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…

Bayesian Inference on Gravitational Waves

Directory of Open Access Journals (Sweden)

Asad Ali

2015-12-01

Full Text Available The Bayesian approach is increasingly becoming popular among the astrophysics data analysis communities. However, the Pakistan statistics communities are unaware of this fertile interaction between the two disciplines. Bayesian methods have been in use to address astronomical problems since the very birth of the Bayes probability in eighteenth century. Today the Bayesian methods for the detection and parameter estimation of gravitational waves have solid theoretical grounds with a strong promise for the realistic applications. This article aims to introduce the Pakistan statistics communities to the applications of Bayesian Monte Carlo methods in the analysis of gravitational wave data with an  overview of the Bayesian signal detection and estimation methods and demonstration by a couple of simplified examples.

Bayesian analysis in plant pathology.

Science.gov (United States)

Mila, A L; Carriquiry, A L

2004-09-01

ABSTRACT Bayesian methods are currently much discussed and applied in several disciplines from molecular biology to engineering. Bayesian inference is the process of fitting a probability model to a set of data and summarizing the results via probability distributions on the parameters of the model and unobserved quantities such as predictions for new observations. In this paper, after a short introduction of Bayesian inference, we present the basic features of Bayesian methodology using examples from sequencing genomic fragments and analyzing microarray gene-expressing levels, reconstructing disease maps, and designing experiments.

Basics of Bayesian methods.

Science.gov (United States)

Ghosh, Sujit K

2010-01-01

Bayesian methods are rapidly becoming popular tools for making statistical inference in various fields of science including biology, engineering, finance, and genetics. One of the key aspects of Bayesian inferential method is its logical foundation that provides a coherent framework to utilize not only empirical but also scientific information available to a researcher. Prior knowledge arising from scientific background, expert judgment, or previously collected data is used to build a prior distribution which is then combined with current data via the likelihood function to characterize the current state of knowledge using the so-called posterior distribution. Bayesian methods allow the use of models of complex physical phenomena that were previously too difficult to estimate (e.g., using asymptotic approximations). Bayesian methods offer a means of more fully understanding issues that are central to many practical problems by allowing researchers to build integrated models based on hierarchical conditional distributions that can be estimated even with limited amounts of data. Furthermore, advances in numerical integration methods, particularly those based on Monte Carlo methods, have made it possible to compute the optimal Bayes estimators. However, there is a reasonably wide gap between the background of the empirically trained scientists and the full weight of Bayesian statistical inference. Hence, one of the goals of this chapter is to bridge the gap by offering elementary to advanced concepts that emphasize linkages between standard approaches and full probability modeling via Bayesian methods.

Bayesian computation with R

CERN Document Server

Albert, Jim

2009-01-01

There has been a dramatic growth in the development and application of Bayesian inferential methods. Some of this growth is due to the availability of powerful simulation-based algorithms to summarize posterior distributions. There has been also a growing interest in the use of the system R for statistical analyses. R's open source nature, free availability, and large number of contributor packages have made R the software of choice for many statisticians in education and industry. Bayesian Computation with R introduces Bayesian modeling by the use of computation using the R language. The earl

The Bayesian Score Statistic

NARCIS (Netherlands)

Kleibergen, F.R.; Kleijn, R.; Paap, R.

2000-01-01

We propose a novel Bayesian test under a (noninformative) Jeffreys'priorspecification. We check whether the fixed scalar value of the so-calledBayesian Score Statistic (BSS) under the null hypothesis is aplausiblerealization from its known and standardized distribution under thealternative. Unlike

Bayesian methods for proteomic biomarker development

Directory of Open Access Journals (Sweden)

Belinda Hernández

2015-12-01

In this review we provide an introduction to Bayesian inference and demonstrate some of the advantages of using a Bayesian framework. We summarize how Bayesian methods have been used previously in proteomics and other areas of bioinformatics. Finally, we describe some popular and emerging Bayesian models from the statistical literature and provide a worked tutorial including code snippets to show how these methods may be applied for the evaluation of proteomic biomarkers.

Bayesian inference with ecological applications

CERN Document Server

Link, William A

2009-01-01

This text is written to provide a mathematically sound but accessible and engaging introduction to Bayesian inference specifically for environmental scientists, ecologists and wildlife biologists. It emphasizes the power and usefulness of Bayesian methods in an ecological context. The advent of fast personal computers and easily available software has simplified the use of Bayesian and hierarchical models . One obstacle remains for ecologists and wildlife biologists, namely the near absence of Bayesian texts written specifically for them. The book includes many relevant examples, is supported by software and examples on a companion website and will become an essential grounding in this approach for students and research ecologists. Engagingly written text specifically designed to demystify a complex subject Examples drawn from ecology and wildlife research An essential grounding for graduate and research ecologists in the increasingly prevalent Bayesian approach to inference Companion website with analyt...

Current trends in Bayesian methodology with applications

CERN Document Server

Upadhyay, Satyanshu K; Dey, Dipak K; Loganathan, Appaia

2015-01-01

Collecting Bayesian material scattered throughout the literature, Current Trends in Bayesian Methodology with Applications examines the latest methodological and applied aspects of Bayesian statistics. The book covers biostatistics, econometrics, reliability and risk analysis, spatial statistics, image analysis, shape analysis, Bayesian computation, clustering, uncertainty assessment, high-energy astrophysics, neural networking, fuzzy information, objective Bayesian methodologies, empirical Bayes methods, small area estimation, and many more topics.Each chapter is self-contained and focuses on

A Bayesian framework for risk perception

NARCIS (Netherlands)

van Erp, H.R.N.

2017-01-01

We present here a Bayesian framework of risk perception. This framework encompasses plausibility judgments, decision making, and question asking. Plausibility judgments are modeled by way of Bayesian probability theory, decision making is modeled by way of a Bayesian decision theory, and relevancy

Bayesian flood forecasting methods: A review

Science.gov (United States)

Han, Shasha; Coulibaly, Paulin

2017-08-01

Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been

Topics in Bayesian statistics and maximum entropy

International Nuclear Information System (INIS)

Mutihac, R.; Cicuttin, A.; Cerdeira, A.; Stanciulescu, C.

1998-12-01

Notions of Bayesian decision theory and maximum entropy methods are reviewed with particular emphasis on probabilistic inference and Bayesian modeling. The axiomatic approach is considered as the best justification of Bayesian analysis and maximum entropy principle applied in natural sciences. Particular emphasis is put on solving the inverse problem in digital image restoration and Bayesian modeling of neural networks. Further topics addressed briefly include language modeling, neutron scattering, multiuser detection and channel equalization in digital communications, genetic information, and Bayesian court decision-making. (author)

Book review: Bayesian analysis for population ecology

Science.gov (United States)

Link, William A.

2011-01-01

Brian Dennis described the field of ecology as “fertile, uncolonized ground for Bayesian ideas.” He continued: “The Bayesian propagule has arrived at the shore. Ecologists need to think long and hard about the consequences of a Bayesian ecology. The Bayesian outlook is a successful competitor, but is it a weed? I think so.” (Dennis 2004)

Aircraft fatigue failures and duties of structural reliability analysis. Kokuki kozo no hiro hakai to kozo shinraisei kaiseki no yakuwari

Energy Technology Data Exchange (ETDEWEB)

Fujiwara, G [Japan Airlines Co. Ltd., Tokyo (Japan)

1992-10-05

The use of a commercial jet transport airplane over its life of 20 years has been increasing because of intestified competition after cancellation of the regulations. It is necessary that users of the airplane adopt such a positive way as they themselves maintain safety of their airplanes rather than they wait for feedback or technical instructions from manufacturers. This paper outlines the points at issue regarding the problem of fatigue strength which is fundamental to the safety problem, explaining by various examples that the fatigue strength problem includes phenomena of which theoretical elucidation has not been obtained. Consequently, some points to be paid attention to are cited. For instance, in the analysis of reliability in case of determining the period for initial inspection (safety life), reliability should be 95-99% which have been advised by Boeing and others, even if confidence level is 95% as usual In case of considering a fleet number in the reliability analysis, the fleet number should be reflected by grouping significant in fatigue analysis. 30 refs., 10 figs., 1 tab.

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

Science.gov (United States)

Jones, Matt; Love, Bradley C

2011-08-01

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

3rd Bayesian Young Statisticians Meeting

CERN Document Server

Lanzarone, Ettore; Villalobos, Isadora; Mattei, Alessandra

2017-01-01

This book is a selection of peer-reviewed contributions presented at the third Bayesian Young Statisticians Meeting, BAYSM 2016, Florence, Italy, June 19-21. The meeting provided a unique opportunity for young researchers, M.S. students, Ph.D. students, and postdocs dealing with Bayesian statistics to connect with the Bayesian community at large, to exchange ideas, and to network with others working in the same field. The contributions develop and apply Bayesian methods in a variety of fields, ranging from the traditional (e.g., biostatistics and reliability) to the most innovative ones (e.g., big data and networks).

Robust bayesian analysis of an autoregressive model with ...

African Journals Online (AJOL)

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

Plug & Play object oriented Bayesian networks

DEFF Research Database (Denmark)

Bangsø, Olav; Flores, J.; Jensen, Finn Verner

2003-01-01

been shown to be quite suitable for dynamic domains as well. However, processing object oriented Bayesian networks in practice does not take advantage of their modular structure. Normally the object oriented Bayesian network is transformed into a Bayesian network and, inference is performed...... dynamic domains. The communication needed between instances is achieved by means of a fill-in propagation scheme....

The Bayesian New Statistics: Hypothesis testing, estimation, meta-analysis, and power analysis from a Bayesian perspective.

Science.gov (United States)

Kruschke, John K; Liddell, Torrin M

2018-02-01

In the practice of data analysis, there is a conceptual distinction between hypothesis testing, on the one hand, and estimation with quantified uncertainty on the other. Among frequentists in psychology, a shift of emphasis from hypothesis testing to estimation has been dubbed "the New Statistics" (Cumming 2014). A second conceptual distinction is between frequentist methods and Bayesian methods. Our main goal in this article is to explain how Bayesian methods achieve the goals of the New Statistics better than frequentist methods. The article reviews frequentist and Bayesian approaches to hypothesis testing and to estimation with confidence or credible intervals. The article also describes Bayesian approaches to meta-analysis, randomized controlled trials, and power analysis.

2nd Bayesian Young Statisticians Meeting

CERN Document Server

Bitto, Angela; Kastner, Gregor; Posekany, Alexandra

2015-01-01

The Second Bayesian Young Statisticians Meeting (BAYSM 2014) and the research presented here facilitate connections among researchers using Bayesian Statistics by providing a forum for the development and exchange of ideas. WU Vienna University of Business and Economics hosted BAYSM 2014 from September 18th to 19th. The guidance of renowned plenary lecturers and senior discussants is a critical part of the meeting and this volume, which follows publication of contributions from BAYSM 2013. The meeting's scientific program reflected the variety of fields in which Bayesian methods are currently employed or could be introduced in the future. Three brilliant keynote lectures by Chris Holmes (University of Oxford), Christian Robert (Université Paris-Dauphine), and Mike West (Duke University), were complemented by 24 plenary talks covering the major topics Dynamic Models, Applications, Bayesian Nonparametrics, Biostatistics, Bayesian Methods in Economics, and Models and Methods, as well as a lively poster session ...

Bayesian natural language semantics and pragmatics

CERN Document Server

Zeevat, Henk

2015-01-01

The contributions in this volume focus on the Bayesian interpretation of natural languages, which is widely used in areas of artificial intelligence, cognitive science, and computational linguistics. This is the first volume to take up topics in Bayesian Natural Language Interpretation and make proposals based on information theory, probability theory, and related fields. The methodologies offered here extend to the target semantic and pragmatic analyses of computational natural language interpretation. Bayesian approaches to natural language semantics and pragmatics are based on methods from signal processing and the causal Bayesian models pioneered by especially Pearl. In signal processing, the Bayesian method finds the most probable interpretation by finding the one that maximizes the product of the prior probability and the likelihood of the interpretation. It thus stresses the importance of a production model for interpretation as in Grice's contributions to pragmatics or in interpretation by abduction.

Bayesian methods in reliability

Science.gov (United States)

Sander, P.; Badoux, R.

1991-11-01

The present proceedings from a course on Bayesian methods in reliability encompasses Bayesian statistical methods and their computational implementation, models for analyzing censored data from nonrepairable systems, the traits of repairable systems and growth models, the use of expert judgment, and a review of the problem of forecasting software reliability. Specific issues addressed include the use of Bayesian methods to estimate the leak rate of a gas pipeline, approximate analyses under great prior uncertainty, reliability estimation techniques, and a nonhomogeneous Poisson process. Also addressed are the calibration sets and seed variables of expert judgment systems for risk assessment, experimental illustrations of the use of expert judgment for reliability testing, and analyses of the predictive quality of software-reliability growth models such as the Weibull order statistics.

Bayesian networks and food security - An introduction

NARCIS (Netherlands)

Stein, A.

2004-01-01

This paper gives an introduction to Bayesian networks. Networks are defined and put into a Bayesian context. Directed acyclical graphs play a crucial role here. Two simple examples from food security are addressed. Possible uses of Bayesian networks for implementation and further use in decision

12th Brazilian Meeting on Bayesian Statistics

CERN Document Server

Louzada, Francisco; Rifo, Laura; Stern, Julio; Lauretto, Marcelo

2015-01-01

Through refereed papers, this volume focuses on the foundations of the Bayesian paradigm; their comparison to objectivistic or frequentist Statistics counterparts; and the appropriate application of Bayesian foundations. This research in Bayesian Statistics is applicable to data analysis in biostatistics, clinical trials, law, engineering, and the social sciences. EBEB, the Brazilian Meeting on Bayesian Statistics, is held every two years by the ISBrA, the International Society for Bayesian Analysis, one of the most active chapters of the ISBA. The 12th meeting took place March 10-14, 2014 in Atibaia. Interest in foundations of inductive Statistics has grown recently in accordance with the increasing availability of Bayesian methodological alternatives. Scientists need to deal with the ever more difficult choice of the optimal method to apply to their problem. This volume shows how Bayes can be the answer. The examination and discussion on the foundations work towards the goal of proper application of Bayesia...

Kernel Bayesian ART and ARTMAP.

Science.gov (United States)

Masuyama, Naoki; Loo, Chu Kiong; Dawood, Farhan

2018-02-01

Adaptive Resonance Theory (ART) is one of the successful approaches to resolving "the plasticity-stability dilemma" in neural networks, and its supervised learning model called ARTMAP is a powerful tool for classification. Among several improvements, such as Fuzzy or Gaussian based models, the state of art model is Bayesian based one, while solving the drawbacks of others. However, it is known that the Bayesian approach for the high dimensional and a large number of data requires high computational cost, and the covariance matrix in likelihood becomes unstable. This paper introduces Kernel Bayesian ART (KBA) and ARTMAP (KBAM) by integrating Kernel Bayes' Rule (KBR) and Correntropy Induced Metric (CIM) to Bayesian ART (BA) and ARTMAP (BAM), respectively, while maintaining the properties of BA and BAM. The kernel frameworks in KBA and KBAM are able to avoid the curse of dimensionality. In addition, the covariance-free Bayesian computation by KBR provides the efficient and stable computational capability to KBA and KBAM. Furthermore, Correntropy-based similarity measurement allows improving the noise reduction ability even in the high dimensional space. The simulation experiments show that KBA performs an outstanding self-organizing capability than BA, and KBAM provides the superior classification ability than BAM, respectively. Copyright © 2017 Elsevier Ltd. All rights reserved.

Bayesian networks improve causal environmental ...

Science.gov (United States)

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on value

Bayesian Latent Class Analysis Tutorial.

Science.gov (United States)

Li, Yuelin; Lord-Bessen, Jennifer; Shiyko, Mariya; Loeb, Rebecca

2018-01-01

This article is a how-to guide on Bayesian computation using Gibbs sampling, demonstrated in the context of Latent Class Analysis (LCA). It is written for students in quantitative psychology or related fields who have a working knowledge of Bayes Theorem and conditional probability and have experience in writing computer programs in the statistical language R . The overall goals are to provide an accessible and self-contained tutorial, along with a practical computation tool. We begin with how Bayesian computation is typically described in academic articles. Technical difficulties are addressed by a hypothetical, worked-out example. We show how Bayesian computation can be broken down into a series of simpler calculations, which can then be assembled together to complete a computationally more complex model. The details are described much more explicitly than what is typically available in elementary introductions to Bayesian modeling so that readers are not overwhelmed by the mathematics. Moreover, the provided computer program shows how Bayesian LCA can be implemented with relative ease. The computer program is then applied in a large, real-world data set and explained line-by-line. We outline the general steps in how to extend these considerations to other methodological applications. We conclude with suggestions for further readings.

Bayesian policy reuse

CSIR Research Space (South Africa)

Rosman, Benjamin

2016-02-01

Full Text Available Keywords Policy Reuse · Reinforcement Learning · Online Learning · Online Bandits · Transfer Learning · Bayesian Optimisation · Bayesian Decision Theory. 1 Introduction As robots and software agents are becoming more ubiquitous in many applications.... The agent has access to a library of policies (pi1, pi2 and pi3), and has previously experienced a set of task instances (τ1, τ2, τ3, τ4), as well as samples of the utilities of the library policies on these instances (the black dots indicate the means...

Inverse problems in the Bayesian framework

International Nuclear Information System (INIS)

Calvetti, Daniela; Somersalo, Erkki; Kaipio, Jari P

2014-01-01

The history of Bayesian methods dates back to the original works of Reverend Thomas Bayes and Pierre-Simon Laplace: the former laid down some of the basic principles on inverse probability in his classic article ‘An essay towards solving a problem in the doctrine of chances’ that was read posthumously in the Royal Society in 1763. Laplace, on the other hand, in his ‘Memoirs on inverse probability’ of 1774 developed the idea of updating beliefs and wrote down the celebrated Bayes’ formula in the form we know today. Although not identified yet as a framework for investigating inverse problems, Laplace used the formalism very much in the spirit it is used today in the context of inverse problems, e.g., in his study of the distribution of comets. With the evolution of computational tools, Bayesian methods have become increasingly popular in all fields of human knowledge in which conclusions need to be drawn based on incomplete and noisy data. Needless to say, inverse problems, almost by definition, fall into this category. Systematic work for developing a Bayesian inverse problem framework can arguably be traced back to the 1980s, (the original first edition being published by Elsevier in 1987), although articles on Bayesian methodology applied to inverse problems, in particular in geophysics, had appeared much earlier. Today, as testified by the articles in this special issue, the Bayesian methodology as a framework for considering inverse problems has gained a lot of popularity, and it has integrated very successfully with many traditional inverse problems ideas and techniques, providing novel ways to interpret and implement traditional procedures in numerical analysis, computational statistics, signal analysis and data assimilation. The range of applications where the Bayesian framework has been fundamental goes from geophysics, engineering and imaging to astronomy, life sciences and economy, and continues to grow. There is no question that Bayesian

Bayesian models: A statistical primer for ecologists

Science.gov (United States)

Hobbs, N. Thompson; Hooten, Mevin B.

2015-01-01

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

The current state of Bayesian methods in medical product development: survey results and recommendations from the DIA Bayesian Scientific Working Group.

Science.gov (United States)

Natanegara, Fanni; Neuenschwander, Beat; Seaman, John W; Kinnersley, Nelson; Heilmann, Cory R; Ohlssen, David; Rochester, George

2014-01-01

Bayesian applications in medical product development have recently gained popularity. Despite many advances in Bayesian methodology and computations, increase in application across the various areas of medical product development has been modest. The DIA Bayesian Scientific Working Group (BSWG), which includes representatives from industry, regulatory agencies, and academia, has adopted the vision to ensure Bayesian methods are well understood, accepted more broadly, and appropriately utilized to improve decision making and enhance patient outcomes. As Bayesian applications in medical product development are wide ranging, several sub-teams were formed to focus on various topics such as patient safety, non-inferiority, prior specification, comparative effectiveness, joint modeling, program-wide decision making, analytical tools, and education. The focus of this paper is on the recent effort of the BSWG Education sub-team to administer a Bayesian survey to statisticians across 17 organizations involved in medical product development. We summarize results of this survey, from which we provide recommendations on how to accelerate progress in Bayesian applications throughout medical product development. The survey results support findings from the literature and provide additional insight on regulatory acceptance of Bayesian methods and information on the need for a Bayesian infrastructure within an organization. The survey findings support the claim that only modest progress in areas of education and implementation has been made recently, despite substantial progress in Bayesian statistical research and software availability. Copyright © 2013 John Wiley & Sons, Ltd.

Bayesian Alternation During Tactile Augmentation

Directory of Open Access Journals (Sweden)

Caspar Mathias Goeke

2016-10-01

Full Text Available A large number of studies suggest that the integration of multisensory signals by humans is well described by Bayesian principles. However, there are very few reports about cue combination between a native and an augmented sense. In particular, we asked the question whether adult participants are able to integrate an augmented sensory cue with existing native sensory information. Hence for the purpose of this study we build a tactile augmentation device. Consequently, we compared different hypotheses of how untrained adult participants combine information from a native and an augmented sense. In a two-interval forced choice (2 IFC task, while subjects were blindfolded and seated on a rotating platform, our sensory augmentation device translated information on whole body yaw rotation to tactile stimulation. Three conditions were realized: tactile stimulation only (augmented condition, rotation only (native condition, and both augmented and native information (bimodal condition. Participants had to choose one out of two consecutive rotations with higher angular rotation. For the analysis, we fitted the participants’ responses with a probit model and calculated the just notable difference (JND. Then we compared several models for predicting bimodal from unimodal responses. An objective Bayesian alternation model yielded a better prediction (χred2 = 1.67 than the Bayesian integration model (χred2= 4.34. Slightly higher accuracy showed a non-Bayesian winner takes all model (χred2= 1.64, which either used only native or only augmented values per subject for prediction. However the performance of the Bayesian alternation model could be substantially improved (χred2= 1.09 utilizing subjective weights obtained by a questionnaire. As a result, the subjective Bayesian alternation model predicted bimodal performance most accurately among all tested models. These results suggest that information from augmented and existing sensory modalities in

An introduction to Bayesian statistics in health psychology.

Science.gov (United States)

Depaoli, Sarah; Rus, Holly M; Clifton, James P; van de Schoot, Rens; Tiemensma, Jitske

2017-09-01

The aim of the current article is to provide a brief introduction to Bayesian statistics within the field of health psychology. Bayesian methods are increasing in prevalence in applied fields, and they have been shown in simulation research to improve the estimation accuracy of structural equation models, latent growth curve (and mixture) models, and hierarchical linear models. Likewise, Bayesian methods can be used with small sample sizes since they do not rely on large sample theory. In this article, we discuss several important components of Bayesian statistics as they relate to health-based inquiries. We discuss the incorporation and impact of prior knowledge into the estimation process and the different components of the analysis that should be reported in an article. We present an example implementing Bayesian estimation in the context of blood pressure changes after participants experienced an acute stressor. We conclude with final thoughts on the implementation of Bayesian statistics in health psychology, including suggestions for reviewing Bayesian manuscripts and grant proposals. We have also included an extensive amount of online supplementary material to complement the content presented here, including Bayesian examples using many different software programmes and an extensive sensitivity analysis examining the impact of priors.

Bayesian Network Induction via Local Neighborhoods

National Research Council Canada - National Science Library

Margaritis, Dimitris

1999-01-01

.... We present an efficient algorithm for learning Bayesian networks from data. Our approach constructs Bayesian networks by first identifying each node's Markov blankets, then connecting nodes in a consistent way...

A Bayesian encourages dropout

OpenAIRE

Maeda, Shin-ichi

2014-01-01

Dropout is one of the key techniques to prevent the learning from overfitting. It is explained that dropout works as a kind of modified L2 regularization. Here, we shed light on the dropout from Bayesian standpoint. Bayesian interpretation enables us to optimize the dropout rate, which is beneficial for learning of weight parameters and prediction after learning. The experiment result also encourages the optimization of the dropout.

Bayesian Data Analysis (lecture 2)

CERN Multimedia

CERN. Geneva

2018-01-01

framework but we will also go into more detail and discuss for example the role of the prior. The second part of the lecture will cover further examples and applications that heavily rely on the bayesian approach, as well as some computational tools needed to perform a bayesian analysis.

Bayesian Data Analysis (lecture 1)

CERN Multimedia

CERN. Geneva

2018-01-01

framework but we will also go into more detail and discuss for example the role of the prior. The second part of the lecture will cover further examples and applications that heavily rely on the bayesian approach, as well as some computational tools needed to perform a bayesian analysis.

Server for experimental data from LHD

International Nuclear Information System (INIS)

Emoto, M.; Ohdachi, S.; Watanabe, K.; Sudo, S.; Nagayama, Y.

2006-01-01

In order to unify various types of data, the Kaiseki Server was developed. This server provides physical experimental data of large helical device (LHD) experiments. Many types of data acquisition systems currently exist in operation, and they produce files of various formats. Therefore, it has been difficult to analyze different types of acquisition data at the same time because the data of each system should be read in a particular manner. To facilitate the usage of this data by researchers, the authors have developed a new server system, which provides a unified data format and a unique data retrieval interface. Although the Kaiseki Server satisfied the initial demand, new requests arose from researchers, one of which was the remote usage of the server. The current system cannot be used remotely because of security issues. Another request was group ownership, i.e., users belonging to the same group should have equal access to data. To satisfy these demands, the authors modified the server. However, since other requests may arise in the future, the new system must be flexible so that it can satisfy future demands. Therefore, the authors decided to develop a new server using a three-tier structure

Learning Local Components to Understand Large Bayesian Networks

DEFF Research Database (Denmark)

Zeng, Yifeng; Xiang, Yanping; Cordero, Jorge

2009-01-01

(domain experts) to extract accurate information from a large Bayesian network due to dimensional difficulty. We define a formulation of local components and propose a clustering algorithm to learn such local components given complete data. The algorithm groups together most inter-relevant attributes......Bayesian networks are known for providing an intuitive and compact representation of probabilistic information and allowing the creation of models over a large and complex domain. Bayesian learning and reasoning are nontrivial for a large Bayesian network. In parallel, it is a tough job for users...... in a domain. We evaluate its performance on three benchmark Bayesian networks and provide results in support. We further show that the learned components may represent local knowledge more precisely in comparison to the full Bayesian networks when working with a small amount of data....

Philosophy and the practice of Bayesian statistics.

Science.gov (United States)

Gelman, Andrew; Shalizi, Cosma Rohilla

2013-02-01

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework. © 2012 The British Psychological Society.

Bayesian Utilitarianism

OpenAIRE

ZHOU, Lin

1996-01-01

In this paper I consider social choices under uncertainty. I prove that any social choice rule that satisfies independence of irrelevant alternatives, translation invariance, and weak anonymity is consistent with ex post Bayesian utilitarianism

Learning Bayesian networks for discrete data

KAUST Repository

Liang, Faming; Zhang, Jian

2009-01-01

Bayesian networks have received much attention in the recent literature. In this article, we propose an approach to learn Bayesian networks using the stochastic approximation Monte Carlo (SAMC) algorithm. Our approach has two nice features. Firstly

Searching Algorithm Using Bayesian Updates

Science.gov (United States)

Caudle, Kyle

2010-01-01

In late October 1967, the USS Scorpion was lost at sea, somewhere between the Azores and Norfolk Virginia. Dr. Craven of the U.S. Navy's Special Projects Division is credited with using Bayesian Search Theory to locate the submarine. Bayesian Search Theory is a straightforward and interesting application of Bayes' theorem which involves searching…

Bayesian estimates of linkage disequilibrium

Directory of Open Access Journals (Sweden)

Abad-Grau María M

2007-06-01

Full Text Available Abstract Background The maximum likelihood estimator of D' – a standard measure of linkage disequilibrium – is biased toward disequilibrium, and the bias is particularly evident in small samples and rare haplotypes. Results This paper proposes a Bayesian estimation of D' to address this problem. The reduction of the bias is achieved by using a prior distribution on the pair-wise associations between single nucleotide polymorphisms (SNPs that increases the likelihood of equilibrium with increasing physical distances between pairs of SNPs. We show how to compute the Bayesian estimate using a stochastic estimation based on MCMC methods, and also propose a numerical approximation to the Bayesian estimates that can be used to estimate patterns of LD in large datasets of SNPs. Conclusion Our Bayesian estimator of D' corrects the bias toward disequilibrium that affects the maximum likelihood estimator. A consequence of this feature is a more objective view about the extent of linkage disequilibrium in the human genome, and a more realistic number of tagging SNPs to fully exploit the power of genome wide association studies.

Learning Bayesian networks for discrete data

KAUST Repository

Liang, Faming

2009-02-01

Bayesian networks have received much attention in the recent literature. In this article, we propose an approach to learn Bayesian networks using the stochastic approximation Monte Carlo (SAMC) algorithm. Our approach has two nice features. Firstly, it possesses the self-adjusting mechanism and thus avoids essentially the local-trap problem suffered by conventional MCMC simulation-based approaches in learning Bayesian networks. Secondly, it falls into the class of dynamic importance sampling algorithms; the network features can be inferred by dynamically weighted averaging the samples generated in the learning process, and the resulting estimates can have much lower variation than the single model-based estimates. The numerical results indicate that our approach can mix much faster over the space of Bayesian networks than the conventional MCMC simulation-based approaches. © 2008 Elsevier B.V. All rights reserved.

A default Bayesian hypothesis test for ANOVA designs

NARCIS (Netherlands)

Wetzels, R.; Grasman, R.P.P.P.; Wagenmakers, E.J.

2012-01-01

This article presents a Bayesian hypothesis test for analysis of variance (ANOVA) designs. The test is an application of standard Bayesian methods for variable selection in regression models. We illustrate the effect of various g-priors on the ANOVA hypothesis test. The Bayesian test for ANOVA

Bayesian Networks An Introduction

CERN Document Server

Koski, Timo

2009-01-01

Bayesian Networks: An Introduction provides a self-contained introduction to the theory and applications of Bayesian networks, a topic of interest and importance for statisticians, computer scientists and those involved in modelling complex data sets. The material has been extensively tested in classroom teaching and assumes a basic knowledge of probability, statistics and mathematics. All notions are carefully explained and feature exercises throughout. Features include:.: An introduction to Dirichlet Distribution, Exponential Families and their applications.; A detailed description of learni

A default Bayesian hypothesis test for mediation.

Science.gov (United States)

Nuijten, Michèle B; Wetzels, Ruud; Matzke, Dora; Dolan, Conor V; Wagenmakers, Eric-Jan

2015-03-01

In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology use frequentist estimation and hypothesis-testing techniques. A recent exception is Yuan and MacKinnon (Psychological Methods, 14, 301-322, 2009), who outlined a Bayesian parameter estimation procedure for mediation analysis. Here we complete the Bayesian alternative to frequentist mediation analysis by specifying a default Bayesian hypothesis test based on the Jeffreys-Zellner-Siow approach. We further extend this default Bayesian test by allowing a comparison to directional or one-sided alternatives, using Markov chain Monte Carlo techniques implemented in JAGS. All Bayesian tests are implemented in the R package BayesMed (Nuijten, Wetzels, Matzke, Dolan, & Wagenmakers, 2014).

A Bayesian model for binary Markov chains

Directory of Open Access Journals (Sweden)

Belkheir Essebbar

2004-02-01

Full Text Available This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on the Jeffreys' prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC techniques. The performance of the Bayesian estimates is illustrated by analyzing a small simulated data set.

Inference in hybrid Bayesian networks

DEFF Research Database (Denmark)

Lanseth, Helge; Nielsen, Thomas Dyhre; Rumí, Rafael

2009-01-01

Since the 1980s, Bayesian Networks (BNs) have become increasingly popular for building statistical models of complex systems. This is particularly true for boolean systems, where BNs often prove to be a more efficient modelling framework than traditional reliability-techniques (like fault trees...... decade's research on inference in hybrid Bayesian networks. The discussions are linked to an example model for estimating human reliability....

Bayesian theory and applications

CERN Document Server

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

2013-01-01

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

Universal Darwinism As a Process of Bayesian Inference.

Science.gov (United States)

Campbell, John O

2016-01-01

Many of the mathematical frameworks describing natural selection are equivalent to Bayes' Theorem, also known as Bayesian updating. By definition, a process of Bayesian Inference is one which involves a Bayesian update, so we may conclude that these frameworks describe natural selection as a process of Bayesian inference. Thus, natural selection serves as a counter example to a widely-held interpretation that restricts Bayesian Inference to human mental processes (including the endeavors of statisticians). As Bayesian inference can always be cast in terms of (variational) free energy minimization, natural selection can be viewed as comprising two components: a generative model of an "experiment" in the external world environment, and the results of that "experiment" or the "surprise" entailed by predicted and actual outcomes of the "experiment." Minimization of free energy implies that the implicit measure of "surprise" experienced serves to update the generative model in a Bayesian manner. This description closely accords with the mechanisms of generalized Darwinian process proposed both by Dawkins, in terms of replicators and vehicles, and Campbell, in terms of inferential systems. Bayesian inference is an algorithm for the accumulation of evidence-based knowledge. This algorithm is now seen to operate over a wide range of evolutionary processes, including natural selection, the evolution of mental models and cultural evolutionary processes, notably including science itself. The variational principle of free energy minimization may thus serve as a unifying mathematical framework for universal Darwinism, the study of evolutionary processes operating throughout nature.

Daniel Goodman’s empirical approach to Bayesian statistics

Science.gov (United States)

Gerrodette, Tim; Ward, Eric; Taylor, Rebecca L.; Schwarz, Lisa K.; Eguchi, Tomoharu; Wade, Paul; Himes Boor, Gina

2016-01-01

Bayesian statistics, in contrast to classical statistics, uses probability to represent uncertainty about the state of knowledge. Bayesian statistics has often been associated with the idea that knowledge is subjective and that a probability distribution represents a personal degree of belief. Dr. Daniel Goodman considered this viewpoint problematic for issues of public policy. He sought to ground his Bayesian approach in data, and advocated the construction of a prior as an empirical histogram of “similar” cases. In this way, the posterior distribution that results from a Bayesian analysis combined comparable previous data with case-specific current data, using Bayes’ formula. Goodman championed such a data-based approach, but he acknowledged that it was difficult in practice. If based on a true representation of our knowledge and uncertainty, Goodman argued that risk assessment and decision-making could be an exact science, despite the uncertainties. In his view, Bayesian statistics is a critical component of this science because a Bayesian analysis produces the probabilities of future outcomes. Indeed, Goodman maintained that the Bayesian machinery, following the rules of conditional probability, offered the best legitimate inference from available data. We give an example of an informative prior in a recent study of Steller sea lion spatial use patterns in Alaska.

Approximation methods for efficient learning of Bayesian networks

CERN Document Server

Riggelsen, C

2008-01-01

This publication offers and investigates efficient Monte Carlo simulation methods in order to realize a Bayesian approach to approximate learning of Bayesian networks from both complete and incomplete data. For large amounts of incomplete data when Monte Carlo methods are inefficient, approximations are implemented, such that learning remains feasible, albeit non-Bayesian. The topics discussed are: basic concepts about probabilities, graph theory and conditional independence; Bayesian network learning from data; Monte Carlo simulation techniques; and, the concept of incomplete data. In order to provide a coherent treatment of matters, thereby helping the reader to gain a thorough understanding of the whole concept of learning Bayesian networks from (in)complete data, this publication combines in a clarifying way all the issues presented in the papers with previously unpublished work.

Bayesian community detection

DEFF Research Database (Denmark)

Mørup, Morten; Schmidt, Mikkel N

2012-01-01

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

Inverse Problems in a Bayesian Setting

KAUST Repository

Matthies, Hermann G.

2016-02-13

In a Bayesian setting, inverse problems and uncertainty quantification (UQ)—the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. We give a detailed account of this approach via conditional approximation, various approximations, and the construction of filters. Together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update in form of a filter is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and nonlinear Bayesian update in form of a filter on some examples.

Inverse Problems in a Bayesian Setting

KAUST Repository

Matthies, Hermann G.; Zander, Elmar; Rosić, Bojana V.; Litvinenko, Alexander; Pajonk, Oliver

2016-01-01

In a Bayesian setting, inverse problems and uncertainty quantification (UQ)—the propagation of uncertainty through a computational (forward) model—are strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. We give a detailed account of this approach via conditional approximation, various approximations, and the construction of filters. Together with a functional or spectral approach for the forward UQ there is no need for time-consuming and slowly convergent Monte Carlo sampling. The developed sampling-free non-linear Bayesian update in form of a filter is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisation to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and nonlinear Bayesian update in form of a filter on some examples.

Implementing the Bayesian paradigm in risk analysis

International Nuclear Information System (INIS)

Aven, T.; Kvaloey, J.T.

2002-01-01

The Bayesian paradigm comprises a unified and consistent framework for analyzing and expressing risk. Yet, we see rather few examples of applications where the full Bayesian setting has been adopted with specifications of priors of unknown parameters. In this paper, we discuss some of the practical challenges of implementing Bayesian thinking and methods in risk analysis, emphasizing the introduction of probability models and parameters and associated uncertainty assessments. We conclude that there is a need for a pragmatic view in order to 'successfully' apply the Bayesian approach, such that we can do the assignments of some of the probabilities without adopting the somewhat sophisticated procedure of specifying prior distributions of parameters. A simple risk analysis example is presented to illustrate ideas

Interactive Instruction in Bayesian Inference

DEFF Research Database (Denmark)

Khan, Azam; Breslav, Simon; Hornbæk, Kasper

2018-01-01

An instructional approach is presented to improve human performance in solving Bayesian inference problems. Starting from the original text of the classic Mammography Problem, the textual expression is modified and visualizations are added according to Mayer’s principles of instruction. These pri......An instructional approach is presented to improve human performance in solving Bayesian inference problems. Starting from the original text of the classic Mammography Problem, the textual expression is modified and visualizations are added according to Mayer’s principles of instruction....... These principles concern coherence, personalization, signaling, segmenting, multimedia, spatial contiguity, and pretraining. Principles of self-explanation and interactivity are also applied. Four experiments on the Mammography Problem showed that these principles help participants answer the questions...... that an instructional approach to improving human performance in Bayesian inference is a promising direction....

Universal Darwinism as a process of Bayesian inference

Directory of Open Access Journals (Sweden)

John Oberon Campbell

2016-06-01

Full Text Available Many of the mathematical frameworks describing natural selection are equivalent to Bayes’ Theorem, also known as Bayesian updating. By definition, a process of Bayesian Inference is one which involves a Bayesian update, so we may conclude that these frameworks describe natural selection as a process of Bayesian inference. Thus natural selection serves as a counter example to a widely-held interpretation that restricts Bayesian Inference to human mental processes (including the endeavors of statisticians. As Bayesian inference can always be cast in terms of (variational free energy minimization, natural selection can be viewed as comprising two components: a generative model of an ‘experiment’ in the external world environment, and the results of that 'experiment' or the 'surprise' entailed by predicted and actual outcomes of the ‘experiment’. Minimization of free energy implies that the implicit measure of 'surprise' experienced serves to update the generative model in a Bayesian manner. This description closely accords with the mechanisms of generalized Darwinian process proposed both by Dawkins, in terms of replicators and vehicles, and Campbell, in terms of inferential systems. Bayesian inference is an algorithm for the accumulation of evidence-based knowledge. This algorithm is now seen to operate over a wide range of evolutionary processes, including natural selection, the evolution of mental models and cultural evolutionary processes, notably including science itself. The variational principle of free energy minimization may thus serve as a unifying mathematical framework for universal Darwinism, the study of evolutionary processes operating throughout nature.

Bayesian analysis of magnetic island dynamics

International Nuclear Information System (INIS)

Preuss, R.; Maraschek, M.; Zohm, H.; Dose, V.

2003-01-01

We examine a first order differential equation with respect to time used to describe magnetic islands in magnetically confined plasmas. The free parameters of this equation are obtained by employing Bayesian probability theory. Additionally, a typical Bayesian change point is solved in the process of obtaining the data

Bayesian ensemble refinement by replica simulations and reweighting

Science.gov (United States)

Hummer, Gerhard; Köfinger, Jürgen

2015-12-01

We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.

Bayesian Decision Theoretical Framework for Clustering

Science.gov (United States)

Chen, Mo

2011-01-01

In this thesis, we establish a novel probabilistic framework for the data clustering problem from the perspective of Bayesian decision theory. The Bayesian decision theory view justifies the important questions: what is a cluster and what a clustering algorithm should optimize. We prove that the spectral clustering (to be specific, the…

Quantum-Like Representation of Non-Bayesian Inference

Science.gov (United States)

Asano, M.; Basieva, I.; Khrennikov, A.; Ohya, M.; Tanaka, Y.

2013-01-01

This research is related to the problem of "irrational decision making or inference" that have been discussed in cognitive psychology. There are some experimental studies, and these statistical data cannot be described by classical probability theory. The process of decision making generating these data cannot be reduced to the classical Bayesian inference. For this problem, a number of quantum-like coginitive models of decision making was proposed. Our previous work represented in a natural way the classical Bayesian inference in the frame work of quantum mechanics. By using this representation, in this paper, we try to discuss the non-Bayesian (irrational) inference that is biased by effects like the quantum interference. Further, we describe "psychological factor" disturbing "rationality" as an "environment" correlating with the "main system" of usual Bayesian inference.

Correct Bayesian and frequentist intervals are similar

International Nuclear Information System (INIS)

Atwood, C.L.

1986-01-01

This paper argues that Bayesians and frequentists will normally reach numerically similar conclusions, when dealing with vague data or sparse data. It is shown that both statistical methodologies can deal reasonably with vague data. With sparse data, in many important practical cases Bayesian interval estimates and frequentist confidence intervals are approximately equal, although with discrete data the frequentist intervals are somewhat longer. This is not to say that the two methodologies are equally easy to use: The construction of a frequentist confidence interval may require new theoretical development. Bayesians methods typically require numerical integration, perhaps over many variables. Also, Bayesian can easily fall into the trap of over-optimism about their amount of prior knowledge. But in cases where both intervals are found correctly, the two intervals are usually not very different. (orig.)

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

Directory of Open Access Journals (Sweden)

Liangdong Hu

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

Bayesian analysis of rare events

Energy Technology Data Exchange (ETDEWEB)

Straub, Daniel, E-mail: straub@tum.de; Papaioannou, Iason; Betz, Wolfgang

2016-06-01

In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.

Bayesian models a statistical primer for ecologists

CERN Document Server

Hobbs, N Thompson

2015-01-01

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

Robust Bayesian detection of unmodelled bursts

International Nuclear Information System (INIS)

Searle, Antony C; Sutton, Patrick J; Tinto, Massimo; Woan, Graham

2008-01-01

We develop a Bayesian treatment of the problem of detecting unmodelled gravitational wave bursts using the new global network of interferometric detectors. We also compare this Bayesian treatment with existing coherent methods, and demonstrate that the existing methods make implicit assumptions on the distribution of signals that make them sub-optimal for realistic signal populations

BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES

Energy Technology Data Exchange (ETDEWEB)

Iliadis, C.; Anderson, K. S. [Department of Physics and Astronomy, University of North Carolina at Chapel Hill, Chapel Hill, NC 27599-3255 (United States); Coc, A. [Centre de Sciences Nucléaires et de Sciences de la Matière (CSNSM), CNRS/IN2P3, Univ. Paris-Sud, Université Paris–Saclay, Bâtiment 104, F-91405 Orsay Campus (France); Timmes, F. X.; Starrfield, S., E-mail: iliadis@unc.edu [School of Earth and Space Exploration, Arizona State University, Tempe, AZ 85287-1504 (United States)

2016-11-01

The problem of estimating non-resonant astrophysical S -factors and thermonuclear reaction rates, based on measured nuclear cross sections, is of major interest for nuclear energy generation, neutrino physics, and element synthesis. Many different methods have been applied to this problem in the past, almost all of them based on traditional statistics. Bayesian methods, on the other hand, are now in widespread use in the physical sciences. In astronomy, for example, Bayesian statistics is applied to the observation of extrasolar planets, gravitational waves, and Type Ia supernovae. However, nuclear physics, in particular, has been slow to adopt Bayesian methods. We present astrophysical S -factors and reaction rates based on Bayesian statistics. We develop a framework that incorporates robust parameter estimation, systematic effects, and non-Gaussian uncertainties in a consistent manner. The method is applied to the reactions d(p, γ ){sup 3}He, {sup 3}He({sup 3}He,2p){sup 4}He, and {sup 3}He( α , γ ){sup 7}Be, important for deuterium burning, solar neutrinos, and Big Bang nucleosynthesis.

Prior approval: the growth of Bayesian methods in psychology.

Science.gov (United States)

Andrews, Mark; Baguley, Thom

2013-02-01

Within the last few years, Bayesian methods of data analysis in psychology have proliferated. In this paper, we briefly review the history or the Bayesian approach to statistics, and consider the implications that Bayesian methods have for the theory and practice of data analysis in psychology.

Can a significance test be genuinely Bayesian?

OpenAIRE

Pereira, Carlos A. de B.; Stern, Julio Michael; Wechsler, Sergio

2008-01-01

The Full Bayesian Significance Test, FBST, is extensively reviewed. Its test statistic, a genuine Bayesian measure of evidence, is discussed in detail. Its behavior in some problems of statistical inference like testing for independence in contingency tables is discussed.

Bayesian image restoration, using configurations

OpenAIRE

Thorarinsdottir, Thordis

2006-01-01

In this paper, we develop a Bayesian procedure for removing noise from images that can be viewed as noisy realisations of random sets in the plane. The procedure utilises recent advances in configuration theory for noise free random sets, where the probabilities of observing the different boundary configurations are expressed in terms of the mean normal measure of the random set. These probabilities are used as prior probabilities in a Bayesian image restoration approach. Estimation of the re...

Bayesian Networks and Influence Diagrams

DEFF Research Database (Denmark)

Kjærulff, Uffe Bro; Madsen, Anders Læsø

 Probabilistic networks, also known as Bayesian networks and influence diagrams, have become one of the most promising technologies in the area of applied artificial intelligence, offering intuitive, efficient, and reliable methods for diagnosis, prediction, decision making, classification......, troubleshooting, and data mining under uncertainty. Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. Intended...

Compiling Relational Bayesian Networks for Exact Inference

DEFF Research Database (Denmark)

Jaeger, Manfred; Chavira, Mark; Darwiche, Adnan

2004-01-01

We describe a system for exact inference with relational Bayesian networks as defined in the publicly available \\primula\\ tool. The system is based on compiling propositional instances of relational Bayesian networks into arithmetic circuits and then performing online inference by evaluating...

Bayesian analysis of CCDM models

Science.gov (United States)

Jesus, J. F.; Valentim, R.; Andrade-Oliveira, F.

2017-09-01

Creation of Cold Dark Matter (CCDM), in the context of Einstein Field Equations, produces a negative pressure term which can be used to explain the accelerated expansion of the Universe. In this work we tested six different spatially flat models for matter creation using statistical criteria, in light of SNe Ia data: Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and Bayesian Evidence (BE). These criteria allow to compare models considering goodness of fit and number of free parameters, penalizing excess of complexity. We find that JO model is slightly favoured over LJO/ΛCDM model, however, neither of these, nor Γ = 3αH0 model can be discarded from the current analysis. Three other scenarios are discarded either because poor fitting or because of the excess of free parameters. A method of increasing Bayesian evidence through reparameterization in order to reducing parameter degeneracy is also developed.

Bayesian analysis of CCDM models

Energy Technology Data Exchange (ETDEWEB)

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

2017-09-01

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

Sparse Event Modeling with Hierarchical Bayesian Kernel Methods

Science.gov (United States)

2016-01-05

SECURITY CLASSIFICATION OF: The research objective of this proposal was to develop a predictive Bayesian kernel approach to model count data based on...several predictive variables. Such an approach, which we refer to as the Poisson Bayesian kernel model, is able to model the rate of occurrence of... kernel methods made use of: (i) the Bayesian property of improving predictive accuracy as data are dynamically obtained, and (ii) the kernel function

Bayesian Inference for Functional Dynamics Exploring in fMRI Data

Directory of Open Access Journals (Sweden)

Xuan Guo

2016-01-01

Full Text Available This paper aims to review state-of-the-art Bayesian-inference-based methods applied to functional magnetic resonance imaging (fMRI data. Particularly, we focus on one specific long-standing challenge in the computational modeling of fMRI datasets: how to effectively explore typical functional interactions from fMRI time series and the corresponding boundaries of temporal segments. Bayesian inference is a method of statistical inference which has been shown to be a powerful tool to encode dependence relationships among the variables with uncertainty. Here we provide an introduction to a group of Bayesian-inference-based methods for fMRI data analysis, which were designed to detect magnitude or functional connectivity change points and to infer their functional interaction patterns based on corresponding temporal boundaries. We also provide a comparison of three popular Bayesian models, that is, Bayesian Magnitude Change Point Model (BMCPM, Bayesian Connectivity Change Point Model (BCCPM, and Dynamic Bayesian Variable Partition Model (DBVPM, and give a summary of their applications. We envision that more delicate Bayesian inference models will be emerging and play increasingly important roles in modeling brain functions in the years to come.

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.; Hadjidakis, C.; Haiduc, M.; Hamagaki, H.; Hamar, G.; Hamon, J. C.; Harris, J. W.; Harton, A.; Hatzifotiadou, D.; Hayashi, S.; Heckel, S. T.; Hellbaer, E.; Helstrup, H.; Herghelegiu, A.; Herrera Corral, G.; Hess, B. A.; Hetland, K. F.; Hillemanns, H.; Hippolyte, B.; Horak, D.; Hosokawa, R.; Hristov, P.; Humanic, T. J.; Hussain, N.; Hussain, T.; Hutter, D.; Hwang, D. S.; Ilkaev, R.; Inaba, M.; Incani, E.; Ippolitov, M.; Irfan, M.; Ivanov, M.; Ivanov, V.; Izucheev, V.; Jacazio, N.; Jadhav, M. B.; Jadlovska, S.; Jadlovsky, J.; Jahnke, C.; Jakubowska, M. J.; Jang, H. J.; Janik, M. A.; Jayarathna, P. H. S. Y.; Jena, C.; Jena, S.; Bustamante, R. T. Jimenez; Jones, P. G.; Jusko, A.; Kalinak, P.; Kalweit, A.; Kamin, J.; Kaplin, V.; Kar, S.; Uysal, A. Karasu; Karavichev, O.; Karavicheva, T.; Karayan, L.; Karpechev, E.; Kebschull, U.; Keidel, R.; Keijdener, D. L. D.; Keil, M.; Khan, M. Mohisin; Khan, P.; Khan, S. A.; Khanzadeev, A.; Kharlov, Y.; Kileng, B.; Kim, D. W.; Kim, D. J.; Kim, D.; Kim, J. S.; Kim, M.; Kim, T.; Kirsch, S.; Kisel, I.; Kiselev, S.; Kisiel, A.; Kiss, G.; Klay, J. L.; Klein, C.; Klein-Boesing, C.; Klewin, S.; Kluge, A.; Knichel, M. L.; Knospe, A. G.; Kobdaj, C.; Kofarago, M.; Kollegger, T.; Kolojvari, A.; Kondratiev, V.; Kondratyeva, N.; Kondratyuk, E.; Konevskikh, A.; Kopcik, M.; Kostarakis, P.; Kour, M.; Kouzinopoulos, C.; Kovalenko, O.; Kovalenko, V.; Kowalski, M.; Meethaleveedu, G. Koyithatta; Kralik, I.; Kravcakova, A.; Krivda, M.; Krizek, F.; Kryshen, E.; Krzewicki, M.; Kubera, A. M.; Kucera, V.; Kuijer, P. G.; Kumar, J.; Kumar, L.; Kumar, S.; Kurashvili, P.; Kurepin, A.; Kurepin, A. B.; Kuryakin, A.; Kweon, M. J.; Kwon, Y.; La Pointe, S. L.; La Rocca, P.; Ladron de Guevara, P.; Lagana Fernandes, C.; Lakomov, I.; Langoy, R.; Lara, C.; Lardeux, A.; Lattuca, A.; Laudi, E.; Lea, R.; Leardini, L.; Lee, G. R.; Lee, S.; Lehas, F.; Lemmon, R. C.; Lenti, V.; Leogrande, E.; Monzon, I. Leon; Leon Vargas, H.; Leoncino, M.; Levai, P.; Lien, J.; Lietava, R.; Lindal, S.; Lindenstruth, V.; Lippmann, C.; Lisa, M. A.; Ljunggren, H. M.; Lodato, D. F.; Loenne, P. I.; Loginov, V.; Loizides, C.; Lopez, X.; Torres, E. Lopez; Lowe, A.; Luettig, P.; Lunardon, M.; Luparello, G.; Lutz, T. H.; Maevskaya, A.; Mager, M.; Mahajan, S.; Mahmood, S. M.; Maire, A.; Majka, R. D.; Malaev, M.; Maldonado Cervantes, I.; Malinina, L.; Mal'Kevich, D.; Malzacher, P.; Mamonov, A.; Manko, V.; Manso, F.; Manzari, V.; Marchisone, M.; Mares, J.; Margagliotti, G. V.; Margotti, A.; Margutti, J.; Marin, A.; Markert, C.; Marquard, M.; Martin, N. A.; Blanco, J. Martin; Martinengo, P.; Martinez, M. I.; Garcia, G. Martinez; Pedreira, M. Martinez; Mas, A.; Masciocchi, S.; Masera, M.; Masoni, A.; Mastroserio, A.; Matyja, A.; Mayer, C.; Mazer, J.; Mazzoni, M. A.; Mcdonald, D.; Meddi, F.; Melikyan, Y.; Menchaca-Rocha, A.; Meninno, E.; Perez, J. Mercado; Meres, M.; Miake, Y.; Mieskolainen, M. M.; Mikhaylov, K.; Milano, L.; Milosevic, J.; Mischke, A.; Mishra, A. N.; Miskowiec, D.; Mitra, J.; Mitu, C. M.; Mohammadi, N.; Mohanty, B.; Molnar, L.; Montano Zetina, L.; Montes, E.; De Godoy, D. A. Moreira; Moreno, L. A. P.; Moretto, S.; Morreale, A.; Morsch, A.; Muccifora, V.; Mudnic, E.; Muehlheim, D.; Muhuri, S.; Mukherjee, M.; Mulligan, J. D.; Munhoz, M. G.; Munzer, R. H.; Murakami, H.; Murray, S.; Musa, L.; Musinsky, J.; Naik, B.; Nair, R.; Nandi, B. K.; Nania, R.; Nappi, E.; Naru, M. U.; Natal da Luz, H.; Nattrass, C.; Navarro, S. R.; Nayak, K.; Nayak, R.; Nayak, T. K.; Nazarenko, S.; Nedosekin, A.; Nellen, L.; Ng, F.; Nicassio, M.; Niculescu, M.; Niedziela, J.; Nielsen, B. S.; Nikolaev, S.; Nikulin, S.; Nikulin, V.; Noferini, F.; Nomokonov, P.; Nooren, G.; Noris, J. C. C.; Norman, J.; Nyanin, A.; Nystrand, J.; Oeschler, H.; Oh, S.; Oh, S. K.; Ohlson, A.; Okatan, A.; Okubo, T.; Olah, L.; Oleniacz, J.; Oliveira Da Silva, A. C.; Oliver, M. H.; Onderwaater, J.; Oppedisano, C.; Orava, R.; Oravec, M.; Ortiz Velasquez, A.; Oskarsson, A.; Otwinowski, J.; Oyama, K.; Ozdemir, M.; Pachmayer, Y.; Pagano, D.; Pagano, P.; Paic, G.; Pal, S. K.; Pan, J.; Papikyan, V.; Pappalardo, G. S.; Pareek, P.; Park, W. J.; Parmar, S.; Passfeld, A.; Paticchio, V.; Patra, R. N.; Paul, B.; Pei, H.; Peitzmann, T.; Da Costa, H. Pereira; Peresunko, D.; Lara, C. E. Perez; Lezama, E. Perez; Peskov, V.; Pestov, Y.; Petracek, V.; Petrov, V.; Petrovici, M.; Petta, C.; Piano, S.; Pikna, M.; Pillot, P.; Pimentel, L. O. D. L.; Pinazza, O.; Pinsky, L.; Piyarathna, D. B.; Ploskon, M.; Planinic, M.; Pluta, J.; Pochybova, S.; Podesta-Lerma, P. L. M.; Poghosyan, M. G.; Polichtchouk, B.; Poljak, N.; Poonsawat, W.; Pop, A.; Porteboeuf-Houssais, S.; Porter, J.; Pospisil, J.; Prasad, S. K.; Preghenella, R.; Prino, F.; Pruneau, C. A.; Pshenichnov, I.; Puccio, M.; Puddu, G.; Pujahari, P.; Punin, V.; Putschke, J.; Qvigstad, H.; Rachevski, A.; Raha, S.; Rajput, S.; Rak, J.; Rakotozafindrabe, A.; Ramello, L.; Rami, F.; Raniwala, R.; Raniwala, S.; Raesaenen, S. S.; Rascanu, B. T.; Rathee, D.; Read, K. F.; Redlich, K.; Reed, R. J.; Reichelt, P.; Reidt, F.; Ren, X.; Renfordt, R.; Reolon, A. R.; Reshetin, A.; Reygers, K.; Riabov, V.; Ricci, R. A.; Richert, T.; Richter, M.; Riedler, P.; Riegler, W.; Riggi, F.; Ristea, C.; Rocco, E.; Rodriguez Cahuantzi, M.; Manso, A. Rodriguez; Roed, K.; Rogochaya, E.; Rohr, D.; Roehrich, D.; Ronchetti, F.; Ronflette, L.; Rosnet, P.; Rossi, A.; Roukoutakis, F.; Roy, A.; Roy, C.; Roy, P.; Montero, A. J. Rubio; Rui, R.; Russo, R.; Ryabinkin, E.; Ryabov, Y.; Rybicki, A.; Saarinen, S.; Sadhu, S.; Sadovsky, S.; Safarik, K.; Sahlmuller, B.; Sahoo, P.; Sahoo, R.; Sahoo, S.; Sahu, P. K.; Saini, J.; Sakai, S.; Saleh, M. A.; Salzwedel, J.; Sambyal, S.; Samsonov, V.; Sandor, L.; Sandoval, A.; Sano, M.; Sarkar, D.; Sarkar, N.; Sarma, P.; Scapparone, E.; Scarlassara, F.; Schiaua, C.; Schicker, R.; Schmidt, C.; Schmidt, H. R.; Schuchmann, S.; Schukraft, J.; Schulc, M.; Schutz, Y.; Schwarz, K.; Schweda, K.; Scioli, G.; Scomparin, E.; Scott, R.; Sefcik, M.; Seger, J. E.; Sekiguchi, Y.; Sekihata, D.; Selyuzhenkov, I.; Senosi, K.; Senyukov, S.; Serradilla, E.; Sevcenco, A.; Shabanov, A.; Shabetai, A.; Shadura, O.; Shahoyan, R.; Shahzad, M. I.; Shangaraev, A.; Sharma, M.; Sharma, M.; Sharma, N.; Sheikh, A. I.; Shigaki, K.; Shou, Q.; Shtejer, K.; Sibiriak, Y.; Siddhanta, S.; Sielewicz, K. M.; Siemiarczuk, T.; Silvermyr, D.; Silvestre, C.; Simatovic, G.; Simonetti, G.; Singaraju, R.; Singh, R.; Singha, S.; Singhal, V.; Sinha, B. C.; Sinha, T.; Sitar, B.; Sitta, M.; Skaali, T. B.; Slupecki, M.; Smirnov, N.; Snellings, R. J. M.; Snellman, T. W.; Song, J.; Song, M.; Song, Z.; Soramel, F.; Sorensen, S.; de Souza, R. D.; Sozzi, F.; Spacek, M.; Spiriti, E.; Sputowska, I.; Spyropoulou-Stassinaki, M.; Stachel, J.; Stan, I.; Stankus, P.; Stenlund, E.; Steyn, G.; Stiller, J. H.; Stocco, D.; Strmen, P.; Suaide, A. A. P.; Sugitate, T.; Suire, C.; Suleymanov, M.; Suljic, M.; Sultanov, R.; Sumbera, M.; Sumowidagdo, S.; Szabo, A.; Szanto de Toledo, A.; Szarka, I.; Szczepankiewicz, A.; Szymanski, M.; Tabassam, U.; Takahashi, J.; Tambave, G. J.; Tanaka, N.; Tarhini, M.; Tariq, M.; Tarzila, M. G.; Tauro, A.; Tejeda Munoz, G.; Telesca, A.; Terasaki, K.; Terrevoli, C.; Teyssier, B.; Thaeder, J.; Thakur, D.; Thomas, D.; Tieulent, R.; Timmins, A. R.; Toia, A.; Trogolo, S.; Trombetta, G.; Trubnikov, V.; Trzaska, W. H.; Tsuji, T.; Tumkin, A.; Turrisi, R.; Tveter, T. S.; Ullaland, K.; Uras, A.; Usai, G. L.; Utrobicic, A.; Vala, M.; Palomo, L. Valencia; Vallero, S.; Van Der Maarel, J.; Van Hoorne, J. W.; van Leeuwen, M.; Vanat, T.; Vyvre, P. Vande; Varga, D.; Vargas, A.; Vargyas, M.; Varma, R.; Vasileiou, M.; Vasiliev, A.; Vauthier, A.; Vechernin, V.; Veen, A. M.; Veldhoen, M.; Velure, A.; Vercellin, E.; Vergara Limon, S.; Vernet, R.; Verweij, M.; Vickovic, L.; Viesti, G.; Viinikainen, J.; Vilakazi, Z.; Baillie, O. Villalobos; Villatoro Tello, A.; Vinogradov, A.; Vinogradov, L.; Vinogradov, Y.; Virgili, T.; Vislavicius, V.; Viyogi, Y. P.; Vodopyanov, A.; Voelkl, M. A.; Voloshin, K.; Voloshin, S. A.; Volpe, G.; von Haller, B.; Vorobyev, I.; Vranic, D.; Vrlakova, J.; Vulpescu, B.; Wagner, B.; Wagner, J.; Wang, H.; Watanabe, D.; Watanabe, Y.; Weiser, D. F.; Westerhoff, U.; Whitehead, A. M.; Wiechula, J.; Wikne, J.; Wilk, G.; Wilkinson, J.; Williams, M. C. S.; Windelband, B.; Winn, M.; Yang, H.; Yano, S.; Yasin, Z.; Yokoyama, H.; Yoo, I. -K.; Yoon, J. H.; Yurchenko, V.; Yushmanov, I.; Zaborowska, A.; Zaccolo, V.; Zaman, A.; Zampolli, C.; Zanoli, H. J. C.; Zaporozhets, S.; Zardoshti, N.; Zarochentsev, A.; Zavada, P.; Zaviyalov, N.; Zbroszczyk, H.; Zgura, I. S.; Zhalov, M.; Zhang, C.; Zhao, C.; Zhigareva, N.; Zhou, Y.; Zhou, Z.; Zhu, H.; Zichichi, A.; Zimmermann, A.; Zimmermann, M. B.; Zinovjev, G.; Zyzak, M.

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

Compiling Relational Bayesian Networks for Exact Inference

DEFF Research Database (Denmark)

Jaeger, Manfred; Darwiche, Adnan; Chavira, Mark

2006-01-01

We describe in this paper a system for exact inference with relational Bayesian networks as defined in the publicly available PRIMULA tool. The system is based on compiling propositional instances of relational Bayesian networks into arithmetic circuits and then performing online inference...

A Bayesian Justification for Random Sampling in Sample Survey

Directory of Open Access Journals (Sweden)

Glen Meeden

2012-07-01

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

Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

Science.gov (United States)

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

2017-11-01

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

The Development of Bayesian Theory and Its Applications in Business and Bioinformatics

Science.gov (United States)

Zhang, Yifei

2018-03-01

Bayesian Theory originated from an Essay of a British mathematician named Thomas Bayes in 1763, and after its development in 20th century, Bayesian Statistics has been taking a significant part in statistical study of all fields. Due to the recent breakthrough of high-dimensional integral, Bayesian Statistics has been improved and perfected, and now it can be used to solve problems that Classical Statistics failed to solve. This paper summarizes Bayesian Statistics’ history, concepts and applications, which are illustrated in five parts: the history of Bayesian Statistics, the weakness of Classical Statistics, Bayesian Theory and its development and applications. The first two parts make a comparison between Bayesian Statistics and Classical Statistics in a macroscopic aspect. And the last three parts focus on Bayesian Theory in specific -- from introducing some particular Bayesian Statistics’ concepts to listing their development and finally their applications.

Empirical Bayesian inference and model uncertainty

International Nuclear Information System (INIS)

Poern, K.

1994-01-01

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

Advances in Bayesian Modeling in Educational Research

Science.gov (United States)

Levy, Roy

2016-01-01

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

Objective Bayesianism and the Maximum Entropy Principle

Directory of Open Access Journals (Sweden)

Jon Williamson

2013-09-01

Full Text Available Objective Bayesian epistemology invokes three norms: the strengths of our beliefs should be probabilities; they should be calibrated to our evidence of physical probabilities; and they should otherwise equivocate sufficiently between the basic propositions that we can express. The three norms are sometimes explicated by appealing to the maximum entropy principle, which says that a belief function should be a probability function, from all those that are calibrated to evidence, that has maximum entropy. However, the three norms of objective Bayesianism are usually justified in different ways. In this paper, we show that the three norms can all be subsumed under a single justification in terms of minimising worst-case expected loss. This, in turn, is equivalent to maximising a generalised notion of entropy. We suggest that requiring language invariance, in addition to minimising worst-case expected loss, motivates maximisation of standard entropy as opposed to maximisation of other instances of generalised entropy. Our argument also provides a qualified justification for updating degrees of belief by Bayesian conditionalisation. However, conditional probabilities play a less central part in the objective Bayesian account than they do under the subjective view of Bayesianism, leading to a reduced role for Bayes’ Theorem.

Classifying emotion in Twitter using Bayesian network

Science.gov (United States)

Surya Asriadie, Muhammad; Syahrul Mubarok, Mohamad; Adiwijaya

2018-03-01

Language is used to express not only facts, but also emotions. Emotions are noticeable from behavior up to the social media statuses written by a person. Analysis of emotions in a text is done in a variety of media such as Twitter. This paper studies classification of emotions on twitter using Bayesian network because of its ability to model uncertainty and relationships between features. The result is two models based on Bayesian network which are Full Bayesian Network (FBN) and Bayesian Network with Mood Indicator (BNM). FBN is a massive Bayesian network where each word is treated as a node. The study shows the method used to train FBN is not very effective to create the best model and performs worse compared to Naive Bayes. F1-score for FBN is 53.71%, while for Naive Bayes is 54.07%. BNM is proposed as an alternative method which is based on the improvement of Multinomial Naive Bayes and has much lower computational complexity compared to FBN. Even though it’s not better compared to FBN, the resulting model successfully improves the performance of Multinomial Naive Bayes. F1-Score for Multinomial Naive Bayes model is 51.49%, while for BNM is 52.14%.

Probability biases as Bayesian inference

Directory of Open Access Journals (Sweden)

Andre; C. R. Martins

2006-11-01

Full Text Available In this article, I will show how several observed biases in human probabilistic reasoning can be partially explained as good heuristics for making inferences in an environment where probabilities have uncertainties associated to them. Previous results show that the weight functions and the observed violations of coalescing and stochastic dominance can be understood from a Bayesian point of view. We will review those results and see that Bayesian methods should also be used as part of the explanation behind other known biases. That means that, although the observed errors are still errors under the be understood as adaptations to the solution of real life problems. Heuristics that allow fast evaluations and mimic a Bayesian inference would be an evolutionary advantage, since they would give us an efficient way of making decisions. %XX In that sense, it should be no surprise that humans reason with % probability as it has been observed.

Bayesian data analysis in population ecology: motivations, methods, and benefits

Science.gov (United States)

Dorazio, Robert

2016-01-01

During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.

Bayesian psychometric scaling

NARCIS (Netherlands)

Fox, Gerardus J.A.; van den Berg, Stéphanie Martine; Veldkamp, Bernard P.; Irwing, P.; Booth, T.; Hughes, D.

2015-01-01

In educational and psychological studies, psychometric methods are involved in the measurement of constructs, and in constructing and validating measurement instruments. Assessment results are typically used to measure student proficiency levels and test characteristics. Recently, Bayesian item

Learning Bayesian Networks with Incomplete Data by Augmentation

OpenAIRE

Adel, Tameem; de Campos, Cassio P.

2016-01-01

We present new algorithms for learning Bayesian networks from data with missing values using a data augmentation approach. An exact Bayesian network learning algorithm is obtained by recasting the problem into a standard Bayesian network learning problem without missing data. To the best of our knowledge, this is the first exact algorithm for this problem. As expected, the exact algorithm does not scale to large domains. We build on the exact method to create an approximate algorithm using a ...

Bayesian optimization for computationally extensive probability distributions.

Science.gov (United States)

Tamura, Ryo; Hukushima, Koji

2018-01-01

An efficient method for finding a better maximizer of computationally extensive probability distributions is proposed on the basis of a Bayesian optimization technique. A key idea of the proposed method is to use extreme values of acquisition functions by Gaussian processes for the next training phase, which should be located near a local maximum or a global maximum of the probability distribution. Our Bayesian optimization technique is applied to the posterior distribution in the effective physical model estimation, which is a computationally extensive probability distribution. Even when the number of sampling points on the posterior distributions is fixed to be small, the Bayesian optimization provides a better maximizer of the posterior distributions in comparison to those by the random search method, the steepest descent method, or the Monte Carlo method. Furthermore, the Bayesian optimization improves the results efficiently by combining the steepest descent method and thus it is a powerful tool to search for a better maximizer of computationally extensive probability distributions.

An Intuitive Dashboard for Bayesian Network Inference

International Nuclear Information System (INIS)

Reddy, Vikas; Farr, Anna Charisse; Wu, Paul; Mengersen, Kerrie; Yarlagadda, Prasad K D V

2014-01-01

Current Bayesian network software packages provide good graphical interface for users who design and develop Bayesian networks for various applications. However, the intended end-users of these networks may not necessarily find such an interface appealing and at times it could be overwhelming, particularly when the number of nodes in the network is large. To circumvent this problem, this paper presents an intuitive dashboard, which provides an additional layer of abstraction, enabling the end-users to easily perform inferences over the Bayesian networks. Unlike most software packages, which display the nodes and arcs of the network, the developed tool organises the nodes based on the cause-and-effect relationship, making the user-interaction more intuitive and friendly. In addition to performing various types of inferences, the users can conveniently use the tool to verify the behaviour of the developed Bayesian network. The tool has been developed using QT and SMILE libraries in C++

An Intuitive Dashboard for Bayesian Network Inference

Science.gov (United States)

Reddy, Vikas; Charisse Farr, Anna; Wu, Paul; Mengersen, Kerrie; Yarlagadda, Prasad K. D. V.

2014-03-01

Current Bayesian network software packages provide good graphical interface for users who design and develop Bayesian networks for various applications. However, the intended end-users of these networks may not necessarily find such an interface appealing and at times it could be overwhelming, particularly when the number of nodes in the network is large. To circumvent this problem, this paper presents an intuitive dashboard, which provides an additional layer of abstraction, enabling the end-users to easily perform inferences over the Bayesian networks. Unlike most software packages, which display the nodes and arcs of the network, the developed tool organises the nodes based on the cause-and-effect relationship, making the user-interaction more intuitive and friendly. In addition to performing various types of inferences, the users can conveniently use the tool to verify the behaviour of the developed Bayesian network. The tool has been developed using QT and SMILE libraries in C++.

Bayesian disease mapping: hierarchical modeling in spatial epidemiology

National Research Council Canada - National Science Library

Lawson, Andrew

2013-01-01

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

Using Bayesian Networks to Improve Knowledge Assessment

Science.gov (United States)

Millan, Eva; Descalco, Luis; Castillo, Gladys; Oliveira, Paula; Diogo, Sandra

2013-01-01

In this paper, we describe the integration and evaluation of an existing generic Bayesian student model (GBSM) into an existing computerized testing system within the Mathematics Education Project (PmatE--Projecto Matematica Ensino) of the University of Aveiro. This generic Bayesian student model had been previously evaluated with simulated…

Learning dynamic Bayesian networks with mixed variables

DEFF Research Database (Denmark)

Bøttcher, Susanne Gammelgaard

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

Bayesian Statistics: Concepts and Applications in Animal Breeding – A Review

Directory of Open Access Journals (Sweden)

Lsxmikant-Sambhaji Kokate

2011-07-01

Full Text Available Statistics uses two major approaches- conventional (or frequentist and Bayesian approach. Bayesian approach provides a complete paradigm for both statistical inference and decision making under uncertainty. Bayesian methods solve many of the difficulties faced by conventional statistical methods, and extend the applicability of statistical methods. It exploits the use of probabilistic models to formulate scientific problems. To use Bayesian statistics, there is computational difficulty and secondly, Bayesian methods require specifying prior probability distributions. Markov Chain Monte-Carlo (MCMC methods were applied to overcome the computational difficulty, and interest in Bayesian methods was renewed. In Bayesian statistics, Bayesian structural equation model (SEM is used. It provides a powerful and flexible approach for studying quantitative traits for wide spectrum problems and thus it has no operational difficulties, with the exception of some complex cases. In this method, the problems are solved at ease, and the statisticians feel it comfortable with the particular way of expressing the results and employing the software available to analyze a large variety of problems.

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

Non-linear Bayesian update of PCE coefficients

KAUST Repository

Litvinenko, Alexander

2014-01-06

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(?), a measurement operator Y (u(q), q), where u(q, ?) uncertain solution. Aim: to identify q(?). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(!) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a unctional approximation, e.g. polynomial chaos expansion (PCE). New: We apply Bayesian update to the PCE coefficients of the random coefficient q(?) (not to the probability density function of q).

Non-linear Bayesian update of PCE coefficients

KAUST Repository

Litvinenko, Alexander; Matthies, Hermann G.; Pojonk, Oliver; Rosic, Bojana V.; Zander, Elmar

2014-01-01

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(?), a measurement operator Y (u(q), q), where u(q, ?) uncertain solution. Aim: to identify q(?). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(!) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a unctional approximation, e.g. polynomial chaos expansion (PCE). New: We apply Bayesian update to the PCE coefficients of the random coefficient q(?) (not to the probability density function of q).

A Fast Iterative Bayesian Inference Algorithm for Sparse Channel Estimation

DEFF Research Database (Denmark)

Pedersen, Niels Lovmand; Manchón, Carles Navarro; Fleury, Bernard Henri

2013-01-01

representation of the Bessel K probability density function; a highly efficient, fast iterative Bayesian inference method is then applied to the proposed model. The resulting estimator outperforms other state-of-the-art Bayesian and non-Bayesian estimators, either by yielding lower mean squared estimation error...

A Gentle Introduction to Bayesian Analysis : Applications to Developmental Research

NARCIS (Netherlands)

Van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B.; Neyer, Franz J.; van Aken, Marcel A G

2014-01-01

Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First,

A gentle introduction to Bayesian analysis : Applications to developmental research

NARCIS (Netherlands)

van de Schoot, R.; Kaplan, D.; Denissen, J.J.A.; Asendorpf, J.B.; Neyer, F.J.; van Aken, M.A.G.

2014-01-01

Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First,

A nonparametric Bayesian approach for genetic evaluation in ...

African Journals Online (AJOL)

South African Journal of Animal Science ... the Bayesian and Classical models, a Bayesian procedure is provided which allows these random ... data from the Elsenburg Dormer sheep stud and data from a simulation experiment are utilized. >

3D Bayesian contextual classifiers

DEFF Research Database (Denmark)

Larsen, Rasmus

2000-01-01

We extend a series of multivariate Bayesian 2-D contextual classifiers to 3-D by specifying a simultaneous Gaussian distribution for the feature vectors as well as a prior distribution of the class variables of a pixel and its 6 nearest 3-D neighbours.......We extend a series of multivariate Bayesian 2-D contextual classifiers to 3-D by specifying a simultaneous Gaussian distribution for the feature vectors as well as a prior distribution of the class variables of a pixel and its 6 nearest 3-D neighbours....

Bayesian probability theory and inverse problems

International Nuclear Information System (INIS)

Kopec, S.

1994-01-01

Bayesian probability theory is applied to approximate solving of the inverse problems. In order to solve the moment problem with the noisy data, the entropic prior is used. The expressions for the solution and its error bounds are presented. When the noise level tends to zero, the Bayesian solution tends to the classic maximum entropy solution in the L 2 norm. The way of using spline prior is also shown. (author)

Variations on Bayesian Prediction and Inference

Science.gov (United States)

2016-05-09

inference 2.2.1 Background There are a number of statistical inference problems that are not generally formulated via a full probability model...problem of inference about an unknown parameter, the Bayesian approach requires a full probability 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...the problem of inference about an unknown parameter, the Bayesian approach requires a full probability model/likelihood which can be an obstacle

Bayesian inference for psychology. Part II: Example applications with JASP.

Science.gov (United States)

Wagenmakers, Eric-Jan; Love, Jonathon; Marsman, Maarten; Jamil, Tahira; Ly, Alexander; Verhagen, Josine; Selker, Ravi; Gronau, Quentin F; Dropmann, Damian; Boutin, Bruno; Meerhoff, Frans; Knight, Patrick; Raj, Akash; van Kesteren, Erik-Jan; van Doorn, Johnny; Šmíra, Martin; Epskamp, Sacha; Etz, Alexander; Matzke, Dora; de Jong, Tim; van den Bergh, Don; Sarafoglou, Alexandra; Steingroever, Helen; Derks, Koen; Rouder, Jeffrey N; Morey, Richard D

2018-02-01

Bayesian hypothesis testing presents an attractive alternative to p value hypothesis testing. Part I of this series outlined several advantages of Bayesian hypothesis testing, including the ability to quantify evidence and the ability to monitor and update this evidence as data come in, without the need to know the intention with which the data were collected. Despite these and other practical advantages, Bayesian hypothesis tests are still reported relatively rarely. An important impediment to the widespread adoption of Bayesian tests is arguably the lack of user-friendly software for the run-of-the-mill statistical problems that confront psychologists for the analysis of almost every experiment: the t-test, ANOVA, correlation, regression, and contingency tables. In Part II of this series we introduce JASP ( http://www.jasp-stats.org ), an open-source, cross-platform, user-friendly graphical software package that allows users to carry out Bayesian hypothesis tests for standard statistical problems. JASP is based in part on the Bayesian analyses implemented in Morey and Rouder's BayesFactor package for R. Armed with JASP, the practical advantages of Bayesian hypothesis testing are only a mouse click away.

Improving Transparency and Replication in Bayesian Statistics : The WAMBS-Checklist

NARCIS (Netherlands)

Depaoli, Sarah; van de Schoot, Rens

2017-01-01

Bayesian statistical methods are slowly creeping into all fields of science and are becoming ever more popular in applied research. Although it is very attractive to use Bayesian statistics, our personal experience has led us to believe that naively applying Bayesian methods can be dangerous for at

An introduction to using Bayesian linear regression with clinical data.

Science.gov (United States)

Baldwin, Scott A; Larson, Michael J

2017-11-01

Statistical training psychology focuses on frequentist methods. Bayesian methods are an alternative to standard frequentist methods. This article provides researchers with an introduction to fundamental ideas in Bayesian modeling. We use data from an electroencephalogram (EEG) and anxiety study to illustrate Bayesian models. Specifically, the models examine the relationship between error-related negativity (ERN), a particular event-related potential, and trait anxiety. Methodological topics covered include: how to set up a regression model in a Bayesian framework, specifying priors, examining convergence of the model, visualizing and interpreting posterior distributions, interval estimates, expected and predicted values, and model comparison tools. We also discuss situations where Bayesian methods can outperform frequentist methods as well has how to specify more complicated regression models. Finally, we conclude with recommendations about reporting guidelines for those using Bayesian methods in their own research. We provide data and R code for replicating our analyses. Copyright © 2017 Elsevier Ltd. All rights reserved.

Bayesian ARTMAP for regression.

Science.gov (United States)

Sasu, L M; Andonie, R

2013-10-01

Bayesian ARTMAP (BA) is a recently introduced neural architecture which uses a combination of Fuzzy ARTMAP competitive learning and Bayesian learning. Training is generally performed online, in a single-epoch. During training, BA creates input data clusters as Gaussian categories, and also infers the conditional probabilities between input patterns and categories, and between categories and classes. During prediction, BA uses Bayesian posterior probability estimation. So far, BA was used only for classification. The goal of this paper is to analyze the efficiency of BA for regression problems. Our contributions are: (i) we generalize the BA algorithm using the clustering functionality of both ART modules, and name it BA for Regression (BAR); (ii) we prove that BAR is a universal approximator with the best approximation property. In other words, BAR approximates arbitrarily well any continuous function (universal approximation) and, for every given continuous function, there is one in the set of BAR approximators situated at minimum distance (best approximation); (iii) we experimentally compare the online trained BAR with several neural models, on the following standard regression benchmarks: CPU Computer Hardware, Boston Housing, Wisconsin Breast Cancer, and Communities and Crime. Our results show that BAR is an appropriate tool for regression tasks, both for theoretical and practical reasons. Copyright © 2013 Elsevier Ltd. All rights reserved.

Using Bayesian belief networks in adaptive management.

Science.gov (United States)

J.B. Nyberg; B.G. Marcot; R. Sulyma

2006-01-01

Bayesian belief and decision networks are relatively new modeling methods that are especially well suited to adaptive-management applications, but they appear not to have been widely used in adaptive management to date. Bayesian belief networks (BBNs) can serve many purposes for practioners of adaptive management, from illustrating system relations conceptually to...

Doing bayesian data analysis a tutorial with R and BUGS

CERN Document Server

Kruschke, John K

2011-01-01

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

Bayesian estimation of dose rate effectiveness

International Nuclear Information System (INIS)

Arnish, J.J.; Groer, P.G.

2000-01-01

A Bayesian statistical method was used to quantify the effectiveness of high dose rate 137 Cs gamma radiation at inducing fatal mammary tumours and increasing the overall mortality rate in BALB/c female mice. The Bayesian approach considers both the temporal and dose dependence of radiation carcinogenesis and total mortality. This paper provides the first direct estimation of dose rate effectiveness using Bayesian statistics. This statistical approach provides a quantitative description of the uncertainty of the factor characterising the dose rate in terms of a probability density function. The results show that a fixed dose from 137 Cs gamma radiation delivered at a high dose rate is more effective at inducing fatal mammary tumours and increasing the overall mortality rate in BALB/c female mice than the same dose delivered at a low dose rate. (author)

BATSE gamma-ray burst line search. 2: Bayesian consistency methodology

Science.gov (United States)

Band, D. L.; Ford, L. A.; Matteson, J. L.; Briggs, M.; Paciesas, W.; Pendleton, G.; Preece, R.; Palmer, D.; Teegarden, B.; Schaefer, B.

1994-01-01

We describe a Bayesian methodology to evaluate the consistency between the reported Ginga and Burst and Transient Source Experiment (BATSE) detections of absorption features in gamma-ray burst spectra. Currently no features have been detected by BATSE, but this methodology will still be applicable if and when such features are discovered. The Bayesian methodology permits the comparison of hypotheses regarding the two detectors' observations and makes explicit the subjective aspects of our analysis (e.g., the quantification of our confidence in detector performance). We also present non-Bayesian consistency statistics. Based on preliminary calculations of line detectability, we find that both the Bayesian and non-Bayesian techniques show that the BATSE and Ginga observations are consistent given our understanding of these detectors.

Bayesian signal processing classical, modern, and particle filtering methods

CERN Document Server

Candy, James V

2016-01-01

This book aims to give readers a unified Bayesian treatment starting from the basics (Baye's rule) to the more advanced (Monte Carlo sampling), evolving to the next-generation model-based techniques (sequential Monte Carlo sampling). This next edition incorporates a new chapter on "Sequential Bayesian Detection," a new section on "Ensemble Kalman Filters" as well as an expansion of Case Studies that detail Bayesian solutions for a variety of applications. These studies illustrate Bayesian approaches to real-world problems incorporating detailed particle filter designs, adaptive particle filters and sequential Bayesian detectors. In addition to these major developments a variety of sections are expanded to "fill-in-the gaps" of the first edition. Here metrics for particle filter (PF) designs with emphasis on classical "sanity testing" lead to ensemble techniques as a basic requirement for performance analysis. The expansion of information theory metrics and their application to PF designs is fully developed an...

Bayesian Networks for Modeling Dredging Decisions

Science.gov (United States)

2011-10-01

years, that algorithms have been developed to solve these problems efficiently. Most modern Bayesian network software uses junction tree (a.k.a. join... software was used to develop the network . This is by no means an exhaustive list of Bayesian network applications, but it is representative of recent...characteristic node (SCN), state- defining node ( SDN ), effect node (EFN), or value node. The five types of nodes can be described as follows: ERDC/EL TR-11

A Bayesian classifier for symbol recognition

OpenAIRE

Barrat , Sabine; Tabbone , Salvatore; Nourrissier , Patrick

2007-01-01

URL : http://www.buyans.com/POL/UploadedFile/134_9977.pdf; International audience; We present in this paper an original adaptation of Bayesian networks to symbol recognition problem. More precisely, a descriptor combination method, which enables to improve significantly the recognition rate compared to the recognition rates obtained by each descriptor, is presented. In this perspective, we use a simple Bayesian classifier, called naive Bayes. In fact, probabilistic graphical models, more spec...

Sparse reconstruction using distribution agnostic bayesian matching pursuit

KAUST Repository

Masood, Mudassir; Al-Naffouri, Tareq Y.

2013-01-01

A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It is agnostic on signal statistics

Bayesian emulation for optimization in multi-step portfolio decisions

OpenAIRE

Irie, Kaoru; West, Mike

2016-01-01

We discuss the Bayesian emulation approach to computational solution of multi-step portfolio studies in financial time series. "Bayesian emulation for decisions" involves mapping the technical structure of a decision analysis problem to that of Bayesian inference in a purely synthetic "emulating" statistical model. This provides access to standard posterior analytic, simulation and optimization methods that yield indirect solutions of the decision problem. We develop this in time series portf...

Bayesian Analysis for Penalized Spline Regression Using WinBUGS

Directory of Open Access Journals (Sweden)

Ciprian M. Crainiceanu

2005-09-01

Full Text Available Penalized splines can be viewed as BLUPs in a mixed model framework, which allows the use of mixed model software for smoothing. Thus, software originally developed for Bayesian analysis of mixed models can be used for penalized spline regression. Bayesian inference for nonparametric models enjoys the flexibility of nonparametric models and the exact inference provided by the Bayesian inferential machinery. This paper provides a simple, yet comprehensive, set of programs for the implementation of nonparametric Bayesian analysis in WinBUGS. Good mixing properties of the MCMC chains are obtained by using low-rank thin-plate splines, while simulation times per iteration are reduced employing WinBUGS specific computational tricks.

Comparative Study of Inference Methods for Bayesian Nonnegative Matrix Factorisation

DEFF Research Database (Denmark)

Brouwer, Thomas; Frellsen, Jes; Liò, Pietro

2017-01-01

In this paper, we study the trade-offs of different inference approaches for Bayesian matrix factorisation methods, which are commonly used for predicting missing values, and for finding patterns in the data. In particular, we consider Bayesian nonnegative variants of matrix factorisation and tri......-factorisation, and compare non-probabilistic inference, Gibbs sampling, variational Bayesian inference, and a maximum-a-posteriori approach. The variational approach is new for the Bayesian nonnegative models. We compare their convergence, and robustness to noise and sparsity of the data, on both synthetic and real...

Optimizing Prediction Using Bayesian Model Averaging: Examples Using Large-Scale Educational Assessments.

Science.gov (United States)

Kaplan, David; Lee, Chansoon

2018-01-01

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

Can natural selection encode Bayesian priors?

Science.gov (United States)

Ramírez, Juan Camilo; Marshall, James A R

2017-08-07

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

Mechanistic curiosity will not kill the Bayesian cat

NARCIS (Netherlands)

Borsboom, D.; Wagenmakers, E.-J.; Romeijn, J.-W.

2011-01-01

Jones & Love (J&L) suggest that Bayesian approaches to the explanation of human behavior should be constrained by mechanistic theories. We argue that their proposal misconstrues the relation between process models, such as the Bayesian model, and mechanisms. While mechanistic theories can answer

Mechanistic curiosity will not kill the Bayesian cat

NARCIS (Netherlands)

Borsboom, Denny; Wagenmakers, Eric-Jan; Romeijn, Jan-Willem

Jones & Love (J&L) suggest that Bayesian approaches to the explanation of human behavior should be constrained by mechanistic theories. We argue that their proposal misconstrues the relation between process models, such as the Bayesian model, and mechanisms. While mechanistic theories can answer

Non-homogeneous dynamic Bayesian networks for continuous data

NARCIS (Netherlands)

Grzegorczyk, Marco; Husmeier, Dirk

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

Statistics: a Bayesian perspective

National Research Council Canada - National Science Library

Berry, Donald A

1996-01-01

...: it is the only introductory textbook based on Bayesian ideas, it combines concepts and methods, it presents statistics as a means of integrating data into the significant process, it develops ideas...

Embedding the results of focussed Bayesian fusion into a global context

Science.gov (United States)

Sander, Jennifer; Heizmann, Michael

2014-05-01

Bayesian statistics offers a well-founded and powerful fusion methodology also for the fusion of heterogeneous information sources. However, except in special cases, the needed posterior distribution is not analytically derivable. As consequence, Bayesian fusion may cause unacceptably high computational and storage costs in practice. Local Bayesian fusion approaches aim at reducing the complexity of the Bayesian fusion methodology significantly. This is done by concentrating the actual Bayesian fusion on the potentially most task relevant parts of the domain of the Properties of Interest. Our research on these approaches is motivated by an analogy to criminal investigations where criminalists pursue clues also only locally. This publication follows previous publications on a special local Bayesian fusion technique called focussed Bayesian fusion. Here, the actual calculation of the posterior distribution gets completely restricted to a suitably chosen local context. By this, the global posterior distribution is not completely determined. Strategies for using the results of a focussed Bayesian analysis appropriately are needed. In this publication, we primarily contrast different ways of embedding the results of focussed Bayesian fusion explicitly into a global context. To obtain a unique global posterior distribution, we analyze the application of the Maximum Entropy Principle that has been shown to be successfully applicable in metrology and in different other areas. To address the special need for making further decisions subsequently to the actual fusion task, we further analyze criteria for decision making under partial information.

A Bayesian Optimal Design for Sequential Accelerated Degradation Testing

Directory of Open Access Journals (Sweden)

Xiaoyang Li

2017-07-01

Full Text Available When optimizing an accelerated degradation testing (ADT plan, the initial values of unknown model parameters must be pre-specified. However, it is usually difficult to obtain the exact values, since many uncertainties are embedded in these parameters. Bayesian ADT optimal design was presented to address this problem by using prior distributions to capture these uncertainties. Nevertheless, when the difference between a prior distribution and actual situation is large, the existing Bayesian optimal design might cause some over-testing or under-testing issues. For example, the implemented ADT following the optimal ADT plan consumes too much testing resources or few accelerated degradation data are obtained during the ADT. To overcome these obstacles, a Bayesian sequential step-down-stress ADT design is proposed in this article. During the sequential ADT, the test under the highest stress level is firstly conducted based on the initial prior information to quickly generate degradation data. Then, the data collected under higher stress levels are employed to construct the prior distributions for the test design under lower stress levels by using the Bayesian inference. In the process of optimization, the inverse Gaussian (IG process is assumed to describe the degradation paths, and the Bayesian D-optimality is selected as the optimal objective. A case study on an electrical connector’s ADT plan is provided to illustrate the application of the proposed Bayesian sequential ADT design method. Compared with the results from a typical static Bayesian ADT plan, the proposed design could guarantee more stable and precise estimations of different reliability measures.

A Bayesian Method for Weighted Sampling

OpenAIRE

Lo, Albert Y.

1993-01-01

Bayesian statistical inference for sampling from weighted distribution models is studied. Small-sample Bayesian bootstrap clone (BBC) approximations to the posterior distribution are discussed. A second-order property for the BBC in unweighted i.i.d. sampling is given. A consequence is that BBC approximations to a posterior distribution of the mean and to the sampling distribution of the sample average, can be made asymptotically accurate by a proper choice of the random variables that genera...

Bayesian Geostatistical Design

DEFF Research Database (Denmark)

Diggle, Peter; Lophaven, Søren Nymand

2006-01-01

locations to, or deletion of locations from, an existing design, and prospective design, which consists of choosing positions for a new set of sampling locations. We propose a Bayesian design criterion which focuses on the goal of efficient spatial prediction whilst allowing for the fact that model...

Bayesian inference for psychology. Part I : Theoretical advantages and practical ramifications

NARCIS (Netherlands)

Wagenmakers, E.-J.; Marsman, M.; Jamil, T.; Ly, A.; Verhagen, J.; Love, J.; Selker, R.; Gronau, Q.F.; Šmíra, M.; Epskamp, S.; Matzke, D.; Rouder, J.N.; Morey, R.D.

2018-01-01

Bayesian parameter estimation and Bayesian hypothesis testing present attractive alternatives to classical inference using confidence intervals and p values. In part I of this series we outline ten prominent advantages of the Bayesian approach. Many of these advantages translate to concrete

A tutorial introduction to Bayesian models of cognitive development.

Science.gov (United States)

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

2011-09-01

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

Approximate Bayesian evaluations of measurement uncertainty

Science.gov (United States)

Possolo, Antonio; Bodnar, Olha

2018-04-01

The Guide to the Expression of Uncertainty in Measurement (GUM) includes formulas that produce an estimate of a scalar output quantity that is a function of several input quantities, and an approximate evaluation of the associated standard uncertainty. This contribution presents approximate, Bayesian counterparts of those formulas for the case where the output quantity is a parameter of the joint probability distribution of the input quantities, also taking into account any information about the value of the output quantity available prior to measurement expressed in the form of a probability distribution on the set of possible values for the measurand. The approximate Bayesian estimates and uncertainty evaluations that we present have a long history and illustrious pedigree, and provide sufficiently accurate approximations in many applications, yet are very easy to implement in practice. Differently from exact Bayesian estimates, which involve either (analytical or numerical) integrations, or Markov Chain Monte Carlo sampling, the approximations that we describe involve only numerical optimization and simple algebra. Therefore, they make Bayesian methods widely accessible to metrologists. We illustrate the application of the proposed techniques in several instances of measurement: isotopic ratio of silver in a commercial silver nitrate; odds of cryptosporidiosis in AIDS patients; height of a manometer column; mass fraction of chromium in a reference material; and potential-difference in a Zener voltage standard.

Study on shielded pump system failure analysis method based on Bayesian network

International Nuclear Information System (INIS)

Bao Yilan; Huang Gaofeng; Tong Lili; Cao Xuewu

2012-01-01

This paper applies Bayesian network to the system failure analysis, with an aim to improve knowledge representation of the uncertainty logic and multi-fault states in system failure analysis. A Bayesian network for shielded pump failure analysis is presented, conducting fault parameter learning, updating Bayesian network parameter based on new samples. Finally, through the Bayesian network inference, vulnerability in this system, the largest possible failure modes, and the fault probability are obtained. The powerful ability of Bayesian network to analyze system fault is illustrated by examples. (authors)

Bayesian Dark Knowledge

NARCIS (Netherlands)

Korattikara, A.; Rathod, V.; Murphy, K.; Welling, M.; Cortes, C.; Lawrence, N.D.; Lee, D.D.; Sugiyama, M.; Garnett, R.

2015-01-01

We consider the problem of Bayesian parameter estimation for deep neural networks, which is important in problem settings where we may have little data, and/ or where we need accurate posterior predictive densities p(y|x, D), e.g., for applications involving bandits or active learning. One simple

Bayesian grid matching

DEFF Research Database (Denmark)

Hartelius, Karsten; Carstensen, Jens Michael

2003-01-01

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

An introduction to Bayesian statistics in health psychology

NARCIS (Netherlands)

Depaoli, Sarah; Rus, Holly; Clifton, James; van de Schoot, A.G.J.; Tiemensma, Jitske

2017-01-01

The aim of the current article is to provide a brief introduction to Bayesian statistics within the field of Health Psychology. Bayesian methods are increasing in prevalence in applied fields, and they have been shown in simulation research to improve the estimation accuracy of structural equation

Bayesian estimation of the discrete coefficient of determination.

Science.gov (United States)

Chen, Ting; Braga-Neto, Ulisses M

2016-12-01

The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.

A Bayesian approach to particle identification in ALICE

CERN Multimedia

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...

Optimal Detection under the Restricted Bayesian Criterion

Directory of Open Access Journals (Sweden)

Shujun Liu

2017-07-01

Full Text Available This paper aims to find a suitable decision rule for a binary composite hypothesis-testing problem with a partial or coarse prior distribution. To alleviate the negative impact of the information uncertainty, a constraint is considered that the maximum conditional risk cannot be greater than a predefined value. Therefore, the objective of this paper becomes to find the optimal decision rule to minimize the Bayes risk under the constraint. By applying the Lagrange duality, the constrained optimization problem is transformed to an unconstrained optimization problem. In doing so, the restricted Bayesian decision rule is obtained as a classical Bayesian decision rule corresponding to a modified prior distribution. Based on this transformation, the optimal restricted Bayesian decision rule is analyzed and the corresponding algorithm is developed. Furthermore, the relation between the Bayes risk and the predefined value of the constraint is also discussed. The Bayes risk obtained via the restricted Bayesian decision rule is a strictly decreasing and convex function of the constraint on the maximum conditional risk. Finally, the numerical results including a detection example are presented and agree with the theoretical results.

Bayesian approach and application to operation safety

International Nuclear Information System (INIS)

Procaccia, H.; Suhner, M.Ch.

2003-01-01

The management of industrial risks requires the development of statistical and probabilistic analyses which use all the available convenient information in order to compensate the insufficient experience feedback in a domain where accidents and incidents remain too scarce to perform a classical statistical frequency analysis. The Bayesian decision approach is well adapted to this problem because it integrates both the expertise and the experience feedback. The domain of knowledge is widen, the forecasting study becomes possible and the decisions-remedial actions are strengthen thanks to risk-cost-benefit optimization analyzes. This book presents the bases of the Bayesian approach and its concrete applications in various industrial domains. After a mathematical presentation of the industrial operation safety concepts and of the Bayesian approach principles, this book treats of some of the problems that can be solved thanks to this approach: softwares reliability, controls linked with the equipments warranty, dynamical updating of databases, expertise modeling and weighting, Bayesian optimization in the domains of maintenance, quality control, tests and design of new equipments. A synthesis of the mathematical formulae used in this approach is given in conclusion. (J.S.)

Towards Bayesian Inference of the Fast-Ion Distribution Function

DEFF Research Database (Denmark)

Stagner, L.; Heidbrink, W.W.; Salewski, Mirko

2012-01-01

sensitivity of the measurements are incorporated into Bayesian likelihood probabilities, while prior probabilities enforce physical constraints. As an initial step, this poster uses Bayesian statistics to infer the DIII-D electron density profile from multiple diagnostic measurements. Likelihood functions....... However, when theory and experiment disagree (for one or more diagnostics), it is unclear how to proceed. Bayesian statistics provides a framework to infer the DF, quantify errors, and reconcile discrepant diagnostic measurements. Diagnostic errors and ``weight functions" that describe the phase space...

Bayesian Correlation Analysis for Sequence Count Data.

Directory of Open Access Journals (Sweden)

Daniel Sánchez-Taltavull

Full Text Available Evaluating the similarity of different measured variables is a fundamental task of statistics, and a key part of many bioinformatics algorithms. Here we propose a Bayesian scheme for estimating the correlation between different entities' measurements based on high-throughput sequencing data. These entities could be different genes or miRNAs whose expression is measured by RNA-seq, different transcription factors or histone marks whose expression is measured by ChIP-seq, or even combinations of different types of entities. Our Bayesian formulation accounts for both measured signal levels and uncertainty in those levels, due to varying sequencing depth in different experiments and to varying absolute levels of individual entities, both of which affect the precision of the measurements. In comparison with a traditional Pearson correlation analysis, we show that our Bayesian correlation analysis retains high correlations when measurement confidence is high, but suppresses correlations when measurement confidence is low-especially for entities with low signal levels. In addition, we consider the influence of priors on the Bayesian correlation estimate. Perhaps surprisingly, we show that naive, uniform priors on entities' signal levels can lead to highly biased correlation estimates, particularly when different experiments have widely varying sequencing depths. However, we propose two alternative priors that provably mitigate this problem. We also prove that, like traditional Pearson correlation, our Bayesian correlation calculation constitutes a kernel in the machine learning sense, and thus can be used as a similarity measure in any kernel-based machine learning algorithm. We demonstrate our approach on two RNA-seq datasets and one miRNA-seq dataset.

A Bayesian approach to meta-analysis of plant pathology studies.

Science.gov (United States)

Mila, A L; Ngugi, H K

2011-01-01

Bayesian statistical methods are used for meta-analysis in many disciplines, including medicine, molecular biology, and engineering, but have not yet been applied for quantitative synthesis of plant pathology studies. In this paper, we illustrate the key concepts of Bayesian statistics and outline the differences between Bayesian and classical (frequentist) methods in the way parameters describing population attributes are considered. We then describe a Bayesian approach to meta-analysis and present a plant pathological example based on studies evaluating the efficacy of plant protection products that induce systemic acquired resistance for the management of fire blight of apple. In a simple random-effects model assuming a normal distribution of effect sizes and no prior information (i.e., a noninformative prior), the results of the Bayesian meta-analysis are similar to those obtained with classical methods. Implementing the same model with a Student's t distribution and a noninformative prior for the effect sizes, instead of a normal distribution, yields similar results for all but acibenzolar-S-methyl (Actigard) which was evaluated only in seven studies in this example. Whereas both the classical (P = 0.28) and the Bayesian analysis with a noninformative prior (95% credibility interval [CRI] for the log response ratio: -0.63 to 0.08) indicate a nonsignificant effect for Actigard, specifying a t distribution resulted in a significant, albeit variable, effect for this product (CRI: -0.73 to -0.10). These results confirm the sensitivity of the analytical outcome (i.e., the posterior distribution) to the choice of prior in Bayesian meta-analyses involving a limited number of studies. We review some pertinent literature on more advanced topics, including modeling of among-study heterogeneity, publication bias, analyses involving a limited number of studies, and methods for dealing with missing data, and show how these issues can be approached in a Bayesian framework

Inference in hybrid Bayesian networks

International Nuclear Information System (INIS)

Langseth, Helge; Nielsen, Thomas D.; Rumi, Rafael; Salmeron, Antonio

2009-01-01

Since the 1980s, Bayesian networks (BNs) have become increasingly popular for building statistical models of complex systems. This is particularly true for boolean systems, where BNs often prove to be a more efficient modelling framework than traditional reliability techniques (like fault trees and reliability block diagrams). However, limitations in the BNs' calculation engine have prevented BNs from becoming equally popular for domains containing mixtures of both discrete and continuous variables (the so-called hybrid domains). In this paper we focus on these difficulties, and summarize some of the last decade's research on inference in hybrid Bayesian networks. The discussions are linked to an example model for estimating human reliability.

The image recognition based on neural network and Bayesian decision

Science.gov (United States)

Wang, Chugege

2018-04-01

The artificial neural network began in 1940, which is an important part of artificial intelligence. At present, it has become a hot topic in the fields of neuroscience, computer science, brain science, mathematics, and psychology. Thomas Bayes firstly reported the Bayesian theory in 1763. After the development in the twentieth century, it has been widespread in all areas of statistics. In recent years, due to the solution of the problem of high-dimensional integral calculation, Bayesian Statistics has been improved theoretically, which solved many problems that cannot be solved by classical statistics and is also applied to the interdisciplinary fields. In this paper, the related concepts and principles of the artificial neural network are introduced. It also summarizes the basic content and principle of Bayesian Statistics, and combines the artificial neural network technology and Bayesian decision theory and implement them in all aspects of image recognition, such as enhanced face detection method based on neural network and Bayesian decision, as well as the image classification based on the Bayesian decision. It can be seen that the combination of artificial intelligence and statistical algorithms has always been the hot research topic.

Editorial: Bayesian benefits for child psychology and psychiatry researchers.

Science.gov (United States)

Oldehinkel, Albertine J

2016-09-01

For many scientists, performing statistical tests has become an almost automated routine. However, p-values are frequently used and interpreted incorrectly; and even when used appropriately, p-values tend to provide answers that do not match researchers' questions and hypotheses well. Bayesian statistics present an elegant and often more suitable alternative. The Bayesian approach has rarely been applied in child psychology and psychiatry research so far, but the development of user-friendly software packages and tutorials has placed it well within reach now. Because Bayesian analyses require a more refined definition of hypothesized probabilities of possible outcomes than the classical approach, going Bayesian may offer the additional benefit of sparkling the development and refinement of theoretical models in our field. © 2016 Association for Child and Adolescent Mental Health.

Bayesian Inference Methods for Sparse Channel Estimation

DEFF Research Database (Denmark)

Pedersen, Niels Lovmand

2013-01-01

This thesis deals with sparse Bayesian learning (SBL) with application to radio channel estimation. As opposed to the classical approach for sparse signal representation, we focus on the problem of inferring complex signals. Our investigations within SBL constitute the basis for the development...... of Bayesian inference algorithms for sparse channel estimation. Sparse inference methods aim at finding the sparse representation of a signal given in some overcomplete dictionary of basis vectors. Within this context, one of our main contributions to the field of SBL is a hierarchical representation...... analysis of the complex prior representation, where we show that the ability to induce sparse estimates of a given prior heavily depends on the inference method used and, interestingly, whether real or complex variables are inferred. We also show that the Bayesian estimators derived from the proposed...

Bayesian-based localization in inhomogeneous transmission media

DEFF Research Database (Denmark)

Nadimi, E. S.; Blanes-Vidal, V.; Johansen, P. M.

2013-01-01

In this paper, we propose a novel robust probabilistic approach based on the Bayesian inference using received-signal-strength (RSS) measurements with varying path-loss exponent. We derived the probability density function (pdf) of the distance between any two sensors in the network with heteroge......In this paper, we propose a novel robust probabilistic approach based on the Bayesian inference using received-signal-strength (RSS) measurements with varying path-loss exponent. We derived the probability density function (pdf) of the distance between any two sensors in the network...... with heterogeneous transmission medium as a function of the given RSS measurements and the characteristics of the heterogeneous medium. The results of this study show that the localization mean square error (MSE) of the Bayesian-based method outperformed all other existing localization approaches. © 2013 ACM....

Bayesian modeling of ChIP-chip data using latent variables.

KAUST Repository

Wu, Mingqi

2009-10-26

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

Fully probabilistic design of hierarchical Bayesian models

Czech Academy of Sciences Publication Activity Database

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

2016-01-01

Roč. 369, č. 1 (2016), s. 532-547 ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Fully probabilistic design * Ideal distribution * Minimum cross-entropy principle * Bayesian conditioning * Kullback-Leibler divergence * Bayesian nonparametric modelling Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.832, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/karny-0463052.pdf

Flood quantile estimation at ungauged sites by Bayesian networks

Science.gov (United States)

Mediero, L.; Santillán, D.; Garrote, L.

2012-04-01

Estimating flood quantiles at a site for which no observed measurements are available is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. The most common technique used is the multiple regression analysis, which relates physical and climatic basin characteristic to flood quantiles. Regression equations are fitted from flood frequency data and basin characteristics at gauged sites. Regression equations are a rigid technique that assumes linear relationships between variables and cannot take the measurement errors into account. In addition, the prediction intervals are estimated in a very simplistic way from the variance of the residuals in the estimated model. Bayesian networks are a probabilistic computational structure taken from the field of Artificial Intelligence, which have been widely and successfully applied to many scientific fields like medicine and informatics, but application to the field of hydrology is recent. Bayesian networks infer the joint probability distribution of several related variables from observations through nodes, which represent random variables, and links, which represent causal dependencies between them. A Bayesian network is more flexible than regression equations, as they capture non-linear relationships between variables. In addition, the probabilistic nature of Bayesian networks allows taking the different sources of estimation uncertainty into account, as they give a probability distribution as result. A homogeneous region in the Tagus Basin was selected as case study. A regression equation was fitted taking the basin area, the annual maximum 24-hour rainfall for a given recurrence interval and the mean height as explanatory variables. Flood quantiles at ungauged sites were estimated by Bayesian networks. Bayesian networks need to be learnt from a huge enough data set. As observational data are reduced, a

Bayesian estimation inherent in a Mexican-hat-type neural network

Science.gov (United States)

Takiyama, Ken

2016-05-01

Brain functions, such as perception, motor control and learning, and decision making, have been explained based on a Bayesian framework, i.e., to decrease the effects of noise inherent in the human nervous system or external environment, our brain integrates sensory and a priori information in a Bayesian optimal manner. However, it remains unclear how Bayesian computations are implemented in the brain. Herein, I address this issue by analyzing a Mexican-hat-type neural network, which was used as a model of the visual cortex, motor cortex, and prefrontal cortex. I analytically demonstrate that the dynamics of an order parameter in the model corresponds exactly to a variational inference of a linear Gaussian state-space model, a Bayesian estimation, when the strength of recurrent synaptic connectivity is appropriately stronger than that of an external stimulus, a plausible condition in the brain. This exact correspondence can reveal the relationship between the parameters in the Bayesian estimation and those in the neural network, providing insight for understanding brain functions.

Nonparametric Bayesian Modeling of Complex Networks

DEFF Research Database (Denmark)

Schmidt, Mikkel Nørgaard; Mørup, Morten

2013-01-01

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

Comprehension and computation in Bayesian problem solving

Directory of Open Access Journals (Sweden)

Eric D. Johnson

2015-07-01

Full Text Available Humans have long been characterized as poor probabilistic reasoners when presented with explicit numerical information. Bayesian word problems provide a well-known example of this, where even highly educated and cognitively skilled individuals fail to adhere to mathematical norms. It is widely agreed that natural frequencies can facilitate Bayesian reasoning relative to normalized formats (e.g. probabilities, percentages, both by clarifying logical set-subset relations and by simplifying numerical calculations. Nevertheless, between-study performance on transparent Bayesian problems varies widely, and generally remains rather unimpressive. We suggest there has been an over-focus on this representational facilitator (i.e. transparent problem structures at the expense of the specific logical and numerical processing requirements and the corresponding individual abilities and skills necessary for providing Bayesian-like output given specific verbal and numerical input. We further suggest that understanding this task-individual pair could benefit from considerations from the literature on mathematical cognition, which emphasizes text comprehension and problem solving, along with contributions of online executive working memory, metacognitive regulation, and relevant stored knowledge and skills. We conclude by offering avenues for future research aimed at identifying the stages in problem solving at which correct versus incorrect reasoners depart, and how individual difference might influence this time point.

Being Bayesian in a quantum world

International Nuclear Information System (INIS)

Fuchs, C.

2005-01-01

Full text: To be a Bayesian about probability theory is to accept that probabilities represent subjective degrees of belief and nothing more. This is in distinction to the idea that probabilities represent long-term frequencies or objective propensities. But, how can a subjective account of probabilities coexist with the existence of quantum mechanics? To accept quantum mechanics is to accept the calculational apparatus of quantum states and the Born rule for determining probabilities in a quantum measurement. If there ever were a place for probabilities to be objective, it ought to be here. This raises the question of whether Bayesianism and quantum mechanics are compatible at all. For the Bayesian, it only suggests that we should rethink what quantum mechanics is about. Is it 'law of nature' or really more 'law of thought'? From transistors to lasers, the evidence is in that we live in a quantum world. One could infer from this that all the elements in the quantum formalism necessarily mirror nature itself: wave functions are so successful as calculational tools precisely because they represent elements of reality. A more Bayesian-like perspective is that if wave functions generate probabilities, then they too must be Bayesian degrees of belief, with all that such a radical idea entails. In particular, quantum probabilities have no firmer hold on reality than the word 'belief' in 'degrees of belief' already indicates. From this perspective, the only sense in which the quantum formalism mirrors nature is through the constraints it places on gambling agents who would like to better navigate through world. One might think that this is thin information, but it is not insubstantial. To the extent that an agent should use quantum mechanics for his uncertainty accounting rather than some other theory tells us something about the world itself - i.e., the world independent of the agent and his particular beliefs at any moment. In this talk, I will try to shore up these

Bayesian approach for the reliability assessment of corroded interdependent pipe networks

International Nuclear Information System (INIS)

Ait Mokhtar, El Hassene; Chateauneuf, Alaa; Laggoune, Radouane

2016-01-01

Pipelines under corrosion are subject to various environment conditions, and consequently it becomes difficult to build realistic corrosion models. In the present work, a Bayesian methodology is proposed to allow for updating the corrosion model parameters according to the evolution of environmental conditions. For reliability assessment of dependent structures, Bayesian networks are used to provide interesting qualitative and quantitative description of the information in the system. The qualitative contribution lies in the modeling of complex system, composed by dependent pipelines, as a Bayesian network. The quantitative one lies in the evaluation of the dependencies between pipelines by the use of a new method for the generation of conditional probability tables. The effectiveness of Bayesian updating is illustrated through an application where the new reliability of degraded (corroded) pipe networks is assessed. - Highlights: • A methodology for Bayesian network modeling of pipe networks is proposed. • Bayesian approach based on Metropolis - Hastings algorithm is conducted for corrosion model updating. • The reliability of corroded pipe network is assessed by considering the interdependencies between the pipelines.

Bayesian target tracking based on particle filter

Institute of Scientific and Technical Information of China (English)

无

2005-01-01

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

Noncausal Bayesian Vector Autoregression

DEFF Research Database (Denmark)

Lanne, Markku; Luoto, Jani

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

Bayesian statistical inference

Directory of Open Access Journals (Sweden)

Bruno De Finetti

2017-04-01

Full Text Available This work was translated into English and published in the volume: Bruno De Finetti, Induction and Probability, Biblioteca di Statistica, eds. P. Monari, D. Cocchi, Clueb, Bologna, 1993.Bayesian statistical Inference is one of the last fundamental philosophical papers in which we can find the essential De Finetti's approach to the statistical inference.

Bayesian Exponential Smoothing.

OpenAIRE

Forbes, C.S.; Snyder, R.D.; Shami, R.S.

2000-01-01

In this paper, a Bayesian version of the exponential smoothing method of forecasting is proposed. The approach is based on a state space model containing only a single source of error for each time interval. This model allows us to improve current practices surrounding exponential smoothing by providing both point predictions and measures of the uncertainty surrounding them.

Power in Bayesian Mediation Analysis for Small Sample Research

NARCIS (Netherlands)

Miočević, M.; MacKinnon, David; Levy, Roy

2017-01-01

Bayesian methods have the potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This article compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product,

Bayesian analyses of seasonal runoff forecasts

Science.gov (United States)

Krzysztofowicz, R.; Reese, S.

1991-12-01

Forecasts of seasonal snowmelt runoff volume provide indispensable information for rational decision making by water project operators, irrigation district managers, and farmers in the western United States. Bayesian statistical models and communication frames have been researched in order to enhance the forecast information disseminated to the users, and to characterize forecast skill from the decision maker's point of view. Four products are presented: (i) a Bayesian Processor of Forecasts, which provides a statistical filter for calibrating the forecasts, and a procedure for estimating the posterior probability distribution of the seasonal runoff; (ii) the Bayesian Correlation Score, a new measure of forecast skill, which is related monotonically to the ex ante economic value of forecasts for decision making; (iii) a statistical predictor of monthly cumulative runoffs within the snowmelt season, conditional on the total seasonal runoff forecast; and (iv) a framing of the forecast message that conveys the uncertainty associated with the forecast estimates to the users. All analyses are illustrated with numerical examples of forecasts for six gauging stations from the period 1971 1988.

Bayesian methodology for reliability model acceptance

International Nuclear Information System (INIS)

Zhang Ruoxue; Mahadevan, Sankaran

2003-01-01

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

Development and comparison of Bayesian modularization method in uncertainty assessment of hydrological models

Science.gov (United States)

Li, L.; Xu, C.-Y.; Engeland, K.

2012-04-01

With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD

Applications of Bayesian decision theory to intelligent tutoring systems

NARCIS (Netherlands)

Vos, Hendrik J.

1994-01-01

Some applications of Bayesian decision theory to intelligent tutoring systems are considered. How the problem of adapting the appropriate amount of instruction to the changing nature of a student's capabilities during the learning process can be situated in the general framework of Bayesian decision

Spatial and spatio-temporal bayesian models with R - INLA

CERN Document Server

Blangiardo, Marta

2015-01-01

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

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.

Bayesian Modeling of a Human MMORPG Player

Science.gov (United States)

Synnaeve, Gabriel; Bessière, Pierre

2011-03-01

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

MCMC for parameters estimation by bayesian approach

International Nuclear Information System (INIS)

Ait Saadi, H.; Ykhlef, F.; Guessoum, A.

2011-01-01

This article discusses the parameter estimation for dynamic system by a Bayesian approach associated with Markov Chain Monte Carlo methods (MCMC). The MCMC methods are powerful for approximating complex integrals, simulating joint distributions, and the estimation of marginal posterior distributions, or posterior means. The MetropolisHastings algorithm has been widely used in Bayesian inference to approximate posterior densities. Calibrating the proposal distribution is one of the main issues of MCMC simulation in order to accelerate the convergence.

Bayesian Methods for Radiation Detection and Dosimetry

CERN Document Server

Groer, Peter G

2002-01-01

We performed work in three areas: radiation detection, external and internal radiation dosimetry. In radiation detection we developed Bayesian techniques to estimate the net activity of high and low activity radioactive samples. These techniques have the advantage that the remaining uncertainty about the net activity is described by probability densities. Graphs of the densities show the uncertainty in pictorial form. Figure 1 below demonstrates this point. We applied stochastic processes for a method to obtain Bayesian estimates of 222Rn-daughter products from observed counting rates. In external radiation dosimetry we studied and developed Bayesian methods to estimate radiation doses to an individual with radiation induced chromosome aberrations. We analyzed chromosome aberrations after exposure to gammas and neutrons and developed a method for dose-estimation after criticality accidents. The research in internal radiation dosimetry focused on parameter estimation for compartmental models from observed comp...

Bayesian log-periodic model for financial crashes

DEFF Research Database (Denmark)

Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar

2014-01-01

This paper introduces a Bayesian approach in econophysics literature about financial bubbles in order to estimate the most probable time for a financial crash to occur. To this end, we propose using noninformative prior distributions to obtain posterior distributions. Since these distributions...... cannot be performed analytically, we develop a Markov Chain Monte Carlo algorithm to draw from posterior distributions. We consider three Bayesian models that involve normal and Student’s t-distributions in the disturbances and an AR(1)-GARCH(1,1) structure only within the first case. In the empirical...... part of the study, we analyze a well-known example of financial bubble – the S&P 500 1987 crash – to show the usefulness of the three methods under consideration and crashes of Merval-94, Bovespa-97, IPCMX-94, Hang Seng-97 using the simplest method. The novelty of this research is that the Bayesian...

BAYESIAN IMAGE RESTORATION, USING CONFIGURATIONS

Directory of Open Access Journals (Sweden)

Thordis Linda Thorarinsdottir

2011-05-01

Full Text Available In this paper, we develop a Bayesian procedure for removing noise from images that can be viewed as noisy realisations of random sets in the plane. The procedure utilises recent advances in configuration theory for noise free random sets, where the probabilities of observing the different boundary configurations are expressed in terms of the mean normal measure of the random set. These probabilities are used as prior probabilities in a Bayesian image restoration approach. Estimation of the remaining parameters in the model is outlined for salt and pepper noise. The inference in the model is discussed in detail for 3 X 3 and 5 X 5 configurations and examples of the performance of the procedure are given.

General and Local: Averaged k-Dependence Bayesian Classifiers

Directory of Open Access Journals (Sweden)

Limin Wang

2015-06-01

Full Text Available The inference of a general Bayesian network has been shown to be an NP-hard problem, even for approximate solutions. Although k-dependence Bayesian (KDB classifier can construct at arbitrary points (values of k along the attribute dependence spectrum, it cannot identify the changes of interdependencies when attributes take different values. Local KDB, which learns in the framework of KDB, is proposed in this study to describe the local dependencies implicated in each test instance. Based on the analysis of functional dependencies, substitution-elimination resolution, a new type of semi-naive Bayesian operation, is proposed to substitute or eliminate generalization to achieve accurate estimation of conditional probability distribution while reducing computational complexity. The final classifier, averaged k-dependence Bayesian (AKDB classifiers, will average the output of KDB and local KDB. Experimental results on the repository of machine learning databases from the University of California Irvine (UCI showed that AKDB has significant advantages in zero-one loss and bias relative to naive Bayes (NB, tree augmented naive Bayes (TAN, Averaged one-dependence estimators (AODE, and KDB. Moreover, KDB and local KDB show mutually complementary characteristics with respect to variance.

A Bayesian Model of the Memory Colour Effect.

Science.gov (United States)

Witzel, Christoph; Olkkonen, Maria; Gegenfurtner, Karl R

2018-01-01

According to the memory colour effect, the colour of a colour-diagnostic object is not perceived independently of the object itself. Instead, it has been shown through an achromatic adjustment method that colour-diagnostic objects still appear slightly in their typical colour, even when they are colourimetrically grey. Bayesian models provide a promising approach to capture the effect of prior knowledge on colour perception and to link these effects to more general effects of cue integration. Here, we model memory colour effects using prior knowledge about typical colours as priors for the grey adjustments in a Bayesian model. This simple model does not involve any fitting of free parameters. The Bayesian model roughly captured the magnitude of the measured memory colour effect for photographs of objects. To some extent, the model predicted observed differences in memory colour effects across objects. The model could not account for the differences in memory colour effects across different levels of realism in the object images. The Bayesian model provides a particularly simple account of memory colour effects, capturing some of the multiple sources of variation of these effects.

Bayesian model ensembling using meta-trained recurrent neural networks

NARCIS (Netherlands)

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

2017-01-01

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

A Bayesian alternative for multi-objective ecohydrological model specification

Science.gov (United States)

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

2018-01-01

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

Bayesian molecular dating: opening up the black box.

Science.gov (United States)

Bromham, Lindell; Duchêne, Sebastián; Hua, Xia; Ritchie, Andrew M; Duchêne, David A; Ho, Simon Y W

2018-05-01

Molecular dating analyses allow evolutionary timescales to be estimated from genetic data, offering an unprecedented capacity for investigating the evolutionary past of all species. These methods require us to make assumptions about the relationship between genetic change and evolutionary time, often referred to as a 'molecular clock'. Although initially regarded with scepticism, molecular dating has now been adopted in many areas of biology. This broad uptake has been due partly to the development of Bayesian methods that allow complex aspects of molecular evolution, such as variation in rates of change across lineages, to be taken into account. But in order to do this, Bayesian dating methods rely on a range of assumptions about the evolutionary process, which vary in their degree of biological realism and empirical support. These assumptions can have substantial impacts on the estimates produced by molecular dating analyses. The aim of this review is to open the 'black box' of Bayesian molecular dating and have a look at the machinery inside. We explain the components of these dating methods, the important decisions that researchers must make in their analyses, and the factors that need to be considered when interpreting results. We illustrate the effects that the choices of different models and priors can have on the outcome of the analysis, and suggest ways to explore these impacts. We describe some major research directions that may improve the reliability of Bayesian dating. The goal of our review is to help researchers to make informed choices when using Bayesian phylogenetic methods to estimate evolutionary rates and timescales. © 2017 Cambridge Philosophical Society.

Bayesian logistic regression analysis

NARCIS (Netherlands)

Van Erp, H.R.N.; Van Gelder, P.H.A.J.M.

2012-01-01

In this paper we present a Bayesian logistic regression analysis. It is found that if one wishes to derive the posterior distribution of the probability of some event, then, together with the traditional Bayes Theorem and the integrating out of nuissance parameters, the Jacobian transformation is an

Bayesian Independent Component Analysis

DEFF Research Database (Denmark)

Winther, Ole; Petersen, Kaare Brandt

2007-01-01

In this paper we present an empirical Bayesian framework for independent component analysis. The framework provides estimates of the sources, the mixing matrix and the noise parameters, and is flexible with respect to choice of source prior and the number of sources and sensors. Inside the engine...

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; Danu, Andrea; Das, Debasish; Das, Indranil; Das, Supriya; Dash, Ajay Kumar; Dash, Sadhana; De, Sudipan; De Caro, Annalisa; De Cataldo, Giacinto; De Conti, Camila; De Cuveland, Jan; De Falco, Alessandro; De Gruttola, Daniele; De Marco, Nora; De Pasquale, Salvatore; Deisting, Alexander; Deloff, Andrzej; Denes, Ervin Sandor; Deplano, Caterina; Dhankher, Preeti; Di Bari, Domenico; Di Mauro, Antonio; Di Nezza, Pasquale; Diaz Corchero, Miguel Angel; Dietel, Thomas; Dillenseger, Pascal; Divia, Roberto; Djuvsland, Oeystein; Dobrin, Alexandru Florin; Domenicis Gimenez, Diogenes; Donigus, Benjamin; Dordic, Olja; Drozhzhova, Tatiana; Dubey, Anand Kumar; Dubla, Andrea; Ducroux, Laurent; Dupieux, Pascal; Ehlers Iii, Raymond James; Elia, Domenico; Endress, Eric; Engel, Heiko; Epple, Eliane; Erazmus, Barbara Ewa; Erdemir, Irem; Erhardt, Filip; Espagnon, Bruno; Estienne, Magali Danielle; Esumi, Shinichi; Eum, Jongsik; Evans, David; Evdokimov, Sergey; Eyyubova, Gyulnara; Fabbietti, Laura; Fabris, Daniela; 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; Gianotti, Paola; Giubellino, Paolo; Giubilato, Piero; Gladysz-Dziadus, Ewa; Glassel, Peter; Gomez Coral, Diego Mauricio; Gomez Ramirez, Andres; Sanchez Gonzalez, Andres; Gonzalez, Victor; Gonzalez Zamora, Pedro; Gorbunov, Sergey; Gorlich, Lidia Maria; Gotovac, Sven; Grabski, Varlen; Grachov, Oleg Anatolievich; Graczykowski, Lukasz Kamil; Graham, Katie Leanne; Grelli, Alessandro; Grigoras, Alina Gabriela; Grigoras, Costin; Grigoryev, Vladislav; Grigoryan, Ara; Grigoryan, Smbat; Grynyov, Borys; Grion, Nevio; Gronefeld, Julius Maximilian; Grosse-Oetringhaus, Jan Fiete; Grosso, Raffaele; Guber, Fedor; Guernane, Rachid; Guerzoni, Barbara; Gulbrandsen, Kristjan Herlache; Gunji, Taku; Gupta, Anik; Gupta, Ramni; Haake, Rudiger; Haaland, Oystein Senneset; Hadjidakis, Cynthia Marie; Haiduc, Maria; Hamagaki, Hideki; Hamar, Gergoe; Hamon, Julien Charles; Harris, John William; Harton, Austin Vincent; Hatzifotiadou, Despina; Hayashi, Shinichi; Heckel, Stefan Thomas; Hellbar, Ernst; Helstrup, Haavard; Herghelegiu, Andrei Ionut; Herrera Corral, Gerardo Antonio; Hess, Benjamin Andreas; Hetland, Kristin Fanebust; Hillemanns, Hartmut; Hippolyte, Boris; Horak, David; Hosokawa, Ritsuya; Hristov, Peter Zahariev; Humanic, Thomas; Hussain, Nur; Hussain, Tahir; Hutter, Dirk; Hwang, Dae Sung; Ilkaev, Radiy; Inaba, Motoi; Incani, Elisa; Ippolitov, Mikhail; Irfan, Muhammad; Ivanov, Marian; Ivanov, Vladimir; Izucheev, Vladimir; Jacazio, Nicolo; Jacobs, Peter Martin; Jadhav, Manoj Bhanudas; Jadlovska, Slavka; Jadlovsky, Jan; Jahnke, Cristiane; Jakubowska, Monika Joanna; Jang, Haeng Jin; Janik, Malgorzata Anna; Pahula Hewage, Sandun; Jena, Chitrasen; Jena, Satyajit; Jimenez Bustamante, Raul Tonatiuh; Jones, Peter Graham; Jusko, Anton; Kalinak, Peter; Kalweit, Alexander Philipp; Kamin, Jason Adrian; Kang, Ju Hwan; Kaplin, Vladimir; Kar, Somnath; Karasu Uysal, Ayben; Karavichev, Oleg; Karavicheva, Tatiana; Karayan, Lilit; Karpechev, Evgeny; Kebschull, Udo Wolfgang; Keidel, Ralf; Keijdener, Darius Laurens; Keil, Markus; Khan, Mohammed Mohisin; Khan, Palash; Khan, Shuaib Ahmad; Khanzadeev, Alexei; Kharlov, Yury; Kileng, Bjarte; Kim, Do Won; Kim, Dong Jo; Kim, Daehyeok; Kim, Hyeonjoong; Kim, Jinsook; Kim, Minwoo; Kim, Se Yong; Kim, Taesoo; Kirsch, Stefan; Kisel, Ivan; Kiselev, Sergey; Kisiel, Adam Ryszard; Kiss, Gabor; Klay, Jennifer Lynn; Klein, Carsten; Klein, Jochen; Klein-Boesing, Christian; Klewin, Sebastian; Kluge, Alexander; Knichel, Michael Linus; Knospe, Anders Garritt; Kobdaj, Chinorat; Kofarago, Monika; Kollegger, Thorsten; Kolozhvari, Anatoly; Kondratev, Valerii; Kondratyeva, Natalia; Kondratyuk, Evgeny; Konevskikh, Artem; Kopcik, Michal; Kostarakis, Panagiotis; Kour, Mandeep; Kouzinopoulos, Charalampos; Kovalenko, Oleksandr; Kovalenko, Vladimir; Kowalski, Marek; Koyithatta Meethaleveedu, Greeshma; Kralik, Ivan; Kravcakova, Adela; Krivda, Marian; Krizek, Filip; Kryshen, Evgeny; Krzewicki, Mikolaj; Kubera, Andrew Michael; Kucera, Vit; Kuhn, Christian Claude; Kuijer, Paulus Gerardus; 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; Ren, Xiaowen; Renfordt, Rainer Arno Ernst; Reolon, Anna Rita; Reshetin, Andrey; Reygers, Klaus Johannes; Riabov, Viktor; Ricci, Renato Angelo; Richert, Tuva Ora Herenui; Richter, Matthias Rudolph; Riedler, Petra; Riegler, Werner; Riggi, Francesco; Ristea, Catalin-Lucian; Rocco, Elena; Rodriguez Cahuantzi, Mario; Rodriguez Manso, Alis; Roeed, Ketil; Rogochaya, Elena; Rohr, David Michael; Roehrich, Dieter; Ronchetti, Federico; Ronflette, Lucile; Rosnet, Philippe; Rossi, Andrea; Roukoutakis, Filimon; Roy, Ankhi; Roy, Christelle Sophie; Roy, Pradip Kumar; Rubio Montero, Antonio Juan; Rui, Rinaldo; Russo, Riccardo; Ryabinkin, Evgeny; Ryabov, Yury; Rybicki, Andrzej; Saarinen, Sampo; Sadhu, Samrangy; Sadovskiy, Sergey; Safarik, Karel; Sahlmuller, Baldo; Sahoo, Pragati; Sahoo, Raghunath; Sahoo, Sarita; Sahu, Pradip Kumar; Saini, Jogender; Sakai, Shingo; Saleh, Mohammad Ahmad; Salzwedel, Jai Samuel Nielsen; Sambyal, Sanjeev Singh; Samsonov, Vladimir; Sandor, Ladislav; Sandoval, Andres; Sano, Masato; Sarkar, Debojit; Sarkar, Nachiketa; Sarma, Pranjal; Scapparone, Eugenio; Scarlassara, Fernando; Schiaua, Claudiu Cornel; Schicker, Rainer Martin; Schmidt, Christian Joachim; Schmidt, Hans Rudolf; Schuchmann, Simone; Schukraft, Jurgen; Schulc, Martin; Schutz, Yves Roland; Schwarz, Kilian Eberhard; Schweda, Kai Oliver; Scioli, Gilda; Scomparin, Enrico; Scott, Rebecca Michelle; Sefcik, Michal; Seger, Janet Elizabeth; Sekiguchi, Yuko; Sekihata, Daiki; Selyuzhenkov, Ilya; Senosi, Kgotlaesele; Senyukov, Serhiy; Serradilla Rodriguez, Eulogio; Sevcenco, Adrian; Shabanov, Arseniy; Shabetai, Alexandre; Shadura, Oksana; Shahoyan, Ruben; Shahzad, Muhammed Ikram; Shangaraev, Artem; Sharma, Ankita; Sharma, Mona; Sharma, Monika; Sharma, Natasha; Sheikh, Ashik Ikbal; Shigaki, Kenta; Shou, Qiye; Shtejer Diaz, Katherin; Sibiryak, Yury; Siddhanta, Sabyasachi; Sielewicz, Krzysztof Marek; Siemiarczuk, Teodor; Silvermyr, David Olle Rickard; Silvestre, Catherine Micaela; Simatovic, Goran; Simonetti, Giuseppe; Singaraju, Rama Narayana; Singh, Ranbir; Singha, Subhash; Singhal, Vikas; Sinha, Bikash; Sarkar - Sinha, Tinku; Sitar, Branislav; Sitta, Mario; Skaali, Bernhard; Slupecki, Maciej; Smirnov, Nikolai; Snellings, Raimond; Snellman, Tomas Wilhelm; Song, Jihye; Song, Myunggeun; Song, Zixuan; Soramel, Francesca; Sorensen, Soren Pontoppidan; Derradi De Souza, Rafael; Sozzi, Federica; Spacek, Michal; Spiriti, Eleuterio; Sputowska, Iwona Anna; Spyropoulou-Stassinaki, Martha; Stachel, Johanna; Stan, Ionel; Stankus, Paul; Stenlund, Evert Anders; Steyn, Gideon Francois; Stiller, Johannes Hendrik; Stocco, Diego; Strmen, Peter; Alarcon Do Passo Suaide, Alexandre; Sugitate, Toru; Suire, Christophe Pierre; Suleymanov, Mais Kazim Oglu; Suljic, Miljenko; Sultanov, Rishat; Sumbera, Michal; Sumowidagdo, Suharyo; Szabo, Alexander; Szanto De Toledo, Alejandro; Szarka, Imrich; Szczepankiewicz, Adam; Szymanski, Maciej Pawel; Tabassam, Uzma; Takahashi, Jun; Tambave, Ganesh Jagannath; Tanaka, Naoto; Tarhini, Mohamad; Tariq, Mohammad; Tarzila, Madalina-Gabriela; Tauro, Arturo; Tejeda Munoz, Guillermo; Telesca, Adriana; Terasaki, Kohei; Terrevoli, Cristina; Teyssier, Boris; Thaeder, Jochen Mathias; Thakur, Dhananjaya; Thomas, Deepa; Tieulent, Raphael Noel; Timmins, Anthony Robert; Toia, Alberica; Trogolo, Stefano; Trombetta, Giuseppe; Trubnikov, Victor; Trzaska, Wladyslaw Henryk; Tsuji, Tomoya; Tumkin, Alexandr; Turrisi, Rosario; Tveter, Trine Spedstad; Ullaland, Kjetil; Uras, Antonio; Usai, Gianluca; Utrobicic, Antonija; Vala, Martin; Valencia Palomo, Lizardo; Vallero, Sara; Van Der Maarel, Jasper; Van Hoorne, Jacobus Willem; Van Leeuwen, Marco; Vanat, Tomas; Vande Vyvre, Pierre; Varga, Dezso; Diozcora Vargas Trevino, Aurora; Vargyas, Marton; Varma, Raghava; Vasileiou, Maria; Vasiliev, Andrey; Vauthier, Astrid; Vechernin, Vladimir; Veen, Annelies Marianne; Veldhoen, Misha; Velure, Arild; Vercellin, Ermanno; Vergara Limon, Sergio; Vernet, Renaud; Verweij, Marta; Vickovic, Linda; Viesti, Giuseppe; Viinikainen, Jussi Samuli; Vilakazi, Zabulon; Villalobos Baillie, Orlando; Villatoro Tello, Abraham; Vinogradov, Alexander; Vinogradov, Leonid; Vinogradov, Yury; Virgili, Tiziano; Vislavicius, Vytautas; Viyogi, Yogendra; Vodopyanov, Alexander; Volkl, Martin Andreas; Voloshin, Kirill; Voloshin, Sergey; Volpe, Giacomo; Von Haller, Barthelemy; Vorobyev, Ivan; Vranic, Danilo; Vrlakova, Janka; Vulpescu, Bogdan; Wagner, Boris; Wagner, Jan; Wang, Hongkai; Wang, Mengliang; Watanabe, Daisuke; Watanabe, Yosuke; Weber, Michael; Weber, Steffen Georg; Weiser, Dennis Franz; Wessels, Johannes Peter; Westerhoff, Uwe; Whitehead, Andile Mothegi; Wiechula, Jens; Wikne, Jon; Wilk, Grzegorz Andrzej; Wilkinson, Jeremy John; Williams, Crispin; Windelband, Bernd Stefan; Winn, Michael Andreas; Yang, Hongyan; Yang, Ping; Yano, Satoshi; Yasin, Zafar; Yin, Zhongbao; Yokoyama, Hiroki; Yoo, In-Kwon; Yoon, Jin Hee; Yurchenko, Volodymyr; Yushmanov, Igor; Zaborowska, Anna; Zaccolo, Valentina; Zaman, Ali; Zampolli, Chiara; Correia Zanoli, Henrique Jose; 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

2016-05-25

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...

Risk Based Maintenance of Offshore Wind Turbines Using Bayesian Networks

DEFF Research Database (Denmark)

Nielsen, Jannie Jessen; Sørensen, John Dalsgaard

2010-01-01

This paper presents how Bayesian networks can be used to make optimal decisions for repairs of offshore wind turbines. The Bayesian network is an efficient tool for updating a deterioration model whenever new information becomes available from inspections/monitoring. The optimal decision is found...... such that the preventive maintenance effort is balanced against the costs to corrective maintenance including indirect costs to reduced production. The basis for the optimization is the risk based Bayesian decision theory. The method is demonstrated through an application example....

Bayesian outcome-based strategy classification.

Science.gov (United States)

Lee, Michael D

2016-03-01

Hilbig and Moshagen (Psychonomic Bulletin & Review, 21, 1431-1443, 2014) recently developed a method for making inferences about the decision processes people use in multi-attribute forced choice tasks. Their paper makes a number of worthwhile theoretical and methodological contributions. Theoretically, they provide an insightful psychological motivation for a probabilistic extension of the widely-used "weighted additive" (WADD) model, and show how this model, as well as other important models like "take-the-best" (TTB), can and should be expressed in terms of meaningful priors. Methodologically, they develop an inference approach based on the Minimum Description Length (MDL) principles that balances both the goodness-of-fit and complexity of the decision models they consider. This paper aims to preserve these useful contributions, but provide a complementary Bayesian approach with some theoretical and methodological advantages. We develop a simple graphical model, implemented in JAGS, that allows for fully Bayesian inferences about which models people use to make decisions. To demonstrate the Bayesian approach, we apply it to the models and data considered by Hilbig and Moshagen (Psychonomic Bulletin & Review, 21, 1431-1443, 2014), showing how a prior predictive analysis of the models, and posterior inferences about which models people use and the parameter settings at which they use them, can contribute to our understanding of human decision making.

A Bayesian nonparametric approach to causal inference on quantiles.

Science.gov (United States)

Xu, Dandan; Daniels, Michael J; Winterstein, Almut G

2018-02-25

We propose a Bayesian nonparametric approach (BNP) for causal inference on quantiles in the presence of many confounders. In particular, we define relevant causal quantities and specify BNP models to avoid bias from restrictive parametric assumptions. We first use Bayesian additive regression trees (BART) to model the propensity score and then construct the distribution of potential outcomes given the propensity score using a Dirichlet process mixture (DPM) of normals model. We thoroughly evaluate the operating characteristics of our approach and compare it to Bayesian and frequentist competitors. We use our approach to answer an important clinical question involving acute kidney injury using electronic health records. © 2018, The International Biometric Society.

Approximate Bayesian computation.

Directory of Open Access Journals (Sweden)

Mikael Sunnåker

Full Text Available Approximate Bayesian computation (ABC constitutes a class of computational methods rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function is of central importance, since it expresses the probability of the observed data under a particular statistical model, and thus quantifies the support data lend to particular values of parameters and to choices among different models. For simple models, an analytical formula for the likelihood function can typically be derived. However, for more complex models, an analytical formula might be elusive or the likelihood function might be computationally very costly to evaluate. ABC methods bypass the evaluation of the likelihood function. In this way, ABC methods widen the realm of models for which statistical inference can be considered. ABC methods are mathematically well-founded, but they inevitably make assumptions and approximations whose impact needs to be carefully assessed. Furthermore, the wider application domain of ABC exacerbates the challenges of parameter estimation and model selection. ABC has rapidly gained popularity over the last years and in particular for the analysis of complex problems arising in biological sciences (e.g., in population genetics, ecology, epidemiology, and systems biology.

Probability and Bayesian statistics

CERN Document Server

1987-01-01

This book contains selected and refereed contributions to the "Inter­ national Symposium on Probability and Bayesian Statistics" which was orga­ nized to celebrate the 80th birthday of Professor Bruno de Finetti at his birthplace Innsbruck in Austria. Since Professor de Finetti died in 1985 the symposium was dedicated to the memory of Bruno de Finetti and took place at Igls near Innsbruck from 23 to 26 September 1986. Some of the pa­ pers are published especially by the relationship to Bruno de Finetti's scientific work. The evolution of stochastics shows growing importance of probability as coherent assessment of numerical values as degrees of believe in certain events. This is the basis for Bayesian inference in the sense of modern statistics. The contributions in this volume cover a broad spectrum ranging from foundations of probability across psychological aspects of formulating sub­ jective probability statements, abstract measure theoretical considerations, contributions to theoretical statistics an...

Balanced sensitivity functions for tuning multi-dimensional Bayesian network classifiers

NARCIS (Netherlands)

Bolt, J.H.; van der Gaag, L.C.

Multi-dimensional Bayesian network classifiers are Bayesian networks of restricted topological structure, which are tailored to classifying data instances into multiple dimensions. Like more traditional classifiers, multi-dimensional classifiers are typically learned from data and may include

Uses and misuses of Bayes' rule and Bayesian classifiers in cybersecurity

Science.gov (United States)

Bard, Gregory V.

2017-12-01

This paper will discuss the applications of Bayes' Rule and Bayesian Classifiers in Cybersecurity. While the most elementary form of Bayes' rule occurs in undergraduate coursework, there are more complicated forms as well. As an extended example, Bayesian spam filtering is explored, and is in many ways the most triumphant accomplishment of Bayesian reasoning in computer science, as nearly everyone with an email address has a spam folder. Bayesian Classifiers have also been responsible significant cybersecurity research results; yet, because they are not part of the standard curriculum, few in the mathematics or information-technology communities have seen the exact definitions, requirements, and proofs that comprise the subject. Moreover, numerous errors have been made by researchers (described in this paper), due to some mathematical misunderstandings dealing with conditional independence, or other badly chosen assumptions. Finally, to provide instructors and researchers with real-world examples, 25 published cybersecurity papers that use Bayesian reasoning are given, with 2-4 sentence summaries of the focus and contributions of each paper.

Efficient fuzzy Bayesian inference algorithms for incorporating expert knowledge in parameter estimation

Science.gov (United States)

Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad

2016-05-01

Bayesian inference has traditionally been conceived as the proper framework for the formal incorporation of expert knowledge in parameter estimation of groundwater models. However, conventional Bayesian inference is incapable of taking into account the imprecision essentially embedded in expert provided information. In order to solve this problem, a number of extensions to conventional Bayesian inference have been introduced in recent years. One of these extensions is 'fuzzy Bayesian inference' which is the result of integrating fuzzy techniques into Bayesian statistics. Fuzzy Bayesian inference has a number of desirable features which makes it an attractive approach for incorporating expert knowledge in the parameter estimation process of groundwater models: (1) it is well adapted to the nature of expert provided information, (2) it allows to distinguishably model both uncertainty and imprecision, and (3) it presents a framework for fusing expert provided information regarding the various inputs of the Bayesian inference algorithm. However an important obstacle in employing fuzzy Bayesian inference in groundwater numerical modeling applications is the computational burden, as the required number of numerical model simulations often becomes extremely exhaustive and often computationally infeasible. In this paper, a novel approach of accelerating the fuzzy Bayesian inference algorithm is proposed which is based on using approximate posterior distributions derived from surrogate modeling, as a screening tool in the computations. The proposed approach is first applied to a synthetic test case of seawater intrusion (SWI) in a coastal aquifer. It is shown that for this synthetic test case, the proposed approach decreases the number of required numerical simulations by an order of magnitude. Then the proposed approach is applied to a real-world test case involving three-dimensional numerical modeling of SWI in Kish Island, located in the Persian Gulf. An expert

Discriminative Bayesian Dictionary Learning for Classification.

Science.gov (United States)

Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal

2016-12-01

We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a finite approximation of Beta Process. It also computes sets of Bernoulli distributions that associate class labels to the learned dictionary atoms. This association signifies the selection probabilities of the dictionary atoms in the expansion of class-specific data. Furthermore, the non-parametric character of the proposed approach allows it to infer the correct size of the dictionary. We exploit the aforementioned Bernoulli distributions in separately learning a linear classifier. The classifier uses the same hierarchical Bayesian model as the dictionary, which we present along the analytical inference solution for Gibbs sampling. For classification, a test instance is first sparsely encoded over the learned dictionary and the codes are fed to the classifier. We performed experiments for face and action recognition; and object and scene-category classification using five public datasets and compared the results with state-of-the-art discriminative sparse representation approaches. Experiments show that the proposed Bayesian approach consistently outperforms the existing approaches.

Risk-sensitivity in Bayesian sensorimotor integration.

Directory of Open Access Journals (Sweden)

Jordi Grau-Moya

Full Text Available Information processing in the nervous system during sensorimotor tasks with inherent uncertainty has been shown to be consistent with Bayesian integration. Bayes optimal decision-makers are, however, risk-neutral in the sense that they weigh all possibilities based on prior expectation and sensory evidence when they choose the action with highest expected value. In contrast, risk-sensitive decision-makers are sensitive to model uncertainty and bias their decision-making processes when they do inference over unobserved variables. In particular, they allow deviations from their probabilistic model in cases where this model makes imprecise predictions. Here we test for risk-sensitivity in a sensorimotor integration task where subjects exhibit Bayesian information integration when they infer the position of a target from noisy sensory feedback. When introducing a cost associated with subjects' response, we found that subjects exhibited a characteristic bias towards low cost responses when their uncertainty was high. This result is in accordance with risk-sensitive decision-making processes that allow for deviations from Bayes optimal decision-making in the face of uncertainty. Our results suggest that both Bayesian integration and risk-sensitivity are important factors to understand sensorimotor integration in a quantitative fashion.

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

Energy Technology Data Exchange (ETDEWEB)

Chen, Peng, E-mail: peng@ices.utexas.edu [The Institute for Computational Engineering and Sciences, The University of Texas at Austin, 201 East 24th Street, Stop C0200, Austin, TX 78712-1229 (United States); Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch [Seminar für Angewandte Mathematik, Eidgenössische Technische Hochschule, Römistrasse 101, CH-8092 Zürich (Switzerland)

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by the so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data

Space Shuttle RTOS Bayesian Network

Science.gov (United States)

Morris, A. Terry; Beling, Peter A.

2001-01-01

With shrinking budgets and the requirements to increase reliability and operational life of the existing orbiter fleet, NASA has proposed various upgrades for the Space Shuttle that are consistent with national space policy. The cockpit avionics upgrade (CAU), a high priority item, has been selected as the next major upgrade. The primary functions of cockpit avionics include flight control, guidance and navigation, communication, and orbiter landing support. Secondary functions include the provision of operational services for non-avionics systems such as data handling for the payloads and caution and warning alerts to the crew. Recently, a process to selection the optimal commercial-off-the-shelf (COTS) real-time operating system (RTOS) for the CAU was conducted by United Space Alliance (USA) Corporation, which is a joint venture between Boeing and Lockheed Martin, the prime contractor for space shuttle operations. In order to independently assess the RTOS selection, NASA has used the Bayesian network-based scoring methodology described in this paper. Our two-stage methodology addresses the issue of RTOS acceptability by incorporating functional, performance and non-functional software measures related to reliability, interoperability, certifiability, efficiency, correctness, business, legal, product history, cost and life cycle. The first stage of the methodology involves obtaining scores for the various measures using a Bayesian network. The Bayesian network incorporates the causal relationships between the various and often competing measures of interest while also assisting the inherently complex decision analysis process with its ability to reason under uncertainty. The structure and selection of prior probabilities for the network is extracted from experts in the field of real-time operating systems. Scores for the various measures are computed using Bayesian probability. In the second stage, multi-criteria trade-off analyses are performed between the scores

Bayesian uncertainty analyses of probabilistic risk models

International Nuclear Information System (INIS)

Pulkkinen, U.

1989-01-01

Applications of Bayesian principles to the uncertainty analyses are discussed in the paper. A short review of the most important uncertainties and their causes is provided. An application of the principle of maximum entropy to the determination of Bayesian prior distributions is described. An approach based on so called probabilistic structures is presented in order to develop a method of quantitative evaluation of modelling uncertainties. The method is applied to a small example case. Ideas for application areas for the proposed method are discussed

Bayesian estimation and tracking a practical guide

CERN Document Server

Haug, Anton J

2012-01-01

A practical approach to estimating and tracking dynamic systems in real-worl applications Much of the literature on performing estimation for non-Gaussian systems is short on practical methodology, while Gaussian methods often lack a cohesive derivation. Bayesian Estimation and Tracking addresses the gap in the field on both accounts, providing readers with a comprehensive overview of methods for estimating both linear and nonlinear dynamic systems driven by Gaussian and non-Gaussian noices. Featuring a unified approach to Bayesian estimation and tracking, the book emphasizes the derivation

A Probability-based Evolutionary Algorithm with Mutations to Learn Bayesian Networks

Directory of Open Access Journals (Sweden)

Sho Fukuda

2014-12-01

Full Text Available Bayesian networks are regarded as one of the essential tools to analyze causal relationship between events from data. To learn the structure of highly-reliable Bayesian networks from data as quickly as possible is one of the important problems that several studies have been tried to achieve. In recent years, probability-based evolutionary algorithms have been proposed as a new efficient approach to learn Bayesian networks. In this paper, we target on one of the probability-based evolutionary algorithms called PBIL (Probability-Based Incremental Learning, and propose a new mutation operator. Through performance evaluation, we found that the proposed mutation operator has a good performance in learning Bayesian networks

Justifying Objective Bayesianism on Predicate Languages

Directory of Open Access Journals (Sweden)

Jürgen Landes

2015-04-01

Full Text Available Objective Bayesianism says that the strengths of one’s beliefs ought to be probabilities, calibrated to physical probabilities insofar as one has evidence of them, and otherwise sufficiently equivocal. These norms of belief are often explicated using the maximum entropy principle. In this paper we investigate the extent to which one can provide a unified justification of the objective Bayesian norms in the case in which the background language is a first-order predicate language, with a view to applying the resulting formalism to inductive logic. We show that the maximum entropy principle can be motivated largely in terms of minimising worst-case expected loss.

Structure-based bayesian sparse reconstruction

KAUST Repository

Quadeer, Ahmed Abdul; Al-Naffouri, Tareq Y.

2012-01-01

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical

Bayesian programming

CERN Document Server

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

2013-01-01

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

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…

Deep Learning and Bayesian Methods

Directory of Open Access Journals (Sweden)

Prosper Harrison B.

2017-01-01

Full Text Available A revolution is underway in which deep neural networks are routinely used to solve diffcult problems such as face recognition and natural language understanding. Particle physicists have taken notice and have started to deploy these methods, achieving results that suggest a potentially significant shift in how data might be analyzed in the not too distant future. We discuss a few recent developments in the application of deep neural networks and then indulge in speculation about how such methods might be used to automate certain aspects of data analysis in particle physics. Next, the connection to Bayesian methods is discussed and the paper ends with thoughts on a significant practical issue, namely, how, from a Bayesian perspective, one might optimize the construction of deep neural networks.

Learning Bayesian network classifiers for credit scoring using Markov Chain Monte Carlo search

NARCIS (Netherlands)

Baesens, B.; Egmont-Petersen, M.; Castelo, R.; Vanthienen, J.

2001-01-01

In this paper, we will evaluate the power and usefulness of Bayesian network classifiers for credit scoring. Various types of Bayesian network classifiers will be evaluated and contrasted including unrestricted Bayesian network classifiers learnt using Markov Chain Monte Carlo (MCMC) search.

Bayesian network learning for natural hazard assessments

Science.gov (United States)

Vogel, Kristin

2016-04-01

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

Testing adaptive toolbox models: a Bayesian hierarchical approach.

Science.gov (United States)

Scheibehenne, Benjamin; Rieskamp, Jörg; Wagenmakers, Eric-Jan

2013-01-01

Many theories of human cognition postulate that people are equipped with a repertoire of strategies to solve the tasks they face. This theoretical framework of a cognitive toolbox provides a plausible account of intra- and interindividual differences in human behavior. Unfortunately, it is often unclear how to rigorously test the toolbox framework. How can a toolbox model be quantitatively specified? How can the number of toolbox strategies be limited to prevent uncontrolled strategy sprawl? How can a toolbox model be formally tested against alternative theories? The authors show how these challenges can be met by using Bayesian inference techniques. By means of parameter recovery simulations and the analysis of empirical data across a variety of domains (i.e., judgment and decision making, children's cognitive development, function learning, and perceptual categorization), the authors illustrate how Bayesian inference techniques allow toolbox models to be quantitatively specified, strategy sprawl to be contained, and toolbox models to be rigorously tested against competing theories. The authors demonstrate that their approach applies at the individual level but can also be generalized to the group level with hierarchical Bayesian procedures. The suggested Bayesian inference techniques represent a theoretical and methodological advancement for toolbox theories of cognition and behavior.

Spectral analysis of the IntCal98 calibration curve: a Bayesian view

International Nuclear Information System (INIS)

Palonen, V.; Tikkanen, P.

2004-01-01

Preliminary results from a Bayesian approach to find periodicities in the IntCal98 calibration curve are given. It has been shown in the literature that the discrete Fourier transform (Schuster periodogram) corresponds to the use of an approximate Bayesian model of one harmonic frequency and Gaussian noise. Advantages of the Bayesian approach include the possibility to use models for variable, attenuated and multiple frequencies, the capability to analyze unevenly spaced data and the possibility to assess the significance and uncertainties of spectral estimates. In this work, a new Bayesian model using random walk noise to take care of the trend in the data is developed. Both Bayesian models are described and the first results of the new model are reported and compared with results from straightforward discrete-Fourier-transform and maximum-entropy-method spectral analyses

Large-Scale Distributed Bayesian Matrix Factorization using Stochastic Gradient MCMC

NARCIS (Netherlands)

Ahn, S.; Korattikara, A.; Liu, N.; Rajan, S.; Welling, M.

2015-01-01

Despite having various attractive qualities such as high prediction accuracy and the ability to quantify uncertainty and avoid ovrfitting, Bayesian Matrix Factorization has not been widely adopted because of the prohibitive cost of inference. In this paper, we propose a scalable distributed Bayesian

On Bayesian Inference under Sampling from Scale Mixtures of Normals

NARCIS (Netherlands)

Fernández, C.; Steel, M.F.J.

1996-01-01

This paper considers a Bayesian analysis of the linear regression model under independent sampling from general scale mixtures of Normals.Using a common reference prior, we investigate the validity of Bayesian inference and the existence of posterior moments of the regression and precision

Nonlinear and non-Gaussian Bayesian based handwriting beautification

Science.gov (United States)

Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua

2013-03-01

A framework is proposed in this paper to effectively and efficiently beautify handwriting by means of a novel nonlinear and non-Gaussian Bayesian algorithm. In the proposed framework, format and size of handwriting image are firstly normalized, and then typeface in computer system is applied to optimize vision effect of handwriting. The Bayesian statistics is exploited to characterize the handwriting beautification process as a Bayesian dynamic model. The model parameters to translate, rotate and scale typeface in computer system are controlled by state equation, and the matching optimization between handwriting and transformed typeface is employed by measurement equation. Finally, the new typeface, which is transformed from the original one and gains the best nonlinear and non-Gaussian optimization, is the beautification result of handwriting. Experimental results demonstrate the proposed framework provides a creative handwriting beautification methodology to improve visual acceptance.

When mechanism matters: Bayesian forecasting using models of ecological diffusion

Science.gov (United States)

Hefley, Trevor J.; Hooten, Mevin B.; Russell, Robin E.; Walsh, Daniel P.; Powell, James A.

2017-01-01

Ecological diffusion is a theory that can be used to understand and forecast spatio-temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white-tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression-based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.

Bayesian network as a modelling tool for risk management in agriculture

DEFF Research Database (Denmark)

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

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

The use of conflicts in searching Bayesian networks

OpenAIRE

Poole, David L.

2013-01-01

This paper discusses how conflicts (as used by the consistency-based diagnosis community) can be adapted to be used in a search-based algorithm for computing prior and posterior probabilities in discrete Bayesian Networks. This is an "anytime" algorithm, that at any stage can estimate the probabilities and give an error bound. Whereas the most popular Bayesian net algorithms exploit the structure of the network for efficiency, we exploit probability distributions for efficiency; this algorith...

Bootstrap prediction and Bayesian prediction under misspecified models

OpenAIRE

Fushiki, Tadayoshi

2005-01-01

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

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

Directory of Open Access Journals (Sweden)

Hashem Salarzadeh Jenatabadi

2016-11-01

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

Subjective Bayesian Beliefs

DEFF Research Database (Denmark)

Antoniou, Constantinos; Harrison, Glenn W.; Lau, Morten I.

2015-01-01

A large literature suggests that many individuals do not apply Bayes’ Rule when making decisions that depend on them correctly pooling prior information and sample data. We replicate and extend a classic experimental study of Bayesian updating from psychology, employing the methods of experimenta...... economics, with careful controls for the confounding effects of risk aversion. Our results show that risk aversion significantly alters inferences on deviations from Bayes’ Rule....

Cortical hierarchies perform Bayesian causal inference in multisensory perception.

Directory of Open Access Journals (Sweden)

Tim Rohe

2015-02-01

Full Text Available To form a veridical percept of the environment, the brain needs to integrate sensory signals from a common source but segregate those from independent sources. Thus, perception inherently relies on solving the "causal inference problem." Behaviorally, humans solve this problem optimally as predicted by Bayesian Causal Inference; yet, the underlying neural mechanisms are unexplored. Combining psychophysics, Bayesian modeling, functional magnetic resonance imaging (fMRI, and multivariate decoding in an audiovisual spatial localization task, we demonstrate that Bayesian Causal Inference is performed by a hierarchy of multisensory processes in the human brain. At the bottom of the hierarchy, in auditory and visual areas, location is represented on the basis that the two signals are generated by independent sources (= segregation. At the next stage, in posterior intraparietal sulcus, location is estimated under the assumption that the two signals are from a common source (= forced fusion. Only at the top of the hierarchy, in anterior intraparietal sulcus, the uncertainty about the causal structure of the world is taken into account and sensory signals are combined as predicted by Bayesian Causal Inference. Characterizing the computational operations of signal interactions reveals the hierarchical nature of multisensory perception in human neocortex. It unravels how the brain accomplishes Bayesian Causal Inference, a statistical computation fundamental for perception and cognition. Our results demonstrate how the brain combines information in the face of uncertainty about the underlying causal structure of the world.

Bayesian Plackett-Luce Mixture Models for Partially Ranked Data.

Science.gov (United States)

Mollica, Cristina; Tardella, Luca

2017-06-01

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

Testing students' e-learning via Facebook through Bayesian structural equation modeling.

Science.gov (United States)

Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad

2017-01-01

Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.

Testing students' e-learning via Facebook through Bayesian structural equation modeling.

Directory of Open Access Journals (Sweden)

Hashem Salarzadeh Jenatabadi

Full Text Available Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.

Estimating mental states of a depressed person with bayesian networks

NARCIS (Netherlands)

Klein, Michel C.A.; Modena, Gabriele

2013-01-01

In this work in progress paper we present an approach based on Bayesian Networks to model the relationship between mental states and empirical observations in a depressed person. We encode relationships and domain expertise as a Hierarchical Bayesian Network. Mental states are represented as latent

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.

Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

Science.gov (United States)

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

2013-04-01

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

Bayesian posterior distributions without Markov chains.

Science.gov (United States)

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

2012-03-01

Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976-1983) assessing the relation between residential exposure to magnetic fields and the development of childhood cancer. Results from rejection sampling (odds ratio (OR) = 1.69, 95% posterior interval (PI): 0.57, 5.00) were similar to MCMC results (OR = 1.69, 95% PI: 0.58, 4.95) and approximations from data-augmentation priors (OR = 1.74, 95% PI: 0.60, 5.06). In example 2, the authors apply rejection sampling to a cohort study of 315 human immunodeficiency virus seroconverters (1984-1998) to assess the relation between viral load after infection and 5-year incidence of acquired immunodeficiency syndrome, adjusting for (continuous) age at seroconversion and race. In this more complex example, rejection sampling required a notably longer run time than MCMC sampling but remained feasible and again yielded similar results. The transparency of the proposed approach comes at a price of being less broadly applicable than MCMC.

Bayesian Estimation of Wave Spectra – Proper Formulation of ABIC

DEFF Research Database (Denmark)

Nielsen, Ulrik Dam

2007-01-01

It is possible to estimate on-site wave spectra using measured ship responses applied to Bayesian Modelling based on two prior information: the wave spectrum must be smooth both directional-wise and frequency-wise. This paper introduces two hyperparameters into Bayesian Modelling and, hence, a pr...

A default Bayesian hypothesis test for correlations and partial correlations

NARCIS (Netherlands)

Wetzels, R.; Wagenmakers, E.J.

2012-01-01

We propose a default Bayesian hypothesis test for the presence of a correlation or a partial correlation. The test is a direct application of Bayesian techniques for variable selection in regression models. The test is easy to apply and yields practical advantages that the standard frequentist tests

Systematic search of Bayesian statistics in the field of psychotraumatology

NARCIS (Netherlands)

van de Schoot, Rens; Schalken, Naomi; Olff, Miranda

2017-01-01

In many different disciplines there is a recent increase in interest of Bayesian analysis. Bayesian methods implement Bayes' theorem, which states that prior beliefs are updated with data, and this process produces updated beliefs about model parameters. The prior is based on how much information we

Rationalizing method of replacement intervals by using Bayesian statistics

International Nuclear Information System (INIS)

Kasai, Masao; Notoya, Junichi; Kusakari, Yoshiyuki

2007-01-01

This study represents the formulations for rationalizing the replacement intervals of equipments and/or parts taking into account the probability density functions (PDF) of the parameters of failure distribution functions (FDF) and compares the optimized intervals by our formulations with those by conventional formulations which uses only representative values of the parameters of FDF instead of using these PDFs. The failure data are generated by Monte Carlo simulations since the real failure data can not be available for us. The PDF of PDF parameters are obtained by Bayesian method and the representative values are obtained by likelihood estimation and Bayesian method. We found that the method using PDF by Bayesian method brings longer replacement intervals than one using the representative of the parameters. (author)

Bayesian Group Bridge for Bi-level Variable Selection.

Science.gov (United States)

Mallick, Himel; Yi, Nengjun

2017-06-01

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

Development and comparison in uncertainty assessment based Bayesian modularization method in hydrological modeling

Science.gov (United States)

Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn

2013-04-01

SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.

Heuristics as Bayesian inference under extreme priors.

Science.gov (United States)

Parpart, Paula; Jones, Matt; Love, Bradley C

2018-05-01

Simple heuristics are often regarded as tractable decision strategies because they ignore a great deal of information in the input data. One puzzle is why heuristics can outperform full-information models, such as linear regression, which make full use of the available information. These "less-is-more" effects, in which a relatively simpler model outperforms a more complex model, are prevalent throughout cognitive science, and are frequently argued to demonstrate an inherent advantage of simplifying computation or ignoring information. In contrast, we show at the computational level (where algorithmic restrictions are set aside) that it is never optimal to discard information. Through a formal Bayesian analysis, we prove that popular heuristics, such as tallying and take-the-best, are formally equivalent to Bayesian inference under the limit of infinitely strong priors. Varying the strength of the prior yields a continuum of Bayesian models with the heuristics at one end and ordinary regression at the other. Critically, intermediate models perform better across all our simulations, suggesting that down-weighting information with the appropriate prior is preferable to entirely ignoring it. Rather than because of their simplicity, our analyses suggest heuristics perform well because they implement strong priors that approximate the actual structure of the environment. We end by considering how new heuristics could be derived by infinitely strengthening the priors of other Bayesian models. These formal results have implications for work in psychology, machine learning and economics. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.

Bayesian Networks and Influence Diagrams

DEFF Research Database (Denmark)

Kjærulff, Uffe Bro; Madsen, Anders Læsø

Bayesian Networks and Influence Diagrams: A Guide to Construction and Analysis, Second Edition, provides a comprehensive guide for practitioners who wish to understand, construct, and analyze intelligent systems for decision support based on probabilistic networks. This new edition contains six new...

Using Alien Coins to Test Whether Simple Inference Is Bayesian

Science.gov (United States)

Cassey, Peter; Hawkins, Guy E.; Donkin, Chris; Brown, Scott D.

2016-01-01

Reasoning and inference are well-studied aspects of basic cognition that have been explained as statistically optimal Bayesian inference. Using a simplified experimental design, we conducted quantitative comparisons between Bayesian inference and human inference at the level of individuals. In 3 experiments, with more than 13,000 participants, we…

Applying Bayesian statistics to the study of psychological trauma: A suggestion for future research.

Science.gov (United States)

Yalch, Matthew M

2016-03-01

Several contemporary researchers have noted the virtues of Bayesian methods of data analysis. Although debates continue about whether conventional or Bayesian statistics is the "better" approach for researchers in general, there are reasons why Bayesian methods may be well suited to the study of psychological trauma in particular. This article describes how Bayesian statistics offers practical solutions to the problems of data non-normality, small sample size, and missing data common in research on psychological trauma. After a discussion of these problems and the effects they have on trauma research, this article explains the basic philosophical and statistical foundations of Bayesian statistics and how it provides solutions to these problems using an applied example. Results of the literature review and the accompanying example indicates the utility of Bayesian statistics in addressing problems common in trauma research. Bayesian statistics provides a set of methodological tools and a broader philosophical framework that is useful for trauma researchers. Methodological resources are also provided so that interested readers can learn more. (c) 2016 APA, all rights reserved).

Motion Learning Based on Bayesian Program Learning

Directory of Open Access Journals (Sweden)

Cheng Meng-Zhen

2017-01-01

Full Text Available The concept of virtual human has been highly anticipated since the 1980s. By using computer technology, Human motion simulation could generate authentic visual effect, which could cheat human eyes visually. Bayesian Program Learning train one or few motion data, generate new motion data by decomposing and combining. And the generated motion will be more realistic and natural than the traditional one.In this paper, Motion learning based on Bayesian program learning allows us to quickly generate new motion data, reduce workload, improve work efficiency, reduce the cost of motion capture, and improve the reusability of data.

Bayesian Inference and Online Learning in Poisson Neuronal Networks.

Science.gov (United States)

Huang, Yanping; Rao, Rajesh P N

2016-08-01

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

Hierarchical Bayesian sparse image reconstruction with application to MRFM.

Science.gov (United States)

Dobigeon, Nicolas; Hero, Alfred O; Tourneret, Jean-Yves

2009-09-01

This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g., by maximizing the estimated posterior distribution. In our fully Bayesian approach, the posteriors of all the parameters are available. Thus, our algorithm provides more information than other previously proposed sparse reconstruction methods that only give a point estimate. The performance of the proposed hierarchical Bayesian sparse reconstruction method is illustrated on synthetic data and real data collected from a tobacco virus sample using a prototype MRFM instrument.

Bayesian inference of chemical kinetic models from proposed reactions

KAUST Repository

Galagali, Nikhil

2015-02-01

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

Bayesian detection of causal rare variants under posterior consistency.

KAUST Repository

Liang, Faming

2013-07-26

Identification of causal rare variants that are associated with complex traits poses a central challenge on genome-wide association studies. However, most current research focuses only on testing the global association whether the rare variants in a given genomic region are collectively associated with the trait. Although some recent work, e.g., the Bayesian risk index method, have tried to address this problem, it is unclear whether the causal rare variants can be consistently identified by them in the small-n-large-P situation. We develop a new Bayesian method, the so-called Bayesian Rare Variant Detector (BRVD), to tackle this problem. The new method simultaneously addresses two issues: (i) (Global association test) Are there any of the variants associated with the disease, and (ii) (Causal variant detection) Which variants, if any, are driving the association. The BRVD ensures the causal rare variants to be consistently identified in the small-n-large-P situation by imposing some appropriate prior distributions on the model and model specific parameters. The numerical results indicate that the BRVD is more powerful for testing the global association than the existing methods, such as the combined multivariate and collapsing test, weighted sum statistic test, RARECOVER, sequence kernel association test, and Bayesian risk index, and also more powerful for identification of causal rare variants than the Bayesian risk index method. The BRVD has also been successfully applied to the Early-Onset Myocardial Infarction (EOMI) Exome Sequence Data. It identified a few causal rare variants that have been verified in the literature.

Bayesian detection of causal rare variants under posterior consistency.

Directory of Open Access Journals (Sweden)

Faming Liang

Full Text Available Identification of causal rare variants that are associated with complex traits poses a central challenge on genome-wide association studies. However, most current research focuses only on testing the global association whether the rare variants in a given genomic region are collectively associated with the trait. Although some recent work, e.g., the Bayesian risk index method, have tried to address this problem, it is unclear whether the causal rare variants can be consistently identified by them in the small-n-large-P situation. We develop a new Bayesian method, the so-called Bayesian Rare Variant Detector (BRVD, to tackle this problem. The new method simultaneously addresses two issues: (i (Global association test Are there any of the variants associated with the disease, and (ii (Causal variant detection Which variants, if any, are driving the association. The BRVD ensures the causal rare variants to be consistently identified in the small-n-large-P situation by imposing some appropriate prior distributions on the model and model specific parameters. The numerical results indicate that the BRVD is more powerful for testing the global association than the existing methods, such as the combined multivariate and collapsing test, weighted sum statistic test, RARECOVER, sequence kernel association test, and Bayesian risk index, and also more powerful for identification of causal rare variants than the Bayesian risk index method. The BRVD has also been successfully applied to the Early-Onset Myocardial Infarction (EOMI Exome Sequence Data. It identified a few causal rare variants that have been verified in the literature.

Bayesian detection of causal rare variants under posterior consistency.

KAUST Repository

Liang, Faming; Xiong, Momiao

2013-01-01

Identification of causal rare variants that are associated with complex traits poses a central challenge on genome-wide association studies. However, most current research focuses only on testing the global association whether the rare variants in a given genomic region are collectively associated with the trait. Although some recent work, e.g., the Bayesian risk index method, have tried to address this problem, it is unclear whether the causal rare variants can be consistently identified by them in the small-n-large-P situation. We develop a new Bayesian method, the so-called Bayesian Rare Variant Detector (BRVD), to tackle this problem. The new method simultaneously addresses two issues: (i) (Global association test) Are there any of the variants associated with the disease, and (ii) (Causal variant detection) Which variants, if any, are driving the association. The BRVD ensures the causal rare variants to be consistently identified in the small-n-large-P situation by imposing some appropriate prior distributions on the model and model specific parameters. The numerical results indicate that the BRVD is more powerful for testing the global association than the existing methods, such as the combined multivariate and collapsing test, weighted sum statistic test, RARECOVER, sequence kernel association test, and Bayesian risk index, and also more powerful for identification of causal rare variants than the Bayesian risk index method. The BRVD has also been successfully applied to the Early-Onset Myocardial Infarction (EOMI) Exome Sequence Data. It identified a few causal rare variants that have been verified in the literature.

Bayesian Averaging is Well-Temperated

DEFF Research Database (Denmark)

Hansen, Lars Kai

2000-01-01

Bayesian predictions are stochastic just like predictions of any other inference scheme that generalize from a finite sample. While a simple variational argument shows that Bayes averaging is generalization optimal given that the prior matches the teacher parameter distribution the situation is l...

Differentiated Bayesian Conjoint Choice Designs

NARCIS (Netherlands)

Z. Sándor (Zsolt); M. Wedel (Michel)

2003-01-01

textabstractPrevious conjoint choice design construction procedures have produced a single design that is administered to all subjects. This paper proposes to construct a limited set of different designs. The designs are constructed in a Bayesian fashion, taking into account prior uncertainty about

Bayesian NL interpretation and learning

NARCIS (Netherlands)

Zeevat, H.

2011-01-01

Everyday natural language communication is normally successful, even though contemporary computational linguistics has shown that NL is characterised by very high degree of ambiguity and the results of stochastic methods are not good enough to explain the high success rate. Bayesian natural language

An elementary introduction to Bayesian computing using WinBUGS.

Science.gov (United States)

Fryback, D G; Stout, N K; Rosenberg, M A

2001-01-01

Bayesian statistics provides effective techniques for analyzing data and translating the results to inform decision making. This paper provides an elementary tutorial overview of the WinBUGS software for performing Bayesian statistical analysis. Background information on the computational methods used by the software is provided. Two examples drawn from the field of medical decision making are presented to illustrate the features and functionality of the software.

Bayesian network modeling of operator's state recognition process

International Nuclear Information System (INIS)

Hatakeyama, Naoki; Furuta, Kazuo

2000-01-01

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

Bayesian estimation methods in metrology

International Nuclear Information System (INIS)

Cox, M.G.; Forbes, A.B.; Harris, P.M.

2004-01-01

In metrology -- the science of measurement -- a measurement result must be accompanied by a statement of its associated uncertainty. The degree of validity of a measurement result is determined by the validity of the uncertainty statement. In recognition of the importance of uncertainty evaluation, the International Standardization Organization in 1995 published the Guide to the Expression of Uncertainty in Measurement and the Guide has been widely adopted. The validity of uncertainty statements is tested in interlaboratory comparisons in which an artefact is measured by a number of laboratories and their measurement results compared. Since the introduction of the Mutual Recognition Arrangement, key comparisons are being undertaken to determine the degree of equivalence of laboratories for particular measurement tasks. In this paper, we discuss the possible development of the Guide to reflect Bayesian approaches and the evaluation of key comparison data using Bayesian estimation methods

[Bayesian approach for the cost-effectiveness evaluation of healthcare technologies].

Science.gov (United States)

Berchialla, Paola; Gregori, Dario; Brunello, Franco; Veltri, Andrea; Petrinco, Michele; Pagano, Eva

2009-01-01

The development of Bayesian statistical methods for the assessment of the cost-effectiveness of health care technologies is reviewed. Although many studies adopt a frequentist approach, several authors have advocated the use of Bayesian methods in health economics. Emphasis has been placed on the advantages of the Bayesian approach, which include: (i) the ability to make more intuitive and meaningful inferences; (ii) the ability to tackle complex problems, such as allowing for the inclusion of patients who generate no cost, thanks to the availability of powerful computational algorithms; (iii) the importance of a full use of quantitative and structural prior information to produce realistic inferences. Much literature comparing the cost-effectiveness of two treatments is based on the incremental cost-effectiveness ratio. However, new methods are arising with the purpose of decision making. These methods are based on a net benefits approach. In the present context, the cost-effectiveness acceptability curves have been pointed out to be intrinsically Bayesian in their formulation. They plot the probability of a positive net benefit against the threshold cost of a unit increase in efficacy.A case study is presented in order to illustrate the Bayesian statistics in the cost-effectiveness analysis. Emphasis is placed on the cost-effectiveness acceptability curves. Advantages and disadvantages of the method described in this paper have been compared to frequentist methods and discussed.

Numerical methods for Bayesian inference in the face of aging

International Nuclear Information System (INIS)

Clarotti, C.A.; Villain, B.; Procaccia, H.

1996-01-01

In recent years, much attention has been paid to Bayesian methods for Risk Assessment. Until now, these methods have been studied from a theoretical point of view. Researchers have been mainly interested in: studying the effectiveness of Bayesian methods in handling rare events; debating about the problem of priors and other philosophical issues. An aspect central to the Bayesian approach is numerical computation because any safety/reliability problem, in a Bayesian frame, ends with a problem of numerical integration. This aspect has been neglected until now because most Risk studies assumed the Exponential model as the basic probabilistic model. The existence of conjugate priors makes numerical integration unnecessary in this case. If aging is to be taken into account, no conjugate family is available and the use of numerical integration becomes compulsory. EDF (National Board of Electricity, of France) and ENEA (National Committee for Energy, New Technologies and Environment, of Italy) jointly carried out a research program aimed at developing quadrature methods suitable for Bayesian Interference with underlying Weibull or gamma distributions. The paper will illustrate the main results achieved during the above research program and will discuss, via some sample cases, the performances of the numerical algorithms which on the appearance of stress corrosion cracking in the tubes of Steam Generators of PWR French power plants. (authors)

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

DEFF Research Database (Denmark)

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

2011-01-01

We review the experience obtained in using integrative Bayesian models in interdisciplinary analysis focusing on sustainable use of marine resources and environmental management tasks. We have applied Bayesian models to both fisheries and environmental risk analysis problems. Bayesian belief...... be time consuming and research projects can be difficult to manage due to unpredictable technical problems related to parameter estimation. Biology, sociology and environmental economics have their own scientific traditions. Bayesian models are becoming traditional tools in fisheries biology, where...

Non-Bayesian decision theory beliefs and desires as reasons for action

CERN Document Server

Peterson, Martin

2008-01-01

This book aims to present an account of rational choice from a non-Bayesian point of view. It provides the first non-Bayesian account of normative decision theory and includes a formal account of the framing of decision problems.

Bayesian phylogeography finds its roots.

Directory of Open Access Journals (Sweden)

Philippe Lemey

2009-09-01

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

A systematic review of Bayesian articles in psychology: The last 25 years.

Science.gov (United States)

van de Schoot, Rens; Winter, Sonja D; Ryan, Oisín; Zondervan-Zwijnenburg, Mariëlle; Depaoli, Sarah

2017-06-01

Although the statistical tools most often used by researchers in the field of psychology over the last 25 years are based on frequentist statistics, it is often claimed that the alternative Bayesian approach to statistics is gaining in popularity. In the current article, we investigated this claim by performing the very first systematic review of Bayesian psychological articles published between 1990 and 2015 (n = 1,579). We aim to provide a thorough presentation of the role Bayesian statistics plays in psychology. This historical assessment allows us to identify trends and see how Bayesian methods have been integrated into psychological research in the context of different statistical frameworks (e.g., hypothesis testing, cognitive models, IRT, SEM, etc.). We also describe take-home messages and provide "big-picture" recommendations to the field as Bayesian statistics becomes more popular. Our review indicated that Bayesian statistics is used in a variety of contexts across subfields of psychology and related disciplines. There are many different reasons why one might choose to use Bayes (e.g., the use of priors, estimating otherwise intractable models, modeling uncertainty, etc.). We found in this review that the use of Bayes has increased and broadened in the sense that this methodology can be used in a flexible manner to tackle many different forms of questions. We hope this presentation opens the door for a larger discussion regarding the current state of Bayesian statistics, as well as future trends. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Bayesian Classification of Image Structures

DEFF Research Database (Denmark)

Goswami, Dibyendu; Kalkan, Sinan; Krüger, Norbert

2009-01-01

In this paper, we describe work on Bayesian classi ers for distinguishing between homogeneous structures, textures, edges and junctions. We build semi-local classiers from hand-labeled images to distinguish between these four different kinds of structures based on the concept of intrinsic dimensi...

3-D contextual Bayesian classifiers

DEFF Research Database (Denmark)

Larsen, Rasmus

In this paper we will consider extensions of a series of Bayesian 2-D contextual classification pocedures proposed by Owen (1984) Hjort & Mohn (1984) and Welch & Salter (1971) and Haslett (1985) to 3 spatial dimensions. It is evident that compared to classical pixelwise classification further...

Bayesian adaptive methods for clinical trials

National Research Council Canada - National Science Library

Berry, Scott M

2011-01-01

.... One is that Bayesian approaches implemented with the majority of their informative content coming from the current data, and not any external prior informa- tion, typically have good frequentist properties (e.g...

CytoBayesJ: software tools for Bayesian analysis of cytogenetic radiation dosimetry data.

Science.gov (United States)

Ainsbury, Elizabeth A; Vinnikov, Volodymyr; Puig, Pedro; Maznyk, Nataliya; Rothkamm, Kai; Lloyd, David C

2013-08-30

A number of authors have suggested that a Bayesian approach may be most appropriate for analysis of cytogenetic radiation dosimetry data. In the Bayesian framework, probability of an event is described in terms of previous expectations and uncertainty. Previously existing, or prior, information is used in combination with experimental results to infer probabilities or the likelihood that a hypothesis is true. It has been shown that the Bayesian approach increases both the accuracy and quality assurance of radiation dose estimates. New software entitled CytoBayesJ has been developed with the aim of bringing Bayesian analysis to cytogenetic biodosimetry laboratory practice. CytoBayesJ takes a number of Bayesian or 'Bayesian like' methods that have been proposed in the literature and presents them to the user in the form of simple user-friendly tools, including testing for the most appropriate model for distribution of chromosome aberrations and calculations of posterior probability distributions. The individual tools are described in detail and relevant examples of the use of the methods and the corresponding CytoBayesJ software tools are given. In this way, the suitability of the Bayesian approach to biological radiation dosimetry is highlighted and its wider application encouraged by providing a user-friendly software interface and manual in English and Russian. Copyright © 2013 Elsevier B.V. All rights reserved.

Bayesian Estimation and Inference using Stochastic Hardware

Directory of Open Access Journals (Sweden)

Chetan Singh Thakur

2016-03-01

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

Bayesian Estimation and Inference Using Stochastic Electronics.

Science.gov (United States)

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

2016-01-01

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

Applying Bayesian Statistics to Educational Evaluation. Theoretical Paper No. 62.

Science.gov (United States)

Brumet, Michael E.

Bayesian statistical inference is unfamiliar to many educational evaluators. While the classical model is useful in educational research, it is not as useful in evaluation because of the need to identify solutions to practical problems based on a wide spectrum of information. The reason Bayesian analysis is effective for decision making is that it…

Bayesian Inference of a Multivariate Regression Model

Directory of Open Access Journals (Sweden)

Marick S. Sinay

2014-01-01

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

Bayesian Methods for Radiation Detection and Dosimetry

International Nuclear Information System (INIS)

Peter G. Groer

2002-01-01

We performed work in three areas: radiation detection, external and internal radiation dosimetry. In radiation detection we developed Bayesian techniques to estimate the net activity of high and low activity radioactive samples. These techniques have the advantage that the remaining uncertainty about the net activity is described by probability densities. Graphs of the densities show the uncertainty in pictorial form. Figure 1 below demonstrates this point. We applied stochastic processes for a method to obtain Bayesian estimates of 222Rn-daughter products from observed counting rates. In external radiation dosimetry we studied and developed Bayesian methods to estimate radiation doses to an individual with radiation induced chromosome aberrations. We analyzed chromosome aberrations after exposure to gammas and neutrons and developed a method for dose-estimation after criticality accidents. The research in internal radiation dosimetry focused on parameter estimation for compartmental models from observed compartmental activities. From the estimated probability densities of the model parameters we were able to derive the densities for compartmental activities for a two compartment catenary model at different times. We also calculated the average activities and their standard deviation for a simple two compartment model

A computational Bayesian approach to dependency assessment in system reliability

International Nuclear Information System (INIS)

Yontay, Petek; Pan, Rong

2016-01-01

Due to the increasing complexity of engineered products, it is of great importance to develop a tool to assess reliability dependencies among components and systems under the uncertainty of system reliability structure. In this paper, a Bayesian network approach is proposed for evaluating the conditional probability of failure within a complex system, using a multilevel system configuration. Coupling with Bayesian inference, the posterior distributions of these conditional probabilities can be estimated by combining failure information and expert opinions at both system and component levels. Three data scenarios are considered in this study, and they demonstrate that, with the quantification of the stochastic relationship of reliability within a system, the dependency structure in system reliability can be gradually revealed by the data collected at different system levels. - Highlights: • A Bayesian network representation of system reliability is presented. • Bayesian inference methods for assessing dependencies in system reliability are developed. • Complete and incomplete data scenarios are discussed. • The proposed approach is able to integrate reliability information from multiple sources at multiple levels of the system.

Approximate Bayesian recursive estimation

Czech Academy of Sciences Publication Activity Database

Kárný, Miroslav

2014-01-01

Roč. 285, č. 1 (2014), s. 100-111 ISSN 0020-0255 R&D Projects: GA ČR GA13-13502S Institutional support: RVO:67985556 Keywords : Approximate parameter estimation * Bayesian recursive estimation * Kullback–Leibler divergence * Forgetting Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 4.038, year: 2014 http://library.utia.cas.cz/separaty/2014/AS/karny-0425539.pdf

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

NARCIS (Netherlands)

Mohammadi, A.; Wit, E.C.

2017-01-01

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

Bayesian parameter estimation in probabilistic risk assessment

International Nuclear Information System (INIS)

Siu, Nathan O.; Kelly, Dana L.

1998-01-01

Bayesian statistical methods are widely used in probabilistic risk assessment (PRA) because of their ability to provide useful estimates of model parameters when data are sparse and because the subjective probability framework, from which these methods are derived, is a natural framework to address the decision problems motivating PRA. This paper presents a tutorial on Bayesian parameter estimation especially relevant to PRA. It summarizes the philosophy behind these methods, approaches for constructing likelihood functions and prior distributions, some simple but realistic examples, and a variety of cautions and lessons regarding practical applications. References are also provided for more in-depth coverage of various topics

Length Scales in Bayesian Automatic Adaptive Quadrature

Directory of Open Access Journals (Sweden)

Adam Gh.

2016-01-01

Full Text Available Two conceptual developments in the Bayesian automatic adaptive quadrature approach to the numerical solution of one-dimensional Riemann integrals [Gh. Adam, S. Adam, Springer LNCS 7125, 1–16 (2012] are reported. First, it is shown that the numerical quadrature which avoids the overcomputing and minimizes the hidden floating point loss of precision asks for the consideration of three classes of integration domain lengths endowed with specific quadrature sums: microscopic (trapezoidal rule, mesoscopic (Simpson rule, and macroscopic (quadrature sums of high algebraic degrees of precision. Second, sensitive diagnostic tools for the Bayesian inference on macroscopic ranges, coming from the use of Clenshaw-Curtis quadrature, are derived.

A systematic review of Bayesian articles in psychology : The last 25 years

OpenAIRE

van de Schoot, Rens; Winter, Sonja; Ryan, Oisín; Zondervan - Zwijnenburg, Mariëlle; Depaoli, Sarah

2017-01-01

Although the statistical tools most often used by researchers in the field of psychology over the last 25 years are based on frequentist statistics, it is often claimed that the alternative Bayesian approach to statistics is gaining in popularity. In the current article, we investigated this claim by performing the very first systematic review of Bayesian psychological articles published between 1990 and 2015 (n = 1,579). We aim to provide a thorough presentation of the role Bayesian statisti...

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

CERN Document Server

Hilbe, Joseph M; Ishida, Emille E O

2017-01-01

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

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

Science.gov (United States)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Bayesian Sampling using Condition Indicators

DEFF Research Database (Denmark)

Faber, Michael H.; Sørensen, John Dalsgaard

2002-01-01

of condition indicators introduced by Benjamin and Cornell (1970) a Bayesian approach to quality control is formulated. The formulation is then extended to the case where the quality control is based on sampling of indirect information about the condition of the components, i.e. condition indicators...

Bayesian calibration of simultaneity in audiovisual temporal order judgments.

Directory of Open Access Journals (Sweden)

Shinya Yamamoto

Full Text Available After repeated exposures to two successive audiovisual stimuli presented in one frequent order, participants eventually perceive a pair separated by some lag time in the same order as occurring simultaneously (lag adaptation. In contrast, we previously found that perceptual changes occurred in the opposite direction in response to tactile stimuli, conforming to bayesian integration theory (bayesian calibration. We further showed, in theory, that the effect of bayesian calibration cannot be observed when the lag adaptation was fully operational. This led to the hypothesis that bayesian calibration affects judgments regarding the order of audiovisual stimuli, but that this effect is concealed behind the lag adaptation mechanism. In the present study, we showed that lag adaptation is pitch-insensitive using two sounds at 1046 and 1480 Hz. This enabled us to cancel lag adaptation by associating one pitch with sound-first stimuli and the other with light-first stimuli. When we presented each type of stimulus (high- or low-tone in a different block, the point of simultaneity shifted to "sound-first" for the pitch associated with sound-first stimuli, and to "light-first" for the pitch associated with light-first stimuli. These results are consistent with lag adaptation. In contrast, when we delivered each type of stimulus in a randomized order, the point of simultaneity shifted to "light-first" for the pitch associated with sound-first stimuli, and to "sound-first" for the pitch associated with light-first stimuli. The results clearly show that bayesian calibration is pitch-specific and is at work behind pitch-insensitive lag adaptation during temporal order judgment of audiovisual stimuli.

Accurate phenotyping: Reconciling approaches through Bayesian model averaging.

Directory of Open Access Journals (Sweden)

Carla Chia-Ming Chen

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

Quantum Bayesian rule for weak measurements of qubits in superconducting circuit QED

International Nuclear Information System (INIS)

Wang, Peiyue; Qin, Lupei; Li, Xin-Qi

2014-01-01

Compared with the quantum trajectory equation (QTE), the quantum Bayesian approach has the advantage of being more efficient to infer a quantum state under monitoring, based on the integrated output of measurements. For weak measurement of qubits in circuit quantum electrodynamics (cQED), properly accounting for the measurement backaction effects within the Bayesian framework is an important problem of current interest. Elegant work towards this task was carried out by Korotkov in ‘bad-cavity’ and weak-response limits (Korotkov 2011 Quantum Bayesian approach to circuit QED measurement (arXiv:1111.4016)). In the present work, based on insights from the cavity-field states (dynamics) and the help of an effective QTE, we generalize the results of Korotkov to more general system parameters. The obtained Bayesian rule is in full agreement with Korotkov's result in limiting cases and as well holds satisfactory accuracy in non-limiting cases in comparison with the QTE simulations. We expect the proposed Bayesian rule to be useful for future cQED measurement and control experiments. (paper)

Risk, unexpected uncertainty, and estimation uncertainty: Bayesian learning in unstable settings.

Directory of Open Access Journals (Sweden)

Elise Payzan-LeNestour

Full Text Available Recently, evidence has emerged that humans approach learning using Bayesian updating rather than (model-free reinforcement algorithms in a six-arm restless bandit problem. Here, we investigate what this implies for human appreciation of uncertainty. In our task, a Bayesian learner distinguishes three equally salient levels of uncertainty. First, the Bayesian perceives irreducible uncertainty or risk: even knowing the payoff probabilities of a given arm, the outcome remains uncertain. Second, there is (parameter estimation uncertainty or ambiguity: payoff probabilities are unknown and need to be estimated. Third, the outcome probabilities of the arms change: the sudden jumps are referred to as unexpected uncertainty. We document how the three levels of uncertainty evolved during the course of our experiment and how it affected the learning rate. We then zoom in on estimation uncertainty, which has been suggested to be a driving force in exploration, in spite of evidence of widespread aversion to ambiguity. Our data corroborate the latter. We discuss neural evidence that foreshadowed the ability of humans to distinguish between the three levels of uncertainty. Finally, we investigate the boundaries of human capacity to implement Bayesian learning. We repeat the experiment with different instructions, reflecting varying levels of structural uncertainty. Under this fourth notion of uncertainty, choices were no better explained by Bayesian updating than by (model-free reinforcement learning. Exit questionnaires revealed that participants remained unaware of the presence of unexpected uncertainty and failed to acquire the right model with which to implement Bayesian updating.

Bayesian logistic regression approaches to predict incorrect DRG assignment.

Science.gov (United States)

Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural

2018-05-07

Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.

Bayesian inference on proportional elections.

Directory of Open Access Journals (Sweden)

Gabriel Hideki Vatanabe Brunello

Full Text Available Polls for majoritarian voting systems usually show estimates of the percentage of votes for each candidate. However, proportional vote systems do not necessarily guarantee the candidate with the most percentage of votes will be elected. Thus, traditional methods used in majoritarian elections cannot be applied on proportional elections. In this context, the purpose of this paper was to perform a Bayesian inference on proportional elections considering the Brazilian system of seats distribution. More specifically, a methodology to answer the probability that a given party will have representation on the chamber of deputies was developed. Inferences were made on a Bayesian scenario using the Monte Carlo simulation technique, and the developed methodology was applied on data from the Brazilian elections for Members of the Legislative Assembly and Federal Chamber of Deputies in 2010. A performance rate was also presented to evaluate the efficiency of the methodology. Calculations and simulations were carried out using the free R statistical software.

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

KAUST Repository

Jin, Ick Hoon

2014-03-01

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

On the prior probabilities for two-stage Bayesian estimates

International Nuclear Information System (INIS)

Kohut, P.

1992-01-01

The method of Bayesian inference is reexamined for its applicability and for the required underlying assumptions in obtaining and using prior probability estimates. Two different approaches are suggested to determine the first-stage priors in the two-stage Bayesian analysis which avoid certain assumptions required for other techniques. In the first scheme, the prior is obtained through a true frequency based distribution generated at selected intervals utilizing actual sampling of the failure rate distributions. The population variability distribution is generated as the weighed average of the frequency distributions. The second method is based on a non-parametric Bayesian approach using the Maximum Entropy Principle. Specific features such as integral properties or selected parameters of prior distributions may be obtained with minimal assumptions. It is indicated how various quantiles may also be generated with a least square technique

The significance test controversy revisited the fiducial Bayesian alternative

CERN Document Server

Lecoutre, Bruno

2014-01-01

The purpose of this book is not only to revisit the “significance test controversy,”but also to provide a conceptually sounder alternative. As such, it presents a Bayesian framework for a new approach to analyzing and interpreting experimental data. It also prepares students and researchers for reporting on experimental results. Normative aspects: The main views of statistical tests are revisited and the philosophies of Fisher, Neyman-Pearson and Jeffrey are discussed in detail. Descriptive aspects: The misuses of Null Hypothesis Significance Tests are reconsidered in light of Jeffreys’ Bayesian conceptions concerning the role of statistical inference in experimental investigations. Prescriptive aspects: The current effect size and confidence interval reporting practices are presented and seriously questioned. Methodological aspects are carefully discussed and fiducial Bayesian methods are proposed as a more suitable alternative for reporting on experimental results. In closing, basic routine procedures...

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 of interactions. We propose using a Bayesian framework to address this problem. Bayesian policy reuse (BPR) has been empirically shown to be efficient at correctly detecting the best policy to use from a library in sequential decision tasks. In this paper we...

Software Health Management with Bayesian Networks

Science.gov (United States)

Mengshoel, Ole; Schumann, JOhann

2011-01-01

Most modern aircraft as well as other complex machinery is equipped with diagnostics systems for its major subsystems. During operation, sensors provide important information about the subsystem (e.g., the engine) and that information is used to detect and diagnose faults. Most of these systems focus on the monitoring of a mechanical, hydraulic, or electromechanical subsystem of the vehicle or machinery. Only recently, health management systems that monitor software have been developed. In this paper, we will discuss our approach of using Bayesian networks for Software Health Management (SWHM). We will discuss SWHM requirements, which make advanced reasoning capabilities for the detection and diagnosis important. Then we will present our approach to using Bayesian networks for the construction of health models that dynamically monitor a software system and is capable of detecting and diagnosing faults.

Bayesian Hypothesis Testing

Energy Technology Data Exchange (ETDEWEB)

Andrews, Stephen A. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Sigeti, David E. [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

2017-11-15

These are a set of slides about Bayesian hypothesis testing, where many hypotheses are tested. The conclusions are the following: The value of the Bayes factor obtained when using the median of the posterior marginal is almost the minimum value of the Bayes factor. The value of τ² which minimizes the Bayes factor is a reasonable choice for this parameter. This allows a likelihood ratio to be computed with is the least favorable to H₀.

Minimum mean square error estimation and approximation of the Bayesian update

KAUST Repository

Litvinenko, Alexander; Matthies, Hermann G.; Zander, Elmar

2015-01-01

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(w), a measurement operator Y (u(q); q), where u(q; w) uncertain solution. Aim: to identify q(w). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(w) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a functional approximation, e.g. polynomial chaos expansion (PCE). New: We derive linear, quadratic etc approximation of full Bayesian update.

Minimum mean square error estimation and approximation of the Bayesian update

KAUST Repository

Litvinenko, Alexander

2015-01-07

Given: a physical system modeled by a PDE or ODE with uncertain coefficient q(w), a measurement operator Y (u(q); q), where u(q; w) uncertain solution. Aim: to identify q(w). The mapping from parameters to observations is usually not invertible, hence this inverse identification problem is generally ill-posed. To identify q(w) we derived non-linear Bayesian update from the variational problem associated with conditional expectation. To reduce cost of the Bayesian update we offer a functional approximation, e.g. polynomial chaos expansion (PCE). New: We derive linear, quadratic etc approximation of full Bayesian update.

Bayesian linkage and segregation analysis: factoring the problem.

Science.gov (United States)

Matthysse, S

2000-01-01

Complex segregation analysis and linkage methods are mathematical techniques for the genetic dissection of complex diseases. They are used to delineate complex modes of familial transmission and to localize putative disease susceptibility loci to specific chromosomal locations. The computational problem of Bayesian linkage and segregation analysis is one of integration in high-dimensional spaces. In this paper, three available techniques for Bayesian linkage and segregation analysis are discussed: Markov Chain Monte Carlo (MCMC), importance sampling, and exact calculation. The contribution of each to the overall integration will be explicitly discussed.

Bayesian and maximum likelihood estimation of genetic maps

DEFF Research Database (Denmark)

York, Thomas L.; Durrett, Richard T.; Tanksley, Steven

2005-01-01

There has recently been increased interest in the use of Markov Chain Monte Carlo (MCMC)-based Bayesian methods for estimating genetic maps. The advantage of these methods is that they can deal accurately with missing data and genotyping errors. Here we present an extension of the previous methods...... of genotyping errors. A similar advantage of the Bayesian method was not observed for missing data. We also re-analyse a recently published set of data from the eggplant and show that the use of the MCMC-based method leads to smaller estimates of genetic distances....

Bayesian dynamic mediation analysis.

Science.gov (United States)

Huang, Jing; Yuan, Ying

2017-12-01

Most existing methods for mediation analysis assume that mediation is a stationary, time-invariant process, which overlooks the inherently dynamic nature of many human psychological processes and behavioral activities. In this article, we consider mediation as a dynamic process that continuously changes over time. We propose Bayesian multilevel time-varying coefficient models to describe and estimate such dynamic mediation effects. By taking the nonparametric penalized spline approach, the proposed method is flexible and able to accommodate any shape of the relationship between time and mediation effects. Simulation studies show that the proposed method works well and faithfully reflects the true nature of the mediation process. By modeling mediation effect nonparametrically as a continuous function of time, our method provides a valuable tool to help researchers obtain a more complete understanding of the dynamic nature of the mediation process underlying psychological and behavioral phenomena. We also briefly discuss an alternative approach of using dynamic autoregressive mediation model to estimate the dynamic mediation effect. The computer code is provided to implement the proposed Bayesian dynamic mediation analysis. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

OpenAIRE

Gupta; Srivastava

2010-01-01

Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform, Gaussian, Wishart, and inverse Wishart distributions. Additionally, formulas are given for a log gamma Bregman divergence and the differential entropy and relative entropy for the Wishart and inverse Wishart. The results, as always with Bayesian est...

A Bayesian approach to model uncertainty

International Nuclear Information System (INIS)

Buslik, A.

1994-01-01

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

Bayesian image restoration, using configurations

DEFF Research Database (Denmark)

Thorarinsdottir, Thordis

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

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.

Bayesian Methods and Universal Darwinism

Science.gov (United States)

Campbell, John

2009-12-01

Bayesian methods since the time of Laplace have been understood by their practitioners as closely aligned to the scientific method. Indeed a recent Champion of Bayesian methods, E. T. Jaynes, titled his textbook on the subject Probability Theory: the Logic of Science. Many philosophers of science including Karl Popper and Donald Campbell have interpreted the evolution of Science as a Darwinian process consisting of a `copy with selective retention' algorithm abstracted from Darwin's theory of Natural Selection. Arguments are presented for an isomorphism between Bayesian Methods and Darwinian processes. Universal Darwinism, as the term has been developed by Richard Dawkins, Daniel Dennett and Susan Blackmore, is the collection of scientific theories which explain the creation and evolution of their subject matter as due to the Operation of Darwinian processes. These subject matters span the fields of atomic physics, chemistry, biology and the social sciences. The principle of Maximum Entropy states that Systems will evolve to states of highest entropy subject to the constraints of scientific law. This principle may be inverted to provide illumination as to the nature of scientific law. Our best cosmological theories suggest the universe contained much less complexity during the period shortly after the Big Bang than it does at present. The scientific subject matter of atomic physics, chemistry, biology and the social sciences has been created since that time. An explanation is proposed for the existence of this subject matter as due to the evolution of constraints in the form of adaptations imposed on Maximum Entropy. It is argued these adaptations were discovered and instantiated through the Operations of a succession of Darwinian processes.

Search Parameter Optimization for Discrete, Bayesian, and Continuous Search Algorithms

Science.gov (United States)

2017-09-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS SEARCH PARAMETER OPTIMIZATION FOR DISCRETE , BAYESIAN, AND CONTINUOUS SEARCH ALGORITHMS by...to 09-22-2017 4. TITLE AND SUBTITLE SEARCH PARAMETER OPTIMIZATION FOR DISCRETE , BAYESIAN, AND CON- TINUOUS SEARCH ALGORITHMS 5. FUNDING NUMBERS 6...simple search and rescue acts to prosecuting aerial/surface/submersible targets on mission. This research looks at varying the known discrete and

Bayesian Nonlinear Assimilation of Eulerian and Lagrangian Coastal Flow Data

Science.gov (United States)

2015-09-30

Lagrangian Coastal Flow Data Dr. Pierre F.J. Lermusiaux Department of Mechanical Engineering Center for Ocean Science and Engineering Massachusetts...Develop and apply theory, schemes and computational systems for rigorous Bayesian nonlinear assimilation of Eulerian and Lagrangian coastal flow data...coastal ocean fields, both in Eulerian and Lagrangian forms. - Further develop and implement our GMM-DO schemes for robust Bayesian nonlinear estimation

Sequential Inverse Problems Bayesian Principles and the Logistic Map Example

Science.gov (United States)

Duan, Lian; Farmer, Chris L.; Moroz, Irene M.

2010-09-01

Bayesian statistics provides a general framework for solving inverse problems, but is not without interpretation and implementation problems. This paper discusses difficulties arising from the fact that forward models are always in error to some extent. Using a simple example based on the one-dimensional logistic map, we argue that, when implementation problems are minimal, the Bayesian framework is quite adequate. In this paper the Bayesian Filter is shown to be able to recover excellent state estimates in the perfect model scenario (PMS) and to distinguish the PMS from the imperfect model scenario (IMS). Through a quantitative comparison of the way in which the observations are assimilated in both the PMS and the IMS scenarios, we suggest that one can, sometimes, measure the degree of imperfection.

Multiscale Bayesian neural networks for soil water content estimation

Science.gov (United States)

Jana, Raghavendra B.; Mohanty, Binayak P.; Springer, Everett P.

2008-08-01

Artificial neural networks (ANN) have been used for some time now to estimate soil hydraulic parameters from other available or more easily measurable soil properties. However, most such uses of ANNs as pedotransfer functions (PTFs) have been at matching spatial scales (1:1) of inputs and outputs. This approach assumes that the outputs are only required at the same scale as the input data. Unfortunately, this is rarely true. Different hydrologic, hydroclimatic, and contaminant transport models require soil hydraulic parameter data at different spatial scales, depending upon their grid sizes. While conventional (deterministic) ANNs have been traditionally used in these studies, the use of Bayesian training of ANNs is a more recent development. In this paper, we develop a Bayesian framework to derive soil water retention function including its uncertainty at the point or local scale using PTFs trained with coarser-scale Soil Survey Geographic (SSURGO)-based soil data. The approach includes an ANN trained with Bayesian techniques as a PTF tool with training and validation data collected across spatial extents (scales) in two different regions in the United States. The two study areas include the Las Cruces Trench site in the Rio Grande basin of New Mexico, and the Southern Great Plains 1997 (SGP97) hydrology experimental region in Oklahoma. Each region-specific Bayesian ANN is trained using soil texture and bulk density data from the SSURGO database (scale 1:24,000), and predictions of the soil water contents at different pressure heads with point scale data (1:1) inputs are made. The resulting outputs are corrected for bias using both linear and nonlinear correction techniques. The results show good agreement between the soil water content values measured at the point scale and those predicted by the Bayesian ANN-based PTFs for both the study sites. Overall, Bayesian ANNs coupled with nonlinear bias correction are found to be very suitable tools for deriving soil

Bayesian Methods for Predicting the Shape of Chinese Yam in Terms of Key Diameters

Directory of Open Access Journals (Sweden)

Mitsunori Kayano

2017-01-01

Full Text Available This paper proposes Bayesian methods for the shape estimation of Chinese yam (Dioscorea opposita using a few key diameters of yam. Shape prediction of yam is applicable to determining optimal cutoff positions of a yam for producing seed yams. Our Bayesian method, which is a combination of Bayesian estimation model and predictive model, enables automatic, rapid, and low-cost processing of yam. After the construction of the proposed models using a sample data set in Japan, the models provide whole shape prediction of yam based on only a few key diameters. The Bayesian method performed well on the shape prediction in terms of minimizing the mean squared error between measured shape and the prediction. In particular, a multiple regression method with key diameters at two fixed positions attained the highest performance for shape prediction. We have developed automatic, rapid, and low-cost yam-processing machines based on the Bayesian estimation model and predictive model. Development of such shape prediction approaches, including our Bayesian method, can be a valuable aid in reducing the cost and time in food processing.

Bayesian image restoration, using configurations

DEFF Research Database (Denmark)

Thorarinsdottir, Thordis Linda

2006-01-01

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

Bayesian Simultaneous Estimation for Means in k Sample Problems

OpenAIRE

Imai, Ryo; Kubokawa, Tatsuya; Ghosh, Malay

2017-01-01

This paper is concerned with the simultaneous estimation of k population means when one suspects that the k means are nearly equal. As an alternative to the preliminary test estimator based on the test statistics for testing hypothesis of equal means, we derive Bayesian and minimax estimators which shrink individual sample means toward a pooled mean estimator given under the hypothesis. Interestingly, it is shown that both the preliminary test estimator and the Bayesian minimax shrinkage esti...

Evolution of Subjective Hurricane Risk Perceptions: A Bayesian Approach

OpenAIRE

David Kelly; David Letson; Forest Nelson; David S. Nolan; Daniel Solis

2009-01-01

This paper studies how individuals update subjective risk perceptions in response to hurricane track forecast information, using a unique data set from an event market, the Hurricane Futures Market (HFM). We derive a theoretical Bayesian framework which predicts how traders update their perceptions of the probability of a hurricane making landfall in a certain range of coastline. Our results suggest that traders behave in a way consistent with Bayesian updating but this behavior is based on t...

Bayes Academy - An Educational Game for Learning Bayesian Networks

OpenAIRE

Sotala, Kaj

2015-01-01

This thesis describes the development of 'Bayes Academy', an educational game which aims to teach an understanding of Bayesian networks. A Bayesian network is a directed acyclic graph describing a joint probability distribution function over n random variables, where each node in the graph represents a random variable. To find a way to turn this subject into an interesting game, this work draws on the theoretical background of meaningful play. Among other requirements, actions in the game...

A Robust Bayesian Truth Serum for Non-binary Signals

OpenAIRE

Radanovic, Goran; Faltings, Boi

2013-01-01

Several mechanisms have been proposed for incentivizing truthful reports of a private signals owned by rational agents, among them the peer prediction method and the Bayesian truth serum. The robust Bayesian truth serum (RBTS) for small populations and binary signals is particularly interesting since it does not require a common prior to be known to the mechanism. We further analyze the problem of the common prior not known to the mechanism and give several results regarding the restrictions ...

Fast Bayesian Non-Negative Matrix Factorisation and Tri-Factorisation

DEFF Research Database (Denmark)

Brouwer, Thomas; Frellsen, Jes; Liò, Pietro

We present a fast variational Bayesian algorithm for performing non-negative matrix factorisation and tri-factorisation. We show that our approach achieves faster convergence per iteration and timestep (wall-clock) than Gibbs sampling and non-probabilistic approaches, and do not require additional...... samples to estimate the posterior. We show that in particular for matrix tri-factorisation convergence is difficult, but our variational Bayesian approach offers a fast solution, allowing the tri-factorisation approach to be used more effectively....

First- and Second-level Bayesian Inference of Flow Resistivity of Sound Absorber and Room’s Influence

DEFF Research Database (Denmark)

Choi, Sang-Hyeon; Lee, Ikjin; Jeong, Cheol-Ho

2016-01-01

Sabine absorption coefficient is a widely used one deduced from reverberation time measurements via the Sabine equation. First- and second-level Bayesian analysis are used to estimate the flow resistivity of a sound absorber and the influences of the test chambers from Sabine absorption...... coefficients measured in 13 different reverberation chambers. The first-level Bayesian analysis is more general than the second-level Bayesian analysis. Sharper posterior distribution can be acquired by the second-level Bayesian analysis than the one by the first-level Bayesian analysis because more data...... are used to set more reliable prior distribution. The estimated room’s influences by the first- and the second-level Bayesian analyses are similar to the estimated results by the mean absolute error minimization....

Bayesian cost-effectiveness analysis with the R package BCEA

CERN Document Server

Baio, Gianluca; Heath, Anna

2017-01-01

The book provides a description of the process of health economic evaluation and modelling for cost-effectiveness analysis, particularly from the perspective of a Bayesian statistical approach. Some relevant theory and introductory concepts are presented using practical examples and two running case studies. The book also describes in detail how to perform health economic evaluations using the R package BCEA (Bayesian Cost-Effectiveness Analysis). BCEA can be used to post-process the results of a Bayesian cost-effectiveness model and perform advanced analyses producing standardised and highly customisable outputs. It presents all the features of the package, including its many functions and their practical application, as well as its user-friendly web interface. The book is a valuable resource for statisticians and practitioners working in the field of health economics wanting to simplify and standardise their workflow, for example in the preparation of dossiers in support of marketing authorisation, or acade...

Cross-view gait recognition using joint Bayesian

Science.gov (United States)

Li, Chao; Sun, Shouqian; Chen, Xiaoyu; Min, Xin

2017-07-01

Human gait, as a soft biometric, helps to recognize people by walking. To further improve the recognition performance under cross-view condition, we propose Joint Bayesian to model the view variance. We evaluated our prosed method with the largest population (OULP) dataset which makes our result reliable in a statically way. As a result, we confirmed our proposed method significantly outperformed state-of-the-art approaches for both identification and verification tasks. Finally, sensitivity analysis on the number of training subjects was conducted, we find Joint Bayesian could achieve competitive results even with a small subset of training subjects (100 subjects). For further comparison, experimental results, learning models, and test codes are available.

Narrowband interference parameterization for sparse Bayesian recovery

KAUST Repository

Ali, Anum

2015-09-11

This paper addresses the problem of narrowband interference (NBI) in SC-FDMA systems by using tools from compressed sensing and stochastic geometry. The proposed NBI cancellation scheme exploits the frequency domain sparsity of the unknown signal and adopts a Bayesian sparse recovery procedure. This is done by keeping a few randomly chosen sub-carriers data free to sense the NBI signal at the receiver. As Bayesian recovery requires knowledge of some NBI parameters (i.e., mean, variance and sparsity rate), we use tools from stochastic geometry to obtain analytical expressions for the required parameters. Our simulation results validate the analysis and depict suitability of the proposed recovery method for NBI mitigation. © 2015 IEEE.

Bayesian calibration : past achievements and future challenges

International Nuclear Information System (INIS)

Christen, J.A.

2001-01-01

Due to variations of the radiocarbon content in the biosphere over time, radiocarbon determinations need to be calibrated to obtain calendar years. Over the past decade a series of researchers have investigated the possibility of using Bayesian statistics to calibrate radiocarbon determinations, the main feature being the inclusion of contextual information into the calibration process. This allows for a coherent calibration of groups of determinations arising from related contexts (stratigraphical layers, peat cores, cultural events, ect.). Moreover, the 'related contexts' are also dated, and not only the material radiocarbon dated itself. We review Bayesian Calibration and state some of its current challenges like: software development, prior specification, robustness, etc. (author). 14 refs., 4 figs

Nonlinear Bayesian filtering and learning: a neuronal dynamics for perception.

Science.gov (United States)

Kutschireiter, Anna; Surace, Simone Carlo; Sprekeler, Henning; Pfister, Jean-Pascal

2017-08-18

The robust estimation of dynamical hidden features, such as the position of prey, based on sensory inputs is one of the hallmarks of perception. This dynamical estimation can be rigorously formulated by nonlinear Bayesian filtering theory. Recent experimental and behavioral studies have shown that animals' performance in many tasks is consistent with such a Bayesian statistical interpretation. However, it is presently unclear how a nonlinear Bayesian filter can be efficiently implemented in a network of neurons that satisfies some minimum constraints of biological plausibility. Here, we propose the Neural Particle Filter (NPF), a sampling-based nonlinear Bayesian filter, which does not rely on importance weights. We show that this filter can be interpreted as the neuronal dynamics of a recurrently connected rate-based neural network receiving feed-forward input from sensory neurons. Further, it captures properties of temporal and multi-sensory integration that are crucial for perception, and it allows for online parameter learning with a maximum likelihood approach. The NPF holds the promise to avoid the 'curse of dimensionality', and we demonstrate numerically its capability to outperform weighted particle filters in higher dimensions and when the number of particles is limited.

BUMPER: the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction

Science.gov (United States)

Holden, Phil; Birks, John; Brooks, Steve; Bush, Mark; Hwang, Grace; Matthews-Bird, Frazer; Valencia, Bryan; van Woesik, Robert

2017-04-01

We describe the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction (BUMPER), a Bayesian transfer function for inferring past climate and other environmental variables from microfossil assemblages. The principal motivation for a Bayesian approach is that the palaeoenvironment is treated probabilistically, and can be updated as additional data become available. Bayesian approaches therefore provide a reconstruction-specific quantification of the uncertainty in the data and in the model parameters. BUMPER is fully self-calibrating, straightforward to apply, and computationally fast, requiring 2 seconds to build a 100-taxon model from a 100-site training-set on a standard personal computer. We apply the model's probabilistic framework to generate thousands of artificial training-sets under ideal assumptions. We then use these to demonstrate both the general applicability of the model and the sensitivity of reconstructions to the characteristics of the training-set, considering assemblage richness, taxon tolerances, and the number of training sites. We demonstrate general applicability to real data, considering three different organism types (chironomids, diatoms, pollen) and different reconstructed variables. In all of these applications an identically configured model is used, the only change being the input files that provide the training-set environment and taxon-count data.

Development of dynamic Bayesian models for web application test management

Science.gov (United States)

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

2018-03-01

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

An overview on Approximate Bayesian computation*

Directory of Open Access Journals (Sweden)

Baragatti Meïli

2014-01-01

Full Text Available Approximate Bayesian computation techniques, also called likelihood-free methods, are one of the most satisfactory approach to intractable likelihood problems. This overview presents recent results since its introduction about ten years ago in population genetics.

Looking for Sustainable Urban Mobility through Bayesian Networks

Directory of Open Access Journals (Sweden)

Giovanni Fusco

2004-11-01

Full Text Available There is no formalised theory of sustainable urban mobility systems. Observed patterns of urban mobility are often considered unsustainable. But we don’t know what a city with sustainable mobility should look like. It is nevertheless increasingly apparent that the urban mobility system plays an important role in the achievement of the city’s wider sustainability objectives.In this paper we explore the characteristics of sustainable urban mobility systems through the technique of Bayesian networks. At the frontier between multivariate statistics and artificial intelligence, Bayesian networks provide powerful models of causal knowledge in an uncertain context. Using data on urban structure, transportation offer, mobility demand, resource consumption and environmental externalities from seventy-five world cities, we developed a systemic model of the city-transportation-environment interaction in the form of a Bayesian network. The network could then be used to infer the features of the city with sustainable mobility.The Bayesian model indicates that the city with sustainable mobility is most probably a dense city with highly efficient transit and multimodal mobility. It produces high levels of accessibility without relying on a fast road network. The achievement of sustainability objectives for urban mobility is probably compatible with all socioeconomic contexts.By measuring the distance of world cities from the inferred sustainability profile, we finally derive a geography of sustainability for mobility systems. The cities closest to the sustainability profile are in Central Europe as well as in affluent countries of the Far East. Car-dependent American cities are the farthest from the desired sustainability profile.

Network structure exploration via Bayesian nonparametric models

International Nuclear Information System (INIS)

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

2015-01-01

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

Probabilistic forecasting and Bayesian data assimilation

CERN Document Server

Reich, Sebastian

2015-01-01

In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in ap...

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.

A Bayesian ensemble of sensitivity measures for severe accident modeling

Energy Technology Data Exchange (ETDEWEB)

Hoseyni, Seyed Mohsen [Department of Basic Sciences, East Tehran Branch, Islamic Azad University, Tehran (Iran, Islamic Republic of); Di Maio, Francesco, E-mail: francesco.dimaio@polimi.it [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Vagnoli, Matteo [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Zio, Enrico [Energy Department, Politecnico di Milano, Via La Masa 34, 20156 Milano (Italy); Chair on System Science and Energetic Challenge, Fondation EDF – Electricite de France Ecole Centrale, Paris, and Supelec, Paris (France); Pourgol-Mohammad, Mohammad [Department of Mechanical Engineering, Sahand University of Technology, Tabriz (Iran, Islamic Republic of)

2015-12-15

Highlights: • We propose a sensitivity analysis (SA) method based on a Bayesian updating scheme. • The Bayesian updating schemes adjourns an ensemble of sensitivity measures. • Bootstrap replicates of a severe accident code output are fed to the Bayesian scheme. • The MELCOR code simulates the fission products release of LOFT LP-FP-2 experiment. • Results are compared with those of traditional SA methods. - Abstract: In this work, a sensitivity analysis framework is presented to identify the relevant input variables of a severe accident code, based on an incremental Bayesian ensemble updating method. The proposed methodology entails: (i) the propagation of the uncertainty in the input variables through the severe accident code; (ii) the collection of bootstrap replicates of the input and output of limited number of simulations for building a set of finite mixture models (FMMs) for approximating the probability density function (pdf) of the severe accident code output of the replicates; (iii) for each FMM, the calculation of an ensemble of sensitivity measures (i.e., input saliency, Hellinger distance and Kullback–Leibler divergence) and the updating when a new piece of evidence arrives, by a Bayesian scheme, based on the Bradley–Terry model for ranking the most relevant input model variables. An application is given with respect to a limited number of simulations of a MELCOR severe accident model describing the fission products release in the LP-FP-2 experiment of the loss of fluid test (LOFT) facility, which is a scaled-down facility of a pressurized water reactor (PWR).

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

DEFF Research Database (Denmark)

Vehtari, Aki; Mononen, Tommi; Tolvanen, Ville

2016-01-01

The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation. In this article, we consider Gaussian latent variable models where the integration over the latent values is approximated using the Laplace method or expectation propagation (EP). We study...... the properties of several Bayesian leave-one-out (LOO) cross-validation approximations that in most cases can be computed with a small additional cost after forming the posterior approximation given the full data. Our main objective is to assess the accuracy of the approximative LOO cross-validation estimators...

Introduction to Bayesian statistics

CERN Document Server

Koch, Karl-Rudolf

2007-01-01

This book presents Bayes' theorem, the estimation of unknown parameters, the determination of confidence regions and the derivation of tests of hypotheses for the unknown parameters. It does so in a simple manner that is easy to comprehend. The book compares traditional and Bayesian methods with the rules of probability presented in a logical way allowing an intuitive understanding of random variables and their probability distributions to be formed.

The application of bayesian statistic in data fit processing

International Nuclear Information System (INIS)

Guan Xingyin; Li Zhenfu; Song Zhaohui

2010-01-01

The rationality and disadvantage of least squares fitting that is usually used in data processing is analyzed, and the theory and commonly method that Bayesian statistic is applied in data processing is shown in detail. As it is proved in analysis, Bayesian approach avoid the limitative hypothesis that least squares fitting has in data processing, and the result has traits that it is more scientific and more easily understood, may replace the least squares fitting to apply in data processing. (authors)

Encoding dependence in Bayesian causal networks

Science.gov (United States)

Bayesian networks (BNs) represent complex, uncertain spatio-temporal dynamics by propagation of conditional probabilities between identifiable states with a testable causal interaction model. Typically, they assume random variables are discrete in time and space with a static network structure that ...

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.

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

DEFF Research Database (Denmark)

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

2012-01-01

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

Estimation of Post-Test Probabilities by Residents: Bayesian Reasoning versus Heuristics?

Science.gov (United States)

Hall, Stacey; Phang, Sen Han; Schaefer, Jeffrey P.; Ghali, William; Wright, Bruce; McLaughlin, Kevin

2014-01-01

Although the process of diagnosing invariably begins with a heuristic, we encourage our learners to support their diagnoses by analytical cognitive processes, such as Bayesian reasoning, in an attempt to mitigate the effects of heuristics on diagnosing. There are, however, limited data on the use ± impact of Bayesian reasoning on the accuracy of…

BELM: Bayesian extreme learning machine.

Science.gov (United States)

Soria-Olivas, Emilio; Gómez-Sanchis, Juan; Martín, José D; Vila-Francés, Joan; Martínez, Marcelino; Magdalena, José R; Serrano, Antonio J

2011-03-01

The theory of extreme learning machine (ELM) has become very popular on the last few years. ELM is a new approach for learning the parameters of the hidden layers of a multilayer neural network (as the multilayer perceptron or the radial basis function neural network). Its main advantage is the lower computational cost, which is especially relevant when dealing with many patterns defined in a high-dimensional space. This brief proposes a bayesian approach to ELM, which presents some advantages over other approaches: it allows the introduction of a priori knowledge; obtains the confidence intervals (CIs) without the need of applying methods that are computationally intensive, e.g., bootstrap; and presents high generalization capabilities. Bayesian ELM is benchmarked against classical ELM in several artificial and real datasets that are widely used for the evaluation of machine learning algorithms. Achieved results show that the proposed approach produces a competitive accuracy with some additional advantages, namely, automatic production of CIs, reduction of probability of model overfitting, and use of a priori knowledge.

BAYESIAN BICLUSTERING FOR PATIENT STRATIFICATION.

Science.gov (United States)

Khakabimamaghani, Sahand; Ester, Martin

2016-01-01

The move from Empirical Medicine towards Personalized Medicine has attracted attention to Stratified Medicine (SM). Some methods are provided in the literature for patient stratification, which is the central task of SM, however, there are still significant open issues. First, it is still unclear if integrating different datatypes will help in detecting disease subtypes more accurately, and, if not, which datatype(s) are most useful for this task. Second, it is not clear how we can compare different methods of patient stratification. Third, as most of the proposed stratification methods are deterministic, there is a need for investigating the potential benefits of applying probabilistic methods. To address these issues, we introduce a novel integrative Bayesian biclustering method, called B2PS, for patient stratification and propose methods for evaluating the results. Our experimental results demonstrate the superiority of B2PS over a popular state-of-the-art method and the benefits of Bayesian approaches. Our results agree with the intuition that transcriptomic data forms a better basis for patient stratification than genomic data.

National evaluation of Chinese coastal erosion to sea level rise using a Bayesian approach

International Nuclear Information System (INIS)

Zhan, Q; Fan, X; Du, X; Zhu, J

2014-01-01

In this paper a Causal Bayesian network is developed to predict decadal-scale shoreline evolution of China to sea-level rise. The Bayesian model defines relationships between 6 factors of Chinese coastal system such as coastal geomorphology, mean tide range, mean wave height, coastal slope, relative sea-level rise rate and shoreline erosion rate. Using the Bayesian probabilistic model, we make quantitative assessment of china's shoreline evolution in response to different future sea level rise rates. Results indicate that the probability of coastal erosion with high and very high rates increases from 28% to 32.3% when relative sea-level rise rates is 4∼6mm/a, and to 44.9% when relative sea-level rise rates is more than 6mm/a. A hindcast evaluation of the Bayesian model shows that the model correctly predicts 79.3% of the cases. Model test indicates that the Bayesian model shows higher predictive capabilities for stable coasts and very highly eroding coasts than moderately and highly eroding coasts. This study demonstrates that the Bayesian model is adapted to predicting decadal-scale Chinese coastal erosion associated with sea-level rise

The Bayesian Covariance Lasso.

Science.gov (United States)

Khondker, Zakaria S; Zhu, Hongtu; Chu, Haitao; Lin, Weili; Ibrahim, Joseph G

2013-04-01

Estimation of sparse covariance matrices and their inverse subject to positive definiteness constraints has drawn a lot of attention in recent years. The abundance of high-dimensional data, where the sample size ( n ) is less than the dimension ( d ), requires shrinkage estimation methods since the maximum likelihood estimator is not positive definite in this case. Furthermore, when n is larger than d but not sufficiently larger, shrinkage estimation is more stable than maximum likelihood as it reduces the condition number of the precision matrix. Frequentist methods have utilized penalized likelihood methods, whereas Bayesian approaches rely on matrix decompositions or Wishart priors for shrinkage. In this paper we propose a new method, called the Bayesian Covariance Lasso (BCLASSO), for the shrinkage estimation of a precision (covariance) matrix. We consider a class of priors for the precision matrix that leads to the popular frequentist penalties as special cases, develop a Bayes estimator for the precision matrix, and propose an efficient sampling scheme that does not precalculate boundaries for positive definiteness. The proposed method is permutation invariant and performs shrinkage and estimation simultaneously for non-full rank data. Simulations show that the proposed BCLASSO performs similarly as frequentist methods for non-full rank data.

Tensor completion for PDEs with uncertain coefficients and Bayesian Update

KAUST Repository

Litvinenko, Alexander

2017-03-05

In this work, we tried to show connections between Bayesian update and tensor completion techniques. Usually, only a small/sparse vector/tensor of measurements is available. The typical measurement is a function of the solution. The solution of a stochastic PDE is a tensor, the measurement as well. The idea is to use completion techniques to compute all "missing" values of the measurement tensor and only then apply the Bayesian technique.

Tensor completion for PDEs with uncertain coefficients and Bayesian Update

KAUST Repository

Litvinenko, Alexander

2017-01-01

In this work, we tried to show connections between Bayesian update and tensor completion techniques. Usually, only a small/sparse vector/tensor of measurements is available. The typical measurement is a function of the solution. The solution of a stochastic PDE is a tensor, the measurement as well. The idea is to use completion techniques to compute all "missing" values of the measurement tensor and only then apply the Bayesian technique.

Multinomial Bayesian learning for modeling classical and nonclassical receptive field properties.

Science.gov (United States)

Hosoya, Haruo

2012-08-01

We study the interplay of Bayesian inference and natural image learning in a hierarchical vision system, in relation to the response properties of early visual cortex. We particularly focus on a Bayesian network with multinomial variables that can represent discrete feature spaces similar to hypercolumns combining minicolumns, enforce sparsity of activation to learn efficient representations, and explain divisive normalization. We demonstrate that maximal-likelihood learning using sampling-based Bayesian inference gives rise to classical receptive field properties similar to V1 simple cells and V2 cells, while inference performed on the trained network yields nonclassical context-dependent response properties such as cross-orientation suppression and filling in. Comparison with known physiological properties reveals some qualitative and quantitative similarities.

Multisnapshot Sparse Bayesian Learning for DOA

DEFF Research Database (Denmark)

Gerstoft, Peter; Mecklenbrauker, Christoph F.; Xenaki, Angeliki

2016-01-01

The directions of arrival (DOA) of plane waves are estimated from multisnapshot sensor array data using sparse Bayesian learning (SBL). The prior for the source amplitudes is assumed independent zero-mean complex Gaussian distributed with hyperparameters, the unknown variances (i.e., the source...

Research & development and growth: A Bayesian model averaging analysis

Czech Academy of Sciences Publication Activity Database

Horváth, Roman

2011-01-01

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

Designing Resource-Bounded Reasoners using Bayesian Networks

Data.gov (United States)

National Aeronautics and Space Administration — In this work we are concerned with the conceptual design of large-scale diagnostic and health management systems that use Bayesian networks. While they are...

Bayesian inference in probabilistic risk assessment-The current state of the art

International Nuclear Information System (INIS)

Kelly, Dana L.; Smith, Curtis L.

2009-01-01

Markov chain Monte Carlo (MCMC) approaches to sampling directly from the joint posterior distribution of aleatory model parameters have led to tremendous advances in Bayesian inference capability in a wide variety of fields, including probabilistic risk analysis. The advent of freely available software coupled with inexpensive computing power has catalyzed this advance. This paper examines where the risk assessment community is with respect to implementing modern computational-based Bayesian approaches to inference. Through a series of examples in different topical areas, it introduces salient concepts and illustrates the practical application of Bayesian inference via MCMC sampling to a variety of important problems

ANUBIS: artificial neuromodulation using a Bayesian inference system.

Science.gov (United States)

Smith, Benjamin J H; Saaj, Chakravarthini M; Allouis, Elie

2013-01-01

Gain tuning is a crucial part of controller design and depends not only on an accurate understanding of the system in question, but also on the designer's ability to predict what disturbances and other perturbations the system will encounter throughout its operation. This letter presents ANUBIS (artificial neuromodulation using a Bayesian inference system), a novel biologically inspired technique for automatically tuning controller parameters in real time. ANUBIS is based on the Bayesian brain concept and modifies it by incorporating a model of the neuromodulatory system comprising four artificial neuromodulators. It has been applied to the controller of EchinoBot, a prototype walking rover for Martian exploration. ANUBIS has been implemented at three levels of the controller; gait generation, foot trajectory planning using Bézier curves, and foot trajectory tracking using a terminal sliding mode controller. We compare the results to a similar system that has been tuned using a multilayer perceptron. The use of Bayesian inference means that the system retains mathematical interpretability, unlike other intelligent tuning techniques, which use neural networks, fuzzy logic, or evolutionary algorithms. The simulation results show that ANUBIS provides significant improvements in efficiency and adaptability of the three controller components; it allows the robot to react to obstacles and uncertainties faster than the system tuned with the MLP, while maintaining stability and accuracy. As well as advancing rover autonomy, ANUBIS could also be applied to other situations where operating conditions are likely to change or cannot be accurately modeled in advance, such as process control. In addition, it demonstrates one way in which neuromodulation could fit into the Bayesian brain framework.

MapReduce Based Parallel Bayesian Network for Manufacturing Quality Control

Science.gov (United States)

Zheng, Mao-Kuan; Ming, Xin-Guo; Zhang, Xian-Yu; Li, Guo-Ming

2017-09-01

Increasing complexity of industrial products and manufacturing processes have challenged conventional statistics based quality management approaches in the circumstances of dynamic production. A Bayesian network and big data analytics integrated approach for manufacturing process quality analysis and control is proposed. Based on Hadoop distributed architecture and MapReduce parallel computing model, big volume and variety quality related data generated during the manufacturing process could be dealt with. Artificial intelligent algorithms, including Bayesian network learning, classification and reasoning, are embedded into the Reduce process. Relying on the ability of the Bayesian network in dealing with dynamic and uncertain problem and the parallel computing power of MapReduce, Bayesian network of impact factors on quality are built based on prior probability distribution and modified with posterior probability distribution. A case study on hull segment manufacturing precision management for ship and offshore platform building shows that computing speed accelerates almost directly proportionally to the increase of computing nodes. It is also proved that the proposed model is feasible for locating and reasoning of root causes, forecasting of manufacturing outcome, and intelligent decision for precision problem solving. The integration of bigdata analytics and BN method offers a whole new perspective in manufacturing quality control.

Bayesian Lagrangian Data Assimilation and Drifter Deployment Strategies

Science.gov (United States)

Dutt, A.; Lermusiaux, P. F. J.

2017-12-01

Ocean currents transport a variety of natural (e.g. water masses, phytoplankton, zooplankton, sediments, etc.) and man-made materials and other objects (e.g. pollutants, floating debris, search and rescue, etc.). Lagrangian Coherent Structures (LCSs) or the most influential/persistent material lines in a flow, provide a robust approach to characterize such Lagrangian transports and organize classic trajectories. Using the flow-map stochastic advection and a dynamically-orthogonal decomposition, we develop uncertainty prediction schemes for both Eulerian and Lagrangian variables. We then extend our Bayesian Gaussian Mixture Model (GMM)-DO filter to a joint Eulerian-Lagrangian Bayesian data assimilation scheme. The resulting nonlinear filter allows the simultaneous non-Gaussian estimation of Eulerian variables (e.g. velocity, temperature, salinity, etc.) and Lagrangian variables (e.g. drifter/float positions, trajectories, LCSs, etc.). Its results are showcased using a double-gyre flow with a random frequency, a stochastic flow past a cylinder, and realistic ocean examples. We further show how our Bayesian mutual information and adaptive sampling equations provide a rigorous efficient methodology to plan optimal drifter deployment strategies and predict the optimal times, locations, and types of measurements to be collected.

Bayesian inference method for stochastic damage accumulation modeling

International Nuclear Information System (INIS)

Jiang, Xiaomo; Yuan, Yong; Liu, Xian

2013-01-01

Damage accumulation based reliability model plays an increasingly important role in successful realization of condition based maintenance for complicated engineering systems. This paper developed a Bayesian framework to establish stochastic damage accumulation model from historical inspection data, considering data uncertainty. Proportional hazards modeling technique is developed to model the nonlinear effect of multiple influencing factors on system reliability. Different from other hazard modeling techniques such as normal linear regression model, the approach does not require any distribution assumption for the hazard model, and can be applied for a wide variety of distribution models. A Bayesian network is created to represent the nonlinear proportional hazards models and to estimate model parameters by Bayesian inference with Markov Chain Monte Carlo simulation. Both qualitative and quantitative approaches are developed to assess the validity of the established damage accumulation model. Anderson–Darling goodness-of-fit test is employed to perform the normality test, and Box–Cox transformation approach is utilized to convert the non-normality data into normal distribution for hypothesis testing in quantitative model validation. The methodology is illustrated with the seepage data collected from real-world subway tunnels.

Bayesian Inference of High-Dimensional Dynamical Ocean Models

Science.gov (United States)

Lin, J.; Lermusiaux, P. F. J.; Lolla, S. V. T.; Gupta, A.; Haley, P. J., Jr.

2015-12-01

This presentation addresses a holistic set of challenges in high-dimension ocean Bayesian nonlinear estimation: i) predict the probability distribution functions (pdfs) of large nonlinear dynamical systems using stochastic partial differential equations (PDEs); ii) assimilate data using Bayes' law with these pdfs; iii) predict the future data that optimally reduce uncertainties; and (iv) rank the known and learn the new model formulations themselves. Overall, we allow the joint inference of the state, equations, geometry, boundary conditions and initial conditions of dynamical models. Examples are provided for time-dependent fluid and ocean flows, including cavity, double-gyre and Strait flows with jets and eddies. The Bayesian model inference, based on limited observations, is illustrated first by the estimation of obstacle shapes and positions in fluid flows. Next, the Bayesian inference of biogeochemical reaction equations and of their states and parameters is presented, illustrating how PDE-based machine learning can rigorously guide the selection and discovery of complex ecosystem models. Finally, the inference of multiscale bottom gravity current dynamics is illustrated, motivated in part by classic overflows and dense water formation sites and their relevance to climate monitoring and dynamics. This is joint work with our MSEAS group at MIT.

Bayesian geostatistical modeling of leishmaniasis incidence in Brazil.

Directory of Open Access Journals (Sweden)

Dimitrios-Alexios Karagiannis-Voules

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

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

DEFF Research Database (Denmark)

Quinonero, Joaquin; Girard, Agathe; Larsen, Jan

2003-01-01

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

Risk-based design of process systems using discrete-time Bayesian networks

International Nuclear Information System (INIS)

Khakzad, Nima; Khan, Faisal; Amyotte, Paul

2013-01-01

Temporal Bayesian networks have gained popularity as a robust technique to model dynamic systems in which the components' sequential dependency, as well as their functional dependency, cannot be ignored. In this regard, discrete-time Bayesian networks have been proposed as a viable alternative to solve dynamic fault trees without resort to Markov chains. This approach overcomes the drawbacks of Markov chains such as the state-space explosion and the error-prone conversion procedure from dynamic fault tree. It also benefits from the inherent advantages of Bayesian networks such as probability updating. However, effective mapping of the dynamic gates of dynamic fault trees into Bayesian networks while avoiding the consequent huge multi-dimensional probability tables has always been a matter of concern. In this paper, a new general formalism has been developed to model two important elements of dynamic fault tree, i.e., cold spare gate and sequential enforcing gate, with any arbitrary probability distribution functions. Also, an innovative Neutral Dependency algorithm has been introduced to model dynamic gates such as priority-AND gate, thus reducing the dimension of conditional probability tables by an order of magnitude. The second part of the paper is devoted to the application of discrete-time Bayesian networks in the risk assessment and safety analysis of complex process systems. It has been shown how dynamic techniques can effectively be applied for optimal allocation of safety systems to obtain maximum risk reduction.

A Bayesian Classifier for X-Ray Pulsars Recognition

Directory of Open Access Journals (Sweden)

Hao Liang

2016-01-01

Full Text Available Recognition for X-ray pulsars is important for the problem of spacecraft’s attitude determination by X-ray Pulsar Navigation (XPNAV. By using the nonhomogeneous Poisson model of the received photons and the minimum recognition error criterion, a classifier based on the Bayesian theorem is proposed. For X-ray pulsars recognition with unknown Doppler frequency and initial phase, the features of every X-ray pulsar are extracted and the unknown parameters are estimated using the Maximum Likelihood (ML method. Besides that, a method to recognize unknown X-ray pulsars or X-ray disturbances is proposed. Simulation results certificate the validity of the proposed Bayesian classifier.

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

Science.gov (United States)

Levy, Roy

2014-01-01

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

Bayesian Recurrent Neural Network for Language Modeling.

Science.gov (United States)

Chien, Jen-Tzung; Ku, Yuan-Chu

2016-02-01

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

An Analysis of Construction Accident Factors Based on Bayesian Network

OpenAIRE

Yunsheng Zhao; Jinyong Pei

2013-01-01

In this study, we have an analysis of construction accident factors based on bayesian network. Firstly, accidents cases are analyzed to build Fault Tree method, which is available to find all the factors causing the accidents, then qualitatively and quantitatively analyzes the factors with Bayesian network method, finally determines the safety management program to guide the safety operations. The results of this study show that bad condition of geological environment has the largest posterio...

Intention Recognition for Partial-Order Plans Using Dynamic Bayesian Networks

OpenAIRE

Krauthausen, Peter; Hanebeck, Uwe D.

2009-01-01

In this paper, a novel probabilistic approach to intention recognition for partial-order plans is proposed. The key idea is to exploit independences between subplans to substantially reduce the state space sizes in the compiled Dynamic Bayesian Networks. This makes inference more efficient. The main con- tributions are the computationally exploitable definition of subplan structures, the introduction of a novel Lay- ered Intention Model and a Dynamic Bayesian Net- work representation with an ...

Use of limited data to construct Bayesian networks for probabilistic risk assessment.

Energy Technology Data Exchange (ETDEWEB)

Groth, Katrina M.; Swiler, Laura Painton

2013-03-01

Probabilistic Risk Assessment (PRA) is a fundamental part of safety/quality assurance for nuclear power and nuclear weapons. Traditional PRA very effectively models complex hardware system risks using binary probabilistic models. However, traditional PRA models are not flexible enough to accommodate non-binary soft-causal factors, such as digital instrumentation&control, passive components, aging, common cause failure, and human errors. Bayesian Networks offer the opportunity to incorporate these risks into the PRA framework. This report describes the results of an early career LDRD project titled %E2%80%9CUse of Limited Data to Construct Bayesian Networks for Probabilistic Risk Assessment%E2%80%9D. The goal of the work was to establish the capability to develop Bayesian Networks from sparse data, and to demonstrate this capability by producing a data-informed Bayesian Network for use in Human Reliability Analysis (HRA) as part of nuclear power plant Probabilistic Risk Assessment (PRA). This report summarizes the research goal and major products of the research.

Self-consistent Bayesian analysis of space-time symmetry studies

International Nuclear Information System (INIS)

Davis, E.D.

1996-01-01

We introduce a Bayesian method for the analysis of epithermal neutron transmission data on space-time symmetries in which unique assignment of the prior is achieved by maximisation of the cross entropy and the imposition of a self-consistency criterion. Unlike the maximum likelihood method used in previous analyses of parity-violation data, our method is freed of an ad hoc cutoff parameter. Monte Carlo studies indicate that our self-consistent Bayesian analysis is superior to the maximum likelihood method when applied to the small data samples typical of symmetry studies. (orig.)

The bootstrap and Bayesian bootstrap method in assessing bioequivalence

International Nuclear Information System (INIS)

Wan Jianping; Zhang Kongsheng; Chen Hui

2009-01-01

Parametric method for assessing individual bioequivalence (IBE) may concentrate on the hypothesis that the PK responses are normal. Nonparametric method for evaluating IBE would be bootstrap method. In 2001, the United States Food and Drug Administration (FDA) proposed a draft guidance. The purpose of this article is to evaluate the IBE between test drug and reference drug by bootstrap and Bayesian bootstrap method. We study the power of bootstrap test procedures and the parametric test procedures in FDA (2001). We find that the Bayesian bootstrap method is the most excellent.

Bayesian feature weighting for unsupervised learning, with application to object recognition

OpenAIRE

Carbonetto , Peter; De Freitas , Nando; Gustafson , Paul; Thompson , Natalie

2003-01-01

International audience; We present a method for variable selection/weighting in an unsupervised learning context using Bayesian shrinkage. The basis for the model parameters and cluster assignments can be computed simultaneous using an efficient EM algorithm. Applying our Bayesian shrinkage model to a complex problem in object recognition (Duygulu, Barnard, de Freitas and Forsyth 2002), our experiments yied good results.

Evidence reasoning method for constructing conditional probability tables in a Bayesian network of multimorbidity.

Science.gov (United States)

Du, Yuanwei; Guo, Yubin

2015-01-01

The intrinsic mechanism of multimorbidity is difficult to recognize and prediction and diagnosis are difficult to carry out accordingly. Bayesian networks can help to diagnose multimorbidity in health care, but it is difficult to obtain the conditional probability table (CPT) because of the lack of clinically statistical data. Today, expert knowledge and experience are increasingly used in training Bayesian networks in order to help predict or diagnose diseases, but the CPT in Bayesian networks is usually irrational or ineffective for ignoring realistic constraints especially in multimorbidity. In order to solve these problems, an evidence reasoning (ER) approach is employed to extract and fuse inference data from experts using a belief distribution and recursive ER algorithm, based on which evidence reasoning method for constructing conditional probability tables in Bayesian network of multimorbidity is presented step by step. A multimorbidity numerical example is used to demonstrate the method and prove its feasibility and application. Bayesian network can be determined as long as the inference assessment is inferred by each expert according to his/her knowledge or experience. Our method is more effective than existing methods for extracting expert inference data accurately and is fused effectively for constructing CPTs in a Bayesian network of multimorbidity.

Complexity analysis of accelerated MCMC methods for Bayesian inversion

International Nuclear Information System (INIS)

Hoang, Viet Ha; Schwab, Christoph; Stuart, Andrew M

2013-01-01

The Bayesian approach to inverse problems, in which the posterior probability distribution on an unknown field is sampled for the purposes of computing posterior expectations of quantities of interest, is starting to become computationally feasible for partial differential equation (PDE) inverse problems. Balancing the sources of error arising from finite-dimensional approximation of the unknown field, the PDE forward solution map and the sampling of the probability space under the posterior distribution are essential for the design of efficient computational Bayesian methods for PDE inverse problems. We study Bayesian inversion for a model elliptic PDE with an unknown diffusion coefficient. We provide complexity analyses of several Markov chain Monte Carlo (MCMC) methods for the efficient numerical evaluation of expectations under the Bayesian posterior distribution, given data δ. Particular attention is given to bounds on the overall work required to achieve a prescribed error level ε. Specifically, we first bound the computational complexity of ‘plain’ MCMC, based on combining MCMC sampling with linear complexity multi-level solvers for elliptic PDE. Our (new) work versus accuracy bounds show that the complexity of this approach can be quite prohibitive. Two strategies for reducing the computational complexity are then proposed and analyzed: first, a sparse, parametric and deterministic generalized polynomial chaos (gpc) ‘surrogate’ representation of the forward response map of the PDE over the entire parameter space, and, second, a novel multi-level Markov chain Monte Carlo strategy which utilizes sampling from a multi-level discretization of the posterior and the forward PDE. For both of these strategies, we derive asymptotic bounds on work versus accuracy, and hence asymptotic bounds on the computational complexity of the algorithms. In particular, we provide sufficient conditions on the regularity of the unknown coefficients of the PDE and on the

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

Energy Technology Data Exchange (ETDEWEB)

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

2010-05-23

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

Technical Topic 3.2.2.d Bayesian and Non-Parametric Statistics: Integration of Neural Networks with Bayesian Networks for Data Fusion and Predictive Modeling

Science.gov (United States)

2016-05-31

Distribution Unlimited UU UU UU UU 31-05-2016 15-Apr-2014 14-Jan-2015 Final Report: Technical Topic 3.2.2.d Bayesian and Non- parametric Statistics...of Papers published in non peer-reviewed journals: Final Report: Technical Topic 3.2.2.d Bayesian and Non- parametric Statistics: Integration of Neural...Transfer N/A Number of graduating undergraduates who achieved a 3.5 GPA to 4.0 (4.0 max scale ): Number of graduating undergraduates funded by a DoD funded

Probabilistic risk assessment framework for structural systems under multiple hazards using Bayesian statistics

Energy Technology Data Exchange (ETDEWEB)

Kwag, Shinyoung [North Carolina State University, Raleigh, NC 27695 (United States); Korea Atomic Energy Research Institute, Daejeon 305-353 (Korea, Republic of); Gupta, Abhinav, E-mail: agupta1@ncsu.edu [North Carolina State University, Raleigh, NC 27695 (United States)

2017-04-15

Highlights: • This study presents the development of Bayesian framework for probabilistic risk assessment (PRA) of structural systems under multiple hazards. • The concepts of Bayesian network and Bayesian inference are combined by mapping the traditionally used fault trees into a Bayesian network. • The proposed mapping allows for consideration of dependencies as well as correlations between events. • Incorporation of Bayesian inference permits a novel way for exploration of a scenario that is likely to result in a system level “vulnerability.” - Abstract: Conventional probabilistic risk assessment (PRA) methodologies (USNRC, 1983; IAEA, 1992; EPRI, 1994; Ellingwood, 2001) conduct risk assessment for different external hazards by considering each hazard separately and independent of each other. The risk metric for a specific hazard is evaluated by a convolution of the fragility and the hazard curves. The fragility curve for basic event is obtained by using empirical, experimental, and/or numerical simulation data for a particular hazard. Treating each hazard as an independently can be inappropriate in some cases as certain hazards are statistically correlated or dependent. Examples of such correlated events include but are not limited to flooding induced fire, seismically induced internal or external flooding, or even seismically induced fire. In the current practice, system level risk and consequence sequences are typically calculated using logic trees to express the causative relationship between events. In this paper, we present the results from a study on multi-hazard risk assessment that is conducted using a Bayesian network (BN) with Bayesian inference. The framework can consider statistical dependencies among risks from multiple hazards, allows updating by considering the newly available data/information at any level, and provide a novel way to explore alternative failure scenarios that may exist due to vulnerabilities.

Probabilistic risk assessment framework for structural systems under multiple hazards using Bayesian statistics

International Nuclear Information System (INIS)

Kwag, Shinyoung; Gupta, Abhinav

2017-01-01

Highlights: • This study presents the development of Bayesian framework for probabilistic risk assessment (PRA) of structural systems under multiple hazards. • The concepts of Bayesian network and Bayesian inference are combined by mapping the traditionally used fault trees into a Bayesian network. • The proposed mapping allows for consideration of dependencies as well as correlations between events. • Incorporation of Bayesian inference permits a novel way for exploration of a scenario that is likely to result in a system level “vulnerability.” - Abstract: Conventional probabilistic risk assessment (PRA) methodologies (USNRC, 1983; IAEA, 1992; EPRI, 1994; Ellingwood, 2001) conduct risk assessment for different external hazards by considering each hazard separately and independent of each other. The risk metric for a specific hazard is evaluated by a convolution of the fragility and the hazard curves. The fragility curve for basic event is obtained by using empirical, experimental, and/or numerical simulation data for a particular hazard. Treating each hazard as an independently can be inappropriate in some cases as certain hazards are statistically correlated or dependent. Examples of such correlated events include but are not limited to flooding induced fire, seismically induced internal or external flooding, or even seismically induced fire. In the current practice, system level risk and consequence sequences are typically calculated using logic trees to express the causative relationship between events. In this paper, we present the results from a study on multi-hazard risk assessment that is conducted using a Bayesian network (BN) with Bayesian inference. The framework can consider statistical dependencies among risks from multiple hazards, allows updating by considering the newly available data/information at any level, and provide a novel way to explore alternative failure scenarios that may exist due to vulnerabilities.

Bayesian Prior Probability Distributions for Internal Dosimetry

Energy Technology Data Exchange (ETDEWEB)

Miller, G.; Inkret, W.C.; Little, T.T.; Martz, H.F.; Schillaci, M.E

2001-07-01

The problem of choosing a prior distribution for the Bayesian interpretation of measurements (specifically internal dosimetry measurements) is considered using a theoretical analysis and by examining historical tritium and plutonium urine bioassay data from Los Alamos. Two models for the prior probability distribution are proposed: (1) the log-normal distribution, when there is some additional information to determine the scale of the true result, and (2) the 'alpha' distribution (a simplified variant of the gamma distribution) when there is not. These models have been incorporated into version 3 of the Bayesian internal dosimetric code in use at Los Alamos (downloadable from our web site). Plutonium internal dosimetry at Los Alamos is now being done using prior probability distribution parameters determined self-consistently from population averages of Los Alamos data. (author)

Impact of censoring on learning Bayesian networks in survival modelling.

Science.gov (United States)

Stajduhar, Ivan; Dalbelo-Basić, Bojana; Bogunović, Nikola

2009-11-01

Bayesian networks are commonly used for presenting uncertainty and covariate interactions in an easily interpretable way. Because of their efficient inference and ability to represent causal relationships, they are an excellent choice for medical decision support systems in diagnosis, treatment, and prognosis. Although good procedures for learning Bayesian networks from data have been defined, their performance in learning from censored survival data has not been widely studied. In this paper, we explore how to use these procedures to learn about possible interactions between prognostic factors and their influence on the variate of interest. We study how censoring affects the probability of learning correct Bayesian network structures. Additionally, we analyse the potential usefulness of the learnt models for predicting the time-independent probability of an event of interest. We analysed the influence of censoring with a simulation on synthetic data sampled from randomly generated Bayesian networks. We used two well-known methods for learning Bayesian networks from data: a constraint-based method and a score-based method. We compared the performance of each method under different levels of censoring to those of the naive Bayes classifier and the proportional hazards model. We did additional experiments on several datasets from real-world medical domains. The machine-learning methods treated censored cases in the data as event-free. We report and compare results for several commonly used model evaluation metrics. On average, the proportional hazards method outperformed other methods in most censoring setups. As part of the simulation study, we also analysed structural similarities of the learnt networks. Heavy censoring, as opposed to no censoring, produces up to a 5% surplus and up to 10% missing total arcs. It also produces up to 50% missing arcs that should originally be connected to the variate of interest. Presented methods for learning Bayesian networks from

Applied Bayesian modelling

CERN Document Server

Congdon, Peter

2014-01-01

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

Bayesian Peak Picking for NMR Spectra

KAUST Repository

Cheng, Yichen

2014-02-01

Protein structure determination is a very important topic in structural genomics, which helps people to understand varieties of biological functions such as protein-protein interactions, protein–DNA interactions and so on. Nowadays, nuclear magnetic resonance (NMR) has often been used to determine the three-dimensional structures of protein in vivo. This study aims to automate the peak picking step, the most important and tricky step in NMR structure determination. We propose to model the NMR spectrum by a mixture of bivariate Gaussian densities and use the stochastic approximation Monte Carlo algorithm as the computational tool to solve the problem. Under the Bayesian framework, the peak picking problem is casted as a variable selection problem. The proposed method can automatically distinguish true peaks from false ones without preprocessing the data. To the best of our knowledge, this is the first effort in the literature that tackles the peak picking problem for NMR spectrum data using Bayesian method.

Bayesian component separation: The Planck experience

Science.gov (United States)

Wehus, Ingunn Kathrine; Eriksen, Hans Kristian

2018-05-01

Bayesian component separation techniques have played a central role in the data reduction process of Planck. The most important strength of this approach is its global nature, in which a parametric and physical model is fitted to the data. Such physical modeling allows the user to constrain very general data models, and jointly probe cosmological, astrophysical and instrumental parameters. This approach also supports statistically robust goodness-of-fit tests in terms of data-minus-model residual maps, which are essential for identifying residual systematic effects in the data. The main challenges are high code complexity and computational cost. Whether or not these costs are justified for a given experiment depends on its final uncertainty budget. We therefore predict that the importance of Bayesian component separation techniques is likely to increase with time for intensity mapping experiments, similar to what has happened in the CMB field, as observational techniques mature, and their overall sensitivity improves.

A Bayesian account of quantum histories

International Nuclear Information System (INIS)

Marlow, Thomas

2006-01-01

We investigate whether quantum history theories can be consistent with Bayesian reasoning and whether such an analysis helps clarify the interpretation of such theories. First, we summarise and extend recent work categorising two different approaches to formalising multi-time measurements in quantum theory. The standard approach consists of describing an ordered series of measurements in terms of history propositions with non-additive 'probabilities.' The non-standard approach consists of defining multi-time measurements to consist of sets of exclusive and exhaustive history propositions and recovering the single-time exclusivity of results when discussing single-time history propositions. We analyse whether such history propositions can be consistent with Bayes' rule. We show that certain class of histories are given a natural Bayesian interpretation, namely, the linearly positive histories originally introduced by Goldstein and Page. Thus, we argue that this gives a certain amount of interpretational clarity to the non-standard approach. We also attempt a justification of our analysis using Cox's axioms of probability theory

Adaptive Naive Bayesian Anti-Spam Engine

CERN Document Server

Gajewski, W P

2006-01-01

The problem of spam has been seriously troubling the Internet community during the last few years and currently reached an alarming scale. Observations made at CERN (European Organization for Nuclear Research located in Geneva, Switzerland) show that spam mails can constitute up to 75% of daily SMTP traffic. A naïve Bayesian classifier based on a Bag of Words representation of an email is widely used to stop this unwanted flood as it combines good performance with simplicity of the training and classification processes. However, facing the constantly changing patterns of spam, it is necessary to assure online adaptability of the classifier. This work proposes combining such a classifier with another NBC (naïve Bayesian classifier) based on pairs of adjacent words. Only the latter will be retrained with examples of spam reported by users. Tests are performed on considerable sets of mails both from public spam archives and CERN mailboxes. They suggest that this architecture can increase spam recall without af...

Bayesian Networks as a Decision Tool for O&M of Offshore Wind Turbines

DEFF Research Database (Denmark)

Nielsen, Jannie Jessen; Sørensen, John Dalsgaard

2010-01-01

Costs to operation and maintenance (O&M) of offshore wind turbines are large. This paper presents how influence diagrams can be used to assist in rational decision making for O&M. An influence diagram is a graphical representation of a decision tree based on Bayesian Networks. Bayesian Networks...... offer efficient Bayesian updating of a damage model when imperfect information from inspections/monitoring is available. The extension to an influence diagram offers the calculation of expected utilities for decision alternatives, and can be used to find the optimal strategy among different alternatives...

Hierarchical Bayesian Analysis of Biased Beliefs and Distributional Other-Regarding Preferences

Directory of Open Access Journals (Sweden)

Jeroen Weesie

2013-02-01

Full Text Available This study investigates the relationship between an actor’s beliefs about others’ other-regarding (social preferences and her own other-regarding preferences, using an “avant-garde” hierarchical Bayesian method. We estimate two distributional other-regarding preference parameters, α and β, of actors using incentivized choice data in binary Dictator Games. Simultaneously, we estimate the distribution of actors’ beliefs about others α and β, conditional on actors’ own α and β, with incentivized belief elicitation. We demonstrate the benefits of the Bayesian method compared to it’s hierarchical frequentist counterparts. Results show a positive association between an actor’s own (α; β and her beliefs about average(α; β in the population. The association between own preferences and the variance in beliefs about others’ preferences in the population, however, is curvilinear for α and insignificant for β. These results are partially consistent with the cone effect [1,2] which is described in detail below. Because in the Bayesian-Nash equilibrium concept, beliefs and own preferences are assumed to be independent, these results cast doubt on the application of the Bayesian-Nash equilibrium concept to experimental data.

Comparison Between Bayesian and Maximum Entropy Analyses of Flow Networks†

Directory of Open Access Journals (Sweden)

Steven H. Waldrip

2017-02-01

Full Text Available We compare the application of Bayesian inference and the maximum entropy (MaxEnt method for the analysis of flow networks, such as water, electrical and transport networks. The two methods have the advantage of allowing a probabilistic prediction of flow rates and other variables, when there is insufficient information to obtain a deterministic solution, and also allow the effects of uncertainty to be included. Both methods of inference update a prior to a posterior probability density function (pdf by the inclusion of new information, in the form of data or constraints. The MaxEnt method maximises an entropy function subject to constraints, using the method of Lagrange multipliers,to give the posterior, while the Bayesian method finds its posterior by multiplying the prior with likelihood functions incorporating the measured data. In this study, we examine MaxEnt using soft constraints, either included in the prior or as probabilistic constraints, in addition to standard moment constraints. We show that when the prior is Gaussian,both Bayesian inference and the MaxEnt method with soft prior constraints give the same posterior means, but their covariances are different. In the Bayesian method, the interactions between variables are applied through the likelihood function, using second or higher-order cross-terms within the posterior pdf. In contrast, the MaxEnt method incorporates interactions between variables using Lagrange multipliers, avoiding second-order correlation terms in the posterior covariance. The MaxEnt method with soft prior constraints, therefore, has a numerical advantage over Bayesian inference, in that the covariance terms are avoided in its integrations. The second MaxEnt method with soft probabilistic constraints is shown to give posterior means of similar, but not identical, structure to the other two methods, due to its different formulation.

Bayesian accounts of covert selective attention: A tutorial review.

Science.gov (United States)

Vincent, Benjamin T

2015-05-01

Decision making and optimal observer models offer an important theoretical approach to the study of covert selective attention. While their probabilistic formulation allows quantitative comparison to human performance, the models can be complex and their insights are not always immediately apparent. Part 1 establishes the theoretical appeal of the Bayesian approach, and introduces the way in which probabilistic approaches can be applied to covert search paradigms. Part 2 presents novel formulations of Bayesian models of 4 important covert attention paradigms, illustrating optimal observer predictions over a range of experimental manipulations. Graphical model notation is used to present models in an accessible way and Supplementary Code is provided to help bridge the gap between model theory and practical implementation. Part 3 reviews a large body of empirical and modelling evidence showing that many experimental phenomena in the domain of covert selective attention are a set of by-products. These effects emerge as the result of observers conducting Bayesian inference with noisy sensory observations, prior expectations, and knowledge of the generative structure of the stimulus environment.

Application of a predictive Bayesian model to environmental accounting.

Science.gov (United States)

Anex, R P; Englehardt, J D

2001-03-30

Environmental accounting techniques are intended to capture important environmental costs and benefits that are often overlooked in standard accounting practices. Environmental accounting methods themselves often ignore or inadequately represent large but highly uncertain environmental costs and costs conditioned by specific prior events. Use of a predictive Bayesian model is demonstrated for the assessment of such highly uncertain environmental and contingent costs. The predictive Bayesian approach presented generates probability distributions for the quantity of interest (rather than parameters thereof). A spreadsheet implementation of a previously proposed predictive Bayesian model, extended to represent contingent costs, is described and used to evaluate whether a firm should undertake an accelerated phase-out of its PCB containing transformers. Variability and uncertainty (due to lack of information) in transformer accident frequency and severity are assessed simultaneously using a combination of historical accident data, engineering model-based cost estimates, and subjective judgement. Model results are compared using several different risk measures. Use of the model for incorporation of environmental risk management into a company's overall risk management strategy is discussed.

Technical note: Bayesian calibration of dynamic ruminant nutrition models.

Science.gov (United States)

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

2016-08-01

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

Diagnosis and Reconfiguration using Bayesian Networks: An Electrical Power System Case Study

Science.gov (United States)

Knox, W. Bradley; Mengshoel, Ole

2009-01-01

Automated diagnosis and reconfiguration are important computational techniques that aim to minimize human intervention in autonomous systems. In this paper, we develop novel techniques and models in the context of diagnosis and reconfiguration reasoning using causal Bayesian networks (BNs). We take as starting point a successful diagnostic approach, using a static BN developed for a real-world electrical power system. We discuss in this paper the extension of this diagnostic approach along two dimensions, namely: (i) from a static BN to a dynamic BN; and (ii) from a diagnostic task to a reconfiguration task. More specifically, we discuss the auto-generation of a dynamic Bayesian network from a static Bayesian network. In addition, we discuss subtle, but important, differences between Bayesian networks when used for diagnosis versus reconfiguration. We discuss a novel reconfiguration agent, which models a system causally, including effects of actions through time, using a dynamic Bayesian network. Though the techniques we discuss are general, we demonstrate them in the context of electrical power systems (EPSs) for aircraft and spacecraft. EPSs are vital subsystems on-board aircraft and spacecraft, and many incidents and accidents of these vehicles have been attributed to EPS failures. We discuss a case study that provides initial but promising results for our approach in the setting of electrical power systems.

A Bayesian foundation for individual learning under uncertainty

Directory of Open Access Journals (Sweden)

Christoph eMathys

2011-05-01

Full Text Available Computational learning models are critical for understanding mechanisms of adaptive behavior. However, the two major current frameworks, reinforcement learning (RL and Bayesian learning, both have certain limitations. For example, many Bayesian models are agnostic of inter-individual variability and involve complicated integrals, making online learning difficult. Here, we introduce a generic hierarchical Bayesian framework for individual learning under multiple forms of uncertainty (e.g., environmental volatility and perceptual uncertainty. The model assumes Gaussian random walks of states at all but the first level, with the step size determined by the next higher level. The coupling between levels is controlled by parameters that shape the influence of uncertainty on learning in a subject-specific fashion. Using variational Bayes under a mean field approximation and a novel approximation to the posterior energy function, we derive trial-by-trial update equations which (i are analytical and extremely efficient, enabling real-time learning, (ii have a natural interpretation in terms of RL, and (iii contain parameters representing processes which play a key role in current theories of learning, e.g., precision-weighting of prediction error. These parameters allow for the expression of individual differences in learning and may relate to specific neuromodulatory mechanisms in the brain. Our model is very general: it can deal with both discrete and continuous states and equally accounts for deterministic and probabilistic relations between environmental events and perceptual states (i.e., situations with and without perceptual uncertainty. These properties are illustrated by simulations and analyses of empirical time series. Overall, our framework provides a novel foundation for understanding normal and pathological learning that contextualizes RL within a generic Bayesian scheme and thus connects it to principles of optimality from probability

A bayesian foundation for individual learning under uncertainty.

Science.gov (United States)

Mathys, Christoph; Daunizeau, Jean; Friston, Karl J; Stephan, Klaas E

2011-01-01

Computational learning models are critical for understanding mechanisms of adaptive behavior. However, the two major current frameworks, reinforcement learning (RL) and Bayesian learning, both have certain limitations. For example, many Bayesian models are agnostic of inter-individual variability and involve complicated integrals, making online learning difficult. Here, we introduce a generic hierarchical Bayesian framework for individual learning under multiple forms of uncertainty (e.g., environmental volatility and perceptual uncertainty). The model assumes Gaussian random walks of states at all but the first level, with the step size determined by the next highest level. The coupling between levels is controlled by parameters that shape the influence of uncertainty on learning in a subject-specific fashion. Using variational Bayes under a mean-field approximation and a novel approximation to the posterior energy function, we derive trial-by-trial update equations which (i) are analytical and extremely efficient, enabling real-time learning, (ii) have a natural interpretation in terms of RL, and (iii) contain parameters representing processes which play a key role in current theories of learning, e.g., precision-weighting of prediction error. These parameters allow for the expression of individual differences in learning and may relate to specific neuromodulatory mechanisms in the brain. Our model is very general: it can deal with both discrete and continuous states and equally accounts for deterministic and probabilistic relations between environmental events and perceptual states (i.e., situations with and without perceptual uncertainty). These properties are illustrated by simulations and analyses of empirical time series. Overall, our framework provides a novel foundation for understanding normal and pathological learning that contextualizes RL within a generic Bayesian scheme and thus connects it to principles of optimality from probability theory.

Estimation of post-test probabilities by residents: Bayesian reasoning versus heuristics?

Science.gov (United States)

Hall, Stacey; Phang, Sen Han; Schaefer, Jeffrey P; Ghali, William; Wright, Bruce; McLaughlin, Kevin

2014-08-01

Although the process of diagnosing invariably begins with a heuristic, we encourage our learners to support their diagnoses by analytical cognitive processes, such as Bayesian reasoning, in an attempt to mitigate the effects of heuristics on diagnosing. There are, however, limited data on the use ± impact of Bayesian reasoning on the accuracy of disease probability estimates. In this study our objective was to explore whether Internal Medicine residents use a Bayesian process to estimate disease probabilities by comparing their disease probability estimates to literature-derived Bayesian post-test probabilities. We gave 35 Internal Medicine residents four clinical vignettes in the form of a referral letter and asked them to estimate the post-test probability of the target condition in each case. We then compared these to literature-derived probabilities. For each vignette the estimated probability was significantly different from the literature-derived probability. For the two cases with low literature-derived probability our participants significantly overestimated the probability of these target conditions being the correct diagnosis, whereas for the two cases with high literature-derived probability the estimated probability was significantly lower than the calculated value. Our results suggest that residents generate inaccurate post-test probability estimates. Possible explanations for this include ineffective application of Bayesian reasoning, attribute substitution whereby a complex cognitive task is replaced by an easier one (e.g., a heuristic), or systematic rater bias, such as central tendency bias. Further studies are needed to identify the reasons for inaccuracy of disease probability estimates and to explore ways of improving accuracy.

Review of bayesian statistical analysis methods for cytogenetic radiation biodosimetry, with a practical example

International Nuclear Information System (INIS)

Ainsbury, Elizabeth A.; Lloyd, David C.; Rothkamm, Kai; Vinnikov, Volodymyr A.; Maznyk, Nataliya A.; Puig, Pedro; Higueras, Manuel

2014-01-01

Classical methods of assessing the uncertainty associated with radiation doses estimated using cytogenetic techniques are now extremely well defined. However, several authors have suggested that a Bayesian approach to uncertainty estimation may be more suitable for cytogenetic data, which are inherently stochastic in nature. The Bayesian analysis framework focuses on identification of probability distributions (for yield of aberrations or estimated dose), which also means that uncertainty is an intrinsic part of the analysis, rather than an 'afterthought'. In this paper Bayesian, as well as some more advanced classical, data analysis methods for radiation cytogenetics are reviewed that have been proposed in the literature. A practical overview of Bayesian cytogenetic dose estimation is also presented, with worked examples from the literature. (authors)

Bayesian Meta-Analysis of Coefficient Alpha

Science.gov (United States)

Brannick, Michael T.; Zhang, Nanhua

2013-01-01

The current paper describes and illustrates a Bayesian approach to the meta-analysis of coefficient alpha. Alpha is the most commonly used estimate of the reliability or consistency (freedom from measurement error) for educational and psychological measures. The conventional approach to meta-analysis uses inverse variance weights to combine…

A Bayesian Approach to Interactive Retrieval

Science.gov (United States)

Tague, Jean M.

1973-01-01

A probabilistic model for interactive retrieval is presented. Bayesian statistical decision theory principles are applied: use of prior and sample information about the relationship of document descriptions to query relevance; maximization of expected value of a utility function, to the problem of optimally restructuring search strategies in an…

Non-Linear Approximation of Bayesian Update

KAUST Repository

Litvinenko, Alexander

2016-01-01

We develop a non-linear approximation of expensive Bayesian formula. This non-linear approximation is applied directly to Polynomial Chaos Coefficients. In this way, we avoid Monte Carlo sampling and sampling error. We can show that the famous Kalman Update formula is a particular case of this update.

Non-Linear Approximation of Bayesian Update

KAUST Repository

Litvinenko, Alexander

2016-06-23

We develop a non-linear approximation of expensive Bayesian formula. This non-linear approximation is applied directly to Polynomial Chaos Coefficients. In this way, we avoid Monte Carlo sampling and sampling error. We can show that the famous Kalman Update formula is a particular case of this update.

Prediction of Individual Serum Infliximab Concentrations in Inflammatory Bowel Disease by a Bayesian Dashboard System.

Science.gov (United States)

Eser, Alexander; Primas, Christian; Reinisch, Sieglinde; Vogelsang, Harald; Novacek, Gottfried; Mould, Diane R; Reinisch, Walter

2018-01-30

Despite a robust exposure-response relationship of infliximab in inflammatory bowel disease (IBD), attempts to adjust dosing to individually predicted serum concentrations of infliximab (SICs) are lacking. Compared with labor-intensive conventional software for pharmacokinetic (PK) modeling (eg, NONMEM) dashboards are easy-to-use programs incorporating complex Bayesian statistics to determine individual pharmacokinetics. We evaluated various infliximab detection assays and the number of samples needed to precisely forecast individual SICs using a Bayesian dashboard. We assessed long-term infliximab retention in patients being dosed concordantly versus discordantly with Bayesian dashboard recommendations. Three hundred eighty-two serum samples from 117 adult IBD patients on infliximab maintenance therapy were analyzed by 3 commercially available assays. Data from each assay was modeled using NONMEM and a Bayesian dashboard. PK parameter precision and residual variability were assessed. Forecast concentrations from both systems were compared with observed concentrations. Infliximab retention was assessed by prediction for dose intensification via Bayesian dashboard versus real-life practice. Forecast precision of SICs varied between detection assays. At least 3 SICs from a reliable assay are needed for an accurate forecast. The Bayesian dashboard performed similarly to NONMEM to predict SICs. Patients dosed concordantly with Bayesian dashboard recommendations had a significantly longer median drug survival than those dosed discordantly (51.5 versus 4.6 months, P dashboard helps to assess the diagnostic performance of infliximab detection assays. Three, not single, SICs provide sufficient information for individualized dose adjustment when incorporated into the Bayesian dashboard. Treatment adjusted to forecasted SICs is associated with longer drug retention of infliximab. © 2018, The American College of Clinical Pharmacology.

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.

A Bayesian Markov geostatistical model for estimation of hydrogeological properties

International Nuclear Information System (INIS)

Rosen, L.; Gustafson, G.

1996-01-01

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

Sparse reconstruction using distribution agnostic bayesian matching pursuit

KAUST Repository

Masood, Mudassir

2013-11-01

A fast matching pursuit method using a Bayesian approach is introduced for sparse signal recovery. This method performs Bayesian estimates of sparse signals even when the signal prior is non-Gaussian or unknown. It is agnostic on signal statistics and utilizes a priori statistics of additive noise and the sparsity rate of the signal, which are shown to be easily estimated from data if not available. The method utilizes a greedy approach and order-recursive updates of its metrics to find the most dominant sparse supports to determine the approximate minimum mean-square error (MMSE) estimate of the sparse signal. Simulation results demonstrate the power and robustness of our proposed estimator. © 2013 IEEE.

A Bayesian Network Schema for Lessening Database Inference

National Research Council Canada - National Science Library

Chang, LiWu; Moskowitz, Ira S

2001-01-01

.... The authors introduce a formal schema for database inference analysis, based upon a Bayesian network structure, which identifies critical parameters involved in the inference problem and represents...

Bayesian site selection for fast Gaussian process regression

KAUST Repository

Pourhabib, Arash; Liang, Faming; Ding, Yu

2014-01-01

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

Bayesian site selection for fast Gaussian process regression

KAUST Repository

Pourhabib, Arash

2014-02-05

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

Progress on Bayesian Inference of the Fast Ion Distribution Function

DEFF Research Database (Denmark)

Stagner, L.; Heidbrink, W.W,; Chen, X.

2013-01-01

. However, when theory and experiment disagree (for one or more diagnostics), it is unclear how to proceed. Bayesian statistics provides a framework to infer the DF, quantify errors, and reconcile discrepant diagnostic measurements. Diagnostic errors and weight functions that describe the phase space...... sensitivity of the measurements are incorporated into Bayesian likelihood probabilities. Prior probabilities describe physical constraints. This poster will show reconstructions of classically described, low-power, MHD-quiescent distribution functions from actual FIDA measurements. A description of the full...

Basics of Bayesian reliability estimation from attribute test data

International Nuclear Information System (INIS)

Martz, H.F. Jr.; Waller, R.A.

1975-10-01

The basic notions of Bayesian reliability estimation from attribute lifetest data are presented in an introductory and expository manner. Both Bayesian point and interval estimates of the probability of surviving the lifetest, the reliability, are discussed. The necessary formulas are simply stated, and examples are given to illustrate their use. In particular, a binomial model in conjunction with a beta prior model is considered. Particular attention is given to the procedure for selecting an appropriate prior model in practice. Empirical Bayes point and interval estimates of reliability are discussed and examples are given. 7 figures, 2 tables

Bayesian models of cognition revisited: Setting optimality aside and letting data drive psychological theory.

Science.gov (United States)

Tauber, Sean; Navarro, Daniel J; Perfors, Amy; Steyvers, Mark

2017-07-01

Recent debates in the psychological literature have raised questions about the assumptions that underpin Bayesian models of cognition and what inferences they license about human cognition. In this paper we revisit this topic, arguing that there are 2 qualitatively different ways in which a Bayesian model could be constructed. The most common approach uses a Bayesian model as a normative standard upon which to license a claim about optimality. In the alternative approach, a descriptive Bayesian model need not correspond to any claim that the underlying cognition is optimal or rational, and is used solely as a tool for instantiating a substantive psychological theory. We present 3 case studies in which these 2 perspectives lead to different computational models and license different conclusions about human cognition. We demonstrate how the descriptive Bayesian approach can be used to answer different sorts of questions than the optimal approach, especially when combined with principled tools for model evaluation and model selection. More generally we argue for the importance of making a clear distinction between the 2 perspectives. Considerable confusion results when descriptive models and optimal models are conflated, and if Bayesians are to avoid contributing to this confusion it is important to avoid making normative claims when none are intended. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Bayesian Analysis of Individual Level Personality Dynamics

Directory of Open Access Journals (Sweden)

Edward Cripps

2016-07-01

Full Text Available A Bayesian technique with analyses of within-person processes at the level of the individual is presented. The approach is used to examine if the patterns of within-person responses on a 12 trial simulation task are consistent with the predictions of ITA theory (Dweck, 1999. ITA theory states that the performance of an individual with an entity theory of ability is more likely to spiral down following a failure experience than the performance of an individual with an incremental theory of ability. This is because entity theorists interpret failure experiences as evidence of a lack of ability, which they believe is largely innate and therefore relatively fixed; whilst incremental theorists believe in the malleability of abilities and interpret failure experiences as evidence of more controllable factors such as poor strategy or lack of effort. The results of our analyses support ITA theory at both the within- and between-person levels of analyses and demonstrate the benefits of Bayesian techniques for the analysis of within-person processes. These include more formal specification of the theory and the ability to draw inferences about each individual, which allows for more nuanced interpretations of individuals within a personality category, such as differences in the individual probabilities of spiralling. While Bayesian techniques have many potential advantages for the analyses of within-person processes at the individual level, ease of use is not one of them for psychologists trained in traditional frequentist statistical techniques.

A strongly quasiconvex PAC-Bayesian bound

DEFF Research Database (Denmark)

Thiemann, Niklas; Igel, Christian; Wintenberger, Olivier

2017-01-01

We propose a new PAC-Bayesian bound and a way of constructing a hypothesis space, so that the bound is convex in the posterior distribution and also convex in a trade-off parameter between empirical performance of the posterior distribution and its complexity. The complexity is measured by the Ku...

Hierarchical Bayesian Models of Subtask Learning

Science.gov (United States)

Anglim, Jeromy; Wynton, Sarah K. A.

2015-01-01

The current study used Bayesian hierarchical methods to challenge and extend previous work on subtask learning consistency. A general model of individual-level subtask learning was proposed focusing on power and exponential functions with constraints to test for inconsistency. To study subtask learning, we developed a novel computer-based booking…

Fragment virtual screening based on Bayesian categorization for discovering novel VEGFR-2 scaffolds.

Science.gov (United States)

Zhang, Yanmin; Jiao, Yu; Xiong, Xiao; Liu, Haichun; Ran, Ting; Xu, Jinxing; Lu, Shuai; Xu, Anyang; Pan, Jing; Qiao, Xin; Shi, Zhihao; Lu, Tao; Chen, Yadong

2015-11-01

The discovery of novel scaffolds against a specific target has long been one of the most significant but challengeable goals in discovering lead compounds. A scaffold that binds in important regions of the active pocket is more favorable as a starting point because scaffolds generally possess greater optimization possibilities. However, due to the lack of sufficient chemical space diversity of the databases and the ineffectiveness of the screening methods, it still remains a great challenge to discover novel active scaffolds. Since the strengths and weaknesses of both fragment-based drug design and traditional virtual screening (VS), we proposed a fragment VS concept based on Bayesian categorization for the discovery of novel scaffolds. This work investigated the proposal through an application on VEGFR-2 target. Firstly, scaffold and structural diversity of chemical space for 10 compound databases were explicitly evaluated. Simultaneously, a robust Bayesian classification model was constructed for screening not only compound databases but also their corresponding fragment databases. Although analysis of the scaffold diversity demonstrated a very unevenly distribution of scaffolds over molecules, results showed that our Bayesian model behaved better in screening fragments than molecules. Through a literature retrospective research, several generated fragments with relatively high Bayesian scores indeed exhibit VEGFR-2 biological activity, which strongly proved the effectiveness of fragment VS based on Bayesian categorization models. This investigation of Bayesian-based fragment VS can further emphasize the necessity for enrichment of compound databases employed in lead discovery by amplifying the diversity of databases with novel structures.

Bayesian Modelling of Functional Whole Brain Connectivity

DEFF Research Database (Denmark)

Røge, Rasmus

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

Bayesian network modelling of upper gastrointestinal bleeding

Science.gov (United States)

Aisha, Nazziwa; Shohaimi, Shamarina; Adam, Mohd Bakri

2013-09-01

Bayesian networks are graphical probabilistic models that represent causal and other relationships between domain variables. In the context of medical decision making, these models have been explored to help in medical diagnosis and prognosis. In this paper, we discuss the Bayesian network formalism in building medical support systems and we learn a tree augmented naive Bayes Network (TAN) from gastrointestinal bleeding data. The accuracy of the TAN in classifying the source of gastrointestinal bleeding into upper or lower source is obtained. The TAN achieves a high classification accuracy of 86% and an area under curve of 92%. A sensitivity analysis of the model shows relatively high levels of entropy reduction for color of the stool, history of gastrointestinal bleeding, consistency and the ratio of blood urea nitrogen to creatinine. The TAN facilitates the identification of the source of GIB and requires further validation.

Disentangling Complexity in Bayesian Automatic Adaptive Quadrature

Science.gov (United States)

Adam, Gheorghe; Adam, Sanda

2018-02-01

The paper describes a Bayesian automatic adaptive quadrature (BAAQ) solution for numerical integration which is simultaneously robust, reliable, and efficient. Detailed discussion is provided of three main factors which contribute to the enhancement of these features: (1) refinement of the m-panel automatic adaptive scheme through the use of integration-domain-length-scale-adapted quadrature sums; (2) fast early problem complexity assessment - enables the non-transitive choice among three execution paths: (i) immediate termination (exceptional cases); (ii) pessimistic - involves time and resource consuming Bayesian inference resulting in radical reformulation of the problem to be solved; (iii) optimistic - asks exclusively for subrange subdivision by bisection; (3) use of the weaker accuracy target from the two possible ones (the input accuracy specifications and the intrinsic integrand properties respectively) - results in maximum possible solution accuracy under minimum possible computing time.

Robust Learning of High-dimensional Biological Networks with Bayesian Networks

Science.gov (United States)

Nägele, Andreas; Dejori, Mathäus; Stetter, Martin

Structure learning of Bayesian networks applied to gene expression data has become a potentially useful method to estimate interactions between genes. However, the NP-hardness of Bayesian network structure learning renders the reconstruction of the full genetic network with thousands of genes unfeasible. Consequently, the maximal network size is usually restricted dramatically to a small set of genes (corresponding with variables in the Bayesian network). Although this feature reduction step makes structure learning computationally tractable, on the downside, the learned structure might be adversely affected due to the introduction of missing genes. Additionally, gene expression data are usually very sparse with respect to the number of samples, i.e., the number of genes is much greater than the number of different observations. Given these problems, learning robust network features from microarray data is a challenging task. This chapter presents several approaches tackling the robustness issue in order to obtain a more reliable estimation of learned network features.

Embracing Uncertainty: The Interface of Bayesian Statistics and Cognitive Psychology

Directory of Open Access Journals (Sweden)

Judith L. Anderson

1998-06-01

Full Text Available Ecologists working in conservation and resource management are discovering the importance of using Bayesian analytic methods to deal explicitly with uncertainty in data analyses and decision making. However, Bayesian procedures require, as inputs and outputs, an idea that is problematic for the human brain: the probability of a hypothesis ("single-event probability". I describe several cognitive concepts closely related to single-event probabilities, and discuss how their interchangeability in the human mind results in "cognitive illusions," apparent deficits in reasoning about uncertainty. Each cognitive illusion implies specific possible pitfalls for the use of single-event probabilities in ecology and resource management. I then discuss recent research in cognitive psychology showing that simple tactics of communication, suggested by an evolutionary perspective on human cognition, help people to process uncertain information more effectively as they read and talk about probabilities. In addition, I suggest that carefully considered standards for methodology and conventions for presentation may also make Bayesian analyses easier to understand.

Survival Bayesian Estimation of Exponential-Gamma Under Linex Loss Function

Science.gov (United States)

Rizki, S. W.; Mara, M. N.; Sulistianingsih, E.

2017-06-01

This paper elaborates a research of the cancer patients after receiving a treatment in cencored data using Bayesian estimation under Linex Loss function for Survival Model which is assumed as an exponential distribution. By giving Gamma distribution as prior and likelihood function produces a gamma distribution as posterior distribution. The posterior distribution is used to find estimatior {\\hat{λ }}BL by using Linex approximation. After getting {\\hat{λ }}BL, the estimators of hazard function {\\hat{h}}BL and survival function {\\hat{S}}BL can be found. Finally, we compare the result of Maximum Likelihood Estimation (MLE) and Linex approximation to find the best method for this observation by finding smaller MSE. The result shows that MSE of hazard and survival under MLE are 2.91728E-07 and 0.000309004 and by using Bayesian Linex worths 2.8727E-07 and 0.000304131, respectively. It concludes that the Bayesian Linex is better than MLE.

How to become a Bayesian in eight easy steps : An annotated reading list

NARCIS (Netherlands)

Etz, A.; Gronau, Q.F.; Dablander, F.; Edelsbrunner, P.A.; Baribault, B.

In this guide, we present a reading list to serve as a concise introduction to Bayesian data analysis. The introduction is geared toward reviewers, editors, and interested researchers who are new to Bayesian statistics. We provide commentary for eight recommended sources, which together cover the

Bayesian error estimation in density-functional theory

DEFF Research Database (Denmark)

Mortensen, Jens Jørgen; Kaasbjerg, Kristen; Frederiksen, Søren Lund

2005-01-01

We present a practical scheme for performing error estimates for density-functional theory calculations. The approach, which is based on ideas from Bayesian statistics, involves creating an ensemble of exchange-correlation functionals by comparing with an experimental database of binding energies...

Detection of multiple damages employing best achievable eigenvectors under Bayesian inference

Science.gov (United States)

Prajapat, Kanta; Ray-Chaudhuri, Samit

2018-05-01

A novel approach is presented in this work to localize simultaneously multiple damaged elements in a structure along with the estimation of damage severity for each of the damaged elements. For detection of damaged elements, a best achievable eigenvector based formulation has been derived. To deal with noisy data, Bayesian inference is employed in the formulation wherein the likelihood of the Bayesian algorithm is formed on the basis of errors between the best achievable eigenvectors and the measured modes. In this approach, the most probable damage locations are evaluated under Bayesian inference by generating combinations of various possible damaged elements. Once damage locations are identified, damage severities are estimated using a Bayesian inference Markov chain Monte Carlo simulation. The efficiency of the proposed approach has been demonstrated by carrying out a numerical study involving a 12-story shear building. It has been found from this study that damage scenarios involving as low as 10% loss of stiffness in multiple elements are accurately determined (localized and severities quantified) even when 2% noise contaminated modal data are utilized. Further, this study introduces a term parameter impact (evaluated based on sensitivity of modal parameters towards structural parameters) to decide the suitability of selecting a particular mode, if some idea about the damaged elements are available. It has been demonstrated here that the accuracy and efficiency of the Bayesian quantification algorithm increases if damage localization is carried out a-priori. An experimental study involving a laboratory scale shear building and different stiffness modification scenarios shows that the proposed approach is efficient enough to localize the stories with stiffness modification.

Bayesian Uncertainty Quantification for Subsurface Inversion Using a Multiscale Hierarchical Model

KAUST Repository

Mondal, Anirban

2014-07-03

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

SHORT-TERM SOLAR FLARE LEVEL PREDICTION USING A BAYESIAN NETWORK APPROACH

International Nuclear Information System (INIS)

Yu Daren; Huang Xin; Hu Qinghua; Zhou Rui; Wang Huaning; Cui Yanmei

2010-01-01

A Bayesian network approach for short-term solar flare level prediction has been proposed based on three sequences of photospheric magnetic field parameters extracted from Solar and Heliospheric Observatory/Michelson Doppler Imager longitudinal magnetograms. The magnetic measures, the maximum horizontal gradient, the length of neutral line, and the number of singular points do not have determinate relationships with solar flares, so the solar flare level prediction is considered as an uncertainty reasoning process modeled by the Bayesian network. The qualitative network structure which describes conditional independent relationships among magnetic field parameters and the quantitative conditional probability tables which determine the probabilistic values for each variable are learned from the data set. Seven sequential features-the maximum, the mean, the root mean square, the standard deviation, the shape factor, the crest factor, and the pulse factor-are extracted to reduce the dimensions of the raw sequences. Two Bayesian network models are built using raw sequential data (BN R ) and feature extracted data (BN F ), respectively. The explanations of these models are consistent with physical analyses of experts. The performances of the BN R and the BN F appear comparable with other methods. More importantly, the comprehensibility of the Bayesian network models is better than other methods.

Construction of Monitoring Model and Algorithm Design on Passenger Security during Shipping Based on Improved Bayesian Network

Science.gov (United States)

Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng

2014-01-01

A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping. PMID:25254227

Bayesian paradox in homeland security and homeland defense

Science.gov (United States)

Jannson, Tomasz; Forrester, Thomas; Wang, Wenjian

2011-06-01

In this paper we discuss a rather surprising result of Bayesian inference analysis: performance of a broad variety of sensors depends not only on a sensor system itself, but also on CONOPS parameters in such a way that even an excellent sensor system can perform poorly if absolute probabilities of a threat (target) are lower than a false alarm probability. This result, which we call Bayesian paradox, holds not only for binary sensors as discussed in the lead author's previous papers, but also for a more general class of multi-target sensors, discussed also in this paper. Examples include: ATR (automatic target recognition), luggage X-ray inspection for explosives, medical diagnostics, car engine diagnostics, judicial decisions, and many other issues.

E-commerce System Security Assessment based on Bayesian Network Algorithm Research

OpenAIRE

Ting Li; Xin Li

2013-01-01

Evaluation of e-commerce network security is based on assessment method Bayesian networks, and it first defines the vulnerability status of e-commerce system evaluation index and the vulnerability of the state model of e-commerce systems, and after the principle of the Bayesian network reliability of e-commerce system and the criticality of the vulnerabilities were analyzed, experiments show that the change method is a good evaluation of the security of e-commerce systems.

Bayesian statistics in radionuclide metrology: measurement of a decaying source

International Nuclear Information System (INIS)

Bochud, F. O.; Bailat, C.J.; Laedermann, J.P.

2007-01-01

The most intuitive way of defining a probability is perhaps through the frequency at which it appears when a large number of trials are realized in identical conditions. The probability derived from the obtained histogram characterizes the so-called frequentist or conventional statistical approach. In this sense, probability is defined as a physical property of the observed system. By contrast, in Bayesian statistics, a probability is not a physical property or a directly observable quantity, but a degree of belief or an element of inference. The goal of this paper is to show how Bayesian statistics can be used in radionuclide metrology and what its advantages and disadvantages are compared with conventional statistics. This is performed through the example of an yttrium-90 source typically encountered in environmental surveillance measurement. Because of the very low activity of this kind of source and the small half-life of the radionuclide, this measurement takes several days, during which the source decays significantly. Several methods are proposed to compute simultaneously the number of unstable nuclei at a given reference time, the decay constant and the background. Asymptotically, all approaches give the same result. However, Bayesian statistics produces coherent estimates and confidence intervals in a much smaller number of measurements. Apart from the conceptual understanding of statistics, the main difficulty that could deter radionuclide metrologists from using Bayesian statistics is the complexity of the computation. (authors)

Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian-Wishart processes.

Science.gov (United States)

Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon

2017-12-01

Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.

Bayesian Inversion for Large Scale Antarctic Ice Sheet Flow

KAUST Repository

Ghattas, Omar

2015-01-07

The flow of ice from the interior of polar ice sheets is the primary contributor to projected sea level rise. One of the main difficulties faced in modeling ice sheet flow is the uncertain spatially-varying Robin boundary condition that describes the resistance to sliding at the base of the ice. Satellite observations of the surface ice flow velocity, along with a model of ice as a creeping incompressible shear-thinning fluid, can be used to infer this uncertain basal boundary condition. We cast this ill-posed inverse problem in the framework of Bayesian inference, which allows us to infer not only the basal sliding parameters, but also the associated uncertainty. To overcome the prohibitive nature of Bayesian methods for large-scale inverse problems, we exploit the fact that, despite the large size of observational data, they typically provide only sparse information on model parameters. We show results for Bayesian inversion of the basal sliding parameter field for the full Antarctic continent, and demonstrate that the work required to solve the inverse problem, measured in number of forward (and adjoint) ice sheet model solves, is independent of the parameter and data dimensions

Bayesian experts in exploring reaction kinetics of transcription circuits.

Science.gov (United States)

Yoshida, Ryo; Saito, Masaya M; Nagao, Hiromichi; Higuchi, Tomoyuki

2010-09-15

Biochemical reactions in cells are made of several types of biological circuits. In current systems biology, making differential equation (DE) models simulatable in silico has been an appealing, general approach to uncover a complex world of biochemical reaction dynamics. Despite of a need for simulation-aided studies, our research field has yet provided no clear answers: how to specify kinetic values in models that are difficult to measure from experimental/theoretical analyses on biochemical kinetics. We present a novel non-parametric Bayesian approach to this problem. The key idea lies in the development of a Dirichlet process (DP) prior distribution, called Bayesian experts, which reflects substantive knowledge on reaction mechanisms inherent in given models and experimentally observable kinetic evidences to the subsequent parameter search. The DP prior identifies significant local regions of unknown parameter space before proceeding to the posterior analyses. This article reports that a Bayesian expert-inducing stochastic search can effectively explore unknown parameters of in silico transcription circuits such that solutions of DEs reproduce transcriptomic time course profiles. A sample source code is available at the URL http://daweb.ism.ac.jp/~yoshidar/lisdas/.

Bayesian Inversion for Large Scale Antarctic Ice Sheet Flow

KAUST Repository

Ghattas, Omar

2015-01-01

The flow of ice from the interior of polar ice sheets is the primary contributor to projected sea level rise. One of the main difficulties faced in modeling ice sheet flow is the uncertain spatially-varying Robin boundary condition that describes the resistance to sliding at the base of the ice. Satellite observations of the surface ice flow velocity, along with a model of ice as a creeping incompressible shear-thinning fluid, can be used to infer this uncertain basal boundary condition. We cast this ill-posed inverse problem in the framework of Bayesian inference, which allows us to infer not only the basal sliding parameters, but also the associated uncertainty. To overcome the prohibitive nature of Bayesian methods for large-scale inverse problems, we exploit the fact that, despite the large size of observational data, they typically provide only sparse information on model parameters. We show results for Bayesian inversion of the basal sliding parameter field for the full Antarctic continent, and demonstrate that the work required to solve the inverse problem, measured in number of forward (and adjoint) ice sheet model solves, is independent of the parameter and data dimensions

Using literature and data to learn Bayesian networks as clinical models of ovarian tumors.

Science.gov (United States)

Antal, Peter; Fannes, Geert; Timmerman, Dirk; Moreau, Yves; De Moor, Bart

2004-03-01

Thanks to its increasing availability, electronic literature has become a potential source of information for the development of complex Bayesian networks (BN), when human expertise is missing or data is scarce or contains much noise. This opportunity raises the question of how to integrate information from free-text resources with statistical data in learning Bayesian networks. Firstly, we report on the collection of prior information resources in the ovarian cancer domain, which includes "kernel" annotations of the domain variables. We introduce methods based on the annotations and literature to derive informative pairwise dependency measures, which are derived from the statistical cooccurrence of the names of the variables, from the similarity of the "kernel" descriptions of the variables and from a combined method. We perform wide-scale evaluation of these text-based dependency scores against an expert reference and against data scores (the mutual information (MI) and a Bayesian score). Next, we transform the text-based dependency measures into informative text-based priors for Bayesian network structures. Finally, we report the benefit of such informative text-based priors on the performance of a Bayesian network for the classification of ovarian tumors from clinical data.

Bayesian estimation of seasonal course of canopy leaf area index from hyperspectral satellite data

Science.gov (United States)

Varvia, Petri; Rautiainen, Miina; Seppänen, Aku

2018-03-01

In this paper, Bayesian inversion of a physically-based forest reflectance model is investigated to estimate of boreal forest canopy leaf area index (LAI) from EO-1 Hyperion hyperspectral data. The data consist of multiple forest stands with different species compositions and structures, imaged in three phases of the growing season. The Bayesian estimates of canopy LAI are compared to reference estimates based on a spectral vegetation index. The forest reflectance model contains also other unknown variables in addition to LAI, for example leaf single scattering albedo and understory reflectance. In the Bayesian approach, these variables are estimated simultaneously with LAI. The feasibility and seasonal variation of these estimates is also examined. Credible intervals for the estimates are also calculated and evaluated. The results show that the Bayesian inversion approach is significantly better than using a comparable spectral vegetation index regression.

Robust bayesian inference of generalized Pareto distribution ...

African Journals Online (AJOL)

En utilisant une etude exhaustive de Monte Carlo, nous prouvons que, moyennant une fonction perte generalisee adequate, on peut construire un estimateur Bayesien robuste du modele. Key words: Bayesian estimation; Extreme value; Generalized Fisher information; Gener- alized Pareto distribution; Monte Carlo; ...

Scalable Bayesian nonparametric measures for exploring pairwise dependence via Dirichlet Process Mixtures.

Science.gov (United States)

Filippi, Sarah; Holmes, Chris C; Nieto-Barajas, Luis E

2016-11-16

In this article we propose novel Bayesian nonparametric methods using Dirichlet Process Mixture (DPM) models for detecting pairwise dependence between random variables while accounting for uncertainty in the form of the underlying distributions. A key criteria is that the procedures should scale to large data sets. In this regard we find that the formal calculation of the Bayes factor for a dependent-vs.-independent DPM joint probability measure is not feasible computationally. To address this we present Bayesian diagnostic measures for characterising evidence against a "null model" of pairwise independence. In simulation studies, as well as for a real data analysis, we show that our approach provides a useful tool for the exploratory nonparametric Bayesian analysis of large multivariate data sets.

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. Copyright © 2015 Elsevier Inc. All rights reserved.

Bayesian estimation of isotopic age differences

International Nuclear Information System (INIS)

Curl, R.L.

1988-01-01

Isotopic dating is subject to uncertainties arising from counting statistics and experimental errors. These uncertainties are additive when an isotopic age difference is calculated. If large, they can lead to no significant age difference by classical statistics. In many cases, relative ages are known because of stratigraphic order or other clues. Such information can be used to establish a Bayes estimate of age difference which will include prior knowledge of age order. Age measurement errors are assumed to be log-normal and a noninformative but constrained bivariate prior for two true ages in known order is adopted. True-age ratio is distributed as a truncated log-normal variate. Its expected value gives an age-ratio estimate, and its variance provides credible intervals. Bayesian estimates of ages are different and in correct order even if measured ages are identical or reversed in order. For example, age measurements on two samples might both yield 100 ka with coefficients of variation of 0.2. Bayesian estimates are 22.7 ka for age difference with a 75% credible interval of [4.4, 43.7] ka

Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

Directory of Open Access Journals (Sweden)

Maya Gupta

2010-04-01

Full Text Available Given iid samples drawn from a distribution with known parametric form, we propose the minimization of expected Bregman divergence to form Bayesian estimates of differential entropy and relative entropy, and derive such estimators for the uniform, Gaussian, Wishart, and inverse Wishart distributions. Additionally, formulas are given for a log gamma Bregman divergence and the differential entropy and relative entropy for the Wishart and inverse Wishart. The results, as always with Bayesian estimates, depend on the accuracy of the prior parameters, but example simulations show that the performance can be substantially improved compared to maximum likelihood or state-of-the-art nonparametric estimators.

Kaolin Quality Prediction from Samples: A Bayesian Network Approach

International Nuclear Information System (INIS)

Rivas, T.; Taboada, J.; Ordonez, C.; Matias, J. M.

2009-01-01

We describe the results of an expert system applied to the evaluation of samples of kaolin for industrial use in paper or ceramic manufacture. Different machine learning techniques - classification trees, support vector machines and Bayesian networks - were applied with the aim of evaluating and comparing their interpretability and prediction capacities. The predictive capacity of these models for the samples analyzed was highly satisfactory, both for ceramic quality and paper quality. However, Bayesian networks generally proved to be the most useful technique for our study, as this approach combines good predictive capacity with excellent interpretability of the kaolin quality structure, as it graphically represents relationships between variables and facilitates what-if analyses.

Introduction to applied Bayesian statistics and estimation for social scientists

CERN Document Server

Lynch, Scott M

2007-01-01

""Introduction to Applied Bayesian Statistics and Estimation for Social Scientists"" covers the complete process of Bayesian statistical analysis in great detail from the development of a model through the process of making statistical inference. The key feature of this book is that it covers models that are most commonly used in social science research - including the linear regression model, generalized linear models, hierarchical models, and multivariate regression models - and it thoroughly develops each real-data example in painstaking detail.The first part of the book provides a detailed

The NIFTY way of Bayesian signal inference

International Nuclear Information System (INIS)

Selig, Marco

2014-01-01

We introduce NIFTY, 'Numerical Information Field Theory', a software package for the development of Bayesian signal inference algorithms that operate independently from any underlying spatial grid and its resolution. A large number of Bayesian and Maximum Entropy methods for 1D signal reconstruction, 2D imaging, as well as 3D tomography, appear formally similar, but one often finds individualized implementations that are neither flexible nor easily transferable. Signal inference in the framework of NIFTY can be done in an abstract way, such that algorithms, prototyped in 1D, can be applied to real world problems in higher-dimensional settings. NIFTY as a versatile library is applicable and already has been applied in 1D, 2D, 3D and spherical settings. A recent application is the D 3 PO algorithm targeting the non-trivial task of denoising, deconvolving, and decomposing photon observations in high energy astronomy

The NIFTy way of Bayesian signal inference

Science.gov (United States)

Selig, Marco

2014-12-01

We introduce NIFTy, "Numerical Information Field Theory", a software package for the development of Bayesian signal inference algorithms that operate independently from any underlying spatial grid and its resolution. A large number of Bayesian and Maximum Entropy methods for 1D signal reconstruction, 2D imaging, as well as 3D tomography, appear formally similar, but one often finds individualized implementations that are neither flexible nor easily transferable. Signal inference in the framework of NIFTy can be done in an abstract way, such that algorithms, prototyped in 1D, can be applied to real world problems in higher-dimensional settings. NIFTy as a versatile library is applicable and already has been applied in 1D, 2D, 3D and spherical settings. A recent application is the D3PO algorithm targeting the non-trivial task of denoising, deconvolving, and decomposing photon observations in high energy astronomy.

Machine learning a Bayesian and optimization perspective

CERN Document Server

Theodoridis, Sergios

2015-01-01

This tutorial text gives a unifying perspective on machine learning by covering both probabilistic and deterministic approaches, which rely on optimization techniques, as well as Bayesian inference, which is based on a hierarchy of probabilistic models. The book presents the major machine learning methods as they have been developed in different disciplines, such as statistics, statistical and adaptive signal processing and computer science. Focusing on the physical reasoning behind the mathematics, all the various methods and techniques are explained in depth, supported by examples and problems, giving an invaluable resource to the student and researcher for understanding and applying machine learning concepts. The book builds carefully from the basic classical methods to the most recent trends, with chapters written to be as self-contained as possible, making the text suitable for different courses: pattern recognition, statistical/adaptive signal processing, statistical/Bayesian learning, as well as shor...

Bayesianism and inference to the best explanation

Directory of Open Access Journals (Sweden)

Valeriano IRANZO

2008-01-01

Full Text Available Bayesianism and Inference to the best explanation (IBE are two different models of inference. Recently there has been some debate about the possibility of “bayesianizing” IBE. Firstly I explore several alternatives to include explanatory considerations in Bayes’s Theorem. Then I distinguish two different interpretations of prior probabilities: “IBE-Bayesianism” (IBE-Bay and “frequentist-Bayesianism” (Freq-Bay. After detailing the content of the latter, I propose a rule for assessing the priors. I also argue that Freq-Bay: (i endorses a role for explanatory value in the assessment of scientific hypotheses; (ii avoids a purely subjectivist reading of prior probabilities; and (iii fits better than IBE-Bayesianism with two basic facts about science, i.e., the prominent role played by empirical testing and the existence of many scientific theories in the past that failed to fulfil their promises and were subsequently abandoned.

Bayesian naturalness, simplicity, and testability applied to the B ‑ L MSSM GUT

Science.gov (United States)

Fundira, Panashe; Purves, Austin

2018-04-01

Recent years have seen increased use of Bayesian model comparison to quantify notions such as naturalness, simplicity, and testability, especially in the area of supersymmetric model building. After demonstrating that Bayesian model comparison can resolve a paradox that has been raised in the literature concerning the naturalness of the proton mass, we apply Bayesian model comparison to GUTs, an area to which it has not been applied before. We find that the GUTs are substantially favored over the nonunifying puzzle model. Of the GUTs we consider, the B ‑ L MSSM GUT is the most favored, but the MSSM GUT is almost equally favored.

Bayesian disease mapping: hierarchical modeling in spatial epidemiology

National Research Council Canada - National Science Library

Lawson, Andrew

2013-01-01

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

Bayesian selection of misspecified models is overconfident and may cause spurious posterior probabilities for phylogenetic trees.

Science.gov (United States)

Yang, Ziheng; Zhu, Tianqi

2018-02-20

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

Modelling cheetah relocation success in southern Africa using an iterative Bayesian network development cycle

CSIR Research Space (South Africa)

Johnson, S

2010-02-01

Full Text Available metapopulations was the focus of a Bayesian Network (BN) modelling workshop in South Africa. Using a new heuristics, Iterative Bayesian Network Development Cycle (IBNDC), described in this paper, several networks were formulated to distinguish between the unique...

Bayesian Nonparametric Longitudinal Data Analysis.

Science.gov (United States)

Quintana, Fernando A; Johnson, Wesley O; Waetjen, Elaine; Gold, Ellen

2016-01-01

Practical Bayesian nonparametric methods have been developed across a wide variety of contexts. Here, we develop a novel statistical model that generalizes standard mixed models for longitudinal data that include flexible mean functions as well as combined compound symmetry (CS) and autoregressive (AR) covariance structures. AR structure is often specified through the use of a Gaussian process (GP) with covariance functions that allow longitudinal data to be more correlated if they are observed closer in time than if they are observed farther apart. We allow for AR structure by considering a broader class of models that incorporates a Dirichlet Process Mixture (DPM) over the covariance parameters of the GP. We are able to take advantage of modern Bayesian statistical methods in making full predictive inferences and about characteristics of longitudinal profiles and their differences across covariate combinations. We also take advantage of the generality of our model, which provides for estimation of a variety of covariance structures. We observe that models that fail to incorporate CS or AR structure can result in very poor estimation of a covariance or correlation matrix. In our illustration using hormone data observed on women through the menopausal transition, biology dictates the use of a generalized family of sigmoid functions as a model for time trends across subpopulation categories.

Estimation of the order of an autoregressive time series: a Bayesian approach

International Nuclear Information System (INIS)

Robb, L.J.

1980-01-01

Finite-order autoregressive models for time series are often used for prediction and other inferences. Given the order of the model, the parameters of the models can be estimated by least-squares, maximum-likelihood, or Yule-Walker method. The basic problem is estimating the order of the model. The problem of autoregressive order estimation is placed in a Bayesian framework. This approach illustrates how the Bayesian method brings the numerous aspects of the problem together into a coherent structure. A joint prior probability density is proposed for the order, the partial autocorrelation coefficients, and the variance; and the marginal posterior probability distribution for the order, given the data, is obtained. It is noted that the value with maximum posterior probability is the Bayes estimate of the order with respect to a particular loss function. The asymptotic posterior distribution of the order is also given. In conclusion, Wolfer's sunspot data as well as simulated data corresponding to several autoregressive models are analyzed according to Akaike's method and the Bayesian method. Both methods are observed to perform quite well, although the Bayesian method was clearly superior, in most cases

Comparison between Fisherian and Bayesian approach to ...

African Journals Online (AJOL)

... of its simplicity and optimality properties is normally used for two group cases. However, Bayesian approach is found to be better than Fisher's approach because of its low misclassification error rate. Keywords: variance-covariance matrices, centroids, prior probability, mahalanobis distance, probability of misclassification ...

Error probabilities in default Bayesian hypothesis testing

NARCIS (Netherlands)

Gu, Xin; Hoijtink, Herbert; Mulder, J,

2016-01-01

This paper investigates the classical type I and type II error probabilities of default Bayes factors for a Bayesian t test. Default Bayes factors quantify the relative evidence between the null hypothesis and the unrestricted alternative hypothesis without needing to specify prior distributions for

Uncertainty Management for Diagnostics and Prognostics of Batteries using Bayesian Techniques

Science.gov (United States)

Saha, Bhaskar; Goebel, kai

2007-01-01

Uncertainty management has always been the key hurdle faced by diagnostics and prognostics algorithms. A Bayesian treatment of this problem provides an elegant and theoretically sound approach to the modern Condition- Based Maintenance (CBM)/Prognostic Health Management (PHM) paradigm. The application of the Bayesian techniques to regression and classification in the form of Relevance Vector Machine (RVM), and to state estimation as in Particle Filters (PF), provides a powerful tool to integrate the diagnosis and prognosis of battery health. The RVM, which is a Bayesian treatment of the Support Vector Machine (SVM), is used for model identification, while the PF framework uses the learnt model, statistical estimates of noise and anticipated operational conditions to provide estimates of remaining useful life (RUL) in the form of a probability density function (PDF). This type of prognostics generates a significant value addition to the management of any operation involving electrical systems.

Sparse Bayesian Inference and the Temperature Structure of the Solar Corona

Energy Technology Data Exchange (ETDEWEB)

Warren, Harry P. [Space Science Division, Naval Research Laboratory, Washington, DC 20375 (United States); Byers, Jeff M. [Materials Science and Technology Division, Naval Research Laboratory, Washington, DC 20375 (United States); Crump, Nicholas A. [Naval Center for Space Technology, Naval Research Laboratory, Washington, DC 20375 (United States)

2017-02-20

Measuring the temperature structure of the solar atmosphere is critical to understanding how it is heated to high temperatures. Unfortunately, the temperature of the upper atmosphere cannot be observed directly, but must be inferred from spectrally resolved observations of individual emission lines that span a wide range of temperatures. Such observations are “inverted” to determine the distribution of plasma temperatures along the line of sight. This inversion is ill posed and, in the absence of regularization, tends to produce wildly oscillatory solutions. We introduce the application of sparse Bayesian inference to the problem of inferring the temperature structure of the solar corona. Within a Bayesian framework a preference for solutions that utilize a minimum number of basis functions can be encoded into the prior and many ad hoc assumptions can be avoided. We demonstrate the efficacy of the Bayesian approach by considering a test library of 40 assumed temperature distributions.

A comparison of machine learning and Bayesian modelling for molecular serotyping.

Science.gov (United States)

Newton, Richard; Wernisch, Lorenz

2017-08-11

Streptococcus pneumoniae is a human pathogen that is a major cause of infant mortality. Identifying the pneumococcal serotype is an important step in monitoring the impact of vaccines used to protect against disease. Genomic microarrays provide an effective method for molecular serotyping. Previously we developed an empirical Bayesian model for the classification of serotypes from a molecular serotyping array. With only few samples available, a model driven approach was the only option. In the meanwhile, several thousand samples have been made available to us, providing an opportunity to investigate serotype classification by machine learning methods, which could complement the Bayesian model. We compare the performance of the original Bayesian model with two machine learning algorithms: Gradient Boosting Machines and Random Forests. We present our results as an example of a generic strategy whereby a preliminary probabilistic model is complemented or replaced by a machine learning classifier once enough data are available. Despite the availability of thousands of serotyping arrays, a problem encountered when applying machine learning methods is the lack of training data containing mixtures of serotypes; due to the large number of possible combinations. Most of the available training data comprises samples with only a single serotype. To overcome the lack of training data we implemented an iterative analysis, creating artificial training data of serotype mixtures by combining raw data from single serotype arrays. With the enhanced training set the machine learning algorithms out perform the original Bayesian model. However, for serotypes currently lacking sufficient training data the best performing implementation was a combination of the results of the Bayesian Model and the Gradient Boosting Machine. As well as being an effective method for classifying biological data, machine learning can also be used as an efficient method for revealing subtle biological

Multi-level Bayesian analyses for single- and multi-vehicle freeway crashes.

Science.gov (United States)

Yu, Rongjie; Abdel-Aty, Mohamed

2013-09-01

This study presents multi-level analyses for single- and multi-vehicle crashes on a mountainous freeway. Data from a 15-mile mountainous freeway section on I-70 were investigated. Both aggregate and disaggregate models for the two crash conditions were developed. Five years of crash data were used in the aggregate investigation, while the disaggregate models utilized one year of crash data along with real-time traffic and weather data. For the aggregate analyses, safety performance functions were developed for the purpose of revealing the contributing factors for each crash type. Two methodologies, a Bayesian bivariate Poisson-lognormal model and a Bayesian hierarchical Poisson model with correlated random effects, were estimated to simultaneously analyze the two crash conditions with consideration of possible correlations. Except for the factors related to geometric characteristics, two exposure parameters (annual average daily traffic and segment length) were included. Two different sets of significant explanatory and exposure variables were identified for the single-vehicle (SV) and multi-vehicle (MV) crashes. It was found that the Bayesian bivariate Poisson-lognormal model is superior to the Bayesian hierarchical Poisson model, the former with a substantially lower DIC and more significant variables. In addition to the aggregate analyses, microscopic real-time crash risk evaluation models were developed for the two crash conditions. Multi-level Bayesian logistic regression models were estimated with the random parameters accounting for seasonal variations, crash-unit-level diversity and segment-level random effects capturing unobserved heterogeneity caused by the geometric characteristics. The model results indicate that the effects of the selected variables on crash occurrence vary across seasons and crash units; and that geometric characteristic variables contribute to the segment variations: the more unobserved heterogeneity have been accounted, the better

Prior elicitation and Bayesian analysis of the Steroids for Corneal Ulcers Trial.

Science.gov (United States)

See, Craig W; Srinivasan, Muthiah; Saravanan, Somu; Oldenburg, Catherine E; Esterberg, Elizabeth J; Ray, Kathryn J; Glaser, Tanya S; Tu, Elmer Y; Zegans, Michael E; McLeod, Stephen D; Acharya, Nisha R; Lietman, Thomas M

2012-12-01

To elicit expert opinion on the use of adjunctive corticosteroid therapy in bacterial corneal ulcers. To perform a Bayesian analysis of the Steroids for Corneal Ulcers Trial (SCUT), using expert opinion as a prior probability. The SCUT was a placebo-controlled trial assessing visual outcomes in patients receiving topical corticosteroids or placebo as adjunctive therapy for bacterial keratitis. Questionnaires were conducted at scientific meetings in India and North America to gauge expert consensus on the perceived benefit of corticosteroids as adjunct treatment. Bayesian analysis, using the questionnaire data as a prior probability and the primary outcome of SCUT as a likelihood, was performed. For comparison, an additional Bayesian analysis was performed using the results of the SCUT pilot study as a prior distribution. Indian respondents believed there to be a 1.21 Snellen line improvement, and North American respondents believed there to be a 1.24 line improvement with corticosteroid therapy. The SCUT primary outcome found a non-significant 0.09 Snellen line benefit with corticosteroid treatment. The results of the Bayesian analysis estimated a slightly greater benefit than did the SCUT primary analysis (0.19 lines verses 0.09 lines). Indian and North American experts had similar expectations on the effectiveness of corticosteroids in bacterial corneal ulcers; that corticosteroids would markedly improve visual outcomes. Bayesian analysis produced results very similar to those produced by the SCUT primary analysis. The similarity in result is likely due to the large sample size of SCUT and helps validate the results of SCUT.

Online variational Bayesian filtering-based mobile target tracking in wireless sensor networks.

Science.gov (United States)

Zhou, Bingpeng; Chen, Qingchun; Li, Tiffany Jing; Xiao, Pei

2014-11-11

The received signal strength (RSS)-based online tracking for a mobile node in wireless sensor networks (WSNs) is investigated in this paper. Firstly, a multi-layer dynamic Bayesian network (MDBN) is introduced to characterize the target mobility with either directional or undirected movement. In particular, it is proposed to employ the Wishart distribution to approximate the time-varying RSS measurement precision's randomness due to the target movement. It is shown that the proposed MDBN offers a more general analysis model via incorporating the underlying statistical information of both the target movement and observations, which can be utilized to improve the online tracking capability by exploiting the Bayesian statistics. Secondly, based on the MDBN model, a mean-field variational Bayesian filtering (VBF) algorithm is developed to realize the online tracking of a mobile target in the presence of nonlinear observations and time-varying RSS precision, wherein the traditional Bayesian filtering scheme cannot be directly employed. Thirdly, a joint optimization between the real-time velocity and its prior expectation is proposed to enable online velocity tracking in the proposed online tacking scheme. Finally, the associated Bayesian Cramer-Rao Lower Bound (BCRLB) analysis and numerical simulations are conducted. Our analysis unveils that, by exploiting the potential state information via the general MDBN model, the proposed VBF algorithm provides a promising solution to the online tracking of a mobile node in WSNs. In addition, it is shown that the final tracking accuracy linearly scales with its expectation when the RSS measurement precision is time-varying.

Bayesian models for comparative analysis integrating phylogenetic uncertainty

Directory of Open Access Journals (Sweden)

Villemereuil Pierre de

2012-06-01

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

Bayesian models for comparative analysis integrating phylogenetic uncertainty

Science.gov (United States)

2012-01-01

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

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

CERN Document Server

Gustafson, Paul

2015-01-01

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

Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it

NARCIS (Netherlands)

P.D. Grünwald (Peter); T. van Ommen (Thijs)

2017-01-01

textabstractWe empirically show that Bayesian inference can be inconsistent under misspecification in simple linear regression problems, both in a model averaging/selection and in a Bayesian ridge regression setting. We use the standard linear model, which assumes homoskedasticity, whereas the data

Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It

NARCIS (Netherlands)

Grünwald, P.; van Ommen, T.

2017-01-01

We empirically show that Bayesian inference can be inconsistent under misspecification in simple linear regression problems, both in a model averaging/selection and in a Bayesian ridge regression setting. We use the standard linear model, which assumes homoskedasticity, whereas the data are

[Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model].

Science.gov (United States)

Gao, W L; Lin, H; Liu, X N; Ren, X W; Li, J S; Shen, X P; Zhu, S L

2017-03-10

To evaluate the estimation of prevalence ratio ( PR ) by using bayesian log-binomial regression model and its application, we estimated the PR of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea in their infants by using bayesian log-binomial regression model in Openbugs software. The results showed that caregivers' recognition of infant' s risk signs of diarrhea was associated significantly with a 13% increase of medical care-seeking. Meanwhile, we compared the differences in PR 's point estimation and its interval estimation of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea and convergence of three models (model 1: not adjusting for the covariates; model 2: adjusting for duration of caregivers' education, model 3: adjusting for distance between village and township and child month-age based on model 2) between bayesian log-binomial regression model and conventional log-binomial regression model. The results showed that all three bayesian log-binomial regression models were convergence and the estimated PRs were 1.130(95 %CI : 1.005-1.265), 1.128(95 %CI : 1.001-1.264) and 1.132(95 %CI : 1.004-1.267), respectively. Conventional log-binomial regression model 1 and model 2 were convergence and their PRs were 1.130(95 % CI : 1.055-1.206) and 1.126(95 % CI : 1.051-1.203), respectively, but the model 3 was misconvergence, so COPY method was used to estimate PR , which was 1.125 (95 %CI : 1.051-1.200). In addition, the point estimation and interval estimation of PRs from three bayesian log-binomial regression models differed slightly from those of PRs from conventional log-binomial regression model, but they had a good consistency in estimating PR . Therefore, bayesian log-binomial regression model can effectively estimate PR with less misconvergence and have more advantages in application compared with conventional log-binomial regression model.

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.

A Pseudo-Bayesian Model for Stock Returns In Financial Crises

Directory of Open Access Journals (Sweden)

Eric S. Fung

2011-12-01

Full Text Available Recently, there has been a considerable interest in the Bayesian approach for explaining investors' behaviorial biases by incorporating conservative and representative heuristics when making financial decisions, (see, for example, Barberis, Shleifer and Vishny (1998. To establish a quantitative link between some important market anomalies and investors' behaviorial biases, Lam, Liu, and Wong (2010 introduced a pseudo-Bayesian approach for developing properties of stock returns, where weights induced by investors' conservative and representative heuristics are assigned to observations of the earning shocks and stock prices. In response to the recent global financial crisis, we introduce a new pseudo-Bayesian model to incorporate the impact of a financial crisis. Properties of stock returns during the financial crisis and recovery from the crisis are established. The proposed model can be applied to investigate some important market anomalies including short-term underreaction, long-term overreaction, and excess volatility during financial crisis. We also explain in some detail the linkage between these market anomalies and investors' behavioral biases during financial crisis.

Prediction of road accidents: A Bayesian hierarchical approach

DEFF Research Database (Denmark)

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

2013-01-01

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......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...

Bayesian noninferiority test for 2 binomial probabilities as the extension of Fisher exact test.

Science.gov (United States)

Doi, Masaaki; Takahashi, Fumihiro; Kawasaki, Yohei

2017-12-30

Noninferiority trials have recently gained importance for the clinical trials of drugs and medical devices. In these trials, most statistical methods have been used from a frequentist perspective, and historical data have been used only for the specification of the noninferiority margin Δ>0. In contrast, Bayesian methods, which have been studied recently are advantageous in that they can use historical data to specify prior distributions and are expected to enable more efficient decision making than frequentist methods by borrowing information from historical trials. In the case of noninferiority trials for response probabilities π 1 ,π 2 , Bayesian methods evaluate the posterior probability of H 1 :π 1 >π 2 -Δ being true. To numerically calculate such posterior probability, complicated Appell hypergeometric function or approximation methods are used. Further, the theoretical relationship between Bayesian and frequentist methods is unclear. In this work, we give the exact expression of the posterior probability of the noninferiority under some mild conditions and propose the Bayesian noninferiority test framework which can flexibly incorporate historical data by using the conditional power prior. Further, we show the relationship between Bayesian posterior probability and the P value of the Fisher exact test. From this relationship, our method can be interpreted as the Bayesian noninferior extension of the Fisher exact test, and we can treat superiority and noninferiority in the same framework. Our method is illustrated through Monte Carlo simulations to evaluate the operating characteristics, the application to the real HIV clinical trial data, and the sample size calculation using historical data. Copyright © 2017 John Wiley & Sons, Ltd.

Extraction of features from sleep EEG for Bayesian assessment of brain development.

Directory of Open Access Journals (Sweden)

Vitaly Schetinin

Full Text Available Brain development can be evaluated by experts analysing age-related patterns in sleep electroencephalograms (EEG. Natural variations in the patterns, noise, and artefacts affect the evaluation accuracy as well as experts' agreement. The knowledge of predictive posterior distribution allows experts to estimate confidence intervals within which decisions are distributed. Bayesian approach to probabilistic inference has provided accurate estimates of intervals of interest. In this paper we propose a new feature extraction technique for Bayesian assessment and estimation of predictive distribution in a case of newborn brain development assessment. The new EEG features are verified within the Bayesian framework on a large EEG data set including 1,100 recordings made from newborns in 10 age groups. The proposed features are highly correlated with brain maturation and their use increases the assessment accuracy.

How few countries will do? Comparative survey analysis from a Bayesian perspective

Directory of Open Access Journals (Sweden)

Joop J.C.M. Hox

2012-07-01

Full Text Available Meuleman and Billiet (2009 have carried out a simulation study aimed at the question how many countries are needed for accurate multilevel SEM estimation in comparative studies. The authors concluded that a sample of 50 to 100 countries is needed for accurate estimation. Recently, Bayesian estimation methods have been introduced in structural equation modeling which should work well with much lower sample sizes. The current study reanalyzes the simulation of Meuleman and Billiet using Bayesian estimation to find the lowest number of countries needed when conducting multilevel SEM. The main result of our simulations is that a sample of about 20 countries is sufficient for accurate Bayesian estimation, which makes multilevel SEM practicable for the number of countries commonly available in large scale comparative surveys.

Bayesian Optimization in High Dimensions via Random Embeddings

NARCIS (Netherlands)

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

2013-01-01

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

Bayesian phylogeny analysis via stochastic approximation Monte Carlo

KAUST Repository

Cheon, Sooyoung; Liang, Faming

2009-01-01

in simulating from the posterior distribution of phylogenetic trees, rendering the inference ineffective. In this paper, we apply an advanced Monte Carlo algorithm, the stochastic approximation Monte Carlo algorithm, to Bayesian phylogeny analysis. Our method

Fast Bayesian optimal experimental design and its applications

KAUST Repository

Long, Quan

2015-01-01

We summarize our Laplace method and multilevel method of accelerating the computation of the expected information gain in a Bayesian Optimal Experimental Design (OED). Laplace method is a widely-used method to approximate an integration

Seeded Bayesian Networks: Constructing genetic networks from microarray data

Directory of Open Access Journals (Sweden)

Quackenbush John

2008-07-01

Full Text Available Abstract Background DNA microarrays and other genomics-inspired technologies provide large datasets that often include hidden patterns of correlation between genes reflecting the complex processes that underlie cellular metabolism and physiology. The challenge in analyzing large-scale expression data has been to extract biologically meaningful inferences regarding these processes – often represented as networks – in an environment where the datasets are often imperfect and biological noise can obscure the actual signal. Although many techniques have been developed in an attempt to address these issues, to date their ability to extract meaningful and predictive network relationships has been limited. Here we describe a method that draws on prior information about gene-gene interactions to infer biologically relevant pathways from microarray data. Our approach consists of using preliminary networks derived from the literature and/or protein-protein interaction data as seeds for a Bayesian network analysis of microarray results. Results Through a bootstrap analysis of gene expression data derived from a number of leukemia studies, we demonstrate that seeded Bayesian Networks have the ability to identify high-confidence gene-gene interactions which can then be validated by comparison to other sources of pathway data. Conclusion The use of network seeds greatly improves the ability of Bayesian Network analysis to learn gene interaction networks from gene expression data. We demonstrate that the use of seeds derived from the biomedical literature or high-throughput protein-protein interaction data, or the combination, provides improvement over a standard Bayesian Network analysis, allowing networks involving dynamic processes to be deduced from the static snapshots of biological systems that represent the most common source of microarray data. Software implementing these methods has been included in the widely used TM4 microarray analysis package.

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

Science.gov (United States)

Balfer, Jenny; Bajorath, Jürgen

2014-09-22

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

Evidence Estimation for Bayesian Partially Observed MRFs

NARCIS (Netherlands)

Chen, Y.; Welling, M.

2013-01-01

Bayesian estimation in Markov random fields is very hard due to the intractability of the partition function. The introduction of hidden units makes the situation even worse due to the presence of potentially very many modes in the posterior distribution. For the first time we propose a

A Bayesian Nonparametric Approach to Factor Analysis

DEFF Research Database (Denmark)

Piatek, Rémi; Papaspiliopoulos, Omiros

2018-01-01

This paper introduces a new approach for the inference of non-Gaussian factor models based on Bayesian nonparametric methods. It relaxes the usual normality assumption on the latent factors, widely used in practice, which is too restrictive in many settings. Our approach, on the contrary, does no...

Modelling dependable systems using hybrid Bayesian networks

International Nuclear Information System (INIS)

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

2008-01-01

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

Bayesian hypothesis testing and the maintenance rule

International Nuclear Information System (INIS)

Kelly, D.L.

1997-01-01

The Maintenance Rule (10 CFR 50.65) went into effect in the United States in July 1996. It requires commercial nuclear utilities to monitor system performance (system reliability and maintenance unavailability) for systems that are determined by the utility to be important to plant safety. Utilities must set performance goals for such systems and monitor system performance against these goals. In addition, these performance goals are intended to be commensurate with the safety significance of the system, which can be established by a probabilistic safety assessment of the plant. The author examines the frequents approach to monitoring performance, which is being used by several utilities, and proposes an alternative Bayesian approach. The Bayesian approach makes more complete use of the information in the probabilistic safety assessment, is consistent philosophically with the subjective interpretation given to probability in most probabilistic safety assessments, overcomes several pitfalls in the frequents approach, provides results which are easily interpretable, and is straightforward to implement using the information in the probabilistic safety assessment

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

KAUST Repository

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

2014-01-01

An efficient Bayesian calibration method based on the nested sampling (NS) algorithm and non-intrusive polynomial chaos method is presented. Nested sampling is a Bayesian sampling algorithm that builds a discrete representation of the posterior

APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

Science.gov (United States)

Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

A 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

RADYBAN: A tool for reliability analysis of dynamic fault trees through conversion into dynamic Bayesian networks

International Nuclear Information System (INIS)

Montani, S.; Portinale, L.; Bobbio, A.; Codetta-Raiteri, D.

2008-01-01

In this paper, we present RADYBAN (Reliability Analysis with DYnamic BAyesian Networks), a software tool which allows to analyze a dynamic fault tree relying on its conversion into a dynamic Bayesian network. The tool implements a modular algorithm for automatically translating a dynamic fault tree into the corresponding dynamic Bayesian network and exploits classical algorithms for the inference on dynamic Bayesian networks, in order to compute reliability measures. After having described the basic features of the tool, we show how it operates on a real world example and we compare the unreliability results it generates with those returned by other methodologies, in order to verify the correctness and the consistency of the results obtained

A Bayesian perspective on age replacement with minimal repair

International Nuclear Information System (INIS)

Sheu, S.-H.; Yeh, R.H.; Lin, Y.-B.; Juang, M.-G.

1999-01-01

In this article, a Bayesian approach is developed for determining an optimal age replacement policy with minimal repair. By incorporating minimal repair, planned replacement, and unplanned replacement, the mathematical formulas of the expected cost per unit time are obtained for two cases - the infinite-horizon case and the one-replacement-cycle case. For each case, we show that there exists a unique and finite optimal age for replacement under some reasonable conditions. When the failure density is Weibull with uncertain parameters, a Bayesian approach is established to formally express and update the uncertain parameters for determining an optimal age replacement policy. Further, various special cases are discussed in detail. Finally, a numerical example is given

Bayesian image restoration for medical images using radon transform

International Nuclear Information System (INIS)

Shouno, Hayaru; Okada, Masato

2010-01-01

We propose an image reconstruction algorithm using Bayesian inference for Radon transformed observation data, which often appears in the field of medical image reconstruction known as computed tomography (CT). In order to apply our Bayesian reconstruction method, we introduced several hyper-parameters that control the ratio between prior information and the fidelity of the observation process. Since the quality of the reconstructed image is influenced by the estimation accuracy of these hyper-parameters, we propose an inference method for them based on the marginal likelihood maximization principle as well as the image reconstruction method. We are able to demonstrate a reconstruction result superior to that obtained using the conventional filtered back projection method. (author)

A nonparametric Bayesian approach for genetic evaluation in ...

African Journals Online (AJOL)

Unknown

Finally, one can report the whole of the posterior probability distributions of the parameters in ... the Markov Chain Monte Carlo Methods, and more specific Gibbs Sampling, these ...... Bayesian Methods in Animal Breeding Theory. J. Anim. Sci.

Bayesian inference for disease prevalence using negative binomial group testing

Science.gov (United States)

Pritchard, Nicholas A.; Tebbs, Joshua M.

2011-01-01

Group testing, also known as pooled testing, and inverse sampling are both widely used methods of data collection when the goal is to estimate a small proportion. Taking a Bayesian approach, we consider the new problem of estimating disease prevalence from group testing when inverse (negative binomial) sampling is used. Using different distributions to incorporate prior knowledge of disease incidence and different loss functions, we derive closed form expressions for posterior distributions and resulting point and credible interval estimators. We then evaluate our new estimators, on Bayesian and classical grounds, and apply our methods to a West Nile Virus data set. PMID:21259308

Invited commentary: Lost in estimation--searching for alternatives to markov chains to fit complex Bayesian models.

Science.gov (United States)

Molitor, John

2012-03-01

Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.

Classical-Equivalent Bayesian Portfolio Optimization for Electricity Generation Planning

Directory of Open Access Journals (Sweden)

Hellinton H. Takada

2018-01-01

Full Text Available There are several electricity generation technologies based on different sources such as wind, biomass, gas, coal, and so on. The consideration of the uncertainties associated with the future costs of such technologies is crucial for planning purposes. In the literature, the allocation of resources in the available technologies has been solved as a mean-variance optimization problem assuming knowledge of the expected values and the covariance matrix of the costs. However, in practice, they are not exactly known parameters. Consequently, the obtained optimal allocations from the mean-variance optimization are not robust to possible estimation errors of such parameters. Additionally, it is usual to have electricity generation technology specialists participating in the planning processes and, obviously, the consideration of useful prior information based on their previous experience is of utmost importance. The Bayesian models consider not only the uncertainty in the parameters, but also the prior information from the specialists. In this paper, we introduce the classical-equivalent Bayesian mean-variance optimization to solve the electricity generation planning problem using both improper and proper prior distributions for the parameters. In order to illustrate our approach, we present an application comparing the classical-equivalent Bayesian with the naive mean-variance optimal portfolios.

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

International Nuclear Information System (INIS)

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

2014-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

Elsheikh, Ahmed H., E-mail: aelsheikh@ices.utexas.edu [Institute for Computational Engineering and Sciences (ICES), University of Texas at Austin, TX (United States); Institute of Petroleum Engineering, Heriot-Watt University, Edinburgh EH14 4AS (United Kingdom); Wheeler, Mary F. [Institute for Computational Engineering and Sciences (ICES), University of Texas at Austin, TX (United States); Hoteit, Ibrahim [Department of Earth Sciences and Engineering, King Abdullah University of Science and Technology (KAUST), Thuwal (Saudi Arabia)

2014-02-01

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

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

KAUST Repository

Elsheikh, Ahmed H.

2014-02-01

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

Bayesian inference – a way to combine statistical data and semantic analysis meaningfully

Directory of Open Access Journals (Sweden)

Eila Lindfors

2011-11-01

Full Text Available This article focuses on presenting the possibilities of Bayesian modelling (Finite Mixture Modelling in the semantic analysis of statistically modelled data. The probability of a hypothesis in relation to the data available is an important question in inductive reasoning. Bayesian modelling allows the researcher to use many models at a time and provides tools to evaluate the goodness of different models. The researcher should always be aware that there is no such thing as the exact probability of an exact event. This is the reason for using probabilistic models. Each model presents a different perspective on the phenomenon in focus, and the researcher has to choose the most probable model with a view to previous research and the knowledge available.The idea of Bayesian modelling is illustrated here by presenting two different sets of data, one from craft science research (n=167 and the other (n=63 from educational research (Lindfors, 2007, 2002. The principles of how to build models and how to combine different profiles are described in the light of the research mentioned.Bayesian modelling is an analysis based on calculating probabilities in relation to a specific set of quantitative data. It is a tool for handling data and interpreting it semantically. The reliability of the analysis arises from an argumentation of which model can be selected from the model space as the basis for an interpretation, and on which arguments.Keywords: method, sloyd, Bayesian modelling, student teachersURN:NBN:no-29959

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

Science.gov (United States)

Liang, Yulan; Kelemen, Arpad

2016-08-01

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

Bayesian Model on Fatigue Crack Growth Rate of Type 304 Stainless Steel

Energy Technology Data Exchange (ETDEWEB)

Choi, Sanhae; Yoon, Jae Young; Hwang, Il Soon [Nuclear Materials Laboratory, Seoul National University, Seoul (Korea, Republic of)

2015-10-15

The fatigue crack growth rate curve is typically estimated by deterministic methods in accordance with the ASME Boiler and Pressure Vessel Code Sec. XI. The reliability of nuclear materials must also consider the environmental effect. This can be overcome by probabilistic methods that estimate the degradation of materials. In this study, fatigue tests were carried out on Type 304 stainless steel (STS 304) to obtain a fatigue crack growth rate curve and Paris' law constants. Tests were conducted on a constant load and a constant delta K, respectively. The unknown constants of Paris' law were updated probabilistically by Bayesian inference and the method can be used for the probabilistic structural integrity assessment of other nuclear materials. In this paper, Paris' law constants including C and m for Type 304 stainless steel were determined by probabilistic approach with Bayesian Inference. The Bayesian update process is limited in accuracy, because this method should assume initial data distribution. If we select an appropriate distribution, this updating method is powerful enough to get data results considering the environment and materials. Until now, remaining lives of NPPs are estimated by deterministic methods using a priori model to finally assess structural integrity. Bayesian approach can utilize in-service inspection data derived from aged properties.