Spatial and spatio-temporal bayesian models with R - INLA
Blangiardo, Marta
2015-01-01
Dedication iiiPreface ix1 Introduction 11.1 Why spatial and spatio-temporal statistics? 11.2 Why do we use Bayesian methods for modelling spatial and spatio-temporal structures? 21.3 Why INLA? 31.4 Datasets 32 Introduction to 212.1 The language 212.2 objects 222.3 Data and session management 342.4 Packages 352.5 Programming in 362.6 Basic statistical analysis with 393 Introduction to Bayesian Methods 533.1 Bayesian Philosophy 533.2 Basic Probability Elements 573.3 Bayes Theorem 623.4 Prior and Posterior Distributions 643.5 Working with the Posterior Distribution 663.6 Choosing the Prior Distr
Assessing global vegetation activity using spatio-temporal Bayesian modelling
Mulder, Vera L.; van Eck, Christel M.; Friedlingstein, Pierre; Regnier, Pierre A. G.
2016-04-01
This work demonstrates the potential of modelling vegetation activity using a hierarchical Bayesian spatio-temporal model. This approach allows modelling changes in vegetation and climate simultaneous in space and time. Changes of vegetation activity such as phenology are modelled as a dynamic process depending on climate variability in both space and time. Additionally, differences in observed vegetation status can be contributed to other abiotic ecosystem properties, e.g. soil and terrain properties. Although these properties do not change in time, they do change in space and may provide valuable information in addition to the climate dynamics. The spatio-temporal Bayesian models were calibrated at a regional scale because the local trends in space and time can be better captured by the model. The regional subsets were defined according to the SREX segmentation, as defined by the IPCC. Each region is considered being relatively homogeneous in terms of large-scale climate and biomes, still capturing small-scale (grid-cell level) variability. Modelling within these regions is hence expected to be less uncertain due to the absence of these large-scale patterns, compared to a global approach. This overall modelling approach allows the comparison of model behavior for the different regions and may provide insights on the main dynamic processes driving the interaction between vegetation and climate within different regions. The data employed in this study encompasses the global datasets for soil properties (SoilGrids), terrain properties (Global Relief Model based on SRTM DEM and ETOPO), monthly time series of satellite-derived vegetation indices (GIMMS NDVI3g) and climate variables (Princeton Meteorological Forcing Dataset). The findings proved the potential of a spatio-temporal Bayesian modelling approach for assessing vegetation dynamics, at a regional scale. The observed interrelationships of the employed data and the different spatial and temporal trends support
The application of a hierarchical Bayesian spatiotemporal model for ...
Indian Academy of Sciences (India)
Process (GP) model by using the Gibbs sampling method. The result for ... good indicator of the HBST method. The statistical ... summary and discussion of future works are given .... spatiotemporal package in R language (R core team. 2013).
Bayesian spatio-temporal modeling of particulate matter concentrations in Peninsular Malaysia
Manga, Edna; Awang, Norhashidah
2016-06-01
This article presents an application of a Bayesian spatio-temporal Gaussian process (GP) model on particulate matter concentrations from Peninsular Malaysia. We analyze daily PM10 concentration levels from 35 monitoring sites in June and July 2011. The spatiotemporal model set in a Bayesian hierarchical framework allows for inclusion of informative covariates, meteorological variables and spatiotemporal interactions. Posterior density estimates of the model parameters are obtained by Markov chain Monte Carlo methods. Preliminary data analysis indicate information on PM10 levels at sites classified as industrial locations could explain part of the space time variations. We include the site-type indicator in our modeling efforts. Results of the parameter estimates for the fitted GP model show significant spatio-temporal structure and positive effect of the location-type explanatory variable. We also compute some validation criteria for the out of sample sites that show the adequacy of the model for predicting PM10 at unmonitored sites.
Bayesian spatiotemporal model of fMRI data using transfer functions.
Quirós, Alicia; Diez, Raquel Montes; Wilson, Simon P
2010-09-01
This research describes a new Bayesian spatiotemporal model to analyse BOLD fMRI studies. In the temporal dimension, we describe the shape of the hemodynamic response function (HRF) with a transfer function model. The spatial continuity and local homogeneity of the evoked responses are modelled by a Gaussian Markov random field prior on the parameter indicating activations. The proposal constitutes an extension of the spatiotemporal model presented in a previous approach [Quirós, A., Montes Diez, R. and Gamerman, D., 2010. Bayesian spatiotemporal model of fMRI data, Neuroimage, 49: 442-456], offering more flexibility in the estimation of the HRF and computational advantages in the resulting MCMC algorithm. Simulations from the model are performed in order to ascertain the performance of the sampling scheme and the ability of the posterior to estimate model parameters, as well as to check the model sensitivity to signal to noise ratio. Results are shown on synthetic data and on a real data set from a block-design fMRI experiment. Copyright (c) 2010 Elsevier Inc. All rights reserved.
Evaluation of spatio-temporal Bayesian models for the spread of infectious diseases in oil palm.
Denis, Marie; Cochard, Benoît; Syahputra, Indra; de Franqueville, Hubert; Tisné, Sébastien
2018-02-01
In the field of epidemiology, studies are often focused on mapping diseases in relation to time and space. Hierarchical modeling is a common flexible and effective tool for modeling problems related to disease spread. In the context of oil palm plantations infected by the fungal pathogen Ganoderma boninense, we propose and compare two spatio-temporal hierarchical Bayesian models addressing the lack of information on propagation modes and transmission vectors. We investigate two alternative process models to study the unobserved mechanism driving the infection process. The models help gain insight into the spatio-temporal dynamic of the infection by identifying a genetic component in the disease spread and by highlighting a spatial component acting at the end of the experiment. In this challenging context, we propose models that provide assumptions on the unobserved mechanism driving the infection process while making short-term predictions using ready-to-use software. Copyright © 2018 Elsevier Ltd. All rights reserved.
A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets
Xu, Ganggang
2015-01-01
When spatio-temporal datasets are large, the computational burden can lead to failures in the implementation of traditional geostatistical tools. In this paper, we propose a computationally efficient Bayesian hierarchical spatio-temporal model in which the spatial dependence is approximated by a Gaussian Markov random field (GMRF) while the temporal correlation is described using a vector autoregressive model. By introducing an auxiliary lattice on the spatial region of interest, the proposed method is not only able to handle irregularly spaced observations in the spatial domain, but it is also able to bypass the missing data problem in a spatio-temporal process. Because the computational complexity of the proposed Markov chain Monte Carlo algorithm is of the order O(n) with n the total number of observations in space and time, our method can be used to handle very large spatio-temporal datasets with reasonable CPU times. The performance of the proposed model is illustrated using simulation studies and a dataset of precipitation data from the coterminous United States.
Yu, Hwa-Lung; Wang, Chih-Hsin
2013-02-05
Understanding the daily changes in ambient air quality concentrations is important to the assessing human exposure and environmental health. However, the fine temporal scales (e.g., hourly) involved in this assessment often lead to high variability in air quality concentrations. This is because of the complex short-term physical and chemical mechanisms among the pollutants. Consequently, high heterogeneity is usually present in not only the averaged pollution levels, but also the intraday variance levels of the daily observations of ambient concentration across space and time. This characteristic decreases the estimation performance of common techniques. This study proposes a novel quantile-based Bayesian maximum entropy (QBME) method to account for the nonstationary and nonhomogeneous characteristics of ambient air pollution dynamics. The QBME method characterizes the spatiotemporal dependence among the ambient air quality levels based on their location-specific quantiles and accounts for spatiotemporal variations using a local weighted smoothing technique. The epistemic framework of the QBME method can allow researchers to further consider the uncertainty of space-time observations. This study presents the spatiotemporal modeling of daily CO and PM10 concentrations across Taiwan from 1998 to 2009 using the QBME method. Results show that the QBME method can effectively improve estimation accuracy in terms of lower mean absolute errors and standard deviations over space and time, especially for pollutants with strong nonhomogeneous variances across space. In addition, the epistemic framework can allow researchers to assimilate the site-specific secondary information where the observations are absent because of the common preferential sampling issues of environmental data. The proposed QBME method provides a practical and powerful framework for the spatiotemporal modeling of ambient pollutants.
Ebrahimian, Hossein; Jalayer, Fatemeh
2017-08-29
In the immediate aftermath of a strong earthquake and in the presence of an ongoing aftershock sequence, scientific advisories in terms of seismicity forecasts play quite a crucial role in emergency decision-making and risk mitigation. Epidemic Type Aftershock Sequence (ETAS) models are frequently used for forecasting the spatio-temporal evolution of seismicity in the short-term. We propose robust forecasting of seismicity based on ETAS model, by exploiting the link between Bayesian inference and Markov Chain Monte Carlo Simulation. The methodology considers the uncertainty not only in the model parameters, conditioned on the available catalogue of events occurred before the forecasting interval, but also the uncertainty in the sequence of events that are going to happen during the forecasting interval. We demonstrate the methodology by retrospective early forecasting of seismicity associated with the 2016 Amatrice seismic sequence activities in central Italy. We provide robust spatio-temporal short-term seismicity forecasts with various time intervals in the first few days elapsed after each of the three main events within the sequence, which can predict the seismicity within plus/minus two standard deviations from the mean estimate within the few hours elapsed after the main event.
Czech Academy of Sciences Publication Activity Database
Suparta, W.; Gusrizal, G.; Kudela, Karel; Isa, Z.
2017-01-01
Roč. 28, č. 3 (2017), s. 357-370 ISSN 1017-0839 R&D Projects: GA MŠk EF15_003/0000481 Institutional support: RVO:61389005 Keywords : trapped particle * spatio-temporal * hierarchical Bayesian * forecasting Subject RIV: DG - Athmosphere Sciences, Meteorology OBOR OECD: Meteorology and atmospheric sciences Impact factor: 0.752, year: 2016
Bayesian spatio-temporal discard model in a demersal trawl fishery
Grazia Pennino, M.; Muñoz, Facundo; Conesa, David; López-Quílez, Antonio; Bellido, José M.
2014-07-01
Spatial management of discards has recently been proposed as a useful tool for the protection of juveniles, by reducing discard rates and can be used as a buffer against management errors and recruitment failure. In this study Bayesian hierarchical spatial models have been used to analyze about 440 trawl fishing operations of two different metiers, sampled between 2009 and 2012, in order to improve our understanding of factors that influence the quantity of discards and to identify their spatio-temporal distribution in the study area. Our analysis showed that the relative importance of each variable was different for each metier, with a few similarities. In particular, the random vessel effect and seasonal variability were identified as main driving variables for both metiers. Predictive maps of the abundance of discards and maps of the posterior mean of the spatial component show several hot spots with high discard concentration for each metier. We argue how the seasonal/spatial effects, and the knowledge about the factors influential to discarding, could potentially be exploited as potential mitigation measures for future fisheries management strategies. However, misidentification of hotspots and uncertain predictions can culminate in inappropriate mitigation practices which can sometimes be irreversible. The proposed Bayesian spatial method overcomes these issues, since it offers a unified approach which allows the incorporation of spatial random-effect terms, spatial correlation of the variables and the uncertainty of the parameters in the modeling process, resulting in a better quantification of the uncertainty and accurate predictions.
Bayesian spatio-temporal modelling of tobacco-related cancer mortality in Switzerland
Directory of Open Access Journals (Sweden)
Verena Jürgens
2013-05-01
Full Text Available Tobacco smoking is a main cause of disease in Switzerland; lung cancer being the most common cancer mortality in men and the second most common in women. Although disease-specific mortality is decreasing in men, it is steadily increasing in women. The four language regions in this country might play a role in this context as they are influenced in different ways by the cultural and social behaviour of neighbouring countries. Bayesian hierarchical spatio-temporal, negative binomial models were fitted on subgroup-specific death rates indirectly standardized by national references to explore age- and gender-specific spatio-temporal patterns of mortality due to lung cancer and other tobacco-related cancers in Switzerland for the time period 1969-2002. Differences influenced by linguistic region and life in rural or urban areas were also accounted for. Male lung cancer mortality was found to be rather homogeneous in space, whereas women were confirmed to be more affected in urban regions. Compared to the German-speaking part, female mortality was higher in the French-speaking part of the country, a result contradicting other reports of similar comparisons between France and Germany. The spatio-temporal patterns of mortality were similar for lung cancer and other tobacco-related cancers. The estimated mortality maps can support the planning in health care services and evaluation of a national tobacco control programme. Better understanding of spatial and temporal variation of cancer of the lung and other tobacco-related cancers may help in allocating resources for more effective screening, diagnosis and therapy. The methodology can be applied to similar studies in other settings.
Yin, Ping; Mu, Lan; Madden, Marguerite; Vena, John E.
2014-10-01
Lung cancer is the second most commonly diagnosed cancer in both men and women in Georgia, USA. However, the spatio-temporal patterns of lung cancer risk in Georgia have not been fully studied. Hierarchical Bayesian models are used here to explore the spatio-temporal patterns of lung cancer incidence risk by race and gender in Georgia for the period of 2000-2007. With the census tract level as the spatial scale and the 2-year period aggregation as the temporal scale, we compare a total of seven Bayesian spatio-temporal models including two under a separate modeling framework and five under a joint modeling framework. One joint model outperforms others based on the deviance information criterion. Results show that the northwest region of Georgia has consistently high lung cancer incidence risk for all population groups during the study period. In addition, there are inverse relationships between the socioeconomic status and the lung cancer incidence risk among all Georgian population groups, and the relationships in males are stronger than those in females. By mapping more reliable variations in lung cancer incidence risk at a relatively fine spatio-temporal scale for different Georgian population groups, our study aims to better support healthcare performance assessment, etiological hypothesis generation, and health policy making.
A hierarchical Bayesian spatio-temporal model for extreme precipitation events
Ghosh, Souparno; Mallick, Bani K.
2011-01-01
We propose a new approach to model a sequence of spatially distributed time series of extreme values. Unlike common practice, we incorporate spatial dependence directly in the likelihood and allow the temporal component to be captured at the second level of hierarchy. Inferences about the parameters and spatio-temporal predictions are obtained via MCMC technique. The model is fitted to a gridded precipitation data set collected over 99 years across the continental U.S. © 2010 John Wiley & Sons, Ltd..
A hierarchical Bayesian spatio-temporal model for extreme precipitation events
Ghosh, Souparno
2011-03-01
We propose a new approach to model a sequence of spatially distributed time series of extreme values. Unlike common practice, we incorporate spatial dependence directly in the likelihood and allow the temporal component to be captured at the second level of hierarchy. Inferences about the parameters and spatio-temporal predictions are obtained via MCMC technique. The model is fitted to a gridded precipitation data set collected over 99 years across the continental U.S. © 2010 John Wiley & Sons, Ltd..
Directory of Open Access Journals (Sweden)
Xian-Hong Wang
Full Text Available BACKGROUND: Spatial modeling is increasingly utilized to elucidate relationships between demographic, environmental, and socioeconomic factors, and infectious disease prevalence data. However, there is a paucity of studies focusing on spatio-temporal modeling that take into account the uncertainty of diagnostic techniques. METHODOLOGY/PRINCIPAL FINDINGS: We obtained Schistosoma japonicum prevalence data, based on a standardized indirect hemagglutination assay (IHA, from annual reports from 114 schistosome-endemic villages in Dangtu County, southeastern part of the People's Republic of China, for the period 1995 to 2004. Environmental data were extracted from satellite images. Socioeconomic data were available from village registries. We used Bayesian spatio-temporal models, accounting for the sensitivity and specificity of the IHA test via an equation derived from the law of total probability, to relate the observed with the 'true' prevalence. The risk of S. japonicum was positively associated with the mean land surface temperature, and negatively correlated with the mean normalized difference vegetation index and distance to the nearest water body. There was no significant association between S. japonicum and socioeconomic status of the villages surveyed. The spatial correlation structures of the observed S. japonicum seroprevalence and the estimated infection prevalence differed from one year to another. Variance estimates based on a model adjusted for the diagnostic error were larger than unadjusted models. The generated prediction map for 2005 showed that most of the former and current infections occur in close proximity to the Yangtze River. CONCLUSION/SIGNIFICANCE: Bayesian spatial-temporal modeling incorporating diagnostic uncertainty is a suitable approach for risk mapping S. japonicum prevalence data. The Yangtze River and its tributaries govern schistosomiasis transmission in Dangtu County, but spatial correlation needs to be taken
Wang, Xian-Hong; Zhou, Xiao-Nong; Vounatsou, Penelope; Chen, Zhao; Utzinger, Jürg; Yang, Kun; Steinmann, Peter; Wu, Xiao-Hua
2008-06-11
Spatial modeling is increasingly utilized to elucidate relationships between demographic, environmental, and socioeconomic factors, and infectious disease prevalence data. However, there is a paucity of studies focusing on spatio-temporal modeling that take into account the uncertainty of diagnostic techniques. We obtained Schistosoma japonicum prevalence data, based on a standardized indirect hemagglutination assay (IHA), from annual reports from 114 schistosome-endemic villages in Dangtu County, southeastern part of the People's Republic of China, for the period 1995 to 2004. Environmental data were extracted from satellite images. Socioeconomic data were available from village registries. We used Bayesian spatio-temporal models, accounting for the sensitivity and specificity of the IHA test via an equation derived from the law of total probability, to relate the observed with the 'true' prevalence. The risk of S. japonicum was positively associated with the mean land surface temperature, and negatively correlated with the mean normalized difference vegetation index and distance to the nearest water body. There was no significant association between S. japonicum and socioeconomic status of the villages surveyed. The spatial correlation structures of the observed S. japonicum seroprevalence and the estimated infection prevalence differed from one year to another. Variance estimates based on a model adjusted for the diagnostic error were larger than unadjusted models. The generated prediction map for 2005 showed that most of the former and current infections occur in close proximity to the Yangtze River. Bayesian spatial-temporal modeling incorporating diagnostic uncertainty is a suitable approach for risk mapping S. japonicum prevalence data. The Yangtze River and its tributaries govern schistosomiasis transmission in Dangtu County, but spatial correlation needs to be taken into consideration when making risk prediction at small scales.
Probabilistic daily ILI syndromic surveillance with a spatio-temporal Bayesian hierarchical model.
Directory of Open Access Journals (Sweden)
Ta-Chien Chan
Full Text Available BACKGROUND: For daily syndromic surveillance to be effective, an efficient and sensible algorithm would be expected to detect aberrations in influenza illness, and alert public health workers prior to any impending epidemic. This detection or alert surely contains uncertainty, and thus should be evaluated with a proper probabilistic measure. However, traditional monitoring mechanisms simply provide a binary alert, failing to adequately address this uncertainty. METHODS AND FINDINGS: Based on the Bayesian posterior probability of influenza-like illness (ILI visits, the intensity of outbreak can be directly assessed. The numbers of daily emergency room ILI visits at five community hospitals in Taipei City during 2006-2007 were collected and fitted with a Bayesian hierarchical model containing meteorological factors such as temperature and vapor pressure, spatial interaction with conditional autoregressive structure, weekend and holiday effects, seasonality factors, and previous ILI visits. The proposed algorithm recommends an alert for action if the posterior probability is larger than 70%. External data from January to February of 2008 were retained for validation. The decision rule detects successfully the peak in the validation period. When comparing the posterior probability evaluation with the modified Cusum method, results show that the proposed method is able to detect the signals 1-2 days prior to the rise of ILI visits. CONCLUSIONS: This Bayesian hierarchical model not only constitutes a dynamic surveillance system but also constructs a stochastic evaluation of the need to call for alert. The monitoring mechanism provides earlier detection as well as a complementary tool for current surveillance programs.
A Bayesian spatio-temporal geostatistical model with an auxiliary lattice for large datasets
Xu, Ganggang; Liang, Faming; Genton, Marc G.
2015-01-01
method is not only able to handle irregularly spaced observations in the spatial domain, but it is also able to bypass the missing data problem in a spatio-temporal process. Because the computational complexity of the proposed Markov chain Monte Carlo
Lee, Chieh-Han; Yu, Hwa-Lung; Chien, Lung-Chang
2014-05-01
Dengue fever has been identified as one of the most widespread vector-borne diseases in tropical and sub-tropical. In the last decade, dengue is an emerging infectious disease epidemic in Taiwan especially in the southern area where have annually high incidences. For the purpose of disease prevention and control, an early warning system is urgently needed. Previous studies have showed significant relationships between climate variables, in particular, rainfall and temperature, and the temporal epidemic patterns of dengue cases. However, the transmission of the dengue fever is a complex interactive process that mostly understated the composite space-time effects of dengue fever. This study proposes developing a one-week ahead warning system of dengue fever epidemics in the southern Taiwan that considered nonlinear associations between weekly dengue cases and meteorological factors across space and time. The early warning system based on an integration of distributed lag nonlinear model (DLNM) and stochastic Bayesian Maximum Entropy (BME) analysis. The study identified the most significant meteorological measures including weekly minimum temperature and maximum 24-hour rainfall with continuous 15-week lagged time to dengue cases variation under condition of uncertainty. Subsequently, the combination of nonlinear lagged effects of climate variables and space-time dependence function is implemented via a Bayesian framework to predict dengue fever occurrences in the southern Taiwan during 2012. The result shows the early warning system is useful for providing potential outbreak spatio-temporal prediction of dengue fever distribution. In conclusion, the proposed approach can provide a practical disease control tool for environmental regulators seeking more effective strategies for dengue fever prevention.
Directory of Open Access Journals (Sweden)
Raffi Tonikian
2009-10-01
Full Text Available SH3 domains are peptide recognition modules that mediate the assembly of diverse biological complexes. We scanned billions of phage-displayed peptides to map the binding specificities of the SH3 domain family in the budding yeast, Saccharomyces cerevisiae. Although most of the SH3 domains fall into the canonical classes I and II, each domain utilizes distinct features of its cognate ligands to achieve binding selectivity. Furthermore, we uncovered several SH3 domains with specificity profiles that clearly deviate from the two canonical classes. In conjunction with phage display, we used yeast two-hybrid and peptide array screening to independently identify SH3 domain binding partners. The results from the three complementary techniques were integrated using a Bayesian algorithm to generate a high-confidence yeast SH3 domain interaction map. The interaction map was enriched for proteins involved in endocytosis, revealing a set of SH3-mediated interactions that underlie formation of protein complexes essential to this biological pathway. We used the SH3 domain interaction network to predict the dynamic localization of several previously uncharacterized endocytic proteins, and our analysis suggests a novel role for the SH3 domains of Lsb3p and Lsb4p as hubs that recruit and assemble several endocytic complexes.
Adam-Poupart, Ariane; Brand, Allan; Fournier, Michel; Jerrett, Michael; Smargiassi, Audrey
2014-09-01
Ambient air ozone (O3) is a pulmonary irritant that has been associated with respiratory health effects including increased lung inflammation and permeability, airway hyperreactivity, respiratory symptoms, and decreased lung function. Estimation of O3 exposure is a complex task because the pollutant exhibits complex spatiotemporal patterns. To refine the quality of exposure estimation, various spatiotemporal methods have been developed worldwide. We sought to compare the accuracy of three spatiotemporal models to predict summer ground-level O3 in Quebec, Canada. We developed a land-use mixed-effects regression (LUR) model based on readily available data (air quality and meteorological monitoring data, road networks information, latitude), a Bayesian maximum entropy (BME) model incorporating both O3 monitoring station data and the land-use mixed model outputs (BME-LUR), and a kriging method model based only on available O3 monitoring station data (BME kriging). We performed leave-one-station-out cross-validation and visually assessed the predictive capability of each model by examining the mean temporal and spatial distributions of the average estimated errors. The BME-LUR was the best predictive model (R2 = 0.653) with the lowest root mean-square error (RMSE ;7.06 ppb), followed by the LUR model (R2 = 0.466, RMSE = 8.747) and the BME kriging model (R2 = 0.414, RMSE = 9.164). Our findings suggest that errors of estimation in the interpolation of O3 concentrations with BME can be greatly reduced by incorporating outputs from a LUR model developed with readily available data.
DEFF Research Database (Denmark)
Jensen, Finn Verner; Nielsen, Thomas Dyhre
2016-01-01
Mathematically, a Bayesian graphical model is a compact representation of the joint probability distribution for a set of variables. The most frequently used type of Bayesian graphical models are Bayesian networks. The structural part of a Bayesian graphical model is a graph consisting of nodes...
Zhang, Linlin; Guindani, Michele; Versace, Francesco; Vannucci, Marina
2014-07-15
In this paper we present a novel wavelet-based Bayesian nonparametric regression model for the analysis of functional magnetic resonance imaging (fMRI) data. Our goal is to provide a joint analytical framework that allows to detect regions of the brain which exhibit neuronal activity in response to a stimulus and, simultaneously, infer the association, or clustering, of spatially remote voxels that exhibit fMRI time series with similar characteristics. We start by modeling the data with a hemodynamic response function (HRF) with a voxel-dependent shape parameter. We detect regions of the brain activated in response to a given stimulus by using mixture priors with a spike at zero on the coefficients of the regression model. We account for the complex spatial correlation structure of the brain by using a Markov random field (MRF) prior on the parameters guiding the selection of the activated voxels, therefore capturing correlation among nearby voxels. In order to infer association of the voxel time courses, we assume correlated errors, in particular long memory, and exploit the whitening properties of discrete wavelet transforms. Furthermore, we achieve clustering of the voxels by imposing a Dirichlet process (DP) prior on the parameters of the long memory process. For inference, we use Markov Chain Monte Carlo (MCMC) sampling techniques that combine Metropolis-Hastings schemes employed in Bayesian variable selection with sampling algorithms for nonparametric DP models. We explore the performance of the proposed model on simulated data, with both block- and event-related design, and on real fMRI data. Copyright © 2014 Elsevier Inc. All rights reserved.
Bayesian spatio-temporal analysis and geospatial risk factors of human monocytic ehrlichiosis.
Directory of Open Access Journals (Sweden)
Ram K Raghavan
Full Text Available Variations in spatio-temporal patterns of Human Monocytic Ehrlichiosis (HME infection in the state of Kansas, USA were examined and the relationship between HME relative risk and various environmental, climatic and socio-economic variables were evaluated. HME data used in the study was reported to the Kansas Department of Health and Environment between years 2005-2012, and geospatial variables representing the physical environment [National Land cover/Land use, NASA Moderate Resolution Imaging Spectroradiometer (MODIS], climate [NASA MODIS, Prediction of Worldwide Renewable Energy (POWER], and socio-economic conditions (US Census Bureau were derived from publicly available sources. Following univariate screening of candidate variables using logistic regressions, two Bayesian hierarchical models were fit; a partial spatio-temporal model with random effects and a spatio-temporal interaction term, and a second model that included additional covariate terms. The best fitting model revealed that spatio-temporal autocorrelation in Kansas increased steadily from 2005-2012, and identified poverty status, relative humidity, and an interactive factor, 'diurnal temperature range x mixed forest area' as significant county-level risk factors for HME. The identification of significant spatio-temporal pattern and new risk factors are important in the context of HME prevention, for future research in the areas of ecology and evolution of HME, and as well as climate change impacts on tick-borne diseases.
Spatio-Temporal Series Remote Sensing Image Prediction Based on Multi-Dictionary Bayesian Fusion
Directory of Open Access Journals (Sweden)
Chu He
2017-11-01
Full Text Available Contradictions in spatial resolution and temporal coverage emerge from earth observation remote sensing images due to limitations in technology and cost. Therefore, how to combine remote sensing images with low spatial yet high temporal resolution as well as those with high spatial yet low temporal resolution to construct images with both high spatial resolution and high temporal coverage has become an important problem called spatio-temporal fusion problem in both research and practice. A Multi-Dictionary Bayesian Spatio-Temporal Reflectance Fusion Model (MDBFM has been proposed in this paper. First, multiple dictionaries from regions of different classes are trained. Second, a Bayesian framework is constructed to solve the dictionary selection problem. A pixel-dictionary likehood function and a dictionary-dictionary prior function are constructed under the Bayesian framework. Third, remote sensing images before and after the middle moment are combined to predict images at the middle moment. Diverse shapes and textures information is learned from different landscapes in multi-dictionary learning to help dictionaries capture the distinctions between regions. The Bayesian framework makes full use of the priori information while the input image is classified. The experiments with one simulated dataset and two satellite datasets validate that the MDBFM is highly effective in both subjective and objective evaluation indexes. The results of MDBFM show more precise details and have a higher similarity with real images when dealing with both type changes and phenology changes.
Spatiotemporal Modeling of Community Risk
2016-03-01
Ertugay, and Sebnem Duzgun, “Exploratory and Inferential Methods for Spatio-Temporal Analysis of Residential Fire Clustering in Urban Areas,” Fire ...response in communities.”26 In “Exploratory and Inferential Methods for Spatio-temporal Analysis of Residential Fire Clustering in Urban Areas,” Ceyhan...of fire resources spread across the community. Spatiotemporal modeling shows that actualized risk is dynamic and relatively patterned. Though
Chen, Li; Gao, Shuang; Zhang, Hui; Sun, Yanling; Ma, Zhenxing; Vedal, Sverre; Mao, Jian; Bai, Zhipeng
2018-05-03
Concentrations of particulate matter with aerodynamic diameter Bayesian Maximum Entropy (BME) interpolation of the LUR space-time residuals were developed to estimate the PM 2.5 concentrations on a national scale in China. This hybrid model could potentially provide more valid predictions than a commonly-used LUR model. The LUR/BME model had good performance characteristics, with R 2 = 0.82 and root mean square error (RMSE) of 4.6 μg/m 3 . Prediction errors of the LUR/BME model were reduced by incorporating soft data accounting for data uncertainty, with the R 2 increasing by 6%. The performance of LUR/BME is better than OK/BME. The LUR/BME model is the most accurate fine spatial scale PM 2.5 model developed to date for China. Copyright © 2018. Published by Elsevier Ltd.
Bayesian Spatial Modelling with R-INLA
Directory of Open Access Journals (Sweden)
Finn Lindgren
2015-02-01
Full Text Available The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA approach proposed by Rue, Martino, and Chopin (2009 is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized linear mixed to spatial and spatio-temporal models. Combined with the stochastic partial differential equation approach (SPDE, Lindgren, Rue, and Lindstrm 2011, one can accommodate all kinds of geographically referenced data, including areal and geostatistical ones, as well as spatial point process data. The implementation interface covers stationary spatial mod- els, non-stationary spatial models, and also spatio-temporal models, and is applicable in epidemiology, ecology, environmental risk assessment, as well as general geostatistics.
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 nonparametric hierarchical modeling.
Dunson, David B
2009-04-01
In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.
Hu, Wenbiao; Clements, Archie; Williams, Gail; Tong, Shilu; Mengersen, Kerrie
2010-01-01
This study aims to examine the impact of socio-ecologic factors on the transmission of Ross River virus (RRV) infection and to identify areas prone to social and ecologic-driven epidemics in Queensland, Australia. We used a Bayesian spatiotemporal conditional autoregressive model to quantify the relationship between monthly variation of RRV incidence and socio-ecologic factors and to determine spatiotemporal patterns. Our results show that the average increase in monthly RRV incidence was 2.4% (95% credible interval (CrI): 0.1–4.5%) and 2.0% (95% CrI: 1.6–2.3%) for a 1°C increase in monthly average maximum temperature and a 10 mm increase in monthly average rainfall, respectively. A significant spatiotemporal variation and interactive effect between temperature and rainfall on RRV incidence were found. No association between Socio-economic Index for Areas (SEIFA) and RRV was observed. The transmission of RRV in Queensland, Australia appeared to be primarily driven by ecologic variables rather than social factors. PMID:20810846
Luan, Hui; Law, Jane; Quick, Matthew
2015-12-30
Obesity and other adverse health outcomes are influenced by individual- and neighbourhood-scale risk factors, including the food environment. At the small-area scale, past research has analysed spatial patterns of food environments for one time period, overlooking how food environments change over time. Further, past research has infrequently analysed relative healthy food access (RHFA), a measure that is more representative of food purchasing and consumption behaviours than absolute outlet density. This research applies a Bayesian hierarchical model to analyse the spatio-temporal patterns of RHFA in the Region of Waterloo, Canada, from 2011 to 2014 at the small-area level. RHFA is calculated as the proportion of healthy food outlets (healthy outlets/healthy + unhealthy outlets) within 4-km from each small-area. This model measures spatial autocorrelation of RHFA, temporal trend of RHFA for the study region, and spatio-temporal trends of RHFA for small-areas. For the study region, a significant decreasing trend in RHFA is observed (-0.024), suggesting that food swamps have become more prevalent during the study period. For small-areas, significant decreasing temporal trends in RHFA were observed for all small-areas. Specific small-areas located in south Waterloo, north Kitchener, and southeast Cambridge exhibited the steepest decreasing spatio-temporal trends and are classified as spatio-temporal food swamps. This research demonstrates a Bayesian spatio-temporal modelling approach to analyse RHFA at the small-area scale. Results suggest that food swamps are more prevalent than food deserts in the Region of Waterloo. Analysing spatio-temporal trends of RHFA improves understanding of local food environment, highlighting specific small-areas where policies should be targeted to increase RHFA and reduce risk factors of adverse health outcomes such as obesity.
Audio-Visual Speaker Diarization Based on Spatiotemporal Bayesian Fusion.
Gebru, Israel D; Ba, Sileye; Li, Xiaofei; Horaud, Radu
2018-05-01
Speaker diarization consists of assigning speech signals to people engaged in a dialogue. An audio-visual spatiotemporal diarization model is proposed. The model is well suited for challenging scenarios that consist of several participants engaged in multi-party interaction while they move around and turn their heads towards the other participants rather than facing the cameras and the microphones. Multiple-person visual tracking is combined with multiple speech-source localization in order to tackle the speech-to-person association problem. The latter is solved within a novel audio-visual fusion method on the following grounds: binaural spectral features are first extracted from a microphone pair, then a supervised audio-visual alignment technique maps these features onto an image, and finally a semi-supervised clustering method assigns binaural spectral features to visible persons. The main advantage of this method over previous work is that it processes in a principled way speech signals uttered simultaneously by multiple persons. The diarization itself is cast into a latent-variable temporal graphical model that infers speaker identities and speech turns, based on the output of an audio-visual association process, executed at each time slice, and on the dynamics of the diarization variable itself. The proposed formulation yields an efficient exact inference procedure. A novel dataset, that contains audio-visual training data as well as a number of scenarios involving several participants engaged in formal and informal dialogue, is introduced. The proposed method is thoroughly tested and benchmarked with respect to several state-of-the art diarization algorithms.
When mechanism matters: Bayesian forecasting using models of ecological diffusion
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 analysis of CCDM models
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.
Roostaee, M.; Deng, Z.
2017-12-01
The states' environmental agencies are required by The Clean Water Act to assess all waterbodies and evaluate potential sources of impairments. Spatial and temporal distributions of water quality parameters are critical in identifying Critical Source Areas (CSAs). However, due to limitations in monetary resources and a large number of waterbodies, available monitoring stations are typically sparse with intermittent periods of data collection. Hence, scarcity of water quality data is a major obstacle in addressing sources of pollution through management strategies. In this study spatiotemporal Bayesian Maximum Entropy method (BME) is employed to model the inherent temporal and spatial variability of measured water quality indicators such as Dissolved Oxygen (DO) concentration for Turkey Creek Watershed. Turkey Creek is located in northern Louisiana and has been listed in 303(d) list for DO impairment since 2014 in Louisiana Water Quality Inventory Reports due to agricultural practices. BME method is proved to provide more accurate estimates than the methods of purely spatial analysis by incorporating space/time distribution and uncertainty in available measured soft and hard data. This model would be used to estimate DO concentration at unmonitored locations and times and subsequently identifying CSAs. The USDA's crop-specific land cover data layers of the watershed were then used to determine those practices/changes that led to low DO concentration in identified CSAs. Primary results revealed that cultivation of corn and soybean as well as urban runoff are main contributing sources in low dissolved oxygen in Turkey Creek Watershed.
Bayesian modeling using WinBUGS
Ntzoufras, Ioannis
2009-01-01
A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles. The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including: Markov Chain Monte Carlo algorithms in Bayesian inference Generalized linear models Bayesian hierarchical models Predictive distribution and model checking Bayesian model and variable evaluation Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all ...
Hosseini, Marjan; Kerachian, Reza
2017-09-01
This paper presents a new methodology for analyzing the spatiotemporal variability of water table levels and redesigning a groundwater level monitoring network (GLMN) using the Bayesian Maximum Entropy (BME) technique and a multi-criteria decision-making approach based on ordered weighted averaging (OWA). The spatial sampling is determined using a hexagonal gridding pattern and a new method, which is proposed to assign a removal priority number to each pre-existing station. To design temporal sampling, a new approach is also applied to consider uncertainty caused by lack of information. In this approach, different time lag values are tested by regarding another source of information, which is simulation result of a numerical groundwater flow model. Furthermore, to incorporate the existing uncertainties in available monitoring data, the flexibility of the BME interpolation technique is taken into account in applying soft data and improving the accuracy of the calculations. To examine the methodology, it is applied to the Dehgolan plain in northwestern Iran. Based on the results, a configuration of 33 monitoring stations for a regular hexagonal grid of side length 3600 m is proposed, in which the time lag between samples is equal to 5 weeks. Since the variance estimation errors of the BME method are almost identical for redesigned and existing networks, the redesigned monitoring network is more cost-effective and efficient than the existing monitoring network with 52 stations and monthly sampling frequency.
Directory of Open Access Journals (Sweden)
Hui Luan
2016-09-01
Full Text Available This research investigates spatio-temporal patterns of police calls-for-service in the Region of Waterloo, Canada, at a fine spatial and temporal resolution. Modeling was implemented via Bayesian Integrated Nested Laplace Approximation (INLA. Temporal patterns for two-hour time periods, spatial patterns at the small-area scale, and space-time interaction (i.e., unusual departures from overall spatial and temporal patterns were estimated. Temporally, calls-for-service were found to be lowest in the early morning (02:00–03:59 and highest in the evening (20:00–21:59, while high levels of calls-for-service were spatially located in central business areas and in areas characterized by major roadways, universities, and shopping centres. Space-time interaction was observed to be geographically dispersed during daytime hours but concentrated in central business areas during evening hours. Interpreted through the routine activity theory, results are discussed with respect to law enforcement resource demand and allocation, and the advantages of modeling spatio-temporal datasets with Bayesian INLA methods are highlighted.
Directory of Open Access Journals (Sweden)
Ram K Raghavan
Full Text Available This study aims to examine the spatio-temporal dynamics of Rocky Mountain spotted fever (RMSF prevalence in four contiguous states of Midwestern United States, and to determine the impact of environmental and socio-economic factors associated with this disease. Bayesian hierarchical models were used to quantify space and time only trends and spatio-temporal interaction effect in the case reports submitted to the state health departments in the region. Various socio-economic, environmental and climatic covariates screened a priori in a bivariate procedure were added to a main-effects Bayesian model in progressive steps to evaluate important drivers of RMSF space-time patterns in the region. Our results show a steady increase in RMSF incidence over the study period to newer geographic areas, and the posterior probabilities of county-specific trends indicate clustering of high risk counties in the central and southern parts of the study region. At the spatial scale of a county, the prevalence levels of RMSF is influenced by poverty status, average relative humidity, and average land surface temperature (>35°C in the region, and the relevance of these factors in the context of climate-change impacts on tick-borne diseases are discussed.
Raghavan, Ram K; Goodin, Douglas G; Neises, Daniel; Anderson, Gary A; Ganta, Roman R
2016-01-01
This study aims to examine the spatio-temporal dynamics of Rocky Mountain spotted fever (RMSF) prevalence in four contiguous states of Midwestern United States, and to determine the impact of environmental and socio-economic factors associated with this disease. Bayesian hierarchical models were used to quantify space and time only trends and spatio-temporal interaction effect in the case reports submitted to the state health departments in the region. Various socio-economic, environmental and climatic covariates screened a priori in a bivariate procedure were added to a main-effects Bayesian model in progressive steps to evaluate important drivers of RMSF space-time patterns in the region. Our results show a steady increase in RMSF incidence over the study period to newer geographic areas, and the posterior probabilities of county-specific trends indicate clustering of high risk counties in the central and southern parts of the study region. At the spatial scale of a county, the prevalence levels of RMSF is influenced by poverty status, average relative humidity, and average land surface temperature (>35°C) in the region, and the relevance of these factors in the context of climate-change impacts on tick-borne diseases are discussed.
Kang, Hakmook; Ombao, Hernando; Fonnesbeck, Christopher; Ding, Zhaohua; Morgan, Victoria L.
2017-01-01
DTI that could potentially enhance estimation of resting-state functional connectivity (FC) between brain regions. To overcome this limitation, we develop a Bayesian hierarchical spatiotemporal model that incorporates structural connectivity (SC
How about a Bayesian M/EEG imaging method correcting for incomplete spatio-temporal priors
DEFF Research Database (Denmark)
Stahlhut, Carsten; Attias, Hagai T.; Sekihara, Kensuke
2013-01-01
previous spatio-temporal inverse M/EEG models, the proposed model benefits of consisting of two source terms, namely, a spatio-temporal pattern term limiting the source configuration to a spatio-temporal subspace and a source correcting term to pick up source activity not covered by the spatio......-temporal prior belief. We have tested the model on both artificial data and real EEG data in order to demonstrate the efficacy of the model. The model was tested at different SNRs (-10.0,-5.2, -3.0, -1.0, 0, 0.8, 3.0 dB) using white noise. At all SNRs the sAquavit performs best in AUC measure, e.g. at SNR=0d...
Alameddine, Ibrahim; Karmakar, Subhankar; Qian, Song S.; Paerl, Hans W.; Reckhow, Kenneth H.
2013-10-01
The total maximum daily load program aims to monitor more than 40,000 standard violations in around 20,000 impaired water bodies across the United States. Given resource limitations, future monitoring efforts have to be hedged against the uncertainties in the monitored system, while taking into account existing knowledge. In that respect, we have developed a hierarchical spatiotemporal Bayesian model that can be used to optimize an existing monitoring network by retaining stations that provide the maximum amount of information, while identifying locations that would benefit from the addition of new stations. The model assumes the water quality parameters are adequately described by a joint matrix normal distribution. The adopted approach allows for a reduction in redundancies, while emphasizing information richness rather than data richness. The developed approach incorporates the concept of entropy to account for the associated uncertainties. Three different entropy-based criteria are adopted: total system entropy, chlorophyll-a standard violation entropy, and dissolved oxygen standard violation entropy. A multiple attribute decision making framework is adopted to integrate the competing design criteria and to generate a single optimal design. The approach is implemented on the water quality monitoring system of the Neuse River Estuary in North Carolina, USA. The model results indicate that the high priority monitoring areas identified by the total system entropy and the dissolved oxygen violation entropy criteria are largely coincident. The monitoring design based on the chlorophyll-a standard violation entropy proved to be less informative, given the low probabilities of violating the water quality standard in the estuary.
Borsboom, D.; Haig, B.D.
2013-01-01
Unlike most other statistical frameworks, Bayesian statistical inference is wedded to a particular approach in the philosophy of science (see Howson & Urbach, 2006); this approach is called Bayesianism. Rather than being concerned with model fitting, this position in the philosophy of science
INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
Opitz, Thomas; Huser, Raphaë l; Bakka, Haakon; Rue, Haavard
2018-01-01
approach is based on a Bayesian generalized additive modeling framework that is designed to estimate complex trends in marginal extremes over space and time. First, we estimate a high non-stationary threshold using a gamma distribution for precipitation
Huang, Xiaodong; Mengersen, Kerrie; Milinovich, Gabriel; Hu, Wenbiao
2017-06-01
The effects of weather variability on seasonal influenza among different age groups remain unclear. The comparative study aims to explore the differences in the associations between weather variability and seasonal influenza, and growth rates of seasonal influenza epidemics among different age groups in Queensland, Australia. Three Bayesian spatiotemporal conditional autoregressive models were fitted at the postal area level to quantify the relationships between seasonal influenza and monthly minimum temperature (MIT), monthly vapor pressure, school calendar pattern, and Index of Relative Socio-Economic Advantage and Disadvantage for 3 age groups (Weather variability appears to be more influential on seasonal influenza transmission in younger (0-14) age groups. The growth rates of influenza at postal area level were relatively small for older (≥65) age groups in Queensland, Australia. © The Author 2017. Published by Oxford University Press for the Infectious Diseases Society of America. All rights reserved. For permissions, e-mail: journals.permissions@oup.com.
Displaced calibration of PM10 measurements using spatio-temporal models
Directory of Open Access Journals (Sweden)
Daniela Cocchi
2007-12-01
Full Text Available PM10 monitoring networks are equipped with heterogeneous samplers. Some of these samplers are known to underestimate true levels of concentrations (non-reference samplers. In this paper we propose a hierarchical spatio-temporal Bayesian model for the calibration of measurements recorded using non-reference samplers, by borrowing strength from non co-located reference sampler measurements.
Bayesian models: A statistical primer for ecologists
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
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.
Application of SCM with Bayesian B-Spline to Spatio-Temporal Analysis of Hypertension in China.
Ye, Zirong; Xu, Li; Zhou, Zi; Wu, Yafei; Fang, Ya
2018-01-02
Most previous research on the disparities of hypertension risk has neither simultaneously explored the spatio-temporal disparities nor considered the spatial information contained in the samples, thus the estimated results may be unreliable. Our study was based on the China Health and Nutrition Survey (CHNS), including residents over 12 years old in seven provinces from 1991 to 2011. Bayesian B-spline was used in the extended shared component model (SCM) for fitting temporal-related variation to explore spatio-temporal distribution in the odds ratio (OR) of hypertension, reveal gender variation, and explore latent risk factors. Our results revealed that the prevalence of hypertension increased from 14.09% in 1991 to 32.37% in 2011, with men experiencing a more obvious change than women. From a spatial perspective, a standardized prevalence ratio (SPR) remaining at a high level was found in Henan and Shandong for both men and women. Meanwhile, before 1997, the temporal distribution of hypertension risk for both men and women remained low. After that, notably since 2004, the OR of hypertension in each province increased to a relatively high level, especially in Northern China. Notably, the OR of hypertension in Shandong and Jiangsu, which was over 1.2, continuously stood out after 2004 for males, while that in Shandong and Guangxi was relatively high for females. The findings suggested that obvious spatial-temporal patterns for hypertension exist in the regions under research and this pattern was quite different between men and women.
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
Tang, Qingxin; Bo, Yanchen; Zhu, Yuxin
2016-04-01
Merging multisensor aerosol optical depth (AOD) products is an effective way to produce more spatiotemporally complete and accurate AOD products. A spatiotemporal statistical data fusion framework based on a Bayesian maximum entropy (BME) method was developed for merging satellite AOD products in East Asia. The advantages of the presented merging framework are that it not only utilizes the spatiotemporal autocorrelations but also explicitly incorporates the uncertainties of the AOD products being merged. The satellite AOD products used for merging are the Moderate Resolution Imaging Spectroradiometer (MODIS) Collection 5.1 Level-2 AOD products (MOD04_L2) and the Sea-viewing Wide Field-of-view Sensor (SeaWiFS) Deep Blue Level 2 AOD products (SWDB_L2). The results show that the average completeness of the merged AOD data is 95.2%,which is significantly superior to the completeness of MOD04_L2 (22.9%) and SWDB_L2 (20.2%). By comparing the merged AOD to the Aerosol Robotic Network AOD records, the results show that the correlation coefficient (0.75), root-mean-square error (0.29), and mean bias (0.068) of the merged AOD are close to those (the correlation coefficient (0.82), root-mean-square error (0.19), and mean bias (0.059)) of the MODIS AOD. In the regions where both MODIS and SeaWiFS have valid observations, the accuracy of the merged AOD is higher than those of MODIS and SeaWiFS AODs. Even in regions where both MODIS and SeaWiFS AODs are missing, the accuracy of the merged AOD is also close to the accuracy of the regions where both MODIS and SeaWiFS have valid observations.
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...
Bayesian models a statistical primer for ecologists
Hobbs, N Thompson
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods-in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach. Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probabili
Comparison of Spatiotemporal Fusion Models: A Review
Directory of Open Access Journals (Sweden)
Bin Chen
2015-02-01
Full Text Available Simultaneously capturing spatial and temporal dynamics is always a challenge for the remote sensing community. Spatiotemporal fusion has gained wide interest in various applications for its superiority in integrating both fine spatial resolution and frequent temporal coverage. Though many advances have been made in spatiotemporal fusion model development and applications in the past decade, a unified comparison among existing fusion models is still limited. In this research, we classify the models into three categories: transformation-based, reconstruction-based, and learning-based models. The objective of this study is to (i compare four fusion models (STARFM, ESTARFM, ISTAFM, and SPSTFM under a one Landsat-MODIS (L-M pair prediction mode and two L-M pair prediction mode using time-series datasets from the Coleambally irrigation area and Poyang Lake wetland; (ii quantitatively assess prediction accuracy considering spatiotemporal comparability, landscape heterogeneity, and model parameter selection; and (iii discuss the advantages and disadvantages of the three categories of spatiotemporal fusion models.
Bayesian Modeling of a Human MMORPG Player
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.
Spatiotemporal drought forecasting using nonlinear models
Vasiliades, Lampros; Loukas, Athanasios
2010-05-01
Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. In order to achieve spatiotemporal forecasting, some mature analysis tools, e.g., time series and spatial statistics are extended to the spatial dimension and the temporal dimension, respectively. Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Despite the widespread application of nonlinear mathematical models, comparative studies on spatiotemporal drought forecasting using different models are still a huge task for modellers. This study uses a promising approach, the Gamma Test (GT), to select the input variables and the training data length, so that the trial and error workload could be greatly reduced. The GT enables to quickly evaluate and estimate the best mean squared error that can be achieved by a smooth model on any unseen data for a given selection of inputs, prior to model construction. The GT is applied to forecast droughts using monthly Standardized Precipitation Index (SPI) timeseries at multiple timescales in several precipitation stations at Pinios river basin in Thessaly region, Greece. Several nonlinear models have been developed efficiently, with the aid of the GT, for 1-month up to 12-month ahead forecasting. Several temporal and spatial statistical indices were considered for the performance evaluation of the models. The predicted results show reasonably good agreement with the actual data for short lead times, whereas the forecasting accuracy decreases with
Spatio-temporal modeling for residential burglary
Mahfoud, M.; Bhulai, Sandjai; van der Mei, R.D.; Bhulai, Sandjai; Kardaras, Dimitris
2017-01-01
Spatio-temporal modeling is widely recognized as a promising means for predicting crime patterns. Despite their enormous potential, the available methods are still in their infancy. A lot of research focuses on crime hotspot detection and geographic crime clusters, while a systematic approach to
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
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 ...
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
A Bayesian modelling framework for tornado occurrences in North America.
Cheng, Vincent Y S; Arhonditsis, George B; Sills, David M L; Gough, William A; Auld, Heather
2015-03-25
Tornadoes represent one of nature's most hazardous phenomena that have been responsible for significant destruction and devastating fatalities. Here we present a Bayesian modelling approach for elucidating the spatiotemporal patterns of tornado activity in North America. Our analysis shows a significant increase in the Canadian Prairies and the Northern Great Plains during the summer, indicating a clear transition of tornado activity from the United States to Canada. The linkage between monthly-averaged atmospheric variables and likelihood of tornado events is characterized by distinct seasonality; the convective available potential energy is the predominant factor in the summer; vertical wind shear appears to have a strong signature primarily in the winter and secondarily in the summer; and storm relative environmental helicity is most influential in the spring. The present probabilistic mapping can be used to draw inference on the likelihood of tornado occurrence in any location in North America within a selected time period of the year.
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
Hierarchical Bayesian Models of Subtask Learning
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…
A Flexible Spatio-Temporal Model for Air Pollution with Spatial and Spatio-Temporal Covariates
Lindström, Johan; Szpiro, Adam A; Sampson, Paul D; Oron, Assaf P; Richards, Mark; Larson, Tim V; Sheppard, Lianne
2013-01-01
The development of models that provide accurate spatio-temporal predictions of ambient air pollution at small spatial scales is of great importance for the assessment of potential health effects of air pollution. Here we present a spatio-temporal framework that predicts ambient air pollution by combining data from several different monitoring networks and deterministic air pollution model(s) with geographic information system (GIS) covariates. The model presented in this paper has been implem...
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...
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 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...
Constrained bayesian inference of project performance models
Sunmola, Funlade
2013-01-01
Project performance models play an important role in the management of project success. When used for monitoring projects, they can offer predictive ability such as indications of possible delivery problems. Approaches for monitoring project performance relies on available project information including restrictions imposed on the project, particularly the constraints of cost, quality, scope and time. We study in this paper a Bayesian inference methodology for project performance modelling in ...
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
Modeling Land-Use Decision Behavior with Bayesian Belief Networks
Directory of Open Access Journals (Sweden)
Inge Aalders
2008-06-01
Full Text Available The ability to incorporate and manage the different drivers of land-use change in a modeling process is one of the key challenges because they are complex and are both quantitative and qualitative in nature. This paper uses Bayesian belief networks (BBN to incorporate characteristics of land managers in the modeling process and to enhance our understanding of land-use change based on the limited and disparate sources of information. One of the two models based on spatial data represented land managers in the form of a quantitative variable, the area of individual holdings, whereas the other model included qualitative data from a survey of land managers. Random samples from the spatial data provided evidence of the relationship between the different variables, which I used to develop the BBN structure. The model was tested for four different posterior probability distributions, and results showed that the trained and learned models are better at predicting land use than the uniform and random models. The inference from the model demonstrated the constraints that biophysical characteristics impose on land managers; for older land managers without heirs, there is a higher probability of the land use being arable agriculture. The results show the benefits of incorporating a more complex notion of land managers in land-use models, and of using different empirical data sources in the modeling process. Future research should focus on incorporating more complex social processes into the modeling structure, as well as incorporating spatio-temporal dynamics in a BBN.
Bayesian network modelling of upper gastrointestinal bleeding
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.
Yu, Hwa-Lung; Chiang, Chi-Ting; Lin, Shu-De; Chang, Tsun-Kuo
2010-02-01
Incidence rate of oral cancer in Changhua County is the highest among the 23 counties of Taiwan during 2001. However, in health data analysis, crude or adjusted incidence rates of a rare event (e.g., cancer) for small populations often exhibit high variances and are, thus, less reliable. We proposed a generalized Bayesian Maximum Entropy (GBME) analysis of spatiotemporal disease mapping under conditions of considerable data uncertainty. GBME was used to study the oral cancer population incidence in Changhua County (Taiwan). Methodologically, GBME is based on an epistematics principles framework and generates spatiotemporal estimates of oral cancer incidence rates. In a way, it accounts for the multi-sourced uncertainty of rates, including small population effects, and the composite space-time dependence of rare events in terms of an extended Poisson-based semivariogram. The results showed that GBME analysis alleviates the noises of oral cancer data from population size effect. Comparing to the raw incidence data, the maps of GBME-estimated results can identify high risk oral cancer regions in Changhua County, where the prevalence of betel quid chewing and cigarette smoking is relatively higher than the rest of the areas. GBME method is a valuable tool for spatiotemporal disease mapping under conditions of uncertainty. 2010 Elsevier Inc. All rights reserved.
Use of Poisson spatiotemporal regression models for the Brazilian Amazon Forest: malaria count data
Directory of Open Access Journals (Sweden)
Jorge Alberto Achcar
2011-12-01
Full Text Available INTRODUCTION: Malaria is a serious problem in the Brazilian Amazon region, and the detection of possible risk factors could be of great interest for public health authorities. The objective of this article was to investigate the association between environmental variables and the yearly registers of malaria in the Amazon region using Bayesian spatiotemporal methods. METHODS: We used Poisson spatiotemporal regression models to analyze the Brazilian Amazon forest malaria count for the period from 1999 to 2008. In this study, we included some covariates that could be important in the yearly prediction of malaria, such as deforestation rate. We obtained the inferences using a Bayesian approach and Markov Chain Monte Carlo (MCMC methods to simulate samples for the joint posterior distribution of interest. The discrimination of different models was also discussed. RESULTS: The model proposed here suggests that deforestation rate, the number of inhabitants per km², and the human development index (HDI are important in the prediction of malaria cases. CONCLUSIONS: It is possible to conclude that human development, population growth, deforestation, and their associated ecological alterations are conducive to increasing malaria risk. We conclude that the use of Poisson regression models that capture the spatial and temporal effects under the Bayesian paradigm is a good strategy for modeling malaria counts.
Use of Poisson spatiotemporal regression models for the Brazilian Amazon Forest: malaria count data.
Achcar, Jorge Alberto; Martinez, Edson Zangiacomi; Souza, Aparecida Doniseti Pires de; Tachibana, Vilma Mayumi; Flores, Edilson Ferreira
2011-01-01
Malaria is a serious problem in the Brazilian Amazon region, and the detection of possible risk factors could be of great interest for public health authorities. The objective of this article was to investigate the association between environmental variables and the yearly registers of malaria in the Amazon region using bayesian spatiotemporal methods. We used Poisson spatiotemporal regression models to analyze the Brazilian Amazon forest malaria count for the period from 1999 to 2008. In this study, we included some covariates that could be important in the yearly prediction of malaria, such as deforestation rate. We obtained the inferences using a bayesian approach and Markov Chain Monte Carlo (MCMC) methods to simulate samples for the joint posterior distribution of interest. The discrimination of different models was also discussed. The model proposed here suggests that deforestation rate, the number of inhabitants per km², and the human development index (HDI) are important in the prediction of malaria cases. It is possible to conclude that human development, population growth, deforestation, and their associated ecological alterations are conducive to increasing malaria risk. We conclude that the use of Poisson regression models that capture the spatial and temporal effects under the bayesian paradigm is a good strategy for modeling malaria counts.
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)
Bayesian Recurrent Neural Network for Language Modeling.
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.
Centralized Bayesian reliability modelling with sensor networks
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Sečkárová, Vladimíra
2013-01-01
Roč. 19, č. 5 (2013), s. 471-482 ISSN 1387-3954 R&D Projects: GA MŠk 7D12004 Grant - others:GA MŠk(CZ) SVV-265315 Keywords : Bayesian modelling * Sensor network * Reliability Subject RIV: BD - Theory of Information Impact factor: 0.984, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/dedecius-0392551.pdf
Azim, M Ekram; Kumarappah, Ananthavalli; Bhavsar, Satyendra P; Backus, Sean M; Arhonditsis, George
2011-03-15
The temporal trends of total mercury (THg) in four fish species in Lake Erie were evaluated based on 35 years of fish contaminant data. Our Bayesian statistical approach consists of three steps aiming to address different questions. First, we used the exponential and mixed-order decay models to assess the declining rates in four intensively sampled fish species, i.e., walleye (Stizostedion vitreum), yellow perch (Perca flavescens), smallmouth bass (Micropterus dolomieui), and white bass (Morone chrysops). Because the two models postulate monotonic decrease of the THg levels, we included first- and second-order random walk terms in our statistical formulations to accommodate nonmonotonic patterns in the data time series. Our analysis identified a recent increase in the THg concentrations, particularly after the mid-1990s. In the second step, we used double exponential models to quantify the relative magnitude of the THg trends depending on the type of data used (skinless-boneless fillet versus whole fish data) and the fish species examined. The observed THg concentrations were significantly higher in skinless boneless fillet than in whole fish portions, while the whole fish portions of walleye exhibited faster decline rates and slower rates of increase relative to the skinless boneless fillet data. Our analysis also shows lower decline rates and higher rates of increase in walleye relative to the other three fish species examined. The food web structural shifts induced by the invasive species (dreissenid mussels and round goby) may be associated with the recent THg trends in Lake Erie fish.
INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
Opitz, Thomas
2018-05-25
This work is motivated by the challenge organized for the 10th International Conference on Extreme-Value Analysis (EVA2017) to predict daily precipitation quantiles at the 99.8% level for each month at observed and unobserved locations. Our approach is based on a Bayesian generalized additive modeling framework that is designed to estimate complex trends in marginal extremes over space and time. First, we estimate a high non-stationary threshold using a gamma distribution for precipitation intensities that incorporates spatial and temporal random effects. Then, we use the Bernoulli and generalized Pareto (GP) distributions to model the rate and size of threshold exceedances, respectively, which we also assume to vary in space and time. The latent random effects are modeled additively using Gaussian process priors, which provide high flexibility and interpretability. We develop a penalized complexity (PC) prior specification for the tail index that shrinks the GP model towards the exponential distribution, thus preventing unrealistically heavy tails. Fast and accurate estimation of the posterior distributions is performed thanks to the integrated nested Laplace approximation (INLA). We illustrate this methodology by modeling the daily precipitation data provided by the EVA2017 challenge, which consist of observations from 40 stations in the Netherlands recorded during the period 1972–2016. Capitalizing on INLA’s fast computational capacity and powerful distributed computing resources, we conduct an extensive cross-validation study to select the model parameters that govern the smoothness of trends. Our results clearly outperform simple benchmarks and are comparable to the best-scoring approaches of the other teams.
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 Predictive Models for Rayleigh Wind Speed
DEFF Research Database (Denmark)
Shahirinia, Amir; Hajizadeh, Amin; Yu, David C
2017-01-01
predictive model of the wind speed aggregates the non-homogeneous distributions into a single continuous distribution. Therefore, the result is able to capture the variation among the probability distributions of the wind speeds at the turbines’ locations in a wind farm. More specifically, instead of using...... a wind speed distribution whose parameters are known or estimated, the parameters are considered as random whose variations are according to probability distributions. The Bayesian predictive model for a Rayleigh which only has a single model scale parameter has been proposed. Also closed-form posterior...... and predictive inferences under different reasonable choices of prior distribution in sensitivity analysis have been presented....
Bayesian Model Selection under Time Constraints
Hoege, M.; Nowak, W.; Illman, W. A.
2017-12-01
Bayesian model selection (BMS) provides a consistent framework for rating and comparing models in multi-model inference. In cases where models of vastly different complexity compete with each other, we also face vastly different computational runtimes of such models. For instance, time series of a quantity of interest can be simulated by an autoregressive process model that takes even less than a second for one run, or by a partial differential equations-based model with runtimes up to several hours or even days. The classical BMS is based on a quantity called Bayesian model evidence (BME). It determines the model weights in the selection process and resembles a trade-off between bias of a model and its complexity. However, in practice, the runtime of models is another weight relevant factor for model selection. Hence, we believe that it should be included, leading to an overall trade-off problem between bias, variance and computing effort. We approach this triple trade-off from the viewpoint of our ability to generate realizations of the models under a given computational budget. One way to obtain BME values is through sampling-based integration techniques. We argue with the fact that more expensive models can be sampled much less under time constraints than faster models (in straight proportion to their runtime). The computed evidence in favor of a more expensive model is statistically less significant than the evidence computed in favor of a faster model, since sampling-based strategies are always subject to statistical sampling error. We present a straightforward way to include this misbalance into the model weights that are the basis for model selection. Our approach follows directly from the idea of insufficient significance. It is based on a computationally cheap bootstrapping error estimate of model evidence and is easy to implement. The approach is illustrated in a small synthetic modeling study.
Distributed Bayesian Networks for User Modeling
DEFF Research Database (Denmark)
Tedesco, Roberto; Dolog, Peter; Nejdl, Wolfgang
2006-01-01
The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used by such ada......The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used...... by such adaptive applications are often partial fragments of an overall user model. The fragments have then to be collected and merged into a global user profile. In this paper we investigate and present algorithms able to cope with distributed, fragmented user models – based on Bayesian Networks – in the context...... of Web-based eLearning platforms. The scenario we are tackling assumes learners who use several systems over time, which are able to create partial Bayesian Networks for user models based on the local system context. In particular, we focus on how to merge these partial user models. Our merge mechanism...
Sparse Event Modeling with Hierarchical Bayesian Kernel Methods
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
Adversarial life testing: A Bayesian negotiation model
International Nuclear Information System (INIS)
Rufo, M.J.; Martín, J.; Pérez, C.J.
2014-01-01
Life testing is a procedure intended for facilitating the process of making decisions in the context of industrial reliability. On the other hand, negotiation is a process of making joint decisions that has one of its main foundations in decision theory. A Bayesian sequential model of negotiation in the context of adversarial life testing is proposed. This model considers a general setting for which a manufacturer offers a product batch to a consumer. It is assumed that the reliability of the product is measured in terms of its lifetime. Furthermore, both the manufacturer and the consumer have to use their own information with respect to the quality of the product. Under these assumptions, two situations can be analyzed. For both of them, the main aim is to accept or reject the product batch based on the product reliability. This topic is related to a reliability demonstration problem. The procedure is applied to a class of distributions that belong to the exponential family. Thus, a unified framework addressing the main topics in the considered Bayesian model is presented. An illustrative example shows that the proposed technique can be easily applied in practice
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
Spatiotemporal modeling of WNV in mosquitoes in Suffolk County
U.S. Environmental Protection Agency — R code and dataset to produce spatial models. This dataset is associated with the following publication: Meyer, M., S. Campbell, and J. Johnston. Spatiotemporal...
Merging Digital Surface Models Implementing Bayesian Approaches
Sadeq, H.; Drummond, J.; Li, Z.
2016-06-01
In this research different DSMs from different sources have been merged. The merging is based on a probabilistic model using a Bayesian Approach. The implemented data have been sourced from very high resolution satellite imagery sensors (e.g. WorldView-1 and Pleiades). It is deemed preferable to use a Bayesian Approach when the data obtained from the sensors are limited and it is difficult to obtain many measurements or it would be very costly, thus the problem of the lack of data can be solved by introducing a priori estimations of data. To infer the prior data, it is assumed that the roofs of the buildings are specified as smooth, and for that purpose local entropy has been implemented. In addition to the a priori estimations, GNSS RTK measurements have been collected in the field which are used as check points to assess the quality of the DSMs and to validate the merging result. The model has been applied in the West-End of Glasgow containing different kinds of buildings, such as flat roofed and hipped roofed buildings. Both quantitative and qualitative methods have been employed to validate the merged DSM. The validation results have shown that the model was successfully able to improve the quality of the DSMs and improving some characteristics such as the roof surfaces, which consequently led to better representations. In addition to that, the developed model has been compared with the well established Maximum Likelihood model and showed similar quantitative statistical results and better qualitative results. Although the proposed model has been applied on DSMs that were derived from satellite imagery, it can be applied to any other sourced DSMs.
MERGING DIGITAL SURFACE MODELS IMPLEMENTING BAYESIAN APPROACHES
Directory of Open Access Journals (Sweden)
H. Sadeq
2016-06-01
Full Text Available In this research different DSMs from different sources have been merged. The merging is based on a probabilistic model using a Bayesian Approach. The implemented data have been sourced from very high resolution satellite imagery sensors (e.g. WorldView-1 and Pleiades. It is deemed preferable to use a Bayesian Approach when the data obtained from the sensors are limited and it is difficult to obtain many measurements or it would be very costly, thus the problem of the lack of data can be solved by introducing a priori estimations of data. To infer the prior data, it is assumed that the roofs of the buildings are specified as smooth, and for that purpose local entropy has been implemented. In addition to the a priori estimations, GNSS RTK measurements have been collected in the field which are used as check points to assess the quality of the DSMs and to validate the merging result. The model has been applied in the West-End of Glasgow containing different kinds of buildings, such as flat roofed and hipped roofed buildings. Both quantitative and qualitative methods have been employed to validate the merged DSM. The validation results have shown that the model was successfully able to improve the quality of the DSMs and improving some characteristics such as the roof surfaces, which consequently led to better representations. In addition to that, the developed model has been compared with the well established Maximum Likelihood model and showed similar quantitative statistical results and better qualitative results. Although the proposed model has been applied on DSMs that were derived from satellite imagery, it can be applied to any other sourced DSMs.
Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.
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.
Learning Bayesian Dependence Model for Student Modelling
Directory of Open Access Journals (Sweden)
Adina COCU
2008-12-01
Full Text Available Learning a Bayesian network from a numeric set of data is a challenging task because of dual nature of learning process: initial need to learn network structure, and then to find out the distribution probability tables. In this paper, we propose a machine-learning algorithm based on hill climbing search combined with Tabu list. The aim of learning process is to discover the best network that represents dependences between nodes. Another issue in machine learning procedure is handling numeric attributes. In order to do that, we must perform an attribute discretization pre-processes. This discretization operation can influence the results of learning network structure. Therefore, we make a comparative study to find out the most suitable combination between discretization method and learning algorithm, for a specific data set.
Efficient Bayesian network modeling of systems
International Nuclear Information System (INIS)
Bensi, Michelle; Kiureghian, Armen Der; Straub, Daniel
2013-01-01
The Bayesian network (BN) is a convenient tool for probabilistic modeling of system performance, particularly when it is of interest to update the reliability of the system or its components in light of observed information. In this paper, BN structures for modeling the performance of systems that are defined in terms of their minimum link or cut sets are investigated. Standard BN structures that define the system node as a child of its constituent components or its minimum link/cut sets lead to converging structures, which are computationally disadvantageous and could severely hamper application of the BN to real systems. A systematic approach to defining an alternative formulation is developed that creates chain-like BN structures that are orders of magnitude more efficient, particularly in terms of computational memory demand. The formulation uses an integer optimization algorithm to identify the most efficient BN structure. Example applications demonstrate the proposed methodology and quantify the gained computational advantage
Model parameter updating using Bayesian networks
International Nuclear Information System (INIS)
Treml, C.A.; Ross, Timothy J.
2004-01-01
This paper outlines a model parameter updating technique for a new method of model validation using a modified model reference adaptive control (MRAC) framework with Bayesian Networks (BNs). The model parameter updating within this method is generic in the sense that the model/simulation to be validated is treated as a black box. It must have updateable parameters to which its outputs are sensitive, and those outputs must have metrics that can be compared to that of the model reference, i.e., experimental data. Furthermore, no assumptions are made about the statistics of the model parameter uncertainty, only upper and lower bounds need to be specified. This method is designed for situations where a model is not intended to predict a complete point-by-point time domain description of the item/system behavior; rather, there are specific points, features, or events of interest that need to be predicted. These specific points are compared to the model reference derived from actual experimental data. The logic for updating the model parameters to match the model reference is formed via a BN. The nodes of this BN consist of updateable model input parameters and the specific output values or features of interest. Each time the model is executed, the input/output pairs are used to adapt the conditional probabilities of the BN. Each iteration further refines the inferred model parameters to produce the desired model output. After parameter updating is complete and model inputs are inferred, reliabilities for the model output are supplied. Finally, this method is applied to a simulation of a resonance control cooling system for a prototype coupled cavity linac. The results are compared to experimental data.
Item selection via Bayesian IRT models.
Arima, Serena
2015-02-10
With reference to a questionnaire that aimed to assess the quality of life for dysarthric speakers, we investigate the usefulness of a model-based procedure for reducing the number of items. We propose a mixed cumulative logit model, which is known in the psychometrics literature as the graded response model: responses to different items are modelled as a function of individual latent traits and as a function of item characteristics, such as their difficulty and their discrimination power. We jointly model the discrimination and the difficulty parameters by using a k-component mixture of normal distributions. Mixture components correspond to disjoint groups of items. Items that belong to the same groups can be considered equivalent in terms of both difficulty and discrimination power. According to decision criteria, we select a subset of items such that the reduced questionnaire is able to provide the same information that the complete questionnaire provides. The model is estimated by using a Bayesian approach, and the choice of the number of mixture components is justified according to information criteria. We illustrate the proposed approach on the basis of data that are collected for 104 dysarthric patients by local health authorities in Lecce and in Milan. Copyright © 2014 John Wiley & Sons, Ltd.
Advances in Bayesian Modeling in Educational Research
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…
Spatiotemporal exploratory models for broad-scale survey data.
Fink, Daniel; Hochachka, Wesley M; Zuckerberg, Benjamin; Winkler, David W; Shaby, Ben; Munson, M Arthur; Hooker, Giles; Riedewald, Mirek; Sheldon, Daniel; Kelling, Steve
2010-12-01
The distributions of animal populations change and evolve through time. Migratory species exploit different habitats at different times of the year. Biotic and abiotic features that determine where a species lives vary due to natural and anthropogenic factors. This spatiotemporal variation needs to be accounted for in any modeling of species' distributions. In this paper we introduce a semiparametric model that provides a flexible framework for analyzing dynamic patterns of species occurrence and abundance from broad-scale survey data. The spatiotemporal exploratory model (STEM) adds essential spatiotemporal structure to existing techniques for developing species distribution models through a simple parametric structure without requiring a detailed understanding of the underlying dynamic processes. STEMs use a multi-scale strategy to differentiate between local and global-scale spatiotemporal structure. A user-specified species distribution model accounts for spatial and temporal patterning at the local level. These local patterns are then allowed to "scale up" via ensemble averaging to larger scales. This makes STEMs especially well suited for exploring distributional dynamics arising from a variety of processes. Using data from eBird, an online citizen science bird-monitoring project, we demonstrate that monthly changes in distribution of a migratory species, the Tree Swallow (Tachycineta bicolor), can be more accurately described with a STEM than a conventional bagged decision tree model in which spatiotemporal structure has not been imposed. We also demonstrate that there is no loss of model predictive power when a STEM is used to describe a spatiotemporal distribution with very little spatiotemporal variation; the distribution of a nonmigratory species, the Northern Cardinal (Cardinalis cardinalis).
Bayesian inference of chemical kinetic models from proposed reactions
Galagali, Nikhil; Marzouk, Youssef M.
2015-01-01
© 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
Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method
Tsai, F. T. C.; Elshall, A. S.
2014-12-01
Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.
Spatio-temporal modeling of nonlinear distributed parameter systems
Li, Han-Xiong
2011-01-01
The purpose of this volume is to provide a brief review of the previous work on model reduction and identifi cation of distributed parameter systems (DPS), and develop new spatio-temporal models and their relevant identifi cation approaches. In this book, a systematic overview and classifi cation on the modeling of DPS is presented fi rst, which includes model reduction, parameter estimation and system identifi cation. Next, a class of block-oriented nonlinear systems in traditional lumped parameter systems (LPS) is extended to DPS, which results in the spatio-temporal Wiener and Hammerstein s
Bootstrap prediction and Bayesian prediction under misspecified models
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...
Large scale stochastic spatio-temporal modelling with PCRaster
Karssenberg, D.J.; Drost, N.; Schmitz, O.; Jong, K. de; Bierkens, M.F.P.
2013-01-01
PCRaster is a software framework for building spatio-temporal models of land surface processes (http://www.pcraster.eu). Building blocks of models are spatial operations on raster maps, including a large suite of operations for water and sediment routing. These operations are available to model
A hybrid spatiotemporal drought forecasting model for operational use
Vasiliades, L.; Loukas, A.
2010-09-01
Drought forecasting plays an important role in the planning and management of natural resources and water resource systems in a river basin. Early and timelines forecasting of a drought event can help to take proactive measures and set out drought mitigation strategies to alleviate the impacts of drought. Spatiotemporal data mining is the extraction of unknown and implicit knowledge, structures, spatiotemporal relationships, or patterns not explicitly stored in spatiotemporal databases. As one of data mining techniques, forecasting is widely used to predict the unknown future based upon the patterns hidden in the current and past data. This study develops a hybrid spatiotemporal scheme for integrated spatial and temporal forecasting. Temporal forecasting is achieved using feed-forward neural networks and the temporal forecasts are extended to the spatial dimension using a spatial recurrent neural network model. The methodology is demonstrated for an operational meteorological drought index the Standardized Precipitation Index (SPI) calculated at multiple timescales. 48 precipitation stations and 18 independent precipitation stations, located at Pinios river basin in Thessaly region, Greece, were used for the development and spatiotemporal validation of the hybrid spatiotemporal scheme. Several quantitative temporal and spatial statistical indices were considered for the performance evaluation of the models. Furthermore, qualitative statistical criteria based on contingency tables between observed and forecasted drought episodes were calculated. The results show that the lead time of forecasting for operational use depends on the SPI timescale. The hybrid spatiotemporal drought forecasting model could be operationally used for forecasting up to three months ahead for SPI short timescales (e.g. 3-6 months) up to six months ahead for large SPI timescales (e.g. 24 months). The above findings could be useful in developing a drought preparedness plan in the region.
Hierarchical Bayesian Modeling of Fluid-Induced Seismicity
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.
Bayesian Networks for Modeling Dredging Decisions
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
Bayesian hierarchical models for regional climate reconstructions of the last glacial maximum
Weitzel, Nils; Hense, Andreas; Ohlwein, Christian
2017-04-01
Spatio-temporal reconstructions of past climate are important for the understanding of the long term behavior of the climate system and the sensitivity to forcing changes. Unfortunately, they are subject to large uncertainties, have to deal with a complex proxy-climate structure, and a physically reasonable interpolation between the sparse proxy observations is difficult. Bayesian Hierarchical Models (BHMs) are a class of statistical models that is well suited for spatio-temporal reconstructions of past climate because they permit the inclusion of multiple sources of information (e.g. records from different proxy types, uncertain age information, output from climate simulations) and quantify uncertainties in a statistically rigorous way. BHMs in paleoclimatology typically consist of three stages which are modeled individually and are combined using Bayesian inference techniques. The data stage models the proxy-climate relation (often named transfer function), the process stage models the spatio-temporal distribution of the climate variables of interest, and the prior stage consists of prior distributions of the model parameters. For our BHMs, we translate well-known proxy-climate transfer functions for pollen to a Bayesian framework. In addition, we can include Gaussian distributed local climate information from preprocessed proxy records. The process stage combines physically reasonable spatial structures from prior distributions with proxy records which leads to a multivariate posterior probability distribution for the reconstructed climate variables. The prior distributions that constrain the possible spatial structure of the climate variables are calculated from climate simulation output. We present results from pseudoproxy tests as well as new regional reconstructions of temperatures for the last glacial maximum (LGM, ˜ 21,000 years BP). These reconstructions combine proxy data syntheses with information from climate simulations for the LGM that were
Fast model updating coupling Bayesian inference and PGD model reduction
Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic
2018-04-01
The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.
Bayesian hierarchical modelling of North Atlantic windiness
Vanem, E.; Breivik, O. N.
2013-03-01
Extreme weather conditions represent serious natural hazards to ship operations and may be the direct cause or contributing factor to maritime accidents. Such severe environmental conditions can be taken into account in ship design and operational windows can be defined that limits hazardous operations to less extreme conditions. Nevertheless, possible changes in the statistics of extreme weather conditions, possibly due to anthropogenic climate change, represent an additional hazard to ship operations that is less straightforward to account for in a consistent way. Obviously, there are large uncertainties as to how future climate change will affect the extreme weather conditions at sea and there is a need for stochastic models that can describe the variability in both space and time at various scales of the environmental conditions. Previously, Bayesian hierarchical space-time models have been developed to describe the variability and complex dependence structures of significant wave height in space and time. These models were found to perform reasonably well and provided some interesting results, in particular, pertaining to long-term trends in the wave climate. In this paper, a similar framework is applied to oceanic windiness and the spatial and temporal variability of the 10-m wind speed over an area in the North Atlantic ocean is investigated. When the results from the model for North Atlantic windiness is compared to the results for significant wave height over the same area, it is interesting to observe that whereas an increasing trend in significant wave height was identified, no statistically significant long-term trend was estimated in windiness. This may indicate that the increase in significant wave height is not due to an increase in locally generated wind waves, but rather to increased swell. This observation is also consistent with studies that have suggested a poleward shift of the main storm tracks.
Bayesian hierarchical modelling of North Atlantic windiness
Directory of Open Access Journals (Sweden)
E. Vanem
2013-03-01
Full Text Available Extreme weather conditions represent serious natural hazards to ship operations and may be the direct cause or contributing factor to maritime accidents. Such severe environmental conditions can be taken into account in ship design and operational windows can be defined that limits hazardous operations to less extreme conditions. Nevertheless, possible changes in the statistics of extreme weather conditions, possibly due to anthropogenic climate change, represent an additional hazard to ship operations that is less straightforward to account for in a consistent way. Obviously, there are large uncertainties as to how future climate change will affect the extreme weather conditions at sea and there is a need for stochastic models that can describe the variability in both space and time at various scales of the environmental conditions. Previously, Bayesian hierarchical space-time models have been developed to describe the variability and complex dependence structures of significant wave height in space and time. These models were found to perform reasonably well and provided some interesting results, in particular, pertaining to long-term trends in the wave climate. In this paper, a similar framework is applied to oceanic windiness and the spatial and temporal variability of the 10-m wind speed over an area in the North Atlantic ocean is investigated. When the results from the model for North Atlantic windiness is compared to the results for significant wave height over the same area, it is interesting to observe that whereas an increasing trend in significant wave height was identified, no statistically significant long-term trend was estimated in windiness. This may indicate that the increase in significant wave height is not due to an increase in locally generated wind waves, but rather to increased swell. This observation is also consistent with studies that have suggested a poleward shift of the main storm tracks.
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...
Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices
Lan, Shiwei; Holbrook, Andrew; Fortin, Norbert J.; Ombao, Hernando; Shahbaba, Babak
2017-01-01
Modeling covariance (and correlation) matrices is a challenging problem due to the large dimensionality and positive-definiteness constraint. In this paper, we propose a novel Bayesian framework based on decomposing the covariance matrix
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)
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...
Khana, Diba; Rossen, Lauren M; Hedegaard, Holly; Warner, Margaret
2018-01-01
Hierarchical Bayes models have been used in disease mapping to examine small scale geographic variation. State level geographic variation for less common causes of mortality outcomes have been reported however county level variation is rarely examined. Due to concerns about statistical reliability and confidentiality, county-level mortality rates based on fewer than 20 deaths are suppressed based on Division of Vital Statistics, National Center for Health Statistics (NCHS) statistical reliability criteria, precluding an examination of spatio-temporal variation in less common causes of mortality outcomes such as suicide rates (SRs) at the county level using direct estimates. Existing Bayesian spatio-temporal modeling strategies can be applied via Integrated Nested Laplace Approximation (INLA) in R to a large number of rare causes of mortality outcomes to enable examination of spatio-temporal variations on smaller geographic scales such as counties. This method allows examination of spatiotemporal variation across the entire U.S., even where the data are sparse. We used mortality data from 2005-2015 to explore spatiotemporal variation in SRs, as one particular application of the Bayesian spatio-temporal modeling strategy in R-INLA to predict year and county-specific SRs. Specifically, hierarchical Bayesian spatio-temporal models were implemented with spatially structured and unstructured random effects, correlated time effects, time varying confounders and space-time interaction terms in the software R-INLA, borrowing strength across both counties and years to produce smoothed county level SRs. Model-based estimates of SRs were mapped to explore geographic variation.
Combination of Bayesian Network and Overlay Model in User Modeling
Directory of Open Access Journals (Sweden)
Loc Nguyen
2009-12-01
Full Text Available The core of adaptive system is user model containing personal information such as knowledge, learning styles, goals… which is requisite for learning personalized process. There are many modeling approaches, for example: stereotype, overlay, plan recognition… but they don’t bring out the solid method for reasoning from user model. This paper introduces the statistical method that combines Bayesian network and overlay modeling so that it is able to infer user’s knowledge from evidences collected during user’s learning process.
Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.
Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi
2015-02-01
We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.
Bayesian graphical models for genomewide association studies.
Verzilli, Claudio J; Stallard, Nigel; Whittaker, John C
2006-07-01
As the extent of human genetic variation becomes more fully characterized, the research community is faced with the challenging task of using this information to dissect the heritable components of complex traits. Genomewide association studies offer great promise in this respect, but their analysis poses formidable difficulties. In this article, we describe a computationally efficient approach to mining genotype-phenotype associations that scales to the size of the data sets currently being collected in such studies. We use discrete graphical models as a data-mining tool, searching for single- or multilocus patterns of association around a causative site. The approach is fully Bayesian, allowing us to incorporate prior knowledge on the spatial dependencies around each marker due to linkage disequilibrium, which reduces considerably the number of possible graphical structures. A Markov chain-Monte Carlo scheme is developed that yields samples from the posterior distribution of graphs conditional on the data from which probabilistic statements about the strength of any genotype-phenotype association can be made. Using data simulated under scenarios that vary in marker density, genotype relative risk of a causative allele, and mode of inheritance, we show that the proposed approach has better localization properties and leads to lower false-positive rates than do single-locus analyses. Finally, we present an application of our method to a quasi-synthetic data set in which data from the CYP2D6 region are embedded within simulated data on 100K single-nucleotide polymorphisms. Analysis is quick (<5 min), and we are able to localize the causative site to a very short interval.
A tutorial introduction to Bayesian models of cognitive development.
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.
Modelling of JET diagnostics using Bayesian Graphical Models
Energy Technology Data Exchange (ETDEWEB)
Svensson, J. [IPP Greifswald, Greifswald (Germany); Ford, O. [Imperial College, London (United Kingdom); McDonald, D.; Hole, M.; Nessi, G. von; Meakins, A.; Brix, M.; Thomsen, H.; Werner, A.; Sirinelli, A.
2011-07-01
The mapping between physics parameters (such as densities, currents, flows, temperatures etc) defining the plasma 'state' under a given model and the raw observations of each plasma diagnostic will 1) depend on the particular physics model used, 2) is inherently probabilistic, from uncertainties on both observations and instrumental aspects of the mapping, such as calibrations, instrument functions etc. A flexible and principled way of modelling such interconnected probabilistic systems is through so called Bayesian graphical models. Being an amalgam between graph theory and probability theory, Bayesian graphical models can simulate the complex interconnections between physics models and diagnostic observations from multiple heterogeneous diagnostic systems, making it relatively easy to optimally combine the observations from multiple diagnostics for joint inference on parameters of the underlying physics model, which in itself can be represented as part of the graph. At JET about 10 diagnostic systems have to date been modelled in this way, and has lead to a number of new results, including: the reconstruction of the flux surface topology and q-profiles without any specific equilibrium assumption, using information from a number of different diagnostic systems; profile inversions taking into account the uncertainties in the flux surface positions and a substantial increase in accuracy of JET electron density and temperature profiles, including improved pedestal resolution, through the joint analysis of three diagnostic systems. It is believed that the Bayesian graph approach could potentially be utilised for very large sets of diagnostics, providing a generic data analysis framework for nuclear fusion experiments, that would be able to optimally utilize the information from multiple diagnostics simultaneously, and where the explicit graph representation of the connections to underlying physics models could be used for sophisticated model testing. This
Inventory model using bayesian dynamic linear model for demand forecasting
Directory of Open Access Journals (Sweden)
Marisol Valencia-Cárdenas
2014-12-01
Full Text Available An important factor of manufacturing process is the inventory management of terminated product. Constantly, industry is looking for better alternatives to establish an adequate plan of production and stored quantities, with optimal cost, getting quantities in a time horizon, which permits to define resources and logistics with anticipation, needed to distribute products on time. Total absence of historical data, required by many statistical models to forecast, demands the search for other kind of accurate techniques. This work presents an alternative that not only permits to forecast, in an adjusted way, but also, to provide optimal quantities to produce and store with an optimal cost, using Bayesian statistics. The proposal is illustrated with real data. Palabras clave: estadística bayesiana, optimización, modelo de inventarios, modelo lineal dinámico bayesiano. Keywords: Bayesian statistics, opti
A simple spatiotemporal chaotic Lotka-Volterra model
International Nuclear Information System (INIS)
Sprott, J.C.; Wildenberg, J.C.; Azizi, Yousef
2005-01-01
A mathematically simple example of a high-dimensional (many-species) Lotka-Volterra model that exhibits spatiotemporal chaos in one spatial dimension is described. The model consists of a closed ring of identical agents, each competing for fixed finite resources with two of its four nearest neighbors. The model is prototypical of more complicated models in its quasiperiodic route to chaos (including attracting 3-tori), bifurcations, spontaneous symmetry breaking, and spatial pattern formation
A general science-based framework for dynamical spatio-temporal models
Wikle, C.K.; Hooten, M.B.
2010-01-01
Spatio-temporal statistical models are increasingly being used across a wide variety of scientific disciplines to describe and predict spatially-explicit processes that evolve over time. Correspondingly, in recent years there has been a significant amount of research on new statistical methodology for such models. Although descriptive models that approach the problem from the second-order (covariance) perspective are important, and innovative work is being done in this regard, many real-world processes are dynamic, and it can be more efficient in some cases to characterize the associated spatio-temporal dependence by the use of dynamical models. The chief challenge with the specification of such dynamical models has been related to the curse of dimensionality. Even in fairly simple linear, first-order Markovian, Gaussian error settings, statistical models are often over parameterized. Hierarchical models have proven invaluable in their ability to deal to some extent with this issue by allowing dependency among groups of parameters. In addition, this framework has allowed for the specification of science based parameterizations (and associated prior distributions) in which classes of deterministic dynamical models (e. g., partial differential equations (PDEs), integro-difference equations (IDEs), matrix models, and agent-based models) are used to guide specific parameterizations. Most of the focus for the application of such models in statistics has been in the linear case. The problems mentioned above with linear dynamic models are compounded in the case of nonlinear models. In this sense, the need for coherent and sensible model parameterizations is not only helpful, it is essential. Here, we present an overview of a framework for incorporating scientific information to motivate dynamical spatio-temporal models. First, we illustrate the methodology with the linear case. We then develop a general nonlinear spatio-temporal framework that we call general quadratic
A Bayesian alternative for multi-objective ecohydrological model specification
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 inference for spatio-temporal spike-and-slab priors
DEFF Research Database (Denmark)
Andersen, Michael Riis; Vehtari, Aki; Winther, Ole
2017-01-01
a transformed Gaussian process on the spike-and-slab probabilities. An expectation propagation (EP) algorithm for posterior inference under the proposed model is derived. For large scale problems, the standard EP algorithm can be prohibitively slow. We therefore introduce three different approximation schemes...
Bayesian Estimation of the Logistic Positive Exponent IRT Model
Bolfarine, Heleno; Bazan, Jorge Luis
2010-01-01
A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric…
Paz-Linares, Deirel; Vega-Hernández, Mayrim; Rojas-López, Pedro A; Valdés-Hernández, Pedro A; Martínez-Montes, Eduardo; Valdés-Sosa, Pedro A
2017-01-01
The estimation of EEG generating sources constitutes an Inverse Problem (IP) in Neuroscience. This is an ill-posed problem due to the non-uniqueness of the solution and regularization or prior information is needed to undertake Electrophysiology Source Imaging. Structured Sparsity priors can be attained through combinations of (L1 norm-based) and (L2 norm-based) constraints such as the Elastic Net (ENET) and Elitist Lasso (ELASSO) models. The former model is used to find solutions with a small number of smooth nonzero patches, while the latter imposes different degrees of sparsity simultaneously along different dimensions of the spatio-temporal matrix solutions. Both models have been addressed within the penalized regression approach, where the regularization parameters are selected heuristically, leading usually to non-optimal and computationally expensive solutions. The existing Bayesian formulation of ENET allows hyperparameter learning, but using the computationally intensive Monte Carlo/Expectation Maximization methods, which makes impractical its application to the EEG IP. While the ELASSO have not been considered before into the Bayesian context. In this work, we attempt to solve the EEG IP using a Bayesian framework for ENET and ELASSO models. We propose a Structured Sparse Bayesian Learning algorithm based on combining the Empirical Bayes and the iterative coordinate descent procedures to estimate both the parameters and hyperparameters. Using realistic simulations and avoiding the inverse crime we illustrate that our methods are able to recover complicated source setups more accurately and with a more robust estimation of the hyperparameters and behavior under different sparsity scenarios than classical LORETA, ENET and LASSO Fusion solutions. We also solve the EEG IP using data from a visual attention experiment, finding more interpretable neurophysiological patterns with our methods. The Matlab codes used in this work, including Simulations, Methods
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.
Directory of Open Access Journals (Sweden)
Dario Cuevas Rivera
2015-10-01
Full Text Available The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an 'intelligent coincidence detector', which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena.
Maritime piracy situation modelling with dynamic Bayesian networks
CSIR Research Space (South Africa)
Dabrowski, James M
2015-05-01
Full Text Available A generative model for modelling maritime vessel behaviour is proposed. The model is a novel variant of the dynamic Bayesian network (DBN). The proposed DBN is in the form of a switching linear dynamic system (SLDS) that has been extended into a...
Bayesian inference model for fatigue life of laminated composites
DEFF Research Database (Denmark)
Dimitrov, Nikolay Krasimirov; Kiureghian, Armen Der; Berggreen, Christian
2016-01-01
A probabilistic model for estimating the fatigue life of laminated composite plates is developed. The model is based on lamina-level input data, making it possible to predict fatigue properties for a wide range of laminate configurations. Model parameters are estimated by Bayesian inference. The ...
Characterizing economic trends by Bayesian stochastic model specification search
DEFF Research Database (Denmark)
Grassi, Stefano; Proietti, Tommaso
We extend a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. In particular, we focus on autoregressive models with possibly time-varying intercept and slope and decide on ...
Bayesian Plackett-Luce Mixture Models for Partially Ranked Data.
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.
Bayesian inference of chemical kinetic models from proposed reactions
Galagali, Nikhil
2015-02-01
© 2014 Elsevier Ltd. Bayesian inference provides a natural framework for combining experimental data with prior knowledge to develop chemical kinetic models and quantify the associated uncertainties, not only in parameter values but also in model structure. Most existing applications of Bayesian model selection methods to chemical kinetics have been limited to comparisons among a small set of models, however. The significant computational cost of evaluating posterior model probabilities renders traditional Bayesian methods infeasible when the model space becomes large. We present a new framework for tractable Bayesian model inference and uncertainty quantification using a large number of systematically generated model hypotheses. The approach involves imposing point-mass mixture priors over rate constants and exploring the resulting posterior distribution using an adaptive Markov chain Monte Carlo method. The posterior samples are used to identify plausible models, to quantify rate constant uncertainties, and to extract key diagnostic information about model structure-such as the reactions and operating pathways most strongly supported by the data. We provide numerical demonstrations of the proposed framework by inferring kinetic models for catalytic steam and dry reforming of methane using available experimental data.
Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
Liang, Faming
2013-06-01
This article presents a new prior setting for high-dimensional generalized linear models, which leads to a Bayesian subset regression (BSR) with the maximum a posteriori model approximately equivalent to the minimum extended Bayesian information criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening and consistency with the existing sure independence screening (SIS) and iterative sure independence screening (ISIS) procedures. However, since the proposed procedure makes use of joint information from all predictors, it generally outperforms SIS and ISIS in real applications. This article also makes extensive comparisons of BSR with the popular penalized likelihood methods, including Lasso, elastic net, SIS, and ISIS. The numerical results indicate that BSR can generally outperform the penalized likelihood methods. The models selected by BSR tend to be sparser and, more importantly, of higher prediction ability. In addition, the performance of the penalized likelihood methods tends to deteriorate as the number of predictors increases, while this is not significant for BSR. Supplementary materials for this article are available online. © 2013 American Statistical Association.
Selecting salient frames for spatiotemporal video modeling and segmentation.
Song, Xiaomu; Fan, Guoliang
2007-12-01
We propose a new statistical generative model for spatiotemporal video segmentation. The objective is to partition a video sequence into homogeneous segments that can be used as "building blocks" for semantic video segmentation. The baseline framework is a Gaussian mixture model (GMM)-based video modeling approach that involves a six-dimensional spatiotemporal feature space. Specifically, we introduce the concept of frame saliency to quantify the relevancy of a video frame to the GMM-based spatiotemporal video modeling. This helps us use a small set of salient frames to facilitate the model training by reducing data redundancy and irrelevance. A modified expectation maximization algorithm is developed for simultaneous GMM training and frame saliency estimation, and the frames with the highest saliency values are extracted to refine the GMM estimation for video segmentation. Moreover, it is interesting to find that frame saliency can imply some object behaviors. This makes the proposed method also applicable to other frame-related video analysis tasks, such as key-frame extraction, video skimming, etc. Experiments on real videos demonstrate the effectiveness and efficiency of the proposed method.
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
Bayesian inference with information content model check for Langevin equations
DEFF Research Database (Denmark)
Krog, Jens F. C.; Lomholt, Michael Andersen
2017-01-01
The Bayesian data analysis framework has been proven to be a systematic and effective method of parameter inference and model selection for stochastic processes. In this work we introduce an information content model check which may serve as a goodness-of-fit, like the chi-square procedure...
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.
Involving stakeholders in building integrated fisheries models using Bayesian methods
DEFF Research Database (Denmark)
Haapasaari, Päivi Elisabet; Mäntyniemi, Samu; Kuikka, Sakari
2013-01-01
the potential of the study to contribute to the development of participatory modeling practices. It is concluded that the subjective perspective to knowledge, that is fundamental in Bayesian theory, suits participatory modeling better than a positivist paradigm that seeks the objective truth. The methodology...
Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models
Price, Larry R.
2012-01-01
The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…
Bayesian Network Models in Cyber Security: A Systematic Review
Chockalingam, S.; Pieters, W.; Herdeiro Teixeira, A.M.; van Gelder, P.H.A.J.M.; Lipmaa, Helger; Mitrokotsa, Aikaterini; Matulevicius, Raimundas
2017-01-01
Bayesian Networks (BNs) are an increasingly popular modelling technique in cyber security especially due to their capability to overcome data limitations. This is also instantiated by the growth of BN models development in cyber security. However, a comprehensive comparison and analysis of these
A Bayesian Model of the Memory Colour Effect.
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.
Integrated Spatio-Temporal Ecological Modeling System
1998-07-01
models that we hold in our conscious (and subconscious ) minds. Chapter 3 explores how this approach is being augmented with the more formal capture...This approach makes it possible to add new simulation model components to I- STEMS without having to reprogram existing components. The steps required
Modeling error distributions of growth curve models through Bayesian methods.
Zhang, Zhiyong
2016-06-01
Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is proposed to flexibly model normal and non-normal data through the explicit specification of the error distributions. A simulation study shows when the distribution of the error is correctly specified, one can avoid the loss in the efficiency of standard error estimates. A real example on the analysis of mathematical ability growth data from the Early Childhood Longitudinal Study, Kindergarten Class of 1998-99 is used to show the application of the proposed methods. Instructions and code on how to conduct growth curve analysis with both normal and non-normal error distributions using the the MCMC procedure of SAS are provided.
Bayesian Network Models in Cyber Security: A Systematic Review
Chockalingam, S.; Pieters, W.; Herdeiro Teixeira, A.M.; van Gelder, P.H.A.J.M.; Lipmaa, Helger; Mitrokotsa, Aikaterini; Matulevicius, Raimundas
2017-01-01
Bayesian Networks (BNs) are an increasingly popular modelling technique in cyber security especially due to their capability to overcome data limitations. This is also instantiated by the growth of BN models development in cyber security. However, a comprehensive comparison and analysis of these models is missing. In this paper, we conduct a systematic review of the scientific literature and identify 17 standard BN models in cyber security. We analyse these models based on 9 different criteri...
Spatio-temporal patterns in simple models of marine systems
Feudel, U.; Baurmann, M.; Gross, T.
2009-04-01
Spatio-temporal patterns in marine systems are a result of the interaction of population dynamics with physical transport processes. These physical transport processes can be either diffusion processes in marine sediments or in the water column. We study the dynamics of one population of bacteria and its nutrient in in a simplified model of a marine sediments, taking into account that the considered bacteria possess an active as well as an inactive state, where activation is processed by signal molecules. Furthermore the nutrients are transported actively by bioirrigation and passively by diffusion. It is shown that under certain conditions Turing patterns can occur which yield heterogeneous spatial patterns of the species. The influence of bioirrigation on Turing patterns leads to the emergence of ''hot spots``, i.e. localized regions of enhanced bacterial activity. All obtained patterns fit quite well to observed patterns in laboratory experiments. Spatio-temporal patterns appear in a predator-prey model, used to describe plankton dynamics. These patterns appear due to the simultaneous emergence of Turing patterns and oscillations in the species abundance in the neighborhood of a Turing-Hopf bifurcation. We observe a large variety of different patterns where i) stationary heterogeneous patterns (e.g. hot and cold spots) compete with spatio-temporal patterns ii) slowly moving patterns are embedded in an oscillatory background iii) moving fronts and spiral waves appear.
Spatio-Temporal Modeling of Neuron Fields
DEFF Research Database (Denmark)
Lund, Adam
The starting point and focal point for this thesis was stochastic dynamical modelling of neuronal imaging data with the declared objective of drawing inference, within this model framework, in a large-scale (high-dimensional) data setting. Implicitly this objective entails carrying out three...... be achieved if the scale of the data is taken into consideration throughout i) - iii). The strategy in this project was, relying on a space and time continuous stochastic modelling approach, to obtain a stochastic functional differential equation on a Hilbert space. By decomposing the drift operator...... of this SFDE such that each component is essentially represented by a smooth function of time and space and expanding these component functions in a tensor product basis we implicitly reduce the number of model parameters. In addition, the component-wise tensor representation induce a corresponding component...
A Mixed Land Cover Spatio-temporal Data Model Based on Object-oriented and Snapshot
Directory of Open Access Journals (Sweden)
LI Yinchao
2016-07-01
Full Text Available Spatio-temporal data model (STDM is one of the hot topics in the domains of spatio-temporal database and data analysis. There is a common view that a universal STDM is always of high complexity due to the various situation of spatio-temporal data. In this article, a mixed STDM is proposed based on object-oriented and snapshot models for modelling and analyzing landcover change (LCC. This model uses the object-oriented STDM to describe the spatio-temporal processes of land cover patches and organize their spatial and attributive properties. In the meantime, it uses the snapshot STDM to present the spatio-temporal distribution of LCC on the whole via snapshot images. The two types of models are spatially and temporally combined into a mixed version. In addition to presenting the spatio-temporal events themselves, this model could express the transformation events between different classes of spatio-temporal objects. It can be used to create database for historical data of LCC, do spatio-temporal statistics, simulation and data mining with the data. In this article, the LCC data in Heilongjiang province is used for case study to validate spatio-temporal data management and analysis abilities of mixed STDM, including creating database, spatio-temporal query, global evolution analysis and patches spatio-temporal process expression.
Development of dynamic Bayesian models for web application test management
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.
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...
Modeling spatiotemporal dynamics of DNA methylation
DEFF Research Database (Denmark)
Lövkvist, Cecilia Elisabet
into how epigenetic marks are distributed in the human genome. In the first part of the thesis, we investigate DNA methylation and maintenance of methylation patterns throughout cell division. We argue that collaborative models, those where the methylation of CpG sites depends on the methylation status...... into the game more explicitly in another type of model that speaks out the duality of the two aspects. Using statistical analysis of experimental data, this thesis further explores a link between DNA methylation and nucleosome occupancy. By comparing the patterns on promoters to regions with similar Cp...... division. The patterns of epigentic marks depend on enzymes that ensure their maintenance and introduction. Using theoretical models, this thesis proposes new mechanisms for how enzymes operate to maintain patterns of epigenetic marks. Through analysis of experimental data this work gives new insight...
Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.
Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J
2010-12-01
Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies
Bayesian nonparametric estimation of hazard rate in monotone Aalen model
Czech Academy of Sciences Publication Activity Database
Timková, Jana
2014-01-01
Roč. 50, č. 6 (2014), s. 849-868 ISSN 0023-5954 Institutional support: RVO:67985556 Keywords : Aalen model * Bayesian estimation * MCMC Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.541, year: 2014 http://library.utia.cas.cz/separaty/2014/SI/timkova-0438210.pdf
Advanced REACH tool: A Bayesian model for occupational exposure assessment
McNally, K.; Warren, N.; Fransman, W.; Entink, R.K.; Schinkel, J.; Van Tongeren, M.; Cherrie, J.W.; Kromhout, H.; Schneider, T.; Tielemans, E.
2014-01-01
This paper describes a Bayesian model for the assessment of inhalation exposures in an occupational setting; the methodology underpins a freely available web-based application for exposure assessment, the Advanced REACH Tool (ART). The ART is a higher tier exposure tool that combines disparate
Testing adaptive toolbox models: a Bayesian hierarchical approach.
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.
Comments on: Spatiotemporal models for skewed processes
Genton, Marc G.; Hering, Amanda S.
2017-01-01
We would first like to thank the authors for this paper that highlights the important problem of building models for non-Gaussian space-time processes. We will hereafter refer to the paper as SGV, and we also would like to acknowledge and thank them for providing us with the temporally detrended temperatures, plotted in their Figure 1, along with the coordinates of the twenty-one locations and the posterior means of the parameters for the MA1 model. We find much of interest to discuss in this paper, and as we progress through points of interest, we pose some questions to the authors that we hope they will be able to address.
Comments on: Spatiotemporal models for skewed processes
Genton, Marc G.
2017-09-04
We would first like to thank the authors for this paper that highlights the important problem of building models for non-Gaussian space-time processes. We will hereafter refer to the paper as SGV, and we also would like to acknowledge and thank them for providing us with the temporally detrended temperatures, plotted in their Figure 1, along with the coordinates of the twenty-one locations and the posterior means of the parameters for the MA1 model. We find much of interest to discuss in this paper, and as we progress through points of interest, we pose some questions to the authors that we hope they will be able to address.
Bayesian estimation of parameters in a regional hydrological model
Directory of Open Access Journals (Sweden)
K. Engeland
2002-01-01
Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis
Bayesian 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.
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
Factor copula models for data with spatio-temporal dependence
Krupskii, Pavel
2017-10-13
We propose a new copula model for spatial data that are observed repeatedly in time. The model is based on the assumption that there exists a common factor that affects the measurements of a process in space and in time. Unlike models based on multivariate normality, our model can handle data with tail dependence and asymmetry. The likelihood for the proposed model can be obtained in a simple form and therefore parameter estimation is quite fast. Simulation from this model is straightforward and data can be predicted at any spatial location and time point. We use simulation studies to show different types of dependencies, both in space and in time, that can be generated by this model. We apply the proposed copula model to hourly wind data and compare its performance with some classical models for spatio-temporal data.
Factor copula models for data with spatio-temporal dependence
Krupskii, Pavel; Genton, Marc G.
2017-01-01
We propose a new copula model for spatial data that are observed repeatedly in time. The model is based on the assumption that there exists a common factor that affects the measurements of a process in space and in time. Unlike models based on multivariate normality, our model can handle data with tail dependence and asymmetry. The likelihood for the proposed model can be obtained in a simple form and therefore parameter estimation is quite fast. Simulation from this model is straightforward and data can be predicted at any spatial location and time point. We use simulation studies to show different types of dependencies, both in space and in time, that can be generated by this model. We apply the proposed copula model to hourly wind data and compare its performance with some classical models for spatio-temporal data.
Bayesian Dimensionality Assessment for the Multidimensional Nominal Response Model
Directory of Open Access Journals (Sweden)
Javier Revuelta
2017-06-01
Full Text Available This article introduces Bayesian estimation and evaluation procedures for the multidimensional nominal response model. The utility of this model is to perform a nominal factor analysis of items that consist of a finite number of unordered response categories. The key aspect of the model, in comparison with traditional factorial model, is that there is a slope for each response category on the latent dimensions, instead of having slopes associated to the items. The extended parameterization of the multidimensional nominal response model requires large samples for estimation. When sample size is of a moderate or small size, some of these parameters may be weakly empirically identifiable and the estimation algorithm may run into difficulties. We propose a Bayesian MCMC inferential algorithm to estimate the parameters and the number of dimensions underlying the multidimensional nominal response model. Two Bayesian approaches to model evaluation were compared: discrepancy statistics (DIC, WAICC, and LOO that provide an indication of the relative merit of different models, and the standardized generalized discrepancy measure that requires resampling data and is computationally more involved. A simulation study was conducted to compare these two approaches, and the results show that the standardized generalized discrepancy measure can be used to reliably estimate the dimensionality of the model whereas the discrepancy statistics are questionable. The paper also includes an example with real data in the context of learning styles, in which the model is used to conduct an exploratory factor analysis of nominal data.
Characterizing economic trends by Bayesian stochastic model specifi cation search
Grassi, Stefano; Proietti, Tommaso
2010-01-01
We apply a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. We illustrate that the methodology can be quite successfully applied to discriminate between stochastic and deterministic trends. In particular, we formulate autoregressive models with stochastic trends components and decide on whether a specific feature of the series, i.e. the underlying level and/or the rate...
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
Martin Burda; Artem Prokhorov
2012-01-01
Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in estimating nonparametric distributions of latent variables. However, these models have been rarely applied in more than one dimension. Indeed, the multivariate case suffers from the curse of dimensionality, with a rapidly increas...
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 modeling to assess populated areas impacted by radiation from Fukushima
Hultquist, C.; Cervone, G.
2017-12-01
Citizen-led movements producing spatio-temporal big data are increasingly important sources of information about populations that are impacted by natural disasters. Citizen science can be used to fill gaps in disaster monitoring data, in addition to inferring human exposure and vulnerability to extreme environmental impacts. As a response to the 2011 release of radiation from Fukushima, Japan, the Safecast project began collecting open radiation data which grew to be a global dataset of over 70 million measurements to date. This dataset is spatially distributed primarily where humans are located and demonstrates abnormal patterns of population movements as a result of the disaster. Previous work has demonstrated that Safecast is highly correlated in comparison to government radiation observations. However, there is still a scientific need to understand the geostatistical variability of Safecast data and to assess how reliable the data are over space and time. The Bayesian hierarchical approach can be used to model the spatial distribution of datasets and flexibly integrate new flows of data without losing previous information. This enables an understanding of uncertainty in the spatio-temporal data to inform decision makers on areas of high levels of radiation where populations are located. Citizen science data can be scientifically evaluated and used as a critical source of information about populations that are impacted by a disaster.
Challenges for modelling spatio-temporal variations of malaria risk in Malawi
Lowe, R.; Chirombo, J.; Tompkins, A. M.
2012-04-01
the unobserved confounding factors that influence malaria, which are not accounted for using measured covariates, a negative binomial generalised linear mixed model (GLMM) is adopted, which includes structured and unstructured spatial and temporal random effects. The parameters in this spatio-temporal Bayesian hierarchical model are estimated using Markov Chain Monte Carlo (MCMC). This allows posterior predictive distributions for disease risk to be derived for each spatial location and time period. A novel visualisation technique is then used to display seasonal probabilistic forecasts of malaria risk, derived from the developed model using pre-defined risk category thresholds, on a map. This technique allows decision makers to identify areas where the model predicts with certainty a particular malaria risk category (high, medium or low); in order to effectively target limited resources to those districts most at risk for a given season.
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
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 non parametric modelling of Higgs pair production
Directory of Open Access Journals (Sweden)
Scarpa Bruno
2017-01-01
Full Text Available Statistical classification models are commonly used to separate a signal from a background. In this talk we face the problem of isolating the signal of Higgs pair production using the decay channel in which each boson decays into a pair of b-quarks. Typically in this context non parametric methods are used, such as Random Forests or different types of boosting tools. We remain in the same non-parametric framework, but we propose to face the problem following a Bayesian approach. A Dirichlet process is used as prior for the random effects in a logit model which is fitted by leveraging the Polya-Gamma data augmentation. Refinements of the model include the insertion in the simple model of P-splines to relate explanatory variables with the response and the use of Bayesian trees (BART to describe the atoms in the Dirichlet process.
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...
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 ...
Technical note: Bayesian calibration of dynamic ruminant nutrition models.
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.
Projecting UK mortality using Bayesian generalised additive models
Hilton, Jason; Dodd, Erengul; Forster, Jonathan; Smith, Peter W.F.
2018-01-01
Forecasts of mortality provide vital information about future populations, with implications for pension and health-care policy as well as for decisions made by private companies about life insurance and annuity pricing. This paper presents a Bayesian approach to the forecasting of mortality that jointly estimates a Generalised Additive Model (GAM) for mortality for the majority of the age-range and a parametric model for older ages where the data are sparser. The GAM allows smooth components...
Bayesian modeling and prediction of solar particles flux
International Nuclear Information System (INIS)
Dedecius, Kamil; Kalova, Jana
2010-01-01
An autoregression model was developed based on the Bayesian approach. Considering the solar wind non-homogeneity, the idea was applied of combining the pure autoregressive properties of the model with expert knowledge based on a similar behaviour of the various phenomena related to the flux properties. Examples of such situations include the hardening of the X-ray spectrum, which is often followed by coronal mass ejection and a significant increase in the particles flux intensity
Research on Process-oriented Spatio-temporal Data Model
Directory of Open Access Journals (Sweden)
XUE Cunjin
2016-02-01
Full Text Available According to the analysis of the present status and existing problems of spatio-temporal data models developed in last 20 years,this paper proposes a process-oriented spatio-temporal data model (POSTDM,aiming at representing,organizing and storing continuity and gradual geographical entities. The dynamic geographical entities are graded and abstracted into process objects series from their intrinsic characteristics,which are process objects,process stage objects,process sequence objects and process state objects. The logical relationships among process entities are further studied and the structure of UML models and storage are also designed. In addition,through the mechanisms of continuity and gradual changes impliedly recorded by process objects,and the modes of their procedure interfaces offered by the customized ObjcetStorageTable,the POSTDM can carry out process representation,storage and dynamic analysis of continuity and gradual geographic entities. Taking a process organization and storage of marine data as an example,a prototype system (consisting of an object-relational database and a functional analysis platform is developed for validating and evaluating the model's practicability.
Gopalan, Giri; Hrafnkelsson, Birgir; Aðalgeirsdóttir, Guðfinna; Jarosch, Alexander H.; Pálsson, Finnur
2018-03-01
Bayesian hierarchical modeling can assist the study of glacial dynamics and ice flow properties. This approach will allow glaciologists to make fully probabilistic predictions for the thickness of a glacier at unobserved spatio-temporal coordinates, and it will also allow for the derivation of posterior probability distributions for key physical parameters such as ice viscosity and basal sliding. The goal of this paper is to develop a proof of concept for a Bayesian hierarchical model constructed, which uses exact analytical solutions for the shallow ice approximation (SIA) introduced by Bueler et al. (2005). A suite of test simulations utilizing these exact solutions suggests that this approach is able to adequately model numerical errors and produce useful physical parameter posterior distributions and predictions. A byproduct of the development of the Bayesian hierarchical model is the derivation of a novel finite difference method for solving the SIA partial differential equation (PDE). An additional novelty of this work is the correction of numerical errors induced through a numerical solution using a statistical model. This error correcting process models numerical errors that accumulate forward in time and spatial variation of numerical errors between the dome, interior, and margin of a glacier.
Interpolation of daily rainfall using spatiotemporal models and clustering
Militino, A. F.
2014-06-11
Accumulated daily rainfall in non-observed locations on a particular day is frequently required as input to decision-making tools in precision agriculture or for hydrological or meteorological studies. Various solutions and estimation procedures have been proposed in the literature depending on the auxiliary information and the availability of data, but most such solutions are oriented to interpolating spatial data without incorporating temporal dependence. When data are available in space and time, spatiotemporal models usually provide better solutions. Here, we analyse the performance of three spatiotemporal models fitted to the whole sampled set and to clusters within the sampled set. The data consists of daily observations collected from 87 manual rainfall gauges from 1990 to 2010 in Navarre, Spain. The accuracy and precision of the interpolated data are compared with real data from 33 automated rainfall gauges in the same region, but placed in different locations than the manual rainfall gauges. Root mean squared error by months and by year are also provided. To illustrate these models, we also map interpolated daily precipitations and standard errors on a 1km2 grid in the whole region. © 2014 Royal Meteorological Society.
Interpolation of daily rainfall using spatiotemporal models and clustering
Militino, A. F.; Ugarte, M. D.; Goicoa, T.; Genton, Marc G.
2014-01-01
Accumulated daily rainfall in non-observed locations on a particular day is frequently required as input to decision-making tools in precision agriculture or for hydrological or meteorological studies. Various solutions and estimation procedures have been proposed in the literature depending on the auxiliary information and the availability of data, but most such solutions are oriented to interpolating spatial data without incorporating temporal dependence. When data are available in space and time, spatiotemporal models usually provide better solutions. Here, we analyse the performance of three spatiotemporal models fitted to the whole sampled set and to clusters within the sampled set. The data consists of daily observations collected from 87 manual rainfall gauges from 1990 to 2010 in Navarre, Spain. The accuracy and precision of the interpolated data are compared with real data from 33 automated rainfall gauges in the same region, but placed in different locations than the manual rainfall gauges. Root mean squared error by months and by year are also provided. To illustrate these models, we also map interpolated daily precipitations and standard errors on a 1km2 grid in the whole region. © 2014 Royal Meteorological Society.
Application of a predictive Bayesian model to environmental accounting.
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.
Impact of censoring on learning Bayesian networks in survival modelling.
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
Bayesian Inference of High-Dimensional Dynamical Ocean Models
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 Age-Period-Cohort Modeling and Prediction - BAMP
Directory of Open Access Journals (Sweden)
Volker J. Schmid
2007-10-01
Full Text Available The software package BAMP provides a method of analyzing incidence or mortality data on the Lexis diagram, using a Bayesian version of an age-period-cohort model. A hierarchical model is assumed with a binomial model in the first-stage. As smoothing priors for the age, period and cohort parameters random walks of first and second order, with and without an additional unstructured component are available. Unstructured heterogeneity can also be included in the model. In order to evaluate the model fit, posterior deviance, DIC and predictive deviances are computed. By projecting the random walk prior into the future, future death rates can be predicted.
Introduction to Hierarchical Bayesian Modeling for Ecological Data
Parent, Eric
2012-01-01
Making statistical modeling and inference more accessible to ecologists and related scientists, Introduction to Hierarchical Bayesian Modeling for Ecological Data gives readers a flexible and effective framework to learn about complex ecological processes from various sources of data. It also helps readers get started on building their own statistical models. The text begins with simple models that progressively become more complex and realistic through explanatory covariates and intermediate hidden states variables. When fitting the models to data, the authors gradually present the concepts a
Bayesian Option Pricing using Mixed Normal Heteroskedasticity Models
DEFF Research Database (Denmark)
Rombouts, Jeroen; Stentoft, Lars
2014-01-01
Option pricing using mixed normal heteroscedasticity models is considered. It is explained how to perform inference and price options in a Bayesian framework. The approach allows to easily compute risk neutral predictive price densities which take into account parameter uncertainty....... In an application to the S&P 500 index, classical and Bayesian inference is performed on the mixture model using the available return data. Comparing the ML estimates and posterior moments small differences are found. When pricing a rich sample of options on the index, both methods yield similar pricing errors...... measured in dollar and implied standard deviation losses, and it turns out that the impact of parameter uncertainty is minor. Therefore, when it comes to option pricing where large amounts of data are available, the choice of the inference method is unimportant. The results are robust to different...
Operational modal analysis modeling, Bayesian inference, uncertainty laws
Au, Siu-Kui
2017-01-01
This book presents operational modal analysis (OMA), employing a coherent and comprehensive Bayesian framework for modal identification and covering stochastic modeling, theoretical formulations, computational algorithms, and practical applications. Mathematical similarities and philosophical differences between Bayesian and classical statistical approaches to system identification are discussed, allowing their mathematical tools to be shared and their results correctly interpreted. Many chapters can be used as lecture notes for the general topic they cover beyond the OMA context. After an introductory chapter (1), Chapters 2–7 present the general theory of stochastic modeling and analysis of ambient vibrations. Readers are first introduced to the spectral analysis of deterministic time series (2) and structural dynamics (3), which do not require the use of probability concepts. The concepts and techniques in these chapters are subsequently extended to a probabilistic context in Chapter 4 (on stochastic pro...
Spatio-temporal statistical models with applications to atmospheric processes
International Nuclear Information System (INIS)
Wikle, C.K.
1996-01-01
This doctoral dissertation is presented as three self-contained papers. An introductory chapter considers traditional spatio-temporal statistical methods used in the atmospheric sciences from a statistical perspective. Although this section is primarily a review, many of the statistical issues considered have not been considered in the context of these methods and several open questions are posed. The first paper attempts to determine a means of characterizing the semiannual oscillation (SAO) spatial variation in the northern hemisphere extratropical height field. It was discovered that the midlatitude SAO in 500hPa geopotential height could be explained almost entirely as a result of spatial and temporal asymmetries in the annual variation of stationary eddies. It was concluded that the mechanism for the SAO in the northern hemisphere is a result of land-sea contrasts. The second paper examines the seasonal variability of mixed Rossby-gravity waves (MRGW) in lower stratospheric over the equatorial Pacific. Advanced cyclostationary time series techniques were used for analysis. It was found that there are significant twice-yearly peaks in MRGW activity. Analyses also suggested a convergence of horizontal momentum flux associated with these waves. In the third paper, a new spatio-temporal statistical model is proposed that attempts to consider the influence of both temporal and spatial variability. This method is mainly concerned with prediction in space and time, and provides a spatially descriptive and temporally dynamic model
Bayesian hierarchical model for large-scale covariance matrix estimation.
Zhu, Dongxiao; Hero, Alfred O
2007-12-01
Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.
Bayesian Modelling of fMRI Time Series
DEFF Research Database (Denmark)
Højen-Sørensen, Pedro; Hansen, Lars Kai; Rasmussen, Carl Edward
2000-01-01
We present a Hidden Markov Model (HMM) for inferring the hidden psychological state (or neural activity) during single trial fMRI activation experiments with blocked task paradigms. Inference is based on Bayesian methodology, using a combination of analytical and a variety of Markov Chain Monte...... Carlo (MCMC) sampling techniques. The advantage of this method is that detection of short time learning effects between repeated trials is possible since inference is based only on single trial experiments....
Nonparametric Bayesian models through probit stick-breaking processes.
Rodríguez, Abel; Dunson, David B
2011-03-01
We describe a novel class of Bayesian nonparametric priors based on stick-breaking constructions where the weights of the process are constructed as probit transformations of normal random variables. We show that these priors are extremely flexible, allowing us to generate a great variety of models while preserving computational simplicity. Particular emphasis is placed on the construction of rich temporal and spatial processes, which are applied to two problems in finance and ecology.
A Bayesian Model of the Memory Colour Effect
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....
A Bayesian model of the memory colour effect.
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....
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
Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models
Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.
2017-12-01
Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream
A Bayesian Nonparametric Meta-Analysis Model
Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.
2015-01-01
In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…
Local overfishing may be avoided by examining parameters of a spatio-temporal model.
Carson, Stuart; Shackell, Nancy; Mills Flemming, Joanna
2017-01-01
Spatial erosion of stock structure through local overfishing can lead to stock collapse because fish often prefer certain locations, and fisheries tend to focus on those locations. Fishery managers are challenged to maintain the integrity of the entire stock and require scientific approaches that provide them with sound advice. Here we propose a Bayesian hierarchical spatio-temporal modelling framework for fish abundance data to estimate key parameters that define spatial stock structure: persistence (similarity of spatial structure over time), connectivity (coherence of temporal pattern over space), and spatial variance (variation across the seascape). The consideration of these spatial parameters in the stock assessment process can help identify the erosion of structure and assist in preventing local overfishing. We use Atlantic cod (Gadus morhua) in eastern Canada as a case study an examine the behaviour of these parameters from the height of the fishery through its collapse. We identify clear signals in parameter behaviour under circumstances of destructive stock erosion as well as for recovery of spatial structure even when combined with a non-recovery in abundance. Further, our model reveals the spatial pattern of areas of high and low density persists over the 41 years of available data and identifies the remnant patches. Models of this sort are crucial to recovery plans if we are to identify and protect remaining sources of recolonization for Atlantic cod. Our method is immediately applicable to other exploited species.
Local overfishing may be avoided by examining parameters of a spatio-temporal model.
Directory of Open Access Journals (Sweden)
Stuart Carson
Full Text Available Spatial erosion of stock structure through local overfishing can lead to stock collapse because fish often prefer certain locations, and fisheries tend to focus on those locations. Fishery managers are challenged to maintain the integrity of the entire stock and require scientific approaches that provide them with sound advice. Here we propose a Bayesian hierarchical spatio-temporal modelling framework for fish abundance data to estimate key parameters that define spatial stock structure: persistence (similarity of spatial structure over time, connectivity (coherence of temporal pattern over space, and spatial variance (variation across the seascape. The consideration of these spatial parameters in the stock assessment process can help identify the erosion of structure and assist in preventing local overfishing. We use Atlantic cod (Gadus morhua in eastern Canada as a case study an examine the behaviour of these parameters from the height of the fishery through its collapse. We identify clear signals in parameter behaviour under circumstances of destructive stock erosion as well as for recovery of spatial structure even when combined with a non-recovery in abundance. Further, our model reveals the spatial pattern of areas of high and low density persists over the 41 years of available data and identifies the remnant patches. Models of this sort are crucial to recovery plans if we are to identify and protect remaining sources of recolonization for Atlantic cod. Our method is immediately applicable to other exploited species.
Lowe, Rachel; Bailey, Trevor C.; Stephenson, David B.; Graham, Richard J.; Coelho, Caio A. S.; Sá Carvalho, Marilia; Barcellos, Christovam
2011-03-01
This paper considers the potential for using seasonal climate forecasts in developing an early warning system for dengue fever epidemics in Brazil. In the first instance, a generalised linear model (GLM) is used to select climate and other covariates which are both readily available and prove significant in prediction of confirmed monthly dengue cases based on data collected across the whole of Brazil for the period January 2001 to December 2008 at the microregion level (typically consisting of one large city and several smaller municipalities). The covariates explored include temperature and precipitation data on a 2.5°×2.5° longitude-latitude grid with time lags relevant to dengue transmission, an El Niño Southern Oscillation index and other relevant socio-economic and environmental variables. A negative binomial model formulation is adopted in this model selection to allow for extra-Poisson variation (overdispersion) in the observed dengue counts caused by unknown/unobserved confounding factors and possible correlations in these effects in both time and space. Subsequently, the selected global model is refined in the context of the South East region of Brazil, where dengue predominates, by reverting to a Poisson framework and explicitly modelling the overdispersion through a combination of unstructured and spatio-temporal structured random effects. The resulting spatio-temporal hierarchical model (or GLMM—generalised linear mixed model) is implemented via a Bayesian framework using Markov Chain Monte Carlo (MCMC). Dengue predictions are found to be enhanced both spatially and temporally when using the GLMM and the Bayesian framework allows posterior predictive distributions for dengue cases to be derived, which can be useful for developing a dengue alert system. Using this model, we conclude that seasonal climate forecasts could have potential value in helping to predict dengue incidence months in advance of an epidemic in South East Brazil.
AIC, BIC, Bayesian evidence against the interacting dark energy model
Energy Technology Data Exchange (ETDEWEB)
Szydlowski, Marek [Jagiellonian University, Astronomical Observatory, Krakow (Poland); Jagiellonian University, Mark Kac Complex Systems Research Centre, Krakow (Poland); Krawiec, Adam [Jagiellonian University, Institute of Economics, Finance and Management, Krakow (Poland); Jagiellonian University, Mark Kac Complex Systems Research Centre, Krakow (Poland); Kurek, Aleksandra [Jagiellonian University, Astronomical Observatory, Krakow (Poland); Kamionka, Michal [University of Wroclaw, Astronomical Institute, Wroclaw (Poland)
2015-01-01
Recent astronomical observations have indicated that the Universe is in a phase of accelerated expansion. While there are many cosmological models which try to explain this phenomenon, we focus on the interacting ΛCDM model where an interaction between the dark energy and dark matter sectors takes place. This model is compared to its simpler alternative - the ΛCDM model. To choose between these models the likelihood ratio test was applied as well as the model comparison methods (employing Occam's principle): the Akaike information criterion (AIC), the Bayesian information criterion (BIC) and the Bayesian evidence. Using the current astronomical data: type Ia supernova (Union2.1), h(z), baryon acoustic oscillation, the Alcock- Paczynski test, and the cosmic microwave background data, we evaluated both models. The analyses based on the AIC indicated that there is less support for the interacting ΛCDM model when compared to the ΛCDM model, while those based on the BIC indicated that there is strong evidence against it in favor of the ΛCDM model. Given the weak or almost non-existing support for the interacting ΛCDM model and bearing in mind Occam's razor we are inclined to reject this model. (orig.)
AIC, BIC, Bayesian evidence against the interacting dark energy model
Energy Technology Data Exchange (ETDEWEB)
Szydłowski, Marek, E-mail: marek.szydlowski@uj.edu.pl [Astronomical Observatory, Jagiellonian University, Orla 171, 30-244, Kraków (Poland); Mark Kac Complex Systems Research Centre, Jagiellonian University, Reymonta 4, 30-059, Kraków (Poland); Krawiec, Adam, E-mail: adam.krawiec@uj.edu.pl [Institute of Economics, Finance and Management, Jagiellonian University, Łojasiewicza 4, 30-348, Kraków (Poland); Mark Kac Complex Systems Research Centre, Jagiellonian University, Reymonta 4, 30-059, Kraków (Poland); Kurek, Aleksandra, E-mail: alex@oa.uj.edu.pl [Astronomical Observatory, Jagiellonian University, Orla 171, 30-244, Kraków (Poland); Kamionka, Michał, E-mail: kamionka@astro.uni.wroc.pl [Astronomical Institute, University of Wrocław, ul. Kopernika 11, 51-622, Wrocław (Poland)
2015-01-14
Recent astronomical observations have indicated that the Universe is in a phase of accelerated expansion. While there are many cosmological models which try to explain this phenomenon, we focus on the interacting ΛCDM model where an interaction between the dark energy and dark matter sectors takes place. This model is compared to its simpler alternative—the ΛCDM model. To choose between these models the likelihood ratio test was applied as well as the model comparison methods (employing Occam’s principle): the Akaike information criterion (AIC), the Bayesian information criterion (BIC) and the Bayesian evidence. Using the current astronomical data: type Ia supernova (Union2.1), h(z), baryon acoustic oscillation, the Alcock–Paczynski test, and the cosmic microwave background data, we evaluated both models. The analyses based on the AIC indicated that there is less support for the interacting ΛCDM model when compared to the ΛCDM model, while those based on the BIC indicated that there is strong evidence against it in favor of the ΛCDM model. Given the weak or almost non-existing support for the interacting ΛCDM model and bearing in mind Occam’s razor we are inclined to reject this model.
AIC, BIC, Bayesian evidence against the interacting dark energy model
International Nuclear Information System (INIS)
Szydlowski, Marek; Krawiec, Adam; Kurek, Aleksandra; Kamionka, Michal
2015-01-01
Recent astronomical observations have indicated that the Universe is in a phase of accelerated expansion. While there are many cosmological models which try to explain this phenomenon, we focus on the interacting ΛCDM model where an interaction between the dark energy and dark matter sectors takes place. This model is compared to its simpler alternative - the ΛCDM model. To choose between these models the likelihood ratio test was applied as well as the model comparison methods (employing Occam's principle): the Akaike information criterion (AIC), the Bayesian information criterion (BIC) and the Bayesian evidence. Using the current astronomical data: type Ia supernova (Union2.1), h(z), baryon acoustic oscillation, the Alcock- Paczynski test, and the cosmic microwave background data, we evaluated both models. The analyses based on the AIC indicated that there is less support for the interacting ΛCDM model when compared to the ΛCDM model, while those based on the BIC indicated that there is strong evidence against it in favor of the ΛCDM model. Given the weak or almost non-existing support for the interacting ΛCDM model and bearing in mind Occam's razor we are inclined to reject this model. (orig.)
Towards port sustainability through probabilistic models: Bayesian networks
Directory of Open Access Journals (Sweden)
B. Molina
2018-04-01
Full Text Available It is necessary that a manager of an infrastructure knows relations between variables. Using Bayesian networks, variables can be classified, predicted and diagnosed, being able to estimate posterior probability of the unknown ones based on known ones. The proposed methodology has generated a database with port variables, which have been classified as economic, social, environmental and institutional, as addressed in of smart ports studies made in all Spanish Port System. Network has been developed using an acyclic directed graph, which have let us know relationships in terms of parents and sons. In probabilistic terms, it can be concluded from the constructed network that the most decisive variables for port sustainability are those that are part of the institutional dimension. It has been concluded that Bayesian networks allow modeling uncertainty probabilistically even when the number of variables is high as it occurs in port planning and exploitation.
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.
Dynamic model based on Bayesian method for energy security assessment
International Nuclear Information System (INIS)
Augutis, Juozas; Krikštolaitis, Ričardas; Pečiulytė, Sigita; Žutautaitė, Inga
2015-01-01
Highlights: • Methodology for dynamic indicator model construction and forecasting of indicators. • Application of dynamic indicator model for energy system development scenarios. • Expert judgement involvement using Bayesian method. - Abstract: The methodology for the dynamic indicator model construction and forecasting of indicators for the assessment of energy security level is presented in this article. An indicator is a special index, which provides numerical values to important factors for the investigated area. In real life, models of different processes take into account various factors that are time-dependent and dependent on each other. Thus, it is advisable to construct a dynamic model in order to describe these dependences. The energy security indicators are used as factors in the dynamic model. Usually, the values of indicators are obtained from statistical data. The developed dynamic model enables to forecast indicators’ variation taking into account changes in system configuration. The energy system development is usually based on a new object construction. Since the parameters of changes of the new system are not exactly known, information about their influences on indicators could not be involved in the model by deterministic methods. Thus, dynamic indicators’ model based on historical data is adjusted by probabilistic model with the influence of new factors on indicators using the Bayesian method
Encoding dependence in Bayesian causal networks
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 ...
Bayesian model discrimination for glucose-insulin homeostasis
DEFF Research Database (Denmark)
Andersen, Kim Emil; Brooks, Stephen P.; Højbjerre, Malene
In this paper we analyse a set of experimental data on a number of healthy and diabetic patients and discuss a variety of models for describing the physiological processes involved in glucose absorption and insulin secretion within the human body. We adopt a Bayesian approach which facilitates...... as parameter uncertainty. Markov chain Monte Carlo methods are used, combining Metropolis Hastings, reversible jump and simulated tempering updates to provide rapidly mixing chains so as to provide robust inference. We demonstrate the methodology for both healthy and type II diabetic populations concluding...... that whilst both populations are well modelled by a common insulin model, their glucose dynamics differ considerably....
Bayesian modeling to paired comparison data via the Pareto distribution
Directory of Open Access Journals (Sweden)
Nasir Abbas
2017-12-01
Full Text Available A probabilistic approach to build models for paired comparison experiments based on the comparison of two Pareto variables is considered. Analysis of the proposed model is carried out in classical as well as Bayesian frameworks. Informative and uninformative priors are employed to accommodate the prior information. Simulation study is conducted to assess the suitablily and performance of the model under theoretical conditions. Appropriateness of fit of the is also carried out. Entire inferential procedure is illustrated by comparing certain cricket teams using real dataset.
Model-driven development of covariances for spatiotemporal environmental health assessment.
Kolovos, Alexander; Angulo, José Miguel; Modis, Konstantinos; Papantonopoulos, George; Wang, Jin-Feng; Christakos, George
2013-01-01
Known conceptual and technical limitations of mainstream environmental health data analysis have directed research to new avenues. The goal is to deal more efficiently with the inherent uncertainty and composite space-time heterogeneity of key attributes, account for multi-sourced knowledge bases (health models, survey data, empirical relationships etc.), and generate more accurate predictions across space-time. Based on a versatile, knowledge synthesis methodological framework, we introduce new space-time covariance functions built by integrating epidemic propagation models and we apply them in the analysis of existing flu datasets. Within the knowledge synthesis framework, the Bayesian maximum entropy theory is our method of choice for the spatiotemporal prediction of the ratio of new infectives (RNI) for a case study of flu in France. The space-time analysis is based on observations during a period of 15 weeks in 1998-1999. We present general features of the proposed covariance functions, and use these functions to explore the composite space-time RNI dependency. We then implement the findings to generate sufficiently detailed and informative maps of the RNI patterns across space and time. The predicted distributions of RNI suggest substantive relationships in accordance with the typical physiographic and climatologic features of the country.
Bayesian inference and model comparison for metallic fatigue data
Babuška, Ivo
2016-02-23
In this work, we present a statistical treatment of stress-life (S-N) data drawn from a collection of records of fatigue experiments that were performed on 75S-T6 aluminum alloys. Our main objective is to predict the fatigue life of materials by providing a systematic approach to model calibration, model selection and model ranking with reference to S-N data. To this purpose, we consider fatigue-limit models and random fatigue-limit models that are specially designed to allow the treatment of the run-outs (right-censored data). We first fit the models to the data by maximum likelihood methods and estimate the quantiles of the life distribution of the alloy specimen. To assess the robustness of the estimation of the quantile functions, we obtain bootstrap confidence bands by stratified resampling with respect to the cycle ratio. We then compare and rank the models by classical measures of fit based on information criteria. We also consider a Bayesian approach that provides, under the prior distribution of the model parameters selected by the user, their simulation-based posterior distributions. We implement and apply Bayesian model comparison methods, such as Bayes factor ranking and predictive information criteria based on cross-validation techniques under various a priori scenarios.
Bayesian inference and model comparison for metallic fatigue data
Babuška, Ivo; Sawlan, Zaid A; Scavino, Marco; Szabó , Barna; Tempone, Raul
2016-01-01
In this work, we present a statistical treatment of stress-life (S-N) data drawn from a collection of records of fatigue experiments that were performed on 75S-T6 aluminum alloys. Our main objective is to predict the fatigue life of materials by providing a systematic approach to model calibration, model selection and model ranking with reference to S-N data. To this purpose, we consider fatigue-limit models and random fatigue-limit models that are specially designed to allow the treatment of the run-outs (right-censored data). We first fit the models to the data by maximum likelihood methods and estimate the quantiles of the life distribution of the alloy specimen. To assess the robustness of the estimation of the quantile functions, we obtain bootstrap confidence bands by stratified resampling with respect to the cycle ratio. We then compare and rank the models by classical measures of fit based on information criteria. We also consider a Bayesian approach that provides, under the prior distribution of the model parameters selected by the user, their simulation-based posterior distributions. We implement and apply Bayesian model comparison methods, such as Bayes factor ranking and predictive information criteria based on cross-validation techniques under various a priori scenarios.
International Nuclear Information System (INIS)
Mahmood, N.; Burney, S.M.A.
2017-01-01
Everything in this world is encapsulated by space and time fence. Our daily life activities are utterly linked and related with other objects in vicinity. Therefore, a strong relationship exist with our current location, time (including past, present and future) and event through with we are moving as an object also affect our activities in life. Ontology development and its integration with database are vital for the true understanding of the complex systems involving both spatial and temporal dimensions. In this paper we propose a conceptual framework for building spatio-temporal database model based on ontological approach. We have used relational data model for modelling spatio-temporal data content and present our methodology with spatio-temporal ontological accepts and its transformation into spatio-temporal database model. We illustrate the implementation of our conceptual model through a case study related to cultivated land parcel used for agriculture to exhibit the spatio-temporal behaviour of agricultural land and related entities. Moreover, it provides a generic approach for designing spatiotemporal databases based on ontology. The proposed model is capable to understand the ontological and somehow epistemological commitments and to build spatio-temporal ontology and transform it into a spatio-temporal data model. Finally, we highlight the existing and future research challenges. (author)
Predicting coastal cliff erosion using a Bayesian probabilistic model
Hapke, Cheryl J.; Plant, Nathaniel G.
2010-01-01
Regional coastal cliff retreat is difficult to model due to the episodic nature of failures and the along-shore variability of retreat events. There is a growing demand, however, for predictive models that can be used to forecast areas vulnerable to coastal erosion hazards. Increasingly, probabilistic models are being employed that require data sets of high temporal density to define the joint probability density function that relates forcing variables (e.g. wave conditions) and initial conditions (e.g. cliff geometry) to erosion events. In this study we use a multi-parameter Bayesian network to investigate correlations between key variables that control and influence variations in cliff retreat processes. The network uses Bayesian statistical methods to estimate event probabilities using existing observations. Within this framework, we forecast the spatial distribution of cliff retreat along two stretches of cliffed coast in Southern California. The input parameters are the height and slope of the cliff, a descriptor of material strength based on the dominant cliff-forming lithology, and the long-term cliff erosion rate that represents prior behavior. The model is forced using predicted wave impact hours. Results demonstrate that the Bayesian approach is well-suited to the forward modeling of coastal cliff retreat, with the correct outcomes forecast in 70–90% of the modeled transects. The model also performs well in identifying specific locations of high cliff erosion, thus providing a foundation for hazard mapping. This approach can be employed to predict cliff erosion at time-scales ranging from storm events to the impacts of sea-level rise at the century-scale.
DPpackage: Bayesian Semi- and Nonparametric Modeling in R
Directory of Open Access Journals (Sweden)
Alejandro Jara
2011-04-01
Full Text Available Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.
A Bayesian approach for quantification of model uncertainty
International Nuclear Information System (INIS)
Park, Inseok; Amarchinta, Hemanth K.; Grandhi, Ramana V.
2010-01-01
In most engineering problems, more than one model can be created to represent an engineering system's behavior. Uncertainty is inevitably involved in selecting the best model from among the models that are possible. Uncertainty in model selection cannot be ignored, especially when the differences between the predictions of competing models are significant. In this research, a methodology is proposed to quantify model uncertainty using measured differences between experimental data and model outcomes under a Bayesian statistical framework. The adjustment factor approach is used to propagate model uncertainty into prediction of a system response. A nonlinear vibration system is used to demonstrate the processes for implementing the adjustment factor approach. Finally, the methodology is applied on the engineering benefits of a laser peening process, and a confidence band for residual stresses is established to indicate the reliability of model prediction.
Nonparametric Bayesian models for a spatial covariance.
Reich, Brian J; Fuentes, Montserrat
2012-01-01
A crucial step in the analysis of spatial data is to estimate the spatial correlation function that determines the relationship between a spatial process at two locations. The standard approach to selecting the appropriate correlation function is to use prior knowledge or exploratory analysis, such as a variogram analysis, to select the correct parametric correlation function. Rather that selecting a particular parametric correlation function, we treat the covariance function as an unknown function to be estimated from the data. We propose a flexible prior for the correlation function to provide robustness to the choice of correlation function. We specify the prior for the correlation function using spectral methods and the Dirichlet process prior, which is a common prior for an unknown distribution function. Our model does not require Gaussian data or spatial locations on a regular grid. The approach is demonstrated using a simulation study as well as an analysis of California air pollution data.
Two Bayesian tests of the GLOMOsys Model.
Field, Sarahanne M; Wagenmakers, Eric-Jan; Newell, Ben R; Zeelenberg, René; van Ravenzwaaij, Don
2016-12-01
Priming is arguably one of the key phenomena in contemporary social psychology. Recent retractions and failed replication attempts have led to a division in the field between proponents and skeptics and have reinforced the importance of confirming certain priming effects through replication. In this study, we describe the results of 2 preregistered replication attempts of 1 experiment by Förster and Denzler (2012). In both experiments, participants first processed letters either globally or locally, then were tested using a typicality rating task. Bayes factor hypothesis tests were conducted for both experiments: Experiment 1 (N = 100) yielded an indecisive Bayes factor of 1.38, indicating that the in-lab data are 1.38 times more likely to have occurred under the null hypothesis than under the alternative. Experiment 2 (N = 908) yielded a Bayes factor of 10.84, indicating strong support for the null hypothesis that global priming does not affect participants' mean typicality ratings. The failure to replicate this priming effect challenges existing support for the GLOMO sys model. (PsycINFO Database Record (c) 2016 APA, all rights reserved).
Modeling Women's Menstrual Cycles using PICI Gates in Bayesian Network.
Zagorecki, Adam; Łupińska-Dubicka, Anna; Voortman, Mark; Druzdzel, Marek J
2016-03-01
A major difficulty in building Bayesian network (BN) models is the size of conditional probability tables, which grow exponentially in the number of parents. One way of dealing with this problem is through parametric conditional probability distributions that usually require only a number of parameters that is linear in the number of parents. In this paper, we introduce a new class of parametric models, the Probabilistic Independence of Causal Influences (PICI) models, that aim at lowering the number of parameters required to specify local probability distributions, but are still capable of efficiently modeling a variety of interactions. A subset of PICI models is decomposable and this leads to significantly faster inference as compared to models that cannot be decomposed. We present an application of the proposed method to learning dynamic BNs for modeling a woman's menstrual cycle. We show that PICI models are especially useful for parameter learning from small data sets and lead to higher parameter accuracy than when learning CPTs.
Full-Scale Approximations of Spatio-Temporal Covariance Models for Large Datasets
Zhang, Bohai
2014-01-01
Various continuously-indexed spatio-temporal process models have been constructed to characterize spatio-temporal dependence structures, but the computational complexity for model fitting and predictions grows in a cubic order with the size of dataset and application of such models is not feasible for large datasets. This article extends the full-scale approximation (FSA) approach by Sang and Huang (2012) to the spatio-temporal context to reduce computational complexity. A reversible jump Markov chain Monte Carlo (RJMCMC) algorithm is proposed to select knots automatically from a discrete set of spatio-temporal points. Our approach is applicable to nonseparable and nonstationary spatio-temporal covariance models. We illustrate the effectiveness of our method through simulation experiments and application to an ozone measurement dataset.
Robust Bayesian Experimental Design for Conceptual Model Discrimination
Pham, H. V.; Tsai, F. T. C.
2015-12-01
A robust Bayesian optimal experimental design under uncertainty is presented to provide firm information for model discrimination, given the least number of pumping wells and observation wells. Firm information is the maximum information of a system can be guaranteed from an experimental design. The design is based on the Box-Hill expected entropy decrease (EED) before and after the experiment design and the Bayesian model averaging (BMA) framework. A max-min programming is introduced to choose the robust design that maximizes the minimal Box-Hill EED subject to that the highest expected posterior model probability satisfies a desired probability threshold. The EED is calculated by the Gauss-Hermite quadrature. The BMA method is used to predict future observations and to quantify future observation uncertainty arising from conceptual and parametric uncertainties in calculating EED. Monte Carlo approach is adopted to quantify the uncertainty in the posterior model probabilities. The optimal experimental design is tested by a synthetic 5-layer anisotropic confined aquifer. Nine conceptual groundwater models are constructed due to uncertain geological architecture and boundary condition. High-performance computing is used to enumerate all possible design solutions in order to identify the most plausible groundwater model. Results highlight the impacts of scedasticity in future observation data as well as uncertainty sources on potential pumping and observation locations.
Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates
Directory of Open Access Journals (Sweden)
Piotr Białowolski
2012-03-01
Full Text Available The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators (BACE is employed. The models are atheoretical (i.e. they do not reflect causal relationships postulated by the macroeconomic theory and the role of regressors is played by business and consumer tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the variables of interest (GDP, unemployment, and inflation for the four forthcoming quarters without the need to make any additional assumptions concerning the values of predictor variables in the forecast period. Bayesian Averaging of Classical Estimators is a method allowing for full and controlled overview of all econometric models which can be obtained out of a particular set of regressors. In this paper authors describe the method of generating a family of econometric models and the procedure for selection of a final forecasting model. Verification of the procedure is performed by means of out-of-sample forecasts of main economic variables for the quarters of 2011. The accuracy of the forecasts implies that there is still a need to search for new solutions in the atheoretical modelling.
Modeling operational risks of the nuclear industry with Bayesian networks
International Nuclear Information System (INIS)
Wieland, Patricia; Lustosa, Leonardo J.
2009-01-01
Basically, planning a new industrial plant requires information on the industrial management, regulations, site selection, definition of initial and planned capacity, and on the estimation of the potential demand. However, this is far from enough to assure the success of an industrial enterprise. Unexpected and extremely damaging events may occur that deviates from the original plan. The so-called operational risks are not only in the system, equipment, process or human (technical or managerial) failures. They are also in intentional events such as frauds and sabotage, or extreme events like terrorist attacks or radiological accidents and even on public reaction to perceived environmental or future generation impacts. For the nuclear industry, it is a challenge to identify and to assess the operational risks and their various sources. Early identification of operational risks can help in preparing contingency plans, to delay the decision to invest or to approve a project that can, at an extreme, affect the public perception of the nuclear energy. A major problem in modeling operational risk losses is the lack of internal data that are essential, for example, to apply the loss distribution approach. As an alternative, methods that consider qualitative and subjective information can be applied, for example, fuzzy logic, neural networks, system dynamic or Bayesian networks. An advantage of applying Bayesian networks to model operational risk is the possibility to include expert opinions and variables of interest, to structure the model via causal dependencies among these variables, and to specify subjective prior and conditional probabilities distributions at each step or network node. This paper suggests a classification of operational risks in industry and discusses the benefits and obstacles of the Bayesian networks approach to model those risks. (author)
Modeling operational risks of the nuclear industry with Bayesian networks
Energy Technology Data Exchange (ETDEWEB)
Wieland, Patricia [Pontificia Univ. Catolica do Rio de Janeiro (PUC-Rio), RJ (Brazil). Dept. de Engenharia Industrial; Comissao Nacional de Energia Nuclear (CNEN), Rio de Janeiro, RJ (Brazil)], e-mail: pwieland@cnen.gov.br; Lustosa, Leonardo J. [Pontificia Univ. Catolica do Rio de Janeiro (PUC-Rio), RJ (Brazil). Dept. de Engenharia Industrial], e-mail: ljl@puc-rio.br
2009-07-01
Basically, planning a new industrial plant requires information on the industrial management, regulations, site selection, definition of initial and planned capacity, and on the estimation of the potential demand. However, this is far from enough to assure the success of an industrial enterprise. Unexpected and extremely damaging events may occur that deviates from the original plan. The so-called operational risks are not only in the system, equipment, process or human (technical or managerial) failures. They are also in intentional events such as frauds and sabotage, or extreme events like terrorist attacks or radiological accidents and even on public reaction to perceived environmental or future generation impacts. For the nuclear industry, it is a challenge to identify and to assess the operational risks and their various sources. Early identification of operational risks can help in preparing contingency plans, to delay the decision to invest or to approve a project that can, at an extreme, affect the public perception of the nuclear energy. A major problem in modeling operational risk losses is the lack of internal data that are essential, for example, to apply the loss distribution approach. As an alternative, methods that consider qualitative and subjective information can be applied, for example, fuzzy logic, neural networks, system dynamic or Bayesian networks. An advantage of applying Bayesian networks to model operational risk is the possibility to include expert opinions and variables of interest, to structure the model via causal dependencies among these variables, and to specify subjective prior and conditional probabilities distributions at each step or network node. This paper suggests a classification of operational risks in industry and discusses the benefits and obstacles of the Bayesian networks approach to model those risks. (author)
Bayesian modeling of the mass and density of asteroids
Dotson, Jessie L.; Mathias, Donovan
2017-10-01
Mass and density are two of the fundamental properties of any object. In the case of near earth asteroids, knowledge about the mass of an asteroid is essential for estimating the risk due to (potential) impact and planning possible mitigation options. The density of an asteroid can illuminate the structure of the asteroid. A low density can be indicative of a rubble pile structure whereas a higher density can imply a monolith and/or higher metal content. The damage resulting from an impact of an asteroid with Earth depends on its interior structure in addition to its total mass, and as a result, density is a key parameter to understanding the risk of asteroid impact. Unfortunately, measuring the mass and density of asteroids is challenging and often results in measurements with large uncertainties. In the absence of mass / density measurements for a specific object, understanding the range and distribution of likely values can facilitate probabilistic assessments of structure and impact risk. Hierarchical Bayesian models have recently been developed to investigate the mass - radius relationship of exoplanets (Wolfgang, Rogers & Ford 2016) and to probabilistically forecast the mass of bodies large enough to establish hydrostatic equilibrium over a range of 9 orders of magnitude in mass (from planemos to main sequence stars; Chen & Kipping 2017). Here, we extend this approach to investigate the mass and densities of asteroids. Several candidate Bayesian models are presented, and their performance is assessed relative to a synthetic asteroid population. In addition, a preliminary Bayesian model for probablistically forecasting masses and densities of asteroids is presented. The forecasting model is conditioned on existing asteroid data and includes observational errors, hyper-parameter uncertainties and intrinsic scatter.
Bayesian analysis for uncertainty estimation of a canopy transpiration model
Samanta, S.; Mackay, D. S.; Clayton, M. K.; Kruger, E. L.; Ewers, B. E.
2007-04-01
A Bayesian approach was used to fit a conceptual transpiration model to half-hourly transpiration rates for a sugar maple (Acer saccharum) stand collected over a 5-month period and probabilistically estimate its parameter and prediction uncertainties. The model used the Penman-Monteith equation with the Jarvis model for canopy conductance. This deterministic model was extended by adding a normally distributed error term. This extension enabled using Markov chain Monte Carlo simulations to sample the posterior parameter distributions. The residuals revealed approximate conformance to the assumption of normally distributed errors. However, minor systematic structures in the residuals at fine timescales suggested model changes that would potentially improve the modeling of transpiration. Results also indicated considerable uncertainties in the parameter and transpiration estimates. This simple methodology of uncertainty analysis would facilitate the deductive step during the development cycle of deterministic conceptual models by accounting for these uncertainties while drawing inferences from data.
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.
A study of finite mixture model: Bayesian approach on financial time series data
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-07-01
Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.
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.
From qualitative reasoning models to Bayesian-based learner modeling
Milošević, U.; Bredeweg, B.; de Kleer, J.; Forbus, K.D.
2010-01-01
Assessing the knowledge of a student is a fundamental part of intelligent learning environments. We present a Bayesian network based approach to dealing with uncertainty when estimating a learner’s state of knowledge in the context of Qualitative Reasoning (QR). A proposal for a global architecture
Development of a cyber security risk model using Bayesian networks
International Nuclear Information System (INIS)
Shin, Jinsoo; Son, Hanseong; Khalil ur, Rahman; Heo, Gyunyoung
2015-01-01
Cyber security is an emerging safety issue in the nuclear industry, especially in the instrumentation and control (I and C) field. To address the cyber security issue systematically, a model that can be used for cyber security evaluation is required. In this work, a cyber security risk model based on a Bayesian network is suggested for evaluating cyber security for nuclear facilities in an integrated manner. The suggested model enables the evaluation of both the procedural and technical aspects of cyber security, which are related to compliance with regulatory guides and system architectures, respectively. The activity-quality analysis model was developed to evaluate how well people and/or organizations comply with the regulatory guidance associated with cyber security. The architecture analysis model was created to evaluate vulnerabilities and mitigation measures with respect to their effect on cyber security. The two models are integrated into a single model, which is called the cyber security risk model, so that cyber security can be evaluated from procedural and technical viewpoints at the same time. The model was applied to evaluate the cyber security risk of the reactor protection system (RPS) of a research reactor and to demonstrate its usefulness and feasibility. - Highlights: • We developed the cyber security risk model can be find the weak point of cyber security integrated two cyber analysis models by using Bayesian Network. • One is the activity-quality model signifies how people and/or organization comply with the cyber security regulatory guide. • Other is the architecture model represents the probability of cyber-attack on RPS architecture. • The cyber security risk model can provide evidence that is able to determine the key element for cyber security for RPS of a research reactor
Quantum-Like Bayesian Networks for Modeling Decision Making
Directory of Open Access Journals (Sweden)
Catarina eMoreira
2016-01-01
Full Text Available In this work, we explore an alternative quantum structure to perform quantum probabilistic inferences to accommodate the paradoxical findings of the Sure Thing Principle. We propose a Quantum-Like Bayesian Network, which consists in replacing classical probabilities by quantum probability amplitudes. However, since this approach suffers from the problem of exponential growth of quantum parameters, we also propose a similarity heuristic that automatically fits quantum parameters through vector similarities. This makes the proposed model general and predictive in contrast to the current state of the art models, which cannot be generalized for more complex decision scenarios and that only provide an explanatory nature for the observed paradoxes. In the end, the model that we propose consists in a nonparametric method for estimating inference effects from a statistical point of view. It is a statistical model that is simpler than the previous quantum dynamic and quantum-like models proposed in the literature. We tested the proposed network with several empirical data from the literature, mainly from the Prisoner's Dilemma game and the Two Stage Gambling game. The results obtained show that the proposed quantum Bayesian Network is a general method that can accommodate violations of the laws of classical probability theory and make accurate predictions regarding human decision-making in these scenarios.
Prior Sensitivity Analysis in Default Bayesian Structural Equation Modeling.
van Erp, Sara; Mulder, Joris; Oberski, Daniel L
2017-11-27
Bayesian structural equation modeling (BSEM) has recently gained popularity because it enables researchers to fit complex models and solve some of the issues often encountered in classical maximum likelihood estimation, such as nonconvergence and inadmissible solutions. An important component of any Bayesian analysis is the prior distribution of the unknown model parameters. Often, researchers rely on default priors, which are constructed in an automatic fashion without requiring substantive prior information. However, the prior can have a serious influence on the estimation of the model parameters, which affects the mean squared error, bias, coverage rates, and quantiles of the estimates. In this article, we investigate the performance of three different default priors: noninformative improper priors, vague proper priors, and empirical Bayes priors-with the latter being novel in the BSEM literature. Based on a simulation study, we find that these three default BSEM methods may perform very differently, especially with small samples. A careful prior sensitivity analysis is therefore needed when performing a default BSEM analysis. For this purpose, we provide a practical step-by-step guide for practitioners to conducting a prior sensitivity analysis in default BSEM. Our recommendations are illustrated using a well-known case study from the structural equation modeling literature, and all code for conducting the prior sensitivity analysis is available in the online supplemental materials. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Bayesian semiparametric regression models to characterize molecular evolution
Directory of Open Access Journals (Sweden)
Datta Saheli
2012-10-01
Full Text Available Abstract Background Statistical models and methods that associate changes in the physicochemical properties of amino acids with natural selection at the molecular level typically do not take into account the correlations between such properties. We propose a Bayesian hierarchical regression model with a generalization of the Dirichlet process prior on the distribution of the regression coefficients that describes the relationship between the changes in amino acid distances and natural selection in protein-coding DNA sequence alignments. Results The Bayesian semiparametric approach is illustrated with simulated data and the abalone lysin sperm data. Our method identifies groups of properties which, for this particular dataset, have a similar effect on evolution. The model also provides nonparametric site-specific estimates for the strength of conservation of these properties. Conclusions The model described here is distinguished by its ability to handle a large number of amino acid properties simultaneously, while taking into account that such data can be correlated. The multi-level clustering ability of the model allows for appealing interpretations of the results in terms of properties that are roughly equivalent from the standpoint of molecular evolution.
Experimental validation of a Bayesian model of visual acuity.
LENUS (Irish Health Repository)
Dalimier, Eugénie
2009-01-01
Based on standard procedures used in optometry clinics, we compare measurements of visual acuity for 10 subjects (11 eyes tested) in the presence of natural ocular aberrations and different degrees of induced defocus, with the predictions given by a Bayesian model customized with aberrometric data of the eye. The absolute predictions of the model, without any adjustment, show good agreement with the experimental data, in terms of correlation and absolute error. The efficiency of the model is discussed in comparison with image quality metrics and other customized visual process models. An analysis of the importance and customization of each stage of the model is also given; it stresses the potential high predictive power from precise modeling of ocular and neural transfer functions.
Theory-based Bayesian models of inductive learning and reasoning.
Tenenbaum, Joshua B; Griffiths, Thomas L; Kemp, Charles
2006-07-01
Inductive inference allows humans to make powerful generalizations from sparse data when learning about word meanings, unobserved properties, causal relationships, and many other aspects of the world. Traditional accounts of induction emphasize either the power of statistical learning, or the importance of strong constraints from structured domain knowledge, intuitive theories or schemas. We argue that both components are necessary to explain the nature, use and acquisition of human knowledge, and we introduce a theory-based Bayesian framework for modeling inductive learning and reasoning as statistical inferences over structured knowledge representations.
Factors affecting GEBV accuracy with single-step Bayesian models.
Zhou, Lei; Mrode, Raphael; Zhang, Shengli; Zhang, Qin; Li, Bugao; Liu, Jian-Feng
2018-01-01
A single-step approach to obtain genomic prediction was first proposed in 2009. Many studies have investigated the components of GEBV accuracy in genomic selection. However, it is still unclear how the population structure and the relationships between training and validation populations influence GEBV accuracy in terms of single-step analysis. Here, we explored the components of GEBV accuracy in single-step Bayesian analysis with a simulation study. Three scenarios with various numbers of QTL (5, 50, and 500) were simulated. Three models were implemented to analyze the simulated data: single-step genomic best linear unbiased prediction (GBLUP; SSGBLUP), single-step BayesA (SS-BayesA), and single-step BayesB (SS-BayesB). According to our results, GEBV accuracy was influenced by the relationships between the training and validation populations more significantly for ungenotyped animals than for genotyped animals. SS-BayesA/BayesB showed an obvious advantage over SSGBLUP with the scenarios of 5 and 50 QTL. SS-BayesB model obtained the lowest accuracy with the 500 QTL in the simulation. SS-BayesA model was the most efficient and robust considering all QTL scenarios. Generally, both the relationships between training and validation populations and LD between markers and QTL contributed to GEBV accuracy in the single-step analysis, and the advantages of single-step Bayesian models were more apparent when the trait is controlled by fewer QTL.
Bayesian Sensitivity Analysis of Statistical Models with Missing Data.
Zhu, Hongtu; Ibrahim, Joseph G; Tang, Niansheng
2014-04-01
Methods for handling missing data depend strongly on the mechanism that generated the missing values, such as missing completely at random (MCAR) or missing at random (MAR), as well as other distributional and modeling assumptions at various stages. It is well known that the resulting estimates and tests may be sensitive to these assumptions as well as to outlying observations. In this paper, we introduce various perturbations to modeling assumptions and individual observations, and then develop a formal sensitivity analysis to assess these perturbations in the Bayesian analysis of statistical models with missing data. We develop a geometric framework, called the Bayesian perturbation manifold, to characterize the intrinsic structure of these perturbations. We propose several intrinsic influence measures to perform sensitivity analysis and quantify the effect of various perturbations to statistical models. We use the proposed sensitivity analysis procedure to systematically investigate the tenability of the non-ignorable missing at random (NMAR) assumption. Simulation studies are conducted to evaluate our methods, and a dataset is analyzed to illustrate the use of our diagnostic measures.
Approximate Bayesian computation for forward modeling in cosmology
International Nuclear Information System (INIS)
Akeret, Joël; Refregier, Alexandre; Amara, Adam; Seehars, Sebastian; Hasner, Caspar
2015-01-01
Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In many practical situations, the likelihood function may however be unavailable or intractable due to non-gaussian errors, non-linear measurements processes, or complex data formats such as catalogs and maps. In these cases, the simulation of mock data sets can often be made through forward modeling. We discuss how Approximate Bayesian Computation (ABC) can be used in these cases to derive an approximation to the posterior constraints using simulated data sets. This technique relies on the sampling of the parameter set, a distance metric to quantify the difference between the observation and the simulations and summary statistics to compress the information in the data. We first review the principles of ABC and discuss its implementation using a Population Monte-Carlo (PMC) algorithm and the Mahalanobis distance metric. We test the performance of the implementation using a Gaussian toy model. We then apply the ABC technique to the practical case of the calibration of image simulations for wide field cosmological surveys. We find that the ABC analysis is able to provide reliable parameter constraints for this problem and is therefore a promising technique for other applications in cosmology and astrophysics. Our implementation of the ABC PMC method is made available via a public code release
On-line Bayesian model updating for structural health monitoring
Rocchetta, Roberto; Broggi, Matteo; Huchet, Quentin; Patelli, Edoardo
2018-03-01
Fatigue induced cracks is a dangerous failure mechanism which affects mechanical components subject to alternating load cycles. System health monitoring should be adopted to identify cracks which can jeopardise the structure. Real-time damage detection may fail in the identification of the cracks due to different sources of uncertainty which have been poorly assessed or even fully neglected. In this paper, a novel efficient and robust procedure is used for the detection of cracks locations and lengths in mechanical components. A Bayesian model updating framework is employed, which allows accounting for relevant sources of uncertainty. The idea underpinning the approach is to identify the most probable crack consistent with the experimental measurements. To tackle the computational cost of the Bayesian approach an emulator is adopted for replacing the computationally costly Finite Element model. To improve the overall robustness of the procedure, different numerical likelihoods, measurement noises and imprecision in the value of model parameters are analysed and their effects quantified. The accuracy of the stochastic updating and the efficiency of the numerical procedure are discussed. An experimental aluminium frame and on a numerical model of a typical car suspension arm are used to demonstrate the applicability of the approach.
Bayesian statistic methods and theri application in probabilistic simulation models
Directory of Open Access Journals (Sweden)
Sergio Iannazzo
2007-03-01
Full Text Available Bayesian statistic methods are facing a rapidly growing level of interest and acceptance in the field of health economics. The reasons of this success are probably to be found on the theoretical fundaments of the discipline that make these techniques more appealing to decision analysis. To this point should be added the modern IT progress that has developed different flexible and powerful statistical software framework. Among them probably one of the most noticeably is the BUGS language project and its standalone application for MS Windows WinBUGS. Scope of this paper is to introduce the subject and to show some interesting applications of WinBUGS in developing complex economical models based on Markov chains. The advantages of this approach reside on the elegance of the code produced and in its capability to easily develop probabilistic simulations. Moreover an example of the integration of bayesian inference models in a Markov model is shown. This last feature let the analyst conduce statistical analyses on the available sources of evidence and exploit them directly as inputs in the economic model.
Bayesian calibration of power plant models for accurate performance prediction
International Nuclear Information System (INIS)
Boksteen, Sowande Z.; Buijtenen, Jos P. van; Pecnik, Rene; Vecht, Dick van der
2014-01-01
Highlights: • Bayesian calibration is applied to power plant performance prediction. • Measurements from a plant in operation are used for model calibration. • A gas turbine performance model and steam cycle model are calibrated. • An integrated plant model is derived. • Part load efficiency is accurately predicted as a function of ambient conditions. - Abstract: Gas turbine combined cycles are expected to play an increasingly important role in the balancing of supply and demand in future energy markets. Thermodynamic modeling of these energy systems is frequently applied to assist in decision making processes related to the management of plant operation and maintenance. In most cases, model inputs, parameters and outputs are treated as deterministic quantities and plant operators make decisions with limited or no regard of uncertainties. As the steady integration of wind and solar energy into the energy market induces extra uncertainties, part load operation and reliability are becoming increasingly important. In the current study, methods are proposed to not only quantify various types of uncertainties in measurements and plant model parameters using measured data, but to also assess their effect on various aspects of performance prediction. The authors aim to account for model parameter and measurement uncertainty, and for systematic discrepancy of models with respect to reality. For this purpose, the Bayesian calibration framework of Kennedy and O’Hagan is used, which is especially suitable for high-dimensional industrial problems. The article derives a calibrated model of the plant efficiency as a function of ambient conditions and operational parameters, which is also accurate in part load. The article shows that complete statistical modeling of power plants not only enhances process models, but can also increases confidence in operational decisions
Model Selection in Historical Research Using Approximate Bayesian Computation
Rubio-Campillo, Xavier
2016-01-01
Formal Models and History Computational models are increasingly being used to study historical dynamics. This new trend, which could be named Model-Based History, makes use of recently published datasets and innovative quantitative methods to improve our understanding of past societies based on their written sources. The extensive use of formal models allows historians to re-evaluate hypotheses formulated decades ago and still subject to debate due to the lack of an adequate quantitative framework. The initiative has the potential to transform the discipline if it solves the challenges posed by the study of historical dynamics. These difficulties are based on the complexities of modelling social interaction, and the methodological issues raised by the evaluation of formal models against data with low sample size, high variance and strong fragmentation. Case Study This work examines an alternate approach to this evaluation based on a Bayesian-inspired model selection method. The validity of the classical Lanchester’s laws of combat is examined against a dataset comprising over a thousand battles spanning 300 years. Four variations of the basic equations are discussed, including the three most common formulations (linear, squared, and logarithmic) and a new variant introducing fatigue. Approximate Bayesian Computation is then used to infer both parameter values and model selection via Bayes Factors. Impact Results indicate decisive evidence favouring the new fatigue model. The interpretation of both parameter estimations and model selection provides new insights into the factors guiding the evolution of warfare. At a methodological level, the case study shows how model selection methods can be used to guide historical research through the comparison between existing hypotheses and empirical evidence. PMID:26730953
An Active Lattice Model in a Bayesian Framework
DEFF Research Database (Denmark)
Carstensen, Jens Michael
1996-01-01
A Markov Random Field is used as a structural model of a deformable rectangular lattice. When used as a template prior in a Bayesian framework this model is powerful for making inferences about lattice structures in images. The model assigns maximum probability to the perfect regular lattice...... by penalizing deviations in alignment and lattice node distance. The Markov random field represents prior knowledge about the lattice structure, and through an observation model that incorporates the visual appearance of the nodes, we can simulate realizations from the posterior distribution. A maximum...... a posteriori (MAP) estimate, found by simulated annealing, is used as the reconstructed lattice. The model was developed as a central part of an algorithm for automatic analylsis of genetic experiments, positioned in a lattice structure by a robot. The algorithm has been successfully applied to many images...
Bayesian approach to errors-in-variables in regression models
Rozliman, Nur Aainaa; Ibrahim, Adriana Irawati Nur; Yunus, Rossita Mohammad
2017-05-01
In many applications and experiments, data sets are often contaminated with error or mismeasured covariates. When at least one of the covariates in a model is measured with error, Errors-in-Variables (EIV) model can be used. Measurement error, when not corrected, would cause misleading statistical inferences and analysis. Therefore, our goal is to examine the relationship of the outcome variable and the unobserved exposure variable given the observed mismeasured surrogate by applying the Bayesian formulation to the EIV model. We shall extend the flexible parametric method proposed by Hossain and Gustafson (2009) to another nonlinear regression model which is the Poisson regression model. We shall then illustrate the application of this approach via a simulation study using Markov chain Monte Carlo sampling methods.
Uncovering Transcriptional Regulatory Networks by Sparse Bayesian Factor Model
Directory of Open Access Journals (Sweden)
Qi Yuan(Alan
2010-01-01
Full Text Available Abstract The problem of uncovering transcriptional regulation by transcription factors (TFs based on microarray data is considered. A novel Bayesian sparse correlated rectified factor model (BSCRFM is proposed that models the unknown TF protein level activity, the correlated regulations between TFs, and the sparse nature of TF-regulated genes. The model admits prior knowledge from existing database regarding TF-regulated target genes based on a sparse prior and through a developed Gibbs sampling algorithm, a context-specific transcriptional regulatory network specific to the experimental condition of the microarray data can be obtained. The proposed model and the Gibbs sampling algorithm were evaluated on the simulated systems, and results demonstrated the validity and effectiveness of the proposed approach. The proposed model was then applied to the breast cancer microarray data of patients with Estrogen Receptor positive ( status and Estrogen Receptor negative ( status, respectively.
MODELING INFORMATION SYSTEM AVAILABILITY BY USING BAYESIAN BELIEF NETWORK APPROACH
Directory of Open Access Journals (Sweden)
Semir Ibrahimović
2016-03-01
Full Text Available Modern information systems are expected to be always-on by providing services to end-users, regardless of time and location. This is particularly important for organizations and industries where information systems support real-time operations and mission-critical applications that need to be available on 24 7 365 basis. Examples of such entities include process industries, telecommunications, healthcare, energy, banking, electronic commerce and a variety of cloud services. This article presents a modified Bayesian Belief Network model for predicting information system availability, introduced initially by Franke, U. and Johnson, P. (in article “Availability of enterprise IT systems – an expert based Bayesian model”. Software Quality Journal 20(2, 369-394, 2012 based on a thorough review of several dimensions of the information system availability, we proposed a modified set of determinants. The model is parameterized by using probability elicitation process with the participation of experts from the financial sector of Bosnia and Herzegovina. The model validation was performed using Monte Carlo simulation.
A hierarchical spatiotemporal analog forecasting model for count data.
McDermott, Patrick L; Wikle, Christopher K; Millspaugh, Joshua
2018-01-01
Analog forecasting is a mechanism-free nonlinear method that forecasts a system forward in time by examining how past states deemed similar to the current state moved forward. Previous applications of analog forecasting has been successful at producing robust forecasts for a variety of ecological and physical processes, but it has typically been presented in an empirical or heuristic procedure, rather than as a formal statistical model. The methodology presented here extends the model-based analog method of McDermott and Wikle (Environmetrics, 27, 2016, 70) by placing analog forecasting within a fully hierarchical statistical framework that can accommodate count observations. Using a Bayesian approach, the hierarchical analog model is able to quantify rigorously the uncertainty associated with forecasts. Forecasting waterfowl settling patterns in the northwestern United States and Canada is conducted by applying the hierarchical analog model to a breeding population survey dataset. Sea surface temperature (SST) in the Pacific Ocean is used to help identify potential analogs for the waterfowl settling patterns.
Bayesian Model Comparison With the g-Prior
DEFF Research Database (Denmark)
Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Cemgil, Ali Taylan
2014-01-01
’s asymptotic MAP rule was an improvement, and in this paper we extend the work by Djuric in several ways. Speciﬁcally, we consider the elicitation of proper prior distributions, treat the case of real- and complex-valued data simultaneously in a Bayesian framework similar to that considered by Djuric......, and develop new model selection rules for a regression model containing both linear and non-linear parameters. Moreover, we use this framework to give a new interpretation of the popular information criteria and relate their performance to the signal-to-noise ratio of the data. By use of simulations, we also...... demonstrate that our proposed model comparison and selection rules outperform the traditional information criteria both in terms of detecting the true model and in terms of predicting unobserved data. The simulation code is available online....
Recursive Bayesian recurrent neural networks for time-series modeling.
Mirikitani, Derrick T; Nikolaev, Nikolay
2010-02-01
This paper develops a probabilistic approach to recursive second-order training of recurrent neural networks (RNNs) for improved time-series modeling. A general recursive Bayesian Levenberg-Marquardt algorithm is derived to sequentially update the weights and the covariance (Hessian) matrix. The main strengths of the approach are a principled handling of the regularization hyperparameters that leads to better generalization, and stable numerical performance. The framework involves the adaptation of a noise hyperparameter and local weight prior hyperparameters, which represent the noise in the data and the uncertainties in the model parameters. Experimental investigations using artificial and real-world data sets show that RNNs equipped with the proposed approach outperform standard real-time recurrent learning and extended Kalman training algorithms for recurrent networks, as well as other contemporary nonlinear neural models, on time-series modeling.
Simple models for studying complex spatiotemporal patterns of animal behavior
Tyutyunov, Yuri V.; Titova, Lyudmila I.
2017-06-01
Minimal mathematical models able to explain complex patterns of animal behavior are essential parts of simulation systems describing large-scale spatiotemporal dynamics of trophic communities, particularly those with wide-ranging species, such as occur in pelagic environments. We present results obtained with three different modelling approaches: (i) an individual-based model of animal spatial behavior; (ii) a continuous taxis-diffusion-reaction system of partial-difference equations; (iii) a 'hybrid' approach combining the individual-based algorithm of organism movements with explicit description of decay and diffusion of the movement stimuli. Though the models are based on extremely simple rules, they all allow description of spatial movements of animals in a predator-prey system within a closed habitat, reproducing some typical patterns of the pursuit-evasion behavior observed in natural populations. In all three models, at each spatial position the animal movements are determined by local conditions only, so the pattern of collective behavior emerges due to self-organization. The movement velocities of animals are proportional to the density gradients of specific cues emitted by individuals of the antagonistic species (pheromones, exometabolites or mechanical waves of the media, e.g., sound). These cues play a role of taxis stimuli: prey attract predators, while predators repel prey. Depending on the nature and the properties of the movement stimulus we propose using either a simplified individual-based model, a continuous taxis pursuit-evasion system, or a little more detailed 'hybrid' approach that combines simulation of the individual movements with the continuous model describing diffusion and decay of the stimuli in an explicit way. These can be used to improve movement models for many species, including large marine predators.
Bayesian Dose-Response Modeling in Sparse Data
Kim, Steven B.
This book discusses Bayesian dose-response modeling in small samples applied to two different settings. The first setting is early phase clinical trials, and the second setting is toxicology studies in cancer risk assessment. In early phase clinical trials, experimental units are humans who are actual patients. Prior to a clinical trial, opinions from multiple subject area experts are generally more informative than the opinion of a single expert, but we may face a dilemma when they have disagreeing prior opinions. In this regard, we consider compromising the disagreement and compare two different approaches for making a decision. In addition to combining multiple opinions, we also address balancing two levels of ethics in early phase clinical trials. The first level is individual-level ethics which reflects the perspective of trial participants. The second level is population-level ethics which reflects the perspective of future patients. We extensively compare two existing statistical methods which focus on each perspective and propose a new method which balances the two conflicting perspectives. In toxicology studies, experimental units are living animals. Here we focus on a potential non-monotonic dose-response relationship which is known as hormesis. Briefly, hormesis is a phenomenon which can be characterized by a beneficial effect at low doses and a harmful effect at high doses. In cancer risk assessments, the estimation of a parameter, which is known as a benchmark dose, can be highly sensitive to a class of assumptions, monotonicity or hormesis. In this regard, we propose a robust approach which considers both monotonicity and hormesis as a possibility. In addition, We discuss statistical hypothesis testing for hormesis and consider various experimental designs for detecting hormesis based on Bayesian decision theory. Past experiments have not been optimally designed for testing for hormesis, and some Bayesian optimal designs may not be optimal under a
Bayesian uncertainty analysis with applications to turbulence modeling
International Nuclear Information System (INIS)
Cheung, Sai Hung; Oliver, Todd A.; Prudencio, Ernesto E.; Prudhomme, Serge; Moser, Robert D.
2011-01-01
In this paper, we apply Bayesian uncertainty quantification techniques to the processes of calibrating complex mathematical models and predicting quantities of interest (QoI's) with such models. These techniques also enable the systematic comparison of competing model classes. The processes of calibration and comparison constitute the building blocks of a larger validation process, the goal of which is to accept or reject a given mathematical model for the prediction of a particular QoI for a particular scenario. In this work, we take the first step in this process by applying the methodology to the analysis of the Spalart-Allmaras turbulence model in the context of incompressible, boundary layer flows. Three competing model classes based on the Spalart-Allmaras model are formulated, calibrated against experimental data, and used to issue a prediction with quantified uncertainty. The model classes are compared in terms of their posterior probabilities and their prediction of QoI's. The model posterior probability represents the relative plausibility of a model class given the data. Thus, it incorporates the model's ability to fit experimental observations. Alternatively, comparing models using the predicted QoI connects the process to the needs of decision makers that use the results of the model. We show that by using both the model plausibility and predicted QoI, one has the opportunity to reject some model classes after calibration, before subjecting the remaining classes to additional validation challenges.
Optimal inference with suboptimal models: Addiction and active Bayesian inference
Schwartenbeck, Philipp; FitzGerald, Thomas H.B.; Mathys, Christoph; Dolan, Ray; Wurst, Friedrich; Kronbichler, Martin; Friston, Karl
2015-01-01
When casting behaviour as active (Bayesian) inference, optimal inference is defined with respect to an agent’s beliefs – based on its generative model of the world. This contrasts with normative accounts of choice behaviour, in which optimal actions are considered in relation to the true structure of the environment – as opposed to the agent’s beliefs about worldly states (or the task). This distinction shifts an understanding of suboptimal or pathological behaviour away from aberrant inference as such, to understanding the prior beliefs of a subject that cause them to behave less ‘optimally’ than our prior beliefs suggest they should behave. Put simply, suboptimal or pathological behaviour does not speak against understanding behaviour in terms of (Bayes optimal) inference, but rather calls for a more refined understanding of the subject’s generative model upon which their (optimal) Bayesian inference is based. Here, we discuss this fundamental distinction and its implications for understanding optimality, bounded rationality and pathological (choice) behaviour. We illustrate our argument using addictive choice behaviour in a recently described ‘limited offer’ task. Our simulations of pathological choices and addictive behaviour also generate some clear hypotheses, which we hope to pursue in ongoing empirical work. PMID:25561321
Bayesian energy landscape tilting: towards concordant models of molecular ensembles.
Beauchamp, Kyle A; Pande, Vijay S; Das, Rhiju
2014-03-18
Predicting biological structure has remained challenging for systems such as disordered proteins that take on myriad conformations. Hybrid simulation/experiment strategies have been undermined by difficulties in evaluating errors from computational model inaccuracies and data uncertainties. Building on recent proposals from maximum entropy theory and nonequilibrium thermodynamics, we address these issues through a Bayesian energy landscape tilting (BELT) scheme for computing Bayesian hyperensembles over conformational ensembles. BELT uses Markov chain Monte Carlo to directly sample maximum-entropy conformational ensembles consistent with a set of input experimental observables. To test this framework, we apply BELT to model trialanine, starting from disagreeing simulations with the force fields ff96, ff99, ff99sbnmr-ildn, CHARMM27, and OPLS-AA. BELT incorporation of limited chemical shift and (3)J measurements gives convergent values of the peptide's α, β, and PPII conformational populations in all cases. As a test of predictive power, all five BELT hyperensembles recover set-aside measurements not used in the fitting and report accurate errors, even when starting from highly inaccurate simulations. BELT's principled framework thus enables practical predictions for complex biomolecular systems from discordant simulations and sparse data. Copyright © 2014 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Sparse linear models: Variational approximate inference and Bayesian experimental design
International Nuclear Information System (INIS)
Seeger, Matthias W
2009-01-01
A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feature relevance ranking, or hyperparameter estimation, if only this representation of uncertainty can be approximated in a tractable manner. In this paper, we review recent results for variational sparse inference, and show that they share underlying computational primitives. We discuss how sampling optimization can be implemented as sequential Bayesian experimental design. While there has been tremendous recent activity to develop sparse estimation, little attendance has been given to sparse approximate inference. In this paper, we argue that many problems in practice, such as compressive sensing for real-world image reconstruction, are served much better by proper uncertainty approximations than by ever more aggressive sparse estimation algorithms. Moreover, since some variational inference methods have been given strong convex optimization characterizations recently, theoretical analysis may become possible, promising new insights into nonlinear experimental design.
Sparse linear models: Variational approximate inference and Bayesian experimental design
Energy Technology Data Exchange (ETDEWEB)
Seeger, Matthias W [Saarland University and Max Planck Institute for Informatics, Campus E1.4, 66123 Saarbruecken (Germany)
2009-12-01
A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feature relevance ranking, or hyperparameter estimation, if only this representation of uncertainty can be approximated in a tractable manner. In this paper, we review recent results for variational sparse inference, and show that they share underlying computational primitives. We discuss how sampling optimization can be implemented as sequential Bayesian experimental design. While there has been tremendous recent activity to develop sparse estimation, little attendance has been given to sparse approximate inference. In this paper, we argue that many problems in practice, such as compressive sensing for real-world image reconstruction, are served much better by proper uncertainty approximations than by ever more aggressive sparse estimation algorithms. Moreover, since some variational inference methods have been given strong convex optimization characterizations recently, theoretical analysis may become possible, promising new insights into nonlinear experimental design.
MATHEMATICAL RISK ANALYSIS: VIA NICHOLAS RISK MODEL AND BAYESIAN ANALYSIS
Directory of Open Access Journals (Sweden)
Anass BAYAGA
2010-07-01
Full Text Available The objective of this second part of a two-phased study was to explorethe predictive power of quantitative risk analysis (QRA method andprocess within Higher Education Institution (HEI. The method and process investigated the use impact analysis via Nicholas risk model and Bayesian analysis, with a sample of hundred (100 risk analysts in a historically black South African University in the greater Eastern Cape Province.The first findings supported and confirmed previous literature (KingIII report, 2009: Nicholas and Steyn, 2008: Stoney, 2007: COSA, 2004 that there was a direct relationship between risk factor, its likelihood and impact, certiris paribus. The second finding in relation to either controlling the likelihood or the impact of occurrence of risk (Nicholas risk model was that to have a brighter risk reward, it was important to control the likelihood ofoccurrence of risks as compared with its impact so to have a direct effect on entire University. On the Bayesian analysis, thus third finding, the impact of risk should be predicted along three aspects. These aspects included the human impact (decisions made, the property impact (students and infrastructural based and the business impact. Lastly, the study revealed that although in most business cases, where as business cycles considerably vary dependingon the industry and or the institution, this study revealed that, most impacts in HEI (University was within the period of one academic.The recommendation was that application of quantitative risk analysisshould be related to current legislative framework that affects HEI.
Bayesian Age-Period-Cohort Model of Lung Cancer Mortality
Directory of Open Access Journals (Sweden)
Bhikhari P. Tharu
2015-09-01
Full Text Available Background The objective of this study was to analyze the time trend for lung cancer mortality in the population of the USA by 5 years based on most recent available data namely to 2010. The knowledge of the mortality rates in the temporal trends is necessary to understand cancer burden.Methods Bayesian Age-Period-Cohort model was fitted using Poisson regression with histogram smoothing prior to decompose mortality rates based on age at death, period at death, and birth-cohort.Results Mortality rates from lung cancer increased more rapidly from age 52 years. It ended up to 325 deaths annually for 82 years on average. The mortality of younger cohorts was lower than older cohorts. The risk of lung cancer was lowered from period 1993 to recent periods.Conclusions The fitted Bayesian Age-Period-Cohort model with histogram smoothing prior is capable of explaining mortality rate of lung cancer. The reduction in carcinogens in cigarettes and increase in smoking cessation from around 1960 might led to decreasing trend of lung cancer mortality after calendar period 1993.
Bayesian modeling of recombination events in bacterial populations
Directory of Open Access Journals (Sweden)
Dowson Chris
2008-10-01
Full Text Available Abstract Background We consider the discovery of recombinant segments jointly with their origins within multilocus DNA sequences from bacteria representing heterogeneous populations of fairly closely related species. The currently available methods for recombination detection capable of probabilistic characterization of uncertainty have a limited applicability in practice as the number of strains in a data set increases. Results We introduce a Bayesian spatial structural model representing the continuum of origins over sites within the observed sequences, including a probabilistic characterization of uncertainty related to the origin of any particular site. To enable a statistically accurate and practically feasible approach to the analysis of large-scale data sets representing a single genus, we have developed a novel software tool (BRAT, Bayesian Recombination Tracker implementing the model and the corresponding learning algorithm, which is capable of identifying the posterior optimal structure and to estimate the marginal posterior probabilities of putative origins over the sites. Conclusion A multitude of challenging simulation scenarios and an analysis of real data from seven housekeeping genes of 120 strains of genus Burkholderia are used to illustrate the possibilities offered by our approach. The software is freely available for download at URL http://web.abo.fi/fak/mnf//mate/jc/software/brat.html.
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.
Application of Bayesian Model Selection for Metal Yield Models using ALEGRA and Dakota.
Energy Technology Data Exchange (ETDEWEB)
Portone, Teresa; Niederhaus, John Henry; Sanchez, Jason James; Swiler, Laura Painton
2018-02-01
This report introduces the concepts of Bayesian model selection, which provides a systematic means of calibrating and selecting an optimal model to represent a phenomenon. This has many potential applications, including for comparing constitutive models. The ideas described herein are applied to a model selection problem between different yield models for hardened steel under extreme loading conditions.
Aggregated Residential Load Modeling Using Dynamic Bayesian Networks
Energy Technology Data Exchange (ETDEWEB)
Vlachopoulou, Maria; Chin, George; Fuller, Jason C.; Lu, Shuai
2014-09-28
Abstract—It is already obvious that the future power grid will have to address higher demand for power and energy, and to incorporate renewable resources of different energy generation patterns. Demand response (DR) schemes could successfully be used to manage and balance power supply and demand under operating conditions of the future power grid. To achieve that, more advanced tools for DR management of operations and planning are necessary that can estimate the available capacity from DR resources. In this research, a Dynamic Bayesian Network (DBN) is derived, trained, and tested that can model aggregated load of Heating, Ventilation, and Air Conditioning (HVAC) systems. DBNs can provide flexible and powerful tools for both operations and planing, due to their unique analytical capabilities. The DBN model accuracy and flexibility of use is demonstrated by testing the model under different operational scenarios.
A Bayesian Analysis of Unobserved Component Models Using Ox
Directory of Open Access Journals (Sweden)
Charles S. Bos
2011-05-01
Full Text Available This article details a Bayesian analysis of the Nile river flow data, using a similar state space model as other articles in this volume. For this data set, Metropolis-Hastings and Gibbs sampling algorithms are implemented in the programming language Ox. These Markov chain Monte Carlo methods only provide output conditioned upon the full data set. For filtered output, conditioning only on past observations, the particle filter is introduced. The sampling methods are flexible, and this advantage is used to extend the model to incorporate a stochastic volatility process. The volatility changes both in the Nile data and also in daily S&P 500 return data are investigated. The posterior density of parameters and states is found to provide information on which elements of the model are easily identifiable, and which elements are estimated with less precision.
Fast Bayesian Inference in Dirichlet Process Mixture Models.
Wang, Lianming; Dunson, David B
2011-01-01
There has been increasing interest in applying Bayesian nonparametric methods in large samples and high dimensions. As Markov chain Monte Carlo (MCMC) algorithms are often infeasible, there is a pressing need for much faster algorithms. This article proposes a fast approach for inference in Dirichlet process mixture (DPM) models. Viewing the partitioning of subjects into clusters as a model selection problem, we propose a sequential greedy search algorithm for selecting the partition. Then, when conjugate priors are chosen, the resulting posterior conditionally on the selected partition is available in closed form. This approach allows testing of parametric models versus nonparametric alternatives based on Bayes factors. We evaluate the approach using simulation studies and compare it with four other fast nonparametric methods in the literature. We apply the proposed approach to three datasets including one from a large epidemiologic study. Matlab codes for the simulation and data analyses using the proposed approach are available online in the supplemental materials.
Model-based dispersive wave processing: A recursive Bayesian solution
International Nuclear Information System (INIS)
Candy, J.V.; Chambers, D.H.
1999-01-01
Wave propagation through dispersive media represents a significant problem in many acoustic applications, especially in ocean acoustics, seismology, and nondestructive evaluation. In this paper we propose a propagation model that can easily represent many classes of dispersive waves and proceed to develop the model-based solution to the wave processing problem. It is shown that the underlying wave system is nonlinear and time-variable requiring a recursive processor. Thus the general solution to the model-based dispersive wave enhancement problem is developed using a Bayesian maximum a posteriori (MAP) approach and shown to lead to the recursive, nonlinear extended Kalman filter (EKF) processor. The problem of internal wave estimation is cast within this framework. The specific processor is developed and applied to data synthesized by a sophisticated simulator demonstrating the feasibility of this approach. copyright 1999 Acoustical Society of America.
Advances in Bayesian Model Based Clustering Using Particle Learning
Energy Technology Data Exchange (ETDEWEB)
Merl, D M
2009-11-19
Recent work by Carvalho, Johannes, Lopes and Polson and Carvalho, Lopes, Polson and Taddy introduced a sequential Monte Carlo (SMC) alternative to traditional iterative Monte Carlo strategies (e.g. MCMC and EM) for Bayesian inference for a large class of dynamic models. The basis of SMC techniques involves representing the underlying inference problem as one of state space estimation, thus giving way to inference via particle filtering. The key insight of Carvalho et al was to construct the sequence of filtering distributions so as to make use of the posterior predictive distribution of the observable, a distribution usually only accessible in certain Bayesian settings. Access to this distribution allows a reversal of the usual propagate and resample steps characteristic of many SMC methods, thereby alleviating to a large extent many problems associated with particle degeneration. Furthermore, Carvalho et al point out that for many conjugate models the posterior distribution of the static variables can be parametrized in terms of [recursively defined] sufficient statistics of the previously observed data. For models where such sufficient statistics exist, particle learning as it is being called, is especially well suited for the analysis of streaming data do to the relative invariance of its algorithmic complexity with the number of data observations. Through a particle learning approach, a statistical model can be fit to data as the data is arriving, allowing at any instant during the observation process direct quantification of uncertainty surrounding underlying model parameters. Here we describe the use of a particle learning approach for fitting a standard Bayesian semiparametric mixture model as described in Carvalho, Lopes, Polson and Taddy. In Section 2 we briefly review the previously presented particle learning algorithm for the case of a Dirichlet process mixture of multivariate normals. In Section 3 we describe several novel extensions to the original
Road network safety evaluation using Bayesian hierarchical joint model.
Wang, Jie; Huang, Helai
2016-05-01
Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well. Copyright © 2016 Elsevier Ltd. All rights reserved.
An integrated data model to estimate spatiotemporal occupancy, abundance, and colonization dynamics
Williams, Perry J.; Hooten, Mevin B.; Womble, Jamie N.; Esslinger, George G.; Bower, Michael R.; Hefley, Trevor J.
2017-01-01
Ecological invasions and colonizations occur dynamically through space and time. Estimating the distribution and abundance of colonizing species is critical for efficient management or conservation. We describe a statistical framework for simultaneously estimating spatiotemporal occupancy and abundance dynamics of a colonizing species. Our method accounts for several issues that are common when modeling spatiotemporal ecological data including multiple levels of detection probability, multiple data sources, and computational limitations that occur when making fine-scale inference over a large spatiotemporal domain. We apply the model to estimate the colonization dynamics of sea otters (Enhydra lutris) in Glacier Bay, in southeastern Alaska.
Bayesian Geostatistical Modeling of Malaria Indicator Survey Data in Angola
Gosoniu, Laura; Veta, Andre Mia; Vounatsou, Penelope
2010-01-01
The 2006–2007 Angola Malaria Indicator Survey (AMIS) is the first nationally representative household survey in the country assessing coverage of the key malaria control interventions and measuring malaria-related burden among children under 5 years of age. In this paper, the Angolan MIS data were analyzed to produce the first smooth map of parasitaemia prevalence based on contemporary nationwide empirical data in the country. Bayesian geostatistical models were fitted to assess the effect of interventions after adjusting for environmental, climatic and socio-economic factors. Non-linear relationships between parasitaemia risk and environmental predictors were modeled by categorizing the covariates and by employing two non-parametric approaches, the B-splines and the P-splines. The results of the model validation showed that the categorical model was able to better capture the relationship between parasitaemia prevalence and the environmental factors. Model fit and prediction were handled within a Bayesian framework using Markov chain Monte Carlo (MCMC) simulations. Combining estimates of parasitaemia prevalence with the number of children under we obtained estimates of the number of infected children in the country. The population-adjusted prevalence ranges from in Namibe province to in Malanje province. The odds of parasitaemia in children living in a household with at least ITNs per person was by 41% lower (CI: 14%, 60%) than in those with fewer ITNs. The estimates of the number of parasitaemic children produced in this paper are important for planning and implementing malaria control interventions and for monitoring the impact of prevention and control activities. PMID:20351775
Charging stations location model based on spatiotemporal electromobility use patterns
Pagany, Raphaela; Marquardt, Anna; Zink, Roland
2016-04-01
One of the major challenges for mainstream adoption of electric vehicles is the provision of infrastructure for charging the batteries of the vehicles. The charging stations must not only be located dense enough to allow users to complete their journeys, but the electric energy must also be provided from renewable sources in order to truly offer a transportation with less CO2 emissions. The examination of potential locations for the charging of electric vehicles can facilitate the adaption of electromobility and the integration of electronic vehicles in everyday life. A geographic information system (GIS) based model for optimal location of charging stations in a small and regional scale is presented. This considers parameters such as the forecast of electric vehicle use penetration, the relevant weight of diverse point of interests and the distance between parking area and destination for different vehicle users. In addition to the spatial scale the temporal modelling of the energy demand at the different charging locations has to be considerate. Depending on different user profiles (commuters, short haul drivers etc.) the frequency of charging vary during the day, the week and the year. In consequence, the spatiotemporal variability is a challenge for a reliable energy supply inside a decentralized renewable energy system. The presented model delivers on the one side the most adequate identified locations for charging stations and on the other side the interaction between energy supply and demand for electromobility under the consideration of temporal aspects. Using ESRI ArcGIS Desktop, first results for the case study region of Lower Bavaria are generated. The aim of the concept is to keep the model transferable to other regions and also open to integrate further and more detailed user profiles, derived from social studies about i.e. the daily behavior and the perception of electromobility in a next step.
Evaluating Flight Crew Performance by a Bayesian Network Model
Directory of Open Access Journals (Sweden)
Wei Chen
2018-03-01
Full Text Available Flight crew performance is of great significance in keeping flights safe and sound. When evaluating the crew performance, quantitative detailed behavior information may not be available. The present paper introduces the Bayesian Network to perform flight crew performance evaluation, which permits the utilization of multidisciplinary sources of objective and subjective information, despite sparse behavioral data. In this paper, the causal factors are selected based on the analysis of 484 aviation accidents caused by human factors. Then, a network termed Flight Crew Performance Model is constructed. The Delphi technique helps to gather subjective data as a supplement to objective data from accident reports. The conditional probabilities are elicited by the leaky noisy MAX model. Two ways of inference for the BN—probability prediction and probabilistic diagnosis are used and some interesting conclusions are drawn, which could provide data support to make interventions for human error management in aviation safety.
GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model
International Nuclear Information System (INIS)
Takaishi, Tetsuya
2015-01-01
The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran
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.
Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It
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
Dynamic Bayesian Network Modeling of Game Based Diagnostic Assessments. CRESST Report 837
Levy, Roy
2014-01-01
Digital games offer an appealing environment for assessing student proficiencies, including skills and misconceptions in a diagnostic setting. This paper proposes a dynamic Bayesian network modeling approach for observations of student performance from an educational video game. A Bayesian approach to model construction, calibration, and use in…
Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
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
BDgraph: An R Package for Bayesian Structure Learning in Graphical Models
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
Cooper, Richard J; Krueger, Tobias; Hiscock, Kevin M; Rawlins, Barry G
2014-11-01
Mixing models have become increasingly common tools for apportioning fluvial sediment load to various sediment sources across catchments using a wide variety of Bayesian and frequentist modeling approaches. In this study, we demonstrate how different model setups can impact upon resulting source apportionment estimates in a Bayesian framework via a one-factor-at-a-time (OFAT) sensitivity analysis. We formulate 13 versions of a mixing model, each with different error assumptions and model structural choices, and apply them to sediment geochemistry data from the River Blackwater, Norfolk, UK, to apportion suspended particulate matter (SPM) contributions from three sources (arable topsoils, road verges, and subsurface material) under base flow conditions between August 2012 and August 2013. Whilst all 13 models estimate subsurface sources to be the largest contributor of SPM (median ∼76%), comparison of apportionment estimates reveal varying degrees of sensitivity to changing priors, inclusion of covariance terms, incorporation of time-variant distributions, and methods of proportion characterization. We also demonstrate differences in apportionment results between a full and an empirical Bayesian setup, and between a Bayesian and a frequentist optimization approach. This OFAT sensitivity analysis reveals that mixing model structural choices and error assumptions can significantly impact upon sediment source apportionment results, with estimated median contributions in this study varying by up to 21% between model versions. Users of mixing models are therefore strongly advised to carefully consider and justify their choice of model structure prior to conducting sediment source apportionment investigations. An OFAT sensitivity analysis of sediment fingerprinting mixing models is conductedBayesian models display high sensitivity to error assumptions and structural choicesSource apportionment results differ between Bayesian and frequentist approaches.
Modelling within-host spatiotemporal dynamics of invasive bacterial disease.
Directory of Open Access Journals (Sweden)
Andrew J Grant
2008-04-01
Full Text Available Mechanistic determinants of bacterial growth, death, and spread within mammalian hosts cannot be fully resolved studying a single bacterial population. They are also currently poorly understood. Here, we report on the application of sophisticated experimental approaches to map spatiotemporal population dynamics of bacteria during an infection. We analyzed heterogeneous traits of simultaneous infections with tagged Salmonella enterica populations (wild-type isogenic tagged strains [WITS] in wild-type and gene-targeted mice. WITS are phenotypically identical but can be distinguished and enumerated by quantitative PCR, making it possible, using probabilistic models, to estimate bacterial death rate based on the disappearance of strains through time. This multidisciplinary approach allowed us to establish the timing, relative occurrence, and immune control of key infection parameters in a true host-pathogen combination. Our analyses support a model in which shortly after infection, concomitant death and rapid bacterial replication lead to the establishment of independent bacterial subpopulations in different organs, a process controlled by host antimicrobial mechanisms. Later, decreased microbial mortality leads to an exponential increase in the number of bacteria that spread locally, with subsequent mixing of bacteria between organs via bacteraemia and further stochastic selection. This approach provides us with an unprecedented outlook on the pathogenesis of S. enterica infections, illustrating the complex spatial and stochastic effects that drive an infectious disease. The application of the novel method that we present in appropriate and diverse host-pathogen combinations, together with modelling of the data that result, will facilitate a comprehensive view of the spatial and stochastic nature of within-host dynamics.
A Bayesian Approach for Structural Learning with Hidden Markov Models
Directory of Open Access Journals (Sweden)
Cen Li
2002-01-01
Full Text Available Hidden Markov Models(HMM have proved to be a successful modeling paradigm for dynamic and spatial processes in many domains, such as speech recognition, genomics, and general sequence alignment. Typically, in these applications, the model structures are predefined by domain experts. Therefore, the HMM learning problem focuses on the learning of the parameter values of the model to fit the given data sequences. However, when one considers other domains, such as, economics and physiology, model structure capturing the system dynamic behavior is not available. In order to successfully apply the HMM methodology in these domains, it is important that a mechanism is available for automatically deriving the model structure from the data. This paper presents a HMM learning procedure that simultaneously learns the model structure and the maximum likelihood parameter values of a HMM from data. The HMM model structures are derived based on the Bayesian model selection methodology. In addition, we introduce a new initialization procedure for HMM parameter value estimation based on the K-means clustering method. Experimental results with artificially generated data show the effectiveness of the approach.
Bayesian network models for error detection in radiotherapy plans
International Nuclear Information System (INIS)
Kalet, Alan M; Ford, Eric C; Phillips, Mark H; Gennari, John H
2015-01-01
The purpose of this study is to design and develop a probabilistic network for detecting errors in radiotherapy plans for use at the time of initial plan verification. Our group has initiated a multi-pronged approach to reduce these errors. We report on our development of Bayesian models of radiotherapy plans. Bayesian networks consist of joint probability distributions that define the probability of one event, given some set of other known information. Using the networks, we find the probability of obtaining certain radiotherapy parameters, given a set of initial clinical information. A low probability in a propagated network then corresponds to potential errors to be flagged for investigation. To build our networks we first interviewed medical physicists and other domain experts to identify the relevant radiotherapy concepts and their associated interdependencies and to construct a network topology. Next, to populate the network’s conditional probability tables, we used the Hugin Expert software to learn parameter distributions from a subset of de-identified data derived from a radiation oncology based clinical information database system. These data represent 4990 unique prescription cases over a 5 year period. Under test case scenarios with approximately 1.5% introduced error rates, network performance produced areas under the ROC curve of 0.88, 0.98, and 0.89 for the lung, brain and female breast cancer error detection networks, respectively. Comparison of the brain network to human experts performance (AUC of 0.90 ± 0.01) shows the Bayes network model performs better than domain experts under the same test conditions. Our results demonstrate the feasibility and effectiveness of comprehensive probabilistic models as part of decision support systems for improved detection of errors in initial radiotherapy plan verification procedures. (paper)
Sparse Estimation Using Bayesian Hierarchical Prior Modeling for Real and Complex Linear Models
DEFF Research Database (Denmark)
Pedersen, Niels Lovmand; Manchón, Carles Navarro; Badiu, Mihai Alin
2015-01-01
In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex-valued m......In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex...... error, and robustness in low and medium signal-to-noise ratio regimes....
Large scale Bayesian nuclear data evaluation with consistent model defects
International Nuclear Information System (INIS)
Schnabel, G
2015-01-01
The aim of nuclear data evaluation is the reliable determination of cross sections and related quantities of the atomic nuclei. To this end, evaluation methods are applied which combine the information of experiments with the results of model calculations. The evaluated observables with their associated uncertainties and correlations are assembled into data sets, which are required for the development of novel nuclear facilities, such as fusion reactors for energy supply, and accelerator driven systems for nuclear waste incineration. The efficiency and safety of such future facilities is dependent on the quality of these data sets and thus also on the reliability of the applied evaluation methods. This work investigated the performance of the majority of available evaluation methods in two scenarios. The study indicated the importance of an essential component in these methods, which is the frequently ignored deficiency of nuclear models. Usually, nuclear models are based on approximations and thus their predictions may deviate from reliable experimental data. As demonstrated in this thesis, the neglect of this possibility in evaluation methods can lead to estimates of observables which are inconsistent with experimental data. Due to this finding, an extension of Bayesian evaluation methods is proposed to take into account the deficiency of the nuclear models. The deficiency is modeled as a random function in terms of a Gaussian process and combined with the model prediction. This novel formulation conserves sum rules and allows to explicitly estimate the magnitude of model deficiency. Both features are missing in available evaluation methods so far. Furthermore, two improvements of existing methods have been developed in the course of this thesis. The first improvement concerns methods relying on Monte Carlo sampling. A Metropolis-Hastings scheme with a specific proposal distribution is suggested, which proved to be more efficient in the studied scenarios than the
Bayesian inference and model comparison for metallic fatigue data
Babuska, Ivo
2016-01-06
In this work, we present a statistical treatment of stress-life (S-N) data drawn from a collection of records of fatigue experiments that were performed on 75S-T6 aluminum alloys. Our main objective is to predict the fatigue life of materials by providing a systematic approach to model calibration, model selection and model ranking with reference to S-N data. To this purpose, we consider fatigue-limit models and random fatigue-limit models that are specially designed to allow the treatment of the run-outs (right-censored data). We first fit the models to the data by maximum likelihood methods and estimate the quantiles of the life distribution of the alloy specimen. We then compare and rank the models by classical measures of fit based on information criteria. We also consider a Bayesian approach that provides, under the prior distribution of the model parameters selected by the user, their simulation-based posterior distributions.
iSEDfit: Bayesian spectral energy distribution modeling of galaxies
Moustakas, John
2017-08-01
iSEDfit uses Bayesian inference to extract the physical properties of galaxies from their observed broadband photometric spectral energy distribution (SED). In its default mode, the inputs to iSEDfit are the measured photometry (fluxes and corresponding inverse variances) and a measurement of the galaxy redshift. Alternatively, iSEDfit can be used to estimate photometric redshifts from the input photometry alone. After the priors have been specified, iSEDfit calculates the marginalized posterior probability distributions for the physical parameters of interest, including the stellar mass, star-formation rate, dust content, star formation history, and stellar metallicity. iSEDfit also optionally computes K-corrections and produces multiple "quality assurance" (QA) plots at each stage of the modeling procedure to aid in the interpretation of the prior parameter choices and subsequent fitting results. The software is distributed as part of the impro IDL suite.
Designing and testing inflationary models with Bayesian networks
Energy Technology Data Exchange (ETDEWEB)
Price, Layne C. [Carnegie Mellon Univ., Pittsburgh, PA (United States). Dept. of Physics; Auckland Univ. (New Zealand). Dept. of Physics; Peiris, Hiranya V. [Univ. College London (United Kingdom). Dept. of Physics and Astronomy; Frazer, Jonathan [DESY Hamburg (Germany). Theory Group; Univ. of the Basque Country, Bilbao (Spain). Dept. of Theoretical Physics; Basque Foundation for Science, Bilbao (Spain). IKERBASQUE; Easther, Richard [Auckland Univ. (New Zealand). Dept. of Physics
2015-11-15
Even simple inflationary scenarios have many free parameters. Beyond the variables appearing in the inflationary action, these include dynamical initial conditions, the number of fields, and couplings to other sectors. These quantities are often ignored but cosmological observables can depend on the unknown parameters. We use Bayesian networks to account for a large set of inflationary parameters, deriving generative models for the primordial spectra that are conditioned on a hierarchical set of prior probabilities describing the initial conditions, reheating physics, and other free parameters. We use N{sub f}-quadratic inflation as an illustrative example, finding that the number of e-folds N{sub *} between horizon exit for the pivot scale and the end of inflation is typically the most important parameter, even when the number of fields, their masses and initial conditions are unknown, along with possible conditional dependencies between these parameters.
Designing and testing inflationary models with Bayesian networks
Energy Technology Data Exchange (ETDEWEB)
Price, Layne C. [McWilliams Center for Cosmology, Department of Physics, Carnegie Mellon University, Pittsburgh, PA 15213 (United States); Peiris, Hiranya V. [Department of Physics and Astronomy, University College London, London WC1E 6BT (United Kingdom); Frazer, Jonathan [Deutsches Elektronen-Synchrotron DESY, Theory Group, 22603 Hamburg (Germany); Easther, Richard, E-mail: laynep@andrew.cmu.edu, E-mail: h.peiris@ucl.ac.uk, E-mail: jonathan.frazer@desy.de, E-mail: r.easther@auckland.ac.nz [Department of Physics, University of Auckland, Private Bag 92019, Auckland (New Zealand)
2016-02-01
Even simple inflationary scenarios have many free parameters. Beyond the variables appearing in the inflationary action, these include dynamical initial conditions, the number of fields, and couplings to other sectors. These quantities are often ignored but cosmological observables can depend on the unknown parameters. We use Bayesian networks to account for a large set of inflationary parameters, deriving generative models for the primordial spectra that are conditioned on a hierarchical set of prior probabilities describing the initial conditions, reheating physics, and other free parameters. We use N{sub f}-quadratic inflation as an illustrative example, finding that the number of e-folds N{sub *} between horizon exit for the pivot scale and the end of inflation is typically the most important parameter, even when the number of fields, their masses and initial conditions are unknown, along with possible conditional dependencies between these parameters.
Designing and testing inflationary models with Bayesian networks
International Nuclear Information System (INIS)
Price, Layne C.; Auckland Univ.; Peiris, Hiranya V.; Frazer, Jonathan; Univ. of the Basque Country, Bilbao; Basque Foundation for Science, Bilbao; Easther, Richard
2015-11-01
Even simple inflationary scenarios have many free parameters. Beyond the variables appearing in the inflationary action, these include dynamical initial conditions, the number of fields, and couplings to other sectors. These quantities are often ignored but cosmological observables can depend on the unknown parameters. We use Bayesian networks to account for a large set of inflationary parameters, deriving generative models for the primordial spectra that are conditioned on a hierarchical set of prior probabilities describing the initial conditions, reheating physics, and other free parameters. We use N f -quadratic inflation as an illustrative example, finding that the number of e-folds N * between horizon exit for the pivot scale and the end of inflation is typically the most important parameter, even when the number of fields, their masses and initial conditions are unknown, along with possible conditional dependencies between these parameters.
Forecast Accuracy and Economic Gains from Bayesian Model Averaging using Time Varying Weights
L.F. Hoogerheide (Lennart); R.H. Kleijn (Richard); H.K. van Dijk (Herman); M.J.C.M. Verbeek (Marno)
2009-01-01
textabstractSeveral Bayesian model combination schemes, including some novel approaches that simultaneously allow for parameter uncertainty, model uncertainty and robust time varying model weights, are compared in terms of forecast accuracy and economic gains using financial and macroeconomic time
Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging
R.W. Strachan (Rodney); H.K. van Dijk (Herman)
2012-01-01
textabstractThe empirical support for features of a Dynamic Stochastic General Equilibrium model with two technology shocks is valuated using Bayesian model averaging over vector autoregressions. The model features include equilibria, restrictions on long-run responses, a structural break of unknown
Bayesian nonparametric meta-analysis using Polya tree mixture models.
Branscum, Adam J; Hanson, Timothy E
2008-09-01
Summary. A common goal in meta-analysis is estimation of a single effect measure using data from several studies that are each designed to address the same scientific inquiry. Because studies are typically conducted in geographically disperse locations, recent developments in the statistical analysis of meta-analytic data involve the use of random effects models that account for study-to-study variability attributable to differences in environments, demographics, genetics, and other sources that lead to heterogeneity in populations. Stemming from asymptotic theory, study-specific summary statistics are modeled according to normal distributions with means representing latent true effect measures. A parametric approach subsequently models these latent measures using a normal distribution, which is strictly a convenient modeling assumption absent of theoretical justification. To eliminate the influence of overly restrictive parametric models on inferences, we consider a broader class of random effects distributions. We develop a novel hierarchical Bayesian nonparametric Polya tree mixture (PTM) model. We present methodology for testing the PTM versus a normal random effects model. These methods provide researchers a straightforward approach for conducting a sensitivity analysis of the normality assumption for random effects. An application involving meta-analysis of epidemiologic studies designed to characterize the association between alcohol consumption and breast cancer is presented, which together with results from simulated data highlight the performance of PTMs in the presence of nonnormality of effect measures in the source population.
Bayesian modeling of ChIP-chip data using latent variables.
Wu, Mingqi
2009-10-26
BACKGROUND: The ChIP-chip technology has been used in a wide range of biomedical studies, such as identification of human transcription factor binding sites, investigation of DNA methylation, and investigation of histone modifications in animals and plants. Various methods have been proposed in the literature for analyzing the ChIP-chip data, such as the sliding window methods, the hidden Markov model-based methods, and Bayesian methods. Although, due to the integrated consideration of uncertainty of the models and model parameters, Bayesian methods can potentially work better than the other two classes of methods, the existing Bayesian methods do not perform satisfactorily. They usually require multiple replicates or some extra experimental information to parametrize the model, and long CPU time due to involving of MCMC simulations. RESULTS: In this paper, we propose a Bayesian latent model for the ChIP-chip data. The new model mainly differs from the existing Bayesian models, such as the joint deconvolution model, the hierarchical gamma mixture model, and the Bayesian hierarchical model, in two respects. Firstly, it works on the difference between the averaged treatment and control samples. This enables the use of a simple model for the data, which avoids the probe-specific effect and the sample (control/treatment) effect. As a consequence, this enables an efficient MCMC simulation of the posterior distribution of the model, and also makes the model more robust to the outliers. Secondly, it models the neighboring dependence of probes by introducing a latent indicator vector. A truncated Poisson prior distribution is assumed for the latent indicator variable, with the rationale being justified at length. CONCLUSION: The Bayesian latent method is successfully applied to real and ten simulated datasets, with comparisons with some of the existing Bayesian methods, hidden Markov model methods, and sliding window methods. The numerical results indicate that the
A novel Bayesian hierarchical model for road safety hotspot prediction.
Fawcett, Lee; Thorpe, Neil; Matthews, Joseph; Kremer, Karsten
2017-02-01
In this paper, we propose a Bayesian hierarchical model for predicting accident counts in future years at sites within a pool of potential road safety hotspots. The aim is to inform road safety practitioners of the location of likely future hotspots to enable a proactive, rather than reactive, approach to road safety scheme implementation. A feature of our model is the ability to rank sites according to their potential to exceed, in some future time period, a threshold accident count which may be used as a criterion for scheme implementation. Our model specification enables the classical empirical Bayes formulation - commonly used in before-and-after studies, wherein accident counts from a single before period are used to estimate counterfactual counts in the after period - to be extended to incorporate counts from multiple time periods. This allows site-specific variations in historical accident counts (e.g. locally-observed trends) to offset estimates of safety generated by a global accident prediction model (APM), which itself is used to help account for the effects of global trend and regression-to-mean (RTM). The Bayesian posterior predictive distribution is exploited to formulate predictions and to properly quantify our uncertainty in these predictions. The main contributions of our model include (i) the ability to allow accident counts from multiple time-points to inform predictions, with counts in more recent years lending more weight to predictions than counts from time-points further in the past; (ii) where appropriate, the ability to offset global estimates of trend by variations in accident counts observed locally, at a site-specific level; and (iii) the ability to account for unknown/unobserved site-specific factors which may affect accident counts. We illustrate our model with an application to accident counts at 734 potential hotspots in the German city of Halle; we also propose some simple diagnostics to validate the predictive capability of our
Bayesian Network Webserver: a comprehensive tool for biological network modeling.
Ziebarth, Jesse D; Bhattacharya, Anindya; Cui, Yan
2013-11-01
The Bayesian Network Webserver (BNW) is a platform for comprehensive network modeling of systems genetics and other biological datasets. It allows users to quickly and seamlessly upload a dataset, learn the structure of the network model that best explains the data and use the model to understand relationships between network variables. Many datasets, including those used to create genetic network models, contain both discrete (e.g. genotype) and continuous (e.g. gene expression traits) variables, and BNW allows for modeling hybrid datasets. Users of BNW can incorporate prior knowledge during structure learning through an easy-to-use structural constraint interface. After structure learning, users are immediately presented with an interactive network model, which can be used to make testable hypotheses about network relationships. BNW, including a downloadable structure learning package, is available at http://compbio.uthsc.edu/BNW. (The BNW interface for adding structural constraints uses HTML5 features that are not supported by current version of Internet Explorer. We suggest using other browsers (e.g. Google Chrome or Mozilla Firefox) when accessing BNW). ycui2@uthsc.edu. Supplementary data are available at Bioinformatics online.
Bayesian model ensembling using meta-trained recurrent neural networks
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
DEFF Research Database (Denmark)
Møller, Jesper; Diaz-Avalos, Carlos
Spatio-temporal Cox point process models with a multiplicative structure for the driving random intensity, incorporating covariate information into temporal and spatial components, and with a residual term modelled by a shot-noise process, are considered. Such models are flexible and tractable fo...... dataset consisting of 2796 days and 5834 spatial locations of fires. The model is compared with a spatio-temporal log-Gaussian Cox point process model, and likelihood-based methods are discussed to some extent....
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...
A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report.
Glas, Cees A. W.; Meijer, Rob R.
A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…
Walter, G.M.; Augustin, Th.; Kneib, Thomas; Tutz, Gerhard
2010-01-01
The paper is concerned with Bayesian analysis under prior-data conflict, i.e. the situation when observed data are rather unexpected under the prior (and the sample size is not large enough to eliminate the influence of the prior). Two approaches for Bayesian linear regression modeling based on
Rational Irrationality: Modeling Climate Change Belief Polarization Using Bayesian Networks.
Cook, John; Lewandowsky, Stephan
2016-01-01
Belief polarization is said to occur when two people respond to the same evidence by updating their beliefs in opposite directions. This response is considered to be "irrational" because it involves contrary updating, a form of belief updating that appears to violate normatively optimal responding, as for example dictated by Bayes' theorem. In light of much evidence that people are capable of normatively optimal behavior, belief polarization presents a puzzling exception. We show that Bayesian networks, or Bayes nets, can simulate rational belief updating. When fit to experimental data, Bayes nets can help identify the factors that contribute to polarization. We present a study into belief updating concerning the reality of climate change in response to information about the scientific consensus on anthropogenic global warming (AGW). The study used representative samples of Australian and U.S. Among Australians, consensus information partially neutralized the influence of worldview, with free-market supporters showing a greater increase in acceptance of human-caused global warming relative to free-market opponents. In contrast, while consensus information overall had a positive effect on perceived consensus among U.S. participants, there was a reduction in perceived consensus and acceptance of human-caused global warming for strong supporters of unregulated free markets. Fitting a Bayes net model to the data indicated that under a Bayesian framework, free-market support is a significant driver of beliefs about climate change and trust in climate scientists. Further, active distrust of climate scientists among a small number of U.S. conservatives drives contrary updating in response to consensus information among this particular group. Copyright © 2016 Cognitive Science Society, Inc.
Model-based Bayesian signal extraction algorithm for peripheral nerves
Eggers, Thomas E.; Dweiri, Yazan M.; McCallum, Grant A.; Durand, Dominique M.
2017-10-01
Objective. Multi-channel cuff electrodes have recently been investigated for extracting fascicular-level motor commands from mixed neural recordings. Such signals could provide volitional, intuitive control over a robotic prosthesis for amputee patients. Recent work has demonstrated success in extracting these signals in acute and chronic preparations using spatial filtering techniques. These extracted signals, however, had low signal-to-noise ratios and thus limited their utility to binary classification. In this work a new algorithm is proposed which combines previous source localization approaches to create a model based method which operates in real time. Approach. To validate this algorithm, a saline benchtop setup was created to allow the precise placement of artificial sources within a cuff and interference sources outside the cuff. The artificial source was taken from five seconds of chronic neural activity to replicate realistic recordings. The proposed algorithm, hybrid Bayesian signal extraction (HBSE), is then compared to previous algorithms, beamforming and a Bayesian spatial filtering method, on this test data. An example chronic neural recording is also analyzed with all three algorithms. Main results. The proposed algorithm improved the signal to noise and signal to interference ratio of extracted test signals two to three fold, as well as increased the correlation coefficient between the original and recovered signals by 10-20%. These improvements translated to the chronic recording example and increased the calculated bit rate between the recovered signals and the recorded motor activity. Significance. HBSE significantly outperforms previous algorithms in extracting realistic neural signals, even in the presence of external noise sources. These results demonstrate the feasibility of extracting dynamic motor signals from a multi-fascicled intact nerve trunk, which in turn could extract motor command signals from an amputee for the end goal of
A Bayesian Model of Category-Specific Emotional Brain Responses
Wager, Tor D.; Kang, Jian; Johnson, Timothy D.; Nichols, Thomas E.; Satpute, Ajay B.; Barrett, Lisa Feldman
2015-01-01
Understanding emotion is critical for a science of healthy and disordered brain function, but the neurophysiological basis of emotional experience is still poorly understood. We analyzed human brain activity patterns from 148 studies of emotion categories (2159 total participants) using a novel hierarchical Bayesian model. The model allowed us to classify which of five categories—fear, anger, disgust, sadness, or happiness—is engaged by a study with 66% accuracy (43-86% across categories). Analyses of the activity patterns encoded in the model revealed that each emotion category is associated with unique, prototypical patterns of activity across multiple brain systems including the cortex, thalamus, amygdala, and other structures. The results indicate that emotion categories are not contained within any one region or system, but are represented as configurations across multiple brain networks. The model provides a precise summary of the prototypical patterns for each emotion category, and demonstrates that a sufficient characterization of emotion categories relies on (a) differential patterns of involvement in neocortical systems that differ between humans and other species, and (b) distinctive patterns of cortical-subcortical interactions. Thus, these findings are incompatible with several contemporary theories of emotion, including those that emphasize emotion-dedicated brain systems and those that propose emotion is localized primarily in subcortical activity. They are consistent with componential and constructionist views, which propose that emotions are differentiated by a combination of perceptual, mnemonic, prospective, and motivational elements. Such brain-based models of emotion provide a foundation for new translational and clinical approaches. PMID:25853490
Bayesian calibration of the Community Land Model using surrogates
Energy Technology Data Exchange (ETDEWEB)
Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Swiler, Laura Painton
2014-02-01
We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural error in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.
Ensemble bayesian model averaging using markov chain Monte Carlo sampling
Energy Technology Data Exchange (ETDEWEB)
Vrugt, Jasper A [Los Alamos National Laboratory; Diks, Cees G H [NON LANL; Clark, Martyn P [NON LANL
2008-01-01
Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery etal. Mon Weather Rev 133: 1155-1174, 2(05)) has recommended the Expectation-Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed Differential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model stream-flow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.
Bayesian Belief Networks Approach for Modeling Irrigation Behavior
Andriyas, S.; McKee, M.
2012-12-01
Canal operators need information to manage water deliveries to irrigators. Short-term irrigation demand forecasts can potentially valuable information for a canal operator who must manage an on-demand system. Such forecasts could be generated by using information about the decision-making processes of irrigators. Bayesian models of irrigation behavior can provide insight into the likely criteria which farmers use to make irrigation decisions. This paper develops a Bayesian belief network (BBN) to learn irrigation decision-making behavior of farmers and utilizes the resulting model to make forecasts of future irrigation decisions based on factor interaction and posterior probabilities. Models for studying irrigation behavior have been rarely explored in the past. The model discussed here was built from a combination of data about biotic, climatic, and edaphic conditions under which observed irrigation decisions were made. The paper includes a case study using data collected from the Canal B region of the Sevier River, near Delta, Utah. Alfalfa, barley and corn are the main crops of the location. The model has been tested with a portion of the data to affirm the model predictive capabilities. Irrigation rules were deduced in the process of learning and verified in the testing phase. It was found that most of the farmers used consistent rules throughout all years and across different types of crops. Soil moisture stress, which indicates the level of water available to the plant in the soil profile, was found to be one of the most significant likely driving forces for irrigation. Irrigations appeared to be triggered by a farmer's perception of soil stress, or by a perception of combined factors such as information about a neighbor irrigating or an apparent preference to irrigate on a weekend. Soil stress resulted in irrigation probabilities of 94.4% for alfalfa. With additional factors like weekend and irrigating when a neighbor irrigates, alfalfa irrigation
Bayesian Genomic Prediction with Genotype × Environment Interaction Kernel Models
Cuevas, Jaime; Crossa, José; Montesinos-López, Osval A.; Burgueño, Juan; Pérez-Rodríguez, Paulino; de los Campos, Gustavo
2016-01-01
The phenomenon of genotype × environment (G × E) interaction in plant breeding decreases selection accuracy, thereby negatively affecting genetic gains. Several genomic prediction models incorporating G × E have been recently developed and used in genomic selection of plant breeding programs. Genomic prediction models for assessing multi-environment G × E interaction are extensions of a single-environment model, and have advantages and limitations. In this study, we propose two multi-environment Bayesian genomic models: the first model considers genetic effects (u) that can be assessed by the Kronecker product of variance–covariance matrices of genetic correlations between environments and genomic kernels through markers under two linear kernel methods, linear (genomic best linear unbiased predictors, GBLUP) and Gaussian (Gaussian kernel, GK). The other model has the same genetic component as the first model (u) plus an extra component, f, that captures random effects between environments that were not captured by the random effects u. We used five CIMMYT data sets (one maize and four wheat) that were previously used in different studies. Results show that models with G × E always have superior prediction ability than single-environment models, and the higher prediction ability of multi-environment models with u and f over the multi-environment model with only u occurred 85% of the time with GBLUP and 45% of the time with GK across the five data sets. The latter result indicated that including the random effect f is still beneficial for increasing prediction ability after adjusting by the random effect u. PMID:27793970
Bayesian Genomic Prediction with Genotype × Environment Interaction Kernel Models
Directory of Open Access Journals (Sweden)
Jaime Cuevas
2017-01-01
Full Text Available The phenomenon of genotype × environment (G × E interaction in plant breeding decreases selection accuracy, thereby negatively affecting genetic gains. Several genomic prediction models incorporating G × E have been recently developed and used in genomic selection of plant breeding programs. Genomic prediction models for assessing multi-environment G × E interaction are extensions of a single-environment model, and have advantages and limitations. In this study, we propose two multi-environment Bayesian genomic models: the first model considers genetic effects ( u that can be assessed by the Kronecker product of variance–covariance matrices of genetic correlations between environments and genomic kernels through markers under two linear kernel methods, linear (genomic best linear unbiased predictors, GBLUP and Gaussian (Gaussian kernel, GK. The other model has the same genetic component as the first model ( u plus an extra component, f, that captures random effects between environments that were not captured by the random effects u . We used five CIMMYT data sets (one maize and four wheat that were previously used in different studies. Results show that models with G × E always have superior prediction ability than single-environment models, and the higher prediction ability of multi-environment models with u and f over the multi-environment model with only u occurred 85% of the time with GBLUP and 45% of the time with GK across the five data sets. The latter result indicated that including the random effect f is still beneficial for increasing prediction ability after adjusting by the random effect u .
Bayesian Genomic Prediction with Genotype × Environment Interaction Kernel Models.
Cuevas, Jaime; Crossa, José; Montesinos-López, Osval A; Burgueño, Juan; Pérez-Rodríguez, Paulino; de Los Campos, Gustavo
2017-01-05
The phenomenon of genotype × environment (G × E) interaction in plant breeding decreases selection accuracy, thereby negatively affecting genetic gains. Several genomic prediction models incorporating G × E have been recently developed and used in genomic selection of plant breeding programs. Genomic prediction models for assessing multi-environment G × E interaction are extensions of a single-environment model, and have advantages and limitations. In this study, we propose two multi-environment Bayesian genomic models: the first model considers genetic effects [Formula: see text] that can be assessed by the Kronecker product of variance-covariance matrices of genetic correlations between environments and genomic kernels through markers under two linear kernel methods, linear (genomic best linear unbiased predictors, GBLUP) and Gaussian (Gaussian kernel, GK). The other model has the same genetic component as the first model [Formula: see text] plus an extra component, F: , that captures random effects between environments that were not captured by the random effects [Formula: see text] We used five CIMMYT data sets (one maize and four wheat) that were previously used in different studies. Results show that models with G × E always have superior prediction ability than single-environment models, and the higher prediction ability of multi-environment models with [Formula: see text] over the multi-environment model with only u occurred 85% of the time with GBLUP and 45% of the time with GK across the five data sets. The latter result indicated that including the random effect f is still beneficial for increasing prediction ability after adjusting by the random effect [Formula: see text]. Copyright © 2017 Cuevas et al.
Rings, J.; Vrugt, J.A.; Schoups, G.; Huisman, J.A.; Vereecken, H.
2012-01-01
Bayesian model averaging (BMA) is a standard method for combining predictive distributions from different models. In recent years, this method has enjoyed widespread application and use in many fields of study to improve the spread-skill relationship of forecast ensembles. The BMA predictive
DEFF Research Database (Denmark)
Salarzadeh Jenatabadi, Hashem; Babashamsi, Peyman; Khajeheian, Datis
2016-01-01
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...
Bayesian inference for hybrid discrete-continuous stochastic kinetic models
International Nuclear Information System (INIS)
Sherlock, Chris; Golightly, Andrew; Gillespie, Colin S
2014-01-01
We consider the problem of efficiently performing simulation and inference for stochastic kinetic models. Whilst it is possible to work directly with the resulting Markov jump process (MJP), computational cost can be prohibitive for networks of realistic size and complexity. In this paper, we consider an inference scheme based on a novel hybrid simulator that classifies reactions as either ‘fast’ or ‘slow’ with fast reactions evolving as a continuous Markov process whilst the remaining slow reaction occurrences are modelled through a MJP with time-dependent hazards. A linear noise approximation (LNA) of fast reaction dynamics is employed and slow reaction events are captured by exploiting the ability to solve the stochastic differential equation driving the LNA. This simulation procedure is used as a proposal mechanism inside a particle MCMC scheme, thus allowing Bayesian inference for the model parameters. We apply the scheme to a simple application and compare the output with an existing hybrid approach and also a scheme for performing inference for the underlying discrete stochastic model. (paper)
Bayesian model calibration of ramp compression experiments on Z
Brown, Justin; Hund, Lauren
2017-06-01
Bayesian model calibration (BMC) is a statistical framework to estimate inputs for a computational model in the presence of multiple uncertainties, making it well suited to dynamic experiments which must be coupled with numerical simulations to interpret the results. Often, dynamic experiments are diagnosed using velocimetry and this output can be modeled using a hydrocode. Several calibration issues unique to this type of scenario including the functional nature of the output, uncertainty of nuisance parameters within the simulation, and model discrepancy identifiability are addressed, and a novel BMC process is proposed. As a proof of concept, we examine experiments conducted on Sandia National Laboratories' Z-machine which ramp compressed tantalum to peak stresses of 250 GPa. The proposed BMC framework is used to calibrate the cold curve of Ta (with uncertainty), and we conclude that the procedure results in simple, fast, and valid inferences. Sandia National Laboratories is a multi-mission laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
Improving default risk prediction using Bayesian model uncertainty techniques.
Kazemi, Reza; Mosleh, Ali
2012-11-01
Credit risk is the potential exposure of a creditor to an obligor's failure or refusal to repay the debt in principal or interest. The potential of exposure is measured in terms of probability of default. Many models have been developed to estimate credit risk, with rating agencies dating back to the 19th century. They provide their assessment of probability of default and transition probabilities of various firms in their annual reports. Regulatory capital requirements for credit risk outlined by the Basel Committee on Banking Supervision have made it essential for banks and financial institutions to develop sophisticated models in an attempt to measure credit risk with higher accuracy. The Bayesian framework proposed in this article uses the techniques developed in physical sciences and engineering for dealing with model uncertainty and expert accuracy to obtain improved estimates of credit risk and associated uncertainties. The approach uses estimates from one or more rating agencies and incorporates their historical accuracy (past performance data) in estimating future default risk and transition probabilities. Several examples demonstrate that the proposed methodology can assess default probability with accuracy exceeding the estimations of all the individual models. Moreover, the methodology accounts for potentially significant departures from "nominal predictions" due to "upsetting events" such as the 2008 global banking crisis. © 2012 Society for Risk Analysis.
Bayesian Hierarchical Random Effects Models in Forensic Science
Directory of Open Access Journals (Sweden)
Colin G. G. Aitken
2018-04-01
Full Text Available Statistical modeling of the evaluation of evidence with the use of the likelihood ratio has a long history. It dates from the Dreyfus case at the end of the nineteenth century through the work at Bletchley Park in the Second World War to the present day. The development received a significant boost in 1977 with a seminal work by Dennis Lindley which introduced a Bayesian hierarchical random effects model for the evaluation of evidence with an example of refractive index measurements on fragments of glass. Many models have been developed since then. The methods have now been sufficiently well-developed and have become so widespread that it is timely to try and provide a software package to assist in their implementation. With that in mind, a project (SAILR: Software for the Analysis and Implementation of Likelihood Ratios was funded by the European Network of Forensic Science Institutes through their Monopoly programme to develop a software package for use by forensic scientists world-wide that would assist in the statistical analysis and implementation of the approach based on likelihood ratios. It is the purpose of this document to provide a short review of a small part of this history. The review also provides a background, or landscape, for the development of some of the models within the SAILR package and references to SAILR as made as appropriate.
Bayesian Hierarchical Random Effects Models in Forensic Science.
Aitken, Colin G G
2018-01-01
Statistical modeling of the evaluation of evidence with the use of the likelihood ratio has a long history. It dates from the Dreyfus case at the end of the nineteenth century through the work at Bletchley Park in the Second World War to the present day. The development received a significant boost in 1977 with a seminal work by Dennis Lindley which introduced a Bayesian hierarchical random effects model for the evaluation of evidence with an example of refractive index measurements on fragments of glass. Many models have been developed since then. The methods have now been sufficiently well-developed and have become so widespread that it is timely to try and provide a software package to assist in their implementation. With that in mind, a project (SAILR: Software for the Analysis and Implementation of Likelihood Ratios) was funded by the European Network of Forensic Science Institutes through their Monopoly programme to develop a software package for use by forensic scientists world-wide that would assist in the statistical analysis and implementation of the approach based on likelihood ratios. It is the purpose of this document to provide a short review of a small part of this history. The review also provides a background, or landscape, for the development of some of the models within the SAILR package and references to SAILR as made as appropriate.
Assessing fit in Bayesian models for spatial processes
Jun, M.
2014-09-16
© 2014 John Wiley & Sons, Ltd. Gaussian random fields are frequently used to model spatial and spatial-temporal data, particularly in geostatistical settings. As much of the attention of the statistics community has been focused on defining and estimating the mean and covariance functions of these processes, little effort has been devoted to developing goodness-of-fit tests to allow users to assess the models\\' adequacy. We describe a general goodness-of-fit test and related graphical diagnostics for assessing the fit of Bayesian Gaussian process models using pivotal discrepancy measures. Our method is applicable for both regularly and irregularly spaced observation locations on planar and spherical domains. The essential idea behind our method is to evaluate pivotal quantities defined for a realization of a Gaussian random field at parameter values drawn from the posterior distribution. Because the nominal distribution of the resulting pivotal discrepancy measures is known, it is possible to quantitatively assess model fit directly from the output of Markov chain Monte Carlo algorithms used to sample from the posterior distribution on the parameter space. We illustrate our method in a simulation study and in two applications.
Assessing fit in Bayesian models for spatial processes
Jun, M.; Katzfuss, M.; Hu, J.; Johnson, V. E.
2014-01-01
© 2014 John Wiley & Sons, Ltd. Gaussian random fields are frequently used to model spatial and spatial-temporal data, particularly in geostatistical settings. As much of the attention of the statistics community has been focused on defining and estimating the mean and covariance functions of these processes, little effort has been devoted to developing goodness-of-fit tests to allow users to assess the models' adequacy. We describe a general goodness-of-fit test and related graphical diagnostics for assessing the fit of Bayesian Gaussian process models using pivotal discrepancy measures. Our method is applicable for both regularly and irregularly spaced observation locations on planar and spherical domains. The essential idea behind our method is to evaluate pivotal quantities defined for a realization of a Gaussian random field at parameter values drawn from the posterior distribution. Because the nominal distribution of the resulting pivotal discrepancy measures is known, it is possible to quantitatively assess model fit directly from the output of Markov chain Monte Carlo algorithms used to sample from the posterior distribution on the parameter space. We illustrate our method in a simulation study and in two applications.
Estimating Parameters in Physical Models through Bayesian Inversion: A Complete Example
Allmaras, Moritz; Bangerth, Wolfgang; Linhart, Jean Marie; Polanco, Javier; Wang, Fang; Wang, Kainan; Webster, Jennifer; Zedler, Sarah
2013-01-01
All mathematical models of real-world phenomena contain parameters that need to be estimated from measurements, either for realistic predictions or simply to understand the characteristics of the model. Bayesian statistics provides a framework
Elsheikh, Ahmed H.; Wheeler, Mary Fanett; 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
International Nuclear Information System (INIS)
Iskandar, Ismed; Gondokaryono, Yudi Satria
2016-01-01
In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range
Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices
Lan, Shiwei
2017-11-08
Modeling covariance (and correlation) matrices is a challenging problem due to the large dimensionality and positive-definiteness constraint. In this paper, we propose a novel Bayesian framework based on decomposing the covariance matrix into variance and correlation matrices. The highlight is that the correlations are represented as products of vectors on unit spheres. We propose a variety of distributions on spheres (e.g. the squared-Dirichlet distribution) to induce flexible prior distributions for covariance matrices that go beyond the commonly used inverse-Wishart prior. To handle the intractability of the resulting posterior, we introduce the adaptive $\\\\Delta$-Spherical Hamiltonian Monte Carlo. We also extend our structured framework to dynamic cases and introduce unit-vector Gaussian process priors for modeling the evolution of correlation among multiple time series. Using an example of Normal-Inverse-Wishart problem, a simulated periodic process, and an analysis of local field potential data (collected from the hippocampus of rats performing a complex sequence memory task), we demonstrated the validity and effectiveness of our proposed framework for (dynamic) modeling covariance and correlation matrices.
Context-dependent decision-making: a simple Bayesian model.
Lloyd, Kevin; Leslie, David S
2013-05-06
Many phenomena in animal learning can be explained by a context-learning process whereby an animal learns about different patterns of relationship between environmental variables. Differentiating between such environmental regimes or 'contexts' allows an animal to rapidly adapt its behaviour when context changes occur. The current work views animals as making sequential inferences about current context identity in a world assumed to be relatively stable but also capable of rapid switches to previously observed or entirely new contexts. We describe a novel decision-making model in which contexts are assumed to follow a Chinese restaurant process with inertia and full Bayesian inference is approximated by a sequential-sampling scheme in which only a single hypothesis about current context is maintained. Actions are selected via Thompson sampling, allowing uncertainty in parameters to drive exploration in a straightforward manner. The model is tested on simple two-alternative choice problems with switching reinforcement schedules and the results compared with rat behavioural data from a number of T-maze studies. The model successfully replicates a number of important behavioural effects: spontaneous recovery, the effect of partial reinforcement on extinction and reversal, the overtraining reversal effect, and serial reversal-learning effects.
A Bayesian approach to the modelling of α Cen A
Bazot, M.; Bourguignon, S.; Christensen-Dalsgaard, J.
2012-12-01
Determining the physical characteristics of a star is an inverse problem consisting of estimating the parameters of models for the stellar structure and evolution, and knowing certain observable quantities. We use a Bayesian approach to solve this problem for α Cen A, which allows us to incorporate prior information on the parameters to be estimated, in order to better constrain the problem. Our strategy is based on the use of a Markov chain Monte Carlo (MCMC) algorithm to estimate the posterior probability densities of the stellar parameters: mass, age, initial chemical composition, etc. We use the stellar evolutionary code ASTEC to model the star. To constrain this model both seismic and non-seismic observations were considered. Several different strategies were tested to fit these values, using either two free parameters or five free parameters in ASTEC. We are thus able to show evidence that MCMC methods become efficient with respect to more classical grid-based strategies when the number of parameters increases. The results of our MCMC algorithm allow us to derive estimates for the stellar parameters and robust uncertainties thanks to the statistical analysis of the posterior probability densities. We are also able to compute odds for the presence of a convective core in α Cen A. When using core-sensitive seismic observational constraints, these can rise above ˜40 per cent. The comparison of results to previous studies also indicates that these seismic constraints are of critical importance for our knowledge of the structure of this star.
Parameter Estimation of Structural Equation Modeling Using Bayesian Approach
Directory of Open Access Journals (Sweden)
Dewi Kurnia Sari
2016-05-01
Full Text Available Leadership is a process of influencing, directing or giving an example of employees in order to achieve the objectives of the organization and is a key element in the effectiveness of the organization. In addition to the style of leadership, the success of an organization or company in achieving its objectives can also be influenced by the commitment of the organization. Where organizational commitment is a commitment created by each individual for the betterment of the organization. The purpose of this research is to obtain a model of leadership style and organizational commitment to job satisfaction and employee performance, and determine the factors that influence job satisfaction and employee performance using SEM with Bayesian approach. This research was conducted at Statistics FNI employees in Malang, with 15 people. The result of this study showed that the measurement model, all significant indicators measure each latent variable. Meanwhile in the structural model, it was concluded there are a significant difference between the variables of Leadership Style and Organizational Commitment toward Job Satisfaction directly as well as a significant difference between Job Satisfaction on Employee Performance. As for the influence of Leadership Style and variable Organizational Commitment on Employee Performance directly declared insignificant.
Bayesian nonparametric clustering in phylogenetics: modeling antigenic evolution in influenza.
Cybis, Gabriela B; Sinsheimer, Janet S; Bedford, Trevor; Rambaut, Andrew; Lemey, Philippe; Suchard, Marc A
2018-01-30
Influenza is responsible for up to 500,000 deaths every year, and antigenic variability represents much of its epidemiological burden. To visualize antigenic differences across many viral strains, antigenic cartography methods use multidimensional scaling on binding assay data to map influenza antigenicity onto a low-dimensional space. Analysis of such assay data ideally leads to natural clustering of influenza strains of similar antigenicity that correlate with sequence evolution. To understand the dynamics of these antigenic groups, we present a framework that jointly models genetic and antigenic evolution by combining multidimensional scaling of binding assay data, Bayesian phylogenetic machinery and nonparametric clustering methods. We propose a phylogenetic Chinese restaurant process that extends the current process to incorporate the phylogenetic dependency structure between strains in the modeling of antigenic clusters. With this method, we are able to use the genetic information to better understand the evolution of antigenicity throughout epidemics, as shown in applications of this model to H1N1 influenza. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Bayesian averaging over Decision Tree models for trauma severity scoring.
Schetinin, V; Jakaite, L; Krzanowski, W
2018-01-01
Health care practitioners analyse possible risks of misleading decisions and need to estimate and quantify uncertainty in predictions. We have examined the "gold" standard of screening a patient's conditions for predicting survival probability, based on logistic regression modelling, which is used in trauma care for clinical purposes and quality audit. This methodology is based on theoretical assumptions about data and uncertainties. Models induced within such an approach have exposed a number of problems, providing unexplained fluctuation of predicted survival and low accuracy of estimating uncertainty intervals within which predictions are made. Bayesian method, which in theory is capable of providing accurate predictions and uncertainty estimates, has been adopted in our study using Decision Tree models. Our approach has been tested on a large set of patients registered in the US National Trauma Data Bank and has outperformed the standard method in terms of prediction accuracy, thereby providing practitioners with accurate estimates of the predictive posterior densities of interest that are required for making risk-aware decisions. Copyright © 2017 Elsevier B.V. All rights reserved.
Bayesian network model of crowd emotion and negative behavior
Ramli, Nurulhuda; Ghani, Noraida Abdul; Hatta, Zulkarnain Ahmad; Hashim, Intan Hashimah Mohd; Sulong, Jasni; Mahudin, Nor Diana Mohd; Rahman, Shukran Abd; Saad, Zarina Mat
2014-12-01
The effects of overcrowding have become a major concern for event organizers. One aspect of this concern has been the idea that overcrowding can enhance the occurrence of serious incidents during events. As one of the largest Muslim religious gathering attended by pilgrims from all over the world, Hajj has become extremely overcrowded with many incidents being reported. The purpose of this study is to analyze the nature of human emotion and negative behavior resulting from overcrowding during Hajj events from data gathered in Malaysian Hajj Experience Survey in 2013. The sample comprised of 147 Malaysian pilgrims (70 males and 77 females). Utilizing a probabilistic model called Bayesian network, this paper models the dependence structure between different emotions and negative behaviors of pilgrims in the crowd. The model included the following variables of emotion: negative, negative comfortable, positive, positive comfortable and positive spiritual and variables of negative behaviors; aggressive and hazardous acts. The study demonstrated that emotions of negative, negative comfortable, positive spiritual and positive emotion have a direct influence on aggressive behavior whereas emotion of negative comfortable, positive spiritual and positive have a direct influence on hazardous acts behavior. The sensitivity analysis showed that a low level of negative and negative comfortable emotions leads to a lower level of aggressive and hazardous behavior. Findings of the study can be further improved to identify the exact cause and risk factors of crowd-related incidents in preventing crowd disasters during the mass gathering events.
Bayesian models for astrophysical data using R, JAGS, Python, and Stan
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.
BayesCLUMPY: BAYESIAN INFERENCE WITH CLUMPY DUSTY TORUS MODELS
International Nuclear Information System (INIS)
Asensio Ramos, A.; Ramos Almeida, C.
2009-01-01
Our aim is to present a fast and general Bayesian inference framework based on the synergy between machine learning techniques and standard sampling methods and apply it to infer the physical properties of clumpy dusty torus using infrared photometric high spatial resolution observations of active galactic nuclei. We make use of the Metropolis-Hastings Markov Chain Monte Carlo algorithm for sampling the posterior distribution function. Such distribution results from combining all a priori knowledge about the parameters of the model and the information introduced by the observations. The main difficulty resides in the fact that the model used to explain the observations is computationally demanding and the sampling is very time consuming. For this reason, we apply a set of artificial neural networks that are used to approximate and interpolate a database of models. As a consequence, models not present in the original database can be computed ensuring continuity. We focus on the application of this solution scheme to the recently developed public database of clumpy dusty torus models. The machine learning scheme used in this paper allows us to generate any model from the database using only a factor of 10 -4 of the original size of the database and a factor of 10 -3 in computing time. The posterior distribution obtained for each model parameter allows us to investigate how the observations constrain the parameters and which ones remain partially or completely undetermined, providing statistically relevant confidence intervals. As an example, the application to the nuclear region of Centaurus A shows that the optical depth of the clouds, the total number of clouds, and the radial extent of the cloud distribution zone are well constrained using only six filters. The code is freely available from the authors.
Bayesian uncertainty quantification in linear models for diffusion MRI.
Sjölund, Jens; Eklund, Anders; Özarslan, Evren; Herberthson, Magnus; Bånkestad, Maria; Knutsson, Hans
2018-03-29
Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification. Copyright © 2018 Elsevier Inc. All rights reserved.
Bayesian Regression of Thermodynamic Models of Redox Active Materials
Energy Technology Data Exchange (ETDEWEB)
Johnston, Katherine [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-09-01
Finding a suitable functional redox material is a critical challenge to achieving scalable, economically viable technologies for storing concentrated solar energy in the form of a defected oxide. Demonstrating e ectiveness for thermal storage or solar fuel is largely accomplished by using a thermodynamic model derived from experimental data. The purpose of this project is to test the accuracy of our regression model on representative data sets. Determining the accuracy of the model includes parameter tting the model to the data, comparing the model using di erent numbers of param- eters, and analyzing the entropy and enthalpy calculated from the model. Three data sets were considered in this project: two demonstrating materials for solar fuels by wa- ter splitting and the other of a material for thermal storage. Using Bayesian Inference and Markov Chain Monte Carlo (MCMC), parameter estimation was preformed on the three data sets. Good results were achieved, except some there was some deviations on the edges of the data input ranges. The evidence values were then calculated in a variety of ways and used to compare models with di erent number of parameters. It was believed that at least one of the parameters was unnecessary and comparing evidence values demonstrated that the parameter was need on one data set and not signi cantly helpful on another. The entropy was calculated by taking the derivative in one variable and integrating over another. and its uncertainty was also calculated by evaluating the entropy over multiple MCMC samples. Afterwards, all the parts were written up as a tutorial for the Uncertainty Quanti cation Toolkit (UQTk).
Macroscopic Models of Clique Tree Growth for Bayesian Networks
National Aeronautics and Space Administration — In clique tree clustering, inference consists of propagation in a clique tree compiled from a Bayesian network. In this paper, we develop an analytical approach to...
Development of uncertainty-based work injury model using Bayesian structural equation modelling.
Chatterjee, Snehamoy
2014-01-01
This paper proposed a Bayesian method-based structural equation model (SEM) of miners' work injury for an underground coal mine in India. The environmental and behavioural variables for work injury were identified and causal relationships were developed. For Bayesian modelling, prior distributions of SEM parameters are necessary to develop the model. In this paper, two approaches were adopted to obtain prior distribution for factor loading parameters and structural parameters of SEM. In the first approach, the prior distributions were considered as a fixed distribution function with specific parameter values, whereas, in the second approach, prior distributions of the parameters were generated from experts' opinions. The posterior distributions of these parameters were obtained by applying Bayesian rule. The Markov Chain Monte Carlo sampling in the form Gibbs sampling was applied for sampling from the posterior distribution. The results revealed that all coefficients of structural and measurement model parameters are statistically significant in experts' opinion-based priors, whereas, two coefficients are not statistically significant when fixed prior-based distributions are applied. The error statistics reveals that Bayesian structural model provides reasonably good fit of work injury with high coefficient of determination (0.91) and less mean squared error as compared to traditional SEM.
Nitrate source apportionment in a subtropical watershed using Bayesian model
Energy Technology Data Exchange (ETDEWEB)
Yang, Liping; Han, Jiangpei; Xue, Jianlong; Zeng, Lingzao [College of Environmental and Natural Resource Sciences, Zhejiang Provincial Key Laboratory of Subtropical Soil and Plant Nutrition, Zhejiang University, Hangzhou, 310058 (China); Shi, Jiachun, E-mail: jcshi@zju.edu.cn [College of Environmental and Natural Resource Sciences, Zhejiang Provincial Key Laboratory of Subtropical Soil and Plant Nutrition, Zhejiang University, Hangzhou, 310058 (China); Wu, Laosheng, E-mail: laowu@zju.edu.cn [College of Environmental and Natural Resource Sciences, Zhejiang Provincial Key Laboratory of Subtropical Soil and Plant Nutrition, Zhejiang University, Hangzhou, 310058 (China); Jiang, Yonghai [State Key Laboratory of Environmental Criteria and Risk Assessment, Chinese Research Academy of Environmental Sciences, Beijing, 100012 (China)
2013-10-01
Nitrate (NO{sub 3}{sup −}) pollution in aquatic system is a worldwide problem. The temporal distribution pattern and sources of nitrate are of great concern for water quality. The nitrogen (N) cycling processes in a subtropical watershed located in Changxing County, Zhejiang Province, China were greatly influenced by the temporal variations of precipitation and temperature during the study period (September 2011 to July 2012). The highest NO{sub 3}{sup −} concentration in water was in May (wet season, mean ± SD = 17.45 ± 9.50 mg L{sup −1}) and the lowest concentration occurred in December (dry season, mean ± SD = 10.54 ± 6.28 mg L{sup −1}). Nevertheless, no water sample in the study area exceeds the WHO drinking water limit of 50 mg L{sup −1} NO{sub 3}{sup −}. Four sources of NO{sub 3}{sup −} (atmospheric deposition, AD; soil N, SN; synthetic fertilizer, SF; manure and sewage, M and S) were identified using both hydrochemical characteristics [Cl{sup −}, NO{sub 3}{sup −}, HCO{sub 3}{sup −}, SO{sub 4}{sup 2−}, Ca{sup 2+}, K{sup +}, Mg{sup 2+}, Na{sup +}, dissolved oxygen (DO)] and dual isotope approach (δ{sup 15}N–NO{sub 3}{sup −} and δ{sup 18}O–NO{sub 3}{sup −}). Both chemical and isotopic characteristics indicated that denitrification was not the main N cycling process in the study area. Using a Bayesian model (stable isotope analysis in R, SIAR), the contribution of each source was apportioned. Source apportionment results showed that source contributions differed significantly between the dry and wet season, AD and M and S contributed more in December than in May. In contrast, SN and SF contributed more NO{sub 3}{sup −} to water in May than that in December. M and S and SF were the major contributors in December and May, respectively. Moreover, the shortcomings and uncertainties of SIAR were discussed to provide implications for future works. With the assessment of temporal variation and sources of NO{sub 3}{sup −}, better
Nitrate source apportionment in a subtropical watershed using Bayesian model
International Nuclear Information System (INIS)
Yang, Liping; Han, Jiangpei; Xue, Jianlong; Zeng, Lingzao; Shi, Jiachun; Wu, Laosheng; Jiang, Yonghai
2013-01-01
Nitrate (NO 3 − ) pollution in aquatic system is a worldwide problem. The temporal distribution pattern and sources of nitrate are of great concern for water quality. The nitrogen (N) cycling processes in a subtropical watershed located in Changxing County, Zhejiang Province, China were greatly influenced by the temporal variations of precipitation and temperature during the study period (September 2011 to July 2012). The highest NO 3 − concentration in water was in May (wet season, mean ± SD = 17.45 ± 9.50 mg L −1 ) and the lowest concentration occurred in December (dry season, mean ± SD = 10.54 ± 6.28 mg L −1 ). Nevertheless, no water sample in the study area exceeds the WHO drinking water limit of 50 mg L −1 NO 3 − . Four sources of NO 3 − (atmospheric deposition, AD; soil N, SN; synthetic fertilizer, SF; manure and sewage, M and S) were identified using both hydrochemical characteristics [Cl − , NO 3 − , HCO 3 − , SO 4 2− , Ca 2+ , K + , Mg 2+ , Na + , dissolved oxygen (DO)] and dual isotope approach (δ 15 N–NO 3 − and δ 18 O–NO 3 − ). Both chemical and isotopic characteristics indicated that denitrification was not the main N cycling process in the study area. Using a Bayesian model (stable isotope analysis in R, SIAR), the contribution of each source was apportioned. Source apportionment results showed that source contributions differed significantly between the dry and wet season, AD and M and S contributed more in December than in May. In contrast, SN and SF contributed more NO 3 − to water in May than that in December. M and S and SF were the major contributors in December and May, respectively. Moreover, the shortcomings and uncertainties of SIAR were discussed to provide implications for future works. With the assessment of temporal variation and sources of NO 3 − , better agricultural management practices and sewage disposal programs can be implemented to sustain water quality in subtropical watersheds
Bayesian mixture models for source separation in MEG
International Nuclear Information System (INIS)
Calvetti, Daniela; Homa, Laura; Somersalo, Erkki
2011-01-01
This paper discusses the problem of imaging electromagnetic brain activity from measurements of the induced magnetic field outside the head. This imaging modality, magnetoencephalography (MEG), is known to be severely ill posed, and in order to obtain useful estimates for the activity map, complementary information needs to be used to regularize the problem. In this paper, a particular emphasis is on finding non-superficial focal sources that induce a magnetic field that may be confused with noise due to external sources and with distributed brain noise. The data are assumed to come from a mixture of a focal source and a spatially distributed possibly virtual source; hence, to differentiate between those two components, the problem is solved within a Bayesian framework, with a mixture model prior encoding the information that different sources may be concurrently active. The mixture model prior combines one density that favors strongly focal sources and another that favors spatially distributed sources, interpreted as clutter in the source estimation. Furthermore, to address the challenge of localizing deep focal sources, a novel depth sounding algorithm is suggested, and it is shown with simulated data that the method is able to distinguish between a signal arising from a deep focal source and a clutter signal. (paper)
Optimization of Spatiotemporal Apertures in Channel Sounding
DEFF Research Database (Denmark)
Pedersen, Troels; Pedersen, Claus; Yin, Xuefeng
2008-01-01
a spatiotemporal model which can describe parallel as well as switched sounding systems. The proposed model is applicable for arbitrary layouts of the spatial arrays. To simplify the derivations we investigate the special case of linear spatial arrays. However, the results obtained for linear arrays can......In this paper we investigate the impact of the spatio-temporal aperture of a channel sounding system equipped with antenna arrays at the transmitter and receiver on the accuracy of joint estimation of Doppler frequency and bi-direction. The contribution of this work is three-fold. Firstly, we state...... be generalized to arbitrary arrays. Secondly, we give the necessary and sufficient conditions for a spatio-temporal array to yield the minimum Cramér-Rao lower bound in the single-path case and Bayesian Cramér-Rao Lower Bound in the multipath case. The obtained conditions amount to an orthogonality condition...
Bayesian inference for partially identified models exploring the limits of limited data
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
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
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.
A Bayesian, generalized frailty model for comet assays.
Ghebretinsae, Aklilu Habteab; Faes, Christel; Molenberghs, Geert; De Boeck, Marlies; Geys, Helena
2013-05-01
This paper proposes a flexible modeling approach for so-called comet assay data regularly encountered in preclinical research. While such data consist of non-Gaussian outcomes in a multilevel hierarchical structure, traditional analyses typically completely or partly ignore this hierarchical nature by summarizing measurements within a cluster. Non-Gaussian outcomes are often modeled using exponential family models. This is true not only for binary and count data, but also for, example, time-to-event outcomes. Two important reasons for extending this family are for (1) the possible occurrence of overdispersion, meaning that the variability in the data may not be adequately described by the models, which often exhibit a prescribed mean-variance link, and (2) the accommodation of a hierarchical structure in the data, owing to clustering in the data. The first issue is dealt with through so-called overdispersion models. Clustering is often accommodated through the inclusion of random subject-specific effects. Though not always, one conventionally assumes such random effects to be normally distributed. In the case of time-to-event data, one encounters, for example, the gamma frailty model (Duchateau and Janssen, 2007 ). While both of these issues may occur simultaneously, models combining both are uncommon. Molenberghs et al. ( 2010 ) proposed a broad class of generalized linear models accommodating overdispersion and clustering through two separate sets of random effects. Here, we use this method to model data from a comet assay with a three-level hierarchical structure. Although a conjugate gamma random effect is used for the overdispersion random effect, both gamma and normal random effects are considered for the hierarchical random effect. Apart from model formulation, we place emphasis on Bayesian estimation. Our proposed method has an upper hand over the traditional analysis in that it (1) uses the appropriate distribution stipulated in the literature; (2) deals
Reliability assessment using degradation models: bayesian and classical approaches
Directory of Open Access Journals (Sweden)
Marta Afonso Freitas
2010-04-01
Full Text Available Traditionally, reliability assessment of devices has been based on (accelerated life tests. However, for highly reliable products, little information about reliability is provided by life tests in which few or no failures are typically observed. Since most failures arise from a degradation mechanism at work for which there are characteristics that degrade over time, one alternative is monitor the device for a period of time and assess its reliability from the changes in performance (degradation observed during that period. The goal of this article is to illustrate how degradation data can be modeled and analyzed by using "classical" and Bayesian approaches. Four methods of data analysis based on classical inference are presented. Next we show how Bayesian methods can also be used to provide a natural approach to analyzing degradation data. The approaches are applied to a real data set regarding train wheels degradation.Tradicionalmente, o acesso à confiabilidade de dispositivos tem sido baseado em testes de vida (acelerados. Entretanto, para produtos altamente confiáveis, pouca informação a respeito de sua confiabilidade é fornecida por testes de vida no quais poucas ou nenhumas falhas são observadas. Uma vez que boa parte das falhas é induzida por mecanismos de degradação, uma alternativa é monitorar o dispositivo por um período de tempo e acessar sua confiabilidade através das mudanças em desempenho (degradação observadas durante aquele período. O objetivo deste artigo é ilustrar como dados de degradação podem ser modelados e analisados utilizando-se abordagens "clássicas" e Bayesiana. Quatro métodos de análise de dados baseados em inferência clássica são apresentados. A seguir, mostramos como os métodos Bayesianos podem também ser aplicados para proporcionar uma abordagem natural à análise de dados de degradação. As abordagens são aplicadas a um banco de dados real relacionado à degradação de rodas de trens.
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.
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 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...
Bayesian Safety Risk Modeling of Human-Flightdeck Automation Interaction
Ancel, Ersin; Shih, Ann T.
2015-01-01
Usage of automatic systems in airliners has increased fuel efficiency, added extra capabilities, enhanced safety and reliability, as well as provide improved passenger comfort since its introduction in the late 80's. However, original automation benefits, including reduced flight crew workload, human errors or training requirements, were not achieved as originally expected. Instead, automation introduced new failure modes, redistributed, and sometimes increased workload, brought in new cognitive and attention demands, and increased training requirements. Modern airliners have numerous flight modes, providing more flexibility (and inherently more complexity) to the flight crew. However, the price to pay for the increased flexibility is the need for increased mode awareness, as well as the need to supervise, understand, and predict automated system behavior. Also, over-reliance on automation is linked to manual flight skill degradation and complacency in commercial pilots. As a result, recent accidents involving human errors are often caused by the interactions between humans and the automated systems (e.g., the breakdown in man-machine coordination), deteriorated manual flying skills, and/or loss of situational awareness due to heavy dependence on automated systems. This paper describes the development of the increased complexity and reliance on automation baseline model, named FLAP for FLightdeck Automation Problems. The model development process starts with a comprehensive literature review followed by the construction of a framework comprised of high-level causal factors leading to an automation-related flight anomaly. The framework was then converted into a Bayesian Belief Network (BBN) using the Hugin Software v7.8. The effects of automation on flight crew are incorporated into the model, including flight skill degradation, increased cognitive demand and training requirements along with their interactions. Besides flight crew deficiencies, automation system
Bayesian joint modelling of benefit and risk in drug development.
Costa, Maria J; Drury, Thomas
2018-05-01
To gain regulatory approval, a new medicine must demonstrate that its benefits outweigh any potential risks, ie, that the benefit-risk balance is favourable towards the new medicine. For transparency and clarity of the decision, a structured and consistent approach to benefit-risk assessment that quantifies uncertainties and accounts for underlying dependencies is desirable. This paper proposes two approaches to benefit-risk evaluation, both based on the idea of joint modelling of mixed outcomes that are potentially dependent at the subject level. Using Bayesian inference, the two approaches offer interpretability and efficiency to enhance qualitative frameworks. Simulation studies show that accounting for correlation leads to a more accurate assessment of the strength of evidence to support benefit-risk profiles of interest. Several graphical approaches are proposed that can be used to communicate the benefit-risk balance to project teams. Finally, the two approaches are illustrated in a case study using real clinical trial data. Copyright © 2018 John Wiley & Sons, Ltd.
Statistical modelling of railway track geometry degradation using Hierarchical Bayesian models
International Nuclear Information System (INIS)
Andrade, A.R.; Teixeira, P.F.
2015-01-01
Railway maintenance planners require a predictive model that can assess the railway track geometry degradation. The present paper uses a Hierarchical Bayesian model as a tool to model the main two quality indicators related to railway track geometry degradation: the standard deviation of longitudinal level defects and the standard deviation of horizontal alignment defects. Hierarchical Bayesian Models (HBM) are flexible statistical models that allow specifying different spatially correlated components between consecutive track sections, namely for the deterioration rates and the initial qualities parameters. HBM are developed for both quality indicators, conducting an extensive comparison between candidate models and a sensitivity analysis on prior distributions. HBM is applied to provide an overall assessment of the degradation of railway track geometry, for the main Portuguese railway line Lisbon–Oporto. - Highlights: • Rail track geometry degradation is analysed using Hierarchical Bayesian models. • A Gibbs sampling strategy is put forward to estimate the HBM. • Model comparison and sensitivity analysis find the most suitable model. • We applied the most suitable model to all the segments of the main Portuguese line. • Tackling spatial correlations using CAR structures lead to a better model fit
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...
U.S. Environmental Protection Agency — The dataset is lake dissolved oxygen concentrations obtained form plots published by Gelda et al. (1996) and lake reaeration model simulated values using Bayesian...
Research of Cadastral Data Modelling and Database Updating Based on Spatio-temporal Process
Directory of Open Access Journals (Sweden)
ZHANG Feng
2016-02-01
Full Text Available The core of modern cadastre management is to renew the cadastre database and keep its currentness,topology consistency and integrity.This paper analyzed the changes and their linkage of various cadastral objects in the update process.Combined object-oriented modeling technique with spatio-temporal objects' evolution express,the paper proposed a cadastral data updating model based on the spatio-temporal process according to people's thought.Change rules based on the spatio-temporal topological relations of evolution cadastral spatio-temporal objects are drafted and further more cascade updating and history back trace of cadastral features,land use and buildings are realized.This model implemented in cadastral management system-ReGIS.Achieved cascade changes are triggered by the direct driving force or perceived external events.The system records spatio-temporal objects' evolution process to facilitate the reconstruction of history,change tracking,analysis and forecasting future changes.
International Nuclear Information System (INIS)
Fonseca, Jimeno A.; Schlueter, Arno
2015-01-01
Highlights: • A model to describe spatiotemporal building energy demand patterns was developed. • The model integrates existing methods in urban and energy planning domains. • The model is useful to analyze energy efficiency strategies in neighborhoods. • Applicability in educational, urban and energy planning practices was found. - Abstract: We introduce an integrated model for characterization of spatiotemporal building energy consumption patterns in neighborhoods and city districts. The model addresses the need for a comprehensive method to identify present and potential states of building energy consumption in the context of urban transformation. The focus lies on determining the spatiotemporal variability of energy services in both standing and future buildings in the residential, commercial and industrial sectors. This detailed characterization facilitates the assessment of potential energy efficiency measures at the neighborhood and city district scales. In a novel approach we integrated existing methods in urban and energy planning domains such as spatial analysis, dynamic building energy modeling and energy mapping to provide a comprehensive, multi-scale and multi-dimensional model of analysis. The model is part of a geographic information system (GIS), which serves as a platform for the allocation and future dissemination of spatiotemporal data. The model is validated against measured data and a peer model for a city district in Switzerland. In this context, we present practical applications in the analysis of energy efficiency measures in buildings and urban zoning. We furthermore discuss potential applications in educational, urban and energy planning practices
Fenton, N.; Neil, M.; Lagnado, D.; Marsh, W.; Yet, B.; Constantinou, A.
2016-01-01
We show that existing Bayesian network (BN) modelling techniques cannot capture the correct intuitive reasoning in the important case when a set of mutually exclusive events need to be modelled as separate nodes instead of states of a single node. A previously proposed ‘solution’, which introduces a simple constraint node that enforces mutual exclusivity, fails to preserve the prior probabilities of the events, while other proposed solutions involve major changes to the original model. We pro...
Energy Technology Data Exchange (ETDEWEB)
Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e, E-mail: julianapduarte@poli.ufrj.br, E-mail: victor.coppo.leite@poli.ufrj.br, E-mail: frutuoso@nuclear.ufrj.br [Universidade Federal do Rio de Janeiro (UFRJ), Rio de Janeiro, RJ (Brazil)
2013-07-01
Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)
International Nuclear Information System (INIS)
Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e
2013-01-01
Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)
LEON-GONZALEZ, Roberto; VINAYAGATHASAN, Thanabalasingam
2013-01-01
This paper investigates the determinants of growth in the Asian developing economies. We use Bayesian model averaging (BMA) in the context of a dynamic panel data growth regression to overcome the uncertainty over the choice of control variables. In addition, we use a Bayesian algorithm to analyze a large number of competing models. Among the explanatory variables, we include a non-linear function of inflation that allows for threshold effects. We use an unbalanced panel data set of 27 Asian ...
Predicting water main failures using Bayesian model averaging and survival modelling approach
International Nuclear Information System (INIS)
Kabir, Golam; Tesfamariam, Solomon; Sadiq, Rehan
2015-01-01
To develop an effective preventive or proactive repair and replacement action plan, water utilities often rely on water main failure prediction models. However, in predicting the failure of water mains, uncertainty is inherent regardless of the quality and quantity of data used in the model. To improve the understanding of water main failure, a Bayesian framework is developed for predicting the failure of water mains considering uncertainties. In this study, Bayesian model averaging method (BMA) is presented to identify the influential pipe-dependent and time-dependent covariates considering model uncertainties whereas Bayesian Weibull Proportional Hazard Model (BWPHM) is applied to develop the survival curves and to predict the failure rates of water mains. To accredit the proposed framework, it is implemented to predict the failure of cast iron (CI) and ductile iron (DI) pipes of the water distribution network of the City of Calgary, Alberta, Canada. Results indicate that the predicted 95% uncertainty bounds of the proposed BWPHMs capture effectively the observed breaks for both CI and DI water mains. Moreover, the performance of the proposed BWPHMs are better compare to the Cox-Proportional Hazard Model (Cox-PHM) for considering Weibull distribution for the baseline hazard function and model uncertainties. - Highlights: • Prioritize rehabilitation and replacements (R/R) strategies of water mains. • Consider the uncertainties for the failure prediction. • Improve the prediction capability of the water mains failure models. • Identify the influential and appropriate covariates for different models. • Determine the effects of the covariates on failure
Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation
Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.
2012-12-01
This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.
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....
Bayesian Proteoform Modeling Improves Protein Quantification of Global Proteomic Measurements
Energy Technology Data Exchange (ETDEWEB)
Webb-Robertson, Bobbie-Jo M.; Matzke, Melissa M.; Datta, Susmita; Payne, Samuel H.; Kang, Jiyun; Bramer, Lisa M.; Nicora, Carrie D.; Shukla, Anil K.; Metz, Thomas O.; Rodland, Karin D.; Smith, Richard D.; Tardiff, Mark F.; McDermott, Jason E.; Pounds, Joel G.; Waters, Katrina M.
2014-12-01
As the capability of mass spectrometry-based proteomics has matured, tens of thousands of peptides can be measured simultaneously, which has the benefit of offering a systems view of protein expression. However, a major challenge is that with an increase in throughput, protein quantification estimation from the native measured peptides has become a computational task. A limitation to existing computationally-driven protein quantification methods is that most ignore protein variation, such as alternate splicing of the RNA transcript and post-translational modifications or other possible proteoforms, which will affect a significant fraction of the proteome. The consequence of this assumption is that statistical inference at the protein level, and consequently downstream analyses, such as network and pathway modeling, have only limited power for biomarker discovery. Here, we describe a Bayesian model (BP-Quant) that uses statistically derived peptides signatures to identify peptides that are outside the dominant pattern, or the existence of multiple over-expressed patterns to improve relative protein abundance estimates. It is a research-driven approach that utilizes the objectives of the experiment, defined in the context of a standard statistical hypothesis, to identify a set of peptides exhibiting similar statistical behavior relating to a protein. This approach infers that changes in relative protein abundance can be used as a surrogate for changes in function, without necessarily taking into account the effect of differential post-translational modifications, processing, or splicing in altering protein function. We verify the approach using a dilution study from mouse plasma samples and demonstrate that BP-Quant achieves similar accuracy as the current state-of-the-art methods at proteoform identification with significantly better specificity. BP-Quant is available as a MatLab ® and R packages at https://github.com/PNNL-Comp-Mass-Spec/BP-Quant.
A Bayesian hierarchical model for demand curve analysis.
Ho, Yen-Yi; Nhu Vo, Tien; Chu, Haitao; Luo, Xianghua; Le, Chap T
2018-07-01
Drug self-administration experiments are a frequently used approach to assessing the abuse liability and reinforcing property of a compound. It has been used to assess the abuse liabilities of various substances such as psychomotor stimulants and hallucinogens, food, nicotine, and alcohol. The demand curve generated from a self-administration study describes how demand of a drug or non-drug reinforcer varies as a function of price. With the approval of the 2009 Family Smoking Prevention and Tobacco Control Act, demand curve analysis provides crucial evidence to inform the US Food and Drug Administration's policy on tobacco regulation, because it produces several important quantitative measurements to assess the reinforcing strength of nicotine. The conventional approach popularly used to analyze the demand curve data is individual-specific non-linear least square regression. The non-linear least square approach sets out to minimize the residual sum of squares for each subject in the dataset; however, this one-subject-at-a-time approach does not allow for the estimation of between- and within-subject variability in a unified model framework. In this paper, we review the existing approaches to analyze the demand curve data, non-linear least square regression, and the mixed effects regression and propose a new Bayesian hierarchical model. We conduct simulation analyses to compare the performance of these three approaches and illustrate the proposed approaches in a case study of nicotine self-administration in rats. We present simulation results and discuss the benefits of using the proposed approaches.
a Comparative Analysis of Spatiotemporal Data Fusion Models for Landsat and Modis Data
Hazaymeh, K.; Almagbile, A.
2018-04-01
In this study, three documented spatiotemporal data fusion models were applied to Landsat-7 and MODIS surface reflectance, and NDVI. The algorithms included the spatial and temporal adaptive reflectance fusion model (STARFM), sparse representation based on a spatiotemporal reflectance fusion model (SPSTFM), and spatiotemporal image-fusion model (STI-FM). The objectives of this study were to (i) compare the performance of these three fusion models using a one Landsat-MODIS spectral reflectance image pairs using time-series datasets from the Coleambally irrigation area in Australia, and (ii) quantitatively evaluate the accuracy of the synthetic images generated from each fusion model using statistical measurements. Results showed that the three fusion models predicted the synthetic Landsat-7 image with adequate agreements. The STI-FM produced more accurate reconstructions of both Landsat-7 spectral bands and NDVI. Furthermore, it produced surface reflectance images having the highest correlation with the actual Landsat-7 images. This study indicated that STI-FM would be more suitable for spatiotemporal data fusion applications such as vegetation monitoring, drought monitoring, and evapotranspiration.
A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.
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
Bayesian estimation of regularization parameters for deformable surface models
International Nuclear Information System (INIS)
Cunningham, G.S.; Lehovich, A.; Hanson, K.M.
1999-01-01
In this article the authors build on their past attempts to reconstruct a 3D, time-varying bolus of radiotracer from first-pass data obtained by the dynamic SPECT imager, FASTSPECT, built by the University of Arizona. The object imaged is a CardioWest total artificial heart. The bolus is entirely contained in one ventricle and its associated inlet and outlet tubes. The model for the radiotracer distribution at a given time is a closed surface parameterized by 482 vertices that are connected to make 960 triangles, with nonuniform intensity variations of radiotracer allowed inside the surface on a voxel-to-voxel basis. The total curvature of the surface is minimized through the use of a weighted prior in the Bayesian framework, as is the weighted norm of the gradient of the voxellated grid. MAP estimates for the vertices, interior intensity voxels and background count level are produced. The strength of the priors, or hyperparameters, are determined by maximizing the probability of the data given the hyperparameters, called the evidence. The evidence is calculated by first assuming that the posterior is approximately normal in the values of the vertices and voxels, and then by evaluating the integral of the multi-dimensional normal distribution. This integral (which requires evaluating the determinant of a covariance matrix) is computed by applying a recent algorithm from Bai et. al. that calculates the needed determinant efficiently. They demonstrate that the radiotracer is highly inhomogeneous in early time frames, as suspected in earlier reconstruction attempts that assumed a uniform intensity of radiotracer within the closed surface, and that the optimal choice of hyperparameters is substantially different for different time frames
Design and implementation of segment oriented spatio-temporal model in urban panoramic maps
Li, Haiting; Fei, Lifan; Peng, Qingshan; Li, Yanhong
2009-10-01
Object-oriented spatio-temporal model is directed by human cognition that each object has what/where/when attributes. The precise and flexible structure of such models supports multi-semantics of space and time. This paper reviews current research of spatio-temporal models using object-oriented approach and proposed a new spatio-temporal model based on segmentation in order to resolve the updating problem of some special GIS system by taking advantages of object-oriented spatio-temporal model and adopting category theory. Category theory can be used as a unifying framework for specifying complex systems and it provides rules on how objects may be joined. It characterizes the segments of object through mappings between them. The segment-oriented spatio-temporal model designed for urban panoramic maps is described and implemented. We take points and polylines as objects in this model in the management of panoramic map data. For the randomness of routes which transportation vehicle adopts each time, road objects in this model are split into some segments by crossing points. The segments still remains polyline type, but the splitting makes it easier to update the panoramic data when new photos are captured. This model is capable of eliminating redundant data and accelerating data access when panoramas are unchanged. For evaluation purpose, the data types and operations are designed and implemented in PostgreSQL and the results of experiments come out to prove that this model is efficient and expedient in the application of urban panoramic maps.
Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
Liang, Faming; Song, Qifan; Yu, Kai
2013-01-01
criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening
Energy Technology Data Exchange (ETDEWEB)
Brown, Justin [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Hund, Lauren [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
2017-02-01
Dynamic compression experiments are being performed on complicated materials using increasingly complex drivers. The data produced in these experiments are beginning to reach a regime where traditional analysis techniques break down; requiring the solution of an inverse problem. A common measurement in dynamic experiments is an interface velocity as a function of time, and often this functional output can be simulated using a hydrodynamics code. Bayesian model calibration is a statistical framework to estimate inputs into a computational model in the presence of multiple uncertainties, making it well suited to measurements of this type. In this article, we apply Bayesian model calibration to high pressure (250 GPa) ramp compression measurements in tantalum. We address several issues speci c to this calibration including the functional nature of the output as well as parameter and model discrepancy identi ability. Speci cally, we propose scaling the likelihood function by an e ective sample size rather than modeling the autocorrelation function to accommodate the functional output and propose sensitivity analyses using the notion of `modularization' to assess the impact of experiment-speci c nuisance input parameters on estimates of material properties. We conclude that the proposed Bayesian model calibration procedure results in simple, fast, and valid inferences on the equation of state parameters for tantalum.
Directory of Open Access Journals (Sweden)
Mihaela Simionescu
2014-12-01
Full Text Available There are many types of econometric models used in predicting the inflation rate, but in this study we used a Bayesian shrinkage combination approach. This methodology is used in order to improve the predictions accuracy by including information that is not captured by the econometric models. Therefore, experts’ forecasts are utilized as prior information, for Romania these predictions being provided by Institute for Economic Forecasting (Dobrescu macromodel, National Commission for Prognosis and European Commission. The empirical results for Romanian inflation show the superiority of a fixed effects model compared to other types of econometric models like VAR, Bayesian VAR, simultaneous equations model, dynamic model, log-linear model. The Bayesian combinations that used experts’ predictions as priors, when the shrinkage parameter tends to infinite, improved the accuracy of all forecasts based on individual models, outperforming also zero and equal weights predictions and naïve forecasts.
Bayesian Modeling of ChIP-chip Data Through a High-Order Ising Model
Mo, Qianxing
2010-01-29
ChIP-chip experiments are procedures that combine chromatin immunoprecipitation (ChIP) and DNA microarray (chip) technology to study a variety of biological problems, including protein-DNA interaction, histone modification, and DNA methylation. The most important feature of ChIP-chip data is that the intensity measurements of probes are spatially correlated because the DNA fragments are hybridized to neighboring probes in the experiments. We propose a simple, but powerful Bayesian hierarchical approach to ChIP-chip data through an Ising model with high-order interactions. The proposed method naturally takes into account the intrinsic spatial structure of the data and can be used to analyze data from multiple platforms with different genomic resolutions. The model parameters are estimated using the Gibbs sampler. The proposed method is illustrated using two publicly available data sets from Affymetrix and Agilent platforms, and compared with three alternative Bayesian methods, namely, Bayesian hierarchical model, hierarchical gamma mixture model, and Tilemap hidden Markov model. The numerical results indicate that the proposed method performs as well as the other three methods for the data from Affymetrix tiling arrays, but significantly outperforms the other three methods for the data from Agilent promoter arrays. In addition, we find that the proposed method has better operating characteristics in terms of sensitivities and false discovery rates under various scenarios. © 2010, The International Biometric Society.
Bayesian spatial modeling of HIV mortality via zero-inflated Poisson models.
Musal, Muzaffer; Aktekin, Tevfik
2013-01-30
In this paper, we investigate the effects of poverty and inequality on the number of HIV-related deaths in 62 New York counties via Bayesian zero-inflated Poisson models that exhibit spatial dependence. We quantify inequality via the Theil index and poverty via the ratios of two Census 2000 variables, the number of people under the poverty line and the number of people for whom poverty status is determined, in each Zip Code Tabulation Area. The purpose of this study was to investigate the effects of inequality and poverty in addition to spatial dependence between neighboring regions on HIV mortality rate, which can lead to improved health resource allocation decisions. In modeling county-specific HIV counts, we propose Bayesian zero-inflated Poisson models whose rates are functions of both covariate and spatial/random effects. To show how the proposed models work, we used three different publicly available data sets: TIGER Shapefiles, Census 2000, and mortality index files. In addition, we introduce parameter estimation issues of Bayesian zero-inflated Poisson models and discuss MCMC method implications. Copyright © 2012 John Wiley & Sons, Ltd.
Use of SAMC for Bayesian analysis of statistical models with intractable normalizing constants
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.
Fernández, J.; Primo, C.; Cofiño, A. S.; Gutiérrez, J. M.; Rodríguez, M. A.
2009-08-01
In a recent paper, Gutiérrez et al. (Nonlinear Process Geophys 15(1):109-114, 2008) introduced a new characterization of spatiotemporal error growth—the so called mean-variance logarithmic (MVL) diagram—and applied it to study ensemble prediction systems (EPS); in particular, they analyzed single-model ensembles obtained by perturbing the initial conditions. In the present work, the MVL diagram is applied to multi-model ensembles analyzing also the effect of model formulation differences. To this aim, the MVL diagram is systematically applied to the multi-model ensemble produced in the EU-funded DEMETER project. It is shown that the shared building blocks (atmospheric and ocean components) impose similar dynamics among different models and, thus, contribute to poorly sampling the model formulation uncertainty. This dynamical similarity should be taken into account, at least as a pre-screening process, before applying any objective weighting method.
Full-Scale Approximations of Spatio-Temporal Covariance Models for Large Datasets
Zhang, Bohai; Sang, Huiyan; Huang, Jianhua Z.
2014-01-01
of dataset and application of such models is not feasible for large datasets. This article extends the full-scale approximation (FSA) approach by Sang and Huang (2012) to the spatio-temporal context to reduce computational complexity. A reversible jump Markov
Spatiotemporal chaos and two-dimensional dissipative rogue waves in Lugiato-Lefever model
Panajotov, Krassimir; Clerc, Marcel G.; Tlidi, Mustapha
2017-06-01
Driven nonlinear optical cavities can exhibit complex spatiotemporal dynamics. We consider the paradigmatic Lugiato-Lefever model describing driven nonlinear optical resonator. This model is one of the most-studied nonlinear equations in optics. It describes a large spectrum of nonlinear phenomena from bistability, to periodic patterns, localized structures, self-pulsating localized structures and to a complex spatiotemporal behavior. The model is considered also as prototype model to describe several optical nonlinear devices such as Kerr media, liquid crystals, left handed materials, nonlinear fiber cavity, and frequency comb generation. We focus our analysis on a spatiotemporal chaotic dynamics in one-dimension. We identify a route to spatiotemporal chaos through an extended quasiperiodicity. We have estimated the Kaplan-Yorke dimension that provides a measure of the strange attractor complexity. Likewise, we show that the Lugiato-Leferver equation supports rogues waves in two-dimensional settings. We characterize rogue-wave formation by computing the probability distribution of the pulse height. Contribution to the Topical Issue "Theory and Applications of the Lugiato-Lefever Equation", edited by Yanne K. Chembo, Damia Gomila, Mustapha Tlidi, Curtis R. Menyuk.
Lesaffre, Emmanuel
2012-01-01
The growth of biostatistics has been phenomenal in recent years and has been marked by considerable technical innovation in both methodology and computational practicality. One area that has experienced significant growth is Bayesian methods. The growing use of Bayesian methodology has taken place partly due to an increasing number of practitioners valuing the Bayesian paradigm as matching that of scientific discovery. In addition, computational advances have allowed for more complex models to be fitted routinely to realistic data sets. Through examples, exercises and a combination of introd
DEFF Research Database (Denmark)
Møller, Jesper; Diaz-Avalos, Carlos
2010-01-01
Spatio-temporal Cox point process models with a multiplicative structure for the driving random intensity, incorporating covariate information into temporal and spatial components, and with a residual term modelled by a shot-noise process, are considered. Such models are flexible and tractable fo...... data set consisting of 2796 days and 5834 spatial locations of fires. The model is compared with a spatio-temporal log-Gaussian Cox point process model, and likelihood-based methods are discussed to some extent....
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.
Fast and accurate Bayesian model criticism and conflict diagnostics using R-INLA
Ferkingstad, Egil
2017-10-16
Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general and computationally efficient methods for model criticism and conflict detection. Usually, a Bayesian hierarchical model incorporates a grouping of the individual data points, as, for example, with individuals in repeated measurement data. In such cases, the following question arises: Are any of the groups “outliers,” or in conflict with the remaining groups? Existing general approaches aiming to answer such questions tend to be extremely computationally demanding when model fitting is based on Markov chain Monte Carlo. We show how group-level model criticism and conflict detection can be carried out quickly and accurately through integrated nested Laplace approximations (INLA). The new method is implemented as a part of the open-source R-INLA package for Bayesian computing (http://r-inla.org).
Predictive spatio-temporal model for spatially sparse global solar radiation data
International Nuclear Information System (INIS)
André, Maïna; Dabo-Niang, Sophie; Soubdhan, Ted; Ould-Baba, Hanany
2016-01-01
This paper introduces a new approach for the forecasting of solar radiation series at a located station for very short time scale. We built a multivariate model in using few stations (3 stations) separated with irregular distances from 26 km to 56 km. The proposed model is a spatio temporal vector autoregressive VAR model specifically designed for the analysis of spatially sparse spatio-temporal data. This model differs from classic linear models in using spatial and temporal parameters where the available predictors are the lagged values at each station. A spatial structure of stations is defined by the sequential introduction of predictors in the model. Moreover, an iterative strategy in the process of our model will select the necessary stations removing the uninteresting predictors and also selecting the optimal p-order. We studied the performance of this model. The metric error, the relative root mean squared error (rRMSE), is presented at different short time scales. Moreover, we compared the results of our model to simple and well known persistence model and those found in literature. - Highlights: • A spatio-temporal VAR forecast model is used for spatially sparse data solar. • Lags and locations are selected by an optimization strategy. • Definition of spatial ordering of predictors influences forecasting results. • The model shows a better performance predictive at 30 min ahead in our context. • Benchmarking study shows a more accurate forecast at 1 h ahead with spatio-temporal VAR.
Xia, Yongqiu; Li, Yuefei; Zhang, Xinyu; Yan, Xiaoyuan
2017-01-01
Nitrate (NO3-) pollution is a serious problem worldwide, particularly in countries with intensive agricultural and population activities. Previous studies have used δ15N-NO3- and δ18O-NO3- to determine the NO3- sources in rivers. However, this approach is subject to substantial uncertainties and limitations because of the numerous NO3- sources, the wide isotopic ranges, and the existing isotopic fractionations. In this study, we outline a combined procedure for improving the determination of NO3- sources in a paddy agriculture-urban gradient watershed in eastern China. First, the main sources of NO3- in the Qinhuai River were examined by the dual-isotope biplot approach, in which we narrowed the isotope ranges using site-specific isotopic results. Next, the bacterial groups and chemical properties of the river water were analyzed to verify these sources. Finally, we introduced a Bayesian model to apportion the spatiotemporal variations of the NO3- sources. Denitrification was first incorporated into the Bayesian model because denitrification plays an important role in the nitrogen pathway. The results showed that fertilizer contributed large amounts of NO3- to the surface water in traditional agricultural regions, whereas manure effluents were the dominant NO3- source in intensified agricultural regions, especially during the wet seasons. Sewage effluents were important in all three land uses and exhibited great differences between the dry season and the wet season. This combined analysis quantitatively delineates the proportion of NO3- sources from paddy agriculture to urban river water for both dry and wet seasons and incorporates isotopic fractionation and uncertainties in the source compositions.
Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno
2016-01-01
Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.
A Tutorial Introduction to Bayesian Models of Cognitive Development
2011-01-01
typewriter with an infinite amount of paper. There is a space of documents that it is capable of producing, which includes things like The Tempest and does...not include, say, a Vermeer painting or a poem written in Russian. This typewriter represents a means of generating the hypothesis space for a Bayesian...learner: each possible document that can be typed on it is a hypothesis, the infinite set of documents producible by the typewriter is the latent
Wheeler, David C.; Hickson, DeMarc A.; Waller, Lance A.
2010-01-01
Many diagnostic tools and goodness-of-fit measures, such as the Akaike information criterion (AIC) and the Bayesian deviance information criterion (DIC), are available to evaluate the overall adequacy of linear regression models. In addition, visually assessing adequacy in models has become an essential part of any regression analysis. In this paper, we focus on a spatial consideration of the local DIC measure for model selection and goodness-of-fit evaluation. We use a partitioning of the DIC into the local DIC, leverage, and deviance residuals to assess local model fit and influence for both individual observations and groups of observations in a Bayesian framework. We use visualization of the local DIC and differences in local DIC between models to assist in model selection and to visualize the global and local impacts of adding covariates or model parameters. We demonstrate the utility of the local DIC in assessing model adequacy using HIV prevalence data from pregnant women in the Butare province of Rwanda during 1989-1993 using a range of linear model specifications, from global effects only to spatially varying coefficient models, and a set of covariates related to sexual behavior. Results of applying the diagnostic visualization approach include more refined model selection and greater understanding of the models as applied to the data. PMID:21243121
Kaewprag, Pacharmon; Newton, Cheryl; Vermillion, Brenda; Hyun, Sookyung; Huang, Kun; Machiraju, Raghu
2017-07-05
We develop predictive models enabling clinicians to better understand and explore patient clinical data along with risk factors for pressure ulcers in intensive care unit patients from electronic health record data. Identifying accurate risk factors of pressure ulcers is essential to determining appropriate prevention strategies; in this work we examine medication, diagnosis, and traditional Braden pressure ulcer assessment scale measurements as patient features. In order to predict pressure ulcer incidence and better understand the structure of related risk factors, we construct Bayesian networks from patient features. Bayesian network nodes (features) and edges (conditional dependencies) are simplified with statistical network techniques. Upon reviewing a network visualization of our model, our clinician collaborators were able to identify strong relationships between risk factors widely recognized as associated with pressure ulcers. We present a three-stage framework for predictive analysis of patient clinical data: 1) Developing electronic health record feature extraction functions with assistance of clinicians, 2) simplifying features, and 3) building Bayesian network predictive models. We evaluate all combinations of Bayesian network models from different search algorithms, scoring functions, prior structure initializations, and sets of features. From the EHRs of 7,717 ICU patients, we construct Bayesian network predictive models from 86 medication, diagnosis, and Braden scale features. Our model not only identifies known and suspected high PU risk factors, but also substantially increases sensitivity of the prediction - nearly three times higher comparing to logistical regression models - without sacrificing the overall accuracy. We visualize a representative model with which our clinician collaborators identify strong relationships between risk factors widely recognized as associated with pressure ulcers. Given the strong adverse effect of pressure ulcers
Kang, Hakmook
2017-03-20
Current approaches separately analyze concurrently acquired diffusion tensor imaging (DTI) and functional magnetic resonance imaging (fMRI) data. The primary limitation of these approaches is that they do not take advantage of the information from DTI that could potentially enhance estimation of resting-state functional connectivity (FC) between brain regions. To overcome this limitation, we develop a Bayesian hierarchical spatiotemporal model that incorporates structural connectivity (SC) into estimating FC. In our proposed approach, SC based on DTI data is used to construct an informative prior for FC based on resting-state fMRI data through the Cholesky decomposition. Simulation studies showed that incorporating the two data produced significantly reduced mean squared errors compared to the standard approach of separately analyzing the two data from different modalities. We applied our model to analyze the resting state DTI and fMRI data collected to estimate FC between the brain regions that were hypothetically important in the origination and spread of temporal lobe epilepsy seizures. Our analysis concludes that the proposed model achieves smaller false positive rates and is much robust to data decimation compared to the conventional approach.
Testing students' e-learning via Facebook through Bayesian structural equation modeling.
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.
Directory of Open Access Journals (Sweden)
Moritz eBoos
2016-05-01
Full Text Available Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modelling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities by two (likelihoods design. Five computational models of cognitive processes were compared with the observed behaviour. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model’s success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modelling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modelling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.
Directory of Open Access Journals (Sweden)
Nengcheng Chen
2017-02-01
Full Text Available Due to the incomprehensive and inconsistent description of spatial and temporal information for city data observed by sensors in various fields, it is a great challenge to share the massive, multi-source and heterogeneous interdisciplinary instant point observation data resources. In this paper, a spatio-temporal enhanced metadata model for point observation data sharing was proposed. The proposed Data Meta-Model (DMM focused on the spatio-temporal characteristics and formulated a ten-tuple information description structure to provide a unified and spatio-temporal enhanced description of the point observation data. To verify the feasibility of the point observation data sharing based on DMM, a prototype system was established, and the performance improvement of Sensor Observation Service (SOS for the instant access and insertion of point observation data was realized through the proposed MongoSOS, which is a Not Only SQL (NoSQL SOS based on the MongoDB database and has the capability of distributed storage. For example, the response time of the access and insertion for navigation and positioning data can be realized at the millisecond level. Case studies were conducted, including the gas concentrations monitoring for the gas leak emergency response and the smart city public vehicle monitoring based on BeiDou Navigation Satellite System (BDS used for recording the dynamic observation information. The results demonstrated the versatility and extensibility of the DMM, and the spatio-temporal enhanced sharing for interdisciplinary instant point observations in smart cities.
Huang, Xiaodong; Clements, Archie C A; Williams, Gail; Mengersen, Kerrie; Tong, Shilu; Hu, Wenbiao
2016-04-01
A pandemic strain of influenza A spread rapidly around the world in 2009, now referred to as pandemic (H1N1) 2009. This study aimed to examine the spatiotemporal variation in the transmission rate of pandemic (H1N1) 2009 associated with changes in local socio-environmental conditions from May 7-December 31, 2009, at a postal area level in Queensland, Australia. We used the data on laboratory-confirmed H1N1 cases to examine the spatiotemporal dynamics of transmission using a flexible Bayesian, space-time, Susceptible-Infected-Recovered (SIR) modelling approach. The model incorporated parameters describing spatiotemporal variation in H1N1 infection and local socio-environmental factors. The weekly transmission rate of pandemic (H1N1) 2009 was negatively associated with the weekly area-mean maximum temperature at a lag of 1 week (LMXT) (posterior mean: -0.341; 95% credible interval (CI): -0.370--0.311) and the socio-economic index for area (SEIFA) (posterior mean: -0.003; 95% CI: -0.004--0.001), and was positively associated with the product of LMXT and the weekly area-mean vapour pressure at a lag of 1 week (LVAP) (posterior mean: 0.008; 95% CI: 0.007-0.009). There was substantial spatiotemporal variation in transmission rate of pandemic (H1N1) 2009 across Queensland over the epidemic period. High random effects of estimated transmission rates were apparent in remote areas and some postal areas with higher proportion of indigenous populations and smaller overall populations. Local SEIFA and local atmospheric conditions were associated with the transmission rate of pandemic (H1N1) 2009. The more populated regions displayed consistent and synchronized epidemics with low average transmission rates. The less populated regions had high average transmission rates with more variations during the H1N1 epidemic period. Copyright © 2016 Elsevier Inc. All rights reserved.
a New Process-Oriented and Spatiotemporal Data Model for GIS Data
Shen, Y.
2018-04-01
With the rapid development of wireless sensor and information technology, there is a trend of transition from "digital monitoring" to "intelligence monitoring" advancing process. The traditional model cannot completely match the dynamic data to accurately describe changes of geographical and environmental changes. In this paper, we try to build a process-oriented and real-time spatiotemporal data model to meet the demands. With various types of monitoring devices, detection methods and the utilization of new technologies, the model can simulate the possible waterlog area in a specific year by analyzing the given data. By testing and modifying the spatiotemporal model, we can come to a rational conclusion that our model can forecast the actual situation in certain extent.
Directory of Open Access Journals (Sweden)
J. P. Werner
2015-03-01
Full Text Available Reconstructions of the late-Holocene climate rely heavily upon proxies that are assumed to be accurately dated by layer counting, such as measurements of tree rings, ice cores, and varved lake sediments. Considerable advances could be achieved if time-uncertain proxies were able to be included within these multiproxy reconstructions, and if time uncertainties were recognized and correctly modeled for proxies commonly treated as free of age model errors. Current approaches for accounting for time uncertainty are generally limited to repeating the reconstruction using each one of an ensemble of age models, thereby inflating the final estimated uncertainty – in effect, each possible age model is given equal weighting. Uncertainties can be reduced by exploiting the inferred space–time covariance structure of the climate to re-weight the possible age models. Here, we demonstrate how Bayesian hierarchical climate reconstruction models can be augmented to account for time-uncertain proxies. Critically, although a priori all age models are given equal probability of being correct, the probabilities associated with the age models are formally updated within the Bayesian framework, thereby reducing uncertainties. Numerical experiments show that updating the age model probabilities decreases uncertainty in the resulting reconstructions, as compared with the current de facto standard of sampling over all age models, provided there is sufficient information from other data sources in the spatial region of the time-uncertain proxy. This approach can readily be generalized to non-layer-counted proxies, such as those derived from marine sediments.
A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network
Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.
2018-02-01
Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.
Bayesian Comparison of Alternative Graded Response Models for Performance Assessment Applications
Zhu, Xiaowen; Stone, Clement A.
2012-01-01
This study examined the relative effectiveness of Bayesian model comparison methods in selecting an appropriate graded response (GR) model for performance assessment applications. Three popular methods were considered: deviance information criterion (DIC), conditional predictive ordinate (CPO), and posterior predictive model checking (PPMC). Using…
Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor
2018-02-01
Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.
International Nuclear Information System (INIS)
Zhou Zhongbao; Zhou Jinglun; Sun Quan
2007-01-01
Effect of Human factors on system safety is increasingly serious, which is often ignored in traditional probabilistic safety assessment methods however. A new probabilistic safety assessment model based on object-oriented Bayesian networks is proposed in this paper. Human factors are integrated into the existed event sequence diagrams. Then the classes of the object-oriented Bayesian networks are constructed which are converted to latent Bayesian networks for inference. Finally, the inference results are integrated into event sequence diagrams for probabilistic safety assessment. The new method is applied to the accident of loss of coolant in a nuclear power plant. the results show that the model is not only applicable to real-time situation assessment, but also applicable to situation assessment based certain amount of information. The modeling complexity is kept down and the new method is appropriate to large complex systems due to the thoughts of object-oriented. (authors)
A model-based Bayesian framework for ECG beat segmentation
International Nuclear Information System (INIS)
Sayadi, O; Shamsollahi, M B
2009-01-01
The study of electrocardiogram (ECG) waveform amplitudes, timings and patterns has been the subject of intense research, for it provides a deep insight into the diagnostic features of the heart's functionality. In some recent works, a Bayesian filtering paradigm has been proposed for denoising and compression of ECG signals. In this paper, it is shown that this framework may be effectively used for ECG beat segmentation and extraction of fiducial points. Analytic expressions for the determination of points and intervals are derived and evaluated on various real ECG signals. Simulation results show that the method can contribute to and enhance the clinical ECG beat segmentation performance
Banking Crisis Early Warning Model based on a Bayesian Model Averaging Approach
Directory of Open Access Journals (Sweden)
Taha Zaghdoudi
2016-08-01
Full Text Available The succession of banking crises in which most have resulted in huge economic and financial losses, prompted several authors to study their determinants. These authors constructed early warning models to prevent their occurring. It is in this same vein as our study takes its inspiration. In particular, we have developed a warning model of banking crises based on a Bayesian approach. The results of this approach have allowed us to identify the involvement of the decline in bank profitability, deterioration of the competitiveness of the traditional intermediation, banking concentration and higher real interest rates in triggering bank crisis.
Stauffer, Reto; Mayr, Georg J; Messner, Jakob W; Umlauf, Nikolaus; Zeileis, Achim
2017-06-15
Flexible spatio-temporal models are widely used to create reliable and accurate estimates for precipitation climatologies. Most models are based on square root transformed monthly or annual means, where a normal distribution seems to be appropriate. This assumption becomes invalid on a daily time scale as the observations involve large fractions of zero observations and are limited to non-negative values. We develop a novel spatio-temporal model to estimate the full climatological distribution of precipitation on a daily time scale over complex terrain using a left-censored normal distribution. The results demonstrate that the new method is able to account for the non-normal distribution and the large fraction of zero observations. The new climatology provides the full climatological distribution on a very high spatial and temporal resolution, and is competitive with, or even outperforms existing methods, even for arbitrary locations.
Bayesian conditional-independence modeling of the AIDS epidemic in England and Wales
Gilks, Walter R.; De Angelis, Daniela; Day, Nicholas E.
We describe the use of conditional-independence modeling, Bayesian inference and Markov chain Monte Carlo, to model and project the HIV-AIDS epidemic in homosexual/bisexual males in England and Wales. Complexity in this analysis arises through selectively missing data, indirectly observed underlying processes, and measurement error. Our emphasis is on presentation and discussion of the concepts, not on the technicalities of this analysis, which can be found elsewhere [D. De Angelis, W.R. Gilks, N.E. Day, Bayesian projection of the the acquired immune deficiency syndrome epidemic (with discussion), Applied Statistics, in press].
Lee, Sik-Yum
2012-01-01
This book provides clear instructions to researchers on how to apply Structural Equation Models (SEMs) for analyzing the inter relationships between observed and latent variables. Basic and Advanced Bayesian Structural Equation Modeling introduces basic and advanced SEMs for analyzing various kinds of complex data, such as ordered and unordered categorical data, multilevel data, mixture data, longitudinal data, highly non-normal data, as well as some of their combinations. In addition, Bayesian semiparametric SEMs to capture the true distribution of explanatory latent variables are introduce
Bayesian interpolation in a dynamic sinusoidal model with application to packet-loss concealment
DEFF Research Database (Denmark)
Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Cemgil, Ali Taylan
2010-01-01
a Bayesian inference scheme for the missing observations, hidden states and model parameters of the dynamic model. The inference scheme is based on a Markov chain Monte Carlo method known as Gibbs sampler. We illustrate the performance of the inference scheme to the application of packet-loss concealment...
B.G. Marcot; J.D. Steventon; G.D. Sutherland; R.K. McCann
2006-01-01
We provide practical guidelines for developing, testing, and revising Bayesian belief networks (BBNs). Primary steps in this process include creating influence diagrams of the hypothesized "causal web" of key factors affecting a species or ecological outcome of interest; developing a first, alpha-level BBN model from the influence diagram; revising the model...
Bayesian near-boundary analysis in basic macroeconomic time series models
M.D. de Pooter (Michiel); F. Ravazzolo (Francesco); R. Segers (René); H.K. van Dijk (Herman)
2008-01-01
textabstractSeveral lessons learnt from a Bayesian analysis of basic macroeconomic time series models are presented for the situation where some model parameters have substantial posterior probability near the boundary of the parameter region. This feature refers to near-instability within dynamic
Predicting Graduation Rates at 4-Year Broad Access Institutions Using a Bayesian Modeling Approach
Crisp, Gloria; Doran, Erin; Salis Reyes, Nicole A.
2018-01-01
This study models graduation rates at 4-year broad access institutions (BAIs). We examine the student body, structural-demographic, and financial characteristics that best predict 6-year graduation rates across two time periods (2008-2009 and 2014-2015). A Bayesian model averaging approach is utilized to account for uncertainty in variable…
DEFF Research Database (Denmark)
Dalgaard, Jens; Pena, Jose; Kocka, Tomas
2004-01-01
We propose a method to assist the user in the interpretation of the best Bayesian network model indu- ced from data. The method consists in extracting relevant features from the model (e.g. edges, directed paths and Markov blankets) and, then, assessing the con¯dence in them by studying multiple...
A Bayesian Multi-Level Factor Analytic Model of Consumer Price Sensitivities across Categories
Duvvuri, Sri Devi; Gruca, Thomas S.
2010-01-01
Identifying price sensitive consumers is an important problem in marketing. We develop a Bayesian multi-level factor analytic model of the covariation among household-level price sensitivities across product categories that are substitutes. Based on a multivariate probit model of category incidence, this framework also allows the researcher to…
Bayesian prediction of spatial count data using generalized linear mixed models
DEFF Research Database (Denmark)
Christensen, Ole Fredslund; Waagepetersen, Rasmus Plenge
2002-01-01
Spatial weed count data are modeled and predicted using a generalized linear mixed model combined with a Bayesian approach and Markov chain Monte Carlo. Informative priors for a data set with sparse sampling are elicited using a previously collected data set with extensive sampling. Furthermore, ...
De Luca, G.; Magnus, J.R.
2011-01-01
In this article, we describe the estimation of linear regression models with uncertainty about the choice of the explanatory variables. We introduce the Stata commands bma and wals, which implement, respectively, the exact Bayesian model-averaging estimator and the weighted-average least-squares
A Bayesian MCMC method for point process models with intractable normalising constants
DEFF Research Database (Denmark)
Berthelsen, Kasper Klitgaard; Møller, Jesper
2004-01-01
to simulate from the "unknown distribution", perfect simulation algorithms become useful. We illustrate the method in cases whre the likelihood is given by a Markov point process model. Particularly, we consider semi-parametric Bayesian inference in connection to both inhomogeneous Markov point process models...... and pairwise interaction point processes....
Kim, Seohyun; Lu, Zhenqiu; Cohen, Allan S.
2018-01-01
Bayesian algorithms have been used successfully in the social and behavioral sciences to analyze dichotomous data particularly with complex structural equation models. In this study, we investigate the use of the Polya-Gamma data augmentation method with Gibbs sampling to improve estimation of structural equation models with dichotomous variables.…
Reconstructing Constructivism: Causal Models, Bayesian Learning Mechanisms, and the Theory Theory
Gopnik, Alison; Wellman, Henry M.
2012-01-01
We propose a new version of the "theory theory" grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework…
Osei, Frank B.; Osei, F.B.; Duker, Alfred A.; Stein, A.
2011-01-01
This study analyses the joint effects of the two transmission routes of cholera on the space-time diffusion dynamics. Statistical models are developed and presented to investigate the transmission network routes of cholera diffusion. A hierarchical Bayesian modelling approach is employed for a joint
Probabilistic M/EEG source imaging from sparse spatio-temporal event structure
DEFF Research Database (Denmark)
Stahlhut, Carsten; Attias, Hagai T.; Wipf, David
While MEG and EEG source imaging methods have to tackle a severely ill-posed problem their success can be stated as their ability to constrain the solutions using appropriate priors. In this paper we propose a hierarchical Bayesian model facilitating spatio-temporal patterns through the use of bo...
Spatio-temporal interpolation of precipitation during monsoon periods in Pakistan
Hussain, Ijaz; Spöck, Gunter; Pilz, Jürgen; Yu, Hwa-Lung
2010-08-01
Spatio-temporal estimation of precipitation over a region is essential to the modeling of hydrologic processes for water resources management. The changes of magnitude and space-time heterogeneity of rainfall observations make space-time estimation of precipitation a challenging task. In this paper we propose a Box-Cox transformed hierarchical Bayesian multivariate spatio-temporal interpolation method for the skewed response variable. The proposed method is applied to estimate space-time monthly precipitation in the monsoon periods during 1974-2000, and 27-year monthly average precipitation data are obtained from 51 stations in Pakistan. The results of transformed hierarchical Bayesian multivariate spatio-temporal interpolation are compared to those of non-transformed hierarchical Bayesian interpolation by using cross-validation. The software developed by [11] is used for Bayesian non-stationary multivariate space-time interpolation. It is observed that the transformed hierarchical Bayesian method provides more accuracy than the non-transformed hierarchical Bayesian method.
Directory of Open Access Journals (Sweden)
Hea-Jung Kim
2017-06-01
Full Text Available This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT models with stochastic (or uncertain constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT models (such as log-normal, log-Cauchy, and log-logistic FT models as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.
Application of Bayesian model averaging to measurements of the primordial power spectrum
International Nuclear Information System (INIS)
Parkinson, David; Liddle, Andrew R.
2010-01-01
Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for assessing parameter uncertainties in situations where there is also uncertainty in the underlying model. We apply model averaging to the estimation of the parameters associated with the primordial power spectra of curvature and tensor perturbations. We use CosmoNest and MultiNest to compute the model evidences and posteriors, using cosmic microwave data from WMAP, ACBAR, BOOMERanG, and CBI, plus large-scale structure data from the SDSS DR7. We find that the model-averaged 95% credible interval for the spectral index using all of the data is 0.940 s s is specified at a pivot scale 0.015 Mpc -1 . For the tensors model averaging can tighten the credible upper limit, depending on prior assumptions.
Juchem Neto, J. P.; Claeyssen, J. C. R.; Pôrto Júnior, S. S.
2018-03-01
In this paper we introduce capital transport cost in a unidimensional spatial Solow-Swan model of economic growth with capital-induced labor migration, considered in an unbounded domain. Proceeding with a stability analysis, we show that there is a critical value for the capital transport cost where the dynamic behavior of the economy changes, provided that the intensity of capital-induced labor migration is strong enough. On the one hand, if the capital transport cost is higher than this critical value, the spatially homogeneous equilibrium of coexistence of the model is stable, and the economy converges to this spatially homogeneous state in the long run; on the other hand, if transport cost is lower than this critical value, the equilibrium is unstable, and the economy may develop different spatio-temporal dynamics, including the formation of stable economic agglomerations and spatio-temporal economic cycles, depending on the other parameters in the model. Finally, numerical simulations support the results of the stability analysis, and illustrate the spatio-temporal dynamics generated by the model, suggesting that the economy as a whole benefits from the formation of economic agglomerations and cycles, with a higher capital transport cost reducing this gain.
A model for optimizing file access patterns using spatio-temporal parallelism
Energy Technology Data Exchange (ETDEWEB)
Boonthanome, Nouanesengsy [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Patchett, John [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Geveci, Berk [Kitware Inc., Clifton Park, NY (United States); Ahrens, James [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Bauer, Andy [Kitware Inc., Clifton Park, NY (United States); Chaudhary, Aashish [Kitware Inc., Clifton Park, NY (United States); Miller, Ross G. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Shipman, Galen M. [Oak Ridge National Lab. (ORNL), Oak Ridge, TN (United States); Williams, Dean N. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2013-01-01
For many years now, I/O read time has been recognized as the primary bottleneck for parallel visualization and analysis of large-scale data. In this paper, we introduce a model that can estimate the read time for a file stored in a parallel filesystem when given the file access pattern. Read times ultimately depend on how the file is stored and the access pattern used to read the file. The file access pattern will be dictated by the type of parallel decomposition used. We employ spatio-temporal parallelism, which combines both spatial and temporal parallelism, to provide greater flexibility to possible file access patterns. Using our model, we were able to configure the spatio-temporal parallelism to design optimized read access patterns that resulted in a speedup factor of approximately 400 over traditional file access patterns.
Travel Cost Inference from Sparse, Spatio-Temporally Correlated Time Series Using Markov Models
DEFF Research Database (Denmark)
Yang, Bin; Guo, Chenjuan; Jensen, Christian S.
2013-01-01
of such time series offers insight into the underlying system and enables prediction of system behavior. While the techniques presented in the paper apply more generally, we consider the case of transportation systems and aim to predict travel cost from GPS tracking data from probe vehicles. Specifically, each...... road segment has an associated travel-cost time series, which is derived from GPS data. We use spatio-temporal hidden Markov models (STHMM) to model correlations among different traffic time series. We provide algorithms that are able to learn the parameters of an STHMM while contending...... with the sparsity, spatio-temporal correlation, and heterogeneity of the time series. Using the resulting STHMM, near future travel costs in the transportation network, e.g., travel time or greenhouse gas emissions, can be inferred, enabling a variety of routing services, e.g., eco-routing. Empirical studies...
Introduction to Bayesian statistics
Bolstad, William M
2017-01-01
There is a strong upsurge in the use of Bayesian methods in applied statistical analysis, yet most introductory statistics texts only present frequentist methods. Bayesian statistics has many important advantages that students should learn about if they are going into fields where statistics will be used. In this Third Edition, four newly-added chapters address topics that reflect the rapid advances in the field of Bayesian staistics. The author continues to provide a Bayesian treatment of introductory statistical topics, such as scientific data gathering, discrete random variables, robust Bayesian methods, and Bayesian approaches to inferenfe cfor discrete random variables, bionomial proprotion, Poisson, normal mean, and simple linear regression. In addition, newly-developing topics in the field are presented in four new chapters: Bayesian inference with unknown mean and variance; Bayesian inference for Multivariate Normal mean vector; Bayesian inference for Multiple Linear RegressionModel; and Computati...
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.
BUMPER: the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction
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.
Bayesian analysis of data and model error in rainfall-runoff hydrological models
Kavetski, D.; Franks, S. W.; Kuczera, G.
2004-12-01
A major unresolved issue in the identification and use of conceptual hydrologic models is realistic description of uncertainty in the data and model structure. In particular, hydrologic parameters often cannot be measured directly and must be inferred (calibrated) from observed forcing/response data (typically, rainfall and runoff). However, rainfall varies significantly in space and time, yet is often estimated from sparse gauge networks. Recent work showed that current calibration methods (e.g., standard least squares, multi-objective calibration, generalized likelihood uncertainty estimation) ignore forcing uncertainty and assume that the rainfall is known exactly. Consequently, they can yield strongly biased and misleading parameter estimates. This deficiency confounds attempts to reliably test model hypotheses, to generalize results across catchments (the regionalization problem) and to quantify predictive uncertainty when the hydrologic model is extrapolated. This paper continues the development of a Bayesian total error analysis (BATEA) methodology for the calibration and identification of hydrologic models, which explicitly incorporates the uncertainty in both the forcing and response data, and allows systematic model comparison based on residual model errors and formal Bayesian hypothesis testing (e.g., using Bayes factors). BATEA is based on explicit stochastic models for both forcing and response uncertainty, whereas current techniques focus solely on response errors. Hence, unlike existing methods, the BATEA parameter equations directly reflect the modeler's confidence in all the data. We compare several approaches to approximating the parameter distributions: a) full Markov Chain Monte Carlo methods and b) simplified approaches based on linear approximations. Studies using synthetic and real data from the US and Australia show that BATEA systematically reduces the parameter bias, leads to more meaningful model fits and allows model comparison taking
Bayesian model selection of template forward models for EEG source reconstruction.
Strobbe, Gregor; van Mierlo, Pieter; De Vos, Maarten; Mijović, Bogdan; Hallez, Hans; Van Huffel, Sabine; López, José David; Vandenberghe, Stefaan
2014-06-01
Several EEG source reconstruction techniques have been proposed to identify the generating neuronal sources of electrical activity measured on the scalp. The solution of these techniques depends directly on the accuracy of the forward model that is inverted. Recently, a parametric empirical Bayesian (PEB) framework for distributed source reconstruction in EEG/MEG was introduced and implemented in the Statistical Parametric Mapping (SPM) software. The framework allows us to compare different forward modeling approaches, using real data, instead of using more traditional simulated data from an assumed true forward model. In the absence of a subject specific MR image, a 3-layered boundary element method (BEM) template head model is currently used including a scalp, skull and brain compartment. In this study, we introduced volumetric template head models based on the finite difference method (FDM). We constructed a FDM head model equivalent to the BEM model and an extended FDM model including CSF. These models were compared within the context of three different types of source priors related to the type of inversion used in the PEB framework: independent and identically distributed (IID) sources, equivalent to classical minimum norm approaches, coherence (COH) priors similar to methods such as LORETA, and multiple sparse priors (MSP). The resulting models were compared based on ERP data of 20 subjects using Bayesian model selection for group studies. The reconstructed activity was also compared with the findings of previous studies using functional magnetic resonance imaging. We found very strong evidence in favor of the extended FDM head model with CSF and assuming MSP. These results suggest that the use of realistic volumetric forward models can improve PEB EEG source reconstruction. Copyright © 2014 Elsevier Inc. All rights reserved.
Bayesian methods for data analysis
Carlin, Bradley P.
2009-01-01
Approaches for statistical inference Introduction Motivating Vignettes Defining the Approaches The Bayes-Frequentist Controversy Some Basic Bayesian Models The Bayes approach Introduction Prior Distributions Bayesian Inference Hierarchical Modeling Model Assessment Nonparametric Methods Bayesian computation Introduction Asymptotic Methods Noniterative Monte Carlo Methods Markov Chain Monte Carlo Methods Model criticism and selection Bayesian Modeling Bayesian Robustness Model Assessment Bayes Factors via Marginal Density Estimation Bayes Factors
Bayesian artificial intelligence
Korb, Kevin B
2010-01-01
Updated and expanded, Bayesian Artificial Intelligence, Second Edition provides a practical and accessible introduction to the main concepts, foundation, and applications of Bayesian networks. It focuses on both the causal discovery of networks and Bayesian inference procedures. Adopting a causal interpretation of Bayesian networks, the authors discuss the use of Bayesian networks for causal modeling. They also draw on their own applied research to illustrate various applications of the technology.New to the Second EditionNew chapter on Bayesian network classifiersNew section on object-oriente
Analysis and modelling of spatio-temporal properties of daily rainfall over the Danube basin
Serinaldi, F.; Kilsby, C. G.
2012-04-01
Central and Eastern Europe are prone to severe floods due to heavy rainfall that cause societal and economic damages, ranging from agriculture to water resources, from the insurance/reinsurance sector to the energy industry. To improve the flood risk analysis, a better characterisation and modelling of the rainfall patterns over this area, which involves the Danube river watershed, is strategically important. In this study, we analyse the spatio-temporal properties of a large data set of daily rainfall time series from 15 countries in the Central Eastern Europe through different lagged and non-lagged indices of associations that quantify both the overall dependence and extreme dependence of pairwise observations. We also show that these measures are linked to each other and can be written in a unique and coherent notation within the copula framework. Moreover, the lagged version of these measures allows exploring some important spatio-temporal properties of the rainfall fields. The exploratory analysis is complemented by the preliminary results of a spatio-temporal rainfall simulation performed via a compound model based upon the Generalized Additive Models for Location, Scale and Shape (GAMLSS) and meta-elliptical multivariate distributions.
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.
Risk prediction model for knee pain in the Nottingham community: a Bayesian modelling approach.
Fernandes, G S; Bhattacharya, A; McWilliams, D F; Ingham, S L; Doherty, M; Zhang, W
2017-03-20
Twenty-five percent of the British population over the age of 50 years experiences knee pain. Knee pain can limit physical ability and cause distress and bears significant socioeconomic costs. The objectives of this study were to develop and validate the first risk prediction model for incident knee pain in the Nottingham community and validate this internally within the Nottingham cohort and externally within the Osteoarthritis Initiative (OAI) cohort. A total of 1822 participants from the Nottingham community who were at risk for knee pain were followed for 12 years. Of this cohort, two-thirds (n = 1203) were used to develop the risk prediction model, and one-third (n = 619) were used to validate the model. Incident knee pain was defined as pain on most days for at least 1 month in the past 12 months. Predictors were age, sex, body mass index, pain elsewhere, prior knee injury and knee alignment. A Bayesian logistic regression model was used to determine the probability of an OR >1. The Hosmer-Lemeshow χ 2 statistic (HLS) was used for calibration, and ROC curve analysis was used for discrimination. The OAI cohort from the United States was also used to examine the performance of the model. A risk prediction model for knee pain incidence was developed using a Bayesian approach. The model had good calibration, with an HLS of 7.17 (p = 0.52) and moderate discriminative ability (ROC 0.70) in the community. Individual scenarios are given using the model. However, the model had poor calibration (HLS 5866.28, p prediction model for knee pain, regardless of underlying structural changes of knee osteoarthritis, in the community using a Bayesian modelling approach. The model appears to work well in a community-based population but not in individuals with a higher risk for knee osteoarthritis, and it may provide a convenient tool for use in primary care to predict the risk of knee pain in the general population.
A Dynamic Bayesian Network Model for the Production and Inventory Control
Shin, Ji-Sun; Takazaki, Noriyuki; Lee, Tae-Hong; Kim, Jin-Il; Lee, Hee-Hyol
In general, the production quantities and delivered goods are changed randomly and then the total stock is also changed randomly. This paper deals with the production and inventory control using the Dynamic Bayesian Network. Bayesian Network is a probabilistic model which represents the qualitative dependence between two or more random variables by the graph structure, and indicates the quantitative relations between individual variables by the conditional probability. The probabilistic distribution of the total stock is calculated through the propagation of the probability on the network. Moreover, an adjusting rule of the production quantities to maintain the probability of a lower limit and a ceiling of the total stock to certain values is shown.
Bayesian Inference on the Memory Parameter for Gamma-Modulated Regression Models
Directory of Open Access Journals (Sweden)
Plinio Andrade
2015-09-01
Full Text Available In this work, we propose a Bayesian methodology to make inferences for the memory parameter and other characteristics under non-standard assumptions for a class of stochastic processes. This class generalizes the Gamma-modulated process, with trajectories that exhibit long memory behavior, as well as decreasing variability as time increases. Different values of the memory parameter influence the speed of this decrease, making this heteroscedastic model very flexible. Its properties are used to implement an approximate Bayesian computation and MCMC scheme to obtain posterior estimates. We test and validate our method through simulations and real data from the big earthquake that occurred in 2010 in Chile.
Directory of Open Access Journals (Sweden)
P. Cowpertwait
2013-02-01
Full Text Available A spatiotemporal point process model of rainfall is fitted to data taken from three homogeneous regions in the Basque Country, Spain. The model is the superposition of two spatiotemporal Neyman–Scott processes, in which rain cells are modelled as discs with radii that follow exponential distributions. In addition, the model includes a parameter for the radius of storm discs, so that rain only occurs when both a cell and a storm disc overlap a point. The model is fitted to data for each month, taken from each of the three homogeneous regions, using a modified method of moments procedure that ensures a smooth seasonal variation in the parameter estimates.
Daily temperature data from 23 sites are used to fit a stochastic temperature model. A principal component analysis of the maximum daily temperatures across the sites indicates that 92% of the variance is explained by the first component, implying that this component can be used to account for spatial variation. A harmonic equation with autoregressive error terms is fitted to the first principal component. The temperature model is obtained by regressing the maximum daily temperature on the first principal component, an indicator variable for the region, and altitude. This, together with scaling and a regression model of temperature range, enables hourly temperatures to be predicted. Rainfall is included as an explanatory variable but has only a marginal influence when predicting temperatures.
A distributed model (TETIS; Francés et al., 2007 is calibrated for a selected catchment. Five hundred years of data are simulated using the rainfall and temperature models and used as input to the calibrated TETIS model to obtain simulated discharges to compare with observed discharges. Kolmogorov–Smirnov tests indicate that there is no significant difference in the distributions of observed and simulated maximum flows at the same sites, thus supporting the use of the spatiotemporal
Bayesian models based on test statistics for multiple hypothesis testing problems.
Ji, Yuan; Lu, Yiling; Mills, Gordon B
2008-04-01
We propose a Bayesian method for the problem of multiple hypothesis testing that is routinely encountered in bioinformatics research, such as the differential gene expression analysis. Our algorithm is based on modeling the distributions of test statistics under both null and alternative hypotheses. We substantially reduce the complexity of the process of defining posterior model probabilities by modeling the test statistics directly instead of modeling the full data. Computationally, we apply a Bayesian FDR approach to control the number of rejections of null hypotheses. To check if our model assumptions for the test statistics are valid for various bioinformatics experiments, we also propose a simple graphical model-assessment tool. Using extensive simulations, we demonstrate the performance of our models and the utility of the model-assessment tool. In the end, we apply the proposed methodology to an siRNA screening and a gene expression experiment.
Prudhomme, Serge; Bryant, Corey M.
2015-01-01
Parameter estimation for complex models using Bayesian inference is usually a very costly process as it requires a large number of solves of the forward problem. We show here how the construction of adaptive surrogate models using a posteriori error estimates for quantities of interest can significantly reduce the computational cost in problems of statistical inference. As surrogate models provide only approximations of the true solutions of the forward problem, it is nevertheless necessary to control these errors in order to construct an accurate reduced model with respect to the observables utilized in the identification of the model parameters. Effectiveness of the proposed approach is demonstrated on a numerical example dealing with the Spalart–Allmaras model for the simulation of turbulent channel flows. In particular, we illustrate how Bayesian model selection using the adapted surrogate model in place of solving the coupled nonlinear equations leads to the same quality of results while requiring fewer nonlinear PDE solves.
Prudhomme, Serge
2015-09-17
Parameter estimation for complex models using Bayesian inference is usually a very costly process as it requires a large number of solves of the forward problem. We show here how the construction of adaptive surrogate models using a posteriori error estimates for quantities of interest can significantly reduce the computational cost in problems of statistical inference. As surrogate models provide only approximations of the true solutions of the forward problem, it is nevertheless necessary to control these errors in order to construct an accurate reduced model with respect to the observables utilized in the identification of the model parameters. Effectiveness of the proposed approach is demonstrated on a numerical example dealing with the Spalart–Allmaras model for the simulation of turbulent channel flows. In particular, we illustrate how Bayesian model selection using the adapted surrogate model in place of solving the coupled nonlinear equations leads to the same quality of results while requiring fewer nonlinear PDE solves.
[Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model].
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.
Directory of Open Access Journals (Sweden)
Sarah Depaoli
2015-03-01
Full Text Available Background: After traumatic events, such as disaster, war trauma, and injuries including burns (which is the focus here, the risk to develop posttraumatic stress disorder (PTSD is approximately 10% (Breslau & Davis, 1992. Latent Growth Mixture Modeling can be used to classify individuals into distinct groups exhibiting different patterns of PTSD (Galatzer-Levy, 2015. Currently, empirical evidence points to four distinct trajectories of PTSD patterns in those who have experienced burn trauma. These trajectories are labeled as: resilient, recovery, chronic, and delayed onset trajectories (e.g., Bonanno, 2004; Bonanno, Brewin, Kaniasty, & Greca, 2010; Maercker, Gäbler, O'Neil, Schützwohl, & Müller, 2013; Pietrzak et al., 2013. The delayed onset trajectory affects only a small group of individuals, that is, about 4–5% (O'Donnell, Elliott, Lau, & Creamer, 2007. In addition to its low frequency, the later onset of this trajectory may contribute to the fact that these individuals can be easily overlooked by professionals. In this special symposium on Estimating PTSD trajectories (Van de Schoot, 2015a, we illustrate how to properly identify this small group of individuals through the Bayesian estimation framework using previous knowledge through priors (see, e.g., Depaoli & Boyajian, 2014; Van de Schoot, Broere, Perryck, Zondervan-Zwijnenburg, & Van Loey, 2015. Method: We used latent growth mixture modeling (LGMM (Van de Schoot, 2015b to estimate PTSD trajectories across 4 years that followed a traumatic burn. We demonstrate and compare results from traditional (maximum likelihood and Bayesian estimation using priors (see, Depaoli, 2012, 2013. Further, we discuss where priors come from and how to define them in the estimation process. Results: We demonstrate that only the Bayesian approach results in the desired theory-driven solution of PTSD trajectories. Since the priors are chosen subjectively, we also present a sensitivity analysis of the
R.W. Strachan (Rodney); H.K. van Dijk (Herman)
2010-01-01
textabstractThe empirical support for a real business cycle model with two technology shocks is evaluated using a Bayesian model averaging procedure. This procedure makes use of a finite mixture of many models within the class of vector autoregressive (VAR) processes. The linear VAR model is
Leventhal, Brian C.; Stone, Clement A.
2018-01-01
Interest in Bayesian analysis of item response theory (IRT) models has grown tremendously due to the appeal of the paradigm among psychometricians, advantages of these methods when analyzing complex models, and availability of general-purpose software. Possible models include models which reflect multidimensionality due to designed test structure,…
Bayesian state space models for dynamic genetic network construction across multiple tissues.
Liang, Yulan; Kelemen, Arpad
2016-08-01
Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.
A comparison of machine learning and Bayesian modelling for molecular serotyping.
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
Maximum entropy perception-action space: a Bayesian model of eye movement selection
Colas , Francis; Bessière , Pierre; Girard , Benoît
2010-01-01
International audience; In this article, we investigate the issue of the selection of eye movements in a free-eye Multiple Object Tracking task. We propose a Bayesian model of retinotopic maps with a complex logarithmic mapping. This model is structured in two parts: a representation of the visual scene, and a decision model based on the representation. We compare different decision models based on different features of the representation and we show that taking into account uncertainty helps...
A Robust Bayesian Approach for Structural Equation Models with Missing Data
Lee, Sik-Yum; Xia, Ye-Mao
2008-01-01
In this paper, normal/independent distributions, including but not limited to the multivariate t distribution, the multivariate contaminated distribution, and the multivariate slash distribution, are used to develop a robust Bayesian approach for analyzing structural equation models with complete or missing data. In the context of a nonlinear…
What Type of Finance Matters for Growth? Bayesian Model Averaging Evidence
Czech Academy of Sciences Publication Activity Database
Iftekhar, H.; Horváth, Roman; Mareš, J.
-, - (2018) ISSN 0258-6770 R&D Projects: GA ČR GA16-09190S Institutional support: RVO:67985556 Keywords : long-term economic growth * Bayesian model * uncertainty Subject RIV: AH - Economic s Impact factor: 1.431, year: 2016 http://library.utia.cas.cz/separaty/2017/E/horvath-0466516.pdf
Bayesian Uncertainty Quantification for Subsurface Inversion Using a Multiscale Hierarchical Model
Mondal, Anirban
2014-07-03
We consider a Bayesian approach to nonlinear inverse problems in which the unknown quantity is a random field (spatial or temporal). The Bayesian approach contains a natural mechanism for regularization in the form of prior information, can incorporate information from heterogeneous sources and provide a quantitative assessment of uncertainty in the inverse solution. The Bayesian setting casts the inverse solution as a posterior probability distribution over the model parameters. The Karhunen-Loeve expansion is used for dimension reduction of the random field. Furthermore, we use a hierarchical Bayes model to inject multiscale data in the modeling framework. In this Bayesian framework, we show that this inverse problem is well-posed by proving that the posterior measure is Lipschitz continuous with respect to the data in total variation norm. Computational challenges in this construction arise from the need for repeated evaluations of the forward model (e.g., in the context of MCMC) and are compounded by high dimensionality of the posterior. We develop two-stage reversible jump MCMC that has the ability to screen the bad proposals in the first inexpensive stage. Numerical results are presented by analyzing simulated as well as real data from hydrocarbon reservoir. This article has supplementary material available online. © 2014 American Statistical Association and the American Society for Quality.
Bayesian modeling of ChIP-chip data using latent variables.
Wu, Mingqi; Liang, Faming; Tian, Yanan
2009-01-01
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
Fast and accurate Bayesian model criticism and conflict diagnostics using R-INLA
Ferkingstad, Egil; Held, Leonhard; Rue, Haavard
2017-01-01
. Usually, a Bayesian hierarchical model incorporates a grouping of the individual data points, as, for example, with individuals in repeated measurement data. In such cases, the following question arises: Are any of the groups “outliers,” or in conflict
Bekele, Rahel; McPherson, Maggie
2011-01-01
This research work presents a Bayesian Performance Prediction Model that was created in order to determine the strength of personality traits in predicting the level of mathematics performance of high school students in Addis Ababa. It is an automated tool that can be used to collect information from students for the purpose of effective group…
A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT)
Arenson, Ethan A.; Karabatsos, George
2017-01-01
Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…
Czech Academy of Sciences Publication Activity Database
Fernandes, R.; Millard, A.R.; Brabec, Marek; Nadeau, M.J.; Grootes, P.
2014-01-01
Roč. 9, č. 2 (2014), Art . no. e87436 E-ISSN 1932-6203 Institutional support: RVO:67985807 Keywords : ancienit diet reconstruction * stable isotope measurements * mixture model * Bayesian estimation * Dirichlet prior Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 3.234, year: 2014
Optimizing Cruising Routes for Taxi Drivers Using a Spatio-Temporal Trajectory Model
Directory of Open Access Journals (Sweden)
Liang Wu
2017-11-01
Full Text Available Much of the taxi route-planning literature has focused on driver strategies for finding passengers and determining the hot spot pick-up locations using historical global positioning system (GPS trajectories of taxis based on driver experience, distance from the passenger drop-off location to the next passenger pick-up location and the waiting times at recommended locations for the next passenger. The present work, however, considers the average taxi travel speed mined from historical taxi GPS trajectory data and the allocation of cruising routes to more than one taxi driver in a small-scale region to neighboring pick-up locations. A spatio-temporal trajectory model with load balancing allocations is presented to not only explore pick-up/drop-off information but also provide taxi drivers with cruising routes to the recommended pick-up locations. In simulation experiments, our study shows that taxi drivers using cruising routes recommended by our spatio-temporal trajectory model can significantly reduce the average waiting time and travel less distance to quickly find their next passengers, and the load balancing strategy significantly alleviates road loads. These objective measures can help us better understand spatio-temporal traffic patterns and guide taxi navigation.
An Application of Bayesian Approach in Modeling Risk of Death in an Intensive Care Unit.
Wong, Rowena Syn Yin; Ismail, Noor Azina
2016-01-01
There are not many studies that attempt to model intensive care unit (ICU) risk of death in developing countries, especially in South East Asia. The aim of this study was to propose and describe application of a Bayesian approach in modeling in-ICU deaths in a Malaysian ICU. This was a prospective study in a mixed medical-surgery ICU in a multidisciplinary tertiary referral hospital in Malaysia. Data collection included variables that were defined in Acute Physiology and Chronic Health Evaluation IV (APACHE IV) model. Bayesian Markov Chain Monte Carlo (MCMC) simulation approach was applied in the development of four multivariate logistic regression predictive models for the ICU, where the main outcome measure was in-ICU mortality risk. The performance of the models were assessed through overall model fit, discrimination and calibration measures. Results from the Bayesian models were also compared against results obtained using frequentist maximum likelihood method. The study involved 1,286 consecutive ICU admissions between January 1, 2009 and June 30, 2010, of which 1,111 met the inclusion criteria. Patients who were admitted to the ICU were generally younger, predominantly male, with low co-morbidity load and mostly under mechanical ventilation. The overall in-ICU mortality rate was 18.5% and the overall mean Acute Physiology Score (APS) was 68.5. All four models exhibited good discrimination, with area under receiver operating characteristic curve (AUC) values approximately 0.8. Calibration was acceptable (Hosmer-Lemeshow p-values > 0.05) for all models, except for model M3. Model M1 was identified as the model with the best overall performance in this study. Four prediction models were proposed, where the best model was chosen based on its overall performance in this study. This study has also demonstrated the promising potential of the Bayesian MCMC approach as an alternative in the analysis and modeling of in-ICU mortality outcomes.
An Application of Bayesian Approach in Modeling Risk of Death in an Intensive Care Unit.
Directory of Open Access Journals (Sweden)
Rowena Syn Yin Wong
Full Text Available There are not many studies that attempt to model intensive care unit (ICU risk of death in developing countries, especially in South East Asia. The aim of this study was to propose and describe application of a Bayesian approach in modeling in-ICU deaths in a Malaysian ICU.This was a prospective study in a mixed medical-surgery ICU in a multidisciplinary tertiary referral hospital in Malaysia. Data collection included variables that were defined in Acute Physiology and Chronic Health Evaluation IV (APACHE IV model. Bayesian Markov Chain Monte Carlo (MCMC simulation approach was applied in the development of four multivariate logistic regression predictive models for the ICU, where the main outcome measure was in-ICU mortality risk. The performance of the models were assessed through overall model fit, discrimination and calibration measures. Results from the Bayesian models were also compared against results obtained using frequentist maximum likelihood method.The study involved 1,286 consecutive ICU admissions between January 1, 2009 and June 30, 2010, of which 1,111 met the inclusion criteria. Patients who were admitted to the ICU were generally younger, predominantly male, with low co-morbidity load and mostly under mechanical ventilation. The overall in-ICU mortality rate was 18.5% and the overall mean Acute Physiology Score (APS was 68.5. All four models exhibited good discrimination, with area under receiver operating characteristic curve (AUC values approximately 0.8. Calibration was acceptable (Hosmer-Lemeshow p-values > 0.05 for all models, except for model M3. Model M1 was identified as the model with the best overall performance in this study.Four prediction models were proposed, where the best model was chosen based on its overall performance in this study. This study has also demonstrated the promising potential of the Bayesian MCMC approach as an alternative in the analysis and modeling of in-ICU mortality outcomes.
Modelling spatio-temporal interactions within the cell
Indian Academy of Sciences (India)
Prakash
Cell signalling pathways make up the regulatory systems of mammalian cells. ... This organization makes it possible to study the signalling networks in a modelling ..... energy transfer (FRET) and fluorescence recovery after photobleaching ...
Bayesian model selection validates a biokinetic model for zirconium processing in humans
2012-01-01
Background In radiation protection, biokinetic models for zirconium processing are of crucial importance in dose estimation and further risk analysis for humans exposed to this radioactive substance. They provide limiting values of detrimental effects and build the basis for applications in internal dosimetry, the prediction for radioactive zirconium retention in various organs as well as retrospective dosimetry. Multi-compartmental models are the tool of choice for simulating the processing of zirconium. Although easily interpretable, determining the exact compartment structure and interaction mechanisms is generally daunting. In the context of observing the dynamics of multiple compartments, Bayesian methods provide efficient tools for model inference and selection. Results We are the first to apply a Markov chain Monte Carlo approach to compute Bayes factors for the evaluation of two competing models for zirconium processing in the human body after ingestion. Based on in vivo measurements of human plasma and urine levels we were able to show that a recently published model is superior to the standard model of the International Commission on Radiological Protection. The Bayes factors were estimated by means of the numerically stable thermodynamic integration in combination with a recently developed copula-based Metropolis-Hastings sampler. Conclusions In contrast to the standard model the novel model predicts lower accretion of zirconium in bones. This results in lower levels of noxious doses for exposed individuals. Moreover, the Bayesian approach allows for retrospective dose assessment, including credible intervals for the initially ingested zirconium, in a significantly more reliable fashion than previously possible. All methods presented here are readily applicable to many modeling tasks in systems biology. PMID:22863152
Climatic Models Ensemble-based Mid-21st Century Runoff Projections: A Bayesian Framework
Achieng, K. O.; Zhu, J.
2017-12-01
There are a number of North American Regional Climate Change Assessment Program (NARCCAP) climatic models that have been used to project surface runoff in the mid-21st century. Statistical model selection techniques are often used to select the model that best fits data. However, model selection techniques often lead to different conclusions. In this study, ten models are averaged in Bayesian paradigm to project runoff. Bayesian Model Averaging (BMA) is used to project and identify effect of model uncertainty on future runoff projections. Baseflow separation - a two-digital filter which is also called Eckhardt filter - is used to separate USGS streamflow (total runoff) into two components: baseflow and surface runoff. We use this surface runoff as the a priori runoff when conducting BMA of runoff simulated from the ten RCM models. The primary objective of this study is to evaluate how well RCM multi-model ensembles simulate surface runoff, in a Bayesian framework. Specifically, we investigate and discuss the following questions: How well do ten RCM models ensemble jointly simulate surface runoff by averaging over all the models using BMA, given a priori surface runoff? What are the effects of model uncertainty on surface runoff simulation?
Non-parametric Bayesian graph models reveal community structure in resting state fMRI
DEFF Research Database (Denmark)
Andersen, Kasper Winther; Madsen, Kristoffer H.; Siebner, Hartwig Roman
2014-01-01
Modeling of resting state functional magnetic resonance imaging (rs-fMRI) data using network models is of increasing interest. It is often desirable to group nodes into clusters to interpret the communication patterns between nodes. In this study we consider three different nonparametric Bayesian...... models for node clustering in complex networks. In particular, we test their ability to predict unseen data and their ability to reproduce clustering across datasets. The three generative models considered are the Infinite Relational Model (IRM), Bayesian Community Detection (BCD), and the Infinite...... between clusters. BCD restricts the between-cluster link probabilities to be strictly lower than within-cluster link probabilities to conform to the community structure typically seen in social networks. IDM only models a single between-cluster link probability, which can be interpreted as a background...
A spatio-temporal process data model for characterizing marine disasters
International Nuclear Information System (INIS)
Jiang, B; Gao, T; Zhang, X; Huang, X
2014-01-01
Marine disasters are a more prevalent problem in China than in many other countries. Based on the development of a status quo of China's marine disaster the space-time process model is used. The model uses the ocean's temperature field, salinity field, water density field, surface wind field, wave field and other four-dimensional spatio-temporal quantities. This paper studies that model in detail. This study aims at using the theory to provide support during marine disasters in an effort to prevent or decrease their frequency in the future
Marcoulides, Katerina M.
2018-01-01
This study examined the use of Bayesian analysis methods for the estimation of item parameters in a two-parameter logistic item response theory model. Using simulated data under various design conditions with both informative and non-informative priors, the parameter recovery of Bayesian analysis methods were examined. Overall results showed that…
Model selection for convolutive ICA with an application to spatiotemporal analysis of EEG
DEFF Research Database (Denmark)
Dyrholm, Mads; Makeig, S.; Hansen, Lars Kai
2007-01-01
We present a new algorithm for maximum likelihood convolutive independent component analysis (ICA) in which components are unmixed using stable autoregressive filters determined implicitly by estimating a convolutive model of the mixing process. By introducing a convolutive mixing model...... for the components, we show how the order of the filters in the model can be correctly detected using Bayesian model selection. We demonstrate a framework for deconvolving a subspace of independent components in electroencephalography (EEG). Initial results suggest that in some cases, convolutive mixing may...
A Pareto scale-inflated outlier model and its Bayesian analysis
Scollnik, David P. M.
2016-01-01
This paper develops a Pareto scale-inflated outlier model. This model is intended for use when data from some standard Pareto distribution of interest is suspected to have been contaminated with a relatively small number of outliers from a Pareto distribution with the same shape parameter but with an inflated scale parameter. The Bayesian analysis of this Pareto scale-inflated outlier model is considered and its implementation using the Gibbs sampler is discussed. The paper contains three wor...
Spatio-temporal Background Models for Outdoor Surveillance
Directory of Open Access Journals (Sweden)
Pless Robert
2005-01-01
Full Text Available Video surveillance in outdoor areas is hampered by consistent background motion which defeats systems that use motion to identify intruders. While algorithms exist for masking out regions with motion, a better approach is to develop a statistical model of the typical dynamic video appearance. This allows the detection of potential intruders even in front of trees and grass waving in the wind, waves across a lake, or cars moving past. In this paper we present a general framework for the identification of anomalies in video, and a comparison of statistical models that characterize the local video dynamics at each pixel neighborhood. A real-time implementation of these algorithms runs on an 800 MHz laptop, and we present qualitative results in many application domains.
Spatiotemporal modelling and mapping of the bubonic plague epidemic in India
Directory of Open Access Journals (Sweden)
Christakos George
2006-03-01
Full Text Available Abstract Background This work studies the spatiotemporal evolution of bubonic plague in India during 1896–1906 using stochastic concepts and geographical information science techniques. In the past, most investigations focused on selected cities to conduct different kinds of studies, such as the ecology of rats. No detailed maps existed incorporating the space-time dependence structure and uncertainty sources of the epidemic system and providing a composite space-time picture of the disease propagation characteristics. Results Informative spatiotemporal maps were generated that represented mortality rates and geographical spread of the disease, and epidemic indicator plots were derived that offered meaningful characterizations of the spatiotemporal disease distribution. The bubonic plague in India exhibited strong seasonal and geographical features. During its entire duration, the plague continued to invade new geographical areas, while it followed a re-emergence pattern at many localities; its rate changed significantly during each year and the mortality distribution exhibited space-time heterogeneous patterns; prevalence usually occurred in the autumn and spring, whereas the plague stopped moving towards new locations during the summers. Conclusion Modern stochastic modelling and geographical information science provide powerful means to study the spatiotemporal distribution of the bubonic plague epidemic under conditions of uncertainty and multi-sourced databases; to account for various forms of interdisciplinary knowledge; and to generate informative space-time maps of mortality rates and propagation patterns. To the best of our knowledge, this kind of plague maps and plots become available for the first time, thus providing novel perspectives concerning the distribution and space-time propagation of the deadly epidemic. Furthermore, systematic maps and indicator plots make possible the comparison of the spatial-temporal propagation
Zeng, X.
2015-12-01
A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.
bspmma: An R Package for Bayesian Semiparametric Models for Meta-Analysis
Directory of Open Access Journals (Sweden)
Deborah Burr
2012-07-01
Full Text Available We introduce an R package, bspmma, which implements a Dirichlet-based random effects model specific to meta-analysis. In meta-analysis, when combining effect estimates from several heterogeneous studies, it is common to use a random-effects model. The usual frequentist or Bayesian models specify a normal distribution for the true effects. However, in many situations, the effect distribution is not normal, e.g., it can have thick tails, be skewed, or be multi-modal. A Bayesian nonparametric model based on mixtures of Dirichlet process priors has been proposed in the literature, for the purpose of accommodating the non-normality. We review this model and then describe a competitor, a semiparametric version which has the feature that it allows for a well-defined centrality parameter convenient for determining whether the overall effect is significant. This second Bayesian model is based on a different version of the Dirichlet process prior, and we call it the "conditional Dirichlet model". The package contains functions to carry out analyses based on either the ordinary or the conditional Dirichlet model, functions for calculating certain Bayes factors that provide a check on the appropriateness of the conditional Dirichlet model, and functions that enable an empirical Bayes selection of the precision parameter of the Dirichlet process. We illustrate the use of the package on two examples, and give an interpretation of the results in these two different scenarios.
Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.
2009-05-01
Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.
A Bayesian approach for parameter estimation and prediction using a computationally intensive model
International Nuclear Information System (INIS)
Higdon, Dave; McDonnell, Jordan D; Schunck, Nicolas; Sarich, Jason; Wild, Stefan M
2015-01-01
Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model η(θ), where θ denotes the uncertain, best input setting. Hence the statistical model is of the form y=η(θ)+ϵ, where ϵ accounts for measurement, and possibly other, error sources. When nonlinearity is present in η(⋅), the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model η(⋅). This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. We also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory. (paper)
International Nuclear Information System (INIS)
Coolen, F.P.A.
1997-01-01
This paper is intended to make researchers in reliability theory aware of a recently introduced Bayesian model with imprecise prior distributions for statistical inference on failure data, that can also be considered as a robust Bayesian model. The model consists of a multinomial distribution with Dirichlet priors, making the approach basically nonparametric. New results for the model are presented, related to right-censored observations, where estimation based on this model is closely related to the product-limit estimator, which is an important statistical method to deal with reliability or survival data including right-censored observations. As for the product-limit estimator, the model considered in this paper aims at not using any information other than that provided by observed data, but our model fits into the robust Bayesian context which has the advantage that all inferences can be based on probabilities or expectations, or bounds for probabilities or expectations. The model uses a finite partition of the time-axis, and as such it is also related to life-tables
Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.
Patri, Jean-François; Diard, Julien; Perrier, Pascal
2015-12-01
The remarkable capacity of the speech motor system to adapt to various speech conditions is due to an excess of degrees of freedom, which enables producing similar acoustical properties with different sets of control strategies. To explain how the central nervous system selects one of the possible strategies, a common approach, in line with optimal motor control theories, is to model speech motor planning as the solution of an optimality problem based on cost functions. Despite the success of this approach, one of its drawbacks is the intrinsic contradiction between the concept of optimality and the observed experimental intra-speaker token-to-token variability. The present paper proposes an alternative approach by formulating feedforward optimal control in a probabilistic Bayesian modeling framework. This is illustrated by controlling a biomechanical model of the vocal tract for speech production and by comparing it with an existing optimal control model (GEPPETO). The essential elements of this optimal control model are presented first. From them the Bayesian model is constructed in a progressive way. Performance of the Bayesian model is evaluated based on computer simulations and compared to the optimal control model. This approach is shown to be appropriate for solving the speech planning problem while accounting for variability in a principled way.
Principles for statistical inference on big spatio-temporal data from climate models
Castruccio, Stefano
2018-02-24
The vast increase in size of modern spatio-temporal datasets has prompted statisticians working in environmental applications to develop new and efficient methodologies that are still able to achieve inference for nontrivial models within an affordable time. Climate model outputs push the limits of inference for Gaussian processes, as their size can easily be larger than 10 billion data points. Drawing from our experience in a set of previous work, we provide three principles for the statistical analysis of such large datasets that leverage recent methodological and computational advances. These principles emphasize the need of embedding distributed and parallel computing in the inferential process.
Principles for statistical inference on big spatio-temporal data from climate models
Castruccio, Stefano; Genton, Marc G.
2018-01-01
The vast increase in size of modern spatio-temporal datasets has prompted statisticians working in environmental applications to develop new and efficient methodologies that are still able to achieve inference for nontrivial models within an affordable time. Climate model outputs push the limits of inference for Gaussian processes, as their size can easily be larger than 10 billion data points. Drawing from our experience in a set of previous work, we provide three principles for the statistical analysis of such large datasets that leverage recent methodological and computational advances. These principles emphasize the need of embedding distributed and parallel computing in the inferential process.
Automated parameter estimation for biological models using Bayesian statistical model checking.
Hussain, Faraz; Langmead, Christopher J; Mi, Qi; Dutta-Moscato, Joyeeta; Vodovotz, Yoram; Jha, Sumit K
2015-01-01
Probabilistic models have gained widespread acceptance in the systems biology community as a useful way to represent complex biological systems. Such models are developed using existing knowledge of the structure and dynamics of the system, experimental observations, and inferences drawn from statistical analysis of empirical data. A key bottleneck in building such models is that some system variables cannot be measured experimentally. These variables are incorporated into the model as numerical parameters. Determining values of these parameters that justify existing experiments and provide reliable predictions when model simulations are performed is a key research problem. Using an agent-based model of the dynamics of acute inflammation, we demonstrate a novel parameter estimation algorithm by discovering the amount and schedule of doses of bacterial lipopolysaccharide that guarantee a set of observed clinical outcomes with high probability. We synthesized values of twenty-eight unknown parameters such that the parameterized model instantiated with these parameter values satisfies four specifications describing the dynamic behavior of the model. We have developed a new algorithmic technique for discovering parameters in complex stochastic models of biological systems given behavioral specifications written in a formal mathematical logic. Our algorithm uses Bayesian model checking, sequential hypothesis testing, and stochastic optimization to automatically synthesize parameters of probabilistic biological models.
International Nuclear Information System (INIS)
Park, Inseok; Grandhi, Ramana V.
2014-01-01
Apart from parametric uncertainty, model form uncertainty as well as prediction error may be involved in the analysis of engineering system. Model form uncertainty, inherently existing in selecting the best approximation from a model set cannot be ignored, especially when the predictions by competing models show significant differences. In this research, a methodology based on maximum likelihood estimation is presented to quantify model form uncertainty using the measured differences of experimental and model outcomes, and is compared with a fully Bayesian estimation to demonstrate its effectiveness. While a method called the adjustment factor approach is utilized to propagate model form uncertainty alone into the prediction of a system response, a method called model averaging is utilized to incorporate both model form uncertainty and prediction error into it. A numerical problem of concrete creep is used to demonstrate the processes for quantifying model form uncertainty and implementing the adjustment factor approach and model averaging. Finally, the presented methodology is applied to characterize the engineering benefits of a laser peening process
Spatio-temporal modelling of dengue fever incidence in Malaysia
Che-Him, Norziha; Ghazali Kamardan, M.; Saifullah Rusiman, Mohd; Sufahani, Suliadi; Mohamad, Mahathir; @ Kamariah Kamaruddin, Nafisah
2018-04-01
Previous studies reported significant relationship between dengue incidence rate (DIR) and both climatic and non-climatic factors. Therefore, this study proposes a generalised additive model (GAM) framework for dengue risk in Malaysia by using both climatic and non-climatic factors. The data used is monthly DIR for 12 states of Malaysia from 2001 to 2009. In this study, we considered an annual trend, seasonal effects, population, population density and lagged DIR, rainfall, temperature, number of rainy days and El Niño-Southern Oscillation (ENSO). The population density is found to be positively related to monthly DIR. There are generally weak relationships between monthly DIR and climate variables. A negative binomial GAM shows that there are statistically significant relationships between DIR with climatic and non-climatic factors. These include mean rainfall and temperature, the number of rainy days, sea surface temperature and the interaction between mean temperature (lag 1 month) and sea surface temperature (lag 6 months). These also apply to DIR (lag 3 months) and population density.
Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models
Plant, Nathaniel G.; Holland, K. Todd
2011-01-01
Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.
He, Yuning
2015-01-01
The behavior of complex aerospace systems is governed by numerous parameters. For safety analysis it is important to understand how the system behaves with respect to these parameter values. In particular, understanding the boundaries between safe and unsafe regions is of major importance. In this paper, we describe a hierarchical Bayesian statistical modeling approach for the online detection and characterization of such boundaries. Our method for classification with active learning uses a particle filter-based model and a boundary-aware metric for best performance. From a library of candidate shapes incorporated with domain expert knowledge, the location and parameters of the boundaries are estimated using advanced Bayesian modeling techniques. The results of our boundary analysis are then provided in a form understandable by the domain expert. We illustrate our approach using a simulation model of a NASA neuro-adaptive flight control system, as well as a system for the detection of separation violations in the terminal airspace.
DEFF Research Database (Denmark)
Strathe, Anders Bjerring; Jørgensen, Henry; Kebreab, E
2012-01-01
ABSTRACT SUMMARY The objective of the current study was to develop Bayesian simultaneous equation models for modelling energy intake and partitioning in growing pigs. A key feature of the Bayesian approach is that parameters are assigned prior distributions, which may reflect the current state...... of nature. In the models, rates of metabolizable energy (ME) intake, protein deposition (PD) and lipid deposition (LD) were treated as dependent variables accounting for residuals being correlated. Two complementary equation systems were used to model ME intake (MEI), PD and LD. Informative priors were...... developed, reflecting current knowledge about metabolic scaling and partial efficiencies of PD and LD rates, whereas flat non-informative priors were used for the reminder of the parameters. The experimental data analysed originate from a balance and respiration trial with 17 cross-bred pigs of three...
SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events
DEFF Research Database (Denmark)
Cuttone, Andrea; Bækgaard, Per; Sekara, Vedran
2017-01-01
We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals' daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400...... to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient....... participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able...
SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events.
Cuttone, Andrea; Bækgaard, Per; Sekara, Vedran; Jonsson, Håkan; Larsen, Jakob Eg; Lehmann, Sune
2017-01-01
We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals' daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400 participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient.
SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events.
Directory of Open Access Journals (Sweden)
Andrea Cuttone
Full Text Available We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals' daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400 participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient.
Directory of Open Access Journals (Sweden)
Pengpeng Jiao
2014-01-01
Full Text Available Time-dependent turning movement flows are very important input data for intelligent transportation systems but are impossible to be detected directly through current traffic surveillance systems. Existing estimation models have proved to be not accurate and reliable enough during all intervals. An improved way to address this problem is to develop a combined model framework that can integrate multiple submodels running simultaneously. This paper first presents a back propagation neural network model to estimate dynamic turning movements, as well as the self-adaptive learning rate approach and the gradient descent with momentum method for solving. Second, this paper develops an efficient Kalman filtering model and designs a revised sequential Kalman filtering algorithm. Based on the Bayesian method using both historical data and currently estimated results for error calibration, this paper further integrates above two submodels into a Bayesian combined model framework and proposes a corresponding algorithm. A field survey is implemented at an intersection in Beijing city to collect both time series of link counts and actual time-dependent turning movement flows, including historical and present data. The reported estimation results show that the Bayesian combined model is much more accurate and stable than other models.
BAYESIAN MODELS FOR SPECIES DISTRIBUTION MODELLING WITH ONLY-PRESENCE RECORDS
Directory of Open Access Journals (Sweden)
Bartolo de JesÃºs Villar-HernÃ¡ndez
2015-08-01
Full Text Available One of the central issues in ecology is the study of geographical distribution of species of flora and fauna through Species Distribution Models (SDM. Recently, scientific interest has focused on presence-only records. Two recent approaches have been proposed for this problem: a model based on maximum likelihood method (Maxlike and an inhomogeneous poisson process model (IPP. In this paper we discussed two bayesian approaches called MaxBayes and IPPBayes based on Maxlike and IPP model, respectively. To illustrate these proposals, we implemented two study examples: (1 both models were implemented on a simulated dataset, and (2 we modeled the potencial distribution of genus Dalea in the Tehuacan-CuicatlÃ¡n biosphere reserve with both models, the results was compared with that of Maxent. The results show that both models, MaxBayes and IPPBayes, are viable alternatives when species distribution are modeled with only-presence records. For simulated dataset, MaxBayes achieved prevalence estimation, even when the number of records was small. In the real dataset example, both models predict similar potential distributions like Maxent does. Â
Bayesian modelling of the emission spectrum of the JET Li-BES system
Kwak, Sehyun; Svensson, J.; Brix, M.; Ghim, Y. -c.; Contributors, JET
2015-01-01
A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy (Li-BES) system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are mode...
Planning of O&M for Offfshore Wind Turbines using Bayesian Graphical Models
DEFF Research Database (Denmark)
Nielsen, Jannie Jessen; Sørensen, John Dalsgaard
2010-01-01
The costs to operation and maintenance (O&M) for offshore wind turbines are large, and riskbased planning of O&M has the potential of reducing these costs. This paper presents how Bayesian graphical models can be used to establish a probabilistic damage model and include data from imperfect...... inspections and monitoring. The method offers efficient updating of the failure probability, which is necessary for risk-based decision making. An application example is presented to demonstrate the capabilities of the method....
Reconstructing constructivism: Causal models, Bayesian learning mechanisms and the theory theory
Gopnik, Alison; Wellman, Henry M.
2012-01-01
We propose a new version of the “theory theory” grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework theories. We outline the new theoretical ideas, explain the computational framework in an intuitive and non-technical way, and review an extensive but ...
Yi Huang; Francesca Dominici; Michelle Bell
2004-01-01
In this paper, we develop Bayesian hierarchical distributed lag models for estimating associations between daily variations in summer ozone levels and daily variations in cardiovascular and respiratory (CVDRESP) mortality counts for 19 U.S. large cities included in the National Morbidity Mortality Air Pollution Study (NMMAPS) for the period 1987 - 1994. At the first stage, we define a semi-parametric distributed lag Poisson regression model to estimate city-specific relative rates of CVDRESP ...
Spatiotemporal access model based on reputation for the sensing layer of the IoT.
Guo, Yunchuan; Yin, Lihua; Li, Chao; Qian, Junyan
2014-01-01
Access control is a key technology in providing security in the Internet of Things (IoT). The mainstream security approach proposed for the sensing layer of the IoT concentrates only on authentication while ignoring the more general models. Unreliable communications and resource constraints make the traditional access control techniques barely meet the requirements of the sensing layer of the IoT. In this paper, we propose a model that combines space and time with reputation to control access to the information within the sensing layer of the IoT. This model is called spatiotemporal access control based on reputation (STRAC). STRAC uses a lattice-based approach to decrease the size of policy bases. To solve the problem caused by unreliable communications, we propose both nondeterministic authorizations and stochastic authorizations. To more precisely manage the reputation of nodes, we propose two new mechanisms to update the reputation of nodes. These new approaches are the authority-based update mechanism (AUM) and the election-based update mechanism (EUM). We show how the model checker UPPAAL can be used to analyze the spatiotemporal access control model of an application. Finally, we also implement a prototype system to demonstrate the efficiency of our model.
The Spatio-Temporal Characteristics and Modeling Research of Inter-Provincial Migration in China
Directory of Open Access Journals (Sweden)
Xiaomei Fan
2018-02-01
Full Text Available The national census data during 1995 and 2000 and during 2005 and 2010 are selected in this paper to make an analysis of the spatio-temporal characteristics of the inter-provincial population migration in China. In addition, the general regression model, the extension regression model considering the historical dependent variable and the spatial lag model are established based on the gravity model to make the regression model on China’s inter-provincial population migration over two periods of time. The results show that: (1 the inter-provincial population migration increases rapidly in size with strong geographical proximity; (2 China’s inter-provincial population migration is still in the primary stage of the general process of population migration. In other words, the inter-provincial population emigration and immigration levels have increased greatly with the economic development; (3 Statistically, the inter-provincial population migration is negatively correlated with the level of economic development in the emigrant place and the migration distance and positively correlated with the level of economic development in the immigrant place and the population scale in the emigrant and immigrant places; and (4 The spatio-temporal factor is an important explanatory variable of population migration. The introduction of the historical dependent variable and the spatial lag factor can improve the regression effect of the gravity model greatly, and the historical variable and the spatial factor have strong explanatory power for the inter-provincial population migration.
Spatio-temporal correlations in models of collective motion ruled by different dynamical laws.
Cavagna, Andrea; Conti, Daniele; Giardina, Irene; Grigera, Tomas S; Melillo, Stefania; Viale, Massimiliano
2016-11-15
Information transfer is an essential factor in determining the robustness of biological systems with distributed control. The most direct way to study the mechanisms ruling information transfer is to experimentally observe the propagation across the system of a signal triggered by some perturbation. However, this method may be inefficient for experiments in the field, as the possibilities to perturb the system are limited and empirical observations must rely on natural events. An alternative approach is to use spatio-temporal correlations to probe the information transfer mechanism directly from the spontaneous fluctuations of the system, without the need to have an actual propagating signal on record. Here we test this method on models of collective behaviour in their deeply ordered phase by using ground truth data provided by numerical simulations in three dimensions. We compare two models characterized by very different dynamical equations and information transfer mechanisms: the classic Vicsek model, describing an overdamped noninertial dynamics and the inertial spin model, characterized by an underdamped inertial dynamics. By using dynamic finite-size scaling, we show that spatio-temporal correlations are able to distinguish unambiguously the diffusive information transfer mechanism of the Vicsek model from the linear mechanism of the inertial spin model.
Spatiotemporal Access Model Based on Reputation for the Sensing Layer of the IoT
Directory of Open Access Journals (Sweden)
Yunchuan Guo
2014-01-01
Full Text Available Access control is a key technology in providing security in the Internet of Things (IoT. The mainstream security approach proposed for the sensing layer of the IoT concentrates only on authentication while ignoring the more general models. Unreliable communications and resource constraints make the traditional access control techniques barely meet the requirements of the sensing layer of the IoT. In this paper, we propose a model that combines space and time with reputation to control access to the information within the sensing layer of the IoT. This model is called spatiotemporal access control based on reputation (STRAC. STRAC uses a lattice-based approach to decrease the size of policy bases. To solve the problem caused by unreliable communications, we propose both nondeterministic authorizations and stochastic authorizations. To more precisely manage the reputation of nodes, we propose two new mechanisms to update the reputation of nodes. These new approaches are the authority-based update mechanism (AUM and the election-based update mechanism (EUM. We show how the model checker UPPAAL can be used to analyze the spatiotemporal access control model of an application. Finally, we also implement a prototype system to demonstrate the efficiency of our model.
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.
A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China.
Directory of Open Access Journals (Sweden)
Xiongqing Zhang
Full Text Available Self-thinning is a dynamic equilibrium between forest growth and mortality at full site occupancy. Parameters of the self-thinning lines are often confounded by differences across various stand and site conditions. For overcoming the problem of hierarchical and repeated measures, we used hierarchical Bayesian method to estimate the self-thinning line. The results showed that the self-thinning line for Chinese fir (Cunninghamia lanceolata (Lamb.Hook. plantations was not sensitive to the initial planting density. The uncertainty of model predictions was mostly due to within-subject variability. The simulation precision of hierarchical Bayesian method was better than that of stochastic frontier function (SFF. Hierarchical Bayesian method provided a reasonable explanation of the impact of other variables (site quality, soil type, aspect, etc. on self-thinning line, which gave us the posterior distribution of parameters of self-thinning line. The research of self-thinning relationship could be benefit from the use of hierarchical Bayesian method.
Bayesian Model on Fatigue Crack Growth Rate of Type 304 Stainless Steel
International Nuclear Information System (INIS)
Choi, Sanhae; Yoon, Jae Young; Hwang, Il Soon
2015-01-01
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
Han, Feng; Zheng, Yi
2018-06-01
Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.
Gilet, Estelle; Diard, Julien; Bessière, Pierre
2011-01-01
In this paper, we study the collaboration of perception and action representations involved in cursive letter recognition and production. We propose a mathematical formulation for the whole perception–action loop, based on probabilistic modeling and Bayesian inference, which we call the Bayesian Action–Perception (BAP) model. Being a model of both perception and action processes, the purpose of this model is to study the interaction of these processes. More precisely, the model includes a feedback loop from motor production, which implements an internal simulation of movement. Motor knowledge can therefore be involved during perception tasks. In this paper, we formally define the BAP model and show how it solves the following six varied cognitive tasks using Bayesian inference: i) letter recognition (purely sensory), ii) writer recognition, iii) letter production (with different effectors), iv) copying of trajectories, v) copying of letters, and vi) letter recognition (with internal simulation of movements). We present computer simulations of each of these cognitive tasks, and discuss experimental predictions and theoretical developments. PMID:21674043
cudaBayesreg: Parallel Implementation of a Bayesian Multilevel Model for fMRI Data Analysis
Directory of Open Access Journals (Sweden)
Adelino R. Ferreira da Silva
2011-10-01
Full Text Available Graphic processing units (GPUs are rapidly gaining maturity as powerful general parallel computing devices. A key feature in the development of modern GPUs has been the advancement of the programming model and programming tools. Compute Unified Device Architecture (CUDA is a software platform for massively parallel high-performance computing on Nvidia many-core GPUs. In functional magnetic resonance imaging (fMRI, the volume of the data to be processed, and the type of statistical analysis to perform call for high-performance computing strategies. In this work, we present the main features of the R-CUDA package cudaBayesreg which implements in CUDA the core of a Bayesian multilevel model for the analysis of brain fMRI data. The statistical model implements a Gibbs sampler for multilevel/hierarchical linear models with a normal prior. The main contribution for the increased performance comes from the use of separate threads for fitting the linear regression model at each voxel in parallel. The R-CUDA implementation of the Bayesian model proposed here has been able to reduce significantly the run-time processing of Markov chain Monte Carlo (MCMC simulations used in Bayesian fMRI data analyses. Presently, cudaBayesreg is only configured for Linux systems with Nvidia CUDA support.