through predictive and diagnostic capability of Bayesian Networks. After sensitivity analysis, we find out that ‘Total cost’ and its criteria that include costs of labors, warranty, transportation and inventory have the widest range and most effect on supply chain performance. So, managers should take their importance into account for decision making. We can make decisions simply by running model in different situations. Research limitations/implications: A more precise model consisted of numerous factors but it is difficult and sometimes impossible to solve big models, if we insert all of them in a Bayesian model. We have adopted real world characteristics with our software and method abilities. On the other hand, fewer data exist for some

  13. An approach based on Hierarchical Bayesian Graphical Models for measurement interpretation under uncertainty

    Science.gov (United States)

    Skataric, Maja; Bose, Sandip; Zeroug, Smaine; Tilke, Peter

    2017-02-01

    It is not uncommon in the field of non-destructive evaluation that multiple measurements encompassing a variety of modalities are available for analysis and interpretation for determining the underlying states of nature of the materials or parts being tested. Despite and sometimes due to the richness of data, significant challenges arise in the interpretation manifested as ambiguities and inconsistencies due to various uncertain factors in the physical properties (inputs), environment, measurement device properties, human errors, and the measurement data (outputs). Most of these uncertainties cannot be described by any rigorous mathematical means, and modeling of all possibilities is usually infeasible for many real time applications. In this work, we will discuss an approach based on Hierarchical Bayesian Graphical Models (HBGM) for the improved interpretation of complex (multi-dimensional) problems with parametric uncertainties that lack usable physical models. In this setting, the input space of the physical properties is specified through prior distributions based on domain knowledge and expertise, which are represented as Gaussian mixtures to model the various possible scenarios of interest for non-destructive testing applications. Forward models are then used offline to generate the expected distribution of the proposed measurements which are used to train a hierarchical Bayesian network. In Bayesian analysis, all model parameters are treated as random variables, and inference of the parameters is made on the basis of posterior distribution given the observed data. Learned parameters of the posterior distribution obtained after the training can therefore be used to build an efficient classifier for differentiating new observed data in real time on the basis of pre-trained models. We will illustrate the implementation of the HBGM approach to ultrasonic measurements used for cement evaluation of cased wells in the oil industry.

  14. Efficient estimation of semiparametric copula models for bivariate survival data

    KAUST Repository

    Cheng, Guang

    2014-01-01

    A semiparametric copula model for bivariate survival data is characterized by a parametric copula model of dependence and nonparametric models of two marginal survival functions. Efficient estimation for the semiparametric copula model has been recently studied for the complete data case. When the survival data are censored, semiparametric efficient estimation has only been considered for some specific copula models such as the Gaussian copulas. In this paper, we obtain the semiparametric efficiency bound and efficient estimation for general semiparametric copula models for possibly censored data. We construct an approximate maximum likelihood estimator by approximating the log baseline hazard functions with spline functions. We show that our estimates of the copula dependence parameter and the survival functions are asymptotically normal and efficient. Simple consistent covariance estimators are also provided. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2013 Elsevier Inc.

  15. Semiparametric score sevel susion: Gaussian sopula approach

    NARCIS (Netherlands)

    Susyanyo, N.; Klaassen, C.A.J.; Veldhuis, R.N.J.; Spreeuwers, L.J.

    2015-01-01

    Score level fusion is an appealing method for combining multi-algorithms, multi- representations, and multi-modality biometrics due to its simplicity. Often, scores are assumed to be independent, but even for dependent scores, accord- ing to the Neyman-Pearson lemma, the likelihood ratio is the opti

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

    Institute of Scientific and Technical Information of China (English)

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

    2006-01-01

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

  17. Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration

    DEFF Research Database (Denmark)

    Nielsen, Morten Ø.; Frederiksen, Per Houmann

    2005-01-01

    In this paper we compare through Monte Carlo simulations the finite sample properties of estimators of the fractional differencing parameter, d. This involves frequency domain, time domain, and wavelet based approaches, and we consider both parametric and semiparametric estimation methods. The es...... the time domain parametric methods, and (4) without sufficient trimming of scales the wavelet-based estimators are heavily biased.......In this paper we compare through Monte Carlo simulations the finite sample properties of estimators of the fractional differencing parameter, d. This involves frequency domain, time domain, and wavelet based approaches, and we consider both parametric and semiparametric estimation methods....... The estimators are briefly introduced and compared, and the criteria adopted for measuring finite sample performance are bias and root mean squared error. Most importantly, the simulations reveal that (1) the frequency domain maximum likelihood procedure is superior to the time domain parametric methods, (2) all...

  18. Uncertainty estimation of a complex water quality model: The influence of Box-Cox transformation on Bayesian approaches and comparison with a non-Bayesian method

    Science.gov (United States)

    Freni, Gabriele; Mannina, Giorgio

    In urban drainage modelling, uncertainty analysis is of undoubted necessity. However, uncertainty analysis in urban water-quality modelling is still in its infancy and only few studies have been carried out. Therefore, several methodological aspects still need to be experienced and clarified especially regarding water quality modelling. The use of the Bayesian approach for uncertainty analysis has been stimulated by its rigorous theoretical framework and by the possibility of evaluating the impact of new knowledge on the modelling predictions. Nevertheless, the Bayesian approach relies on some restrictive hypotheses that are not present in less formal methods like the Generalised Likelihood Uncertainty Estimation (GLUE). One crucial point in the application of Bayesian method is the formulation of a likelihood function that is conditioned by the hypotheses made regarding model residuals. Statistical transformations, such as the use of Box-Cox equation, are generally used to ensure the homoscedasticity of residuals. However, this practice may affect the reliability of the analysis leading to a wrong uncertainty estimation. The present paper aims to explore the influence of the Box-Cox equation for environmental water quality models. To this end, five cases were considered one of which was the “real” residuals distributions (i.e. drawn from available data). The analysis was applied to the Nocella experimental catchment (Italy) which is an agricultural and semi-urbanised basin where two sewer systems, two wastewater treatment plants and a river reach were monitored during both dry and wet weather periods. The results show that the uncertainty estimation is greatly affected by residual transformation and a wrong assumption may also affect the evaluation of model uncertainty. The use of less formal methods always provide an overestimation of modelling uncertainty with respect to Bayesian method but such effect is reduced if a wrong assumption is made regarding the

  19. How to interpret the results of medical time series data analysis: Classical statistical approaches versus dynamic Bayesian network modeling

    Science.gov (United States)

    Onisko, Agnieszka; Druzdzel, Marek J.; Austin, R. Marshall

    2016-01-01

    Background: Classical statistics is a well-established approach in the analysis of medical data. While the medical community seems to be familiar with the concept of a statistical analysis and its interpretation, the Bayesian approach, argued by many of its proponents to be superior to the classical frequentist approach, is still not well-recognized in the analysis of medical data. Aim: The goal of this study is to encourage data analysts to use the Bayesian approach, such as modeling with graphical probabilistic networks, as an insightful alternative to classical statistical analysis of medical data. Materials and Methods: This paper offers a comparison of two approaches to analysis of medical time series data: (1) classical statistical approach, such as the Kaplan–Meier estimator and the Cox proportional hazards regression model, and (2) dynamic Bayesian network modeling. Our comparison is based on time series cervical cancer screening data collected at Magee-Womens Hospital, University of Pittsburgh Medical Center over 10 years. Results: The main outcomes of our comparison are cervical cancer risk assessments produced by the three approaches. However, our analysis discusses also several aspects of the comparison, such as modeling assumptions, model building, dealing with incomplete data, individualized risk assessment, results interpretation, and model validation. Conclusion: Our study shows that the Bayesian approach is (1) much more flexible in terms of modeling effort, and (2) it offers an individualized risk assessment, which is more cumbersome for classical statistical approaches. PMID:28163973

  20. Adjusting for verification bias in diagnostic test evaluation: a Bayesian approach.

    Science.gov (United States)

    Buzoianu, Manuela; Kadane, Joseph B

    2008-06-15

    Obtaining accurate estimates of the performance of a diagnostic test for some population of patients might be difficult when the sample of subjects used for this purpose is not representative for the whole population. Thus, in the motivating example of this paper a test is evaluated by comparing its results with those given by a gold standard procedure, which yields the disease status verification. However, this procedure is invasive and has a non-negligible risk of serious complications. Moreover, subjects are selected to undergo the gold standard based on some risk factors and the results of the test under study. The test performance estimates based on the selected sample of subjects are biased. This problem was presented in previous studies under the name of verification bias. The current paper introduces a Bayesian method to adjust for this bias, which can be regarded as a missing data problem. In addition, it addresses the case of non-ignorable verification bias. The proposed Bayesian estimation approach provides test performance estimates that are consistent with the results obtained using likelihood-based approach. In addition, the paper studies how valuable the statistical findings are from the perspective of clinical decision making. (c) 2007 John Wiley & Sons, Ltd.

  1. Denoising peptide tandem mass spectra for spectral libraries: a Bayesian approach.

    Science.gov (United States)

    Shao, Wenguang; Lam, Henry

    2013-07-05

    With the rapid accumulation of data from shotgun proteomics experiments, it has become feasible to build comprehensive and high-quality spectral libraries of tandem mass spectra of peptides. A spectral library condenses experimental data into a retrievable format and can be used to aid peptide identification by spectral library searching. A key step in spectral library building is spectrum denoising, which is best accomplished by merging multiple replicates of the same peptide ion into a consensus spectrum. However, this approach cannot be applied to "singleton spectra," for which only one observed spectrum is available for the peptide ion. We developed a method, based on a Bayesian classifier, for denoising peptide tandem mass spectra. The classifier accounts for relationships between peaks, and can be trained on the fly from consensus spectra and immediately applied to denoise singleton spectra, without hard-coded knowledge about peptide fragmentation. A linear regression model was also trained to predict the number of useful "signal" peaks in a spectrum, thereby obviating the need for arbitrary thresholds for peak filtering. This Bayesian approach accumulates weak evidence systematically to boost the discrimination power between signal and noise peaks, and produces readily interpretable conditional probabilities that offer valuable insights into peptide fragmentation behaviors. By cross validation, spectra denoised by this method were shown to retain more signal peaks, and have higher spectral similarities to replicates, than those filtered by intensity only.

  2. A hierarchical Bayesian approach for reconstructing the initial mass function of single stellar populations

    Science.gov (United States)

    Dries, M.; Trager, S. C.; Koopmans, L. V. E.

    2016-11-01

    Recent studies based on the integrated light of distant galaxies suggest that the initial mass function (IMF) might not be universal. Variations of the IMF with galaxy type and/or formation time may have important consequences for our understanding of galaxy evolution. We have developed a new stellar population synthesis (SPS) code specifically designed to reconstruct the IMF. We implement a novel approach combining regularization with hierarchical Bayesian inference. Within this approach, we use a parametrized IMF prior to regulate a direct inference of the IMF. This direct inference gives more freedom to the IMF and allows the model to deviate from parametrized models when demanded by the data. We use Markov chain Monte Carlo sampling techniques to reconstruct the best parameters for the IMF prior, the age and the metallicity of a single stellar population. We present our code and apply our model to a number of mock single stellar populations with different ages, metallicities and IMFs. When systematic uncertainties are not significant, we are able to reconstruct the input parameters that were used to create the mock populations. Our results show that if systematic uncertainties do play a role, this may introduce a bias on the results. Therefore, it is important to objectively compare different ingredients of SPS models. Through its Bayesian framework, our model is well suited for this.

  3. A Dynamic BI–Orthogonal Field Equation Approach to Efficient Bayesian Inversion

    Directory of Open Access Journals (Sweden)

    Tagade Piyush M.

    2017-06-01

    Full Text Available This paper proposes a novel computationally efficient stochastic spectral projection based approach to Bayesian inversion of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on the decomposition of the solution into its mean and a random field using a generic Karhunen-Loève expansion. The random field is represented as a convolution of separable Hilbert spaces in stochastic and spatial dimensions that are spectrally represented using respective orthogonal bases. In particular, the present paper investigates generalized polynomial chaos bases for the stochastic dimension and eigenfunction bases for the spatial dimension. Dynamic orthogonality is used to derive closed-form equations for the time evolution of mean, spatial and the stochastic fields. The resultant system of equations consists of a partial differential equation (PDE that defines the dynamic evolution of the mean, a set of PDEs to define the time evolution of eigenfunction bases, while a set of ordinary differential equations (ODEs define dynamics of the stochastic field. This system of dynamic evolution equations efficiently propagates the prior parametric uncertainty to the system response. The resulting bi-orthogonal expansion of the system response is used to reformulate the Bayesian inference for efficient exploration of the posterior distribution. The efficacy of the proposed method is investigated for calibration of a 2D transient diffusion simulator with an uncertain source location and diffusivity. The computational efficiency of the method is demonstrated against a Monte Carlo method and a generalized polynomial chaos approach.

  4. Profile-Based LC-MS data alignment--a Bayesian approach.

    Science.gov (United States)

    Tsai, Tsung-Heng; Tadesse, Mahlet G; Wang, Yue; Ressom, Habtom W

    2013-01-01

    A Bayesian alignment model (BAM) is proposed for alignment of liquid chromatography-mass spectrometry (LC-MS) data. BAM belongs to the category of profile-based approaches, which are composed of two major components: a prototype function and a set of mapping functions. Appropriate estimation of these functions is crucial for good alignment results. BAM uses Markov chain Monte Carlo (MCMC) methods to draw inference on the model parameters and improves on existing MCMC-based alignment methods through 1) the implementation of an efficient MCMC sampler and 2) an adaptive selection of knots. A block Metropolis-Hastings algorithm that mitigates the problem of the MCMC sampler getting stuck at local modes of the posterior distribution is used for the update of the mapping function coefficients. In addition, a stochastic search variable selection (SSVS) methodology is used to determine the number and positions of knots. We applied BAM to a simulated data set, an LC-MS proteomic data set, and two LC-MS metabolomic data sets, and compared its performance with the Bayesian hierarchical curve registration (BHCR) model, the dynamic time-warping (DTW) model, and the continuous profile model (CPM). The advantage of applying appropriate profile-based retention time correction prior to performing a feature-based approach is also demonstrated through the metabolomic data sets.

  5. Computational approaches to spatial orientation: from transfer functions to dynamic Bayesian inference.

    Science.gov (United States)

    MacNeilage, Paul R; Ganesan, Narayan; Angelaki, Dora E

    2008-12-01

    Spatial orientation is the sense of body orientation and self-motion relative to the stationary environment, fundamental to normal waking behavior and control of everyday motor actions including eye movements, postural control, and locomotion. The brain achieves spatial orientation by integrating visual, vestibular, and somatosensory signals. Over the past years, considerable progress has been made toward understanding how these signals are processed by the brain using multiple computational approaches that include frequency domain analysis, the concept of internal models, observer theory, Bayesian theory, and Kalman filtering. Here we put these approaches in context by examining the specific questions that can be addressed by each technique and some of the scientific insights that have resulted. We conclude with a recent application of particle filtering, a probabilistic simulation technique that aims to generate the most likely state estimates by incorporating internal models of sensor dynamics and physical laws and noise associated with sensory processing as well as prior knowledge or experience. In this framework, priors for low angular velocity and linear acceleration can explain the phenomena of velocity storage and frequency segregation, both of which have been modeled previously using arbitrary low-pass filtering. How Kalman and particle filters may be implemented by the brain is an emerging field. Unlike past neurophysiological research that has aimed to characterize mean responses of single neurons, investigations of dynamic Bayesian inference should attempt to characterize population activities that constitute probabilistic representations of sensory and prior information.

  6. Assessing a Bayesian Approach for Detecting Exotic Hybrids between Plantation and Native Eucalypts

    Directory of Open Access Journals (Sweden)

    Matthew J. Larcombe

    2014-01-01

    Full Text Available Eucalyptus globulus is grown extensively in plantations outside its native range in Australia. Concerns have been raised that the species may pose a genetic risk to native eucalypt species through hybridisation and introgression. Methods for identifying hybrids are needed to enable assessment and management of this genetic risk. This paper assesses the efficiency of a Bayesian approach for identifying hybrids between the plantation species E. globulus and E. nitens and four at-risk native eucalypts. Range-wide DNA samples of E. camaldulensis, E. cypellocarpa, E. globulus, E. nitens, E. ovata and E. viminalis, and pedigreed and putative hybrids (n = 606, were genotyped with 10 microsatellite loci. Using a two-way simulation analysis (two species in the model at a time, the accuracy of identification was 98% for first and 93% for second generation hybrids. However, the accuracy of identifying simulated backcross hybrids was lower (74%. A six-way analysis (all species in the model together showed that as the number of species increases the accuracy of hybrid identification decreases. Despite some difficulties identifying backcrosses, the two-way Bayesian modelling approach was highly effective at identifying F1s, which, in the context of E. globulus plantations, are the primary management concern.

  7. A hierarchical Bayesian-MAP approach to inverse problems in imaging

    Science.gov (United States)

    Raj, Raghu G.

    2016-07-01

    We present a novel approach to inverse problems in imaging based on a hierarchical Bayesian-MAP (HB-MAP) formulation. In this paper we specifically focus on the difficult and basic inverse problem of multi-sensor (tomographic) imaging wherein the source object of interest is viewed from multiple directions by independent sensors. Given the measurements recorded by these sensors, the problem is to reconstruct the image (of the object) with a high degree of fidelity. We employ a probabilistic graphical modeling extension of the compound Gaussian distribution as a global image prior into a hierarchical Bayesian inference procedure. Since the prior employed by our HB-MAP algorithm is general enough to subsume a wide class of priors including those typically employed in compressive sensing (CS) algorithms, HB-MAP algorithm offers a vehicle to extend the capabilities of current CS algorithms to include truly global priors. After rigorously deriving the regression algorithm for solving our inverse problem from first principles, we demonstrate the performance of the HB-MAP algorithm on Monte Carlo trials and on real empirical data (natural scenes). In all cases we find that our algorithm outperforms previous approaches in the literature including filtered back-projection and a variety of state-of-the-art CS algorithms. We conclude with directions of future research emanating from this work.

  8. Cassini Radio Occultation of Saturn's Rings: a Bayesian Approach to Particle Size Distribution Recovery

    Science.gov (United States)

    Wong, K. K.; Marouf, E. A.

    2004-12-01

    The radio occultation technique was first used to study Saturn's rings through their effects on quasi-monochromatic radio signals transmitted from Voyager 1 during its flyby of Saturn in 1980. Almost a quarter of a century later, Cassini is planned to conduct a more extensive set of radio occultation experiments during its tour of the Saturn system. Cassini enjoys the advantage of a wide range of ring viewing geometry as well as the unique new capability of simultaneously transmitting 0.94, 3.6 and 13 cm-wavelength coherent radio signals (Ka-, X-, and S-band, respectively). Observed extinction of the direct signal and time-sequence spectra (spectrogram) of the near-forward scattered signal can be used to infer the size distribution of particles of resolved ring features (among other objectives). The inference requires solving three distinct inversion problems to recover from the measurements: i) the multiply-scattered collective diffraction lobe of a resolved ring feature, ii) the first-order scattering contribution to the collective lobe, and iii) the corresponding particle size distribution. Although various classical regularization techniques may be used for this purpose, a subjective valuation of solution smoothness usually needs to be introduced. We investigate an alternative approach based on Bayesian function learning schemes which provides a rigorous probabilistic framework to address the tradeoff between data fit residuals and prior knowledge about the character of the solution. In contrast with the regularization approach, the Bayesian approach provides estimates of confidence intervals for the most-likely solution achieved, an important advantage. The approach is particularly adaptable to some Cassini occultations of relatively unfavorable alignment between contours of constant Doppler shift in the ring plane and circular boundaries of ring features, as the approach naturally "fuses" time-sequence of spectra each containing contributions from adjacent

  9. Bayesian and Empirical Bayes Approaches to Setting Passing Scores on Mastery Tests. Publication Series in Mastery Testing.

    Science.gov (United States)

    Huynh, Huynh; Saunders, Joseph C., III

    The Bayesian approach to setting passing scores, as proposed by Swaminathan, Hambleton, and Algina, is compared with the empirical Bayes approach to the same problem that is derived from Huynh's decision-theoretic framework. Comparisons are based on simulated data which follow an approximate beta-binomial distribution and on real test results from…

  10. Adaptive Methods within a Sequential Bayesian Approach for Structural Health Monitoring

    Science.gov (United States)

    Huff, Daniel W.

    Structural integrity is an important characteristic of performance for critical components used in applications such as aeronautics, materials, construction and transportation. When appraising the structural integrity of these components, evaluation methods must be accurate. In addition to possessing capability to perform damage detection, the ability to monitor the level of damage over time can provide extremely useful information in assessing the operational worthiness of a structure and in determining whether the structure should be repaired or removed from service. In this work, a sequential Bayesian approach with active sensing is employed for monitoring crack growth within fatigue-loaded materials. The monitoring approach is based on predicting crack damage state dynamics and modeling crack length observations. Since fatigue loading of a structural component can change while in service, an interacting multiple model technique is employed to estimate probabilities of different loading modes and incorporate this information in the crack length estimation problem. For the observation model, features are obtained from regions of high signal energy in the time-frequency plane and modeled for each crack length damage condition. Although this observation model approach exhibits high classification accuracy, the resolution characteristics can change depending upon the extent of the damage. Therefore, several different transmission waveforms and receiver sensors are considered to create multiple modes for making observations of crack damage. Resolution characteristics of the different observation modes are assessed using a predicted mean squared error criterion and observations are obtained using the predicted, optimal observation modes based on these characteristics. Calculation of the predicted mean square error metric can be computationally intensive, especially if performed in real time, and an approximation method is proposed. With this approach, the real time

  11. Précis of bayesian rationality: The probabilistic approach to human reasoning.

    Science.gov (United States)

    Oaksford, Mike; Chater, Nick

    2009-02-01

    According to Aristotle, humans are the rational animal. The borderline between rationality and irrationality is fundamental to many aspects of human life including the law, mental health, and language interpretation. But what is it to be rational? One answer, deeply embedded in the Western intellectual tradition since ancient Greece, is that rationality concerns reasoning according to the rules of logic--the formal theory that specifies the inferential connections that hold with certainty between propositions. Piaget viewed logical reasoning as defining the end-point of cognitive development; and contemporary psychology of reasoning has focussed on comparing human reasoning against logical standards. Bayesian Rationality argues that rationality is defined instead by the ability to reason about uncertainty. Although people are typically poor at numerical reasoning about probability, human thought is sensitive to subtle patterns of qualitative Bayesian, probabilistic reasoning. In Chapters 1-4 of Bayesian Rationality (Oaksford & Chater 2007), the case is made that cognition in general, and human everyday reasoning in particular, is best viewed as solving probabilistic, rather than logical, inference problems. In Chapters 5-7 the psychology of "deductive" reasoning is tackled head-on: It is argued that purportedly "logical" reasoning problems, revealing apparently irrational behaviour, are better understood from a probabilistic point of view. Data from conditional reasoning, Wason's selection task, and syllogistic inference are captured by recasting these problems probabilistically. The probabilistic approach makes a variety of novel predictions which have been experimentally confirmed. The book considers the implications of this work, and the wider "probabilistic turn" in cognitive science and artificial intelligence, for understanding human rationality.

  12. Default Bayesian analysis for multi-way tables: a data-augmentation approach

    CERN Document Server

    Polson, Nicholas G

    2011-01-01

    This paper proposes a strategy for regularized estimation in multi-way contingency tables, which are common in meta-analyses and multi-center clinical trials. Our approach is based on data augmentation, and appeals heavily to a novel class of Polya-Gamma distributions. Our main contributions are to build up the relevant distributional theory and to demonstrate three useful features of this data-augmentation scheme. First, it leads to simple EM and Gibbs-sampling algorithms for posterior inference, circumventing the need for analytic approximations, numerical integration, Metropolis--Hastings, or variational methods. Second, it allows modelers much more flexibility when choosing priors, which have traditionally come from the Dirichlet or logistic-normal family. For example, our approach allows users to incorporate Bayesian analogues of classical penalized-likelihood techniques (e.g. the lasso or bridge) in computing regularized estimates for log-odds ratios. Finally, our data-augmentation scheme naturally sugg...

  13. Critical aspects of the Bayesian approach to phase I cancer trials.

    Science.gov (United States)

    Neuenschwander, Beat; Branson, Michael; Gsponer, Thomas

    2008-06-15

    The Bayesian approach to finding the maximum-tolerated dose in phase I cancer trials is discussed. The suggested approach relies on a realistic dose-toxicity model, allows one to include prior information, and supports clinical decision making by presenting within-trial information in a transparent way. The modeling and decision-making components are flexible enough to be extendable to more complex settings. Critical aspects are emphasized and a comparison with the continual reassessment method (CRM) is performed with data from an actual trial and a simulation study. The comparison revealed similar operating characteristics while avoiding some of the difficulties encountered in the actual trial when applying the CRM. (c) 2008 John Wiley & Sons, Ltd.

  14. Heart rate variability estimation in photoplethysmography signals using Bayesian learning approach

    Science.gov (United States)

    Alwosheel, Ahmad; Alasaad, Amr

    2016-01-01

    Heart rate variability (HRV) has become a marker for various health and disease conditions. Photoplethysmography (PPG) sensors integrated in wearable devices such as smart watches and phones are widely used to measure heart activities. HRV requires accurate estimation of time interval between consecutive peaks in the PPG signal. However, PPG signal is very sensitive to motion artefact which may lead to poor HRV estimation if false peaks are detected. In this Letter, the authors propose a probabilistic approach based on Bayesian learning to better estimate HRV from PPG signal recorded by wearable devices and enhance the performance of the automatic multi scale-based peak detection (AMPD) algorithm used for peak detection. The authors’ experiments show that their approach enhances the performance of the AMPD algorithm in terms of number of HRV related metrics such as sensitivity, positive predictive value, and average temporal resolution. PMID:27382483

  15. A hierarchical Bayesian approach for reconstructing the Initial Mass Function of Single Stellar Populations

    CERN Document Server

    Dries, M; Koopmans, L V E

    2016-01-01

    Recent studies based on the integrated light of distant galaxies suggest that the initial mass function (IMF) might not be universal. Variations of the IMF with galaxy type and/or formation time may have important consequences for our understanding of galaxy evolution. We have developed a new stellar population synthesis (SPS) code specifically designed to reconstruct the IMF. We implement a novel approach combining regularization with hierarchical Bayesian inference. Within this approach we use a parametrized IMF prior to regulate a direct inference of the IMF. This direct inference gives more freedom to the IMF and allows the model to deviate from parametrized models when demanded by the data. We use Markov Chain Monte Carlo sampling techniques to reconstruct the best parameters for the IMF prior, the age, and the metallicity of a single stellar population. We present our code and apply our model to a number of mock single stellar populations with different ages, metallicities, and IMFs. When systematic unc...

  16. Fast SAR Image Change Detection Using Bayesian Approach Based Difference Image and Modified Statistical Region Merging

    Directory of Open Access Journals (Sweden)

    Han Zhang

    2014-01-01

    Full Text Available A novel fast SAR image change detection method is presented in this paper. Based on a Bayesian approach, the prior information that speckles follow the Nakagami distribution is incorporated into the difference image (DI generation process. The new DI performs much better than the familiar log ratio (LR DI as well as the cumulant based Kullback-Leibler divergence (CKLD DI. The statistical region merging (SRM approach is first introduced to change detection context. A new clustering procedure with the region variance as the statistical inference variable is exhibited to tailor SAR image change detection purposes, with only two classes in the final map, the unchanged and changed classes. The most prominent advantages of the proposed modified SRM (MSRM method are the ability to cope with noise corruption and the quick implementation. Experimental results show that the proposed method is superior in both the change detection accuracy and the operation efficiency.

  17. Adaptive modelling of gene regulatory network using Bayesian information criterion-guided sparse regression approach.

    Science.gov (United States)

    Shi, Ming; Shen, Weiming; Wang, Hong-Qiang; Chong, Yanwen

    2016-12-01

    Inferring gene regulatory networks (GRNs) from microarray expression data are an important but challenging issue in systems biology. In this study, the authors propose a Bayesian information criterion (BIC)-guided sparse regression approach for GRN reconstruction. This approach can adaptively model GRNs by optimising the l1-norm regularisation of sparse regression based on a modified version of BIC. The use of the regularisation strategy ensures the inferred GRNs to be as sparse as natural, while the modified BIC allows incorporating prior knowledge on expression regulation and thus avoids the overestimation of expression regulators as usual. Especially, the proposed method provides a clear interpretation of combinatorial regulations of gene expression by optimally extracting regulation coordination for a given target gene. Experimental results on both simulation data and real-world microarray data demonstrate the competent performance of discovering regulatory relationships in GRN reconstruction.

  18. A Bayesian belief network approach for assessing uncertainty in conceptual site models at contaminated sites

    DEFF Research Database (Denmark)

    Thomsen, Nanna Isbak; Binning, Philip John; McKnight, Ursula S.;

    2016-01-01

    to be a major source of model error and it should therefore be accounted for when evaluating uncertainties in risk assessments. We present a Bayesian belief network (BBN) approach for constructing CSMs and assessing their uncertainty at contaminated sites. BBNs are graphical probabilistic models...... that are effective for integrating quantitative and qualitative information, and thus can strengthen decisions when empirical data are lacking. The proposed BBN approach facilitates a systematic construction of multiple CSMs, and then determines the belief in each CSM using a variety of data types and/or expert...... with chlorinated ethenes. Four different CSMs are developed by combining two contaminant source zone interpretations (presence or absence of a separate phase contamination) and two geological interpretations (fractured or unfractured clay till). The beliefs in each of the CSMs are assessed sequentially based...

  19. Semiparametric regression for the social sciences

    CERN Document Server

    Keele, Luke John

    2008-01-01

    An introductory guide to smoothing techniques, semiparametric estimators, and their related methods, this book describes the methodology via a selection of carefully explained examples and data sets. It also demonstrates the potential of these techniques using detailed empirical examples drawn from the social and political sciences. Each chapter includes exercises and examples and there is a supplementary website containing all the datasets used, as well as computer code, allowing readers to replicate every analysis reported in the book. Includes software for implementing the methods in S-Plus and R.

  20. Integrated survival analysis using an event-time approach in a Bayesian framework

    Science.gov (United States)

    Walsh, Daniel P.; Dreitz, VJ; Heisey, Dennis M.

    2015-01-01

    Event-time or continuous-time statistical approaches have been applied throughout the biostatistical literature and have led to numerous scientific advances. However, these techniques have traditionally relied on knowing failure times. This has limited application of these analyses, particularly, within the ecological field where fates of marked animals may be unknown. To address these limitations, we developed an integrated approach within a Bayesian framework to estimate hazard rates in the face of unknown fates. We combine failure/survival times from individuals whose fates are known and times of which are interval-censored with information from those whose fates are unknown, and model the process of detecting animals with unknown fates. This provides the foundation for our integrated model and permits necessary parameter estimation. We provide the Bayesian model, its derivation, and use simulation techniques to investigate the properties and performance of our approach under several scenarios. Lastly, we apply our estimation technique using a piece-wise constant hazard function to investigate the effects of year, age, chick size and sex, sex of the tending adult, and nesting habitat on mortality hazard rates of the endangered mountain plover (Charadrius montanus) chicks. Traditional models were inappropriate for this analysis because fates of some individual chicks were unknown due to failed radio transmitters. Simulations revealed biases of posterior mean estimates were minimal (≤ 4.95%), and posterior distributions behaved as expected with RMSE of the estimates decreasing as sample sizes, detection probability, and survival increased. We determined mortality hazard rates for plover chicks were highest at <5 days old and were lower for chicks with larger birth weights and/or whose nest was within agricultural habitats. Based on its performance, our approach greatly expands the range of problems for which event-time analyses can be used by eliminating the

  1. A unifying probabilistic Bayesian approach to derive electron density from MRI for radiation therapy treatment planning

    Science.gov (United States)

    Sudhan Reddy Gudur, Madhu; Hara, Wendy; Le, Quynh-Thu; Wang, Lei; Xing, Lei; Li, Ruijiang

    2014-11-01

    MRI significantly improves the accuracy and reliability of target delineation in radiation therapy for certain tumors due to its superior soft tissue contrast compared to CT. A treatment planning process with MRI as the sole imaging modality will eliminate systematic CT/MRI co-registration errors, reduce cost and radiation exposure, and simplify clinical workflow. However, MRI lacks the key electron density information necessary for accurate dose calculation and generating reference images for patient setup. The purpose of this work is to develop a unifying method to derive electron density from standard T1-weighted MRI. We propose to combine both intensity and geometry information into a unifying probabilistic Bayesian framework for electron density mapping. For each voxel, we compute two conditional probability density functions (PDFs) of electron density given its: (1) T1-weighted MRI intensity, and (2) geometry in a reference anatomy, obtained by deformable image registration between the MRI of the atlas and test patient. The two conditional PDFs containing intensity and geometry information are combined into a unifying posterior PDF, whose mean value corresponds to the optimal electron density value under the mean-square error criterion. We evaluated the algorithm’s accuracy of electron density mapping and its ability to detect bone in the head for eight patients, using an additional patient as the atlas or template. Mean absolute HU error between the estimated and true CT, as well as receiver operating characteristics for bone detection (HU > 200) were calculated. The performance was compared with a global intensity approach based on T1 and no density correction (set whole head to water). The proposed technique significantly reduced the errors in electron density estimation, with a mean absolute HU error of 126, compared with 139 for deformable registration (p = 2  ×  10-4), 283 for the intensity approach (p = 2  ×  10-6) and 282 without density

  2. A unifying probabilistic Bayesian approach to derive electron density from MRI for radiation therapy treatment planning.

    Science.gov (United States)

    Gudur, Madhu Sudhan Reddy; Hara, Wendy; Le, Quynh-Thu; Wang, Lei; Xing, Lei; Li, Ruijiang

    2014-11-07

    MRI significantly improves the accuracy and reliability of target delineation in radiation therapy for certain tumors due to its superior soft tissue contrast compared to CT. A treatment planning process with MRI as the sole imaging modality will eliminate systematic CT/MRI co-registration errors, reduce cost and radiation exposure, and simplify clinical workflow. However, MRI lacks the key electron density information necessary for accurate dose calculation and generating reference images for patient setup. The purpose of this work is to develop a unifying method to derive electron density from standard T1-weighted MRI. We propose to combine both intensity and geometry information into a unifying probabilistic Bayesian framework for electron density mapping. For each voxel, we compute two conditional probability density functions (PDFs) of electron density given its: (1) T1-weighted MRI intensity, and (2) geometry in a reference anatomy, obtained by deformable image registration between the MRI of the atlas and test patient. The two conditional PDFs containing intensity and geometry information are combined into a unifying posterior PDF, whose mean value corresponds to the optimal electron density value under the mean-square error criterion. We evaluated the algorithm's accuracy of electron density mapping and its ability to detect bone in the head for eight patients, using an additional patient as the atlas or template. Mean absolute HU error between the estimated and true CT, as well as receiver operating characteristics for bone detection (HU > 200) were calculated. The performance was compared with a global intensity approach based on T1 and no density correction (set whole head to water). The proposed technique significantly reduced the errors in electron density estimation, with a mean absolute HU error of 126, compared with 139 for deformable registration (p = 2  ×  10(-4)), 283 for the intensity approach (p = 2  ×  10(-6)) and 282 without density

  3. Forecasting Rainfall Time Series with stochastic output approximated by neural networks Bayesian approach

    Directory of Open Access Journals (Sweden)

    Cristian Rodriguez Rivero

    2014-07-01

    Full Text Available The annual estimate of the availability of the amount of water for the agricultural sector has become a lifetime in places where rainfall is scarce, as is the case of northwestern Argentina. This work proposes to model and simulate monthly rainfall time series from one geographical location of Catamarca, Valle El Viejo Portezuelo. In this sense, the time series prediction is mathematical and computational modelling series provided by monthly cumulative rainfall, which has stochastic output approximated by neural networks Bayesian approach. We propose to use an algorithm based on artificial neural networks (ANNs using the Bayesian inference. The result of the prediction consists of 20% of the provided data consisting of 2000 to 2010. A new analysis for modelling, simulation and computational prediction of cumulative rainfall from one geographical location is well presented. They are used as data information, only the historical time series of daily flows measured in mmH2O. Preliminary results of the annual forecast in mmH2O with a prediction horizon of one year and a half are presented, 18 months, respectively. The methodology employs artificial neural network based tools, statistical analysis and computer to complete the missing information and knowledge of the qualitative and quantitative behavior. They also show some preliminary results with different prediction horizons of the proposed filter and its comparison with the performance Gaussian process filter used in the literature.

  4. Assessment of successful smoking cessation by psychological factors using the Bayesian network approach.

    Science.gov (United States)

    Yang, Xiaorong; Li, Suyun; Pan, Lulu; Wang, Qiang; Li, Huijie; Han, Mingkui; Zhang, Nan; Jiang, Fan; Jia, Chongqi

    2016-07-01

    The association between psychological factors and smoking cessation is complicated and inconsistent in published researches, and the joint effect of psychological factors on smoking cessation is unclear. This study explored how psychological factors jointly affect the success of smoking cessation using a Bayesian network approach. A community-based case control study was designed with 642 adult male successful smoking quitters as the cases, and 700 adult male failed smoking quitters as the controls. General self-efficacy (GSE), trait coping style (positive-trait coping style (PTCS) and negative-trait coping style (NTCS)) and self-rating anxiety (SA) were evaluated by GSE Scale, Trait Coping Style Questionnaire and SA Scale, respectively. Bayesian network was applied to evaluate the relationship between psychological factors and successful smoking cessation. The local conditional probability table of smoking cessation indicated that different joint conditions of psychological factors led to different outcomes for smoking cessation. Among smokers with high PTCS, high NTCS and low SA, only 36.40% successfully quitted smoking. However, among smokers with low pack-years of smoking, high GSE, high PTCS and high SA, 63.64% successfully quitted smoking. Our study indicates psychological factors jointly influence smoking cessation outcome. According to different joint situations, different solutions should be developed to control tobacco in practical intervention.

  5. Dynamic probability evaluation of safety levels of earth-rockfill dams using Bayesian approach

    Institute of Scientific and Technical Information of China (English)

    Zi-wu FAN; Shu-hai JIANG; Ming ZHANG

    2009-01-01

    In order to accurately predict and control the aging process of dams, new information should be collected continuously to renew the quantitative evaluation of dam safety levels. Owing to the complex structural characteristics of dams, it is quite difficult to predict the time-varying factors affecting their safety levels. It is not feasible to employ dynamic reliability indices to evaluate the actual safety levels of dams. Based on the relevant regulations for dam safety classification in China, a dynamic probability description of dam safety levels was developed. Using the Bayesian approach and effective information mining, as well as real-time information, this study achieved more rational evaluation and prediction of dam safety levels. With the Bayesian expression of discrete stochastic variables, the a priori probabilities of the dam safety levels determined by experts were combined with the likelihood probability of the real-time check information, and the probability information for the evaluation of dam safety levels was renewed. The probability index was then applied to dam rehabilitation decision-making. This method helps reduce the difficulty and uncertainty of the evaluation of dam safety levels and complies with the current safe decision-making regulations for dams in China. It also enhances the application of current risk analysis methods for dam safety levels.

  6. A bayesian approach to inferring the genetic population structure of sugarcane accessions from INTA (Argentina

    Directory of Open Access Journals (Sweden)

    Mariana Inés Pocovi

    2015-06-01

    Full Text Available Understanding the population structure and genetic diversity in sugarcane (Saccharum officinarum L. accessions from INTA germplasm bank (Argentina will be of great importance for germplasm collection and breeding improvement as it will identify diverse parental combinations to create segregating progenies with maximum genetic variability for further selection. A Bayesian approach, ordination methods (PCoA, Principal Coordinate Analysis and clustering analysis (UPGMA, Unweighted Pair Group Method with Arithmetic Mean were applied to this purpose. Sixty three INTA sugarcane hybrids were genotyped for 107 Simple Sequence Repeat (SSR and 136 Amplified Fragment Length Polymorphism (AFLP loci. Given the low probability values found with AFLP for individual assignment (4.7%, microsatellites seemed to perform better (54% for STRUCTURE analysis that revealed the germplasm to exist in five optimum groups with partly corresponding to their origin. However clusters shown high degree of admixture, F ST values confirmed the existence of differences among groups. Dissimilarity coefficients ranged from 0.079 to 0.651. PCoA separated sugarcane in groups that did not agree with those identified by STRUCTURE. The clustering including all genotypes neither showed resemblance to populations find by STRUCTURE, but clustering performed considering only individuals displaying a proportional membership > 0.6 in their primary population obtained with STRUCTURE showed close similarities. The Bayesian method indubitably brought more information on cultivar origins than classical PCoA and hierarchical clustering method.

  7. A Bayesian approach to the semi-analytic model of galaxy formation: methodology

    Science.gov (United States)

    Lu, Yu; Mo, H. J.; Weinberg, Martin D.; Katz, Neal

    2011-09-01

    We believe that a wide range of physical processes conspire to shape the observed galaxy population, but we remain unsure of their detailed interactions. The semi-analytic model (SAM) of galaxy formation uses multidimensional parametrizations of the physical processes of galaxy formation and provides a tool to constrain these underlying physical interactions. Because of the high dimensionality, the parametric problem of galaxy formation may be profitably tackled with a Bayesian-inference-based approach, which allows one to constrain theory with data in a statistically rigorous way. In this paper, we develop a SAM in the framework of Bayesian inference. We show that, with a parallel implementation of an advanced Markov chain Monte Carlo algorithm, it is now possible to rigorously sample the posterior distribution of the high-dimensional parameter space of typical SAMs. As an example, we characterize galaxy formation in the current Λ cold dark matter cosmology using the stellar mass function of galaxies as an observational constraint. We find that the posterior probability distribution is both topologically complex and degenerate in some important model parameters, suggesting that thorough explorations of the parameter space are needed to understand the models. We also demonstrate that because of the model degeneracy, adopting a narrow prior strongly restricts the model. Therefore, the inferences based on SAMs are conditional to the model adopted. Using synthetic data to mimic systematic errors in the stellar mass function, we demonstrate that an accurate observational error model is essential to meaningful inference.

  8. Estimation of under-reported visceral Leishmaniasis (Vl cases in Bihar: a Bayesian approach

    Directory of Open Access Journals (Sweden)

    A Ranjan

    2013-12-01

    Full Text Available Background: Visceral leishmaniasis (VL is a major health problem in the state of Bihar and adjoining areas in India. In absence of any active surveillance mechanism for the disease, there seems to be gross under-reporting of VL cases. Objective: The objective of this study was to estimate extent of under-reporting of VL cases in Bihar using pooled analysis of published papers. Method: We calculated the pooled common ratio (RRMH based on three studies and combined it with a prior distribution of ratio using inverse-variance weighting method. Bayesian method was used to estimate the posterior distribution of the “under-reporting factor” (ratio of unreported to reported cases. Results: The posterior distribution of ratio of unreported to reported cases yielded a mean of 3.558, with 95% posterior limits of 2.81 and 4.50. Conclusion: Bayesian approach gives evidence to the fact that the total number of VL cases in the state may be nearly more than three times that of currently reported figures. 

  9. Integrating health economics modeling in the product development cycle of medical devices: a Bayesian approach.

    Science.gov (United States)

    Vallejo-Torres, Laura; Steuten, Lotte M G; Buxton, Martin J; Girling, Alan J; Lilford, Richard J; Young, Terry

    2008-01-01

    Medical device companies are under growing pressure to provide health-economic evaluations of their products. Cost-effectiveness analyses are commonly undertaken as a one-off exercise at the late stage of development of new technologies; however, the benefits of an iterative use of economic evaluation during the development process of new products have been acknowledged in the literature. Furthermore, the use of Bayesian methods within health technology assessment has been shown to be of particular value in the dynamic framework of technology appraisal when new information becomes available in the life cycle of technologies. In this study, we set out a methodology to adapt these methods for their application to directly support investment decisions in a commercial setting from early stages of the development of new medical devices. Starting with relatively simple analysis from the very early development phase and proceeding to greater depth of analysis at later stages, a Bayesian approach facilitates the incorporation of all available evidence and would help companies to make better informed choices at each decision point.

  10. Using Spline Regression in Semi-Parametric Stochastic Frontier Analysis: An Application to Polish Dairy Farms

    DEFF Research Database (Denmark)

    Czekaj, Tomasz Gerard; Henningsen, Arne

    The estimation of the technical efficiency comprises a vast literature in the field of applied production economics. There are two predominant approaches: the non-parametric and non-stochastic Data Envelopment Analysis (DEA) and the parametric Stochastic Frontier Analysis (SFA). The DEA...... of specifying an unsuitable functional form and thus, model misspecification and biased parameter estimates. Given these problems of the DEA and the SFA, Fan, Li and Weersink (1996) proposed a semi-parametric stochastic frontier model that estimates the production function (frontier) by non-parametric......), Kumbhakar et al. (2007), and Henningsen and Kumbhakar (2009). The aim of this paper and its main contribution to the existing literature is the estimation semi-parametric stochastic frontier models using a different non-parametric estimation technique: spline regression (Ma et al. 2011). We apply...

  11. Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration

    DEFF Research Database (Denmark)

    Nielsen, Morten Ø.; Frederiksen, Per Houmann

    2005-01-01

    In this paper we compare through Monte Carlo simulations the finite sample properties of estimators of the fractional differencing parameter, d. This involves frequency domain, time domain, and wavelet based approaches, and we consider both parametric and semiparametric estimation methods....... The estimators are briefly introduced and compared, and the criteria adopted for measuring finite sample performance are bias and root mean squared error. Most importantly, the simulations reveal that (1) the frequency domain maximum likelihood procedure is superior to the time domain parametric methods, (2) all...... the estimators are fairly robust to conditionally heteroscedastic errors, (3) the local polynomial Whittle and bias-reduced log-periodogram regression estimators are shown to be more robust to short-run dynamics than other semiparametric (frequency domain and wavelet) estimators and in some cases even outperform...

  12. Efficient Estimation for Semiparametric Varying Coefficient Partially Linear Regression Models with Current Status Data

    Institute of Scientific and Technical Information of China (English)

    Tao Hu; Heng-jian Cui; Xing-wei Tong

    2009-01-01

    This article considers a semiparametric varying-coefficient partially linear regression model with current status data. The semiparametric varying-coefficient partially linear regression model which is a gen-eralization of the partially linear regression model and varying-coefficient regression model that allows one to explore the possibly nonlinear effect of a certain covariate on the response variable. A Sieve maximum likelihood estimation method is proposed and the asymptotic properties of the proposed estimators are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. The convergence rate of the estima-tor for the unknown smooth function is obtained and the estimator for the unknown parameter is shown to be asymptotically efficient and normally distributed. Simulation studies are conducted to examine the small-sample properties of the proposed estimates and a real dataset is used to illustrate our approach.

  13. Introduction to Bayesian statistics

    CERN Document Server

    Bolstad, William M

    2017-01-01

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

  14. Bayesian Compressive Sensing Approaches for Direction of Arrival Estimation With Mutual Coupling Effects

    Science.gov (United States)

    Hawes, Matthew; Mihaylova, Lyudmila; Septier, Francois; Godsill, Simon

    2017-03-01

    The problem of estimating the dynamic direction of arrival of far field signals impinging on a uniform linear array, with mutual coupling effects, is addressed. This work proposes two novel approaches able to provide accurate solutions, including at the endfire regions of the array. Firstly, a Bayesian compressive sensing Kalman filter is developed, which accounts for the predicted estimated signals rather than using the traditional sparse prior. The posterior probability density function of the received source signals and the expression for the related marginal likelihood function are derived theoretically. Next, a Gibbs sampling based approach with indicator variables in the sparsity prior is developed. This allows sparsity to be explicitly enforced in different ways, including when an angle is too far from the previous estimate. The proposed approaches are validated and evaluated over different test scenarios and compared to the traditional relevance vector machine based method. An improved accuracy in terms of average root mean square error values is achieved (up to 73.39% for the modified relevance vector machine based approach and 86.36% for the Gibbs sampling based approach). The proposed approaches prove to be particularly useful for direction of arrival estimation when the angle of arrival moves into the endfire region of the array.

  15. A Bayesian Approach for Apparent Inter-plate Coupling in the Central Andes Subduction Zone

    Science.gov (United States)

    Ortega Culaciati, F. H.; Simons, M.; Genrich, J. F.; Galetzka, J.; Comte, D.; Glass, B.; Leiva, C.; Gonzalez, G.; Norabuena, E. O.

    2010-12-01

    We aim to characterize the extent of apparent plate coupling on the subduction zone megathrust with the eventual goal of understanding spatial variations of fault zone rheology, inferring relationships between apparent coupling and the rupture zone of big earthquakes, as well as the implications for earthquake and tsunami hazard. Unlike previous studies, we approach the problem from a Bayesian perspective, allowing us to completely characterize the model parameter space by searching a posteriori estimates of the range of allowable models instead of seeking a single optimum model. Two important features of the Bayesian approach are the possibility to easily implement any kind of physically plausible a priori information and to perform the inversion without regularization, other than that imposed by the way in which we parameterize the forward model. Adopting a simple kinematic back-slip model and a 3D geometry of the inter-plate contact zone, we can estimate the probability of apparent coupling (Pc) along the plate interface that is consistent with a priori information (e.g., approximate rake of back-slip) and available geodetic measurements. More generally, the Bayesian approach adopted here is applicable to any region and eventually would allow one to evaluate the spatial relationship between various inferred distributions of fault behavior (e.g., seismic rupture, postseismic creep, and apparent interseismic coupling) in a quantifiable manner. We apply this methodology to evaluate the state of apparent inter-seismic coupling in the Chilean-Peruvian subduction margin (12 S - 25 S). As observational constraints, we use previously published horizontal velocities from campaign GPS [Kendrick et al., 2001, 2006] as well as 3 component velocities from a recently established continuous GPS network in the region (CAnTO). We compare results from both joint and independent use of these data sets. We obtain patch like features for Pc with higher values located above 60 km

  16. A Bayesian approach for temporally scaling climate for modeling ecological systems.

    Science.gov (United States)

    Post van der Burg, Max; Anteau, Michael J; McCauley, Lisa A; Wiltermuth, Mark T

    2016-05-01

    With climate change becoming more of concern, many ecologists are including climate variables in their system and statistical models. The Standardized Precipitation Evapotranspiration Index (SPEI) is a drought index that has potential advantages in modeling ecological response variables, including a flexible computation of the index over different timescales. However, little development has been made in terms of the choice of timescale for SPEI. We developed a Bayesian modeling approach for estimating the timescale for SPEI and demonstrated its use in modeling wetland hydrologic dynamics in two different eras (i.e., historical [pre-1970] and contemporary [post-2003]). Our goal was to determine whether differences in climate between the two eras could explain changes in the amount of water in wetlands. Our results showed that wetland water surface areas tended to be larger in wetter conditions, but also changed less in response to climate fluctuations in the contemporary era. We also found that the average timescale parameter was greater in the historical period, compared with the contemporary period. We were not able to determine whether this shift in timescale was due to a change in the timing of wet-dry periods or whether it was due to changes in the way wetlands responded to climate. Our results suggest that perhaps some interaction between climate and hydrologic response may be at work, and further analysis is needed to determine which has a stronger influence. Despite this, we suggest that our modeling approach enabled us to estimate the relevant timescale for SPEI and make inferences from those estimates. Likewise, our approach provides a mechanism for using prior information with future data to assess whether these patterns may continue over time. We suggest that ecologists consider using temporally scalable climate indices in conjunction with Bayesian analysis for assessing the role of climate in ecological systems.

  17. A Bayesian approach for temporally scaling climate for modeling ecological systems

    Science.gov (United States)

    Post van der Burg, Max; Anteau, Michael J.; McCauley, Lisa A.; Wiltermuth, Mark T.

    2016-01-01

    With climate change becoming more of concern, many ecologists are including climate variables in their system and statistical models. The Standardized Precipitation Evapotranspiration Index (SPEI) is a drought index that has potential advantages in modeling ecological response variables, including a flexible computation of the index over different timescales. However, little development has been made in terms of the choice of timescale for SPEI. We developed a Bayesian modeling approach for estimating the timescale for SPEI and demonstrated its use in modeling wetland hydrologic dynamics in two different eras (i.e., historical [pre-1970] and contemporary [post-2003]). Our goal was to determine whether differences in climate between the two eras could explain changes in the amount of water in wetlands. Our results showed that wetland water surface areas tended to be larger in wetter conditions, but also changed less in response to climate fluctuations in the contemporary era. We also found that the average timescale parameter was greater in the historical period, compared with the contemporary period. We were not able to determine whether this shift in timescale was due to a change in the timing of wet–dry periods or whether it was due to changes in the way wetlands responded to climate. Our results suggest that perhaps some interaction between climate and hydrologic response may be at work, and further analysis is needed to determine which has a stronger influence. Despite this, we suggest that our modeling approach enabled us to estimate the relevant timescale for SPEI and make inferences from those estimates. Likewise, our approach provides a mechanism for using prior information with future data to assess whether these patterns may continue over time. We suggest that ecologists consider using temporally scalable climate indices in conjunction with Bayesian analysis for assessing the role of climate in ecological systems.

  18. Multivariate semiparametric spatial methods for imaging data.

    Science.gov (United States)

    Chen, Huaihou; Cao, Guanqun; Cohen, Ronald A

    2017-04-01

    Univariate semiparametric methods are often used in modeling nonlinear age trajectories for imaging data, which may result in efficiency loss and lower power for identifying important age-related effects that exist in the data. As observed in multiple neuroimaging studies, age trajectories show similar nonlinear patterns for the left and right corresponding regions and for the different parts of a big organ such as the corpus callosum. To incorporate the spatial similarity information without assuming spatial smoothness, we propose a multivariate semiparametric regression model with a spatial similarity penalty, which constrains the variation of the age trajectories among similar regions. The proposed method is applicable to both cross-sectional and longitudinal region-level imaging data. We show the asymptotic rates for the bias and covariance functions of the proposed estimator and its asymptotic normality. Our simulation studies demonstrate that by borrowing information from similar regions, the proposed spatial similarity method improves the efficiency remarkably. We apply the proposed method to two neuroimaging data examples. The results reveal that accounting for the spatial similarity leads to more accurate estimators and better functional clustering results for visualizing brain atrophy pattern.Functional clustering; Longitudinal magnetic resonance imaging (MRI); Penalized B-splines; Region of interest (ROI); Spatial penalty.

  19. Semiparametric Quantile Modelling of Hierarchical Data

    Institute of Scientific and Technical Information of China (English)

    Mao Zai TIAN; Man Lai TANG; Ping Shing CHAN

    2009-01-01

    The classic hierarchical linear model formulation provides a considerable flexibility for modelling the random effects structure and a powerful tool for analyzing nested data that arise in various areas such as biology, economics and education. However, it assumes the within-group errors to be independently and identically distributed (i.i.d.) and models at all levels to be linear. Most importantly, traditional hierarchical models (just like other ordinary mean regression methods) cannot characterize the entire conditional distribution of a dependent variable given a set of covariates and fail to yield robust estimators. In this article, we relax the aforementioned and normality assumptions, and develop a so-called Hierarchical Semiparametric Quantile Regression Models in which the within-group errors could be heteroscedastic and models at some levels are allowed to be nonparametric. We present the ideas with a 2-level model. The level-l model is specified as a nonparametric model whereas level-2 model is set as a parametric model. Under the proposed semiparametric setting the vector of partial derivatives of the nonparametric function in level-1 becomes the response variable vector in level 2. The proposed method allows us to model the fixed effects in the innermost level (i.e., level 2) as a function of the covariates instead of a constant effect. We outline some mild regularity conditions required for convergence and asymptotic normality for our estimators. We illustrate our methodology with a real hierarchical data set from a laboratory study and some simulation studies.

  20. Characterization of a Saccharomyces cerevisiae fermentation process for production of a therapeutic recombinant protein using a multivariate Bayesian approach.

    Science.gov (United States)

    Fu, Zhibiao; Baker, Daniel; Cheng, Aili; Leighton, Julie; Appelbaum, Edward; Aon, Juan

    2016-05-01

    The principle of quality by design (QbD) has been widely applied to biopharmaceutical manufacturing processes. Process characterization is an essential step to implement the QbD concept to establish the design space and to define the proven acceptable ranges (PAR) for critical process parameters (CPPs). In this study, we present characterization of a Saccharomyces cerevisiae fermentation process using risk assessment analysis, statistical design of experiments (DoE), and the multivariate Bayesian predictive approach. The critical quality attributes (CQAs) and CPPs were identified with a risk assessment. The statistical model for each attribute was established using the results from the DoE study with consideration given to interactions between CPPs. Both the conventional overlapping contour plot and the multivariate Bayesian predictive approaches were used to establish the region of process operating conditions where all attributes met their specifications simultaneously. The quantitative Bayesian predictive approach was chosen to define the PARs for the CPPs, which apply to the manufacturing control strategy. Experience from the 10,000 L manufacturing scale process validation, including 64 continued process verification batches, indicates that the CPPs remain under a state of control and within the established PARs. The end product quality attributes were within their drug substance specifications. The probability generated with the Bayesian approach was also used as a tool to assess CPP deviations. This approach can be extended to develop other production process characterization and quantify a reliable operating region. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:799-812, 2016.

  1. A Bayesian Approach Accounting for Stochastic Fluctuations in Stellar Cluster Properties

    CERN Document Server

    Fouesneau, M

    2009-01-01

    The integrated spectro-photometric properties of star clusters are subject to large cluster-to-cluster variations. They are distributed in non trivial ways around the average properties predicted by standard population synthesis models. This results from the stochastic mass distribution of the finite (small) number of luminous stars in each cluster, stars which may be either particularly blue or particularly red. The color distributions are broad and usually far from Gaussian, especially for young and intermediate age clusters, as found in interacting galaxies. When photometric measurements of clusters are used to estimate ages and masses in conjunction with standard models, biases are to be expected. We present a Bayesian approach that explicitly accounts for stochasticity when estimating ages and masses of star clusters that cannot be resolved into stars. Based on Monte-Carlo simulations, we are starting to explore the probability distributions of star cluster properties obtained given a set of multi-wavele...

  2. A Bayesian approach to age estimation in modern Americans from the clavicle.

    Science.gov (United States)

    Langley-Shirley, Natalie; Jantz, Richard L

    2010-05-01

    Clavicles from 1289 individuals from cohorts spanning the 20th century were scored with two scoring systems. Transition analysis and Bayesian statistics were used to obtain robust age ranges that are less sensitive to the effects of age mimicry and developmental outliers than age ranges obtained using a percentile approach. Observer error tests showed that a simple three-phase scoring system proved the least subjective, while retaining accuracy levels. Additionally, significant sexual dimorphism was detected in the onset of fusion, with women commencing fusion at least a year earlier than men (women transition to fusion at approximately 15 years of age and men at 16 years). Significant secular trends were apparent in the onset of skeletal maturation, with modern Americans transitioning to fusion approximately 4 years earlier than early 20th century Americans and 3.5 years earlier than Korean War era Americans. These results underscore the importance of using modern standards to estimate age in modern individuals.

  3. a Bayesian Approach for Calibration of Trmm 3B42 Over North Amazonia

    Science.gov (United States)

    Linguet, L.; Marie-Joseph, I.; Becker, M.; Seyler, F.

    2013-12-01

    Northern Amazonian regions experience extremes conditions like floods and droughts. These regions are also characterized by the limited spatial coverage of ground based rain gauges, and unavailability of real-time rainfall data. Satellite-based rainfall estimates (SRE) may be one of the best and appropriate approaches in detecting rainfall distribution. However SRE data need specific calibration and validation for use in flood and drought monitoring activities. This study aimed to calibrate of TRMM 3B42 RT rainfall products over northern Amazonia with a Bayesian filtering approach [1] [2]. The study area is located north of the Amazon River and includes the three Guianas and northern states of Brazil. A set of daily satellite rainfall products with spatial resolution of 0.25°x0.25° (TRMM 3B42 RT) from the year 2000 to 2010 has been selected. Ground reference data are located in French Guiana (27 ground stations from French national meteorological agency) and in the northern Brazilian states (70 ground stations from Brazilian Agência Nacional de Aguas). A lot of bias-adjustment methods rely on computing the difference between satellite and gauge-based precipitation [3] [4]. In this study we defend the idea that an inverse approach based on sequential Monte Carlo filtering helps to calibrate of TRMM 3B42 RT rainfall products. The developed method combines a model of the rainfall process at rain gauge locations with a stochastic observation model based on the joint distribution between ground reference data of the state variable (rainfall data) and the observed satellite data. 50% of the total ground based rainfall measurements were used for the joint distribution and the remaining 50% were used for validation purposes. Validation of the method has been done by comparing the corrected satellite data against independent observed data from rain gauges using the standard verification techniques: mean bias error, root mean square error, and correlation coefficient

  4. A Bayesian approach to quantifying uncertainty from experimental noise in DEER spectroscopy

    Science.gov (United States)

    Edwards, Thomas H.; Stoll, Stefan

    2016-09-01

    Double Electron-Electron Resonance (DEER) spectroscopy is a solid-state pulse Electron Paramagnetic Resonance (EPR) experiment that measures distances between unpaired electrons, most commonly between protein-bound spin labels separated by 1.5-8 nm. From the experimental data, a distance distribution P (r) is extracted using Tikhonov regularization. The disadvantage of this method is that it does not directly provide error bars for the resulting P (r) , rendering correct interpretation difficult. Here we introduce a Bayesian statistical approach that quantifies uncertainty in P (r) arising from noise and numerical regularization. This method provides credible intervals (error bars) of P (r) at each r . This allows practitioners to answer whether or not small features are significant, whether or not apparent shoulders are significant, and whether or not two distance distributions are significantly different from each other. In addition, the method quantifies uncertainty in the regularization parameter.

  5. An efficient multiple particle filter based on the variational Bayesian approach

    KAUST Repository

    Ait-El-Fquih, Boujemaa

    2015-12-07

    This paper addresses the filtering problem in large-dimensional systems, in which conventional particle filters (PFs) remain computationally prohibitive owing to the large number of particles needed to obtain reasonable performances. To overcome this drawback, a class of multiple particle filters (MPFs) has been recently introduced in which the state-space is split into low-dimensional subspaces, and then a separate PF is applied to each subspace. In this paper, we adopt the variational Bayesian (VB) approach to propose a new MPF, the VBMPF. The proposed filter is computationally more efficient since the propagation of each particle requires generating one (new) particle only, while in the standard MPFs a set of (children) particles needs to be generated. In a numerical test, the proposed VBMPF behaves better than the PF and MPF.

  6. Posterior Consistency of the Bayesian Approach to Linear Ill-Posed Inverse Problems

    CERN Document Server

    Agapiou, Sergios; Stuart, Andrew M

    2012-01-01

    We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting, with Gaussian prior and noise distribution. A method of identifying the posterior distribution using its precision operator is presented. Working with the unbounded precision operator enables us to use partial differential equations (PDE) methodology to study posterior consistency in a frequentist sense, and in particular to obtain rates of contraction of the posterior distribution to a Dirac measure centered on the true solution. We show how these rates may be optimized by a choice of the scale parameter in the prior covariance operator. Our methods assume a relatively weak relation between the prior covariance operator, the forward operator and the noise covariance operator; more precisely, we assume that appropriate powers of these operators induce equivalent norms. We compare our results to known minimax rates of convergence in the case where the forward operator and the prior and noi...

  7. Kepler Presearch Data Conditioning II - A Bayesian Approach to Systematic Error Correction

    CERN Document Server

    Smith, Jeffrey C; Van Cleve, Jeffrey E; Jenkins, Jon M; Barclay, Thomas S; Fanelli, Michael N; Girouard, Forrest R; Kolodziejczak, Jeffery J; McCauliff, Sean D; Morris, Robert L; Twicken, Joseph D

    2012-01-01

    With the unprecedented photometric precision of the Kepler Spacecraft, significant systematic and stochastic errors on transit signal levels are observable in the Kepler photometric data. These errors, which include discontinuities, outliers, systematic trends and other instrumental signatures, obscure astrophysical signals. The Presearch Data Conditioning (PDC) module of the Kepler data analysis pipeline tries to remove these errors while preserving planet transits and other astrophysically interesting signals. The completely new noise and stellar variability regime observed in Kepler data poses a significant problem to standard cotrending methods such as SYSREM and TFA. Variable stars are often of particular astrophysical interest so the preservation of their signals is of significant importance to the astrophysical community. We present a Bayesian Maximum A Posteriori (MAP) approach where a subset of highly correlated and quiet stars is used to generate a cotrending basis vector set which is in turn used t...

  8. A Bayesian Approach to the Orientations of Central Alentejo Megalithic Enclosures

    Science.gov (United States)

    Pimenta, Fernando; Tirapicos, Luís; Smith, Andrew

    2009-12-01

    In this work we have conducted a study on the orientations in the landscape of twelve megalithic enclosures in the Alentejo region of southern Portugal. Some of these sites date back to the sixth or fifth millennium B.C. and are among the oldest stone enclosures in Europe. The results of the survey show a pattern toward eastern rising orientations. We used dedicated GIS software from one of the authors to produce horizon profiles and applied a statistical Bayesian approach in an attempt to check how the data would fit to different models. In particular, we tested our results for a possible ritual interest in the Autumn or Harvest Full Moon and discuss previous studies by Michael Hoskin and colleges on the orientations of seven stone dolmens of this area that have shown the existence of a possible custom for an orientation toward the sunrise.

  9. Spectro-photometric distances to stars: a general-purpose Bayesian approach

    CERN Document Server

    Santiago, Basílio X; Anders, Friedrich; Chiappini, Cristina; Girardi, Léo; Rocha-Pinto, Helio J; Balbinot, Eduardo; da Costa, Luiz N; Maia, Marcio A G; Schultheis, Mathias; Steinmetz, Matthias; Miglio, Andrea; Montalbán, Josefina; Schneider, Donald P; Beers, Timothy C; Frinchaboy, Peter M; Lee, Young Sun; Zasowski, Gail

    2016-01-01

    We have developed a procedure that estimates distances to stars using measured spectroscopic and photometric quantities. It employs a Bayesian approach to build the probability distribution function over stellar evolutionary models given the data, delivering estimates of expected distance for each star individually. Our method provides several alternative distance estimates for each star in the output, along with their associated uncertainties. The code was first tested on simulations, successfully recovering input distances to mock stars with errors that scale with the uncertainties in the adopted spectro-photometric parameters, as expected. The code was then validated by comparing our distance estimates to parallax measurements from the Hipparcos mission for nearby stars (< 60 pc), to asteroseismic distances of CoRoT red giant stars, and to known distances of well-studied open and globular clusters. The photometric data of these reference samples cover both the optical and near infra-red wavelengths. The...

  10. Applying a Bayesian Approach to Identification of Orthotropic Elastic Constants from Full Field Displacement Measurements

    Science.gov (United States)

    Gogu, C.; Yin, W.; Haftka, R.; Ifju, P.; Molimard, J.; Le Riche, R.; Vautrin, A.

    2010-06-01

    A major challenge in the identification of material properties is handling different sources of uncertainty in the experiment and the modelling of the experiment for estimating the resulting uncertainty in the identified properties. Numerous improvements in identification methods have provided increasingly accurate estimates of various material properties. However, characterizing the uncertainty in the identified properties is still relatively crude. Different material properties obtained from a single test are not obtained with the same confidence. Typically the highest uncertainty is associated with respect to properties to which the experiment is the most insensitive. In addition, the uncertainty in different properties can be strongly correlated, so that obtaining only variance estimates may be misleading. A possible approach for handling the different sources of uncertainty and estimating the uncertainty in the identified properties is the Bayesian method. This method was introduced in the late 1970s in the context of identification [1] and has been applied since to different problems, notably identification of elastic constants from plate vibration experiments [2]-[4]. The applications of the method to these classical pointwise tests involved only a small number of measurements (typically ten natural frequencies in the previously cited vibration test) which facilitated the application of the Bayesian approach. For identifying elastic constants, full field strain or displacement measurements provide a high number of measured quantities (one measurement per image pixel) and hence a promise of smaller uncertainties in the properties. However, the high number of measurements represents also a major computational challenge in applying the Bayesian approach to full field measurements. To address this challenge we propose an approach based on the proper orthogonal decomposition (POD) of the full fields in order to drastically reduce their dimensionality. POD is

  11. Applying a Bayesian Approach to Identification of Orthotropic Elastic Constants from Full Field Displacement Measurements

    Directory of Open Access Journals (Sweden)

    Le Riche R.

    2010-06-01

    Full Text Available A major challenge in the identification of material properties is handling different sources of uncertainty in the experiment and the modelling of the experiment for estimating the resulting uncertainty in the identified properties. Numerous improvements in identification methods have provided increasingly accurate estimates of various material properties. However, characterizing the uncertainty in the identified properties is still relatively crude. Different material properties obtained from a single test are not obtained with the same confidence. Typically the highest uncertainty is associated with respect to properties to which the experiment is the most insensitive. In addition, the uncertainty in different properties can be strongly correlated, so that obtaining only variance estimates may be misleading. A possible approach for handling the different sources of uncertainty and estimating the uncertainty in the identified properties is the Bayesian method. This method was introduced in the late 1970s in the context of identification [1] and has been applied since to different problems, notably identification of elastic constants from plate vibration experiments [2]-[4]. The applications of the method to these classical pointwise tests involved only a small number of measurements (typically ten natural frequencies in the previously cited vibration test which facilitated the application of the Bayesian approach. For identifying elastic constants, full field strain or displacement measurements provide a high number of measured quantities (one measurement per image pixel and hence a promise of smaller uncertainties in the properties. However, the high number of measurements represents also a major computational challenge in applying the Bayesian approach to full field measurements. To address this challenge we propose an approach based on the proper orthogonal decomposition (POD of the full fields in order to drastically reduce their

  12. Faculty Development for Fostering Clinical Reasoning Skills in Early Medical Students Using a Modified Bayesian Approach.

    Science.gov (United States)

    Addy, Tracie Marcella; Hafler, Janet; Galerneau, France

    2016-01-01

    Clinical reasoning is a necessary skill for medical students to acquire in the course of their education, and there is evidence that they can start this process at the undergraduate level. However, physician educators who are experts in their given fields may have difficulty conveying their complex thought processes to students. Providing faculty development that equips educators with tools to teach clinical reasoning may support skill development in early medical students. We provided faculty development on a modified Bayesian method of teaching clinical reasoning to clinician educators who facilitated small-group, case-based workshops with 2nd-year medical students. We interviewed them before and after the module regarding their perceptions on teaching clinical reasoning. We solicited feedback from the students about the effectiveness of the method in developing their clinical reasoning skills. We carried out this project during an institutional curriculum rebuild where clinical reasoning was a defined goal. At the time of the intervention, there was also increased involvement of the Teaching and Learning Center in elevating the status of teaching and learning. There was high overall satisfaction with the faculty development program. Both the faculty and the students described the modified Bayesian approach as effective in fostering the development of clinical reasoning skills. Through this work, we learned how to form a beneficial partnership between a clinician educator and Teaching and Learning Center to promote faculty development on a clinical reasoning teaching method for early medical students. We uncovered challenges faced by both faculty and early learners in this study. We observed that our faculty chose to utilize the method of teaching clinical reasoning in a variety of manners in the classroom. Despite obstacles and differing approaches utilized, we believe that this model can be emulated at other institutions to foster the development of clinical

  13. A Bayesian network approach for modeling local failure in lung cancer

    Energy Technology Data Exchange (ETDEWEB)

    Oh, Jung Hun; Craft, Jeffrey; Al Lozi, Rawan; Vaidya, Manushka; Meng, Yifan; Deasy, Joseph O; Bradley, Jeffrey D; El Naqa, Issam, E-mail: elnaqa@wustl.edu [Department of Radiation Oncology, Mallinckrodt Institute of Radiology, Washington University School of Medicine, MO 63110 (United States)

    2011-03-21

    Locally advanced non-small cell lung cancer (NSCLC) patients suffer from a high local failure rate following radiotherapy. Despite many efforts to develop new dose-volume models for early detection of tumor local failure, there was no reported significant improvement in their application prospectively. Based on recent studies of biomarker proteins' role in hypoxia and inflammation in predicting tumor response to radiotherapy, we hypothesize that combining physical and biological factors with a suitable framework could improve the overall prediction. To test this hypothesis, we propose a graphical Bayesian network framework for predicting local failure in lung cancer. The proposed approach was tested using two different datasets of locally advanced NSCLC patients treated with radiotherapy. The first dataset was collected retrospectively, which comprises clinical and dosimetric variables only. The second dataset was collected prospectively in which in addition to clinical and dosimetric information, blood was drawn from the patients at various time points to extract candidate biomarkers as well. Our preliminary results show that the proposed method can be used as an efficient method to develop predictive models of local failure in these patients and to interpret relationships among the different variables in the models. We also demonstrate the potential use of heterogeneous physical and biological variables to improve the model prediction. With the first dataset, we achieved better performance compared with competing Bayesian-based classifiers. With the second dataset, the combined model had a slightly higher performance compared to individual physical and biological models, with the biological variables making the largest contribution. Our preliminary results highlight the potential of the proposed integrated approach for predicting post-radiotherapy local failure in NSCLC patients.

  14. Rigorous Approach in Investigation of Seismic Structure and Source Characteristicsin Northeast Asia: Hierarchical and Trans-dimensional Bayesian Inversion

    Science.gov (United States)

    Mustac, M.; Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.; Ford, S. R.; Sebastian, N.

    2015-12-01

    Conventional approaches to inverse problems suffer from non-linearity and non-uniqueness in estimations of seismic structures and source properties. Estimated results and associated uncertainties are often biased by applied regularizations and additional constraints, which are commonly introduced to solve such problems. Bayesian methods, however, provide statistically meaningful estimations of models and their uncertainties constrained by data information. In addition, hierarchical and trans-dimensional (trans-D) techniques are inherently implemented in the Bayesian framework to account for involved error statistics and model parameterizations, and, in turn, allow more rigorous estimations of the same. Here, we apply Bayesian methods throughout the entire inference process to estimate seismic structures and source properties in Northeast Asia including east China, the Korean peninsula, and the Japanese islands. Ambient noise analysis is first performed to obtain a base three-dimensional (3-D) heterogeneity model using continuous broadband waveforms from more than 300 stations. As for the tomography of surface wave group and phase velocities in the 5-70 s band, we adopt a hierarchical and trans-D Bayesian inversion method using Voronoi partition. The 3-D heterogeneity model is further improved by joint inversions of teleseismic receiver functions and dispersion data using a newly developed high-efficiency Bayesian technique. The obtained model is subsequently used to prepare 3-D structural Green's functions for the source characterization. A hierarchical Bayesian method for point source inversion using regional complete waveform data is applied to selected events from the region. The seismic structure and source characteristics with rigorously estimated uncertainties from the novel Bayesian methods provide enhanced monitoring and discrimination of seismic events in northeast Asia.

  15. Bayesian data analysis

    CERN Document Server

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

    2013-01-01

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

  16. What would judgment and decision making research be like if we took a Bayesian approach to hypothesis testing?

    Directory of Open Access Journals (Sweden)

    William J. Matthews

    2011-12-01

    Full Text Available Judgment and decision making research overwhelmingly uses null hypothesis significance testing as the basis for statistical inference. This article examines an alternative, Bayesian approach which emphasizes the choice between two competing hypotheses and quantifies the balance of evidence provided by the data---one consequence of which is that experimental results may be taken to strongly favour the null hypothesis. We apply a recently-developed ``Bayesian $t$-test'' to existing studies of the anchoring effect in judgment, and examine how the change in approach affects both the tone of hypothesis testing and the substantive conclusions that one draws. We compare the Bayesian approach with Fisherian and Neyman-Pearson testing, examining its relationship to conventional $p$-values, the influence of effect size, and the importance of prior beliefs about the likely state of nature. The results give a sense of how Bayesian hypothesis testing might be applied to judgment and decision making research, and of both the advantages and challenges that a shift to this approach would entail.

  17. Psychological Needs, Engagement, and Work Intentions: A Bayesian Multi-Measurement Mediation Approach and Implications for HRD

    Science.gov (United States)

    Shuck, Brad; Zigarmi, Drea; Owen, Jesse

    2015-01-01

    Purpose: The purpose of this study was to empirically examine the utility of self-determination theory (SDT) within the engagement-performance linkage. Design/methodology/approach: Bayesian multi-measurement mediation modeling was used to estimate the relation between SDT, engagement and a proxy measure of performance (e.g. work intentions) (N =…

  18. A Bayesian approach to combine Landsat and ALOS PALSAR time series for near real-time deforestation detection

    NARCIS (Netherlands)

    Reiche, J.; Bruin, de S.; Hoekman, D.H.; Verbesselt, J.; Herold, M.

    2015-01-01

    To address the need for timely information on newly deforested areas at medium resolution scale, we introduce a Bayesian approach to combine SAR and optical time series for near real-time deforestation detection. Once a new image of either of the input time series is available, the conditional proba

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

    Science.gov (United States)

    Phoong, Seuk-Yen; Ismail, Mohd Tahir

    2014-07-01

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

  20. A Bayesian Developmental Approach to Robotic Goal-Based Imitation Learning.

    Directory of Open Access Journals (Sweden)

    Michael Jae-Yoon Chung

    Full Text Available A fundamental challenge in robotics today is building robots that can learn new skills by observing humans and imitating human actions. We propose a new Bayesian approach to robotic learning by imitation inspired by the developmental hypothesis that children use self-experience to bootstrap the process of intention recognition and goal-based imitation. Our approach allows an autonomous agent to: (i learn probabilistic models of actions through self-discovery and experience, (ii utilize these learned models for inferring the goals of human actions, and (iii perform goal-based imitation for robotic learning and human-robot collaboration. Such an approach allows a robot to leverage its increasing repertoire of learned behaviors to interpret increasingly complex human actions and use the inferred goals for imitation, even when the robot has very different actuators from humans. We demonstrate our approach using two different scenarios: (i a simulated robot that learns human-like gaze following behavior, and (ii a robot that learns to imitate human actions in a tabletop organization task. In both cases, the agent learns a probabilistic model of its own actions, and uses this model for goal inference and goal-based imitation. We also show that the robotic agent can use its probabilistic model to seek human assistance when it recognizes that its inferred actions are too uncertain, risky, or impossible to perform, thereby opening the door to human-robot collaboration.

  1. The Bayesian approximation error approach for electrical impedance tomography—experimental results

    Science.gov (United States)

    Nissinen, A.; Heikkinen, L. M.; Kaipio, J. P.

    2008-01-01

    Inverse problems can be characterized as problems that tolerate measurement and modelling errors poorly. While the measurement error issue has been widely considered as a solved problem, the modelling errors have remained largely untreated. The approximation and modelling errors can, however, be argued to dominate the measurement errors in most applications. There are several applications in which the temporal and memory requirements dictate that the computational complexity of the forward solver be radically reduced. For example, in process tomography the reconstructions have to be carried out typically in a few tens of milliseconds. Recently, a Bayesian approach for the treatment of approximation and modelling errors for inverse problems has been proposed. This approach has proven to work well in several classes of problems, but the approach has not been verified in any problem with real data. In this paper, we study two different types of modelling errors in the case of electrical impedance tomography: one related to model reduction and one concerning partially unknown geometry. We show that the approach is also feasible in practice and may facilitate the reduction of the computational complexity of the nonlinear EIT problem at least by an order of magnitude.

  2. Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes

    CERN Document Server

    Bickel, David R

    2011-01-01

    In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to be more cautious than Bayesians. The proposed framework defines that attitude in terms of a specified amount of caution, thereby enabling data analysis at the level of caution desired and on the basis of any prior information. The caution parameter represents the attitude toward partial prior information in much the same way as a loss function represents the attitude toward risk. When there is very little prior information and nonzero caution, the resulting inferences correspond to those of the candidate confidence intervals and p-values that are most similar to the credible intervals and hypothesis probabilities of the specified Bayesian posterior. On the other hand, in the presence of a known physical distribution of the parameter, inferences are based only on the corres...

  3. Bayesian Recovery of Clipped OFDM Signals: A Receiver-based Approach

    KAUST Repository

    Al-Rabah, Abdullatif R.

    2013-05-01

    Recently, orthogonal frequency-division multiplexing (OFDM) has been adopted for high-speed wireless communications due to its robustness against multipath fading. However, one of the main fundamental drawbacks of OFDM systems is the high peak-to-average-power ratio (PAPR). Several techniques have been proposed for PAPR reduction. Most of these techniques require transmitter-based (pre-compensated) processing. On the other hand, receiver-based alternatives would save the power and reduce the transmitter complexity. By keeping this in mind, a possible approach is to limit the amplitude of the OFDM signal to a predetermined threshold and equivalently a sparse clipping signal is added. Then, estimating this clipping signal at the receiver to recover the original signal. In this work, we propose a Bayesian receiver-based low-complexity clipping signal recovery method for PAPR reduction. The method is able to i) effectively reduce the PAPR via simple clipping scheme at the transmitter side, ii) use Bayesian recovery algorithm to reconstruct the clipping signal at the receiver side by measuring part of subcarriers, iii) perform well in the absence of statistical information about the signal (e.g. clipping level) and the noise (e.g. noise variance), and at the same time iv is energy efficient due to its low complexity. Specifically, the proposed recovery technique is implemented in data-aided based. The data-aided method collects clipping information by measuring reliable 
data subcarriers, thus makes full use of spectrum for data transmission without the need for tone reservation. The study is extended further to discuss how to improve the recovery of the clipping signal utilizing some features of practical OFDM systems i.e., the oversampling and the presence of multiple receivers. Simulation results demonstrate the superiority of the proposed technique over other recovery algorithms. The overall objective is to show that the receiver-based Bayesian technique is highly

  4. On merging rainfall data from diverse sources using a Bayesian approach

    Science.gov (United States)

    Bhattacharya, Biswa; Tarekegn, Tegegne

    2014-05-01

    Numerous studies have presented comparison of satellite rainfall products, such as from Tropical Rainfall Measuring Mission (TRMM), with rain gauge data and have concluded, in general, that the two sources of data are comparable at suitable space and time scales. The comparison is not a straightforward one as they employ different measurement techniques and are dependent on very different space-time scales of measurements. The number of available gauges in a catchment also influences the comparability and thus adds to the complexity. The TRMM rainfall data also has been directly used in hydrological modelling. As the space-time scale reduces so does the accuracy of these models. It seems that combining the two sources of rainfall data, or more sources of rainfall data, can enormously benefit hydrological studies. Various rainfall data, due to the differences in their space-time structure, contains information about the spatio-temporal distribution of rainfall, which is not available to a single source of data. In order to harness this benefit we have developed a method of merging these two (or more) rainfall products under the framework of Bayesian Data Fusion (BDF) principle. By applying this principle the rainfall data from the various sources can be combined to a single time series of rainfall data. The usefulness of the approach has been explored in a case study on Lake Tana Basin of Upper Blue Nile Basin in Ethiopia. A 'leave one rain gauge out' cross validation technique was employed for evaluating the accuracy of the rainfall time series with rainfall interpolated from rain gauge data using Inverse Distance Weighting (referred to as IDW), TRMM and the fused data (BDF). The result showed that BDF prediction was better compared to the TRMM and IDW. Further evaluation of the three rainfall estimates was done by evaluating the capability in predicting observed stream flow using a lumped conceptual rainfall-runoff model using NAM. Visual inspection of the

  5. Quantifying veterinarians' beliefs on disease control and exploring the effect of new evidence: a Bayesian approach.

    Science.gov (United States)

    Higgins, H M; Huxley, J N; Wapenaar, W; Green, M J

    2014-01-01

    The clinical beliefs (expectations and demands) of veterinarians regarding herd-level strategies to control mastitis, lameness, and Johne's disease were quantified in a numerical format; 94 veterinarians working in England (UK) were randomly selected and, during interviews, a statistical technique called probabilistic elicitation was used to capture their clinical expectations as probability distributions. The results revealed that markedly different clinical expectations existed for all 3 diseases, and many pairs of veterinarians had expectations with nonoverlapping 95% Bayesian credible intervals. For example, for a 3-yr lameness intervention, the most pessimistic veterinarian was centered at an 11% population mean reduction in lameness prevalence (95% credible interval: 0-21%); the most enthusiastic veterinarian was centered at a 58% reduction (95% credible interval: 38-78%). This suggests that a major change in beliefs would be required to achieve clinical agreement. Veterinarians' clinical expectations were used as priors in Bayesian models where they were combined with synthetic data (from randomized clinical trials of different sizes) to explore the effect of new evidence on current clinical opinion. The mathematical models make predictions based on the assumption that veterinarians will update their beliefs logically. For example, for the lameness intervention, a 200-farm clinical trial that estimated a 30% mean reduction in lameness prevalence was predicted to be reasonably convincing to the most pessimist veterinarian; that is, in light of this data, they were predicted to believe there would be a 0.92 probability of exceeding the median clinical demand of this sample of veterinarians, which was a 20% mean reduction in lameness. Currently, controversy exists over the extent to which veterinarians update their beliefs logically, and further research on this is needed. This study has demonstrated that probabilistic elicitation and a Bayesian framework are

  6. Quantifying veterinarians’ beliefs on disease control and exploring the effect of new evidence: A Bayesian approach

    Science.gov (United States)

    Higgins, H. M.; Huxley, J. N.; Wapenaar, W.; Green, M.J.

    2017-01-01

    The clinical beliefs (expectations and demands) of veterinarians regarding herd-level strategies to control mastitis, lameness and Johne’s disease were quantified in a numerical format; 94 veterinarians working in England (UK) were randomly selected and during interviews, a statistical technique called ‘probabilistic elicitation’ was used to capture their clinical expectations as probability distributions. The results revealed that markedly different clinical expectations existed for all 3 diseases, and many pairs of veterinarians had expectations with non-overlapping 95% Bayesian credible intervals; for example, for a 3 yr lameness intervention, the most pessimistic veterinarian was centred at an 11% population mean reduction in lameness prevalence (95% credible interval: 0-21%); the most enthusiastic veterinarian was centred at a 58% reduction (95% credible interval: 38-78%). This suggests that a major change in beliefs would be required to achieve clinical agreement. The veterinarians’ clinical expectations were used as priors in Bayesian models where they were combined with synthetic data (from randomized clinical trials of different sizes) in order to explore the impact of new evidence on current clinical opinion. The mathematical models make predictions based on the assumption that veterinarians will update their beliefs logically. For example, for the lameness intervention, a 200 farm clinical trial that estimated a 30% mean reduction in lameness prevalence was predicted to be reasonably convincing to the most pessimist veterinarian; i.e. in light of this data, they were predicted to believe there would be a 0.92 probability of exceeding the median clinical demand of this sample of veterinarians, which was a 20% mean reduction in lameness. Currently controversy exists over the extent to which veterinarians update their beliefs logically, and further research on this is needed. This study has demonstrated that probabilistic elicitation and a Bayesian

  7. Bayesian SPLDA

    OpenAIRE

    Villalba, Jesús

    2015-01-01

    In this document we are going to derive the equations needed to implement a Variational Bayes estimation of the parameters of the simplified probabilistic linear discriminant analysis (SPLDA) model. This can be used to adapt SPLDA from one database to another with few development data or to implement the fully Bayesian recipe. Our approach is similar to Bishop's VB PPCA.

  8. Integration of Multiple Genomic Data Sources in a Bayesian Cox Model for Variable Selection and Prediction.

    Science.gov (United States)

    Treppmann, Tabea; Ickstadt, Katja; Zucknick, Manuela

    2017-01-01

    Bayesian variable selection becomes more and more important in statistical analyses, in particular when performing variable selection in high dimensions. For survival time models and in the presence of genomic data, the state of the art is still quite unexploited. One of the more recent approaches suggests a Bayesian semiparametric proportional hazards model for right censored time-to-event data. We extend this model to directly include variable selection, based on a stochastic search procedure within a Markov chain Monte Carlo sampler for inference. This equips us with an intuitive and flexible approach and provides a way for integrating additional data sources and further extensions. We make use of the possibility of implementing parallel tempering to help improve the mixing of the Markov chains. In our examples, we use this Bayesian approach to integrate copy number variation data into a gene-expression-based survival prediction model. This is achieved by formulating an informed prior based on copy number variation. We perform a simulation study to investigate the model's behavior and prediction performance in different situations before applying it to a dataset of glioblastoma patients and evaluating the biological relevance of the findings.

  9. Gaussian semiparametric estimation of non-stationary time series

    OpenAIRE

    Velasco, Carlos

    1998-01-01

    Generalizing the definition of the memory parameter d in terms of the differentiated series, we showed in Velasco (Non-stationary log-periodogram regression, Forthcoming J. Economet., 1997) that it is possible to estimate consistently the memory of non-stationary processes using methods designed for stationary long-range-dependent time series. In this paper we consider the Gaussian semiparametric estimate analysed by Robinson (Gaussian semiparametric estimation of long range dependence. Ann. ...

  10. Maximum likelihood estimation for semiparametric density ratio model.

    Science.gov (United States)

    Diao, Guoqing; Ning, Jing; Qin, Jing

    2012-06-27

    In the statistical literature, the conditional density model specification is commonly used to study regression effects. One attractive model is the semiparametric density ratio model, under which the conditional density function is the product of an unknown baseline density function and a known parametric function containing the covariate information. This model has a natural connection with generalized linear models and is closely related to biased sampling problems. Despite the attractive features and importance of this model, most existing methods are too restrictive since they are based on multi-sample data or conditional likelihood functions. The conditional likelihood approach can eliminate the unknown baseline density but cannot estimate it. We propose efficient estimation procedures based on the nonparametric likelihood. The nonparametric likelihood approach allows for general forms of covariates and estimates the regression parameters and the baseline density simultaneously. Therefore, the nonparametric likelihood approach is more versatile than the conditional likelihood approach especially when estimation of the conditional mean or other quantities of the outcome is of interest. We show that the nonparametric maximum likelihood estimators are consistent, asymptotically normal, and asymptotically efficient. Simulation studies demonstrate that the proposed methods perform well in practical settings. A real example is used for illustration.

  11. Quantification of uncertainty in flood risk assessment for flood protection planning: a Bayesian approach

    Science.gov (United States)

    Dittes, Beatrice; Špačková, Olga; Ebrahimian, Negin; Kaiser, Maria; Rieger, Wolfgang; Disse, Markus; Straub, Daniel

    2017-04-01

    Flood risk estimates are subject to significant uncertainties, e.g. due to limited records of historic flood events, uncertainty in flood modeling, uncertain impact of climate change or uncertainty in the exposure and loss estimates. In traditional design of flood protection systems, these uncertainties are typically just accounted for implicitly, based on engineering judgment. In the AdaptRisk project, we develop a fully quantitative framework for planning of flood protection systems under current and future uncertainties using quantitative pre-posterior Bayesian decision analysis. In this contribution, we focus on the quantification of the uncertainties and study their relative influence on the flood risk estimate and on the planning of flood protection systems. The following uncertainty components are included using a Bayesian approach: 1) inherent and statistical (i.e. limited record length) uncertainty; 2) climate uncertainty that can be learned from an ensemble of GCM-RCM models; 3) estimates of climate uncertainty components not covered in 2), such as bias correction, incomplete ensemble, local specifics not captured by the GCM-RCM models; 4) uncertainty in the inundation modelling; 5) uncertainty in damage estimation. We also investigate how these uncertainties are possibly reduced in the future when new evidence - such as new climate models, observed extreme events, and socio-economic data - becomes available. Finally, we look into how this new evidence influences the risk assessment and effectivity of flood protection systems. We demonstrate our methodology for a pre-alpine catchment in southern Germany: the Mangfall catchment in Bavaria that includes the city of Rosenheim, which suffered significant losses during the 2013 flood event.

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

    Directory of Open Access Journals (Sweden)

    M. Bagnara

    2014-10-01

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

  13. Bayesian approach to estimate AUC, partition coefficient and drug targeting index for studies with serial sacrifice design.

    Science.gov (United States)

    Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William

    2014-03-01

    The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.

  14. A fuzzy Bayesian network approach to quantify the human behaviour during an evacuation

    Science.gov (United States)

    Ramli, Nurulhuda; Ghani, Noraida Abdul; Ahmad, Nazihah

    2016-06-01

    Bayesian Network (BN) has been regarded as a successful representation of inter-relationship of factors affecting human behavior during an emergency. This paper is an extension of earlier work of quantifying the variables involved in the BN model of human behavior during an evacuation using a well-known direct probability elicitation technique. To overcome judgment bias and reduce the expert's burden in providing precise probability values, a new approach for the elicitation technique is required. This study proposes a new fuzzy BN approach for quantifying human behavior during an evacuation. Three major phases of methodology are involved, namely 1) development of qualitative model representing human factors during an evacuation, 2) quantification of BN model using fuzzy probability and 3) inferencing and interpreting the BN result. A case study of three inter-dependencies of human evacuation factors such as danger assessment ability, information about the threat and stressful conditions are used to illustrate the application of the proposed method. This approach will serve as an alternative to the conventional probability elicitation technique in understanding the human behavior during an evacuation.

  15. Ensemble forecasting of sub-seasonal to seasonal streamflow by a Bayesian joint probability modelling approach

    Science.gov (United States)

    Zhao, Tongtiegang; Schepen, Andrew; Wang, Q. J.

    2016-10-01

    The Bayesian joint probability (BJP) modelling approach is used operationally to produce seasonal (three-month-total) ensemble streamflow forecasts in Australia. However, water resource managers are calling for more informative sub-seasonal forecasts. Taking advantage of BJP's capability of handling multiple predictands, ensemble forecasting of sub-seasonal to seasonal streamflows is investigated for 23 catchments around Australia. Using antecedent streamflow and climate indices as predictors, monthly forecasts are developed for the three-month period ahead. Forecast reliability and skill are evaluated for the period 1982-2011 using a rigorous leave-five-years-out cross validation strategy. BJP ensemble forecasts of monthly streamflow volumes are generally reliable in ensemble spread. Forecast skill, relative to climatology, is positive in 74% of cases in the first month, decreasing to 57% and 46% respectively for streamflow forecasts for the final two months of the season. As forecast skill diminishes with increasing lead time, the monthly forecasts approach climatology. Seasonal forecasts accumulated from monthly forecasts are found to be similarly skilful to forecasts from BJP models based on seasonal totals directly. The BJP modelling approach is demonstrated to be a viable option for producing ensemble time-series sub-seasonal to seasonal streamflow forecasts.

  16. Advantages of a Bayesian Approach to Making 303d Listing Decisions

    Science.gov (United States)

    Smith, R. A.; Alexander, R. B.; Schwarz, G. E.

    2002-05-01

    One of the most critical tasks associated with the Clean Water Act TMDL program is determining which "state waters" are violating water quality standards and, therefore, should be "listed" for regulation under the program. Because the legal definition of "waters" in many states applies to tens of thousands of kilometers of stream channels, and either false-positive or false-negative decisions may result in large costs or damages, an optimally designed decision process requires extensive in-stream monitoring and is necessarily very expensive. One possible way to reduce the required quantity of monitoring data is to make use of less expensive information on pollution loads and other watershed characteristics in a statistical model linking these ancillary data to in-stream conditions. In this study, we compare the amount of monitoring data required to obtain a listing decision at a specified confidence level for a given site through conventional hypothesis testing with the amount required in a Bayesian approach in which a SPARROW model is used to develop a prior distribution on the likelihood of exceeding the water quality standard at the site. Monitoring data for evaluating both approaches are obtained through random sampling from long-term water quality records in the USGS national database. Type-1 and type-2 error rates are estimated by assuming the complete monitoring record describes true water quality at a site. The modeling approach may also reduce the amount of monitoring needed for federally mandated state water quality inventories (305b reports).

  17. Estimating epidemiological parameters for bovine tuberculosis in British cattle using a Bayesian partial-likelihood approach.

    Science.gov (United States)

    O'Hare, A; Orton, R J; Bessell, P R; Kao, R R

    2014-05-22

    Fitting models with Bayesian likelihood-based parameter inference is becoming increasingly important in infectious disease epidemiology. Detailed datasets present the opportunity to identify subsets of these data that capture important characteristics of the underlying epidemiology. One such dataset describes the epidemic of bovine tuberculosis (bTB) in British cattle, which is also an important exemplar of a disease with a wildlife reservoir (the Eurasian badger). Here, we evaluate a set of nested dynamic models of bTB transmission, including individual- and herd-level transmission heterogeneity and assuming minimal prior knowledge of the transmission and diagnostic test parameters. We performed a likelihood-based bootstrapping operation on the model to infer parameters based only on the recorded numbers of cattle testing positive for bTB at the start of each herd outbreak considering high- and low-risk areas separately. Models without herd heterogeneity are preferred in both areas though there is some evidence for super-spreading cattle. Similar to previous studies, we found low test sensitivities and high within-herd basic reproduction numbers (R0), suggesting that there may be many unobserved infections in cattle, even though the current testing regime is sufficient to control within-herd epidemics in most cases. Compared with other, more data-heavy approaches, the summary data used in our approach are easily collected, making our approach attractive for other systems.

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

    Science.gov (United States)

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

    2010-01-01

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

  19. A Bayesian approach to landscape ecological risk assessment applied to the upper Grande Ronde watershed, Oregon

    Science.gov (United States)

    Kimberley K. Ayre; Wayne G. Landis

    2012-01-01

    We present a Bayesian network model based on the ecological risk assessment framework to evaluate potential impacts to habitats and resources resulting from wildfire, grazing, forest management activities, and insect outbreaks in a forested landscape in northeastern Oregon. The Bayesian network structure consisted of three tiers of nodes: landscape disturbances,...

  20. A Bayesian approach to utilizing prior data in new drug development.

    Science.gov (United States)

    Shen, Larry Z; Coffey, Todd; Deng, Wei

    2008-01-01

    In this paper we propose a Bayesian method to combine safety data collected from two separate drug development programs using the same active drug substance but for different indications, formulations, or patient populations. The objective of combining the data across the programs is to better define the level of safety risk associated with the new indication or target population. There may be adverse events (AEs) observed in the new program that represent new safety signals. Our method is to explore the AEs using data from both development programs. Our approach utilizes data collected previously to assist in analyzing safety data from the new program. It is assumed that the frequency of a certain AE follows a distribution with a parameter that characterizes the safety risk level. The parameter is assumed to follow a distribution function. In the Bayesian framework, this distribution function is called a prior distribution in the absence of data and posterior distribution when updated by real data. The key concept behind our method is to use data from the previous program to construct a posterior distribution that will in turn serve as a prior distribution for the new program. The construction of this updated prior down weights data from the previous program to emphasize the new program and thus avoids simple pooling of the data across programs. Such "soft use" of previous information minimizes the potential for undue influence of previous data on the analysis. Data from the new program are used to update the prior distribution and compute the posterior distribution for the new program. Key statistics are then calculated from the posterior distribution to quantify the risk level for the new program. We have tested the proposed approach using data from a real Phase 2 study that was conducted as part of a clinical development program for a new indication of an approved drug. The results indicate that the estimated risk level was affected both by the observed event

  1. Cyclist activity and injury risk analysis at signalized intersections: a Bayesian modelling approach.

    Science.gov (United States)

    Strauss, Jillian; Miranda-Moreno, Luis F; Morency, Patrick

    2013-10-01

    This study proposes a two-equation Bayesian modelling approach to simultaneously study cyclist injury occurrence and bicycle activity at signalized intersections as joint outcomes. This approach deals with the potential presence of endogeneity and unobserved heterogeneities and is used to identify factors associated with both cyclist injuries and volumes. Its application to identify high-risk corridors is also illustrated. Montreal, Quebec, Canada is the application environment, using an extensive inventory of a large sample of signalized intersections containing disaggregate motor-vehicle traffic volumes and bicycle flows, geometric design, traffic control and built environment characteristics in the vicinity of the intersections. Cyclist injury data for the period of 2003-2008 is used in this study. Also, manual bicycle counts were standardized using temporal and weather adjustment factors to obtain average annual daily volumes. Results confirm and quantify the effects of both bicycle and motor-vehicle flows on cyclist injury occurrence. Accordingly, more cyclists at an intersection translate into more cyclist injuries but lower injury rates due to the non-linear association between bicycle volume and injury occurrence. Furthermore, the results emphasize the importance of turning motor-vehicle movements. The presence of bus stops and total crosswalk length increase cyclist injury occurrence whereas the presence of a raised median has the opposite effect. Bicycle activity through intersections was found to increase as employment, number of metro stations, land use mix, area of commercial land use type, length of bicycle facilities and the presence of schools within 50-800 m of the intersection increase. Intersections with three approaches are expected to have fewer cyclists than those with four. Using Bayesian analysis, expected injury frequency and injury rates were estimated for each intersection and used to rank corridors. Corridors with high bicycle volumes

  2. A Bayesian Game-Theoretic Approach for Distributed Resource Allocation in Fading Multiple Access Channels

    Directory of Open Access Journals (Sweden)

    Gaoning He

    2010-01-01

    Full Text Available A Bayesian game-theoretic model is developed to design and analyze the resource allocation problem in K-user fading multiple access channels (MACs, where the users are assumed to selfishly maximize their average achievable rates with incomplete information about the fading channel gains. In such a game-theoretic study, the central question is whether a Bayesian equilibrium exists, and if so, whether the network operates efficiently at the equilibrium point. We prove that there exists exactly one Bayesian equilibrium in our game. Furthermore, we study the network sum-rate maximization problem by assuming that the users coordinate according to a symmetric strategy profile. This result also serves as an upper bound for the Bayesian equilibrium. Finally, simulation results are provided to show the network efficiency at the unique Bayesian equilibrium and to compare it with other strategies.

  3. Optimization of a Saccharomyces cerevisiae fermentation process for production of a therapeutic recombinant protein using a multivariate Bayesian approach.

    Science.gov (United States)

    Fu, Zhibiao; Leighton, Julie; Cheng, Aili; Appelbaum, Edward; Aon, Juan C

    2012-07-01

    Various approaches have been applied to optimize biological product fermentation processes and define design space. In this article, we present a stepwise approach to optimize a Saccharomyces cerevisiae fermentation process through risk assessment analysis, statistical design of experiments (DoE), and multivariate Bayesian predictive approach. The critical process parameters (CPPs) were first identified through a risk assessment. The response surface for each attribute was modeled using the results from the DoE study with consideration given to interactions between CPPs. A multivariate Bayesian predictive approach was then used to identify the region of process operating conditions where all attributes met their specifications simultaneously. The model prediction was verified by twelve consistency runs where all batches achieved broth titer more than 1.53 g/L of broth and quality attributes within the expected ranges. The calculated probability was used to define the reliable operating region. To our knowledge, this is the first case study to implement the multivariate Bayesian predictive approach to the process optimization for the industrial application and its corresponding verification at two different production scales. This approach can be extended to other fermentation process optimizations and reliable operating region quantitation.

  4. A multinomial logit model-Bayesian network hybrid approach for driver injury severity analyses in rear-end crashes.

    Science.gov (United States)

    Chen, Cong; Zhang, Guohui; Tarefder, Rafiqul; Ma, Jianming; Wei, Heng; Guan, Hongzhi

    2015-07-01

    Rear-end crash is one of the most common types of traffic crashes in the U.S. A good understanding of its characteristics and contributing factors is of practical importance. Previously, both multinomial Logit models and Bayesian network methods have been used in crash modeling and analysis, respectively, although each of them has its own application restrictions and limitations. In this study, a hybrid approach is developed to combine multinomial logit models and Bayesian network methods for comprehensively analyzing driver injury severities in rear-end crashes based on state-wide crash data collected in New Mexico from 2010 to 2011. A multinomial logit model is developed to investigate and identify significant contributing factors for rear-end crash driver injury severities classified into three categories: no injury, injury, and fatality. Then, the identified significant factors are utilized to establish a Bayesian network to explicitly formulate statistical associations between injury severity outcomes and explanatory attributes, including driver behavior, demographic features, vehicle factors, geometric and environmental characteristics, etc. The test results demonstrate that the proposed hybrid approach performs reasonably well. The Bayesian network reference analyses indicate that the factors including truck-involvement, inferior lighting conditions, windy weather conditions, the number of vehicles involved, etc. could significantly increase driver injury severities in rear-end crashes. The developed methodology and estimation results provide insights for developing effective countermeasures to reduce rear-end crash injury severities and improve traffic system safety performance.

  5. A 1-step Bayesian predictive approach for evaluating in vitro in vivo correlation (IVIVC).

    Science.gov (United States)

    Gould, A Lawrence; Agrawal, Nancy G B; Goel, Thanh V; Fitzpatrick, Shaun

    2009-10-01

    IVIVC (in vitro in vivo correlation) methods may support approving a change in formulation of a drug using only in vitro dissolution data without additional bioequivalence trials in human subjects. Most current IVIVC methods express the in vivo plasma concentration of a drug formulation as a function of the cumulative in vivo absorption. The absorption is not directly observable, so is estimated by the cumulative dissolution of the drug formulation in in vitro dissolution trials. The calculations conventionally entail the complex and potentially unstable mathematical operations of convolution and deconvolution, or approximations aimed at omitting their need. This paper describes, and illustrates with data on a controlled-release formulation, a Bayesian approach to evaluating IVIVC that does not require convolution, deconvolution or approximation. This approach incorporates between- and within-subject (or replicate) variability without assuming asymptotic normality. The plasma concentration curve is expressed in terms of the in vitro dissolution percentage instead of time, recognizing that this correspondence may be noisy because of the various sources of error. All conventional functions of the concentration curve such as AUC, C(max) and T(max) can be expressed in terms of dissolution percentage, with uncertainties arising from variability in measuring absorption and dissolution accounted for explicitly.

  6. A Bayesian approach for solar resource potential assessment using satellite images

    Science.gov (United States)

    Linguet, L.; Atif, J.

    2014-03-01

    The need for a more sustainable and more protective development opens new possibilities for renewable energy. Among the different renewable energy sources, the direct conversion of sunlight into electricity by solar photovoltaic (PV) technology seems to be the most promising and represents a technically viable solution to energy demands. But implantation and deployment of PV energy need solar resource data for utility planning, accommodating grid capacity, and formulating future adaptive policies. Currently, the best approach to determine the solar resource at a given site is based on the use of satellite images. However, the computation of solar resource (non-linear process) from satellite images is unfortunately not straightforward. From a signal processing point of view, it falls within non-stationary, non-linear/non-Gaussian dynamical inverse problems. In this paper, we propose a Bayesian approach combining satellite images and in situ data. We propose original observation and transition functions taking advantages of the characteristics of both the involved type of data. A simulation study of solar irradiance is carried along with this method and a French Guiana solar resource potential map for year 2010 is given.

  7. Robust modeling of differential gene expression data using normal/independent distributions: a Bayesian approach.

    Directory of Open Access Journals (Sweden)

    Mojtaba Ganjali

    Full Text Available In this paper, the problem of identifying differentially expressed genes under different conditions using gene expression microarray data, in the presence of outliers, is discussed. For this purpose, the robust modeling of gene expression data using some powerful distributions known as normal/independent distributions is considered. These distributions include the Student's t and normal distributions which have been used previously, but also include extensions such as the slash, the contaminated normal and the Laplace distributions. The purpose of this paper is to identify differentially expressed genes by considering these distributional assumptions instead of the normal distribution. A Bayesian approach using the Markov Chain Monte Carlo method is adopted for parameter estimation. Two publicly available gene expression data sets are analyzed using the proposed approach. The use of the robust models for detecting differentially expressed genes is investigated. This investigation shows that the choice of model for differentiating gene expression data is very important. This is due to the small number of replicates for each gene and the existence of outlying data. Comparison of the performance of these models is made using different statistical criteria and the ROC curve. The method is illustrated using some simulation studies. We demonstrate the flexibility of these robust models in identifying differentially expressed genes.

  8. Using Bayesian network and AHP method as a marketing approach tools in defining tourists’ preferences

    Directory of Open Access Journals (Sweden)

    Nataša Papić-Blagojević

    2012-04-01

    Full Text Available Marketing approach is associated to market conditions and achieving long term profitability of a company by satisfying consumers’ needs. This approach in tourism does not have to be related only to promoting one touristic destination, but is associated to relation between travel agency and its clients too. It considers that travel agencies adjust their offers to their clients’ needs. In that sense, it is important to analyze the behavior of tourists in the earlier periods with consideration of their preferences. Using Bayesian network, it could be graphically displayed the connection between tourists who have similar taste and relationships between them. On the other hand, the analytic hierarchy process (AHP is used to rank tourist attractions, with also relying on past experience. In this paper we examine possible applications of these two models in tourism in Serbia. The example is hypothetical, but it will serve as a base for future research. Three types of tourism are chosen as a representative in Vojvodina: Cultural, Rural and Business tourism, because they are the bright spot of touristic development in this area. Applied on these forms, analytic hierarchy process has shown its strength in predicting tourists’ preferences.

  9. Spectral decompositions of multiple time series: a Bayesian non-parametric approach.

    Science.gov (United States)

    Macaro, Christian; Prado, Raquel

    2014-01-01

    We consider spectral decompositions of multiple time series that arise in studies where the interest lies in assessing the influence of two or more factors. We write the spectral density of each time series as a sum of the spectral densities associated to the different levels of the factors. We then use Whittle's approximation to the likelihood function and follow a Bayesian non-parametric approach to obtain posterior inference on the spectral densities based on Bernstein-Dirichlet prior distributions. The prior is strategically important as it carries identifiability conditions for the models and allows us to quantify our degree of confidence in such conditions. A Markov chain Monte Carlo (MCMC) algorithm for posterior inference within this class of frequency-domain models is presented.We illustrate the approach by analyzing simulated and real data via spectral one-way and two-way models. In particular, we present an analysis of functional magnetic resonance imaging (fMRI) brain responses measured in individuals who participated in a designed experiment to study pain perception in humans.

  10. A Bayesian approach to analyzing phenotype microarray data enables estimation of microbial growth parameters.

    Science.gov (United States)

    Gerstgrasser, Matthias; Nicholls, Sarah; Stout, Michael; Smart, Katherine; Powell, Chris; Kypraios, Theodore; Stekel, Dov

    2016-06-01

    Biolog phenotype microarrays (PMs) enable simultaneous, high throughput analysis of cell cultures in different environments. The output is high-density time-course data showing redox curves (approximating growth) for each experimental condition. The software provided with the Omnilog incubator/reader summarizes each time-course as a single datum, so most of the information is not used. However, the time courses can be extremely varied and often contain detailed qualitative (shape of curve) and quantitative (values of parameters) information. We present a novel, Bayesian approach to estimating parameters from Phenotype Microarray data, fitting growth models using Markov Chain Monte Carlo (MCMC) methods to enable high throughput estimation of important information, including length of lag phase, maximal "growth" rate and maximum output. We find that the Baranyi model for microbial growth is useful for fitting Biolog data. Moreover, we introduce a new growth model that allows for diauxic growth with a lag phase, which is particularly useful where Phenotype Microarrays have been applied to cells grown in complex mixtures of substrates, for example in industrial or biotechnological applications, such as worts in brewing. Our approach provides more useful information from Biolog data than existing, competing methods, and allows for valuable comparisons between data series and across different models.

  11. Modeling attainment of steady state of drug concentration in plasma by means of a Bayesian approach using MCMC methods.

    Science.gov (United States)

    Jordan, Paul; Brunschwig, Hadassa; Luedin, Eric

    2008-01-01

    The approach of Bayesian mixed effects modeling is an appropriate method for estimating both population-specific as well as subject-specific times to steady state. In addition to pure estimation, the approach allows to determine the time until a certain fraction of individuals of a population has reached steady state with a pre-specified certainty. In this paper a mixed effects model for the parameters of a nonlinear pharmacokinetic model is used within a Bayesian framework. Model fitting by means of Markov Chain Monte Carlo methods as implemented in the Gibbs sampler as well as the extraction of estimates and probability statements of interest are described. Finally, the proposed approach is illustrated by application to trough data from a multiple dose clinical trial.

  12. Testing comparative phylogeographic models of marine vicariance and dispersal using a hierarchical Bayesian approach

    Directory of Open Access Journals (Sweden)

    Meyer Christopher P

    2008-11-01

    Full Text Available Abstract Background Marine allopatric speciation is an enigma because pelagic larval dispersal can potentially connect disjunct populations thereby preventing reproductive and morphological divergence. Here we present a new hierarchical approximate Bayesian computation model (HABC that tests two hypotheses of marine allopatric speciation: 1. "soft vicariance", where a speciation involves fragmentation of a large widespread ancestral species range that was previously connected by long distance gene flow; and 2. peripatric colonization, where speciations in peripheral archipelagos emerge from sweepstakes colonizations from central source regions. The HABC approach analyzes all the phylogeographic datasets at once in order to make across taxon-pair inferences about biogeographic processes while explicitly allowing for uncertainty in the demographic differences within each taxon-pair. Our method uses comparative phylogeographic data that consists of single locus mtDNA sequences from multiple co-distributed taxa containing pairs of central and peripheral populations. We use the method on two comparative phylogeographic data sets consisting of cowrie gastropod endemics co-distributed in the Hawaiian (11 taxon-pairs and Marquesan archipelagos (7 taxon-pairs. Results Given the Marquesan data, we find strong evidence of simultaneous colonization across all seven cowrie gastropod endemics co-distributed in the Marquesas. In contrast, the lower sample sizes in the Hawaiian data lead to greater uncertainty associated with the Hawaiian estimates. Although, the hyper-parameter estimates point to soft vicariance in a subset of the 11 Hawaiian taxon-pairs, the hyper-prior and hyper-posterior are too similar to make a definitive conclusion. Both results are not inconsistent with what is known about the geologic history of the archipelagos. Simulations verify that our method can successfully distinguish these two histories across a wide range of conditions given

  13. A Bayesian MCMC method for point process models with intractable normalising constants

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    2004-01-01

    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...

  14. Comparison of Bayesian and frequentist approaches in modelling risk of preterm birth near the Sydney Tar Ponds, Nova Scotia, Canada

    Directory of Open Access Journals (Sweden)

    Canty Angelo

    2007-09-01

    Full Text Available Abstract Background This study compares the Bayesian and frequentist (non-Bayesian approaches in the modelling of the association between the risk of preterm birth and maternal proximity to hazardous waste and pollution from the Sydney Tar Pond site in Nova Scotia, Canada. Methods The data includes 1604 observed cases of preterm birth out of a total population of 17559 at risk of preterm birth from 144 enumeration districts in the Cape Breton Regional Municipality. Other covariates include the distance from the Tar Pond; the rate of unemployment to population; the proportion of persons who are separated, divorced or widowed; the proportion of persons who have no high school diploma; the proportion of persons living alone; the proportion of single parent families and average income. Bayesian hierarchical Poisson regression, quasi-likelihood Poisson regression and weighted linear regression models were fitted to the data. Results The results of the analyses were compared together with their limitations. Conclusion The results of the weighted linear regression and the quasi-likelihood Poisson regression agrees with the result from the Bayesian hierarchical modelling which incorporates the spatial effects.

  15. Bayesian approaches to reverse engineer cellular systems: a simulation study on nonlinear Gaussian networks

    Directory of Open Access Journals (Sweden)

    Ramoni Marco F

    2007-05-01

    Full Text Available Abstract Background Reverse engineering cellular networks is currently one of the most challenging problems in systems biology. Dynamic Bayesian networks (DBNs seem to be particularly suitable for inferring relationships between cellular variables from the analysis of time series measurements of mRNA or protein concentrations. As evaluating inference results on a real dataset is controversial, the use of simulated data has been proposed. However, DBN approaches that use continuous variables, thus avoiding the information loss associated with discretization, have not yet been extensively assessed, and most of the proposed approaches have dealt with linear Gaussian models. Results We propose a generalization of dynamic Gaussian networks to accommodate nonlinear dependencies between variables. As a benchmark dataset to test the new approach, we used data from a mathematical model of cell cycle control in budding yeast that realistically reproduces the complexity of a cellular system. We evaluated the ability of the networks to describe the dynamics of cellular systems and their precision in reconstructing the true underlying causal relationships between variables. We also tested the robustness of the results by analyzing the effect of noise on the data, and the impact of a different sampling time. Conclusion The results confirmed that DBNs with Gaussian models can be effectively exploited for a first level analysis of data from complex cellular systems. The inferred models are parsimonious and have a satisfying goodness of fit. Furthermore, the networks not only offer a phenomenological description of the dynamics of cellular systems, but are also able to suggest hypotheses concerning the causal interactions between variables. The proposed nonlinear generalization of Gaussian models yielded models characterized by a slightly lower goodness of fit than the linear model, but a better ability to recover the true underlying connections between

  16. Carbon isotope discrimination during branch photosynthesis of Fagus sylvatica: a Bayesian modelling approach.

    Science.gov (United States)

    Gentsch, Lydia; Hammerle, Albin; Sturm, Patrick; Ogée, Jérôme; Wingate, Lisa; Siegwolf, Rolf; Plüss, Peter; Baur, Thomas; Buchmann, Nina; Knohl, Alexander

    2014-07-01

    Field measurements of photosynthetic carbon isotope discrimination ((13)Δ) of Fagus sylvatica, conducted with branch bags and laser spectrometry, revealed a high variability of (13)Δ, both on diurnal and day-to-day timescales. We tested the prediction capability of three versions of a commonly used model for (13)Δ [called here comprehensive ((13)(Δcomp)), simplified ((13) Δsimple) and revised ((13)(Δrevised)) versions]. A Bayesian approach was used to calibrate major model parameters. Constrained estimates were found for the fractionation during CO(2) fixation in (13)(Δcomp), but not in (13)(Δsimple), and partially for the mesophyll conductance for CO(2)(gi). No constrained estimates were found for fractionations during mitochondrial and photorespiration, and for a diurnally variable apparent fractionation between current assimilates and mitochondrial respiration, specific to (13)(Δrevised). A quantification of parameter estimation uncertainties and interdependencies further helped explore model structure and behaviour. We found that (13)(Δcomp) usually outperformed (13)(Δsimple) because of the explicit consideration of gi and the photorespiratory fractionation in (13)(Δcomp) that enabled a better description of the large observed diurnal variation (≈9‰) of (13)Δ. Flux-weighted daily means of (13)Δ were also better predicted with (13)(Δcomp) than with (13)(Δsimple).

  17. Monitoring schistosomiasis risk in East China over space and time using a Bayesian hierarchical modeling approach.

    Science.gov (United States)

    Hu, Yi; Ward, Michael P; Xia, Congcong; Li, Rui; Sun, Liqian; Lynn, Henry; Gao, Fenghua; Wang, Qizhi; Zhang, Shiqing; Xiong, Chenglong; Zhang, Zhijie; Jiang, Qingwu

    2016-04-07

    Schistosomiasis remains a major public health problem and causes substantial economic impact in east China, particularly along the Yangtze River Basin. Disease forecasting and surveillance can assist in the development and implementation of more effective intervention measures to control disease. In this study, we applied a Bayesian hierarchical spatio-temporal model to describe trends in schistosomiasis risk in Anhui Province, China, using annual parasitological and environmental data for the period 1997-2010. A computationally efficient approach-Integrated Nested Laplace Approximation-was used for model inference. A zero-inflated, negative binomial model best described the spatio-temporal dynamics of schistosomiasis risk. It predicted that the disease risk would generally be low and stable except for some specific, local areas during the period 2011-2014. High-risk counties were identified in the forecasting maps: three in which the risk remained high, and two in which risk would become high. The results indicated that schistosomiasis risk has been reduced to consistently low levels throughout much of this region of China; however, some counties were identified in which progress in schistosomiasis control was less than satisfactory. Whilst maintaining overall control, specific interventions in the future should focus on these refractive counties as part of a strategy to eliminate schistosomiasis from this region.

  18. Risk assessment of pre-hospital trauma airway management by anaesthesiologists using the predictive Bayesian approach

    Directory of Open Access Journals (Sweden)

    Nakstad Anders R

    2010-04-01

    Full Text Available Abstract Introduction Endotracheal intubation (ETI has been considered an essential part of pre-hospital advanced life support. Pre-hospital ETI, however, is a complex intervention also for airway specialist like anaesthesiologists working as pre-hospital emergency physicians. We therefore wanted to investigate the quality of pre-hospital airway management by anaesthesiologists in severely traumatised patients and identify possible areas for improvement. Method We performed a risk assessment according to the predictive Bayesian approach, in a typical anaesthesiologist-manned Norwegian helicopter emergency medical service (HEMS. The main focus of the risk assessment was the event where a patient arrives in the emergency department without ETI despite a pre-hospital indication for it. Results In the risk assessment, we assigned a high probability (29% for the event assessed, that a patient arrives without ETI despite a pre-hospital indication. However, several uncertainty factors in the risk assessment were identified related to data quality, indications for use of ETI, patient outcome and need for special training of ETI providers. Conclusion Our risk assessment indicated a high probability for trauma patients with an indication for pre-hospital ETI not receiving it in the studied HEMS. The uncertainty factors identified in the assessment should be further investigated to better understand the problem assessed and consequences for the patients. Better quality of pre-hospital airway management data could contribute to a reduction of these uncertainties.

  19. A Robust Bayesian Approach to an Optimal Replacement Policy for Gas Pipelines

    Directory of Open Access Journals (Sweden)

    José Pablo Arias-Nicolás

    2015-06-01

    Full Text Available In the paper, we address Bayesian sensitivity issues when integrating experts’ judgments with available historical data in a case study about strategies for the preventive maintenance of low-pressure cast iron pipelines in an urban gas distribution network. We are interested in replacement priorities, as determined by the failure rates of pipelines deployed under different conditions. We relax the assumptions, made in previous papers, about the prior distributions on the failure rates and study changes in replacement priorities under different choices of generalized moment-constrained classes of priors. We focus on the set of non-dominated actions, and among them, we propose the least sensitive action as the optimal choice to rank different classes of pipelines, providing a sound approach to the sensitivity problem. Moreover, we are also interested in determining which classes have a failure rate exceeding a given acceptable value, considered as the threshold determining no need for replacement. Graphical tools are introduced to help decisionmakers to determine if pipelines are to be replaced and the corresponding priorities.

  20. Genetic parameters for carcass traits and body weight using a Bayesian approach in the Canchim cattle.

    Science.gov (United States)

    Meirelles, S L C; Mokry, F B; Espasandín, A C; Dias, M A D; Baena, M M; de A Regitano, L C

    2016-06-10

    Correlation between genetic parameters and factors such as backfat thickness (BFT), rib eye area (REA), and body weight (BW) were estimated for Canchim beef cattle raised in natural pastures of Brazil. Data from 1648 animals were analyzed using multi-trait (BFT, REA, and BW) animal models by the Bayesian approach. This model included the effects of contemporary group, age, and individual heterozygosity as covariates. In addition, direct additive genetic and random residual effects were also analyzed. Heritability estimated for BFT (0.16), REA (0.50), and BW (0.44) indicated their potential for genetic improvements and response to selection processes. Furthermore, genetic correlations between BW and the remaining traits were high (P > 0.50), suggesting that selection for BW could improve REA and BFT. On the other hand, genetic correlation between BFT and REA was low (P = 0.39 ± 0.17), and included considerable variations, suggesting that these traits can be jointly included as selection criteria without influencing each other. We found that REA and BFT responded to the selection processes, as measured by ultrasound. Therefore, selection for yearling weight results in changes in REA and BFT.

  1. Toward a probabilistic acoustic emission source location algorithm: A Bayesian approach

    Science.gov (United States)

    Schumacher, Thomas; Straub, Daniel; Higgins, Christopher

    2012-09-01

    Acoustic emissions (AE) are stress waves initiated by sudden strain releases within a solid body. These can be caused by internal mechanisms such as crack opening or propagation, crushing, or rubbing of crack surfaces. One application for the AE technique in the field of Structural Engineering is Structural Health Monitoring (SHM). With piezo-electric sensors mounted to the surface of the structure, stress waves can be detected, recorded, and stored for later analysis. An important step in quantitative AE analysis is the estimation of the stress wave source locations. Commonly, source location results are presented in a rather deterministic manner as spatial and temporal points, excluding information about uncertainties and errors. Due to variability in the material properties and uncertainty in the mathematical model, measures of uncertainty are needed beyond best-fit point solutions for source locations. This paper introduces a novel holistic framework for the development of a probabilistic source location algorithm. Bayesian analysis methods with Markov Chain Monte Carlo (MCMC) simulation are employed where all source location parameters are described with posterior probability density functions (PDFs). The proposed methodology is applied to an example employing data collected from a realistic section of a reinforced concrete bridge column. The selected approach is general and has the advantage that it can be extended and refined efficiently. Results are discussed and future steps to improve the algorithm are suggested.

  2. A Parallel and Incremental Approach for Data-Intensive Learning of Bayesian Networks.

    Science.gov (United States)

    Yue, Kun; Fang, Qiyu; Wang, Xiaoling; Li, Jin; Liu, Weiyi

    2015-12-01

    Bayesian network (BN) has been adopted as the underlying model for representing and inferring uncertain knowledge. As the basis of realistic applications centered on probabilistic inferences, learning a BN from data is a critical subject of machine learning, artificial intelligence, and big data paradigms. Currently, it is necessary to extend the classical methods for learning BNs with respect to data-intensive computing or in cloud environments. In this paper, we propose a parallel and incremental approach for data-intensive learning of BNs from massive, distributed, and dynamically changing data by extending the classical scoring and search algorithm and using MapReduce. First, we adopt the minimum description length as the scoring metric and give the two-pass MapReduce-based algorithms for computing the required marginal probabilities and scoring the candidate graphical model from sample data. Then, we give the corresponding strategy for extending the classical hill-climbing algorithm to obtain the optimal structure, as well as that for storing a BN by pairs. Further, in view of the dynamic characteristics of the changing data, we give the concept of influence degree to measure the coincidence of the current BN with new data, and then propose the corresponding two-pass MapReduce-based algorithms for BNs incremental learning. Experimental results show the efficiency, scalability, and effectiveness of our methods.

  3. A Bayesian Approach to the Design and Analysis of Computer Experiments

    Energy Technology Data Exchange (ETDEWEB)

    Currin, C.

    1988-01-01

    We consider the problem of designing and analyzing experiments for prediction of the function y(f), t {element_of} T, where y is evaluated by means of a computer code (typically by solving complicated equations that model a physical system), and T represents the domain of inputs to the code. We use a Bayesian approach, in which uncertainty about y is represented by a spatial stochastic process (random function); here we restrict attention to stationary Gaussian processes. The posterior mean function can be used as an interpolating function, with uncertainties given by the posterior standard deviations. Instead of completely specifying the prior process, we consider several families of priors, and suggest some cross-validational methods for choosing one that performs relatively well on the function at hand. As a design criterion, we use the expected reduction in the entropy of the random vector y (T*), where T* {contained_in} T is a given finite set of ''sites'' (input configurations) at which predictions are to be made. We describe an exchange algorithm for constructing designs that are optimal with respect to this criterion. To demonstrate the use of these design and analysis methods, several examples are given, including one experiment on a computer model of a thermal energy storage device and another on an integrated circuit simulator.

  4. Query Large Scale Microarray Compendium Datasets Using a Model-Based Bayesian Approach with Variable Selection

    Science.gov (United States)

    Hu, Ming; Qin, Zhaohui S.

    2009-01-01

    In microarray gene expression data analysis, it is often of interest to identify genes that share similar expression profiles with a particular gene such as a key regulatory protein. Multiple studies have been conducted using various correlation measures to identify co-expressed genes. While working well for small datasets, the heterogeneity introduced from increased sample size inevitably reduces the sensitivity and specificity of these approaches. This is because most co-expression relationships do not extend to all experimental conditions. With the rapid increase in the size of microarray datasets, identifying functionally related genes from large and diverse microarray gene expression datasets is a key challenge. We develop a model-based gene expression query algorithm built under the Bayesian model selection framework. It is capable of detecting co-expression profiles under a subset of samples/experimental conditions. In addition, it allows linearly transformed expression patterns to be recognized and is robust against sporadic outliers in the data. Both features are critically important for increasing the power of identifying co-expressed genes in large scale gene expression datasets. Our simulation studies suggest that this method outperforms existing correlation coefficients or mutual information-based query tools. When we apply this new method to the Escherichia coli microarray compendium data, it identifies a majority of known regulons as well as novel potential target genes of numerous key transcription factors. PMID:19214232

  5. Adjusting for differential-verification bias in diagnostic-accuracy studies: a Bayesian approach.

    Science.gov (United States)

    de Groot, Joris A H; Dendukuri, Nandini; Janssen, Kristel J M; Reitsma, Johannes B; Bossuyt, Patrick M M; Moons, Karel G M

    2011-03-01

    In studies of diagnostic accuracy, the performance of an index test is assessed by verifying its results against those of a reference standard. If verification of index-test results by the preferred reference standard can be performed only in a subset of subjects, an alternative reference test could be given to the remainder. The drawback of this so-called differential-verification design is that the second reference test is often of lesser quality, or defines the target condition in a different way. Incorrectly treating results of the 2 reference standards as equivalent will lead to differential-verification bias. The Bayesian methods presented in this paper use a single model to (1) acknowledge the different nature of the 2 reference standards and (2) make simultaneous inferences about the population prevalence and the sensitivity, specificity, and predictive values of the index test with respect to both reference tests, in relation to latent disease status. We illustrate this approach using data from a study on the accuracy of the elbow extension test for diagnosis of elbow fractures in patients with elbow injury, using either radiography or follow-up as reference standards.

  6. A hybrid dynamic Bayesian network approach for modelling temporal associations of gene expressions for hypertension diagnosis.

    Science.gov (United States)

    Akutekwe, Arinze; Seker, Huseyin

    2014-01-01

    Computational and machine learning techniques have been applied in identifying biomarkers and constructing predictive models for diagnosis of hypertension. Strategies such as improved classification rules based on decision trees have been proposed. Other techniques such as Fuzzy Expert Systems (FES) and Neuro-Fuzzy Systems (NFS) have recently been applied. However, these methods lack the ability to detect temporal relationships among biomarker genes that will aid better understanding of the mechanism of hypertension disease. In this paper we apply a proposed two-stage bio-network construction approach that combines the power and computational efficiency of classification methods with the well-established predictive ability of Dynamic Bayesian Network. We demonstrate our method using the analysis of male young-onset hypertension microarray dataset. Four key genes were identified by the Least Angle Shrinkage and Selection Operator (LASSO) and three Support Vector Machine Recursive Feature Elimination (SVM-RFE) methods. Results show that cell regulation FOXQ1 may inhibit the expression of focusyltransferase-6 (FUT6) and that ABCG1 ATP-binding cassette sub-family G may also play inhibitory role against NR2E3 nuclear receptor sub-family 2 and CGB2 Chromatin Gonadotrophin.

  7. A Bayesian Inferential Approach to Quantify the Transmission Intensity of Disease Outbreak

    Directory of Open Access Journals (Sweden)

    Adiveppa S. Kadi

    2015-01-01

    Full Text Available Background. Emergence of infectious diseases like influenza pandemic (H1N1 2009 has become great concern, which posed new challenges to the health authorities worldwide. To control these diseases various studies have been developed in the field of mathematical modelling, which is useful tool for understanding the epidemiological dynamics and their dependence on social mixing patterns. Method. We have used Bayesian approach to quantify the disease outbreak through key epidemiological parameter basic reproduction number (R0, using effective contacts, defined as sum of the product of incidence cases and probability of generation time distribution. We have estimated R0 from daily case incidence data for pandemic influenza A/H1N1 2009 in India, for the initial phase. Result. The estimated R0 with 95% credible interval is consistent with several other studies on the same strain. Through sensitivity analysis our study indicates that infectiousness affects the estimate of R0. Conclusion. Basic reproduction number R0 provides the useful information to the public health system to do some effort in controlling the disease by using mitigation strategies like vaccination, quarantine, and so forth.

  8. Receiver-based recovery of clipped ofdm signals for papr reduction: A bayesian approach

    KAUST Repository

    Ali, Anum

    2014-01-01

    Clipping is one of the simplest peak-to-average power ratio reduction schemes for orthogonal frequency division multiplexing (OFDM). Deliberately clipping the transmission signal degrades system performance, and clipping mitigation is required at the receiver for information restoration. In this paper, we acknowledge the sparse nature of the clipping signal and propose a low-complexity Bayesian clipping estimation scheme. The proposed scheme utilizes a priori information about the sparsity rate and noise variance for enhanced recovery. At the same time, the proposed scheme is robust against inaccurate estimates of the clipping signal statistics. The undistorted phase property of the clipped signal, as well as the clipping likelihood, is utilized for enhanced reconstruction. Furthermore, motivated by the nature of modern OFDM-based communication systems, we extend our clipping reconstruction approach to multiple antenna receivers and multi-user OFDM.We also address the problem of channel estimation from pilots contaminated by the clipping distortion. Numerical findings are presented that depict favorable results for the proposed scheme compared to the established sparse reconstruction schemes.

  9. Fast Bayesian approach for modal identification using free vibration data, Part I - Most probable value

    Science.gov (United States)

    Zhang, Feng-Liang; Ni, Yan-Chun; Au, Siu-Kui; Lam, Heung-Fai

    2016-03-01

    The identification of modal properties from field testing of civil engineering structures is becoming economically viable, thanks to the advent of modern sensor and data acquisition technology. Its demand is driven by innovative structural designs and increased performance requirements of dynamic-prone structures that call for a close cross-checking or monitoring of their dynamic properties and responses. Existing instrumentation capabilities and modal identification techniques allow structures to be tested under free vibration, forced vibration (known input) or ambient vibration (unknown broadband loading). These tests can be considered complementary rather than competing as they are based on different modeling assumptions in the identification model and have different implications on costs and benefits. Uncertainty arises naturally in the dynamic testing of structures due to measurement noise, sensor alignment error, modeling error, etc. This is especially relevant in field vibration tests because the test condition in the field environment can hardly be controlled. In this work, a Bayesian statistical approach is developed for modal identification using the free vibration response of structures. A frequency domain formulation is proposed that makes statistical inference based on the Fast Fourier Transform (FFT) of the data in a selected frequency band. This significantly simplifies the identification model because only the modes dominating the frequency band need to be included. It also legitimately ignores the information in the excluded frequency bands that are either irrelevant or difficult to model, thereby significantly reducing modeling error risk. The posterior probability density function (PDF) of the modal parameters is derived rigorously from modeling assumptions and Bayesian probability logic. Computational difficulties associated with calculating the posterior statistics, including the most probable value (MPV) and the posterior covariance matrix

  10. Equifinality of formal (DREAM) and informal (GLUE) Bayesian approaches in hydrologic modeling?

    NARCIS (Netherlands)

    Vrugt, J.A.; Braak, ter C.J.F.; Gupta, H.V.; Robinson, B.A.

    2009-01-01

    In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context,

  11. Equifinality of formal (DREAM) and informal (GLUE) Bayesian approaches in hydrologic modeling?

    NARCIS (Netherlands)

    Vrugt, J.A.; Braak, ter C.J.F.; Gupta, H.V.; Robinson, B.A.

    2009-01-01

    In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context,

  12. Bayesian and L$_\\mathbf{1}$ Approaches to Sparse Unsupervised Learning

    CERN Document Server

    Mohamed, Shakir; Ghahramani, Zoubin

    2011-01-01

    The use of $L_1$ regularisation for sparse learning has generated immense research interest, with successful application in such diverse areas as signal acquisition, image coding, genomics and collaborative filtering. While existing work highlights the many advantages of $L_1$ methods, in this paper we find that $L_1$ regularisation often dramatically underperforms in terms of predictive performance when compared with other methods for inferring sparsity. We focus on unsupervised latent variable models, and develop $L_1$ minimising factor models, Bayesian variants of "$L_1$", and Bayesian models with a stronger $L_0$-like sparsity induced through spike-and-slab distributions. These spike-and-slab Bayesian factor models encourage sparsity while accounting for uncertainty in a principled manner and avoiding unnecessary shrinkage of non-zero values. We demonstrate on a number of data sets that in practice spike-and-slab Bayesian methods outperform $L_1$ minimisation, even on a computational budget. We thus highl...

  13. An Integrated Approach to Battery Health Monitoring using Bayesian Regression, Classification and State Estimation

    Data.gov (United States)

    National Aeronautics and Space Administration — The application of the Bayesian theory of managing uncertainty and complexity to regression and classification in the form of Relevance Vector Machine (RVM), and to...

  14. Reconstruction of Layer Densities in a Multilayer Snowpack using a Bayesian Approach to Inverse Modeling

    Science.gov (United States)

    Aguayo, M.; Marshall, H.; McNamara, J. P.; Mead, J.; Flores, A. N.

    2013-12-01

    Estimation of snowpack parameters such as depth, density and grain structure is a central focus of hydrology in seasonally snow-covered lands. These parameters are directly estimated by field observations, indirectly estimated from other parameters using statistical correlations, or simulated with a model. Difficulty in sampling thin layers and uncertainty in the transition between layers can cause significant uncertainty in measurements of these parameters. Snow density is one of the most important parameters to measure because it is strictly related with snow water content, an important component of the global water balance. We develop a mathematical framework to estimate snow density from measurements of temperature and thickness of snowpack layers over a particular time period, in conjunction with a physics-based model of snowpack evolution. We formulate a Bayesian approach to estimate the snowpack density profile, using a full range of possible simulations that incorporate key sources of uncertainty to build in prior snowpack knowledge. The posterior probability density function of the snow density, conditioned on snowpack temperature measurements, is computed by multiplying the likelihoods and assumed prior distribution function. Random sampling is used to generate a range of densities with same probability when prior uniform probability function is assumed. A posterior probability density function calculated directly via Bayes' theorem is used to calculate the probability of every sample generated. The forward model is a 1D, multilayer snow energy and mass balance model, which solves for snow temperature, density, and liquid water content on a finite element mesh. The surface and ground temperature data of snowpack (boundary conditions), are provided by the Center for Snow and Avalanche Studies (CSAS), Silverton CO, from snow pits made at Swamp Angel and Senator Beck study plot sites. Standard errors between field observations and results computed denote the

  15. Bayesian approach to the analysis of neutron Brillouin scattering data on liquid metals

    Science.gov (United States)

    De Francesco, A.; Guarini, E.; Bafile, U.; Formisano, F.; Scaccia, L.

    2016-08-01

    When the dynamics of liquids and disordered systems at mesoscopic level is investigated by means of inelastic scattering (e.g., neutron or x ray), spectra are often characterized by a poor definition of the excitation lines and spectroscopic features in general and one important issue is to establish how many of these lines need to be included in the modeling function and to estimate their parameters. Furthermore, when strongly damped excitations are present, commonly used and widespread fitting algorithms are particularly affected by the choice of initial values of the parameters. An inadequate choice may lead to an inefficient exploration of the parameter space, resulting in the algorithm getting stuck in a local minimum. In this paper, we present a Bayesian approach to the analysis of neutron Brillouin scattering data in which the number of excitation lines is treated as unknown and estimated along with the other model parameters. We propose a joint estimation procedure based on a reversible-jump Markov chain Monte Carlo algorithm, which efficiently explores the parameter space, producing a probabilistic measure to quantify the uncertainty on the number of excitation lines as well as reliable parameter estimates. The method proposed could turn out of great importance in extracting physical information from experimental data, especially when the detection of spectral features is complicated not only because of the properties of the sample, but also because of the limited instrumental resolution and count statistics. The approach is tested on generated data set and then applied to real experimental spectra of neutron Brillouin scattering from a liquid metal, previously analyzed in a more traditional way.

  16. Coping with Trial-to-Trial Variability of Event Related Signals: A Bayesian Inference Approach

    Science.gov (United States)

    Ding, Mingzhou; Chen, Youghong; Knuth, Kevin H.; Bressler, Steven L.; Schroeder, Charles E.

    2005-01-01

    In electro-neurophysiology, single-trial brain responses to a sensory stimulus or a motor act are commonly assumed to result from the linear superposition of a stereotypic event-related signal (e.g. the event-related potential or ERP) that is invariant across trials and some ongoing brain activity often referred to as noise. To extract the signal, one performs an ensemble average of the brain responses over many identical trials to attenuate the noise. To date, h s simple signal-plus-noise (SPN) model has been the dominant approach in cognitive neuroscience. Mounting empirical evidence has shown that the assumptions underlying this model may be overly simplistic. More realistic models have been proposed that account for the trial-to-trial variability of the event-related signal as well as the possibility of multiple differentially varying components within a given ERP waveform. The variable-signal-plus-noise (VSPN) model, which has been demonstrated to provide the foundation for separation and characterization of multiple differentially varying components, has the potential to provide a rich source of information for questions related to neural functions that complement the SPN model. Thus, being able to estimate the amplitude and latency of each ERP component on a trial-by-trial basis provides a critical link between the perceived benefits of the VSPN model and its many concrete applications. In this paper we describe a Bayesian approach to deal with this issue and the resulting strategy is referred to as the differentially Variable Component Analysis (dVCA). We compare the performance of dVCA on simulated data with Independent Component Analysis (ICA) and analyze neurobiological recordings from monkeys performing cognitive tasks.

  17. A Bayesian belief network approach for assessing uncertainty in conceptual site models at contaminated sites

    Science.gov (United States)

    Thomsen, Nanna I.; Binning, Philip J.; McKnight, Ursula S.; Tuxen, Nina; Bjerg, Poul L.; Troldborg, Mads

    2016-05-01

    A key component in risk assessment of contaminated sites is in the formulation of a conceptual site model (CSM). A CSM is a simplified representation of reality and forms the basis for the mathematical modeling of contaminant fate and transport at the site. The CSM should therefore identify the most important site-specific features and processes that may affect the contaminant transport behavior at the site. However, the development of a CSM will always be associated with uncertainties due to limited data and lack of understanding of the site conditions. CSM uncertainty is often found to be a major source of model error and it should therefore be accounted for when evaluating uncertainties in risk assessments. We present a Bayesian belief network (BBN) approach for constructing CSMs and assessing their uncertainty at contaminated sites. BBNs are graphical probabilistic models that are effective for integrating quantitative and qualitative information, and thus can strengthen decisions when empirical data are lacking. The proposed BBN approach facilitates a systematic construction of multiple CSMs, and then determines the belief in each CSM using a variety of data types and/or expert opinion at different knowledge levels. The developed BBNs combine data from desktop studies and initial site investigations with expert opinion to assess which of the CSMs are more likely to reflect the actual site conditions. The method is demonstrated on a Danish field site, contaminated with chlorinated ethenes. Four different CSMs are developed by combining two contaminant source zone interpretations (presence or absence of a separate phase contamination) and two geological interpretations (fractured or unfractured clay till). The beliefs in each of the CSMs are assessed sequentially based on data from three investigation stages (a screening investigation, a more detailed investigation, and an expert consultation) to demonstrate that the belief can be updated as more information

  18. A Bayesian belief network approach for assessing uncertainty in conceptual site models at contaminated sites.

    Science.gov (United States)

    Thomsen, Nanna I; Binning, Philip J; McKnight, Ursula S; Tuxen, Nina; Bjerg, Poul L; Troldborg, Mads

    2016-05-01

    A key component in risk assessment of contaminated sites is in the formulation of a conceptual site model (CSM). A CSM is a simplified representation of reality and forms the basis for the mathematical modeling of contaminant fate and transport at the site. The CSM should therefore identify the most important site-specific features and processes that may affect the contaminant transport behavior at the site. However, the development of a CSM will always be associated with uncertainties due to limited data and lack of understanding of the site conditions. CSM uncertainty is often found to be a major source of model error and it should therefore be accounted for when evaluating uncertainties in risk assessments. We present a Bayesian belief network (BBN) approach for constructing CSMs and assessing their uncertainty at contaminated sites. BBNs are graphical probabilistic models that are effective for integrating quantitative and qualitative information, and thus can strengthen decisions when empirical data are lacking. The proposed BBN approach facilitates a systematic construction of multiple CSMs, and then determines the belief in each CSM using a variety of data types and/or expert opinion at different knowledge levels. The developed BBNs combine data from desktop studies and initial site investigations with expert opinion to assess which of the CSMs are more likely to reflect the actual site conditions. The method is demonstrated on a Danish field site, contaminated with chlorinated ethenes. Four different CSMs are developed by combining two contaminant source zone interpretations (presence or absence of a separate phase contamination) and two geological interpretations (fractured or unfractured clay till). The beliefs in each of the CSMs are assessed sequentially based on data from three investigation stages (a screening investigation, a more detailed investigation, and an expert consultation) to demonstrate that the belief can be updated as more information

  19. Bayesian Approach for the Estimation of the Transmissivity Spatial Structure from Hydraulic Tomography Data

    Science.gov (United States)

    Demir, M. T.; Copty, N. K.; Trinchero, P.; Sanchez-Vila, X.

    2013-12-01

    Groundwater flow and contaminant transport are strongly influenced by the spatial variability of subsurface flow parameters. However, the interpretation of pumping test data used for subsurface characterization is normally performed using conventional methods that are based on the assumption of aquifer homogeneity. In recent years, hydraulic tomography has been proposed by some researchers to address the limitations of conventional site characterization methods. Hydraulic tomography involves the sequential pumping at one of a series of wells and observing the drawdown due to pumping at adjacent wells. The interpretation of the drawdown data from hydraulic tomography has been mostly performed using formal inverse procedures for the estimation of the spatial variability of the flow parameters. The purpose of this study is to develop a method for the estimation of the statistical spatial structure of the transmissivity from hydraulic tomography data. The method relies on the pumping test interpretation procedure of Copty et al. (2011), which uses the time-drawdown data and its time derivative at each observation well to estimate the spatially averaged transmissivity as a function of radial distance from the pumping well. A Bayesian approach is then used to identify the statistical parameters of the transmissivity field (i.e. variance and integral scale). The approach compares the estimated transmissivity as a function of radial distance from the pumping well to the probability density function of the spatially-averaged transmissivity. The method is evaluated using synthetically-generated pumping test data for a range of input parameters. This application demonstrates that, through a relatively simple procedure, additional information of the spatial structure of the transmissivity may be inferred from pumping tests data. Results indicate that as the number of available pumping tests increases, the reliability of the estimated transmissivity statistical parameters also

  20. Bayesian data analysis for newcomers.

    Science.gov (United States)

    Kruschke, John K; Liddell, Torrin M

    2017-04-12

    This article explains the foundational concepts of Bayesian data analysis using virtually no mathematical notation. Bayesian ideas already match your intuitions from everyday reasoning and from traditional data analysis. Simple examples of Bayesian data analysis are presented that illustrate how the information delivered by a Bayesian analysis can be directly interpreted. Bayesian approaches to null-value assessment are discussed. The article clarifies misconceptions about Bayesian methods that newcomers might have acquired elsewhere. We discuss prior distributions and explain how they are not a liability but an important asset. We discuss the relation of Bayesian data analysis to Bayesian models of mind, and we briefly discuss what methodological problems Bayesian data analysis is not meant to solve. After you have read this article, you should have a clear sense of how Bayesian data analysis works and the sort of information it delivers, and why that information is so intuitive and useful for drawing conclusions from data.

  1. Model and Variable Selection Procedures for Semiparametric Time Series Regression

    Directory of Open Access Journals (Sweden)

    Risa Kato

    2009-01-01

    Full Text Available Semiparametric regression models are very useful for time series analysis. They facilitate the detection of features resulting from external interventions. The complexity of semiparametric models poses new challenges for issues of nonparametric and parametric inference and model selection that frequently arise from time series data analysis. In this paper, we propose penalized least squares estimators which can simultaneously select significant variables and estimate unknown parameters. An innovative class of variable selection procedure is proposed to select significant variables and basis functions in a semiparametric model. The asymptotic normality of the resulting estimators is established. Information criteria for model selection are also proposed. We illustrate the effectiveness of the proposed procedures with numerical simulations.

  2. Structural mapping in statistical word problems: A relational reasoning approach to Bayesian inference.

    Science.gov (United States)

    Johnson, Eric D; Tubau, Elisabet

    2016-09-27

    Presenting natural frequencies facilitates Bayesian inferences relative to using percentages. Nevertheless, many people, including highly educated and skilled reasoners, still fail to provide Bayesian responses to these computationally simple problems. We show that the complexity of relational reasoning (e.g., the structural mapping between the presented and requested relations) can help explain the remaining difficulties. With a non-Bayesian inference that required identical arithmetic but afforded a more direct structural mapping, performance was universally high. Furthermore, reducing the relational demands of the task through questions that directed reasoners to use the presented statistics, as compared with questions that prompted the representation of a second, similar sample, also significantly improved reasoning. Distinct error patterns were also observed between these presented- and similar-sample scenarios, which suggested differences in relational-reasoning strategies. On the other hand, while higher numeracy was associated with better Bayesian reasoning, higher-numerate reasoners were not immune to the relational complexity of the task. Together, these findings validate the relational-reasoning view of Bayesian problem solving and highlight the importance of considering not only the presented task structure, but also the complexity of the structural alignment between the presented and requested relations.

  3. Stakeholder perceptions of soil managements in the Canyoles watershed. A Bayesian Belief Network approach

    Science.gov (United States)

    Burguet Marimón, Maria; Quinn, Claire; Stringer, Lindsay; Cerdà, Artemi

    2017-04-01

    not fight against these problems as, on the one hand, they do not realize that non-sustainable soil erosion rates reduce soil fertility, and, on the other hand, there are several cultural issues that guide them towards bare soil as they find this as a tidy way to keep their properties. However, more research needs to be done on the BBN approach in order to be able to have a holistic approach regarding the vision of the farmers concerning the use of the different soil conservation strategies. Acknowledgements. The research leading to these results has received funding from the European Union Seventh Framework Programme (FP7/2007-2013) under grant agreement n° 603498 (RECARE project). References Cain, J. 2001. Planning improvements in natural resources management: Guidelines for using Bayesian networks to support the planning and management of development programmes in the water sector and beyond. Centre for Ecology & Hydrology, Wallingford, UK. Marques, M. J., R. Bienes, J. Cuadrado, M. Ruiz-Colmenero, C. Barbero-Sierra, and A. Velasco. 2015. Analysing Perceptions Attitudes and Responses of Winegrowers about Sustainable Land Management in Central Spain. Land Degradation and Development 26 (5): 458-467. doi:10.1002/ldr.2355. Tengberg, A., F. Radstake, K. Zhang, and B. Dunn. 2016. Scaling Up of Sustainable Land Management in the Western People's Republic of China: Evaluation of a 10-Year Partnership. Land Degradation and Development 27 (2): 134-144. doi:10.1002/ldr.2270. Teshome, A., J. de Graaff, C. Ritsema, and M. Kassie. 2016. Farmers' Perceptions about the Influence of Land Quality, Land Fragmentation and Tenure Systems on Sustainable Land Management in the North Western Ethiopian Highlands. Land Degradation and Development 27 (4): 884-898. doi:10.1002/ldr.2298.

  4. A New Approach for Time Series Forecasting: Bayesian Enhanced by Fractional Brownian Motion with Application to Rainfall Series

    Directory of Open Access Journals (Sweden)

    Cristian Rodriguez Rivero

    2016-03-01

    Full Text Available A new predictor algorithm based on Bayesian enhanced approach (BEA for long-term chaotic time series using artificial neural networks (ANN is presented. The technique based on stochastic models uses Bayesian inference by means of Fractional Brownian Motion as model data and Beta model as prior information. However, the need of experimental data for specifying and estimating causal models has not changed. Indeed, Bayes method provides another way to incorporate prior knowledge in forecasting models; the simplest representations of prior knowledge in forecasting models are hard to beat in many forecasting situations, either because prior knowledge is insufficient to improve on models or because prior knowledge leads to the conclusion that the situation is stable. This work contributes with long-term time series prediction, to give forecast horizons up to 18 steps ahead. Thus, the forecasted values and validation data are presented by solutions of benchmark chaotic series such as Mackey-Glass, Lorenz, Henon, Logistic, Rössler, Ikeda, Quadratic one-dimensional map series and monthly cumulative rainfall collected from Despeñaderos, Cordoba, Argentina. The computational results are evaluated against several non-linear ANN predictors proposed before on high roughness series that shows a better performance of Bayesian Enhanced approach in long-term forecasting.

  5. A Bayesian Approach for Uncertainty Quantification of Extreme Precipitation Projections Including Climate Model Interdependency and Nonstationary Bias

    DEFF Research Database (Denmark)

    Sunyer Pinya, Maria Antonia; Madsen, Henrik; Rosbjerg, Dan

    2014-01-01

    in climate model biases are negligible. This study develops a Bayesian framework that accounts for model dependencies and changes in model biases and compares it to estimates calculated based on a frequentist approach. The Bayesian framework is used to investigate the effects of the two assumptions......Climate change impact studies are subject to numerous uncertainties and assumptions. One of the main sources of uncertainty arises from the interpretation of climate model projections. Probabilistic procedures based on multimodel ensembles have been suggested in the literature to quantify...... this source of uncertainty. However, the interpretation of multimodel ensembles remains challenging. Several assumptions are often required in the uncertainty quantification of climate model projections. For example, most methods often assume that the climate models are independent and/or that changes...

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

    Directory of Open Access Journals (Sweden)

    Enrique Gracia

    2014-01-01

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

  7. Measurement of the Z and W production cross section in pp collisions at LHC using a bayesian approach

    CERN Document Server

    Ragoni, Simone

    The aim of all my work has been to compute the fiducial production cross sections of W± and Z0 bosons in their leptonic (e, µ) decays using the data collected by the ATLAS detector at LHC with a center of mass energy of √s = 13 TeV during summer 2015. The selected events are exactly the same as the ones employed by the recently published article by the ATLAS Collaboration over the same topic, enabling us to compare the obtained results. Necessary comparison, if I may, for the results were obtained with two different procedures: baseline (classical) for the article, bayesian in this thesis. The bayesian approach allows for a natural combination among the many channels and a straightforward treatment of the systematic uncertainties. The obtained results are in excellent agreement with the Standard Model predictions and those published by ATLAS.

  8. WebMOTIFS: automated discovery, filtering and scoring of DNA sequence motifs using multiple programs and Bayesian approaches.

    Science.gov (United States)

    Romer, Katherine A; Kayombya, Guy-Richard; Fraenkel, Ernest

    2007-07-01

    WebMOTIFS provides a web interface that facilitates the discovery and analysis of DNA-sequence motifs. Several studies have shown that the accuracy of motif discovery can be significantly improved by using multiple de novo motif discovery programs and using randomized control calculations to identify the most significant motifs or by using Bayesian approaches. WebMOTIFS makes it easy to apply these strategies. Using a single submission form, users can run several motif discovery programs and score, cluster and visualize the results. In addition, the Bayesian motif discovery program THEME can be used to determine the class of transcription factors that is most likely to regulate a set of sequences. Input can be provided as a list of gene or probe identifiers. Used with the default settings, WebMOTIFS accurately identifies biologically relevant motifs from diverse data in several species. WebMOTIFS is freely available at http://fraenkel.mit.edu/webmotifs.

  9. A Nonparametric Bayesian Approach to Seismic Hazard Modeling Using the ETAS Framework

    Science.gov (United States)

    Ross, G.

    2015-12-01

    The epidemic-type aftershock sequence (ETAS) model is one of the most popular tools for modeling seismicity and quantifying risk in earthquake-prone regions. Under the ETAS model, the occurrence times of earthquakes are treated as a self-exciting Poisson process where each earthquake briefly increases the probability of subsequent earthquakes occurring soon afterwards, which captures the fact that large mainshocks tend to produce long sequences of aftershocks. A triggering kernel controls the amount by which the probability increases based on the magnitude of each earthquake, and the rate at which it then decays over time. This triggering kernel is usually chosen heuristically, to match the parametric form of the modified Omori law for aftershock decay. However recent work has questioned whether this is an appropriate choice. Since the choice of kernel has a large impact on the predictions made by the ETAS model, avoiding misspecification is crucially important. We present a novel nonparametric version of ETAS which avoids making parametric assumptions, and instead learns the correct specification from the data itself. Our approach is based on the Dirichlet process, which is a modern class of Bayesian prior distribution which allows for efficient inference over an infinite dimensional space of functions. We show how our nonparametric ETAS model can be fit to data, and present results demonstrating that the fit is greatly improved compared to the standard parametric specification. Additionally, we explain how our model can be used to perform probabilistic declustering of earthquake catalogs, to classify earthquakes as being either aftershocks or mainshocks. and to learn the causal relations between pairs of earthquakes.

  10. An unbiased Bayesian approach to functional connectomics implicates social-communication networks in autism.

    Science.gov (United States)

    Venkataraman, Archana; Duncan, James S; Yang, Daniel Y-J; Pelphrey, Kevin A

    2015-01-01

    Resting-state functional magnetic resonance imaging (rsfMRI) studies reveal a complex pattern of hyper- and hypo-connectivity in children with autism spectrum disorder (ASD). Whereas rsfMRI findings tend to implicate the default mode network and subcortical areas in ASD, task fMRI and behavioral experiments point to social dysfunction as a unifying impairment of the disorder. Here, we leverage a novel Bayesian framework for whole-brain functional connectomics that aggregates population differences in connectivity to localize a subset of foci that are most affected by ASD. Our approach is entirely data-driven and does not impose spatial constraints on the region foci or dictate the trajectory of altered functional pathways. We apply our method to data from the openly shared Autism Brain Imaging Data Exchange (ABIDE) and pinpoint two intrinsic functional networks that distinguish ASD patients from typically developing controls. One network involves foci in the right temporal pole, left posterior cingulate cortex, left supramarginal gyrus, and left middle temporal gyrus. Automated decoding of this network by the Neurosynth meta-analytic database suggests high-level concepts of "language" and "comprehension" as the likely functional correlates. The second network consists of the left banks of the superior temporal sulcus, right posterior superior temporal sulcus extending into temporo-parietal junction, and right middle temporal gyrus. Associated functionality of these regions includes "social" and "person". The abnormal pathways emanating from the above foci indicate that ASD patients simultaneously exhibit reduced long-range or inter-hemispheric connectivity and increased short-range or intra-hemispheric connectivity. Our findings reveal new insights into ASD and highlight possible neural mechanisms of the disorder.

  11. Neutron fluence rate measurements at an underground laboratory: A Bayesian approach

    Science.gov (United States)

    Reginatto, Marcel; Kasper, Angelika; Schuhmacher, Helmut; Wiegel, Burkhard; Zimbal, Andreas

    2013-08-01

    We describe the analysis of neutron fluence rate measurements that were carried out at the underground laboratory Felsenkeller, near Dresden, Germany, which is at a depth of 47 m. At this depth, neutrons are mainly produced by natural radioactivity via spontaneous fission and (α, n) reactions, and by reactions induced by cosmic-ray muons. The measurements were made with the NEMUS Bonner sphere spectrometer. This system consists of a set of moderating spheres of different diameters and a 3He-filled proportional counter placed at the center of each sphere. Due to time constraints, it was only possible to use three of the spheres and the "bare detector" (i.e., a 3He-filled proportional counter without a moderating sphere). In addition to the measurements carried out at Felsenkeller, we also made low-level measurements with a set of 3He-filled proportional counters in the UDO underground laboratory at the Asse salt mine, near Braunschweig, Germany, which is at a depth of 490 m. The neutron background at UDO is substantially lower than that at Felsenkeller and these data are useful for setting limits on the background of the 3He-filled proportional counters. To estimate the neutron fluence rate at Felsenkeller, we did an analysis which took into account the measurements at UDO, Felsenkeller, and calibration measurements made at our facility in PTB. The analysis was done using Bayesian parameter estimation. Since the data consisted of low-level measurements, careful attention was given to the modeling of the intrinsic background of the detector and to identifying relevant sources of uncertainty. With the approach developed here, it is possible to estimate the neutron fluence rate with a relatively small uncertainty of the order of 10%. The method should be useful for other underground laboratories.

  12. Understanding uncertainty in temperature effects on vector-borne disease: a Bayesian approach

    Science.gov (United States)

    Johnson, Leah R.; Ben-Horin, Tal; Lafferty, Kevin D.; McNally, Amy; Mordecai, Erin A.; Paaijmans, Krijn P.; Pawar, Samraat; Ryan, Sadie J.

    2015-01-01

    Extrinsic environmental factors influence the distribution and population dynamics of many organisms, including insects that are of concern for human health and agriculture. This is particularly true for vector-borne infectious diseases like malaria, which is a major source of morbidity and mortality in humans. Understanding the mechanistic links between environment and population processes for these diseases is key to predicting the consequences of climate change on transmission and for developing effective interventions. An important measure of the intensity of disease transmission is the reproductive number R0. However, understanding the mechanisms linking R0 and temperature, an environmental factor driving disease risk, can be challenging because the data available for parameterization are often poor. To address this, we show how a Bayesian approach can help identify critical uncertainties in components of R0 and how this uncertainty is propagated into the estimate of R0. Most notably, we find that different parameters dominate the uncertainty at different temperature regimes: bite rate from 15°C to 25°C; fecundity across all temperatures, but especially ~25–32°C; mortality from 20°C to 30°C; parasite development rate at ~15–16°C and again at ~33–35°C. Focusing empirical studies on these parameters and corresponding temperature ranges would be the most efficient way to improve estimates of R0. While we focus on malaria, our methods apply to improving process-based models more generally, including epidemiological, physiological niche, and species distribution models.

  13. A Bayesian approach to analyse genetic variation within RNA viral populations.

    Directory of Open Access Journals (Sweden)

    Trevelyan J McKinley

    2011-03-01

    Full Text Available The development of modern and affordable sequencing technologies has allowed the study of viral populations to an unprecedented depth. This is of particular interest for the study of within-host RNA viral populations, where variation due to error-prone polymerases can lead to immune escape, antiviral resistance and adaptation to new host species. Methods to sequence RNA virus genomes include reverse transcription (RT and polymerase chain reaction (PCR. RT-PCR is a molecular biology technique widely used to amplify DNA from an RNA template. The method itself relies on the in vitro synthesis of copy DNA from RNA followed by multiple cycles of DNA amplification. However, this method introduces artefactual errors that can act as confounding factors when the sequence data are analysed. Although there are a growing number of published studies exploring the intra- and inter-host evolutionary dynamics of RNA viruses, the complexity of the methods used to generate sequences makes it difficult to produce probabilistic statements about the likely sources of observed sequence variants. This complexity is further compounded as both the depth of sequencing and the length of the genome segment of interest increase. Here we develop a bayesian method to characterise and differentiate between likely structures for the background viral population. This approach can then be used to identify nucleotide sites that show evidence of change in the within-host viral population structure, either over time or relative to a reference sequence (e.g. an inoculum or another source of infection, or both, without having to build complex evolutionary models. Identification of these sites can help to inform the design of more focussed experiments using molecular biology tools, such as site-directed mutagenesis, to assess the function of specific amino acids. We illustrate the method by applying to datasets from experimental transmission of equine influenza, and a pre

  14. Using more than the oldest fossils: dating osmundaceae with three Bayesian clock approaches.

    Science.gov (United States)

    Grimm, Guido W; Kapli, Paschalia; Bomfleur, Benjamin; McLoughlin, Stephen; Renner, Susanne S

    2015-05-01

    A major concern in molecular clock dating is how to use information from the fossil record to calibrate genetic distances from DNA sequences. Here we apply three Bayesian dating methods that differ in how calibration is achieved-"node dating" (ND) in BEAST, "total evidence" (TE) dating in MrBayes, and the "fossilized birth-death" (FBD) in FDPPDiv-to infer divergence times in the royal ferns. Osmundaceae have 16-17 species in four genera, two mainly in the Northern Hemisphere and two in South Africa and Australasia; they are the sister clade to the remaining leptosporangiate ferns. Their fossil record consists of at least 150 species in ∼17 genera. For ND, we used the five oldest fossils, whereas for TE and FBD dating, which do not require forcing fossils to nodes and thus can use more fossils, we included up to 36 rhizomes and frond compression/impression fossils, which for TE dating were scored for 33 morphological characters. We also subsampled 10%, 25%, and 50% of the 36 fossils to assess model sensitivity. FBD-derived divergence ages were generally greater than those inferred from ND; two of seven TE-derived ages agreed with FBD-obtained ages, the others were much younger or much older than ND or FBD ages. We prefer the FBD-derived ages because they best fit the Osmundales fossil record (including Triassic fossils not used in our study). Under the preferred model, the clade encompassing extant Osmundaceae (and many fossils) dates to the latest Paleozoic to Early Triassic; divergences of the extant species occurred during the Neogene. Under the assumption of constant speciation and extinction rates, the FBD approach yielded speciation and extinction rates that overlapped those obtained from just neontological data. However, FBD estimates of speciation and extinction are sensitive to violations in the assumption of continuous fossil sampling; therefore, these estimates should be treated with caution.

  15. A Bayesian kriging approach for blending satellite and ground precipitation observations

    Science.gov (United States)

    Verdin, Andrew; Rajagopalan, Balaji; Kleiber, William; Funk, Chris

    2015-02-01

    Drought and flood management practices require accurate estimates of precipitation. Gauge observations, however, are often sparse in regions with complicated terrain, clustered in valleys, and of poor quality. Consequently, the spatial extent of wet events is poorly represented. Satellite-derived precipitation data are an attractive alternative, though they tend to underestimate the magnitude of wet events due to their dependency on retrieval algorithms and the indirect relationship between satellite infrared observations and precipitation intensities. Here we offer a Bayesian kriging approach for blending precipitation gauge data and the Climate Hazards Group Infrared Precipitation satellite-derived precipitation estimates for Central America, Colombia, and Venezuela. First, the gauge observations are modeled as a linear function of satellite-derived estimates and any number of other variables—for this research we include elevation. Prior distributions are defined for all model parameters and the posterior distributions are obtained simultaneously via Markov chain Monte Carlo sampling. The posterior distributions of these parameters are required for spatial estimation, and thus are obtained prior to implementing the spatial kriging model. This functional framework is applied to model parameters obtained by sampling from the posterior distributions, and the residuals of the linear model are subject to a spatial kriging model. Consequently, the posterior distributions and uncertainties of the blended precipitation estimates are obtained. We demonstrate this method by applying it to pentadal and monthly total precipitation fields during 2009. The model's performance and its inherent ability to capture wet events are investigated. We show that this blending method significantly improves upon the satellite-derived estimates and is also competitive in its ability to represent wet events. This procedure also provides a means to estimate a full conditional distribution

  16. Dissection of a Complex Disease Susceptibility Region Using a Bayesian Stochastic Search Approach to Fine Mapping.

    Directory of Open Access Journals (Sweden)

    Chris Wallace

    2015-06-01

    Full Text Available Identification of candidate causal variants in regions associated with risk of common diseases is complicated by linkage disequilibrium (LD and multiple association signals. Nonetheless, accurate maps of these variants are needed, both to fully exploit detailed cell specific chromatin annotation data to highlight disease causal mechanisms and cells, and for design of the functional studies that will ultimately be required to confirm causal mechanisms. We adapted a Bayesian evolutionary stochastic search algorithm to the fine mapping problem, and demonstrated its improved performance over conventional stepwise and regularised regression through simulation studies. We then applied it to fine map the established multiple sclerosis (MS and type 1 diabetes (T1D associations in the IL-2RA (CD25 gene region. For T1D, both stepwise and stochastic search approaches identified four T1D association signals, with the major effect tagged by the single nucleotide polymorphism, rs12722496. In contrast, for MS, the stochastic search found two distinct competing models: a single candidate causal variant, tagged by rs2104286 and reported previously using stepwise analysis; and a more complex model with two association signals, one of which was tagged by the major T1D associated rs12722496 and the other by rs56382813. There is low to moderate LD between rs2104286 and both rs12722496 and rs56382813 (r2 ≃ 0:3 and our two SNP model could not be recovered through a forward stepwise search after conditioning on rs2104286. Both signals in the two variant model for MS affect CD25 expression on distinct subpopulations of CD4+ T cells, which are key cells in the autoimmune process. The results support a shared causal variant for T1D and MS. Our study illustrates the benefit of using a purposely designed model search strategy for fine mapping and the advantage of combining disease and protein expression data.

  17. Gaia astrometry for stars with too few observations. A Bayesian approach

    Science.gov (United States)

    Michalik, Daniel; Lindegren, Lennart; Hobbs, David; Butkevich, Alexey G.

    2015-11-01

    Context. The astrometric solution for Gaia aims to determine at least five parameters for each star, representing its position, parallax, and proper motion, together with appropriate estimates of their uncertainties and correlations. This requires at least five distinct observations per star. In the early data reductions the number of observations may be insufficient for a five-parameter solution, and even after the full mission many stars will remain under-observed, including faint stars at the detection limit and transient objects. In such cases it is reasonable to determine only the two position parameters. The formal uncertainties of such a two-parameter solution would however grossly underestimate the actual errors in position, due to the neglected parallax and proper motion. Aims: We aim to develop a recipe to calculate sensible formal uncertainties that can be used in all cases of under-observed stars. Methods: Prior information about the typical ranges of stellar parallaxes and proper motions is incorporated in the astrometric solution by means of Bayes' rule. Numerical simulations based on the Gaia Universe Model Snapshot (GUMS) are used to investigate how the prior influences the actual errors and formal uncertainties when different amounts of Gaia observations are available. We develop a criterion for the optimum choice of priors, apply it to a wide range of cases, and derive a global approximation of the optimum prior as a function of magnitude and galactic coordinates. Results: The feasibility of the Bayesian approach is demonstrated through global astrometric solutions of simulated Gaia observations. With an appropriate prior it is possible to derive sensible positions with realistic error estimates for any number of available observations. Even though this recipe works also for well-observed stars it should not be used where a good five-parameter astrometric solution can be obtained without a prior. Parallaxes and proper motions from a solution using

  18. A Bayesian Network Approach for Offshore Risk Analysis Through Linguistic Variables

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    This paper presents a new approach for offshore risk analysis that is capable of dealing with linguistic probabilities in Bayesian networks (BNs). In this paper, linguistic probabilities are used to describe occurrence likelihood of hazardous events that may cause possible accidents in offshore operations. In order to use fuzzy information, an f-weighted valuation function is proposed to transform linguistic judgements into crisp probability distributions which can be easily put into a BN to model causal relationships among risk factors. The use of linguistic variables makes it easier for human experts to express their knowledge, and the transformation of linguistic judgements into crisp probabilities can significantly save the cost of computation, modifying and maintaining a BN model. The flexibility of the method allows for multiple forms of information to be used to quantify model relationships, including formally assessed expert opinion when quantitative data are lacking, or when only qualitative or vague statements can be made. The model is a modular representation of uncertain knowledge caused due to randomness, vagueness and ignorance. This makes the risk analysis of offshore engineering systems more functional and easier in many assessment contexts. Specifically, the proposed f-weighted valuation function takes into account not only the dominating values, but also the α-level values that are ignored by conventional valuation methods. A case study of the collision risk between a Floating Production, Storage and Off-loading (FPSO) unit and the authorised vessels due to human elements during operation is used to illustrate the application of the proposed model.

  19. BClass: A Bayesian Approach Based on Mixture Models for Clustering and Classification of Heterogeneous Biological Data

    Directory of Open Access Journals (Sweden)

    Arturo Medrano-Soto

    2004-12-01

    Full Text Available Based on mixture models, we present a Bayesian method (called BClass to classify biological entities (e.g. genes when variables of quite heterogeneous nature are analyzed. Various statistical distributions are used to model the continuous/categorical data commonly produced by genetic experiments and large-scale genomic projects. We calculate the posterior probability of each entry to belong to each element (group in the mixture. In this way, an original set of heterogeneous variables is transformed into a set of purely homogeneous characteristics represented by the probabilities of each entry to belong to the groups. The number of groups in the analysis is controlled dynamically by rendering the groups as 'alive' and 'dormant' depending upon the number of entities classified within them. Using standard Metropolis-Hastings and Gibbs sampling algorithms, we constructed a sampler to approximate posterior moments and grouping probabilities. Since this method does not require the definition of similarity measures, it is especially suitable for data mining and knowledge discovery in biological databases. We applied BClass to classify genes in RegulonDB, a database specialized in information about the transcriptional regulation of gene expression in the bacterium Escherichia coli. The classification obtained is consistent with current knowledge and allowed prediction of missing values for a number of genes. BClass is object-oriented and fully programmed in Lisp-Stat. The output grouping probabilities are analyzed and interpreted using graphical (dynamically linked plots and query-based approaches. We discuss the advantages of using Lisp-Stat as a programming language as well as the problems we faced when the data volume increased exponentially due to the ever-growing number of genomic projects.

  20. A New Approach for Obtaining Cosmological Constraints from Type Ia Supernovae using Approximate Bayesian Computation

    Energy Technology Data Exchange (ETDEWEB)

    Jennings, Elise; Wolf, Rachel; Sako, Masao

    2016-11-09

    Cosmological parameter estimation techniques that robustly account for systematic measurement uncertainties will be crucial for the next generation of cosmological surveys. We present a new analysis method, superABC, for obtaining cosmological constraints from Type Ia supernova (SN Ia) light curves using Approximate Bayesian Computation (ABC) without any likelihood assumptions. The ABC method works by using a forward model simulation of the data where systematic uncertainties can be simulated and marginalized over. A key feature of the method presented here is the use of two distinct metrics, the `Tripp' and `Light Curve' metrics, which allow us to compare the simulated data to the observed data set. The Tripp metric takes as input the parameters of models fit to each light curve with the SALT-II method, whereas the Light Curve metric uses the measured fluxes directly without model fitting. We apply the superABC sampler to a simulated data set of $\\sim$1000 SNe corresponding to the first season of the Dark Energy Survey Supernova Program. Varying $\\Omega_m, w_0, \\alpha$ and $\\beta$ and a magnitude offset parameter, with no systematics we obtain $\\Delta(w_0) = w_0^{\\rm true} - w_0^{\\rm best \\, fit} = -0.036\\pm0.109$ (a $\\sim11$% 1$\\sigma$ uncertainty) using the Tripp metric and $\\Delta(w_0) = -0.055\\pm0.068$ (a $\\sim7$% 1$\\sigma$ uncertainty) using the Light Curve metric. Including 1% calibration uncertainties in four passbands, adding 4 more parameters, we obtain $\\Delta(w_0) = -0.062\\pm0.132$ (a $\\sim14$% 1$\\sigma$ uncertainty) using the Tripp metric. Overall we find a $17$% increase in the uncertainty on $w_0$ with systematics compared to without. We contrast this with a MCMC approach where systematic effects are approximately included. We find that the MCMC method slightly underestimates the impact of calibration uncertainties for this simulated data set.

  1. Semiparametric maximum likelihood for nonlinear regression with measurement errors.

    Science.gov (United States)

    Suh, Eun-Young; Schafer, Daniel W

    2002-06-01

    This article demonstrates semiparametric maximum likelihood estimation of a nonlinear growth model for fish lengths using imprecisely measured ages. Data on the species corvina reina, found in the Gulf of Nicoya, Costa Rica, consist of lengths and imprecise ages for 168 fish and precise ages for a subset of 16 fish. The statistical problem may therefore be classified as nonlinear errors-in-variables regression with internal validation data. Inferential techniques are based on ideas extracted from several previous works on semiparametric maximum likelihood for errors-in-variables problems. The illustration of the example clarifies practical aspects of the associated computational, inferential, and data analytic techniques.

  2. Time series analysis using semiparametric regression on oil palm production

    Science.gov (United States)

    Yundari, Pasaribu, U. S.; Mukhaiyar, U.

    2016-04-01

    This paper presents semiparametric kernel regression method which has shown its flexibility and easiness in mathematical calculation, especially in estimating density and regression function. Kernel function is continuous and it produces a smooth estimation. The classical kernel density estimator is constructed by completely nonparametric analysis and it is well reasonable working for all form of function. Here, we discuss about parameter estimation in time series analysis. First, we consider the parameters are exist, then we use nonparametrical estimation which is called semiparametrical. The selection of optimum bandwidth is obtained by considering the approximation of Mean Integrated Square Root Error (MISE).

  3. BAYESIAN APPROACH TO THE PROCESS OF IDENTIFICATION OF THE DETERMINANTS OF INNOVATIVENESS

    Directory of Open Access Journals (Sweden)

    Marta Czyżewska

    2014-08-01

    Full Text Available Bayesian belief networks are applied in determining the most important factors of the innovativeness level of national economies. The paper is divided into two parts. The first presentsthe basic theory of Bayesian networks whereas in the second, the belief networks have been generated by an inhouse developed computer system called BeliefSEEKER which was implemented to generate the determinants influencing the innovativeness level of national economies.Qualitative analysis of the generated belief networks provided a way to define a set of the most important dimensions influencing the innovativeness level of economies and then the indicators that form these dimensions. It has been proven that Bayesian networks are very effective methods for multidimensional analysis and forming conclusions and recommendations regarding the strength of each innovative determinant influencing the overall performance of a country’s economy.

  4. Abstract: Comparing Semiparametric and Parametric Methods for Modeling Interactions Among Latent Variables.

    Science.gov (United States)

    Baldasaro, Ruth E; Bauer, Daniel J

    2011-11-30

    Many approaches have been proposed to estimate interactions among latent variables. These methods often assume a specific functional form for the interaction, such as a bilinear interaction. Theory is seldom specific enough to provide a functional form for an interaction, however, so a more exploratory, diagnostic approach may often be required. Bauer (2005) proposed a semiparametric approach that allows for the estimation of interaction effects of unknown functional form among latent variables. A structural equation mixture model (SEMM) is first fit to the data. Then an approximation of the interaction is obtained by aggregating over the mixing components. A simulation study is used to examine the performance of this semiparametric approach to two parametric approaches: the latent moderated structures approach (Klein & Moosbrugger, 2000) and the unconstrained product-indicator approach (Marsh, Wen, & Hau, 2004). Data were generated from four functional forms: main effects only, quadratic trend, bilinear interaction, and exponential interaction. Estimates of bias and root mean squared error of approximation were calculated by comparing the surface used to generate the data and the model-implied surface constructed from each approach. As expected, the parametric approaches were more efficient than the SEMM. For the main effects model, bias was similar for both the SEMM and parametric approaches. For the bilinear interaction, the parametric approaches provided nearly identical results, although the SEMM approach was slightly more biased. When the parametric approaches assumed a bilinear interaction and the data were generated from a quadratic trend or an exponential interaction, the parametric approaches generated biased estimates of the true surface. The SEMM approach approximated the true data generation surface with a similarly low level of bias for all the nonlinear surfaces. For example, Figure 1 shows the true surface for the bilinear interaction along with the

  5. Predicting mTOR inhibitors with a classifier using recursive partitioning and Naive Bayesian approaches.

    Directory of Open Access Journals (Sweden)

    Ling Wang

    Full Text Available BACKGROUND: Mammalian target of rapamycin (mTOR is a central controller of cell growth, proliferation, metabolism, and angiogenesis. Thus, there is a great deal of interest in developing clinical drugs based on mTOR. In this paper, in silico models based on multi-scaffolds were developed to predict mTOR inhibitors or non-inhibitors. METHODS: First 1,264 diverse compounds were collected and categorized as mTOR inhibitors and non-inhibitors. Two methods, recursive partitioning (RP and naïve Bayesian (NB, were used to build combinatorial classification models of mTOR inhibitors versus non-inhibitors using physicochemical descriptors, fingerprints, and atom center fragments (ACFs. RESULTS: A total of 253 models were constructed and the overall predictive accuracies of the best models were more than 90% for both the training set of 964 and the external test set of 300 diverse compounds. The scaffold hopping abilities of the best models were successfully evaluated through predicting 37 new recently published mTOR inhibitors. Compared with the best RP and Bayesian models, the classifier based on ACFs and Bayesian shows comparable or slightly better in performance and scaffold hopping abilities. A web server was developed based on the ACFs and Bayesian method (http://rcdd.sysu.edu.cn/mtor/. This web server can be used to predict whether a compound is an mTOR inhibitor or non-inhibitor online. CONCLUSION: In silico models were constructed to predict mTOR inhibitors using recursive partitioning and naïve Bayesian methods, and a web server (mTOR Predictor was also developed based on the best model results. Compound prediction or virtual screening can be carried out through our web server. Moreover, the favorable and unfavorable fragments for mTOR inhibitors obtained from Bayesian classifiers will be helpful for lead optimization or the design of new mTOR inhibitors.

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

    Science.gov (United States)

    Iskandar, Ismed; Satria Gondokaryono, Yudi

    2016-02-01

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

  7. Bayesian analysis of rotating machines - A statistical approach to estimate and track the fundamental frequency

    DEFF Research Database (Denmark)

    Pedersen, Thorkild Find

    2003-01-01

    Rotating and reciprocating mechanical machines emit acoustic noise and vibrations when they operate. Typically, the noise and vibrations are concentrated in narrow frequency bands related to the running speed of the machine. The frequency of the running speed is referred to as the fundamental...... of an adaptive comb filter is derived for tracking non-stationary signals. The estimation problem is then rephrased in terms of the Bayesian statistical framework. In the Bayesian framework both parameters and observations are considered stochastic processes. The result of the estimation is an expression...

  8. Using auxiliary information to improve wildlife disease surveillance when infected animals are not detected: a Bayesian approach

    Science.gov (United States)

    Heisey, Dennis M.; Jennelle, Christopher S.; Russell, Robin E.; Walsh, Daniel P.

    2014-01-01

    There are numerous situations in which it is important to determine whether a particular disease of interest is present in a free-ranging wildlife population. However adequate disease surveillance can be labor-intensive and expensive and thus there is substantial motivation to conduct it as efficiently as possible. Surveillance is often based on the assumption of a simple random sample, but this can almost always be improved upon if there is auxiliary information available about disease risk factors. We present a Bayesian approach to disease surveillance when auxiliary risk information is available which will usually allow for substantial improvements over simple random sampling. Others have employed risk weights in surveillance, but this can result in overly optimistic statements regarding freedom from disease due to not accounting for the uncertainty in the auxiliary information; our approach remedies this. We compare our Bayesian approach to a published example of risk weights applied to chronic wasting disease in deer in Colorado, and we also present calculations to examine when uncertainty in the auxiliary information has a serious impact on the risk weights approach. Our approach allows “apples-to-apples” comparisons of surveillance efficiencies between units where heterogeneous samples were collected

  9. PEMODELAN JUMLAH ANAK PUTUS SEKOLAH DI PROVINSI BALI DENGAN PENDEKATAN SEMI-PARAMETRIC GEOGRAPHICALLY WEIGHTED POISSON REGRESSION

    Directory of Open Access Journals (Sweden)

    GUSTI AYU RATIH ASTARI

    2013-11-01

    Full Text Available Dropout number is one of the important indicators to measure the human progress resources in education sector. This research uses the approaches of Semi-parametric Geographically Weighted Poisson Regression to get the best model and to determine the influencing factors of dropout number for primary education in Bali. The analysis results show that there are no significant differences between the Poisson regression model with GWPR and Semi-parametric GWPR. Factors which significantly influence the dropout number for primary education in Bali are the ratio of students to school, ratio of students to teachers, the number of families with the latest educational fathers is elementary or junior high school, illiteracy rates, and the average number of family members.

  10. Extracting a Whisper from the DIN: A Bayesian-Inductive Approach to Learning an Anticipatory Model of Cavitation

    Energy Technology Data Exchange (ETDEWEB)

    Kercel, S.W.

    1999-11-07

    For several reasons, Bayesian parameter estimation is superior to other methods for inductively learning a model for an anticipatory system. Since it exploits prior knowledge, the analysis begins from a more advantageous starting point than other methods. Also, since "nuisance parameters" can be removed from the Bayesian analysis, the description of the model need not be as complete as is necessary for such methods as matched filtering. In the limit of perfectly random noise and a perfect description of the model, the signal-to-noise ratio improves as the square root of the number of samples in the data. Even with the imperfections of real-world data, Bayesian methods approach this ideal limit of performance more closely than other methods. These capabilities provide a strategy for addressing a major unsolved problem in pump operation: the identification of precursors of cavitation. Cavitation causes immediate degradation of pump performance and ultimate destruction of the pump. However, the most efficient point to operate a pump is just below the threshold of cavitation. It might be hoped that a straightforward method to minimize pump cavitation damage would be to simply adjust the operating point until the inception of cavitation is detected and then to slightly readjust the operating point to let the cavitation vanish. However, due to the continuously evolving state of the fluid moving through the pump, the threshold of cavitation tends to wander. What is needed is to anticipate cavitation, and this requires the detection and identification of precursor features that occur just before cavitation starts.

  11. Defining the hundred year flood: A Bayesian approach for using historic data to reduce uncertainty in flood frequency estimates

    Science.gov (United States)

    Parkes, Brandon; Demeritt, David

    2016-09-01

    This paper describes a Bayesian statistical model for estimating flood frequency by combining uncertain annual maximum (AMAX) data from a river gauge with estimates of flood peak discharge from various historic sources that predate the period of instrument records. Such historic flood records promise to expand the time series data needed for reducing the uncertainty in return period estimates for extreme events, but the heterogeneity and uncertainty of historic records make them difficult to use alongside Flood Estimation Handbook and other standard methods for generating flood frequency curves from gauge data. Using the flow of the River Eden in Carlisle, Cumbria, UK as a case study, this paper develops a Bayesian model for combining historic flood estimates since 1800 with gauge data since 1967 to estimate the probability of low frequency flood events for the area taking account of uncertainty in the discharge estimates. Results show a reduction in 95% confidence intervals of roughly 50% for annual exceedance probabilities of less than 0.0133 (return periods over 75 years) compared to standard flood frequency estimation methods using solely systematic data. Sensitivity analysis shows the model is sensitive to 2 model parameters both of which are concerned with the historic (pre-systematic) period of the time series. This highlights the importance of adequate consideration of historic channel and floodplain changes or possible bias in estimates of historic flood discharges. The next steps required to roll out this Bayesian approach for operational flood frequency estimation at other sites is also discussed.

  12. A Bayesian approach to analyze energy balance data from lactating dairy cows

    NARCIS (Netherlands)

    Strathe, A.B.; Dijkstra, J.; France, J.; Lopez, S.; Yan, T.; Kebreab, E.

    2011-01-01

    The objective of the present investigation was to develop a Bayesian framework for updating and integrating covariate information into key parameters of metabolizable energy (ME) systems for dairy cows. The study addressed specifically the effects of genetic improvements and feed quality on key para

  13. A Bayesian network approach for causal inferences in pesticide risk assessment and management

    Science.gov (United States)

    Pesticide risk assessment and management must balance societal benefits and ecosystem protection, based on quantified risks and the strength of the causal linkages between uses of the pesticide and socioeconomic and ecological endpoints of concern. A Bayesian network (BN) is a gr...

  14. A Bayesian Decision-Theoretic Approach to Logically-Consistent Hypothesis Testing

    Directory of Open Access Journals (Sweden)

    Gustavo Miranda da Silva

    2015-09-01

    Full Text Available This work addresses an important issue regarding the performance of simultaneous test procedures: the construction of multiple tests that at the same time are optimal from a statistical perspective and that also yield logically-consistent results that are easy to communicate to practitioners of statistical methods. For instance, if hypothesis A implies hypothesis B, is it possible to create optimal testing procedures that reject A whenever they reject B? Unfortunately, several standard testing procedures fail in having such logical consistency. Although this has been deeply investigated under a frequentist perspective, the literature lacks analyses under a Bayesian paradigm. In this work, we contribute to the discussion by investigating three rational relationships under a Bayesian decision-theoretic standpoint: coherence, invertibility and union consonance. We characterize and illustrate through simple examples optimal Bayes tests that fulfill each of these requisites separately. We also explore how far one can go by putting these requirements together. We show that although fairly intuitive tests satisfy both coherence and invertibility, no Bayesian testing scheme meets the desiderata as a whole, strengthening the understanding that logical consistency cannot be combined with statistical optimality in general. Finally, we associate Bayesian hypothesis testing with Bayes point estimation procedures. We prove the performance of logically-consistent hypothesis testing by means of a Bayes point estimator to be optimal only under very restrictive conditions.

  15. Understanding the Uncertainty of an Effectiveness-Cost Ratio in Educational Resource Allocation: A Bayesian Approach

    Science.gov (United States)

    Pan, Yilin

    2016-01-01

    Given the necessity to bridge the gap between what happened and what is likely to happen, this paper aims to explore how to apply Bayesian inference to cost-effectiveness analysis so as to capture the uncertainty of a ratio-type efficiency measure. The first part of the paper summarizes the characteristics of the evaluation data that are commonly…

  16. Testing Gibrat's Legacy: A Bayesian Approach to Study the Growth of Firms

    NARCIS (Netherlands)

    Cefis, E.|info:eu-repo/dai/nl/274516233; Ciccarelli, M.; Orsenigo, L.

    2005-01-01

    Gibrat's law is a referent model of corporate growth dynamics. This paper employs Bayesian panel data methods to test for Gibrat's law and its implications. Using a Pharmaceutical Industry Database (1987-1998), we find evidence against Gibrat's law on average, within or across industries. Estimated

  17. Bayesian networks for clinical decision support : a rational approach to dynamic decision-making under uncertainty

    NARCIS (Netherlands)

    Gerven, M.A.J. van

    2007-01-01

    This dissertation deals with decision support in the context of clinical oncology. (Dynamic) Bayesian networks are used as a framework for (dynamic) decision-making under uncertainty and applied to a variety of diagnostic, prognostic, and treatment problems in medicine. It is shown that the proposed

  18. The choice of sample size for mortality forecasting : A Bayesian learning approach

    NARCIS (Netherlands)

    Li, Hong; De Waegenaere, Anja; Melenberg, Bertrand

    2015-01-01

    Forecasted mortality rates using mortality models proposed in the recent literature are sensitive to the sample size. In this paper we propose a method based on Bayesian learning to determine model-specific posterior distributions of the sample sizes. In particular, the sample size is included as an

  19. Understanding Computational Bayesian Statistics

    CERN Document Server

    Bolstad, William M

    2011-01-01

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

  20. Bayesian statistics an introduction

    CERN Document Server

    Lee, Peter M

    2012-01-01

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

  1. A Bayesian Approach to Identifying New Risk Factors for Dementia: A Nationwide Population-Based Study.

    Science.gov (United States)

    Wen, Yen-Hsia; Wu, Shihn-Sheng; Lin, Chun-Hung Richard; Tsai, Jui-Hsiu; Yang, Pinchen; Chang, Yang-Pei; Tseng, Kuan-Hua

    2016-05-01

    Dementia is one of the most disabling and burdensome health conditions worldwide. In this study, we identified new potential risk factors for dementia from nationwide longitudinal population-based data by using Bayesian statistics.We first tested the consistency of the results obtained using Bayesian statistics with those obtained using classical frequentist probability for 4 recognized risk factors for dementia, namely severe head injury, depression, diabetes mellitus, and vascular diseases. Then, we used Bayesian statistics to verify 2 new potential risk factors for dementia, namely hearing loss and senile cataract, determined from the Taiwan's National Health Insurance Research Database.We included a total of 6546 (6.0%) patients diagnosed with dementia. We observed older age, female sex, and lower income as independent risk factors for dementia. Moreover, we verified the 4 recognized risk factors for dementia in the older Taiwanese population; their odds ratios (ORs) ranged from 3.469 to 1.207. Furthermore, we observed that hearing loss (OR = 1.577) and senile cataract (OR = 1.549) were associated with an increased risk of dementia.We found that the results obtained using Bayesian statistics for assessing risk factors for dementia, such as head injury, depression, DM, and vascular diseases, were consistent with those obtained using classical frequentist probability. Moreover, hearing loss and senile cataract were found to be potential risk factors for dementia in the older Taiwanese population. Bayesian statistics could help clinicians explore other potential risk factors for dementia and for developing appropriate treatment strategies for these patients.

  2. Coastal vulnerability assessment using Fuzzy Logic and Bayesian Belief Network approaches

    Science.gov (United States)

    Valentini, Emiliana; Nguyen Xuan, Alessandra; Filipponi, Federico; Taramelli, Andrea

    2017-04-01

    Natural hazards such as sea surge are threatening low-lying coastal plains. In order to deal with disturbances a deeper understanding of benefits deriving from ecosystem services assessment, management and planning can contribute to enhance the resilience of coastal systems. In this frame assessing current and future vulnerability is a key concern of many Systems Of Systems SOS (social, ecological, institutional) that deals with several challenges like the definition of Essential Variables (EVs) able to synthesize the required information, the assignment of different weight to be attributed to each considered variable, the selection of method for combining the relevant variables. It is widely recognized that ecosystems contribute to human wellbeing and then their conservation increases the resilience capacities and could play a key role in reducing climate related risk and thus physical and economic losses. A way to fully exploit ecosystems potential, i.e. their so called ecopotential (see H2020 EU funded project "ECOPOTENTIAL"), is the Ecosystem based Adaptation (EbA): the use of ecosystem services as part of an adaptation strategy. In order to provide insight in understanding regulating ecosystem services to surge and which variables influence them and to make the best use of available data and information (EO products, in situ data and modelling), we propose a multi-component surge vulnerability assessment, focusing on coastal sandy dunes as natural barriers. The aim is to combine together eco-geomorphological and socio-economic variables with the hazard component on the base of different approaches: 1) Fuzzy Logic; 2) Bayesian Belief Networks (BBN). The Fuzzy Logic approach is very useful to get a spatialized information and it can easily combine variables coming from different sources. It provides information on vulnerability moving along-shore and across-shore (beach-dune transect), highlighting the variability of vulnerability conditions in the spatial

  3. The Semiparametric Normal Variance-Mean Mixture Model

    DEFF Research Database (Denmark)

    Korsholm, Lars

    1997-01-01

    We discuss the normal vairance-mean mixture model from a semi-parametric point of view, i.e. we let the mixing distribution belong to a non parametric family. The main results are consistency of the non parametric maximum likelihood estimat or in this case, and construction of an asymptotically...... normal and efficient estimator....

  4. Testing Parametric versus Semiparametric Modelling in Generalized Linear Models

    NARCIS (Netherlands)

    Härdle, W.K.; Mammen, E.; Müller, M.D.

    1996-01-01

    We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function.The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear, i.e. m(

  5. Error-Bars in Semi-Parametric Estimation

    NARCIS (Netherlands)

    Van Ormondt, D.; Van der Veen, J.W.C.; Sima, D.M.; Graveron-Demilly, D.

    In in vivo metabolite-quantitation with a magnetic resonance spectroscopy (MRS) scanner, the model function of the attendant MRS signal is often only partly known. This unfavourable condition requires semi-parametric estimation. In the present study the unknown part is the form of the decay function

  6. Coordinate descent methods for the penalized semiparametric additive hazards model

    DEFF Research Database (Denmark)

    Gorst-Rasmussen, Anders; Scheike, Thomas

    . The semiparametric additive hazards model is a flexible alternative which is a natural survival analogue of the standard linear regression model. Building on this analogy, we develop a cyclic coordinate descent algorithm for fitting the lasso and elastic net penalized additive hazards model. The algorithm requires...

  7. The Non- and Semiparametric Analysis of MS Models : Some Applications

    NARCIS (Netherlands)

    Li, Y.; Donkers, A.C.D.; Melenberg, B.

    2006-01-01

    This paper illustrates how to compare different microscopic simulation (MS) models and how to compare a MS model with real data in case the parameters of interest are estimated non- or semiparametrically.As examples we investigate the marginal single-period probability density function of stock retu

  8. Understanding and predicting changing use of groundwater with climate and other uncertainties: a Bayesian approach

    Science.gov (United States)

    Costa, F. A. F.; Keir, G.; McIntyre, N.; Bulovic, N.

    2015-12-01

    Most groundwater supply bores in Australia do not have flow metering equipment and so regional groundwater abstraction rates are not well known. Past estimates of unmetered abstraction for regional numerical groundwater modelling typically have not attempted to quantify the uncertainty inherent in the estimation process in detail. In particular, the spatial properties of errors in the estimates are almost always neglected. Here, we apply Bayesian spatial models to estimate these abstractions at a regional scale, using the state-of-the-art computationally inexpensive approaches of integrated nested Laplace approximation (INLA) and stochastic partial differential equations (SPDE). We examine a case study in the Condamine Alluvium aquifer in southern Queensland, Australia; even in this comparatively data-rich area with extensive groundwater abstraction for agricultural irrigation, approximately 80% of bores do not have reliable metered flow records. Additionally, the metering data in this area are characterised by complicated statistical features, such as zero-valued observations, non-normality, and non-stationarity. While this precludes the use of many classical spatial estimation techniques, such as kriging, our model (using the R-INLA package) is able to accommodate these features. We use a joint model to predict both probability and magnitude of abstraction from bores in space and time, and examine the effect of a range of high-resolution gridded meteorological covariates upon the predictive ability of the model. Deviance Information Criterion (DIC) scores are used to assess a range of potential models, which reward good model fit while penalising excessive model complexity. We conclude that maximum air temperature (as a reasonably effective surrogate for evapotranspiration) is the most significant single predictor of abstraction rate; and that a significant spatial effect exists (represented by the SPDE approximation of a Gaussian random field with a Mat

  9. Bayesian Mediation Analysis

    Science.gov (United States)

    Yuan, Ying; MacKinnon, David P.

    2009-01-01

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

  10. A Bayesian Approach to Calibrating High-Throughput Virtual Screening Results and Application to Organic Photovoltaic Materials

    CERN Document Server

    Pyzer-Knapp, Edward O; Aspuru-Guzik, Alan

    2015-01-01

    A novel approach for calibrating quantum-chemical properties determined as part of a high-throughput virtual screen to experimental analogs is presented. Information on the molecular graph is extracted through the use of extended connectivity fingerprints, and exploited using a Gaussian process to calibrate both electronic properties such as frontier orbital energies, and optical gaps and device properties such as short circuit current density, open circuit voltage and power conversion efficiency. The Bayesian nature of this process affords a value for uncertainty in addition to each calibrated value. This allows the researcher to gain intuition about the model as well as the ability to respect its bounds.

  11. In-situ resource utilization for the human exploration of Mars : a Bayesian approach to valuation of precursor missions

    Science.gov (United States)

    Smith, Jeffrey H.

    2006-01-01

    The need for sufficient quantities of oxygen, water, and fuel resources to support a crew on the surface of Mars presents a critical logistical issue of whether to transport such resources from Earth or manufacture them on Mars. An approach based on the classical Wildcat Drilling Problem of Bayesian decision theory was applied to the problem of finding water in order to compute the expected value of precursor mission sample information. An implicit (required) probability of finding water on Mars was derived from the value of sample information using the expected mass savings of alternative precursor missions.

  12. AGNfitter: A Bayesian MCMC approach to fitting spectral energy distributions of AGN

    CERN Document Server

    Rivera, Gabriela Calistro; Hennawi, Joseph F; Hogg, David W

    2016-01-01

    We present AGNfitter, a publicly available open-source algorithm implementing a fully Bayesian Markov Chain Monte Carlo method to fit the spectral energy distributions (SEDs) of active galactic nuclei (AGN) from the sub-mm to the UV, allowing one to robustly disentangle the physical processes responsible for their emission. AGNfitter makes use of a large library of theoretical, empirical, and semi-empirical models to characterize both the nuclear and host galaxy emission simultaneously. The model consists of four physical emission components: an accretion disk, a torus of AGN heated dust, stellar populations, and cold dust in star forming regions. AGNfitter determines the posterior distributions of numerous parameters that govern the physics of AGN with a fully Bayesian treatment of errors and parameter degeneracies, allowing one to infer integrated luminosities, dust attenuation parameters, stellar masses, and star formation rates. We tested AGNfitter's performace on real data by fitting the SEDs of a sample...

  13. A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems

    Science.gov (United States)

    Merkatas, Christos; Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

    2017-06-01

    We propose a Bayesian nonparametric mixture model for the reconstruction and prediction from observed time series data, of discretized stochastic dynamical systems, based on Markov Chain Monte Carlo methods. Our results can be used by researchers in physical modeling interested in a fast and accurate estimation of low dimensional stochastic models when the size of the observed time series is small and the noise process (perhaps) is non-Gaussian. The inference procedure is demonstrated specifically in the case of polynomial maps of an arbitrary degree and when a Geometric Stick Breaking mixture process prior over the space of densities, is applied to the additive errors. Our method is parsimonious compared to Bayesian nonparametric techniques based on Dirichlet process mixtures, flexible and general. Simulations based on synthetic time series are presented.

  14. Diagnosis of combined faults in Rotary Machinery by Non-Naive Bayesian approach

    Science.gov (United States)

    Asr, Mahsa Yazdanian; Ettefagh, Mir Mohammad; Hassannejad, Reza; Razavi, Seyed Naser

    2017-02-01

    When combined faults happen in different parts of the rotating machines, their features are profoundly dependent. Experts are completely familiar with individuals faults characteristics and enough data are available from single faults but the problem arises, when the faults combined and the separation of characteristics becomes complex. Therefore, the experts cannot declare exact information about the symptoms of combined fault and its quality. In this paper to overcome this drawback, a novel method is proposed. The core idea of the method is about declaring combined fault without using combined fault features as training data set and just individual fault features are applied in training step. For this purpose, after data acquisition and resampling the obtained vibration signals, Empirical Mode Decomposition (EMD) is utilized to decompose multi component signals to Intrinsic Mode Functions (IMFs). With the use of correlation coefficient, proper IMFs for feature extraction are selected. In feature extraction step, Shannon energy entropy of IMFs was extracted as well as statistical features. It is obvious that most of extracted features are strongly dependent. To consider this matter, Non-Naive Bayesian Classifier (NNBC) is appointed, which release the fundamental assumption of Naive Bayesian, i.e., the independence among features. To demonstrate the superiority of NNBC, other counterpart methods, include Normal Naive Bayesian classifier, Kernel Naive Bayesian classifier and Back Propagation Neural Networks were applied and the classification results are compared. An experimental vibration signals, collected from automobile gearbox, were used to verify the effectiveness of the proposed method. During the classification process, only the features, related individually to healthy state, bearing failure and gear failures, were assigned for training the classifier. But, combined fault features (combined gear and bearing failures) were examined as test data. The achieved

  15. Empirical vs Bayesian approach for estimating haplotypes from genotypes of unrelated individuals

    Directory of Open Access Journals (Sweden)

    Cheng Jacob

    2007-01-01

    Full Text Available Abstract Background The completion of the HapMap project has stimulated further development of haplotype-based methodologies for disease associations. A key aspect of such development is the statistical inference of individual diplotypes from unphased genotypes. Several methodologies for inferring haplotypes have been developed, but they have not been evaluated extensively to determine which method not only performs well, but also can be easily incorporated in downstream haplotype-based association analyses. In this paper, we attempt to do so. Our evaluation was carried out by comparing the two leading Bayesian methods, implemented in PHASE and HAPLOTYPER, and the two leading empirical methods, implemented in PL-EM and HPlus. We used these methods to analyze real data, namely the dense genotypes on X-chromosome of 30 European and 30 African trios provided by the International HapMap Project, and simulated genotype data. Our conclusions are based on these analyses. Results All programs performed very well on X-chromosome data, with an average similarity index of 0.99 and an average prediction rate of 0.99 for both European and African trios. On simulated data with approximation of coalescence, PHASE implementing the Bayesian method based on the coalescence approximation outperformed other programs on small sample sizes. When the sample size increased, other programs performed as well as PHASE. PL-EM and HPlus implementing empirical methods required much less running time than the programs implementing the Bayesian methods. They required only one hundredth or thousandth of the running time required by PHASE, particularly when analyzing large sample sizes and large umber of SNPs. Conclusion For large sample sizes (hundreds or more, which most association studies require, the two empirical methods might be used since they infer the haplotypes as accurately as any Bayesian methods and can be incorporated easily into downstream haplotype

  16. A Bayesian approach for Inter-seismic Inter-plate Coupling Probabilities for the Central Andes Subduction Zone

    Science.gov (United States)

    Ortega Culaciati, F. H.; Simons, M.

    2009-12-01

    We aim to characterize the apparent extent of plate coupling on subduction zone megathrusts with the eventual goal of understanding spatial variations of fault zone rheology. In this study we approach the problem from a Bayesian perspective, where we ask not for a single optimum model, but rather for a posteriori estimates of the range of allowable models, exploiting the full potential of Bayesian methods to completely characterize the model parameter space. Adopting a simple kinematic back-slip model and a 3D geometry of the inter-plate contact zone, we use the Bayesian approach to provide the inter-seismic inter-plate coupling probabilities that are consistent with physically plausible a-priori information and available geodetic measurements. We highlight the importance of using the vertical component of the velocity field to properly constrain the downdip limit of the coupled zone, and also we show how the chosen parameterization of the model plays an important role along with the a-priori, and a-posteriori information on the model parameters. We apply this methodology in the Chilean-Peruvian subduction zone (12S - 24S) with the desire to understand the state of inter-seismic coupling on that margin. We obtain patch like features for the probability of 100% apparent inter-seismic coupling with higher values located between 15km and 60km depth. The larger of these features are located in the regions associated with the rupture process of the 2001 (Mw 8.4) Arequipa and the 2007 (Mw 8.0) Pisco Earthquakes, both occurred after the time period where the measurements take place; and the region identified as the Arica bend seismic gap, which has not experienced a large earthquake since 1877.

  17. Pilot study of dynamic Bayesian networks approach for fault diagnostics and accident progression prediction in HTR-PM

    Energy Technology Data Exchange (ETDEWEB)

    Zhao, Yunfei; Tong, Jiejuan; Zhang, Liguo, E-mail: lgzhang@tsinghua.edu.cn; Zhang, Qin

    2015-09-15

    Highlights: • Dynamic Bayesian network is used to diagnose and predict accident progress in HTR-PM. • Dynamic Bayesian network model of HTR-PM is built based on detailed system analysis. • LOCA Simulations validate the above model even if part monitors are lost or false. - Abstract: The first high-temperature-reactor pebble-bed demonstration module (HTR-PM) is under construction currently in China. At the same time, development of a system that is used to support nuclear emergency response is in progress. The supporting system is expected to complete two tasks. The first one is diagnostics of the fault in the reactor based on abnormal sensor measurements obtained. The second one is prognostic of the accident progression based on sensor measurements obtained and operator actions. Both tasks will provide valuable guidance for emergency staff to take appropriate protective actions. Traditional method for the two tasks relies heavily on expert judgment, and has been proven to be inappropriate in some cases, such as Three Mile Island accident. To better perform the two tasks, dynamic Bayesian networks (DBN) is introduced in this paper and a pilot study based on the approach is carried out. DBN is advantageous in representing complex dynamic systems and taking full consideration of evidences obtained to perform diagnostics and prognostics. Pearl's loopy belief propagation (LBP) algorithm is recommended for diagnostics and prognostics in DBN. The DBN model of HTR-PM is created based on detailed system analysis and accident progression analysis. A small break loss of coolant accident (SBLOCA) is selected to illustrate the application of the DBN model of HTR-PM in fault diagnostics (FD) and accident progression prognostics (APP). Several advantages of DBN approach compared with other techniques are discussed. The pilot study lays the foundation for developing the nuclear emergency response supporting system (NERSS) for HTR-PM.

  18. Reliable single chip genotyping with semi-parametric log-concave mixtures.

    Directory of Open Access Journals (Sweden)

    Ralph C A Rippe

    Full Text Available The common approach to SNP genotyping is to use (model-based clustering per individual SNP, on a set of arrays. Genotyping all SNPs on a single array is much more attractive, in terms of flexibility, stability and applicability, when developing new chips. A new semi-parametric method, named SCALA, is proposed. It is based on a mixture model using semi-parametric log-concave densities. Instead of using the raw data, the mixture is fitted on a two-dimensional histogram, thereby making computation time almost independent of the number of SNPs. Furthermore, the algorithm is effective in low-MAF situations.Comparisons between SCALA and CRLMM on HapMap genotypes show very reliable calling of single arrays. Some heterozygous genotypes from HapMap are called homozygous by SCALA and to lesser extent by CRLMM too. Furthermore, HapMap's NoCalls (NN could be genotyped by SCALA, mostly with high probability. The software is available as R scripts from the website www.math.leidenuniv.nl/~rrippe.

  19. Dealing with missing covariates in epidemiologic studies: a comparison between multiple imputation and a full Bayesian approach.

    Science.gov (United States)

    Erler, Nicole S; Rizopoulos, Dimitris; Rosmalen, Joost van; Jaddoe, Vincent W V; Franco, Oscar H; Lesaffre, Emmanuel M E H

    2016-07-30

    Incomplete data are generally a challenge to the analysis of most large studies. The current gold standard to account for missing data is multiple imputation, and more specifically multiple imputation with chained equations (MICE). Numerous studies have been conducted to illustrate the performance of MICE for missing covariate data. The results show that the method works well in various situations. However, less is known about its performance in more complex models, specifically when the outcome is multivariate as in longitudinal studies. In current practice, the multivariate nature of the longitudinal outcome is often neglected in the imputation procedure, or only the baseline outcome is used to impute missing covariates. In this work, we evaluate the performance of MICE using different strategies to include a longitudinal outcome into the imputation models and compare it with a fully Bayesian approach that jointly imputes missing values and estimates the parameters of the longitudinal model. Results from simulation and a real data example show that MICE requires the analyst to correctly specify which components of the longitudinal process need to be included in the imputation models in order to obtain unbiased results. The full Bayesian approach, on the other hand, does not require the analyst to explicitly specify how the longitudinal outcome enters the imputation models. It performed well under different scenarios. Copyright © 2016 John Wiley & Sons, Ltd.

  20. A multiscale Bayesian data integration approach for mapping air dose rates around the Fukushima Daiichi Nuclear Power Plant.

    Science.gov (United States)

    Wainwright, Haruko M; Seki, Akiyuki; Chen, Jinsong; Saito, Kimiaki

    2017-02-01

    This paper presents a multiscale data integration method to estimate the spatial distribution of air dose rates in the regional scale around the Fukushima Daiichi Nuclear Power Plant. We integrate various types of datasets, such as ground-based walk and car surveys, and airborne surveys, all of which have different scales, resolutions, spatial coverage, and accuracy. This method is based on geostatistics to represent spatial heterogeneous structures, and also on Bayesian hierarchical models to integrate multiscale, multi-type datasets in a consistent manner. The Bayesian method allows us to quantify the uncertainty in the estimates, and to provide the confidence intervals that are critical for robust decision-making. Although this approach is primarily data-driven, it has great flexibility to include mechanistic models for representing radiation transport or other complex correlations. We demonstrate our approach using three types of datasets collected at the same time over Fukushima City in Japan: (1) coarse-resolution airborne surveys covering the entire area, (2) car surveys along major roads, and (3) walk surveys in multiple neighborhoods. Results show that the method can successfully integrate three types of datasets and create an integrated map (including the confidence intervals) of air dose rates over the domain in high resolution. Moreover, this study provides us with various insights into the characteristics of each dataset, as well as radiocaesium distribution. In particular, the urban areas show high heterogeneity in the contaminant distribution due to human activities as well as large discrepancy among different surveys due to such heterogeneity.

  1. Bayesian approach to the assessment of the population-specific risk of inhibitors in hemophilia A patients: a case study

    Directory of Open Access Journals (Sweden)

    Cheng J

    2016-10-01

    significant inhibitor (10/100, 5/100 [high rates], and 1/86 [the Food and Drug Administration mandated cutoff rate in PTPs] were calculated. The effect of discounting prior information or scaling up the study data was evaluated.Results: Results based on noninformative priors were similar to the classical approach. Using priors from PTPs lowered the point estimate and narrowed the 95% credible intervals (Case 1: from 1.3 [0.5, 2.7] to 0.8 [0.5, 1.1]; Case 2: from 1.9 [0.6, 6.0] to 0.8 [0.5, 1.1]; Case 3: 2.3 [0.5, 6.8] to 0.7 [0.5, 1.1]. All probabilities of satisfying a threshold of 1/86 were above 0.65. Increasing the number of patients by two and ten times substantially narrowed the credible intervals for the single cohort study (1.4 [0.7, 2.3] and 1.4 [1.1, 1.8], respectively. Increasing the number of studies by two and ten times for the multiple study scenarios (Case 2: 1.9 [0.6, 4.0] and 1.9 [1.5, 2.6]; Case 3: 2.4 [0.9, 5.0] and 2.6 [1.9, 3.5], respectively had a similar effect.Conclusion: Bayesian approach as a robust, transparent, and reproducible analytic method can be efficiently used to estimate the inhibitor rate of hemophilia A in complex clinical settings. Keywords: inhibitor rate, meta-analysis, multicentric study, Bayesian, hemophilia A

  2. A simple 2D non-parametric resampling statistical approach to assess confidence in species identification in DNA barcoding--an alternative to likelihood and bayesian approaches.

    Science.gov (United States)

    Jin, Qian; He, Li-Jun; Zhang, Ai-Bing

    2012-01-01

    In the recent worldwide campaign for the global biodiversity inventory via DNA barcoding, a simple and easily used measure of confidence for assigning sequences to species in DNA barcoding has not been established so far, although the likelihood ratio test and the bayesian approach had been proposed to address this issue from a statistical point of view. The TDR (Two Dimensional non-parametric Resampling) measure newly proposed in this study offers users a simple and easy approach to evaluate the confidence of species membership in DNA barcoding projects. We assessed the validity and robustness of the TDR approach using datasets simulated under coalescent models, and an empirical dataset, and found that TDR measure is very robust in assessing species membership of DNA barcoding. In contrast to the likelihood ratio test and bayesian approach, the TDR method stands out due to simplicity in both concepts and calculations, with little in the way of restrictive population genetic assumptions. To implement this approach we have developed a computer program package (TDR1.0beta) freely available from ftp://202.204.209.200/education/video/TDR1.0beta.rar.

  3. A Bayesian Mean-Value Approach with a Self-Consistently Determined Prior Distribution for the Ranking of College Football Teams

    CERN Document Server

    Ashburn, J R; Ashburn, James R.; Colvert, Paul M.

    2006-01-01

    We introduce a Bayesian mean-value approach for ranking all college football teams using only win-loss data. This approach is unique in that the prior distribution necessary to handle undefeated and winless teams is calculated self-consistently. Furthermore, we will show statistics supporting the validity of the prior distribution. Finally, a brief comparison with other football rankings will be presented.

  4. Bayesian approaches to infer the physical properties of star-forming galaxies at cosmic dawn

    Science.gov (United States)

    Salmon, Brett Weston Killebrew

    In this thesis, I seek to advance our understanding of galaxy formation and evolution in the early universe. Using the largest single project ever conducted by the Hubble Space Telescope (the Cosmic Assembly Near-infrared Deep Extragalactic Legacy Survey, CANDELS) I use deep and wide broadband photometric imaging to infer the physical properties of galaxies from z=8.5 to z=1.5. First, I will present a study that extends the relationship between the star-formation rates (SFRs) and stellar masses (M⋆) of galaxies to 3.5attenuated in galaxies. I calculate the Bayesian evidence for galaxies under different assumptions of their underlying dust-attenuation law. By modeling galaxy ultraviolet-to-near-IR broadband CANDELS data I produce Bayesian evidence towards the dust law in individual galaxies that is confirmed by their observed IR luminosities. Moreover, I find a tight correlation between the strength of attenuation in galaxies and their dust law, a relation reinforced by the results from radiative transfer simulations. Finally, I use the Bayesian methods developed in this thesis to study the number density of SFR in galaxies from z=8 to z=4, and resolve the current disconnect between its evolution and that of the stellar mass function. In doing so, I place the first constraints on the dust law of z>4 galaxies, finding it obeys a similar relation as found at z˜2. I find a clear excess in number density at high SFRs. This new SFR function is in better agreement with the observed stellar mass functions, the few to-date infrared detections at high redshifts, and the connection to the observed distribution of lower redshift infrared sources. Together, these studies greatly improve our understanding of the galaxy star-formation histories, the nature of their dust attenuation, and the distribution of SFR among some of the most distant galaxies in the universe.

  5. The influence of baseline marijuana use on treatment of cocaine dependence: application of an informative-priors Bayesian approach.

    Directory of Open Access Journals (Sweden)

    Charles eGreen

    2012-10-01

    Full Text Available Background: Marijuana use is prevalent among patients with cocaine dependence and often non-exclusionary in clinical trials of potential cocaine medications. The dual-focus of this study was to (1 examine the moderating effect of baseline marijuana use on response to treatment with levodopa/carbidopa for cocaine dependence; and (2 apply an informative-priors, Bayesian approach for estimating the probability of a subgroup-by-treatment interaction effect.Method: A secondary data analysis of two previously published, double-blind, randomized controlled trials provided samples for the historical dataset (Study 1: N = 64 complete observations and current dataset (Study 2: N = 113 complete observations. Negative binomial regression evaluated Treatment Effectiveness Scores (TES as a function of medication condition (levodopa/carbidopa, placebo, baseline marijuana use (days in past 30, and their interaction. Results: Bayesian analysis indicated that there was a 96% chance that baseline marijuana use predicts differential response to treatment with levodopa/carbidopa. Simple effects indicated that among participants receiving levodopa/carbidopa the probability that baseline marijuana confers harm in terms of reducing TES was 0.981; whereas the probability that marijuana confers harm within the placebo condition was 0.163. For every additional day of marijuana use reported at baseline, participants in the levodopa/carbidopa condition demonstrated a 5.4% decrease in TES; while participants in the placebo condition demonstrated a 4.9% increase in TES.Conclusion: The potential moderating effect of marijuana on cocaine treatment response should be considered in future trial designs. Applying Bayesian subgroup analysis proved informative in characterizing this patient-treatment interaction effect.

  6. Bayesian neural network approach for determining the risk of re-intervention after endovascular aortic aneurysm repair.

    Science.gov (United States)

    Attallah, Omneya; Ma, Xianghong

    2014-09-01

    This article proposes a Bayesian neural network approach to determine the risk of re-intervention after endovascular aortic aneurysm repair surgery. The target of proposed technique is to determine which patients have high chance to re-intervention (high-risk patients) and which are not (low-risk patients) after 5 years of the surgery. Two censored datasets relating to the clinical conditions of aortic aneurysms have been collected from two different vascular centers in the United Kingdom. A Bayesian network was first employed to solve the censoring issue in the datasets. Then, a back propagation neural network model was built using the uncensored data of the first center to predict re-intervention on the second center and classify the patients into high-risk and low-risk groups. Kaplan-Meier curves were plotted for each group of patients separately to show whether there is a significant difference between the two risk groups. Finally, the logrank test was applied to determine whether the neural network model was capable of predicting and distinguishing between the two risk groups. The results show that the Bayesian network used for uncensoring the data has improved the performance of the neural networks that were built for the two centers separately. More importantly, the neural network that was trained with uncensored data of the first center was able to predict and discriminate between groups of low risk and high risk of re-intervention after 5 years of endovascular aortic aneurysm surgery at center 2 (p = 0.0037 in the logrank test).

  7. Combining non-precise historical information with instrumental measurements for flood frequency estimation: a fuzzy Bayesian approach

    Science.gov (United States)

    Salinas, Jose Luis; Kiss, Andrea; Viglione, Alberto; Blöschl, Günter

    2016-04-01

    Efforts of the historical environmental extremes community during the last decades have resulted in the obtention of long time series of historical floods, which in some cases range longer than 500 years in the past. In hydrological engineering, historical floods are useful because they give additional information which improves the estimates of discharges with low annual exceedance probabilities, i.e. with high return periods, and additionally might reduce the uncertainty in those estimates. In order to use the historical floods in formal flood frequency analysis, the precise value of the peak discharges would ideally be known, but in most of the cases, the information related to historical floods is given, quantitatively, in a non-precise manner. This work presents an approach on how to deal with the non-precise historical floods, by linking the descriptions in historical records to fuzzy numbers representing discharges. These fuzzy historical discharges are then introduced in a formal Bayesian inference framework, taking into account the arithmetics of non-precise numbers modelled by fuzzy logic theory, to obtain a fuzzy version of the flood frequency curve combining the fuzzy historical flood events and the instrumental data for a given location. Two case studies are selected from the historical literature, representing different facets of the fuzziness present in the historical sources. The results from the cases studies are given in the form of the fuzzy estimates of the flood frequency curves together with the fuzzy 5% and 95% Bayesian credibility bounds for these curves. The presented fuzzy Bayesian inference framework provides a flexible methodology to propagate in an explicit way the imprecision from the historical records into the flood frequency estimate, which allows to assess the effect that the incorporation of non-precise historical information can have in the flood frequency regime.

  8. Identifiability of sorption parameters in stirred flow-through reactor experiments and their identification with a Bayesian approach.

    Science.gov (United States)

    Nicoulaud-Gouin, V; Garcia-Sanchez, L; Giacalone, M; Attard, J C; Martin-Garin, A; Bois, F Y

    2016-10-01

    This paper addresses the methodological conditions -particularly experimental design and statistical inference- ensuring the identifiability of sorption parameters from breakthrough curves measured during stirred flow-through reactor experiments also known as continuous flow stirred-tank reactor (CSTR) experiments. The equilibrium-kinetic (EK) sorption model was selected as nonequilibrium parameterization embedding the Kd approach. Parameter identifiability was studied formally on the equations governing outlet concentrations. It was also studied numerically on 6 simulated CSTR experiments on a soil with known equilibrium-kinetic sorption parameters. EK sorption parameters can not be identified from a single breakthrough curve of a CSTR experiment, because Kd,1 and k(-) were diagnosed collinear. For pairs of CSTR experiments, Bayesian inference allowed to select the correct models of sorption and error among sorption alternatives. Bayesian inference was conducted with SAMCAT software (Sensitivity Analysis and Markov Chain simulations Applied to Transfer models) which launched the simulations through the embedded simulation engine GNU-MCSim, and automated their configuration and post-processing. Experimental designs consisting in varying flow rates between experiments reaching equilibrium at contamination stage were found optimal, because they simultaneously gave accurate sorption parameters and predictions. Bayesian results were comparable to maximum likehood method but they avoided convergence problems, the marginal likelihood allowed to compare all models, and credible interval gave directly the uncertainty of sorption parameters θ. Although these findings are limited to the specific conditions studied here, in particular the considered sorption model, the chosen parameter values and error structure, they help in the conception and analysis of future CSTR experiments with radionuclides whose kinetic behaviour is suspected.

  9. Uncertainty analysis for effluent trading planning using a Bayesian estimation-based simulation-optimization modeling approach.

    Science.gov (United States)

    Zhang, J L; Li, Y P; Huang, G H; Baetz, B W; Liu, J

    2017-03-06

    In this study, a Bayesian estimation-based simulation-optimization modeling approach (BESMA) is developed for identifying effluent trading strategies. BESMA incorporates nutrient fate modeling with soil and water assessment tool (SWAT), Bayesian estimation, and probabilistic-possibilistic interval programming with fuzzy random coefficients (PPI-FRC) within a general framework. Based on the water quality protocols provided by SWAT, posterior distributions of parameters can be analyzed through Bayesian estimation; stochastic characteristic of nutrient loading can be investigated which provides the inputs for the decision making. PPI-FRC can address multiple uncertainties in the form of intervals with fuzzy random boundaries and the associated system risk through incorporating the concept of possibility and necessity measures. The possibility and necessity measures are suitable for optimistic and pessimistic decision making, respectively. BESMA is applied to a real case of effluent trading planning in the Xiangxihe watershed, China. A number of decision alternatives can be obtained under different trading ratios and treatment rates. The results can not only facilitate identification of optimal effluent-trading schemes, but also gain insight into the effects of trading ratio and treatment rate on decision making. The results also reveal that decision maker's preference towards risk would affect decision alternatives on trading scheme as well as system benefit. Compared with the conventional optimization methods, it is proved that BESMA is advantageous in (i) dealing with multiple uncertainties associated with randomness and fuzziness in effluent-trading planning within a multi-source, multi-reach and multi-period context; (ii) reflecting uncertainties existing in nutrient transport behaviors to improve the accuracy in water quality prediction; and (iii) supporting pessimistic and optimistic decision making for effluent trading as well as promoting diversity of decision

  10. A population-based Bayesian approach to the minimal model of glucose and insulin homeostasis

    DEFF Research Database (Denmark)

    Andersen, Kim Emil; Højbjerre, Malene

    2005-01-01

    for a whole population. Traditionally it has been analysed in a deterministic set-up with only error terms on the measurements. In this work we adopt a Bayesian graphical model to describe the coupled minimal model that accounts for both measurement and process variability, and the model is extended......-posed estimation problem, where the reconstruction most often has been done by non-linear least squares techniques separately for each entity. The minmal model was originally specified for a single individual and does not combine several individuals with the advantage of estimating the metabolic portrait...

  11. A two step Bayesian approach for genomic prediction of breeding values

    DEFF Research Database (Denmark)

    Mahdi Shariati, Mohammad; Sørensen, Peter; Janss, Luc

    2012-01-01

    Background: In genomic models that assign an individual variance to each marker, the contribution of one marker to the posterior distribution of the marker variance is only one degree of freedom (df), which introduces many variance parameters with only little information per variance parameter...... of predicted breeding values. However, the accuracies of predicted breeding values were lower than Bayesian methods with marker specific variances. Conclusions: Grouping markers is less flexible than allowing each marker to have a specific marker variance but, by grouping, the power to estimate marker...

  12. Bayesian approaches to the value of information: implications for the regulation of new pharmaceuticals.

    Science.gov (United States)

    Claxton, K

    1999-05-01

    The current regulation of new pharmaceuticals is inefficient because it demands arbitrary amounts of information, the type of information demanded is not relevant to decision-makers and the same standards of evidence are applied across different technologies. Bayesian decision theory and an analysis of the value of both perfect and sample information is used to consider the efficient regulation of new pharmaceuticals. This type of analysis can be used to decide whether the evidence in an economic study provides 'sufficient substantiation' for an economic claim, and assesses whether evidence can be regarded as 'competent and reliable'.

  13. A Bayesian Super-Resolution Approach to Demosaicing of Blurred Images

    Directory of Open Access Journals (Sweden)

    Molina Rafael

    2006-01-01

    Full Text Available Most of the available digital color cameras use a single image sensor with a color filter array (CFA in acquiring an image. In order to produce a visible color image, a demosaicing process must be applied, which produces undesirable artifacts. An additional problem appears when the observed color image is also blurred. This paper addresses the problem of deconvolving color images observed with a single coupled charged device (CCD from the super-resolution point of view. Utilizing the Bayesian paradigm, an estimate of the reconstructed image and the model parameters is generated. The proposed method is tested on real images.

  14. Air Kerma Rate estimation by means of in-situ gamma spectrometry: a Bayesian approach.

    Science.gov (United States)

    Cabal, Gonzalo; Kluson, Jaroslav

    2010-01-01

    Bayesian inference is used to determine the Air Kerma Rate based on in-situ gamma spectrum measurement performed with an NaI(Tl) scintillation detector. The procedure accounts for uncertainties in the measurement and in the mass energy transfer coefficients needed for the calculation. The WinBUGS program (Spiegelhalter et al., 1999) was used. The results show that the relative uncertainties in the Air Kerma estimate are of about 1%, and that the choice of unfolding procedure may lead to an estimate systematic error of 3%.

  15. Air Kerma Rate estimation by means of in-situ gamma spectrometry: A Bayesian approach

    Energy Technology Data Exchange (ETDEWEB)

    Cabal, Gonzalo [Department of Dosimetry and Applications of Ionizing Radiation, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Brehova 7, 115 19 Prague 1 (Czech Republic); Department of Radiation Dosimetry, Nuclear Physics Institute, Academy of Sciences of the Czech Republic, Na Truhlarce 39/64, 180 86 Prague 8 (Czech Republic)], E-mail: cabal@ujf.cas.cz; Kluson, Jaroslav [Department of Dosimetry and Applications of Ionizing Radiation, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University in Prague, Brehova 7, 115 19 Prague 1 (Czech Republic)

    2010-04-15

    Bayesian inference is used to determine the Air Kerma Rate based on in-situ gamma spectrum measurement performed with an NaI(Tl) scintillation detector. The procedure accounts for uncertainties in the measurement and in the mass energy transfer coefficients needed for the calculation. The WinBUGS program () was used. The results show that the relative uncertainties in the Air Kerma estimate are of about 1%, and that the choice of unfolding procedure may lead to an estimate systematic error of 3%.

  16. Elements of probability and statistics an introduction to probability with De Finetti’s approach and to Bayesian statistics

    CERN Document Server

    Biagini, Francesca

    2016-01-01

    This book provides an introduction to elementary probability and to Bayesian statistics using de Finetti's subjectivist approach. One of the features of this approach is that it does not require the introduction of sample space – a non-intrinsic concept that makes the treatment of elementary probability unnecessarily complicate – but introduces as fundamental the concept of random numbers directly related to their interpretation in applications. Events become a particular case of random numbers and probability a particular case of expectation when it is applied to events. The subjective evaluation of expectation and of conditional expectation is based on an economic choice of an acceptable bet or penalty. The properties of expectation and conditional expectation are derived by applying a coherence criterion that the evaluation has to follow. The book is suitable for all introductory courses in probability and statistics for students in Mathematics, Informatics, Engineering, and Physics.

  17. Bayesian Approaches to Gamma Ray Bursts Data Analysis%伽玛暴数据处理中的贝叶斯方法

    Institute of Scientific and Technical Information of China (English)

    卜庆翠; 陈黎; 李兆升; 王德华

    2013-01-01

    Bayesian method is based on Bayes’ Theorem in which one deems it sensible to consider a probability distribution function (pdf) for the unknown parameterθ, p(θ), called the“prior”pdf forθ. p(θ) reflects our knowledge before observation. We let p(θ|D) be the“posterior”pdf of θ(given the data D), which reflects our modified beliefs after incorporating the results of the observation. All Bayesian inferences are based on the posterior distribution. Bayesian approach is a powerful tool for the gamma ray bursts (GRBs) data analysis, such as analyzing structure in photon counting data, combining different lightcurves, determining various parameters’ distributions, testing if there is spectral line, and so on. During the last decade, more and more astronomers realized the potential of the Bayesian ap-proach. Our aim here is not to provide a detailed explanation of Bayesian theory but rather to show what we have learned from GRBs data analysis by using Bayesian approach. As a comparison, we first give a brief introduction to frequentist approach and Bayesian approach. Then, we present spe-cific examples to study various characteristics of GRBs by using Bayesian method. We emphasize the following aspects: using the BIC (Bayesian information criterion) to select model, using BB (Bayesian block) analysis to find optimal change-points in GRBs light curves,using Bayesian fit method to estimate GRBs peak energy, using this method to extend the Hubble diagram to a very high redshift. Bayesian approach has two mainly usages in GRBs data analysis:model selection and parameter estimation. To some degrees, Bayesian approach requires a great deal of thought about the given situation to apply sensibly, therefore, it seemed to need more techniques and experiences.%贝叶斯推断是建立在贝叶斯定理上的一种参数估计方法。根据贝叶斯定理,当根据经验,对待估计的参量θ的分布密度p(θ)(称为“验前分布”)有所了解时,在

  18. A Bayesian approach to estimate the biomass of anchovies off the coast of Perú.

    Science.gov (United States)

    Quiroz, Zaida C; Prates, Marcos O; Rue, Håvard

    2015-03-01

    The Northern Humboldt Current System (NHCS) is the world's most productive ecosystem in terms of fish. In particular, the Peruvian anchovy (Engraulis ringens) is the major prey of the main top predators, like seabirds, fish, humans, and other mammals. In this context, it is important to understand the dynamics of the anchovy distribution to preserve it as well as to exploit its economic capacities. Using the data collected by the "Instituto del Mar del Perú" (IMARPE) during a scientific survey in 2005, we present a statistical analysis that has as main goals: (i) to adapt to the characteristics of the sampled data, such as spatial dependence, high proportions of zeros and big size of samples; (ii) to provide important insights on the dynamics of the anchovy population; and (iii) to propose a model for estimation and prediction of anchovy biomass in the NHCS offshore from Perú. These data were analyzed in a Bayesian framework using the integrated nested Laplace approximation (INLA) method. Further, to select the best model and to study the predictive power of each model, we performed model comparisons and predictive checks, respectively. Finally, we carried out a Bayesian spatial influence diagnostic for the preferred model. © 2014, The International Biometric Society.

  19. A Bayesian network approach to knowledge integration and representation of farm irrigation: 1. Model development

    Science.gov (United States)

    Wang, Q. J.; Robertson, D. E.; Haines, C. L.

    2009-02-01

    Irrigation is important to many agricultural businesses but also has implications for catchment health. A considerable body of knowledge exists on how irrigation management affects farm business and catchment health. However, this knowledge is fragmentary; is available in many forms such as qualitative and quantitative; is dispersed in scientific literature, technical reports, and the minds of individuals; and is of varying degrees of certainty. Bayesian networks allow the integration of dispersed knowledge into quantitative systems models. This study describes the development, validation, and application of a Bayesian network model of farm irrigation in the Shepparton Irrigation Region of northern Victoria, Australia. In this first paper we describe the process used to integrate a range of sources of knowledge to develop a model of farm irrigation. We describe the principal model components and summarize the reaction to the model and its development process by local stakeholders. Subsequent papers in this series describe model validation and the application of the model to assess the regional impact of historical and future management intervention.

  20. Gas turbine engine prognostics using Bayesian hierarchical models: A variational approach

    Science.gov (United States)

    Zaidan, Martha A.; Mills, Andrew R.; Harrison, Robert F.; Fleming, Peter J.

    2016-03-01

    Prognostics is an emerging requirement of modern health monitoring that aims to increase the fidelity of failure-time predictions by the appropriate use of sensory and reliability information. In the aerospace industry it is a key technology to reduce life-cycle costs, improve reliability and asset availability for a diverse fleet of gas turbine engines. In this work, a Bayesian hierarchical model is selected to utilise fleet data from multiple assets to perform probabilistic estimation of remaining useful life (RUL) for civil aerospace gas turbine engines. The hierarchical formulation allows Bayesian updates of an individual predictive model to be made, based upon data received asynchronously from a fleet of assets with different in-service lives and for the entry of new assets into the fleet. In this paper, variational inference is applied to the hierarchical formulation to overcome the computational and convergence concerns that are raised by the numerical sampling techniques needed for inference in the original formulation. The algorithm is tested on synthetic data, where the quality of approximation is shown to be satisfactory with respect to prediction performance, computational speed, and ease of use. A case study of in-service gas turbine engine data demonstrates the value of integrating fleet data for accurately predicting degradation trajectories of assets.

  1. A novel approach for pilot error detection using Dynamic Bayesian Networks.

    Science.gov (United States)

    Saada, Mohamad; Meng, Qinggang; Huang, Tingwen

    2014-06-01

    In the last decade Dynamic Bayesian Networks (DBNs) have become one type of the most attractive probabilistic modelling framework extensions of Bayesian Networks (BNs) for working under uncertainties from a temporal perspective. Despite this popularity not many researchers have attempted to study the use of these networks in anomaly detection or the implications of data anomalies on the outcome of such models. An abnormal change in the modelled environment's data at a given time, will cause a trailing chain effect on data of all related environment variables in current and consecutive time slices. Albeit this effect fades with time, it still can have an ill effect on the outcome of such models. In this paper we propose an algorithm for pilot error detection, using DBNs as the modelling framework for learning and detecting anomalous data. We base our experiments on the actions of an aircraft pilot, and a flight simulator is created for running the experiments. The proposed anomaly detection algorithm has achieved good results in detecting pilot errors and effects on the whole system.

  2. A hybrid approach to monthly streamflow forecasting: Integrating hydrological model outputs into a Bayesian artificial neural network

    Science.gov (United States)

    Humphrey, Greer B.; Gibbs, Matthew S.; Dandy, Graeme C.; Maier, Holger R.

    2016-09-01

    Monthly streamflow forecasts are needed to support water resources decision making in the South East of South Australia, where baseflow represents a significant proportion of the total streamflow and soil moisture and groundwater are important predictors of runoff. To address this requirement, the utility of a hybrid monthly streamflow forecasting approach is explored, whereby simulated soil moisture from the GR4J conceptual rainfall-runoff model is used to represent initial catchment conditions in a Bayesian artificial neural network (ANN) statistical forecasting model. To assess the performance of this hybrid forecasting method, a comparison is undertaken of the relative performances of the Bayesian ANN, the GR4J conceptual model and the hybrid streamflow forecasting approach for producing 1-month ahead streamflow forecasts at three key locations in the South East of South Australia. Particular attention is paid to the quantification of uncertainty in each of the forecast models and the potential for reducing forecast uncertainty by using the hybrid approach is considered. Case study results suggest that the hybrid models developed in this study are able to take advantage of the complementary strengths of both the ANN models and the GR4J conceptual models. This was particularly the case when forecasting high flows, where the hybrid models were shown to outperform the two individual modelling approaches in terms of the accuracy of the median forecasts, as well as reliability and resolution of the forecast distributions. In addition, the forecast distributions generated by the hybrid models were up to 8 times more precise than those based on climatology; thus, providing a significant improvement on the information currently available to decision makers.

  3. Exploiting neurovascular coupling: a Bayesian sequential Monte Carlo approach applied to simulated EEG fNIRS data

    Science.gov (United States)

    Croce, Pierpaolo; Zappasodi, Filippo; Merla, Arcangelo; Chiarelli, Antonio Maria

    2017-08-01

    Objective. Electrical and hemodynamic brain activity are linked through the neurovascular coupling process and they can be simultaneously measured through integration of electroencephalography (EEG) and functional near-infrared spectroscopy (fNIRS). Thanks to the lack of electro-optical interference, the two procedures can be easily combined and, whereas EEG provides electrophysiological information, fNIRS can provide measurements of two hemodynamic variables, such as oxygenated and deoxygenated hemoglobin. A Bayesian sequential Monte Carlo approach (particle filter, PF) was applied to simulated recordings of electrical and neurovascular mediated hemodynamic activity, and the advantages of a unified framework were shown. Approach. Multiple neural activities and hemodynamic responses were simulated in the primary motor cortex of a subject brain. EEG and fNIRS recordings were obtained by means of forward models of volume conduction and light propagation through the head. A state space model of combined EEG and fNIRS data was built and its dynamic evolution was estimated through a Bayesian sequential Monte Carlo approach (PF). Main results. We showed the feasibility of the procedure and the improvements in both electrical and hemodynamic brain activity reconstruction when using the PF on combined EEG and fNIRS measurements. Significance. The investigated procedure allows one to combine the information provided by the two methodologies, and, by taking advantage of a physical model of the coupling between electrical and hemodynamic response, to obtain a better estimate of brain activity evolution. Despite the high computational demand, application of such an approach to in vivo recordings could fully exploit the advantages of this combined brain imaging technology.

  4. Predictability of extreme weather events for NE U.S.: improvement of the numerical prediction using a Bayesian regression approach

    Science.gov (United States)

    Yang, J.; Astitha, M.; Anagnostou, E. N.; Hartman, B.; Kallos, G. B.

    2015-12-01

    Weather prediction accuracy has become very important for the Northeast U.S. given the devastating effects of extreme weather events in the recent years. Weather forecasting systems are used towards building strategies to prevent catastrophic losses for human lives and the environment. Concurrently, weather forecast tools and techniques have evolved with improved forecast skill as numerical prediction techniques are strengthened by increased super-computing resources. In this study, we examine the combination of two state-of-the-science atmospheric models (WRF and RAMS/ICLAMS) by utilizing a Bayesian regression approach to improve the prediction of extreme weather events for NE U.S. The basic concept behind the Bayesian regression approach is to take advantage of the strengths of two atmospheric modeling systems and, similar to the multi-model ensemble approach, limit their weaknesses which are related to systematic and random errors in the numerical prediction of physical processes. The first part of this study is focused on retrospective simulations of seventeen storms that affected the region in the period 2004-2013. Optimal variances are estimated by minimizing the root mean square error and are applied to out-of-sample weather events. The applicability and usefulness of this approach are demonstrated by conducting an error analysis based on in-situ observations from meteorological stations of the National Weather Service (NWS) for wind speed and wind direction, and NCEP Stage IV radar data, mosaicked from the regional multi-sensor for precipitation. The preliminary results indicate a significant improvement in the statistical metrics of the modeled-observed pairs for meteorological variables using various combinations of the sixteen events as predictors of the seventeenth. This presentation will illustrate the implemented methodology and the obtained results for wind speed, wind direction and precipitation, as well as set the research steps that will be

  5. FORMALIZATION OF PROCESS OF DECISION-MAKING ON MANAGEMENT OF SAFETY OF INFORMATION IN THE AUTOMATED SYSTEMS ABOUT USE OF BAYESIAN APPROACH

    Directory of Open Access Journals (Sweden)

    Stepanov V. V.

    2015-09-01

    Full Text Available The article presents a model for choosing a variety of alternative solutions, in which we have a subset of turns or more alternative options, based on the use of the Bayesian approach, based on the formulated concept of security functions as a priori estimate of the effects of the decision. This reduces the projected parameters and, therefore, increases the values of security. Thus, the considered indicators of data protection reflect the essence of Bayesian approach to decision making and management of GIS, so it allows to generate optimal decision rules

  6. Interactive Naive Bayesian network: A new approach of constructing gene-gene interaction network for cancer classification.

    Science.gov (United States)

    Tian, Xue W; Lim, Joon S

    2015-01-01

    Naive Bayesian (NB) network classifier is a simple and well-known type of classifier, which can be easily induced from a DNA microarray data set. However, a strong conditional independence assumption of NB network sometimes can lead to weak classification performance. In this paper, we propose a new approach of interactive naive Bayesian (INB) network to weaken the conditional independence of NB network and classify cancers using DNA microarray data set. We selected the differently expressed genes (DEGs) to reduce the dimension of the microarray data set. Then, an interactive parent which has the biggest influence among all DEGs is searched for each DEG. And then we calculate a weight to represent the interactive relationship between a DEG and its parent. Finally, the gene-gene interaction network is constructed. We experimentally test the INB network in terms of classification accuracy using leukemia and colon DNA microarray data sets, then we compare it with the NB network. The INB network can get higher classification accuracies than NB network. And INB network can show the gene-gene interactions visually.

  7. Prediction of drug-induced eosinophilia adverse effect by using SVM and naïve Bayesian approaches.

    Science.gov (United States)

    Zhang, Hui; Yu, Peng; Xiang, Ming-Li; Li, Xi-Bo; Kong, Wei-Bao; Ma, Jun-Yi; Wang, Jun-Long; Zhang, Jin-Ping; Zhang, Ji

    2016-03-01

    Drug-induced eosinophilia is a potentially life-threatening adverse effect; clinical manifestations, eosinophilia-myalgia syndrome, mainly include severe skin eruption, fever, hematologic abnormalities, and organ system dysfunction. Using experimental methods to evaluate drug-induced eosinophilia is very complicated, time-consuming, and costly in the early stage of drug development. Thus, in this investigation, we established computational prediction models of drug-induced eosinophilia using SVM and naïve Bayesian approaches. For the SVM modeling, the overall prediction accuracy for the training set by means of fivefold cross-validation is 91.6 and for the external test set is 82.9 %. For the naïve Bayesian modeling, the overall prediction accuracy for the training set is 92.5 and for the external test set is 85.4 %. Moreover, some molecular descriptors and substructures considered as important for drug-induced eosinophilia were identified. Thus, we hope the prediction models of drug-induced eosinophilia built in this work should be applied to filter early-stage molecules for potential eosinophilia adverse effect, and the selected molecular descriptors and substructures of toxic compounds should be taken into consideration in the design of new candidate drugs to help medicinal chemists rationally select the chemicals with the best prospects to be effective and safe.

  8. A bayesian approach for determining velocity and uncertainty estimates from seismic cone penetrometer testing or vertical seismic profiling data

    Science.gov (United States)

    Pidlisecky, A.; Haines, S.S.

    2011-01-01

    Conventional processing methods for seismic cone penetrometer data present several shortcomings, most notably the absence of a robust velocity model uncertainty estimate. We propose a new seismic cone penetrometer testing (SCPT) data-processing approach that employs Bayesian methods to map measured data errors into quantitative estimates of model uncertainty. We first calculate travel-time differences for all permutations of seismic trace pairs. That is, we cross-correlate each trace at each measurement location with every trace at every other measurement location to determine travel-time differences that are not biased by the choice of any particular reference trace and to thoroughly characterize data error. We calculate a forward operator that accounts for the different ray paths for each measurement location, including refraction at layer boundaries. We then use a Bayesian inversion scheme to obtain the most likely slowness (the reciprocal of velocity) and a distribution of probable slowness values for each model layer. The result is a velocity model that is based on correct ray paths, with uncertainty bounds that are based on the data error. ?? NRC Research Press 2011.

  9. Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches.

    Science.gov (United States)

    Chan, Jennifer S K

    2016-05-01

    Dropouts are common in longitudinal study. If the dropout probability depends on the missing observations at or after dropout, this type of dropout is called informative (or nonignorable) dropout (ID). Failure to accommodate such dropout mechanism into the model will bias the parameter estimates. We propose a conditional autoregressive model for longitudinal binary data with an ID model such that the probabilities of positive outcomes as well as the drop-out indicator in each occasion are logit linear in some covariates and outcomes. This model adopting a marginal model for outcomes and a conditional model for dropouts is called a selection model. To allow for the heterogeneity and clustering effects, the outcome model is extended to incorporate mixture and random effects. Lastly, the model is further extended to a novel model that models the outcome and dropout jointly such that their dependency is formulated through an odds ratio function. Parameters are estimated by a Bayesian approach implemented using the user-friendly Bayesian software WinBUGS. A methadone clinic dataset is analyzed to illustrate the proposed models. Result shows that the treatment time effect is still significant but weaker after allowing for an ID process in the data. Finally the effect of drop-out on parameter estimates is evaluated through simulation studies.

  10. Uncertainty Reduction using Bayesian Inference and Sensitivity Analysis: A Sequential Approach to the NASA Langley Uncertainty Quantification Challenge

    Science.gov (United States)

    Sankararaman, Shankar

    2016-01-01

    This paper presents a computational framework for uncertainty characterization and propagation, and sensitivity analysis under the presence of aleatory and epistemic un- certainty, and develops a rigorous methodology for efficient refinement of epistemic un- certainty by identifying important epistemic variables that significantly affect the overall performance of an engineering system. The proposed methodology is illustrated using the NASA Langley Uncertainty Quantification Challenge (NASA-LUQC) problem that deals with uncertainty analysis of a generic transport model (GTM). First, Bayesian inference is used to infer subsystem-level epistemic quantities using the subsystem-level model and corresponding data. Second, tools of variance-based global sensitivity analysis are used to identify four important epistemic variables (this limitation specified in the NASA-LUQC is reflective of practical engineering situations where not all epistemic variables can be refined due to time/budget constraints) that significantly affect system-level performance. The most significant contribution of this paper is the development of the sequential refine- ment methodology, where epistemic variables for refinement are not identified all-at-once. Instead, only one variable is first identified, and then, Bayesian inference and global sensi- tivity calculations are repeated to identify the next important variable. This procedure is continued until all 4 variables are identified and the refinement in the system-level perfor- mance is computed. The advantages of the proposed sequential refinement methodology over the all-at-once uncertainty refinement approach are explained, and then applied to the NASA Langley Uncertainty Quantification Challenge problem.

  11. Development of a fingerprint reduction approach for Bayesian similarity searching based on Kullback-Leibler divergence analysis.

    Science.gov (United States)

    Nisius, Britta; Vogt, Martin; Bajorath, Jürgen

    2009-06-01

    The contribution of individual fingerprint bit positions to similarity search performance is systematically evaluated. A method is introduced to determine bit significance on the basis of Kullback-Leibler divergence analysis of bit distributions in active and database compounds. Bit divergence analysis and Bayesian compound screening share a common methodological foundation. Hence, given the significance ranking of all individual bit positions comprising a fingerprint, subsets of bits are evaluated in the context of Bayesian screening, and minimal fingerprint representations are determined that meet or exceed the search performance of unmodified fingerprints. For fingerprints of different design evaluated on many compound activity classes, we consistently find that subsets of fingerprint bit positions are responsible for search performance. In part, these subsets are very small and contain in some cases only a few fingerprint bit positions. Structural or pharmacophore patterns captured by preferred bit positions can often be directly associated with characteristic features of active compounds. In some cases, reduced fingerprint representations clearly exceed the search performance of the original fingerprints. Thus, fingerprint reduction likely represents a promising approach for practical applications.

  12. Simultaneous confidence bands for Cox regression from semiparametric random censorship.

    Science.gov (United States)

    Mondal, Shoubhik; Subramanian, Sundarraman

    2016-01-01

    Cox regression is combined with semiparametric random censorship models to construct simultaneous confidence bands (SCBs) for subject-specific survival curves. Simulation results are presented to compare the performance of the proposed SCBs with the SCBs that are based only on standard Cox. The new SCBs provide correct empirical coverage and are more informative. The proposed SCBs are illustrated with two real examples. An extension to handle missing censoring indicators is also outlined.

  13. Local Influence Analysis for Semiparametric Reproductive Dispersion Nonlinear Models

    Institute of Scientific and Technical Information of China (English)

    Xue-dong CHEN; Nian-sheng TANG; Xue-ren WANG

    2012-01-01

    The present paper proposes a semiparametric reproductive dispersion nonlinear model (SRDNM)which is an extension of the nonlinear reproductive dispersion models and the semiparameter regression models.Maximum penalized likelihood estimates (MPLEs) of unknown parameters and nonparametric functions in SRDNM are presented.Assessment of local influence for various perturbation schemes are investigated.Some local influence diagnostics are given.A simulation study and a real example are used to illustrate the proposed methodologies.

  14. Energy consumption and income. A semiparametric panel data analysis

    Energy Technology Data Exchange (ETDEWEB)

    Nguyen-Van, Phu [BETA, CNRS and Universite de Strasbourg, 61 avenue de la Foret Noire, F-67085 Strasbourg (France)

    2010-05-15

    This paper proposes a semiparametric analysis for the study of the relationship between energy consumption per capita and income per capita for an international panel dataset. It shows little evidence for the existence of an environmental Kuznets curve for energy consumption. Energy consumption increases with income for a majority of countries and then stabilizes for very high income countries. Neither changes in energy structure nor macroeconomic cycle/technological change have significant effect on energy consumption. (author)

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

    DEFF Research Database (Denmark)

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

    compared to existing methods that are either too simple or computationally demanding. The method is based on conditional geostatistical simulation and accounts for i) heterogeneity of both the flow field and the concentration distribution through Bayesian geostatistics, ii) measurement uncertainty, and iii...... a multilevel control plane. The method decouples the flow and transport simulation and has the advantage of avoiding the heavy computational burden of three-dimensional numerical flow and transport simulation coupled with geostatistical inversion. It may therefore be of practical relevance to practitioners......) uncertain source zone and transport parameters. The method generates multiple equally likely realisations of the spatial flow and concentration distribution, which all honour the measured data at the control plane. The flow realisations are generated by co-simulating the hydraulic conductivity...

  16. Insurance penetration and economic growth in Africa: Dynamic effects analysis using Bayesian TVP-VAR approach

    Directory of Open Access Journals (Sweden)

    D.O. Olayungbo

    2016-12-01

    Full Text Available This paper examines the dynamic interactions between insurance and economic growth in eight African countries for the period of 1970–2013. Insurance demand is measured by insurance penetration which accounts for income differences across the sample countries. A Bayesian Time Varying Parameter Vector Auto regression (TVP-VAR model with stochastic volatility is used to analyze the short run and the long run among the variables of interest. Using insurance penetration as a measure of insurance to economic growth, we find positive relationship for Egypt, while short-run negative and long-run positive effects are found for Kenya, Mauritius, and South Africa. On the contrary, negative effects are found for Algeria, Nigeria, Tunisia, and Zimbabwe. Implementation of sound financial reforms and wide insurance coverage are proposed recommendations for insurance development in the selected African countries.

  17. A Bayesian approach to quantify the contribution of animal-food sources to human salmonellosis

    DEFF Research Database (Denmark)

    Hald, Tine; Vose, D.; Wegener, Henrik Caspar

    2004-01-01

    the estimated number of travel- and outbreak-associated cases from the total number of reported cases, i.e., the observed data. The most important food sources were found to be table eggs and domestically produced pork comprising 47.1% (95 % credibility interval, CI: 43.3-50.8%) and 9% (95% CI: 7......Based on the data from the integrated Danish Salmonella surveillance in 1999, we developed a mathematical model for quantifying the contribution of each of the major animal-food sources to human salmonellosis. The model was set up to calculate the number of domestic and sporadic cases caused...... salmonellosis was also included. The joint posterior distribution was estimated by fitting the model to the reported number of domestic and sporadic cases per Salmonella type in a Bayesian framework using Markov Chain Monte Carlo simulation. The number of domestic and sporadic cases was obtained by subtracting...

  18. Seismogenic stress field estimation in the Calabrian Arc region (south Italy) from a Bayesian approach

    Science.gov (United States)

    Totaro, C.; Orecchio, B.; Presti, D.; Scolaro, S.; Neri, G.

    2016-09-01

    A new high-quality waveform inversion focal mechanism database of the Calabrian Arc region has been compiled by integrating 292 mechanisms selected from literature and catalogs with 146 newly computed solutions. The new database has then been used for computation of posterior density distributions of stress tensor components by a Bayesian method never applied in south Italy before the present study. The application of this method to the enhanced database has allowed us to provide a detailed picture of seismotectonic stress regimes in this very complex area where lithospheric unit configuration and geodynamic engines are still strongly debated. Our results well constrain the extensional domain of Calabrian Arc and the compressional one of the southernmost Tyrrhenian Sea. In addition, previously undetected transcurrent regimes have been identified in the Ionian offshore. The new information released here will furnish useful tools and constraints for future geodynamic investigations.

  19. Analysis and assessment of injury risk in female gymnastics:Bayesian Network approach

    Directory of Open Access Journals (Sweden)

    Lyudmila Dimitrova

    2015-02-01

    Full Text Available This paper presents a Bayesian network (BN model for estimating injury risk in female artistic gymnastics. The model illustrates the connections betweenunderlying injury risk factorsthrough a series ofcausal dependencies. The quantitativepart of the model – the conditional probability tables, are determined using ТNormal distribution with parameters, derived by experts. The injury rates calculated by the network are in an agreement with injury statistic data and correctly reports the impact of various risk factors on injury rates. The model is designed to assist coaches and supporting teams in planning the training activity so that injuries are minimized. This study provides important background for further data collection and research necessary to improve the precision of the quantitative predictions of the model.

  20. The approach of Bayesian model indicates media awareness of medical errors

    Science.gov (United States)

    Ravichandran, K.; Arulchelvan, S.

    2016-06-01

    This research study brings out the factors behind the increase in medical malpractices in the Indian subcontinent in the present day environment and impacts of television media awareness towards it. Increased media reporting of medical malpractices and errors lead to hospitals taking corrective action and improve the quality of medical services that they provide. The model of Cultivation Theory can be used to measure the influence of media in creating awareness of medical errors. The patient's perceptions of various errors rendered by the medical industry from different parts of India were taken up for this study. Bayesian method was used for data analysis and it gives absolute values to indicate satisfaction of the recommended values. To find out the impact of maintaining medical records of a family online by the family doctor in reducing medical malpractices which creates the importance of service quality in medical industry through the ICT.

  1. Non-arbitrage in financial markets: A Bayesian approach for verification

    Science.gov (United States)

    Cerezetti, F. V.; Stern, Julio Michael

    2012-10-01

    The concept of non-arbitrage plays an essential role in finance theory. Under certain regularity conditions, the Fundamental Theorem of Asset Pricing states that, in non-arbitrage markets, prices of financial instruments are martingale processes. In this theoretical framework, the analysis of the statistical distributions of financial assets can assist in understanding how participants behave in the markets, and may or may not engender arbitrage conditions. Assuming an underlying Variance Gamma statistical model, this study aims to test, using the FBST - Full Bayesian Significance Test, if there is a relevant price difference between essentially the same financial asset traded at two distinct locations. Specifically, we investigate and compare the behavior of call options on the BOVESPA Index traded at (a) the Equities Segment and (b) the Derivatives Segment of BM&FBovespa. Our results seem to point out significant statistical differences. To what extent this evidence is actually the expression of perennial arbitrage opportunities is still an open question.

  2. Gaussian process surrogates for failure detection: A Bayesian experimental design approach

    Science.gov (United States)

    Wang, Hongqiao; Lin, Guang; Li, Jinglai

    2016-05-01

    An important task of uncertainty quantification is to identify the probability of undesired events, in particular, system failures, caused by various sources of uncertainties. In this work we consider the construction of Gaussian process surrogates for failure detection and failure probability estimation. In particular, we consider the situation that the underlying computer models are extremely expensive, and in this setting, determining the sampling points in the state space is of essential importance. We formulate the problem as an optimal experimental design for Bayesian inferences of the limit state (i.e., the failure boundary) and propose an efficient numerical scheme to solve the resulting optimization problem. In particular, the proposed limit-state inference method is capable of determining multiple sampling points at a time, and thus it is well suited for problems where multiple computer simulations can be performed in parallel. The accuracy and performance of the proposed method is demonstrated by both academic and practical examples.

  3. Bayesian Framework Approach for Prognostic Studies in Electrolytic Capacitor under Thermal Overstress Conditions

    Science.gov (United States)

    Kulkarni, Chetan S.; Celaya, Jose R.; Goebel, Kai; Biswas, Gautam

    2012-01-01

    Electrolytic capacitors are used in several applications ranging from power supplies for safety critical avionics equipment to power drivers for electro-mechanical actuator. Past experiences show that capacitors tend to degrade and fail faster when subjected to high electrical or thermal stress conditions during operations. This makes them good candidates for prognostics and health management. Model-based prognostics captures system knowledge in the form of physics-based models of components in order to obtain accurate predictions of end of life based on their current state of heal th and their anticipated future use and operational conditions. The focus of this paper is on deriving first principles degradation models for thermal stress conditions and implementing Bayesian framework for making remaining useful life predictions. Data collected from simultaneous experiments are used to validate the models. Our overall goal is to derive accurate models of capacitor degradation, and use them to remaining useful life in DC-DC converters.

  4. A two step Bayesian approach for genomic prediction of breeding values

    DEFF Research Database (Denmark)

    Mahdi Shariati, Mohammad; Sørensen, Peter; Janss, Luc

    2012-01-01

    . A better alternative could be to form clusters of markers with similar effects where markers in a cluster have a common variance. Therefore, the influence of each marker group of size p on the posterior distribution of the marker variances will be p df. Methods: The simulated data from the 15th QTL...... of predicted breeding values. However, the accuracies of predicted breeding values were lower than Bayesian methods with marker specific variances. Conclusions: Grouping markers is less flexible than allowing each marker to have a specific marker variance but, by grouping, the power to estimate marker...... variances increases. A prior knowledge of the genetic architecture of the trait is necessary for clustering markers and appropriate prior parameterization...

  5. Using Data to Tune Nearshore Dynamics Models: A Bayesian Approach with Parametric Likelihood

    CERN Document Server

    Balci, Nusret; Venkataramani, Shankar C

    2013-01-01

    We propose a modification of a maximum likelihood procedure for tuning parameter values in models, based upon the comparison of their output to field data. Our methodology, which uses polynomial approximations of the sample space to increase the computational efficiency, differs from similar Bayesian estimation frameworks in the use of an alternative likelihood distribution, is shown to better address problems in which covariance information is lacking, than its more conventional counterpart. Lack of covariance information is a frequent challenge in large-scale geophysical estimation. This is the case in the geophysical problem considered here. We use a nearshore model for long shore currents and observational data of the same to show the contrast between both maximum likelihood methodologies. Beyond a methodological comparison, this study gives estimates of parameter values for the bottom drag and surface forcing that make the particular model most consistent with data; furthermore, we also derive sensitivit...

  6. Intermediate-term forecasting of aftershocks from an early aftershock sequence: Bayesian and ensemble forecasting approaches

    Science.gov (United States)

    Omi, Takahiro; Ogata, Yosihiko; Hirata, Yoshito; Aihara, Kazuyuki

    2015-04-01

    Because aftershock occurrences can cause significant seismic risks for a considerable time after the main shock, prospective forecasting of the intermediate-term aftershock activity as soon as possible is important. The epidemic-type aftershock sequence (ETAS) model with the maximum likelihood estimate effectively reproduces general aftershock activity including secondary or higher-order aftershocks and can be employed for the forecasting. However, because we cannot always expect the accurate parameter estimation from incomplete early aftershock data where many events are missing, such forecasting using only a single estimated parameter set (plug-in forecasting) can frequently perform poorly. Therefore, we here propose Bayesian forecasting that combines the forecasts by the ETAS model with various probable parameter sets given the data. By conducting forecasting tests of 1 month period aftershocks based on the first 1 day data after the main shock as an example of the early intermediate-term forecasting, we show that the Bayesian forecasting performs better than the plug-in forecasting on average in terms of the log-likelihood score. Furthermore, to improve forecasting of large aftershocks, we apply a nonparametric (NP) model using magnitude data during the learning period and compare its forecasting performance with that of the Gutenberg-Richter (G-R) formula. We show that the NP forecast performs better than the G-R formula in some cases but worse in other cases. Therefore, robust forecasting can be obtained by employing an ensemble forecast that combines the two complementary forecasts. Our proposed method is useful for a stable unbiased intermediate-term assessment of aftershock probabilities.

  7. Hierarchical Bayesian approach for estimating physical properties in spiral galaxies: Age Maps for M74

    Science.gov (United States)

    Sánchez Gil, M. Carmen; Berihuete, Angel; Alfaro, Emilio J.; Pérez, Enrique; Sarro, Luis M.

    2015-09-01

    One of the fundamental goals of modern Astronomy is to estimate the physical parameters of galaxies from images in different spectral bands. We present a hierarchical Bayesian model for obtaining age maps from images in the Ha line (taken with Taurus Tunable Filter (TTF)), ultraviolet band (far UV or FUV, from GALEX) and infrared bands (24, 70 and 160 microns (μm), from Spitzer). As shown in [1], we present the burst ages for young stellar populations in the nearby and nearly face on galaxy M74. As it is shown in the previous work, the Hα to FUV flux ratio gives a good relative indicator of very recent star formation history (SFH). As a nascent star-forming region evolves, the Ha line emission declines earlier than the UV continuum, leading to a decrease in the HαFUV ratio. Through a specific star-forming galaxy model (Starburst 99, SB99), we can obtain the corresponding theoretical ratio Hα / FUV to compare with our observed flux ratios, and thus to estimate the ages of the observed regions. Due to the nature of the problem, it is necessary to propose a model of high complexity to take into account the mean uncertainties, and the interrelationship between parameters when the Hα / FUV flux ratio mentioned above is obtained. To address the complexity of the model, we propose a Bayesian hierarchical model, where a joint probability distribution is defined to determine the parameters (age, metallicity, IMF), from the observed data, in this case the observed flux ratios Hα / FUV. The joint distribution of the parameters is described through an i.i.d. (independent and identically distributed random variables), generated through MCMC (Markov Chain Monte Carlo) techniques.

  8. AGNfitter: A Bayesian MCMC Approach to Fitting Spectral Energy Distributions of AGNs

    Science.gov (United States)

    Calistro Rivera, Gabriela; Lusso, Elisabeta; Hennawi, Joseph F.; Hogg, David W.

    2016-12-01

    We present AGNfitter, a publicly available open-source algorithm implementing a fully Bayesian Markov Chain Monte Carlo method to fit the spectral energy distributions (SEDs) of active galactic nuclei (AGNs) from the sub-millimeter to the UV, allowing one to robustly disentangle the physical processes responsible for their emission. AGNfitter makes use of a large library of theoretical, empirical, and semi-empirical models to characterize both the nuclear and host galaxy emission simultaneously. The model consists of four physical emission components: an accretion disk, a torus of AGN heated dust, stellar populations, and cold dust in star-forming regions. AGNfitter determines the posterior distributions of numerous parameters that govern the physics of AGNs with a fully Bayesian treatment of errors and parameter degeneracies, allowing one to infer integrated luminosities, dust attenuation parameters, stellar masses, and star-formation rates. We tested AGNfitter’s performance on real data by fitting the SEDs of a sample of 714 X-ray selected AGNs from the XMM-COSMOS survey, spectroscopically classified as Type1 (unobscured) and Type2 (obscured) AGNs by their optical-UV emission lines. We find that two independent model parameters, namely the reddening of the accretion disk and the column density of the dusty torus, are good proxies for AGN obscuration, allowing us to develop a strategy for classifying AGNs as Type1 or Type2, based solely on an SED-fitting analysis. Our classification scheme is in excellent agreement with the spectroscopic classification, giving a completeness fraction of ˜ 86 % and ˜ 70 % , and an efficiency of ˜ 80 % and ˜ 77 % , for Type1 and Type2 AGNs, respectively.

  9. Replication of breast cancer susceptibility loci in whites and African Americans using a Bayesian approach.

    Science.gov (United States)

    O'Brien, Katie M; Cole, Stephen R; Poole, Charles; Bensen, Jeannette T; Herring, Amy H; Engel, Lawrence S; Millikan, Robert C

    2014-02-01

    Genome-wide association studies (GWAS) and candidate gene analyses have led to the discovery of several dozen genetic polymorphisms associated with breast cancer susceptibility, many of which are considered well-established risk factors for the disease. Despite attempts to replicate these same variant-disease associations in African Americans, the evaluable populations are often too small to produce precise or consistent results. We estimated the associations between 83 previously identified single nucleotide polymorphisms (SNPs) and breast cancer among Carolina Breast Cancer Study (1993-2001) participants using maximum likelihood, Bayesian, and hierarchical methods. The selected SNPs were previous GWAS hits (n = 22), near-hits (n = 19), otherwise well-established risk loci (n = 5), or located in the same genes as selected variants (n = 37). We successfully replicated 18 GWAS-identified SNPs in whites (n = 2,352) and 10 in African Americans (n = 1,447). SNPs in the fibroblast growth factor receptor 2 gene (FGFR2) and the TOC high mobility group box family member 3 gene (TOX3) were strongly associated with breast cancer in both races. SNPs in the mitochondrial ribosomal protein S30 gene (MRPS30), mitogen-activated protein kinase kinase kinase 1 gene (MAP3K1), zinc finger, MIZ-type containing 1 gene (ZMIZ1), and H19, imprinted maternally expressed transcript gene (H19) were associated with breast cancer in whites, and SNPs in the estrogen receptor 1 gene (ESR1) and H19 gene were associated with breast cancer in African Americans. We provide precise and well-informed race-stratified odds ratios for key breast cancer-related SNPs. Our results demonstrate the utility of Bayesian methods in genetic epidemiology and provide support for their application in small, etiologically driven investigations.

  10. Bayesian estimation of Karhunen-Loève expansions; A random subspace approach

    Science.gov (United States)

    Chowdhary, Kenny; Najm, Habib N.

    2016-08-01

    One of the most widely-used procedures for dimensionality reduction of high dimensional data is Principal Component Analysis (PCA). More broadly, low-dimensional stochastic representation of random fields with finite variance is provided via the well known Karhunen-Loève expansion (KLE). The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L2 sense, i.e., which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition) on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build probabilistic Karhunen-Loève expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.

  11. Bayesian methods for hackers probabilistic programming and Bayesian inference

    CERN Document Server

    Davidson-Pilon, Cameron

    2016-01-01

    Bayesian methods of inference are deeply natural and extremely powerful. However, most discussions of Bayesian inference rely on intensely complex mathematical analyses and artificial examples, making it inaccessible to anyone without a strong mathematical background. Now, though, Cameron Davidson-Pilon introduces Bayesian inference from a computational perspective, bridging theory to practice–freeing you to get results using computing power. Bayesian Methods for Hackers illuminates Bayesian inference through probabilistic programming with the powerful PyMC language and the closely related Python tools NumPy, SciPy, and Matplotlib. Using this approach, you can reach effective solutions in small increments, without extensive mathematical intervention. Davidson-Pilon begins by introducing the concepts underlying Bayesian inference, comparing it with other techniques and guiding you through building and training your first Bayesian model. Next, he introduces PyMC through a series of detailed examples a...

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

    Institute of Scientific and Technical Information of China (English)

    ZHANG Jingxiong; LI Deren

    2005-01-01

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

  13. The network adjustment aimed for the campaigned gravity survey using a Bayesian approach: methodology and model test

    Science.gov (United States)

    Chen, Shi; Liao, Xu; Ma, Hongsheng; Zhou, Longquan; Wang, Xingzhou; Zhuang, Jiancang

    2017-04-01

    The relative gravimeter, which generally uses zero-length springs as the gravity senor, is still as the first choice in the field of terrestrial gravity measurement because of its efficiency and low-cost. Because the drift rate of instrument can be changed with the time and meter, it is necessary for estimating the drift rate to back to the base or known gravity value stations for repeated measurement at regular hour's interval during the practical survey. However, the campaigned gravity survey for the large-scale region, which the distance of stations is far away from serval or tens kilometers, the frequent back to close measurement will highly reduce the gravity survey efficiency and extremely time-consuming. In this paper, we proposed a new gravity data adjustment method for estimating the meter drift by means of Bayesian statistical interference. In our approach, we assumed the change of drift rate is a smooth function depend on the time-lapse. The trade-off parameters were be used to control the fitting residuals. We employed the Akaike's Bayesian Information Criterion (ABIC) for the estimated these trade-off parameters. The comparison and analysis of simulated data between the classical and Bayesian adjustment show that our method is robust and has self-adaptive ability for facing to the unregularly non-linear meter drift. At last, we used this novel approach to process the realistic campaigned gravity data at the North China. Our adjustment method is suitable to recover the time-varied drift rate function of each meter, and also to detect the meter abnormal drift during the gravity survey. We also defined an alternative error estimation for the inversed gravity value at the each station on the basis of the marginal distribution theory. Acknowledgment: This research is supported by Science Foundation Institute of Geophysics, CEA from the Ministry of Science and Technology of China (Nos. DQJB16A05; DQJB16B07), China National Special Fund for Earthquake

  14. Nitrate source apportionment using a combined dual isotope, chemical and bacterial property, and Bayesian model approach in river systems

    Science.gov (United States)

    Xia, Yongqiu; Li, Yuefei; Zhang, Xinyu; Yan, Xiaoyuan

    2017-01-01

    Nitrate (NO3-) pollution is a serious problem worldwide, particularly in countries with intensive agricultural and population activities. Previous studies have used δ15N-NO3- and δ18O-NO3- to determine the NO3- sources in rivers. However, this approach is subject to substantial uncertainties and limitations because of the numerous NO3- sources, the wide isotopic ranges, and the existing isotopic fractionations. In this study, we outline a combined procedure for improving the determination of NO3- sources in a paddy agriculture-urban gradient watershed in eastern China. First, the main sources of NO3- in the Qinhuai River were examined by the dual-isotope biplot approach, in which we narrowed the isotope ranges using site-specific isotopic results. Next, the bacterial groups and chemical properties of the river water were analyzed to verify these sources. Finally, we introduced a Bayesian model to apportion the spatiotemporal variations of the NO3- sources. Denitrification was first incorporated into the Bayesian model because denitrification plays an important role in the nitrogen pathway. The results showed that fertilizer contributed large amounts of NO3- to the surface water in traditional agricultural regions, whereas manure effluents were the dominant NO3- source in intensified agricultural regions, especially during the wet seasons. Sewage effluents were important in all three land uses and exhibited great differences between the dry season and the wet season. This combined analysis quantitatively delineates the proportion of NO3- sources from paddy agriculture to urban river water for both dry and wet seasons and incorporates isotopic fractionation and uncertainties in the source compositions.

  15. Comparison of an assumption-free Bayesian approach with Optimal Sampling Schedule to a maximum a posteriori Approach for Personalizing Cyclophosphamide Dosing.

    Science.gov (United States)

    Laínez, José M; Orcun, Seza; Pekny, Joseph F; Reklaitis, Gintaras V; Suvannasankha, Attaya; Fausel, Christopher; Anaissie, Elias J; Blau, Gary E

    2014-01-01

    Variable metabolism, dose-dependent efficacy, and a narrow therapeutic target of cyclophosphamide (CY) suggest that dosing based on individual pharmacokinetics (PK) will improve efficacy and minimize toxicity. Real-time individualized CY dose adjustment was previously explored using a maximum a posteriori (MAP) approach based on a five serum-PK sampling in patients with hematologic malignancy undergoing stem cell transplantation. The MAP approach resulted in an improved toxicity profile without sacrificing efficacy. However, extensive PK sampling is costly and not generally applicable in the clinic. We hypothesize that the assumption-free Bayesian approach (AFBA) can reduce sampling requirements, while improving the accuracy of results. Retrospective analysis of previously published CY PK data from 20 patients undergoing stem cell transplantation. In that study, Bayesian estimation based on the MAP approach of individual PK parameters was accomplished to predict individualized day-2 doses of CY. Based on these data, we used the AFBA to select the optimal sampling schedule and compare the projected probability of achieving the therapeutic end points. By optimizing the sampling schedule with the AFBA, an effective individualized PK characterization can be obtained with only two blood draws at 4 and 16 hours after administration on day 1. The second-day doses selected with the AFBA were significantly different than the MAP approach and averaged 37% higher probability of attaining the therapeutic targets. The AFBA, based on cutting-edge statistical and mathematical tools, allows an accurate individualized dosing of CY, with simplified PK sampling. This highly accessible approach holds great promise for improving efficacy, reducing toxicities, and lowering treatment costs. © 2013 Pharmacotherapy Publications, Inc.

  16. A Bayesian Approach to a Multiple-Group Latent Class-Profile Analysis: The Timing of Drinking Onset and Subsequent Drinking Behaviors among U.S. Adolescents

    Science.gov (United States)

    Chung, Hwan; Anthony, James C.

    2013-01-01

    This article presents a multiple-group latent class-profile analysis (LCPA) by taking a Bayesian approach in which a Markov chain Monte Carlo simulation is employed to achieve more robust estimates for latent growth patterns. This article describes and addresses a label-switching problem that involves the LCPA likelihood function, which has…