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Sample records for bayesian tensor estimation

  1. Bayesian regularization of diffusion tensor images

    DEFF Research Database (Denmark)

    Frandsen, Jesper; Hobolth, Asger; Østergaard, Leif

    2007-01-01

    Diffusion tensor imaging (DTI) is a powerful tool in the study of the course of nerve fibre bundles in the human brain. Using DTI, the local fibre orientation in each image voxel can be described by a diffusion tensor which is constructed from local measurements of diffusion coefficients along...... several directions. The measured diffusion coefficients and thereby the diffusion tensors are subject to noise, leading to possibly flawed representations of the three dimensional fibre bundles. In this paper we develop a Bayesian procedure for regularizing the diffusion tensor field, fully utilizing...

  2. Tensor completion for PDEs with uncertain coefficients and Bayesian Update

    KAUST Repository

    Litvinenko, Alexander

    2017-03-05

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

  3. Tensor completion for PDEs with uncertain coefficients and Bayesian Update

    KAUST Repository

    Litvinenko, Alexander

    2017-01-01

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

  4. Approximate Bayesian recursive estimation

    Czech Academy of Sciences Publication Activity Database

    Kárný, Miroslav

    2014-01-01

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

  5. Bayesian CP Factorization of Incomplete Tensors with Automatic Rank Determination.

    Science.gov (United States)

    Zhao, Qibin; Zhang, Liqing; Cichocki, Andrzej

    2015-09-01

    CANDECOMP/PARAFAC (CP) tensor factorization of incomplete data is a powerful technique for tensor completion through explicitly capturing the multilinear latent factors. The existing CP algorithms require the tensor rank to be manually specified, however, the determination of tensor rank remains a challenging problem especially for CP rank . In addition, existing approaches do not take into account uncertainty information of latent factors, as well as missing entries. To address these issues, we formulate CP factorization using a hierarchical probabilistic model and employ a fully Bayesian treatment by incorporating a sparsity-inducing prior over multiple latent factors and the appropriate hyperpriors over all hyperparameters, resulting in automatic rank determination. To learn the model, we develop an efficient deterministic Bayesian inference algorithm, which scales linearly with data size. Our method is characterized as a tuning parameter-free approach, which can effectively infer underlying multilinear factors with a low-rank constraint, while also providing predictive distributions over missing entries. Extensive simulations on synthetic data illustrate the intrinsic capability of our method to recover the ground-truth of CP rank and prevent the overfitting problem, even when a large amount of entries are missing. Moreover, the results from real-world applications, including image inpainting and facial image synthesis, demonstrate that our method outperforms state-of-the-art approaches for both tensor factorization and tensor completion in terms of predictive performance.

  6. Bayesian approach to magnetotelluric tensor decomposition

    Czech Academy of Sciences Publication Activity Database

    Červ, Václav; Pek, Josef; Menvielle, M.

    2010-01-01

    Roč. 53, č. 2 (2010), s. 21-32 ISSN 1593-5213 R&D Projects: GA AV ČR IAA200120701; GA ČR GA205/04/0746; GA ČR GA205/07/0292 Institutional research plan: CEZ:AV0Z30120515 Keywords : galvanic distortion * telluric distortion * impedance tensor * basic procedure * inversion * noise Subject RIV: DE - Earth Magnetism, Geodesy, Geography Impact factor: 0.336, year: 2010

  7. Bayesian estimates of linkage disequilibrium

    Directory of Open Access Journals (Sweden)

    Abad-Grau María M

    2007-06-01

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

  8. Surface tensor estimation from linear sections

    DEFF Research Database (Denmark)

    Kousholt, Astrid; Kiderlen, Markus; Hug, Daniel

    From Crofton's formula for Minkowski tensors we derive stereological estimators of translation invariant surface tensors of convex bodies in the n-dimensional Euclidean space. The estimators are based on one-dimensional linear sections. In a design based setting we suggest three types of estimators....... These are based on isotropic uniform random lines, vertical sections, and non-isotropic random lines, respectively. Further, we derive estimators of the specific surface tensors associated with a stationary process of convex particles in the model based setting....

  9. Surface tensor estimation from linear sections

    DEFF Research Database (Denmark)

    Kousholt, Astrid; Kiderlen, Markus; Hug, Daniel

    2015-01-01

    From Crofton’s formula for Minkowski tensors we derive stereological estimators of translation invariant surface tensors of convex bodies in the n-dimensional Euclidean space. The estimators are based on one-dimensional linear sections. In a design based setting we suggest three types of estimators....... These are based on isotropic uniform random lines, vertical sections, and non-isotropic random lines, respectively. Further, we derive estimators of the specific surface tensors associated with a stationary process of convex particles in the model based setting....

  10. Robust estimation of adaptive tensors of curvature by tensor voting.

    Science.gov (United States)

    Tong, Wai-Shun; Tang, Chi-Keung

    2005-03-01

    Although curvature estimation from a given mesh or regularly sampled point set is a well-studied problem, it is still challenging when the input consists of a cloud of unstructured points corrupted by misalignment error and outlier noise. Such input is ubiquitous in computer vision. In this paper, we propose a three-pass tensor voting algorithm to robustly estimate curvature tensors, from which accurate principal curvatures and directions can be calculated. Our quantitative estimation is an improvement over the previous two-pass algorithm, where only qualitative curvature estimation (sign of Gaussian curvature) is performed. To overcome misalignment errors, our improved method automatically corrects input point locations at subvoxel precision, which also rejects outliers that are uncorrectable. To adapt to different scales locally, we define the RadiusHit of a curvature tensor to quantify estimation accuracy and applicability. Our curvature estimation algorithm has been proven with detailed quantitative experiments, performing better in a variety of standard error metrics (percentage error in curvature magnitudes, absolute angle difference in curvature direction) in the presence of a large amount of misalignment noise.

  11. Bayesian ISOLA: new tool for automated centroid moment tensor inversion

    Science.gov (United States)

    Vackář, Jiří; Burjánek, Jan; Gallovič, František; Zahradník, Jiří; Clinton, John

    2017-04-01

    Focal mechanisms are important for understanding seismotectonics of a region, and they serve as a basic input for seismic hazard assessment. Usually, the point source approximation and the moment tensor (MT) are used. We have developed a new, fully automated tool for the centroid moment tensor (CMT) inversion in a Bayesian framework. It includes automated data retrieval, data selection where station components with various instrumental disturbances and high signal-to-noise are rejected, and full-waveform inversion in a space-time grid around a provided hypocenter. The method is innovative in the following aspects: (i) The CMT inversion is fully automated, no user interaction is required, although the details of the process can be visually inspected latter on many figures which are automatically plotted.(ii) The automated process includes detection of disturbances based on MouseTrap code, so disturbed recordings do not affect inversion.(iii) A data covariance matrix calculated from pre-event noise yields an automated weighting of the station recordings according to their noise levels and also serves as an automated frequency filter suppressing noisy frequencies.(iv) Bayesian approach is used, so not only the best solution is obtained, but also the posterior probability density function.(v) A space-time grid search effectively combined with the least-squares inversion of moment tensor components speeds up the inversion and allows to obtain more accurate results compared to stochastic methods. The method has been tested on synthetic and observed data. It has been tested by comparison with manually processed moment tensors of all events greater than M≥3 in the Swiss catalogue over 16 years using data available at the Swiss data center (http://arclink.ethz.ch). The quality of the results of the presented automated process is comparable with careful manual processing of data. The software package programmed in Python has been designed to be as versatile as possible in

  12. Sampling-free Bayesian inversion with adaptive hierarchical tensor representations

    Science.gov (United States)

    Eigel, Martin; Marschall, Manuel; Schneider, Reinhold

    2018-03-01

    A sampling-free approach to Bayesian inversion with an explicit polynomial representation of the parameter densities is developed, based on an affine-parametric representation of a linear forward model. This becomes feasible due to the complete treatment in function spaces, which requires an efficient model reduction technique for numerical computations. The advocated perspective yields the crucial benefit that error bounds can be derived for all occuring approximations, leading to provable convergence subject to the discretization parameters. Moreover, it enables a fully adaptive a posteriori control with automatic problem-dependent adjustments of the employed discretizations. The method is discussed in the context of modern hierarchical tensor representations, which are used for the evaluation of a random PDE (the forward model) and the subsequent high-dimensional quadrature of the log-likelihood, alleviating the ‘curse of dimensionality’. Numerical experiments demonstrate the performance and confirm the theoretical results.

  13. Bayesian estimation methods in metrology

    International Nuclear Information System (INIS)

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

    2004-01-01

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

  14. Bayesian estimation in homodyne interferometry

    International Nuclear Information System (INIS)

    Olivares, Stefano; Paris, Matteo G A

    2009-01-01

    We address phase-shift estimation by means of squeezed vacuum probe and homodyne detection. We analyse Bayesian estimator, which is known to asymptotically saturate the classical Cramer-Rao bound to the variance, and discuss convergence looking at the a posteriori distribution as the number of measurements increases. We also suggest two feasible adaptive methods, acting on the squeezing parameter and/or the homodyne local oscillator phase, which allow us to optimize homodyne detection and approach the ultimate bound to precision imposed by the quantum Cramer-Rao theorem. The performances of our two-step methods are investigated by means of Monte Carlo simulated experiments with a small number of homodyne data, thus giving a quantitative meaning to the notion of asymptotic optimality.

  15. MCMC for parameters estimation by bayesian approach

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  16. Bayesian estimation and tracking a practical guide

    CERN Document Server

    Haug, Anton J

    2012-01-01

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

  17. An improved Bayesian tensor regularization and sampling algorithm to track neuronal fiber pathways in the language circuit.

    Science.gov (United States)

    Mishra, Arabinda; Anderson, Adam W; Wu, Xi; Gore, John C; Ding, Zhaohua

    2010-08-01

    The purpose of this work is to design a neuronal fiber tracking algorithm, which will be more suitable for reconstruction of fibers associated with functionally important regions in the human brain. The functional activations in the brain normally occur in the gray matter regions. Hence the fibers bordering these regions are weakly myelinated, resulting in poor performance of conventional tractography methods to trace the fiber links between them. A lower fractional anisotropy in this region makes it even difficult to track the fibers in the presence of noise. In this work, the authors focused on a stochastic approach to reconstruct these fiber pathways based on a Bayesian regularization framework. To estimate the true fiber direction (propagation vector), the a priori and conditional probability density functions are calculated in advance and are modeled as multivariate normal. The variance of the estimated tensor element vector is associated with the uncertainty due to noise and partial volume averaging (PVA). An adaptive and multiple sampling of the estimated tensor element vector, which is a function of the pre-estimated variance, overcomes the effect of noise and PVA in this work. The algorithm has been rigorously tested using a variety of synthetic data sets. The quantitative comparison of the results to standard algorithms motivated the authors to implement it for in vivo DTI data analysis. The algorithm has been implemented to delineate fibers in two major language pathways (Broca's to SMA and Broca's to Wernicke's) across 12 healthy subjects. Though the mean of standard deviation was marginally bigger than conventional (Euler's) approach [P. J. Basser et al., "In vivo fiber tractography using DT-MRI data," Magn. Reson. Med. 44(4), 625-632 (2000)], the number of extracted fibers in this approach was significantly higher. The authors also compared the performance of the proposed method to Lu's method [Y. Lu et al., "Improved fiber tractography with Bayesian

  18. Bayesian Inference Methods for Sparse Channel Estimation

    DEFF Research Database (Denmark)

    Pedersen, Niels Lovmand

    2013-01-01

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

  19. Bayesian parameter estimation in probabilistic risk assessment

    International Nuclear Information System (INIS)

    Siu, Nathan O.; Kelly, Dana L.

    1998-01-01

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

  20. Comparison of two global digital algorithms for Minkowski tensor estimation

    DEFF Research Database (Denmark)

    The geometry of real world objects can be described by Minkowski tensors. Algorithms have been suggested to approximate Minkowski tensors if only a binary image of the object is available. This paper presents implementations of two such algorithms. The theoretical convergence properties...... are confirmed by simulations on test sets, and recommendations for input arguments of the algorithms are given. For increasing resolutions, we obtain more accurate estimators for the Minkowski tensors. Digitisations of more complicated objects are shown to require higher resolutions....

  1. Evidence Estimation for Bayesian Partially Observed MRFs

    NARCIS (Netherlands)

    Chen, Y.; Welling, M.

    2013-01-01

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

  2. Tensor estimation for double-pulsed diffusional kurtosis imaging.

    Science.gov (United States)

    Shaw, Calvin B; Hui, Edward S; Helpern, Joseph A; Jensen, Jens H

    2017-07-01

    Double-pulsed diffusional kurtosis imaging (DP-DKI) represents the double diffusion encoding (DDE) MRI signal in terms of six-dimensional (6D) diffusion and kurtosis tensors. Here a method for estimating these tensors from experimental data is described. A standard numerical algorithm for tensor estimation from conventional (i.e. single diffusion encoding) diffusional kurtosis imaging (DKI) data is generalized to DP-DKI. This algorithm is based on a weighted least squares (WLS) fit of the signal model to the data combined with constraints designed to minimize unphysical parameter estimates. The numerical algorithm then takes the form of a quadratic programming problem. The principal change required to adapt the conventional DKI fitting algorithm to DP-DKI is replacing the three-dimensional diffusion and kurtosis tensors with the 6D tensors needed for DP-DKI. In this way, the 6D diffusion and kurtosis tensors for DP-DKI can be conveniently estimated from DDE data by using constrained WLS, providing a practical means for condensing DDE measurements into well-defined mathematical constructs that may be useful for interpreting and applying DDE MRI. Data from healthy volunteers for brain are used to demonstrate the DP-DKI tensor estimation algorithm. In particular, representative parametric maps of selected tensor-derived rotational invariants are presented. Copyright © 2017 John Wiley & Sons, Ltd.

  3. Bayesian estimation of dose rate effectiveness

    International Nuclear Information System (INIS)

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

    2000-01-01

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

  4. Estimation of Uncertainties of Full Moment Tensors

    Science.gov (United States)

    2017-10-06

    For our moment tensor inversions, we use the ‘cut-and-paste’ ( CAP ) code of Zhu and Helmberger (1996) and Zhu and Ben-Zion (2013), with some...modifications. For the misfit function we use an L1 norm Silwal and Tape (2016), and we incorporate the number of misfitting polarities into the waveform... norm of the eigenvalue triple provides the magnitude of the moment tensor, leaving two free parameters to define the source type. In the same year

  5. BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-11-01

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

  6. A Fast Iterative Bayesian Inference Algorithm for Sparse Channel Estimation

    DEFF Research Database (Denmark)

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

    2013-01-01

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

  7. Bayesian estimation of Weibull distribution parameters

    International Nuclear Information System (INIS)

    Bacha, M.; Celeux, G.; Idee, E.; Lannoy, A.; Vasseur, D.

    1994-11-01

    In this paper, we expose SEM (Stochastic Expectation Maximization) and WLB-SIR (Weighted Likelihood Bootstrap - Sampling Importance Re-sampling) methods which are used to estimate Weibull distribution parameters when data are very censored. The second method is based on Bayesian inference and allow to take into account available prior informations on parameters. An application of this method, with real data provided by nuclear power plants operation feedback analysis has been realized. (authors). 8 refs., 2 figs., 2 tabs

  8. Default Bayesian Estimation of the Fundamental Frequency

    DEFF Research Database (Denmark)

    Nielsen, Jesper Kjær; Christensen, Mads Græsbøll; Jensen, Søren Holdt

    2013-01-01

    Joint fundamental frequency and model order esti- mation is an important problem in several applications. In this paper, a default estimation algorithm based on a minimum of prior information is presented. The algorithm is developed in a Bayesian framework, and it can be applied to both real....... Moreover, several approximations of the posterior distributions on the fundamental frequency and the model order are derived, and one of the state-of-the-art joint fundamental frequency and model order estimators is demonstrated to be a special case of one of these approximations. The performance...

  9. Bayesian Estimation and Inference using Stochastic Hardware

    Directory of Open Access Journals (Sweden)

    Chetan Singh Thakur

    2016-03-01

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

  10. Bayesian Estimation and Inference Using Stochastic Electronics.

    Science.gov (United States)

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

    2016-01-01

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

  11. Bayesian estimation of isotopic age differences

    International Nuclear Information System (INIS)

    Curl, R.L.

    1988-01-01

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

  12. Bayesian estimation of core-melt probability

    International Nuclear Information System (INIS)

    Lewis, H.W.

    1984-01-01

    A very simple application of the canonical Bayesian algorithm is made to the problem of estimation of the probability of core melt in a commercial power reactor. An approximation to the results of the Rasmussen study on reactor safety is used as the prior distribution, and the observation that there has been no core melt yet is used as the single experiment. The result is a substantial decrease in the mean probability of core melt--factors of 2 to 4 for reasonable choices of parameters. The purpose is to illustrate the procedure, not to argue for the decrease

  13. Bayesian inference and interpretation of centroid moment tensors of the 2016 Kumamoto earthquake sequence, Kyushu, Japan

    Science.gov (United States)

    Hallo, Miroslav; Asano, Kimiyuki; Gallovič, František

    2017-09-01

    On April 16, 2016, Kumamoto prefecture in Kyushu region, Japan, was devastated by a shallow M JMA7.3 earthquake. The series of foreshocks started by M JMA6.5 foreshock 28 h before the mainshock. They have originated in Hinagu fault zone intersecting the mainshock Futagawa fault zone; hence, the tectonic background for this earthquake sequence is rather complex. Here we infer centroid moment tensors (CMTs) for 11 events with M JMA between 4.8 and 6.5, using strong motion records of the K-NET, KiK-net and F-net networks. We use upgraded Bayesian full-waveform inversion code ISOLA-ObsPy, which takes into account uncertainty of the velocity model. Such an approach allows us to reliably assess uncertainty of the CMT parameters including the centroid position. The solutions show significant systematic spatial and temporal variations throughout the sequence. Foreshocks are right-lateral steeply dipping strike-slip events connected to the NE-SW shear zone. Those located close to the intersection of the Hinagu and Futagawa fault zones are dipping slightly to ESE, while those in the southern area are dipping to WNW. Contrarily, aftershocks are mostly normal dip-slip events, being related to the N-S extensional tectonic regime. Most of the deviatoric moment tensors contain only minor CLVD component, which can be attributed to the velocity model uncertainty. Nevertheless, two of the CMTs involve a significant CLVD component, which may reflect complex rupture process. Decomposition of those moment tensors into two pure shear moment tensors suggests combined right-lateral strike-slip and normal dip-slip mechanisms, consistent with the tectonic settings of the intersection of the Hinagu and Futagawa fault zones.[Figure not available: see fulltext.

  14. Bayesian phylogenetic estimation of fossil ages.

    Science.gov (United States)

    Drummond, Alexei J; Stadler, Tanja

    2016-07-19

    Recent advances have allowed for both morphological fossil evidence and molecular sequences to be integrated into a single combined inference of divergence dates under the rule of Bayesian probability. In particular, the fossilized birth-death tree prior and the Lewis-Mk model of discrete morphological evolution allow for the estimation of both divergence times and phylogenetic relationships between fossil and extant taxa. We exploit this statistical framework to investigate the internal consistency of these models by producing phylogenetic estimates of the age of each fossil in turn, within two rich and well-characterized datasets of fossil and extant species (penguins and canids). We find that the estimation accuracy of fossil ages is generally high with credible intervals seldom excluding the true age and median relative error in the two datasets of 5.7% and 13.2%, respectively. The median relative standard error (RSD) was 9.2% and 7.2%, respectively, suggesting good precision, although with some outliers. In fact, in the two datasets we analyse, the phylogenetic estimate of fossil age is on average less than 2 Myr from the mid-point age of the geological strata from which it was excavated. The high level of internal consistency found in our analyses suggests that the Bayesian statistical model employed is an adequate fit for both the geological and morphological data, and provides evidence from real data that the framework used can accurately model the evolution of discrete morphological traits coded from fossil and extant taxa. We anticipate that this approach will have diverse applications beyond divergence time dating, including dating fossils that are temporally unconstrained, testing of the 'morphological clock', and for uncovering potential model misspecification and/or data errors when controversial phylogenetic hypotheses are obtained based on combined divergence dating analyses.This article is part of the themed issue 'Dating species divergences using

  15. Gradients estimation from random points with volumetric tensor in turbulence

    Science.gov (United States)

    Watanabe, Tomoaki; Nagata, Koji

    2017-12-01

    We present an estimation method of fully-resolved/coarse-grained gradients from randomly distributed points in turbulence. The method is based on a linear approximation of spatial gradients expressed with the volumetric tensor, which is a 3 × 3 matrix determined by a geometric distribution of the points. The coarse grained gradient can be considered as a low pass filtered gradient, whose cutoff is estimated with the eigenvalues of the volumetric tensor. The present method, the volumetric tensor approximation, is tested for velocity and passive scalar gradients in incompressible planar jet and mixing layer. Comparison with a finite difference approximation on a Cartesian grid shows that the volumetric tensor approximation computes the coarse grained gradients fairly well at a moderate computational cost under various conditions of spatial distributions of points. We also show that imposing the solenoidal condition improves the accuracy of the present method for solenoidal vectors, such as a velocity vector in incompressible flows, especially when the number of the points is not large. The volumetric tensor approximation with 4 points poorly estimates the gradient because of anisotropic distribution of the points. Increasing the number of points from 4 significantly improves the accuracy. Although the coarse grained gradient changes with the cutoff length, the volumetric tensor approximation yields the coarse grained gradient whose magnitude is close to the one obtained by the finite difference. We also show that the velocity gradient estimated with the present method well captures the turbulence characteristics such as local flow topology, amplification of enstrophy and strain, and energy transfer across scales.

  16. Bayesian estimation applied to multiple species

    International Nuclear Information System (INIS)

    Kunz, Martin; Bassett, Bruce A.; Hlozek, Renee A.

    2007-01-01

    Observed data are often contaminated by undiscovered interlopers, leading to biased parameter estimation. Here we present BEAMS (Bayesian estimation applied to multiple species) which significantly improves on the standard maximum likelihood approach in the case where the probability for each data point being ''pure'' is known. We discuss the application of BEAMS to future type-Ia supernovae (SNIa) surveys, such as LSST, which are projected to deliver over a million supernovae light curves without spectra. The multiband light curves for each candidate will provide a probability of being Ia (pure) but the full sample will be significantly contaminated with other types of supernovae and transients. Given a sample of N supernovae with mean probability, , of being Ia, BEAMS delivers parameter constraints equal to N spectroscopically confirmed SNIa. In addition BEAMS can be simultaneously used to tease apart different families of data and to recover properties of the underlying distributions of those families (e.g. the type-Ibc and II distributions). Hence BEAMS provides a unified classification and parameter estimation methodology which may be useful in a diverse range of problems such as photometric redshift estimation or, indeed, any parameter estimation problem where contamination is an issue

  17. Normal estimation for pointcloud using GPU based sparse tensor voting

    OpenAIRE

    Liu , Ming; Pomerleau , François; Colas , Francis; Siegwart , Roland

    2012-01-01

    International audience; Normal estimation is the basis for most applications using pointcloud, such as segmentation. However, it is still a challenging problem regarding computational complexity and observation noise. In this paper, we propose a normal estimation method for pointcloud using results from tensor voting. Comparing with other approaches, we show it has smaller estimation error. Moreover, by varying the voting kernel size, we find it is a flexible approach for structure extraction...

  18. Bayesian Simultaneous Estimation for Means in k Sample Problems

    OpenAIRE

    Imai, Ryo; Kubokawa, Tatsuya; Ghosh, Malay

    2017-01-01

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

  19. Tensor Completion for Estimating Missing Values in Visual Data

    KAUST Repository

    Liu, Ji

    2012-01-25

    In this paper, we propose an algorithm to estimate missing values in tensors of visual data. The values can be missing due to problems in the acquisition process or because the user manually identified unwanted outliers. Our algorithm works even with a small amount of samples and it can propagate structure to fill larger missing regions. Our methodology is built on recent studies about matrix completion using the matrix trace norm. The contribution of our paper is to extend the matrix case to the tensor case by proposing the first definition of the trace norm for tensors and then by building a working algorithm. First, we propose a definition for the tensor trace norm that generalizes the established definition of the matrix trace norm. Second, similarly to matrix completion, the tensor completion is formulated as a convex optimization problem. Unfortunately, the straightforward problem extension is significantly harder to solve than the matrix case because of the dependency among multiple constraints. To tackle this problem, we developed three algorithms: simple low rank tensor completion (SiLRTC), fast low rank tensor completion (FaLRTC), and high accuracy low rank tensor completion (HaLRTC). The SiLRTC algorithm is simple to implement and employs a relaxation technique to separate the dependant relationships and uses the block coordinate descent (BCD) method to achieve a globally optimal solution; the FaLRTC algorithm utilizes a smoothing scheme to transform the original nonsmooth problem into a smooth one and can be used to solve a general tensor trace norm minimization problem; the HaLRTC algorithm applies the alternating direction method of multipliers (ADMMs) to our problem. Our experiments show potential applications of our algorithms and the quantitative evaluation indicates that our methods are more accurate and robust than heuristic approaches. The efficiency comparison indicates that FaLTRC and HaLRTC are more efficient than SiLRTC and between Fa

  20. Tensor Completion for Estimating Missing Values in Visual Data

    KAUST Repository

    Liu, Ji; Musialski, Przemyslaw; Wonka, Peter; Ye, Jieping

    2012-01-01

    In this paper, we propose an algorithm to estimate missing values in tensors of visual data. The values can be missing due to problems in the acquisition process or because the user manually identified unwanted outliers. Our algorithm works even with a small amount of samples and it can propagate structure to fill larger missing regions. Our methodology is built on recent studies about matrix completion using the matrix trace norm. The contribution of our paper is to extend the matrix case to the tensor case by proposing the first definition of the trace norm for tensors and then by building a working algorithm. First, we propose a definition for the tensor trace norm that generalizes the established definition of the matrix trace norm. Second, similarly to matrix completion, the tensor completion is formulated as a convex optimization problem. Unfortunately, the straightforward problem extension is significantly harder to solve than the matrix case because of the dependency among multiple constraints. To tackle this problem, we developed three algorithms: simple low rank tensor completion (SiLRTC), fast low rank tensor completion (FaLRTC), and high accuracy low rank tensor completion (HaLRTC). The SiLRTC algorithm is simple to implement and employs a relaxation technique to separate the dependant relationships and uses the block coordinate descent (BCD) method to achieve a globally optimal solution; the FaLRTC algorithm utilizes a smoothing scheme to transform the original nonsmooth problem into a smooth one and can be used to solve a general tensor trace norm minimization problem; the HaLRTC algorithm applies the alternating direction method of multipliers (ADMMs) to our problem. Our experiments show potential applications of our algorithms and the quantitative evaluation indicates that our methods are more accurate and robust than heuristic approaches. The efficiency comparison indicates that FaLTRC and HaLRTC are more efficient than SiLRTC and between Fa

  1. Tensor completion for estimating missing values in visual data.

    Science.gov (United States)

    Liu, Ji; Musialski, Przemyslaw; Wonka, Peter; Ye, Jieping

    2013-01-01

    In this paper, we propose an algorithm to estimate missing values in tensors of visual data. The values can be missing due to problems in the acquisition process or because the user manually identified unwanted outliers. Our algorithm works even with a small amount of samples and it can propagate structure to fill larger missing regions. Our methodology is built on recent studies about matrix completion using the matrix trace norm. The contribution of our paper is to extend the matrix case to the tensor case by proposing the first definition of the trace norm for tensors and then by building a working algorithm. First, we propose a definition for the tensor trace norm that generalizes the established definition of the matrix trace norm. Second, similarly to matrix completion, the tensor completion is formulated as a convex optimization problem. Unfortunately, the straightforward problem extension is significantly harder to solve than the matrix case because of the dependency among multiple constraints. To tackle this problem, we developed three algorithms: simple low rank tensor completion (SiLRTC), fast low rank tensor completion (FaLRTC), and high accuracy low rank tensor completion (HaLRTC). The SiLRTC algorithm is simple to implement and employs a relaxation technique to separate the dependent relationships and uses the block coordinate descent (BCD) method to achieve a globally optimal solution; the FaLRTC algorithm utilizes a smoothing scheme to transform the original nonsmooth problem into a smooth one and can be used to solve a general tensor trace norm minimization problem; the HaLRTC algorithm applies the alternating direction method of multipliers (ADMMs) to our problem. Our experiments show potential applications of our algorithms and the quantitative evaluation indicates that our methods are more accurate and robust than heuristic approaches. The efficiency comparison indicates that FaLTRC and HaLRTC are more efficient than SiLRTC and between FaLRTC an

  2. Bayesian Estimation of Wave Spectra – Proper Formulation of ABIC

    DEFF Research Database (Denmark)

    Nielsen, Ulrik Dam

    2007-01-01

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

  3. Bayesian methods to estimate urban growth potential

    Science.gov (United States)

    Smith, Jordan W.; Smart, Lindsey S.; Dorning, Monica; Dupéy, Lauren Nicole; Méley, Andréanne; Meentemeyer, Ross K.

    2017-01-01

    Urban growth often influences the production of ecosystem services. The impacts of urbanization on landscapes can subsequently affect landowners’ perceptions, values and decisions regarding their land. Within land-use and land-change research, very few models of dynamic landscape-scale processes like urbanization incorporate empirically-grounded landowner decision-making processes. Very little attention has focused on the heterogeneous decision-making processes that aggregate to influence broader-scale patterns of urbanization. We examine the land-use tradeoffs faced by individual landowners in one of the United States’ most rapidly urbanizing regions − the urban area surrounding Charlotte, North Carolina. We focus on the land-use decisions of non-industrial private forest owners located across the region’s development gradient. A discrete choice experiment is used to determine the critical factors influencing individual forest owners’ intent to sell their undeveloped properties across a series of experimentally varied scenarios of urban growth. Data are analyzed using a hierarchical Bayesian approach. The estimates derived from the survey data are used to modify a spatially-explicit trend-based urban development potential model, derived from remotely-sensed imagery and observed changes in the region’s socioeconomic and infrastructural characteristics between 2000 and 2011. This modeling approach combines the theoretical underpinnings of behavioral economics with spatiotemporal data describing a region’s historical development patterns. By integrating empirical social preference data into spatially-explicit urban growth models, we begin to more realistically capture processes as well as patterns that drive the location, magnitude and rates of urban growth.

  4. Estimation of effective thermal conductivity tensor from composite microstructure images

    International Nuclear Information System (INIS)

    Thomas, M; Boyard, N; Jarny, Y; Delaunay, D

    2008-01-01

    The determination of the effective thermal properties of inhomogeneous materials is a long-standing problem of continuously interest. The impressive number of methods developed to measure or estimate the thermal properties of composite materials clearly exhibits the importance given to their knowledge. Homogenization models are a cheap way to determine or predict them. Many different approaches of homogenization were developed, but the last advances are credited to numerical methods. In this study, a new computational model is developed to estimate the 2D thermal conductivity tensor and the thermal main directions of a pure carbon/epoxy unidirectional composite. This tool is based on real composite microstructure.

  5. Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

    OpenAIRE

    Gupta; Srivastava

    2010-01-01

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

  6. Parametric Bayesian Estimation of Differential Entropy and Relative Entropy

    Directory of Open Access Journals (Sweden)

    Maya Gupta

    2010-04-01

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

  7. Joint eigenvector estimation from mutually anisotropic tensors improves susceptibility tensor imaging of the brain, kidney, and heart.

    Science.gov (United States)

    Dibb, Russell; Liu, Chunlei

    2017-06-01

    To develop a susceptibility-based MRI technique for probing microstructure and fiber architecture of magnetically anisotropic tissues-such as central nervous system white matter, renal tubules, and myocardial fibers-in three dimensions using susceptibility tensor imaging (STI) tools. STI can probe tissue microstructure, but is limited by reconstruction artifacts because of absent phase information outside the tissue and noise. STI accuracy may be improved by estimating a joint eigenvector from mutually anisotropic susceptibility and relaxation tensors. Gradient-recalled echo image data were simulated using a numerical phantom and acquired from the ex vivo mouse brain, kidney, and heart. Susceptibility tensor data were reconstructed using STI, regularized STI, and the proposed algorithm of mutually anisotropic and joint eigenvector STI (MAJESTI). Fiber map and tractography results from each technique were compared with diffusion tensor data. MAJESTI reduced the estimated susceptibility tensor orientation error by 30% in the phantom, 36% in brain white matter, 40% in the inner medulla of the kidney, and 45% in myocardium. This improved the continuity and consistency of susceptibility-based fiber tractography in each tissue. MAJESTI estimation of the susceptibility tensors yields lower orientation errors for susceptibility-based fiber mapping and tractography in the intact brain, kidney, and heart. Magn Reson Med 77:2331-2346, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.

  8. Basics of Bayesian reliability estimation from attribute test data

    International Nuclear Information System (INIS)

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

    1975-10-01

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

  9. Internal Dosimetry Intake Estimation using Bayesian Methods

    International Nuclear Information System (INIS)

    Miller, G.; Inkret, W.C.; Martz, H.F.

    1999-01-01

    New methods for the inverse problem of internal dosimetry are proposed based on evaluating expectations of the Bayesian posterior probability distribution of intake amounts, given bioassay measurements. These expectation integrals are normally of very high dimension and hence impractical to use. However, the expectations can be algebraically transformed into a sum of terms representing different numbers of intakes, with a Poisson distribution of the number of intakes. This sum often rapidly converges, when the average number of intakes for a population is small. A simplified algorithm using data unfolding is described (UF code). (author)

  10. Tensor based structure estimation in multi-channel images

    DEFF Research Database (Denmark)

    Schou, Jesper; Dierking, Wolfgang; Skriver, Henning

    2000-01-01

    . In the second part tensors are used for representing the structure information. This approach has the advantage, that tensors can be averaged either spatially or by applying several images, and the resulting tensor provides information of the average strength as well as orientation of the structure...

  11. Flood quantile estimation at ungauged sites by Bayesian networks

    Science.gov (United States)

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

    2012-04-01

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

  12. Bayesian and maximum likelihood estimation of genetic maps

    DEFF Research Database (Denmark)

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

    2005-01-01

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

  13. Bayesian techniques for surface fuel loading estimation

    Science.gov (United States)

    Kathy Gray; Robert Keane; Ryan Karpisz; Alyssa Pedersen; Rick Brown; Taylor Russell

    2016-01-01

    A study by Keane and Gray (2013) compared three sampling techniques for estimating surface fine woody fuels. Known amounts of fine woody fuel were distributed on a parking lot, and researchers estimated the loadings using different sampling techniques. An important result was that precise estimates of biomass required intensive sampling for both the planar intercept...

  14. 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

  15. Bayesian error estimation in density-functional theory

    DEFF Research Database (Denmark)

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

    2005-01-01

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

  16. Bayesian estimation of the discrete coefficient of determination.

    Science.gov (United States)

    Chen, Ting; Braga-Neto, Ulisses M

    2016-12-01

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

  17. 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

  18. Introduction to applied Bayesian statistics and estimation for social scientists

    CERN Document Server

    Lynch, Scott M

    2007-01-01

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

  19. A new Bayesian recursive technique for parameter estimation

    Science.gov (United States)

    Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis

    2006-08-01

    The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.

  20. On the prior probabilities for two-stage Bayesian estimates

    International Nuclear Information System (INIS)

    Kohut, P.

    1992-01-01

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

  1. Bayesian centroid estimation for motif discovery.

    Science.gov (United States)

    Carvalho, Luis

    2013-01-01

    Biological sequences may contain patterns that signal important biomolecular functions; a classical example is regulation of gene expression by transcription factors that bind to specific patterns in genomic promoter regions. In motif discovery we are given a set of sequences that share a common motif and aim to identify not only the motif composition, but also the binding sites in each sequence of the set. We propose a new centroid estimator that arises from a refined and meaningful loss function for binding site inference. We discuss the main advantages of centroid estimation for motif discovery, including computational convenience, and how its principled derivation offers further insights about the posterior distribution of binding site configurations. We also illustrate, using simulated and real datasets, that the centroid estimator can differ from the traditional maximum a posteriori or maximum likelihood estimators.

  2. Bayesian centroid estimation for motif discovery.

    Directory of Open Access Journals (Sweden)

    Luis Carvalho

    Full Text Available Biological sequences may contain patterns that signal important biomolecular functions; a classical example is regulation of gene expression by transcription factors that bind to specific patterns in genomic promoter regions. In motif discovery we are given a set of sequences that share a common motif and aim to identify not only the motif composition, but also the binding sites in each sequence of the set. We propose a new centroid estimator that arises from a refined and meaningful loss function for binding site inference. We discuss the main advantages of centroid estimation for motif discovery, including computational convenience, and how its principled derivation offers further insights about the posterior distribution of binding site configurations. We also illustrate, using simulated and real datasets, that the centroid estimator can differ from the traditional maximum a posteriori or maximum likelihood estimators.

  3. A tensor approach to the estimation of hydraulic conductivities in ...

    African Journals Online (AJOL)

    Based on the field measurements of the physical properties of fractured rocks, the anisotropic properties of hydraulic conductivity (HC) of the fractured rock aquifer can be assessed and presented using a tensor approach called hydraulic conductivity tensor. Three types of HC values, namely point value, axial value and flow ...

  4. Application of Bayesian approach to estimate average level spacing

    International Nuclear Information System (INIS)

    Huang Zhongfu; Zhao Zhixiang

    1991-01-01

    A method to estimate average level spacing from a set of resolved resonance parameters by using Bayesian approach is given. Using the information given in the distributions of both levels spacing and neutron width, the level missing in measured sample can be corrected more precisely so that better estimate for average level spacing can be obtained by this method. The calculation of s-wave resonance has been done and comparison with other work was carried out

  5. Bayesian hierarchical model for large-scale covariance matrix estimation.

    Science.gov (United States)

    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.

  6. Distributed Estimation using Bayesian Consensus Filtering

    Science.gov (United States)

    2014-06-06

    Convergence rate analysis of distributed gossip (linear parameter) estimation: Fundamental limits and tradeoffs,” IEEE J. Sel. Topics Signal Process...Dimakis, S. Kar, J. Moura, M. Rabbat, and A. Scaglione, “ Gossip algorithms for distributed signal processing,” Proc. of the IEEE, vol. 98, no. 11, pp

  7. Sparse Bayesian Learning for DOA Estimation with Mutual Coupling

    Directory of Open Access Journals (Sweden)

    Jisheng Dai

    2015-10-01

    Full Text Available Sparse Bayesian learning (SBL has given renewed interest to the problem of direction-of-arrival (DOA estimation. It is generally assumed that the measurement matrix in SBL is precisely known. Unfortunately, this assumption may be invalid in practice due to the imperfect manifold caused by unknown or misspecified mutual coupling. This paper describes a modified SBL method for joint estimation of DOAs and mutual coupling coefficients with uniform linear arrays (ULAs. Unlike the existing method that only uses stationary priors, our new approach utilizes a hierarchical form of the Student t prior to enforce the sparsity of the unknown signal more heavily. We also provide a distinct Bayesian inference for the expectation-maximization (EM algorithm, which can update the mutual coupling coefficients more efficiently. Another difference is that our method uses an additional singular value decomposition (SVD to reduce the computational complexity of the signal reconstruction process and the sensitivity to the measurement noise.

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

    CERN Document Server

    Samaniego, Francisco J

    2010-01-01

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

  9. 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

  10. Collective animal behavior from Bayesian estimation and probability matching.

    Directory of Open Access Journals (Sweden)

    Alfonso Pérez-Escudero

    2011-11-01

    Full Text Available Animals living in groups make movement decisions that depend, among other factors, on social interactions with other group members. Our present understanding of social rules in animal collectives is mainly based on empirical fits to observations, with less emphasis in obtaining first-principles approaches that allow their derivation. Here we show that patterns of collective decisions can be derived from the basic ability of animals to make probabilistic estimations in the presence of uncertainty. We build a decision-making model with two stages: Bayesian estimation and probabilistic matching. In the first stage, each animal makes a Bayesian estimation of which behavior is best to perform taking into account personal information about the environment and social information collected by observing the behaviors of other animals. In the probability matching stage, each animal chooses a behavior with a probability equal to the Bayesian-estimated probability that this behavior is the most appropriate one. This model derives very simple rules of interaction in animal collectives that depend only on two types of reliability parameters, one that each animal assigns to the other animals and another given by the quality of the non-social information. We test our model by obtaining theoretically a rich set of observed collective patterns of decisions in three-spined sticklebacks, Gasterosteus aculeatus, a shoaling fish species. The quantitative link shown between probabilistic estimation and collective rules of behavior allows a better contact with other fields such as foraging, mate selection, neurobiology and psychology, and gives predictions for experiments directly testing the relationship between estimation and collective behavior.

  11. BURD, Bayesian estimation in data analysis of Probabilistic Safety Assessment

    International Nuclear Information System (INIS)

    Jang, Seung-cheol; Park, Jin-Kyun

    2008-01-01

    1 - Description of program or function: BURD (Bayesian Update for Reliability Data) is a simple code that can be used to obtain a Bayesian estimate easily in the data analysis of PSA (Probabilistic Safety Assessment). According to the Bayes' theorem, basically, the code facilitates calculations of posterior distribution given the prior and the likelihood (evidence) distributions. The distinctive features of the program, BURD, are the following: - The input consists of the prior and likelihood functions that can be chosen from the built-in statistical distributions. - The available prior distributions are uniform, Jeffrey's non informative, beta, gamma, and log-normal that are most-frequently used in performing PSA. - For likelihood function, the user can choose from four statistical distributions, e.g., beta, gamma, binomial and poisson. - A simultaneous graphic display of the prior and posterior distributions facilitate an intuitive interpretation of the results. - Export facilities for the graphic display screen and text-type outputs are available. - Three options for treating zero-evidence data are provided. - Automatic setup of an integral calculus section for a Bayesian updating. 2 - Methods: The posterior distribution is estimated in accordance with the Bayes' theorem, given the prior and the likelihood (evidence) distributions. 3 - Restrictions on the complexity of the problem: The accuracy of the results depends on the calculational error of the statistical function library in MS Excel

  12. Multiscale Bayesian neural networks for soil water content estimation

    Science.gov (United States)

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

    2008-08-01

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

  13. Bayesian ensemble approach to error estimation of interatomic potentials

    DEFF Research Database (Denmark)

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

    2004-01-01

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

  14. Bayesian Estimation of Small Effects in Exercise and Sports Science.

    Directory of Open Access Journals (Sweden)

    Kerrie L Mengersen

    Full Text Available The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL, and intermittent hypoxic exposure (IHE on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.

  15. Bayesian Estimation of Small Effects in Exercise and Sports Science.

    Science.gov (United States)

    Mengersen, Kerrie L; Drovandi, Christopher C; Robert, Christian P; Pyne, David B; Gore, Christopher J

    2016-01-01

    The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.

  16. Estimation of the magnetic field gradient tensor using the Swarm constellation

    DEFF Research Database (Denmark)

    Kotsiaros, Stavros; Finlay, Chris; Olsen, Nils

    2014-01-01

    For the first time, part of the magnetic field gradient tensor is estimated in space by the Swarm mission. We investigate the possibility of a more complete estimation of the gradient tensor exploiting the Swarm constellation. The East-West gradients can be approximated by observations from...... deviations compared to conventional vector observations at almost all latitudes. Analytical and numerical analysis of the spectral properties of the gradient tensor shows that specific combinations of the East-West and North-South gradients have almost identical signal content to the radial gradient...

  17. CONSTRAINTS ON SCALAR AND TENSOR PERTURBATIONS IN PHENOMENOLOGICAL AND TWO-FIELD INFLATION MODELS: BAYESIAN EVIDENCES FOR PRIMORDIAL ISOCURVATURE AND TENSOR MODES

    Energy Technology Data Exchange (ETDEWEB)

    Vaeliviita, Jussi [Institute of Theoretical Astrophysics, University of Oslo, P.O. Box 1029, Blindern, N-0315 Oslo (Norway); Savelainen, Matti; Talvitie, Marianne; Kurki-Suonio, Hannu; Rusak, Stanislav, E-mail: jussi.valiviita@astro.uio.no [Department of Physics and Helsinki Institute of Physics, University of Helsinki, P.O. Box 64, FIN-00014 University of Helsinki (Finland)

    2012-07-10

    We constrain cosmological models where the primordial perturbations have an adiabatic and a (possibly correlated) cold dark matter (CDM) or baryon isocurvature component. We use both a phenomenological approach, where the power spectra of primordial perturbations are parameterized with amplitudes and spectral indices, and a slow-roll two-field inflation approach where slow-roll parameters are used as primary parameters, determining the spectral indices and the tensor-to-scalar ratio. In the phenomenological case, with CMB data, the upper limit to the CDM isocurvature fraction is {alpha} < 6.4% at k = 0.002 Mpc{sup -1} and 15.4% at k = 0.01 Mpc{sup -1}. The non-adiabatic contribution to the CMB temperature variance is -0.030 < {alpha}{sub T} < 0.049 at the 95% confidence level. Including the supernova (SN) (or large-scale structure) data, these limits become {alpha} < 7.0%, 13.7%, and -0.048 < {alpha}{sub T} < 0.042 (or {alpha} < 10.2%, 16.0%, and -0.071 < {alpha}{sub T} < 0.024). The CMB constraint on the tensor-to-scalar ratio, r < 0.26 at k = 0.01 Mpc{sup -1}, is not affected by the non-adiabatic modes. In the slow-roll two-field inflation approach, the spectral indices are constrained close to 1. This leads to tighter limits on the isocurvature fraction; with the CMB data {alpha} < 2.6% at k = 0.01 Mpc{sup -1}, but the constraint on {alpha}{sub T} is not much affected, -0.058 < {alpha}{sub T} < 0.045. Including SN (or LSS) data, these limits become {alpha} < 3.2% and -0.056 < {alpha}{sub T} < 0.030 (or {alpha} < 3.4% and -0.063 < {alpha}{sub T} < -0.008). In addition to the generally correlated models, we study also special cases where the adiabatic and isocurvature modes are uncorrelated or fully (anti)correlated. We calculate Bayesian evidences (model probabilities) in 21 different non-adiabatic cases and compare them to the corresponding adiabatic models, and find that in all cases the data support the pure adiabatic model.

  18. Eigenvector of gravity gradient tensor for estimating fault dips considering fault type

    Science.gov (United States)

    Kusumoto, Shigekazu

    2017-12-01

    The dips of boundaries in faults and caldera walls play an important role in understanding their formation mechanisms. The fault dip is a particularly important parameter in numerical simulations for hazard map creation as the fault dip affects estimations of the area of disaster occurrence. In this study, I introduce a technique for estimating the fault dip using the eigenvector of the observed or calculated gravity gradient tensor on a profile and investigating its properties through numerical simulations. From numerical simulations, it was found that the maximum eigenvector of the tensor points to the high-density causative body, and the dip of the maximum eigenvector closely follows the dip of the normal fault. It was also found that the minimum eigenvector of the tensor points to the low-density causative body and that the dip of the minimum eigenvector closely follows the dip of the reverse fault. It was shown that the eigenvector of the gravity gradient tensor for estimating fault dips is determined by fault type. As an application of this technique, I estimated the dip of the Kurehayama Fault located in Toyama, Japan, and obtained a result that corresponded to conventional fault dip estimations by geology and geomorphology. Because the gravity gradient tensor is required for this analysis, I present a technique that estimates the gravity gradient tensor from the gravity anomaly on a profile.

  19. A Web-Based System for Bayesian Benchmark Dose Estimation.

    Science.gov (United States)

    Shao, Kan; Shapiro, Andrew J

    2018-01-11

    Benchmark dose (BMD) modeling is an important step in human health risk assessment and is used as the default approach to identify the point of departure for risk assessment. A probabilistic framework for dose-response assessment has been proposed and advocated by various institutions and organizations; therefore, a reliable tool is needed to provide distributional estimates for BMD and other important quantities in dose-response assessment. We developed an online system for Bayesian BMD (BBMD) estimation and compared results from this software with U.S. Environmental Protection Agency's (EPA's) Benchmark Dose Software (BMDS). The system is built on a Bayesian framework featuring the application of Markov chain Monte Carlo (MCMC) sampling for model parameter estimation and BMD calculation, which makes the BBMD system fundamentally different from the currently prevailing BMD software packages. In addition to estimating the traditional BMDs for dichotomous and continuous data, the developed system is also capable of computing model-averaged BMD estimates. A total of 518 dichotomous and 108 continuous data sets extracted from the U.S. EPA's Integrated Risk Information System (IRIS) database (and similar databases) were used as testing data to compare the estimates from the BBMD and BMDS programs. The results suggest that the BBMD system may outperform the BMDS program in a number of aspects, including fewer failed BMD and BMDL calculations and estimates. The BBMD system is a useful alternative tool for estimating BMD with additional functionalities for BMD analysis based on most recent research. Most importantly, the BBMD has the potential to incorporate prior information to make dose-response modeling more reliable and can provide distributional estimates for important quantities in dose-response assessment, which greatly facilitates the current trend for probabilistic risk assessment. https://doi.org/10.1289/EHP1289.

  20. Frequency offset estimation in OFDM systems using Bayesian filtering

    Science.gov (United States)

    Yu, Yihua

    2011-10-01

    Orthogonal frequency division multiplexing (OFDM) is sensitive to carrier frequency offset (CFO) that causes inter-carrier interference (ICI). In this paper, we present two schemes for the CFO estimation, which are based on rejection sampling (RS) and a form of particle filtering (PF) called kernel smoothing technique, respectively. The first scheme is offline estimation, where the observations contained in the OFDM training symbol are treated in the batch mode. The second scheme is online estimation, where the observations in the OFDM training symbol are treated in the sequential manner. Simulations are provided to illustrate the performances of the schemes. Performance comparisons of the two schemes and with other Bayesian methods are provided. Simulation results show that the two schemes are effective when estimating the CFO and can effectively combat the effect of ICI in OFDM systems.

  1. Bayesian Parameter Estimation via Filtering and Functional Approximations

    KAUST Repository

    Matthies, Hermann G.

    2016-11-25

    The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation and updating of parameters in a computational model. This is a filter acting on random variables, and while its Monte Carlo variant --- the Ensemble Kalman Filter (EnKF) --- is fairly straightforward, we subsequently only sketch its implementation with the help of functional representations.

  2. Bayesian Parameter Estimation via Filtering and Functional Approximations

    KAUST Repository

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

    2016-01-01

    The inverse problem of determining parameters in a model by comparing some output of the model with observations is addressed. This is a description for what hat to be done to use the Gauss-Markov-Kalman filter for the Bayesian estimation and updating of parameters in a computational model. This is a filter acting on random variables, and while its Monte Carlo variant --- the Ensemble Kalman Filter (EnKF) --- is fairly straightforward, we subsequently only sketch its implementation with the help of functional representations.

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

    Science.gov (United States)

    Kruschke, John K; Liddell, Torrin M

    2018-02-01

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

  4. Bayesian estimation of animal movement from archival and satellite tags.

    Directory of Open Access Journals (Sweden)

    Michael D Sumner

    Full Text Available The reliable estimation of animal location, and its associated error is fundamental to animal ecology. There are many existing techniques for handling location error, but these are often ad hoc or are used in isolation from each other. In this study we present a Bayesian framework for determining location that uses all the data available, is flexible to all tagging techniques, and provides location estimates with built-in measures of uncertainty. Bayesian methods allow the contributions of multiple data sources to be decomposed into manageable components. We illustrate with two examples for two different location methods: satellite tracking and light level geo-location. We show that many of the problems with uncertainty involved are reduced and quantified by our approach. This approach can use any available information, such as existing knowledge of the animal's potential range, light levels or direct location estimates, auxiliary data, and movement models. The approach provides a substantial contribution to the handling uncertainty in archival tag and satellite tracking data using readily available tools.

  5. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    KAUST Repository

    Dashti, M.

    2013-09-01

    We consider the inverse problem of estimating an unknown function u from noisy measurements y of a known, possibly nonlinear, map applied to u. We adopt a Bayesian approach to the problem and work in a setting where the prior measure is specified as a Gaussian random field μ0. We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μy. Under these conditions, we show that the maximum a posteriori (MAP) estimator is well defined as the minimizer of an Onsager-Machlup functional defined on the Cameron-Martin space of the prior; thus, we link a problem in probability with a problem in the calculus of variations. We then consider the case where the observational noise vanishes and establish a form of Bayesian posterior consistency for the MAP estimator. We also prove a similar result for the case where the observation of can be repeated as many times as desired with independent identically distributed noise. The theory is illustrated with examples from an inverse problem for the Navier-Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. © 2013 IOP Publishing Ltd.

  6. MAP estimators and their consistency in Bayesian nonparametric inverse problems

    International Nuclear Information System (INIS)

    Dashti, M; Law, K J H; Stuart, A M; Voss, J

    2013-01-01

    We consider the inverse problem of estimating an unknown function u from noisy measurements y of a known, possibly nonlinear, map G applied to u. We adopt a Bayesian approach to the problem and work in a setting where the prior measure is specified as a Gaussian random field μ 0 . We work under a natural set of conditions on the likelihood which implies the existence of a well-posed posterior measure, μ y . Under these conditions, we show that the maximum a posteriori (MAP) estimator is well defined as the minimizer of an Onsager–Machlup functional defined on the Cameron–Martin space of the prior; thus, we link a problem in probability with a problem in the calculus of variations. We then consider the case where the observational noise vanishes and establish a form of Bayesian posterior consistency for the MAP estimator. We also prove a similar result for the case where the observation of G(u) can be repeated as many times as desired with independent identically distributed noise. The theory is illustrated with examples from an inverse problem for the Navier–Stokes equation, motivated by problems arising in weather forecasting, and from the theory of conditioned diffusions, motivated by problems arising in molecular dynamics. (paper)

  7. Bayesian estimation of multicomponent relaxation parameters in magnetic resonance fingerprinting.

    Science.gov (United States)

    McGivney, Debra; Deshmane, Anagha; Jiang, Yun; Ma, Dan; Badve, Chaitra; Sloan, Andrew; Gulani, Vikas; Griswold, Mark

    2018-07-01

    To estimate multiple components within a single voxel in magnetic resonance fingerprinting when the number and types of tissues comprising the voxel are not known a priori. Multiple tissue components within a single voxel are potentially separable with magnetic resonance fingerprinting as a result of differences in signal evolutions of each component. The Bayesian framework for inverse problems provides a natural and flexible setting for solving this problem when the tissue composition per voxel is unknown. Assuming that only a few entries from the dictionary contribute to a mixed signal, sparsity-promoting priors can be placed upon the solution. An iterative algorithm is applied to compute the maximum a posteriori estimator of the posterior probability density to determine the magnetic resonance fingerprinting dictionary entries that contribute most significantly to mixed or pure voxels. Simulation results show that the algorithm is robust in finding the component tissues of mixed voxels. Preliminary in vivo data confirm this result, and show good agreement in voxels containing pure tissue. The Bayesian framework and algorithm shown provide accurate solutions for the partial-volume problem in magnetic resonance fingerprinting. The flexibility of the method will allow further study into different priors and hyperpriors that can be applied in the model. Magn Reson Med 80:159-170, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

  8. 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.

  9. Estimation of full moment tensors, including uncertainties, for earthquakes, volcanic events, and nuclear explosions

    Science.gov (United States)

    Alvizuri, Celso R.

    We present a catalog of full seismic moment tensors for 63 events from Uturuncu volcano in Bolivia. The events were recorded during 2011-2012 in the PLUTONS seismic array of 24 broadband stations. Most events had magnitudes between 0.5 and 2.0 and did not generate discernible surface waves; the largest event was Mw 2.8. For each event we computed the misfit between observed and synthetic waveforms, and we used first-motion polarity measurements to reduce the number of possible solutions. Each moment tensor solution was obtained using a grid search over the six-dimensional space of moment tensors. For each event we show the misfit function in eigenvalue space, represented by a lune. We identify three subsets of the catalog: (1) 6 isotropic events, (2) 5 tensional crack events, and (3) a swarm of 14 events southeast of the volcanic center that appear to be double couples. The occurrence of positively isotropic events is consistent with other published results from volcanic and geothermal regions. Several of these previous results, as well as our results, cannot be interpreted within the context of either an oblique opening crack or a crack-plus-double-couple model. Proper characterization of uncertainties for full moment tensors is critical for distinguishing among physical models of source processes. A seismic moment tensor is a 3x3 symmetric matrix that provides a compact representation of a seismic source. We develop an algorithm to estimate moment tensors and their uncertainties from observed seismic data. For a given event, the algorithm performs a grid search over the six-dimensional space of moment tensors by generating synthetic waveforms for each moment tensor and then evaluating a misfit function between the observed and synthetic waveforms. 'The' moment tensor M0 for the event is then the moment tensor with minimum misfit. To describe the uncertainty associated with M0, we first convert the misfit function to a probability function. The uncertainty, or

  10. Counting and confusion: Bayesian rate estimation with multiple populations

    Science.gov (United States)

    Farr, Will M.; Gair, Jonathan R.; Mandel, Ilya; Cutler, Curt

    2015-01-01

    We show how to obtain a Bayesian estimate of the rates or numbers of signal and background events from a set of events when the shapes of the signal and background distributions are known, can be estimated, or approximated; our method works well even if the foreground and background event distributions overlap significantly and the nature of any individual event cannot be determined with any certainty. We give examples of determining the rates of gravitational-wave events in the presence of background triggers from a template bank when noise parameters are known and/or can be fit from the trigger data. We also give an example of determining globular-cluster shape, location, and density from an observation of a stellar field that contains a nonuniform background density of stars superimposed on the cluster stars.

  11. A robust bayesian estimate of the concordance correlation coefficient.

    Science.gov (United States)

    Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir

    2015-01-01

    A need for assessment of agreement arises in many situations including statistical biomarker qualification or assay or method validation. Concordance correlation coefficient (CCC) is one of the most popular scaled indices reported in evaluation of agreement. Robust methods for CCC estimation currently present an important statistical challenge. Here, we propose a novel Bayesian method of robust estimation of CCC based on multivariate Student's t-distribution and compare it with its alternatives. Furthermore, we extend the method to practically relevant settings, enabling incorporation of confounding covariates and replications. The superiority of the new approach is demonstrated using simulation as well as real datasets from biomarker application in electroencephalography (EEG). This biomarker is relevant in neuroscience for development of treatments for insomnia.

  12. Bayesian analysis for uncertainty estimation of a canopy transpiration model

    Science.gov (United States)

    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.

  13. Low-Complexity Bayesian Estimation of Cluster-Sparse Channels

    KAUST Repository

    Ballal, Tarig; Al-Naffouri, Tareq Y.; Ahmed, Syed

    2015-01-01

    This paper addresses the problem of channel impulse response estimation for cluster-sparse channels under the Bayesian estimation framework. We develop a novel low-complexity minimum mean squared error (MMSE) estimator by exploiting the sparsity of the received signal profile and the structure of the measurement matrix. It is shown that due to the banded Toeplitz/circulant structure of the measurement matrix, a channel impulse response, such as underwater acoustic channel impulse responses, can be partitioned into a number of orthogonal or approximately orthogonal clusters. The orthogonal clusters, the sparsity of the channel impulse response and the structure of the measurement matrix, all combined, result in a computationally superior realization of the MMSE channel estimator. The MMSE estimator calculations boil down to simpler in-cluster calculations that can be reused in different clusters. The reduction in computational complexity allows for a more accurate implementation of the MMSE estimator. The proposed approach is tested using synthetic Gaussian channels, as well as simulated underwater acoustic channels. Symbol-error-rate performance and computation time confirm the superiority of the proposed method compared to selected benchmark methods in systems with preamble-based training signals transmitted over clustersparse channels.

  14. Low-Complexity Bayesian Estimation of Cluster-Sparse Channels

    KAUST Repository

    Ballal, Tarig

    2015-09-18

    This paper addresses the problem of channel impulse response estimation for cluster-sparse channels under the Bayesian estimation framework. We develop a novel low-complexity minimum mean squared error (MMSE) estimator by exploiting the sparsity of the received signal profile and the structure of the measurement matrix. It is shown that due to the banded Toeplitz/circulant structure of the measurement matrix, a channel impulse response, such as underwater acoustic channel impulse responses, can be partitioned into a number of orthogonal or approximately orthogonal clusters. The orthogonal clusters, the sparsity of the channel impulse response and the structure of the measurement matrix, all combined, result in a computationally superior realization of the MMSE channel estimator. The MMSE estimator calculations boil down to simpler in-cluster calculations that can be reused in different clusters. The reduction in computational complexity allows for a more accurate implementation of the MMSE estimator. The proposed approach is tested using synthetic Gaussian channels, as well as simulated underwater acoustic channels. Symbol-error-rate performance and computation time confirm the superiority of the proposed method compared to selected benchmark methods in systems with preamble-based training signals transmitted over clustersparse channels.

  15. Integrative Analysis of Transcription Factor Combinatorial Interactions Using a Bayesian Tensor Factorization Approach

    Science.gov (United States)

    Ye, Yusen; Gao, Lin; Zhang, Shihua

    2017-01-01

    Transcription factors play a key role in transcriptional regulation of genes and determination of cellular identity through combinatorial interactions. However, current studies about combinatorial regulation is deficient due to lack of experimental data in the same cellular environment and extensive existence of data noise. Here, we adopt a Bayesian CANDECOMP/PARAFAC (CP) factorization approach (BCPF) to integrate multiple datasets in a network paradigm for determining precise TF interaction landscapes. In our first application, we apply BCPF to integrate three networks built based on diverse datasets of multiple cell lines from ENCODE respectively to predict a global and precise TF interaction network. This network gives 38 novel TF interactions with distinct biological functions. In our second application, we apply BCPF to seven types of cell type TF regulatory networks and predict seven cell lineage TF interaction networks, respectively. By further exploring the dynamics and modularity of them, we find cell lineage-specific hub TFs participate in cell type or lineage-specific regulation by interacting with non-specific TFs. Furthermore, we illustrate the biological function of hub TFs by taking those of cancer lineage and blood lineage as examples. Taken together, our integrative analysis can reveal more precise and extensive description about human TF combinatorial interactions. PMID:29033978

  16. Application of Bayesian Networks for Estimation of Individual Psychological Characteristics

    KAUST Repository

    Litvinenko, Alexander

    2017-07-19

    In this paper we apply Bayesian networks for developing more accurate final overall estimations of psychological characteristics of an individual, based on psychological test results. Psychological tests which identify how much an individual possesses a certain factor are very popular and quite common in the modern world. We call this value for a given factor -- the final overall estimation. Examples of factors could be stress resistance, the readiness to take a risk, the ability to concentrate on certain complicated work and many others. An accurate qualitative and comprehensive assessment of human potential is one of the most important challenges in any company or collective. The most common way of studying psychological characteristics of each single person is testing. Psychologists and sociologists are constantly working on improvement of the quality of their tests. Despite serious work, done by psychologists, the questions in tests often do not produce enough feedback due to the use of relatively poor estimation systems. The overall estimation is usually based on personal experiences and the subjective perception of a psychologist or a group of psychologists about the investigated psychological personality factors.

  17. Application of Bayesian Networks for Estimation of Individual Psychological Characteristics

    KAUST Repository

    Litvinenko, Alexander; Litvinenko, Natalya

    2017-01-01

    In this paper we apply Bayesian networks for developing more accurate final overall estimations of psychological characteristics of an individual, based on psychological test results. Psychological tests which identify how much an individual possesses a certain factor are very popular and quite common in the modern world. We call this value for a given factor -- the final overall estimation. Examples of factors could be stress resistance, the readiness to take a risk, the ability to concentrate on certain complicated work and many others. An accurate qualitative and comprehensive assessment of human potential is one of the most important challenges in any company or collective. The most common way of studying psychological characteristics of each single person is testing. Psychologists and sociologists are constantly working on improvement of the quality of their tests. Despite serious work, done by psychologists, the questions in tests often do not produce enough feedback due to the use of relatively poor estimation systems. The overall estimation is usually based on personal experiences and the subjective perception of a psychologist or a group of psychologists about the investigated psychological personality factors.

  18. A Bayesian nonparametric estimation of distributions and quantiles

    International Nuclear Information System (INIS)

    Poern, K.

    1988-11-01

    The report describes a Bayesian, nonparametric method for the estimation of a distribution function and its quantiles. The method, presupposing random sampling, is nonparametric, so the user has to specify a prior distribution on a space of distributions (and not on a parameter space). In the current application, where the method is used to estimate the uncertainty of a parametric calculational model, the Dirichlet prior distribution is to a large extent determined by the first batch of Monte Carlo-realizations. In this case the results of the estimation technique is very similar to the conventional empirical distribution function. The resulting posterior distribution is also Dirichlet, and thus facilitates the determination of probability (confidence) intervals at any given point in the space of interest. Another advantage is that also the posterior distribution of a specified quantitle can be derived and utilized to determine a probability interval for that quantile. The method was devised for use in the PROPER code package for uncertainty and sensitivity analysis. (orig.)

  19. Histogram equalization with Bayesian estimation for noise robust speech recognition.

    Science.gov (United States)

    Suh, Youngjoo; Kim, Hoirin

    2018-02-01

    The histogram equalization approach is an efficient feature normalization technique for noise robust automatic speech recognition. However, it suffers from performance degradation when some fundamental conditions are not satisfied in the test environment. To remedy these limitations of the original histogram equalization methods, class-based histogram equalization approach has been proposed. Although this approach showed substantial performance improvement under noise environments, it still suffers from performance degradation due to the overfitting problem when test data are insufficient. To address this issue, the proposed histogram equalization technique employs the Bayesian estimation method in the test cumulative distribution function estimation. It was reported in a previous study conducted on the Aurora-4 task that the proposed approach provided substantial performance gains in speech recognition systems based on the acoustic modeling of the Gaussian mixture model-hidden Markov model. In this work, the proposed approach was examined in speech recognition systems with deep neural network-hidden Markov model (DNN-HMM), the current mainstream speech recognition approach where it also showed meaningful performance improvement over the conventional maximum likelihood estimation-based method. The fusion of the proposed features with the mel-frequency cepstral coefficients provided additional performance gains in DNN-HMM systems, which otherwise suffer from performance degradation in the clean test condition.

  20. Direct diffusion tensor estimation using a model-based method with spatial and parametric constraints.

    Science.gov (United States)

    Zhu, Yanjie; Peng, Xi; Wu, Yin; Wu, Ed X; Ying, Leslie; Liu, Xin; Zheng, Hairong; Liang, Dong

    2017-02-01

    To develop a new model-based method with spatial and parametric constraints (MB-SPC) aimed at accelerating diffusion tensor imaging (DTI) by directly estimating the diffusion tensor from highly undersampled k-space data. The MB-SPC method effectively incorporates the prior information on the joint sparsity of different diffusion-weighted images using an L1-L2 norm and the smoothness of the diffusion tensor using a total variation seminorm. The undersampled k-space datasets were obtained from fully sampled DTI datasets of a simulated phantom and an ex-vivo experimental rat heart with acceleration factors ranging from 2 to 4. The diffusion tensor was directly reconstructed by solving a minimization problem with a nonlinear conjugate gradient descent algorithm. The reconstruction performance was quantitatively assessed using the normalized root mean square error (nRMSE) of the DTI indices. The MB-SPC method achieves acceptable DTI measures at an acceleration factor up to 4. Experimental results demonstrate that the proposed method can estimate the diffusion tensor more accurately than most existing methods operating at higher net acceleration factors. The proposed method can significantly reduce artifact, particularly at higher acceleration factors or lower SNRs. This method can easily be adapted to MR relaxometry parameter mapping and is thus useful in the characterization of biological tissue such as nerves, muscle, and heart tissue. © 2016 American Association of Physicists in Medicine.

  1. A generic method for estimating system reliability using Bayesian networks

    International Nuclear Information System (INIS)

    Doguc, Ozge; Ramirez-Marquez, Jose Emmanuel

    2009-01-01

    This study presents a holistic method for constructing a Bayesian network (BN) model for estimating system reliability. BN is a probabilistic approach that is used to model and predict the behavior of a system based on observed stochastic events. The BN model is a directed acyclic graph (DAG) where the nodes represent system components and arcs represent relationships among them. Although recent studies on using BN for estimating system reliability have been proposed, they are based on the assumption that a pre-built BN has been designed to represent the system. In these studies, the task of building the BN is typically left to a group of specialists who are BN and domain experts. The BN experts should learn about the domain before building the BN, which is generally very time consuming and may lead to incorrect deductions. As there are no existing studies to eliminate the need for a human expert in the process of system reliability estimation, this paper introduces a method that uses historical data about the system to be modeled as a BN and provides efficient techniques for automated construction of the BN model, and hence estimation of the system reliability. In this respect K2, a data mining algorithm, is used for finding associations between system components, and thus building the BN model. This algorithm uses a heuristic to provide efficient and accurate results while searching for associations. Moreover, no human intervention is necessary during the process of BN construction and reliability estimation. The paper provides a step-by-step illustration of the method and evaluation of the approach with literature case examples

  2. A generic method for estimating system reliability using Bayesian networks

    Energy Technology Data Exchange (ETDEWEB)

    Doguc, Ozge [Stevens Institute of Technology, Hoboken, NJ 07030 (United States); Ramirez-Marquez, Jose Emmanuel [Stevens Institute of Technology, Hoboken, NJ 07030 (United States)], E-mail: jmarquez@stevens.edu

    2009-02-15

    This study presents a holistic method for constructing a Bayesian network (BN) model for estimating system reliability. BN is a probabilistic approach that is used to model and predict the behavior of a system based on observed stochastic events. The BN model is a directed acyclic graph (DAG) where the nodes represent system components and arcs represent relationships among them. Although recent studies on using BN for estimating system reliability have been proposed, they are based on the assumption that a pre-built BN has been designed to represent the system. In these studies, the task of building the BN is typically left to a group of specialists who are BN and domain experts. The BN experts should learn about the domain before building the BN, which is generally very time consuming and may lead to incorrect deductions. As there are no existing studies to eliminate the need for a human expert in the process of system reliability estimation, this paper introduces a method that uses historical data about the system to be modeled as a BN and provides efficient techniques for automated construction of the BN model, and hence estimation of the system reliability. In this respect K2, a data mining algorithm, is used for finding associations between system components, and thus building the BN model. This algorithm uses a heuristic to provide efficient and accurate results while searching for associations. Moreover, no human intervention is necessary during the process of BN construction and reliability estimation. The paper provides a step-by-step illustration of the method and evaluation of the approach with literature case examples.

  3. INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles

    KAUST Repository

    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

  4. Comparison of sampling techniques for Bayesian parameter estimation

    Science.gov (United States)

    Allison, Rupert; Dunkley, Joanna

    2014-02-01

    The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.

  5. Estimating mental states of a depressed person with bayesian networks

    NARCIS (Netherlands)

    Klein, Michel C.A.; Modena, Gabriele

    2013-01-01

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

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

    Science.gov (United States)

    Ross, Steven J.; Mackey, Beth

    2015-01-01

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

  7. Reliable Dual Tensor Model Estimation in Single and Crossing Fibers Based on Jeffreys Prior

    Science.gov (United States)

    Yang, Jianfei; Poot, Dirk H. J.; Caan, Matthan W. A.; Su, Tanja; Majoie, Charles B. L. M.; van Vliet, Lucas J.; Vos, Frans M.

    2016-01-01

    Purpose This paper presents and studies a framework for reliable modeling of diffusion MRI using a data-acquisition adaptive prior. Methods Automated relevance determination estimates the mean of the posterior distribution of a rank-2 dual tensor model exploiting Jeffreys prior (JARD). This data-acquisition prior is based on the Fisher information matrix and enables the assessment whether two tensors are mandatory to describe the data. The method is compared to Maximum Likelihood Estimation (MLE) of the dual tensor model and to FSL’s ball-and-stick approach. Results Monte Carlo experiments demonstrated that JARD’s volume fractions correlated well with the ground truth for single and crossing fiber configurations. In single fiber configurations JARD automatically reduced the volume fraction of one compartment to (almost) zero. The variance in fractional anisotropy (FA) of the main tensor component was thereby reduced compared to MLE. JARD and MLE gave a comparable outcome in data simulating crossing fibers. On brain data, JARD yielded a smaller spread in FA along the corpus callosum compared to MLE. Tract-based spatial statistics demonstrated a higher sensitivity in detecting age-related white matter atrophy using JARD compared to both MLE and the ball-and-stick approach. Conclusions The proposed framework offers accurate and precise estimation of diffusion properties in single and dual fiber regions. PMID:27760166

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

    Science.gov (United States)

    Varvia, Petri; Rautiainen, Miina; Seppänen, Aku

    2018-03-01

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

  9. Estimating extreme river discharges in Europe through a Bayesian network

    Science.gov (United States)

    Paprotny, Dominik; Morales-Nápoles, Oswaldo

    2017-06-01

    Large-scale hydrological modelling of flood hazards requires adequate extreme discharge data. In practise, models based on physics are applied alongside those utilizing only statistical analysis. The former require enormous computational power, while the latter are mostly limited in accuracy and spatial coverage. In this paper we introduce an alternate, statistical approach based on Bayesian networks (BNs), a graphical model for dependent random variables. We use a non-parametric BN to describe the joint distribution of extreme discharges in European rivers and variables representing the geographical characteristics of their catchments. Annual maxima of daily discharges from more than 1800 river gauges (stations with catchment areas ranging from 1.4 to 807 000 km2) were collected, together with information on terrain, land use and local climate. The (conditional) correlations between the variables are modelled through copulas, with the dependency structure defined in the network. The results show that using this method, mean annual maxima and return periods of discharges could be estimated with an accuracy similar to existing studies using physical models for Europe and better than a comparable global statistical model. Performance of the model varies slightly between regions of Europe, but is consistent between different time periods, and remains the same in a split-sample validation. Though discharge prediction under climate change is not the main scope of this paper, the BN was applied to a large domain covering all sizes of rivers in the continent both for present and future climate, as an example. Results show substantial variation in the influence of climate change on river discharges. The model can be used to provide quick estimates of extreme discharges at any location for the purpose of obtaining input information for hydraulic modelling.

  10. 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

  11. Estimating Parameters in Physical Models through Bayesian Inversion: A Complete Example

    KAUST Repository

    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

  12. Combining the boundary shift integral and tensor-based morphometry for brain atrophy estimation

    Science.gov (United States)

    Michalkiewicz, Mateusz; Pai, Akshay; Leung, Kelvin K.; Sommer, Stefan; Darkner, Sune; Sørensen, Lauge; Sporring, Jon; Nielsen, Mads

    2016-03-01

    Brain atrophy from structural magnetic resonance images (MRIs) is widely used as an imaging surrogate marker for Alzheimers disease. Their utility has been limited due to the large degree of variance and subsequently high sample size estimates. The only consistent and reasonably powerful atrophy estimation methods has been the boundary shift integral (BSI). In this paper, we first propose a tensor-based morphometry (TBM) method to measure voxel-wise atrophy that we combine with BSI. The combined model decreases the sample size estimates significantly when compared to BSI and TBM alone.

  13. Iterative Bayesian Estimation of Travel Times on Urban Arterials: Fusing Loop Detector and Probe Vehicle Data.

    Science.gov (United States)

    Liu, Kai; Cui, Meng-Ying; Cao, Peng; Wang, Jiang-Bo

    2016-01-01

    On urban arterials, travel time estimation is challenging especially from various data sources. Typically, fusing loop detector data and probe vehicle data to estimate travel time is a troublesome issue while considering the data issue of uncertain, imprecise and even conflicting. In this paper, we propose an improved data fusing methodology for link travel time estimation. Link travel times are simultaneously pre-estimated using loop detector data and probe vehicle data, based on which Bayesian fusion is then applied to fuse the estimated travel times. Next, Iterative Bayesian estimation is proposed to improve Bayesian fusion by incorporating two strategies: 1) substitution strategy which replaces the lower accurate travel time estimation from one sensor with the current fused travel time; and 2) specially-designed conditions for convergence which restrict the estimated travel time in a reasonable range. The estimation results show that, the proposed method outperforms probe vehicle data based method, loop detector based method and single Bayesian fusion, and the mean absolute percentage error is reduced to 4.8%. Additionally, iterative Bayesian estimation performs better for lighter traffic flows when the variability of travel time is practically higher than other periods.

  14. Bayesian Estimation of the Logistic Positive Exponent IRT Model

    Science.gov (United States)

    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…

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

    Science.gov (United States)

    Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad

    2016-05-01

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

  16. Grid-search Moment Tensor Estimation: Implementation and CTBT-related Application

    Science.gov (United States)

    Stachnik, J. C.; Baker, B. I.; Rozhkov, M.; Friberg, P. A.; Leifer, J. M.

    2017-12-01

    This abstract presents a review work related to moment tensor estimation for Expert Technical Analysis at the Comprehensive Test Ban Treaty Organization. In this context of event characterization, estimation of key source parameters provide important insights into the nature of failure in the earth. For example, if the recovered source parameters are indicative of a shallow source with large isotropic component then one conclusion is that it is a human-triggered explosive event. However, an important follow-up question in this application is - does an alternative hypothesis like a deeper source with a large double couple component explain the data approximately as well as the best solution? Here we address the issue of both finding a most likely source and assessing its uncertainty. Using the uniform moment tensor discretization of Tape and Tape (2015) we exhaustively interrogate and tabulate the source eigenvalue distribution (i.e., the source characterization), tensor orientation, magnitude, and source depth. The benefit of the grid-search is that we can quantitatively assess the extent to which model parameters are resolved. This provides a valuable opportunity during the assessment phase to focus interpretation on source parameters that are well-resolved. Another benefit of the grid-search is that it proves to be a flexible framework where different pieces of information can be easily incorporated. To this end, this work is particularly interested in fitting teleseismic body waves and regional surface waves as well as incorporating teleseismic first motions when available. Being that the moment tensor search methodology is well-established we primarily focus on the implementation and application. We present a highly scalable strategy for systematically inspecting the entire model parameter space. We then focus on application to regional and teleseismic data recorded during a handful of natural and anthropogenic events, report on the grid-search optimum, and

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

    Directory of Open Access Journals (Sweden)

    Elise Payzan-LeNestour

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

  18. Top-down approach in protein RDC data analysis: de novo estimation of the alignment tensor

    International Nuclear Information System (INIS)

    Chen Kang; Tjandra, Nico

    2007-01-01

    In solution NMR spectroscopy the residual dipolar coupling (RDC) is invaluable in improving both the precision and accuracy of NMR structures during their structural refinement. The RDC also provides a potential to determine protein structure de novo. These procedures are only effective when an accurate estimate of the alignment tensor has already been made. Here we present a top-down approach, starting from the secondary structure elements and finishing at the residue level, for RDC data analysis in order to obtain a better estimate of the alignment tensor. Using only the RDCs from N-H bonds of residues in α-helices and CA-CO bonds in β-strands, we are able to determine the offset and the approximate amplitude of the RDC modulation-curve for each secondary structure element, which are subsequently used as targets for global minimization. The alignment order parameters and the orientation of the major principal axis of individual helix or strand, with respect to the alignment frame, can be determined in each of the eight quadrants of a sphere. The following minimization against RDC of all residues within the helix or strand segment can be carried out with fixed alignment order parameters to improve the accuracy of the orientation. For a helical protein Bax, the three components A xx , A yy and A zz , of the alignment order can be determined with this method in average to within 2.3% deviation from the values calculated with the available atomic coordinates. Similarly for β-sheet protein Ubiquitin they agree in average to within 8.5%. The larger discrepancy in β-strand parameters comes from both the diversity of the β-sheet structure and the lower precision of CA-CO RDCs. This top-down approach is a robust method for alignment tensor estimation and also holds a promise for providing a protein topological fold using limited sets of RDCs

  19. Bayesian Estimation of the Kumaraswamy InverseWeibull Distribution

    Directory of Open Access Journals (Sweden)

    Felipe R.S. de Gusmao

    2017-05-01

    Full Text Available The Kumaraswamy InverseWeibull distribution has the ability to model failure rates that have unimodal shapes and are quite common in reliability and biological studies. The three-parameter Kumaraswamy InverseWeibull distribution with decreasing and unimodal failure rate is introduced. We provide a comprehensive treatment of the mathematical properties of the Kumaraswany Inverse Weibull distribution and derive expressions for its moment generating function and the ligrl/ig-th generalized moment. Some properties of the model with some graphs of density and hazard function are discussed. We also discuss a Bayesian approach for this distribution and an application was made for a real data set.

  20. Genetic analysis of rare disorders: Bayesian estimation of twin concordance rates

    NARCIS (Netherlands)

    van den Berg, Stéphanie Martine; Hjelmborg, J.

    2012-01-01

    Twin concordance rates provide insight into the possibility of a genetic background for a disease. These concordance rates are usually estimated within a frequentistic framework. Here we take a Bayesian approach. For rare diseases, estimation methods based on asymptotic theory cannot be applied due

  1. Estimation of insurance premiums for coverage against natural disaster risk: an application of Bayesian Inference

    NARCIS (Netherlands)

    Paudel, Y.; Botzen, W.J.W.; Aerts, J.C.J.H.

    2013-01-01

    This study applies Bayesian Inference to estimate flood risk for 53 dyke ring areas in the Netherlands, and focuses particularly on the data scarcity and extreme behaviour of catastrophe risk. The probability density curves of flood damage are estimated through Monte Carlo simulations. Based on

  2. Survival Bayesian Estimation of Exponential-Gamma Under Linex Loss Function

    Science.gov (United States)

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

    2017-06-01

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

  3. Bayesian estimation of mixtures with dynamic transitions and known component parameters

    Czech Academy of Sciences Publication Activity Database

    Nagy, I.; Suzdaleva, Evgenia; Kárný, Miroslav

    2011-01-01

    Roč. 47, č. 4 (2011), s. 572-594 ISSN 0023-5954 R&D Projects: GA MŠk 1M0572; GA TA ČR TA01030123; GA ČR GA102/08/0567 Grant - others:Skoda Auto(CZ) ENS/2009/UTIA Institutional research plan: CEZ:AV0Z10750506 Keywords : mixture model * Bayesian estimation * approximation * clustering * classification Subject RIV: BC - Control Systems Theory Impact factor: 0.454, year: 2011 http://library.utia.cas.cz/separaty/2011/AS/nagy-bayesian estimation of mixtures with dynamic transitions and known component parameters.pdf

  4. Prior processes and their applications nonparametric Bayesian estimation

    CERN Document Server

    Phadia, Eswar G

    2016-01-01

    This book presents a systematic and comprehensive treatment of various prior processes that have been developed over the past four decades for dealing with Bayesian approach to solving selected nonparametric inference problems. This revised edition has been substantially expanded to reflect the current interest in this area. After an overview of different prior processes, it examines the now pre-eminent Dirichlet process and its variants including hierarchical processes, then addresses new processes such as dependent Dirichlet, local Dirichlet, time-varying and spatial processes, all of which exploit the countable mixture representation of the Dirichlet process. It subsequently discusses various neutral to right type processes, including gamma and extended gamma, beta and beta-Stacy processes, and then describes the Chinese Restaurant, Indian Buffet and infinite gamma-Poisson processes, which prove to be very useful in areas such as machine learning, information retrieval and featural modeling. Tailfree and P...

  5. Simultaneous two-view epipolar geometry estimation and motion segmentation by 4D tensor voting.

    Science.gov (United States)

    Tong, Wai-Shun; Tang, Chi-Keung; Medioni, Gérard

    2004-09-01

    We address the problem of simultaneous two-view epipolar geometry estimation and motion segmentation from nonstatic scenes. Given a set of noisy image pairs containing matches of n objects, we propose an unconventional, efficient, and robust method, 4D tensor voting, for estimating the unknown n epipolar geometries, and segmenting the static and motion matching pairs into n independent motions. By considering the 4D isotropic and orthogonal joint image space, only two tensor voting passes are needed, and a very high noise to signal ratio (up to five) can be tolerated. Epipolar geometries corresponding to multiple, rigid motions are extracted in succession. Only two uncalibrated frames are needed, and no simplifying assumption (such as affine camera model or homographic model between images) other than the pin-hole camera model is made. Our novel approach consists of propagating a local geometric smoothness constraint in the 4D joint image space, followed by global consistency enforcement for extracting the fundamental matrices corresponding to independent motions. We have performed extensive experiments to compare our method with some representative algorithms to show that better performance on nonstatic scenes are achieved. Results on challenging data sets are presented.

  6. An integrated approach to estimate storage reliability with initial failures based on E-Bayesian estimates

    International Nuclear Information System (INIS)

    Zhang, Yongjin; Zhao, Ming; Zhang, Shitao; Wang, Jiamei; Zhang, Yanjun

    2017-01-01

    Storage reliability that measures the ability of products in a dormant state to keep their required functions is studied in this paper. For certain types of products, Storage reliability may not always be 100% at the beginning of storage, unlike the operational reliability, which exist possible initial failures that are normally neglected in the models of storage reliability. In this paper, a new integrated technique, the non-parametric measure based on the E-Bayesian estimates of current failure probabilities is combined with the parametric measure based on the exponential reliability function, is proposed to estimate and predict the storage reliability of products with possible initial failures, where the non-parametric method is used to estimate the number of failed products and the reliability at each testing time, and the parameter method is used to estimate the initial reliability and the failure rate of storage product. The proposed method has taken into consideration that, the reliability test data of storage products containing the unexamined before and during the storage process, is available for providing more accurate estimates of both the initial failure probability and the storage failure probability. When storage reliability prediction that is the main concern in this field should be made, the non-parametric estimates of failure numbers can be used into the parametric models for the failure process in storage. In the case of exponential models, the assessment and prediction method for storage reliability is presented in this paper. Finally, a numerical example is given to illustrate the method. Furthermore, a detailed comparison between the proposed and traditional method, for examining the rationality of assessment and prediction on the storage reliability, is investigated. The results should be useful for planning a storage environment, decision-making concerning the maximum length of storage, and identifying the production quality. - Highlights:

  7. A new validation technique for estimations of body segment inertia tensors: Principal axes of inertia do matter.

    Science.gov (United States)

    Rossi, Marcel M; Alderson, Jacqueline; El-Sallam, Amar; Dowling, James; Reinbolt, Jeffrey; Donnelly, Cyril J

    2016-12-08

    The aims of this study were to: (i) establish a new criterion method to validate inertia tensor estimates by setting the experimental angular velocity data of an airborne objects as ground truth against simulations run with the estimated tensors, and (ii) test the sensitivity of the simulations to changes in the inertia tensor components. A rigid steel cylinder was covered with reflective kinematic markers and projected through a calibrated motion capture volume. Simulations of the airborne motion were run with two models, using inertia tensor estimated with geometric formula or the compound pendulum technique. The deviation angles between experimental (ground truth) and simulated angular velocity vectors and the root mean squared deviation angle were computed for every simulation. Monte Carlo analyses were performed to assess the sensitivity of simulations to changes in magnitude of principal moments of inertia within ±10% and to changes in orientation of principal axes of inertia within ±10° (of the geometric-based inertia tensor). Root mean squared deviation angles ranged between 2.9° and 4.3° for the inertia tensor estimated geometrically, and between 11.7° and 15.2° for the compound pendulum values. Errors up to 10% in magnitude of principal moments of inertia yielded root mean squared deviation angles ranging between 3.2° and 6.6°, and between 5.5° and 7.9° when lumped with errors of 10° in principal axes of inertia orientation. The proposed technique can effectively validate inertia tensors from novel estimation methods of body segment inertial parameter. Principal axes of inertia orientation should not be neglected when modelling human/animal mechanics. Copyright © 2016 Elsevier Ltd. All rights reserved.

  8. Evaluation of errors in prior mean and variance in the estimation of integrated circuit failure rates using Bayesian methods

    Science.gov (United States)

    Fletcher, B. C.

    1972-01-01

    The critical point of any Bayesian analysis concerns the choice and quantification of the prior information. The effects of prior data on a Bayesian analysis are studied. Comparisons of the maximum likelihood estimator, the Bayesian estimator, and the known failure rate are presented. The results of the many simulated trails are then analyzed to show the region of criticality for prior information being supplied to the Bayesian estimator. In particular, effects of prior mean and variance are determined as a function of the amount of test data available.

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

    Science.gov (United States)

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

    2014-08-01

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

  10. Differences in Gaussian diffusion tensor imaging and non-Gaussian diffusion kurtosis imaging model-based estimates of diffusion tensor invariants in the human brain.

    Science.gov (United States)

    Lanzafame, S; Giannelli, M; Garaci, F; Floris, R; Duggento, A; Guerrisi, M; Toschi, N

    2016-05-01

    An increasing number of studies have aimed to compare diffusion tensor imaging (DTI)-related parameters [e.g., mean diffusivity (MD), fractional anisotropy (FA), radial diffusivity (RD), and axial diffusivity (AD)] to complementary new indexes [e.g., mean kurtosis (MK)/radial kurtosis (RK)/axial kurtosis (AK)] derived through diffusion kurtosis imaging (DKI) in terms of their discriminative potential about tissue disease-related microstructural alterations. Given that the DTI and DKI models provide conceptually and quantitatively different estimates of the diffusion tensor, which can also depend on fitting routine, the aim of this study was to investigate model- and algorithm-dependent differences in MD/FA/RD/AD and anisotropy mode (MO) estimates in diffusion-weighted imaging of human brain white matter. The authors employed (a) data collected from 33 healthy subjects (20-59 yr, F: 15, M: 18) within the Human Connectome Project (HCP) on a customized 3 T scanner, and (b) data from 34 healthy subjects (26-61 yr, F: 5, M: 29) acquired on a clinical 3 T scanner. The DTI model was fitted to b-value =0 and b-value =1000 s/mm(2) data while the DKI model was fitted to data comprising b-value =0, 1000 and 3000/2500 s/mm(2) [for dataset (a)/(b), respectively] through nonlinear and weighted linear least squares algorithms. In addition to MK/RK/AK maps, MD/FA/MO/RD/AD maps were estimated from both models and both algorithms. Using tract-based spatial statistics, the authors tested the null hypothesis of zero difference between the two MD/FA/MO/RD/AD estimates in brain white matter for both datasets and both algorithms. DKI-derived MD/FA/RD/AD and MO estimates were significantly higher and lower, respectively, than corresponding DTI-derived estimates. All voxelwise differences extended over most of the white matter skeleton. Fractional differences between the two estimates [(DKI - DTI)/DTI] of most invariants were seen to vary with the invariant value itself as well as with MK

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

    Science.gov (United States)

    Takiyama, Ken

    2016-05-01

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

  12. Mean magnetic susceptibility regularized susceptibility tensor imaging (MMSR-STI) for estimating orientations of white matter fibers in human brain.

    Science.gov (United States)

    Li, Xu; van Zijl, Peter C M

    2014-09-01

    An increasing number of studies show that magnetic susceptibility in white matter fibers is anisotropic and may be described by a tensor. However, the limited head rotation possible for in vivo human studies leads to an ill-conditioned inverse problem in susceptibility tensor imaging (STI). Here we suggest the combined use of limiting the susceptibility anisotropy to white matter and imposing morphology constraints on the mean magnetic susceptibility (MMS) for regularizing the STI inverse problem. The proposed MMS regularized STI (MMSR-STI) method was tested using computer simulations and in vivo human data collected at 3T. The fiber orientation estimated from both the STI and MMSR-STI methods was compared to that from diffusion tensor imaging (DTI). Computer simulations show that the MMSR-STI method provides a more accurate estimation of the susceptibility tensor than the conventional STI approach. Similarly, in vivo data show that use of the MMSR-STI method leads to a smaller difference between the fiber orientation estimated from STI and DTI for most selected white matter fibers. The proposed regularization strategy for STI can improve estimation of the susceptibility tensor in white matter. © 2014 Wiley Periodicals, Inc.

  13. 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.

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

    International Nuclear Information System (INIS)

    Robb, L.J.

    1980-01-01

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

  15. An Improved Estimation Using Polya-Gamma Augmentation for Bayesian Structural Equation Models with Dichotomous Variables

    Science.gov (United States)

    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.…

  16. SNP based heritability estimation using a Bayesian approach

    DEFF Research Database (Denmark)

    Krag, Kristian; Janss, Luc; Mahdi Shariati, Mohammad

    2013-01-01

    . Differences in family structure were in general not found to influence the estimation of the heritability. For the sample sizes used in this study, a 10-fold increase of SNP density did not improve precision estimates compared with set-ups with a less dense distribution of SNPs. The methods used in this study...

  17. Estimating dependability of programmable systems using bayesian belief nets

    International Nuclear Information System (INIS)

    Gran, Bjoern Axel; Dahll, Gustav

    2000-05-01

    The research programme at the Halden Project on software safety assessment is augmented through a joint project with Kongsberg Defence and Aerospace AS and Det Norske Veritas. The objective of this project is to investigate the possibility to combine the Bayesian Belief Net (BBN) methodology with a software safety standard. The report discusses software safety standards in general, with respect to how they can be used to measure software safety. The possibility to transfer the requirements of a software safety standard into a BBN is also investigated. The aim is to utilise the BBN methodology and associated tools, by transferring the software safety measurement into a probabilistic quantity. In this way software can be included in a total probabilistic safety analysis. This project was performed by applying the method for an evaluation of a real, safety related programmable system which was developed according to the avionic standard DO-178B. The test case, the standard, and the BBN methodology are shortly described. This is followed by a description of the construction of the BBN used in this project. This includes the topology of the BBN, the elicitation of probabilities and the making of observations. Based on this a variety of computations are made using the SERENE methodology and the HUGIN tool. Observations and conclusions are made on the basis of the findings from this process. This report should be considered as a progress report in a more long-term activity on the use of BBNs as support for safety assessment of programmable systems. (Author). 23 refs., 9 figs., tabs

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

    Science.gov (United States)

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

    2017-03-10

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

  19. Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models

    Directory of Open Access Journals (Sweden)

    Shu Wing Ho

    2011-12-01

    Full Text Available The valuation of options and many other derivative instruments requires an estimation of exante or forward looking volatility. This paper adopts a Bayesian approach to estimate stock price volatility. We find evidence that overall Bayesian volatility estimates more closely approximate the implied volatility of stocks derived from traded call and put options prices compared to historical volatility estimates sourced from IVolatility.com (“IVolatility”. Our evidence suggests use of the Bayesian approach to estimate volatility can provide a more accurate measure of ex-ante stock price volatility and will be useful in the pricing of derivative securities where the implied stock price volatility cannot be observed.

  20. Bayesian estimation of covariance matrices: Application to market risk management at EDF

    International Nuclear Information System (INIS)

    Jandrzejewski-Bouriga, M.

    2012-01-01

    In this thesis, we develop new methods of regularized covariance matrix estimation, under the Bayesian setting. The regularization methodology employed is first related to shrinkage. We investigate a new Bayesian modeling of covariance matrix, based on hierarchical inverse-Wishart distribution, and then derive different estimators under standard loss functions. Comparisons between shrunk and empirical estimators are performed in terms of frequentist performance under different losses. It allows us to highlight the critical importance of the definition of cost function and show the persistent effect of the shrinkage-type prior on inference. In a second time, we consider the problem of covariance matrix estimation in Gaussian graphical models. If the issue is well treated for the decomposable case, it is not the case if you also consider non-decomposable graphs. We then describe a Bayesian and operational methodology to carry out the estimation of covariance matrix of Gaussian graphical models, decomposable or not. This procedure is based on a new and objective method of graphical-model selection, combined with a constrained and regularized estimation of the covariance matrix of the model chosen. The procedures studied effectively manage missing data. These estimation techniques were applied to calculate the covariance matrices involved in the market risk management for portfolios of EDF (Electricity of France), in particular for problems of calculating Value-at-Risk or in Asset Liability Management. (author)

  1. Air kerma rate estimation by means of in-situ gamma spectrometry: A Bayesian approach

    International Nuclear Information System (INIS)

    Cabal, Gonzalo; Kluson, Jaroslav

    2008-01-01

    Full text: Bayesian inference is used to determine the Air Kerma Rate based on a set of in situ environmental gamma spectra measurements performed with a NaI(Tl) scintillation detector. A natural advantage of such approach is the possibility to quantify uncertainty not only in the Air Kerma Rate estimation but also for the gamma spectra which is unfolded within the procedure. The measurements were performed using a 3'' x 3'' NaI(Tl) scintillation detector. The response matrices of such detection system were calculated using a Monte Carlo code. For the calculations of the spectra as well as the Air Kerma Rate the WinBugs program was used. WinBugs is a dedicated software for Bayesian inference using Monte Carlo Markov chain methods (MCMC). The results of such calculations are shown and compared with other non-Bayesian approachs such as the Scofield-Gold iterative method and the Maximum Entropy Method

  2. A Bayesian approach to estimate sensible and latent heat over vegetated land surface

    Directory of Open Access Journals (Sweden)

    C. van der Tol

    2009-06-01

    Full Text Available Sensible and latent heat fluxes are often calculated from bulk transfer equations combined with the energy balance. For spatial estimates of these fluxes, a combination of remotely sensed and standard meteorological data from weather stations is used. The success of this approach depends on the accuracy of the input data and on the accuracy of two variables in particular: aerodynamic and surface conductance. This paper presents a Bayesian approach to improve estimates of sensible and latent heat fluxes by using a priori estimates of aerodynamic and surface conductance alongside remote measurements of surface temperature. The method is validated for time series of half-hourly measurements in a fully grown maize field, a vineyard and a forest. It is shown that the Bayesian approach yields more accurate estimates of sensible and latent heat flux than traditional methods.

  3. Bayesian and Classical Estimation of Stress-Strength Reliability for Inverse Weibull Lifetime Models

    Directory of Open Access Journals (Sweden)

    Qixuan Bi

    2017-06-01

    Full Text Available In this paper, we consider the problem of estimating stress-strength reliability for inverse Weibull lifetime models having the same shape parameters but different scale parameters. We obtain the maximum likelihood estimator and its asymptotic distribution. Since the classical estimator doesn’t hold explicit forms, we propose an approximate maximum likelihood estimator. The asymptotic confidence interval and two bootstrap intervals are obtained. Using the Gibbs sampling technique, Bayesian estimator and the corresponding credible interval are obtained. The Metropolis-Hastings algorithm is used to generate random variates. Monte Carlo simulations are conducted to compare the proposed methods. Analysis of a real dataset is performed.

  4. A Bayesian Framework for Remaining Useful Life Estimation

    Data.gov (United States)

    National Aeronautics and Space Administration — The estimation of remaining useful life (RUL) of a faulty component is at the center of system prognostics and health management. It gives operators a potent tool in...

  5. Bayesian Parameter Estimation for Heavy-Duty Vehicles

    Energy Technology Data Exchange (ETDEWEB)

    Miller, Eric; Konan, Arnaud; Duran, Adam

    2017-03-28

    Accurate vehicle parameters are valuable for design, modeling, and reporting. Estimating vehicle parameters can be a very time-consuming process requiring tightly-controlled experimentation. This work describes a method to estimate vehicle parameters such as mass, coefficient of drag/frontal area, and rolling resistance using data logged during standard vehicle operation. The method uses Monte Carlo to generate parameter sets which is fed to a variant of the road load equation. Modeled road load is then compared to measured load to evaluate the probability of the parameter set. Acceptance of a proposed parameter set is determined using the probability ratio to the current state, so that the chain history will give a distribution of parameter sets. Compared to a single value, a distribution of possible values provides information on the quality of estimates and the range of possible parameter values. The method is demonstrated by estimating dynamometer parameters. Results confirm the method's ability to estimate reasonable parameter sets, and indicates an opportunity to increase the certainty of estimates through careful selection or generation of the test drive cycle.

  6. TensorLy: Tensor Learning in Python

    NARCIS (Netherlands)

    Kossaifi, Jean; Panagakis, Yannis; Pantic, Maja

    2016-01-01

    Tensor methods are gaining increasing traction in machine learning. However, there are scant to no resources available to perform tensor learning and decomposition in Python. To answer this need we developed TensorLy. TensorLy is a state of the art general purpose library for tensor learning.

  7. Nonlinear Bayesian Algorithms for Gas Plume Detection and Estimation from Hyper-spectral Thermal Image Data

    Energy Technology Data Exchange (ETDEWEB)

    Heasler, Patrick G.; Posse, Christian; Hylden, Jeff L.; Anderson, Kevin K.

    2007-06-13

    This paper presents a nonlinear Bayesian regression algorithm for the purpose of detecting and estimating gas plume content from hyper-spectral data. Remote sensing data, by its very nature, is collected under less controlled conditions than laboratory data. As a result, the physics-based model that is used to describe the relationship between the observed remotesensing spectra, and the terrestrial (or atmospheric) parameters that we desire to estimate, is typically littered with many unknown "nuisance" parameters (parameters that we are not interested in estimating, but also appear in the model). Bayesian methods are well-suited for this context as they automatically incorporate the uncertainties associated with all nuisance parameters into the error estimates of the parameters of interest. The nonlinear Bayesian regression methodology is illustrated on realistic simulated data from a three-layer model for longwave infrared (LWIR) measurements from a passive instrument. This shows that this approach should permit more accurate estimation as well as a more reasonable description of estimate uncertainty.

  8. Using Tensor Completion Method to Achieving Better Coverage of Traffic State Estimation from Sparse Floating Car Data.

    Science.gov (United States)

    Ran, Bin; Song, Li; Zhang, Jian; Cheng, Yang; Tan, Huachun

    2016-01-01

    Traffic state estimation from the floating car system is a challenging problem. The low penetration rate and random distribution make available floating car samples usually cover part space and time points of the road networks. To obtain a wide range of traffic state from the floating car system, many methods have been proposed to estimate the traffic state for the uncovered links. However, these methods cannot provide traffic state of the entire road networks. In this paper, the traffic state estimation is transformed to solve a missing data imputation problem, and the tensor completion framework is proposed to estimate missing traffic state. A tensor is constructed to model traffic state in which observed entries are directly derived from floating car system and unobserved traffic states are modeled as missing entries of constructed tensor. The constructed traffic state tensor can represent spatial and temporal correlations of traffic data and encode the multi-way properties of traffic state. The advantage of the proposed approach is that it can fully mine and utilize the multi-dimensional inherent correlations of traffic state. We tested the proposed approach on a well calibrated simulation network. Experimental results demonstrated that the proposed approach yield reliable traffic state estimation from very sparse floating car data, particularly when dealing with the floating car penetration rate is below 1%.

  9. Using Tensor Completion Method to Achieving Better Coverage of Traffic State Estimation from Sparse Floating Car Data.

    Directory of Open Access Journals (Sweden)

    Bin Ran

    Full Text Available Traffic state estimation from the floating car system is a challenging problem. The low penetration rate and random distribution make available floating car samples usually cover part space and time points of the road networks. To obtain a wide range of traffic state from the floating car system, many methods have been proposed to estimate the traffic state for the uncovered links. However, these methods cannot provide traffic state of the entire road networks. In this paper, the traffic state estimation is transformed to solve a missing data imputation problem, and the tensor completion framework is proposed to estimate missing traffic state. A tensor is constructed to model traffic state in which observed entries are directly derived from floating car system and unobserved traffic states are modeled as missing entries of constructed tensor. The constructed traffic state tensor can represent spatial and temporal correlations of traffic data and encode the multi-way properties of traffic state. The advantage of the proposed approach is that it can fully mine and utilize the multi-dimensional inherent correlations of traffic state. We tested the proposed approach on a well calibrated simulation network. Experimental results demonstrated that the proposed approach yield reliable traffic state estimation from very sparse floating car data, particularly when dealing with the floating car penetration rate is below 1%.

  10. Estimating Steatosis Prevalence in Overweight and Obese Children: Comparison of Bayesian Small Area and Direct Methods

    Directory of Open Access Journals (Sweden)

    Hamid Reza Khalkhali

    2016-09-01

    Full Text Available Background Often, there is no access to sufficient sample size to estimate the prevalence using the method of direct estimator in all areas. The aim of this study was to compare small area’s Bayesian method and direct method in estimating the prevalence of steatosis in obese and overweight children. Materials and Methods: In this cross-sectional study, was conducted on 150 overweight and obese children aged 2 to 15 years referred to the Children's digestive clinic of Urmia University of Medical Sciences- Iran, in 2013. After Body mass index (BMI calculation, children with overweight and obese were assessed in terms of primary tests of obesity screening. Then children with steatosis confirmed by abdominal Ultrasonography, were referred to the laboratory for doing further tests. Steatosis prevalence was estimated by direct and Bayesian method and their efficiency were evaluated using mean-square error Jackknife method. The study data was analyzed using the open BUGS3.1.2 and R2.15.2 software. Results: The findings indicated that estimation of steatosis prevalence in children using Bayesian and direct methods were between 0.3098 to 0.493, and 0.355 to 0.560 respectively, in Health Districts; 0.3098 to 0.502, and 0.355 to 0.550 in Education Districts; 0.321 to 0.582, and 0.357 to 0.615 in age groups; 0.313 to 0.429, and 0.383 to 0.536 in sex groups. In general, according to the results, mean-square error of Bayesian estimation was smaller than direct estimation (P

  11. A Sparse Bayesian Learning Algorithm With Dictionary Parameter Estimation

    DEFF Research Database (Denmark)

    Hansen, Thomas Lundgaard; Badiu, Mihai Alin; Fleury, Bernard Henri

    2014-01-01

    This paper concerns sparse decomposition of a noisy signal into atoms which are specified by unknown continuous-valued parameters. An example could be estimation of the model order, frequencies and amplitudes of a superposition of complex sinusoids. The common approach is to reduce the continuous...

  12. Bayesian estimation of dynamic matching function for U-V analysis in Japan

    Science.gov (United States)

    Kyo, Koki; Noda, Hideo; Kitagawa, Genshiro

    2012-05-01

    In this paper we propose a Bayesian method for analyzing unemployment dynamics. We derive a Beveridge curve for unemployment and vacancy (U-V) analysis from a Bayesian model based on a labor market matching function. In our framework, the efficiency of matching and the elasticities of new hiring with respect to unemployment and vacancy are regarded as time varying parameters. To construct a flexible model and obtain reasonable estimates in an underdetermined estimation problem, we treat the time varying parameters as random variables and introduce smoothness priors. The model is then described in a state space representation, enabling the parameter estimation to be carried out using Kalman filter and fixed interval smoothing. In such a representation, dynamic features of the cyclic unemployment rate and the structural-frictional unemployment rate can be accurately captured.

  13. Structural Estimation of the Output Gap: A Bayesian DSGE Approach for the U.S. Economy

    OpenAIRE

    Yasuo Hirose; Saori Naganuma

    2007-01-01

    We estimate the output gap that is consistent with a fully specified DSGE model. Given the structural parameters estimated using Bayesian methods, we estimate the output gap that is defined as a deviation of output from its flexible-price equilibrium. Our output gap illustrates the U.S. business cycles well, compared with other estimates. We find that the main source of the output gap movements is the demand shocks, but that the productivity shocks contributed to the stable output gap in the ...

  14. A Bayesian framework for parameter estimation in dynamical models.

    Directory of Open Access Journals (Sweden)

    Flávio Codeço Coelho

    Full Text Available Mathematical models in biology are powerful tools for the study and exploration of complex dynamics. Nevertheless, bringing theoretical results to an agreement with experimental observations involves acknowledging a great deal of uncertainty intrinsic to our theoretical representation of a real system. Proper handling of such uncertainties is key to the successful usage of models to predict experimental or field observations. This problem has been addressed over the years by many tools for model calibration and parameter estimation. In this article we present a general framework for uncertainty analysis and parameter estimation that is designed to handle uncertainties associated with the modeling of dynamic biological systems while remaining agnostic as to the type of model used. We apply the framework to fit an SIR-like influenza transmission model to 7 years of incidence data in three European countries: Belgium, the Netherlands and Portugal.

  15. Bayesian Nonparametric Model for Estimating Multistate Travel Time Distribution

    Directory of Open Access Journals (Sweden)

    Emmanuel Kidando

    2017-01-01

    Full Text Available Multistate models, that is, models with more than two distributions, are preferred over single-state probability models in modeling the distribution of travel time. Literature review indicated that the finite multistate modeling of travel time using lognormal distribution is superior to other probability functions. In this study, we extend the finite multistate lognormal model of estimating the travel time distribution to unbounded lognormal distribution. In particular, a nonparametric Dirichlet Process Mixture Model (DPMM with stick-breaking process representation was used. The strength of the DPMM is that it can choose the number of components dynamically as part of the algorithm during parameter estimation. To reduce computational complexity, the modeling process was limited to a maximum of six components. Then, the Markov Chain Monte Carlo (MCMC sampling technique was employed to estimate the parameters’ posterior distribution. Speed data from nine links of a freeway corridor, aggregated on a 5-minute basis, were used to calculate the corridor travel time. The results demonstrated that this model offers significant flexibility in modeling to account for complex mixture distributions of the travel time without specifying the number of components. The DPMM modeling further revealed that freeway travel time is characterized by multistate or single-state models depending on the inclusion of onset and offset of congestion periods.

  16. Careful with Those Priors: A Note on Bayesian Estimation in Two-Parameter Logistic Item Response Theory Models

    Science.gov (United States)

    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…

  17. Physics of ultrasonic wave propagation in bone and heart characterized using Bayesian parameter estimation

    Science.gov (United States)

    Anderson, Christian Carl

    This Dissertation explores the physics underlying the propagation of ultrasonic waves in bone and in heart tissue through the use of Bayesian probability theory. Quantitative ultrasound is a noninvasive modality used for clinical detection, characterization, and evaluation of bone quality and cardiovascular disease. Approaches that extend the state of knowledge of the physics underpinning the interaction of ultrasound with inherently inhomogeneous and isotropic tissue have the potential to enhance its clinical utility. Simulations of fast and slow compressional wave propagation in cancellous bone were carried out to demonstrate the plausibility of a proposed explanation for the widely reported anomalous negative dispersion in cancellous bone. The results showed that negative dispersion could arise from analysis that proceeded under the assumption that the data consist of only a single ultrasonic wave, when in fact two overlapping and interfering waves are present. The confounding effect of overlapping fast and slow waves was addressed by applying Bayesian parameter estimation to simulated data, to experimental data acquired on bone-mimicking phantoms, and to data acquired in vitro on cancellous bone. The Bayesian approach successfully estimated the properties of the individual fast and slow waves even when they strongly overlapped in the acquired data. The Bayesian parameter estimation technique was further applied to an investigation of the anisotropy of ultrasonic properties in cancellous bone. The degree to which fast and slow waves overlap is partially determined by the angle of insonation of ultrasound relative to the predominant direction of trabecular orientation. In the past, studies of anisotropy have been limited by interference between fast and slow waves over a portion of the range of insonation angles. Bayesian analysis estimated attenuation, velocity, and amplitude parameters over the entire range of insonation angles, allowing a more complete

  18. A Bayesian Combined Model for Time-Dependent Turning Movement Proportions Estimation at Intersections

    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.

  19. Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

    Science.gov (United States)

    Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

    2018-05-01

    Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

  20. Bias in tensor based morphometry Stat-ROI measures may result in unrealistic power estimates.

    Science.gov (United States)

    Thompson, Wesley K; Holland, Dominic

    2011-07-01

    A series of reports have recently appeared using tensor based morphometry statistically-defined regions of interest, Stat-ROIs, to quantify longitudinal atrophy in structural MRIs from the Alzheimer's Disease Neuroimaging Initiative (ADNI). This commentary focuses on one of these reports, Hua et al. (2010), but the issues raised here are relevant to the others as well. Specifically, we point out a temporal pattern of atrophy in subjects with Alzheimer's disease and mild cognitive impairment whereby the majority of atrophy in two years occurs within the first 6 months, resulting in overall elevated estimated rates of change. Using publicly-available ADNI data, this temporal pattern is also found in a group of identically-processed healthy controls, strongly suggesting that methodological bias is corrupting the measures. The resulting bias seriously impacts the validity of conclusions reached using these measures; for example, sample size estimates reported by Hua et al. (2010) may be underestimated by a factor of five to sixteen. Copyright © 2011 Elsevier Inc. All rights reserved.

  1. Bayesian-based estimation of acoustic surface impedance: Finite difference frequency domain approach.

    Science.gov (United States)

    Bockman, Alexander; Fackler, Cameron; Xiang, Ning

    2015-04-01

    Acoustic performance for an interior requires an accurate description of the boundary materials' surface acoustic impedance. Analytical methods may be applied to a small class of test geometries, but inverse numerical methods provide greater flexibility. The parameter estimation problem requires minimizing prediction vice observed acoustic field pressure. The Bayesian-network sampling approach presented here mitigates other methods' susceptibility to noise inherent to the experiment, model, and numerics. A geometry agnostic method is developed here and its parameter estimation performance is demonstrated for an air-backed micro-perforated panel in an impedance tube. Good agreement is found with predictions from the ISO standard two-microphone, impedance-tube method, and a theoretical model for the material. Data by-products exclusive to a Bayesian approach are analyzed to assess sensitivity of the method to nuisance parameters.

  2. Bayesian Estimation of Fish Disease Prevalence from Pooled Samples Incorporating Sensitivity and Specificity

    Science.gov (United States)

    Williams, Christopher J.; Moffitt, Christine M.

    2003-03-01

    An important emerging issue in fisheries biology is the health of free-ranging populations of fish, particularly with respect to the prevalence of certain pathogens. For many years, pathologists focused on captive populations and interest was in the presence or absence of certain pathogens, so it was economically attractive to test pooled samples of fish. Recently, investigators have begun to study individual fish prevalence from pooled samples. Estimation of disease prevalence from pooled samples is straightforward when assay sensitivity and specificity are perfect, but this assumption is unrealistic. Here we illustrate the use of a Bayesian approach for estimating disease prevalence from pooled samples when sensitivity and specificity are not perfect. We also focus on diagnostic plots to monitor the convergence of the Gibbs-sampling-based Bayesian analysis. The methods are illustrated with a sample data set.

  3. Quantitative Precipitation Estimation over Ocean Using Bayesian Approach from Microwave Observations during the Typhoon Season

    Directory of Open Access Journals (Sweden)

    Jen-Chi Hu

    2009-01-01

    Full Text Available We have developed a new Bayesian approach to retrieve oceanic rain rate from the Tropical Rainfall Measuring Mission (TRMM Microwave Imager (TMI, with an emphasis on typhoon cases in the West Pacific. Retrieved rain rates are validated with measurements of rain gauges located on Japanese islands. To demonstrate improvement, retrievals are also compared with those from the TRMM/Precipitation Radar (PR, the Goddard Profiling Algorithm (GPROF, and a multi-channel linear regression statistical method (MLRS. We have found that qualitatively, all methods retrieved similar horizontal distributions in terms of locations of eyes and rain bands of typhoons. Quantitatively, our new Bayesian retrievals have the best linearity and the smallest root mean square (RMS error against rain gauge data for 16 typhoon over passes in 2004. The correlation coefficient and RMS of our retrievals are 0.95 and ~2 mm hr-1, respectively. In particular, at heavy rain rates, our Bayesian retrievals out perform those retrieved from GPROF and MLRS. Over all, the new Bayesian approach accurately retrieves surface rain rate for typhoon cases. Ac cu rate rain rate estimates from this method can be assimilated in models to improve forecast and prevent potential damages in Taiwan during typhoon seasons.

  4. Bayesian parameter estimation for stochastic models of biological cell migration

    Science.gov (United States)

    Dieterich, Peter; Preuss, Roland

    2013-08-01

    Cell migration plays an essential role under many physiological and patho-physiological conditions. It is of major importance during embryonic development and wound healing. In contrast, it also generates negative effects during inflammation processes, the transmigration of tumors or the formation of metastases. Thus, a reliable quantification and characterization of cell paths could give insight into the dynamics of these processes. Typically stochastic models are applied where parameters are extracted by fitting models to the so-called mean square displacement of the observed cell group. We show that this approach has several disadvantages and problems. Therefore, we propose a simple procedure directly relying on the positions of the cell's trajectory and the covariance matrix of the positions. It is shown that the covariance is identical with the spatial aging correlation function for the supposed linear Gaussian models of Brownian motion with drift and fractional Brownian motion. The technique is applied and illustrated with simulated data showing a reliable parameter estimation from single cell paths.

  5. Estimation of insurance premiums for coverage against natural disaster risk: an application of Bayesian Inference

    Directory of Open Access Journals (Sweden)

    Y. Paudel

    2013-03-01

    Full Text Available This study applies Bayesian Inference to estimate flood risk for 53 dyke ring areas in the Netherlands, and focuses particularly on the data scarcity and extreme behaviour of catastrophe risk. The probability density curves of flood damage are estimated through Monte Carlo simulations. Based on these results, flood insurance premiums are estimated using two different practical methods that each account in different ways for an insurer's risk aversion and the dispersion rate of loss data. This study is of practical relevance because insurers have been considering the introduction of flood insurance in the Netherlands, which is currently not generally available.

  6. Estimation of insurance premiums for coverage against natural disaster risk: an application of Bayesian Inference

    Science.gov (United States)

    Paudel, Y.; Botzen, W. J. W.; Aerts, J. C. J. H.

    2013-03-01

    This study applies Bayesian Inference to estimate flood risk for 53 dyke ring areas in the Netherlands, and focuses particularly on the data scarcity and extreme behaviour of catastrophe risk. The probability density curves of flood damage are estimated through Monte Carlo simulations. Based on these results, flood insurance premiums are estimated using two different practical methods that each account in different ways for an insurer's risk aversion and the dispersion rate of loss data. This study is of practical relevance because insurers have been considering the introduction of flood insurance in the Netherlands, which is currently not generally available.

  7. 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)

  8. Release the BEESTS: Bayesian Estimation of Ex-Gaussian STop-Signal Reaction Time Distributions

    Directory of Open Access Journals (Sweden)

    Dora eMatzke

    2013-12-01

    Full Text Available The stop-signal paradigm is frequently used to study response inhibition. Inthis paradigm, participants perform a two-choice response time task wherethe primary task is occasionally interrupted by a stop-signal that promptsparticipants to withhold their response. The primary goal is to estimatethe latency of the unobservable stop response (stop signal reaction timeor SSRT. Recently, Matzke, Dolan, Logan, Brown, and Wagenmakers (inpress have developed a Bayesian parametric approach that allows for theestimation of the entire distribution of SSRTs. The Bayesian parametricapproach assumes that SSRTs are ex-Gaussian distributed and uses Markovchain Monte Carlo sampling to estimate the parameters of the SSRT distri-bution. Here we present an efficient and user-friendly software implementa-tion of the Bayesian parametric approach —BEESTS— that can be appliedto individual as well as hierarchical stop-signal data. BEESTS comes withan easy-to-use graphical user interface and provides users with summarystatistics of the posterior distribution of the parameters as well various diag-nostic tools to assess the quality of the parameter estimates. The softwareis open source and runs on Windows and OS X operating systems. In sum,BEESTS allows experimental and clinical psychologists to estimate entiredistributions of SSRTs and hence facilitates the more rigorous analysis ofstop-signal data.

  9. HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.

    Science.gov (United States)

    Wiecki, Thomas V; Sofer, Imri; Frank, Michael J

    2013-01-01

    The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/

  10. Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

    Science.gov (United States)

    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.

  11. HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python

    Directory of Open Access Journals (Sweden)

    Thomas V Wiecki

    2013-08-01

    Full Text Available The diffusion model is a commonly used tool to infer latent psychological processes underlying decision making, and to link them to neural mechanisms based on reaction times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of reaction time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model, which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject / condition than non-hierarchical method, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g. fMRI influence decision making parameters. This paper will first describe the theoretical background of drift-diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the chi-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs

  12. A Bayesian analysis of sensible heat flux estimation: Quantifying uncertainty in meteorological forcing to improve model prediction

    KAUST Repository

    Ershadi, Ali; McCabe, Matthew; Evans, Jason P.; Mariethoz, Gregoire; Kavetski, Dmitri

    2013-01-01

    The influence of uncertainty in land surface temperature, air temperature, and wind speed on the estimation of sensible heat flux is analyzed using a Bayesian inference technique applied to the Surface Energy Balance System (SEBS) model

  13. Bayesian Estimation of Source Parameters and Associated Coulomb Failure Stress Changes for the 2005 Fukuoka (Japan) Earthquake

    KAUST Repository

    Dutta, Rishabh; Jonsson, Sigurjon; Wang, Teng; Vasyura-Bathke, Hannes

    2017-01-01

    solutions have been neglected, making it impossible to assess the reliability of the reported solutions. We use Bayesian inference to estimate the location, geometry and slip parameters of the fault and their uncertainties using Interferometric Synthetic

  14. Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

    Science.gov (United States)

    Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

  15. A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

    Science.gov (United States)

    Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

    2016-04-01

    Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when

  16. Estimating Parameters in Physical Models through Bayesian Inversion: A Complete Example

    KAUST Repository

    Allmaras, Moritz

    2013-02-07

    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 for parameter estimation in which uncertainties about models and measurements are translated into uncertainties in estimates of parameters. This paper provides a simple, step-by-step example-starting from a physical experiment and going through all of the mathematics-to explain the use of Bayesian techniques for estimating the coefficients of gravity and air friction in the equations describing a falling body. In the experiment we dropped an object from a known height and recorded the free fall using a video camera. The video recording was analyzed frame by frame to obtain the distance the body had fallen as a function of time, including measures of uncertainty in our data that we describe as probability densities. We explain the decisions behind the various choices of probability distributions and relate them to observed phenomena. Our measured data are then combined with a mathematical model of a falling body to obtain probability densities on the space of parameters we seek to estimate. We interpret these results and discuss sources of errors in our estimation procedure. © 2013 Society for Industrial and Applied Mathematics.

  17. Simultaneous discovery, estimation and prediction analysis of complex traits using a bayesian mixture model.

    Directory of Open Access Journals (Sweden)

    Gerhard Moser

    2015-04-01

    Full Text Available Gene discovery, estimation of heritability captured by SNP arrays, inference on genetic architecture and prediction analyses of complex traits are usually performed using different statistical models and methods, leading to inefficiency and loss of power. Here we use a Bayesian mixture model that simultaneously allows variant discovery, estimation of genetic variance explained by all variants and prediction of unobserved phenotypes in new samples. We apply the method to simulated data of quantitative traits and Welcome Trust Case Control Consortium (WTCCC data on disease and show that it provides accurate estimates of SNP-based heritability, produces unbiased estimators of risk in new samples, and that it can estimate genetic architecture by partitioning variation across hundreds to thousands of SNPs. We estimated that, depending on the trait, 2,633 to 9,411 SNPs explain all of the SNP-based heritability in the WTCCC diseases. The majority of those SNPs (>96% had small effects, confirming a substantial polygenic component to common diseases. The proportion of the SNP-based variance explained by large effects (each SNP explaining 1% of the variance varied markedly between diseases, ranging from almost zero for bipolar disorder to 72% for type 1 diabetes. Prediction analyses demonstrate that for diseases with major loci, such as type 1 diabetes and rheumatoid arthritis, Bayesian methods outperform profile scoring or mixed model approaches.

  18. Reliability estimation of safety-critical software-based systems using Bayesian networks

    International Nuclear Information System (INIS)

    Helminen, A.

    2001-06-01

    Due to the nature of software faults and the way they cause system failures new methods are needed for the safety and reliability evaluation of software-based safety-critical automation systems in nuclear power plants. In the research project 'Programmable automation system safety integrity assessment (PASSI)', belonging to the Finnish Nuclear Safety Research Programme (FINNUS, 1999-2002), various safety assessment methods and tools for software based systems are developed and evaluated. The project is financed together by the Radiation and Nuclear Safety Authority (STUK), the Ministry of Trade and Industry (KTM) and the Technical Research Centre of Finland (VTT). In this report the applicability of Bayesian networks to the reliability estimation of software-based systems is studied. The applicability is evaluated by building Bayesian network models for the systems of interest and performing simulations for these models. In the simulations hypothetical evidence is used for defining the parameter relations and for determining the ability to compensate disparate evidence in the models. Based on the experiences from modelling and simulations we are able to conclude that Bayesian networks provide a good method for the reliability estimation of software-based systems. (orig.)

  19. A Bayesian estimate of the concordance correlation coefficient with skewed data.

    Science.gov (United States)

    Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir

    2015-01-01

    Concordance correlation coefficient (CCC) is one of the most popular scaled indices used to evaluate agreement. Most commonly, it is used under the assumption that data is normally distributed. This assumption, however, does not apply to skewed data sets. While methods for the estimation of the CCC of skewed data sets have been introduced and studied, the Bayesian approach and its comparison with the previous methods has been lacking. In this study, we propose a Bayesian method for the estimation of the CCC of skewed data sets and compare it with the best method previously investigated. The proposed method has certain advantages. It tends to outperform the best method studied before when the variation of the data is mainly from the random subject effect instead of error. Furthermore, it allows for greater flexibility in application by enabling incorporation of missing data, confounding covariates, and replications, which was not considered previously. The superiority of this new approach is demonstrated using simulation as well as real-life biomarker data sets used in an electroencephalography clinical study. The implementation of the Bayesian method is accessible through the Comprehensive R Archive Network. Copyright © 2015 John Wiley & Sons, Ltd.

  20. Analyzing small data sets using Bayesian estimation: the case of posttraumatic stress symptoms following mechanical ventilation in burn survivors

    OpenAIRE

    Rens van de Schoot; Joris J. Broere; Koen H. Perryck; Mariëlle Zondervan-Zwijnenburg; Nancy E. van Loey

    2015-01-01

    Background: The analysis of small data sets in longitudinal studies can lead to power issues and often suffers from biased parameter values. These issues can be solved by using Bayesian estimation in conjunction with informative prior distributions. By means of a simulation study and an empirical example concerning posttraumatic stress symptoms (PTSS) following mechanical ventilation in burn survivors, we demonstrate the advantages and potential pitfalls of using Bayesian estimation.Methods: ...

  1. STATE ESTIMATION IN ALCOHOLIC CONTINUOUS FERMENTATION OF ZYMOMONAS MOBILIS USING RECURSIVE BAYESIAN FILTERING: A SIMULATION APPROACH

    Directory of Open Access Journals (Sweden)

    Olga Lucia Quintero

    2008-05-01

    Full Text Available This work presents a state estimator for a continuous bioprocess. To this aim, the Non Linear Filtering theory based on the recursive application of Bayes rule and Monte Carlo techniques is used. Recursive Bayesian Filters Sampling Importance Resampling (SIR is employed, including different kinds of resampling. Generally, bio-processes have strong non-linear and non-Gaussian characteristics, and this tool becomes attractive. The estimator behavior and performance are illustrated with the continuous process of alcoholic fermentation of Zymomonas mobilis. Not too many applications with this tool have been reported in the biotechnological area.

  2. Recursive Bayesian estimation of autoregressive model with uniform noise using approximation by parallelotopes

    Czech Academy of Sciences Publication Activity Database

    Pavelková, Lenka; Jirsa, Ladislav

    2017-01-01

    Roč. 31, č. 8 (2017), s. 1184-1192 ISSN 0890-6327 R&D Projects: GA MŠk 7D12004 Institutional support: RVO:67985556 Keywords : approximate parameter estimation * ARX model * Bayesian estimation * bounded noise * Kullback-Leibler divergence * parallelotope Subject RIV: BC - Control Systems Theory OBOR OECD: Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8) Impact factor: 1.708, year: 2016 http://library.utia.cas.cz/separaty/2017/AS/pavelkova-0472081.pdf

  3. Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2014-01-01

    The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model

  4. A Bayesian method to estimate the neutron response matrix of a single crystal CVD diamond detector

    International Nuclear Information System (INIS)

    Reginatto, Marcel; Araque, Jorge Guerrero; Nolte, Ralf; Zbořil, Miroslav; Zimbal, Andreas; Gagnon-Moisan, Francis

    2015-01-01

    Detectors made from artificial chemical vapor deposition (CVD) single crystal diamond are very promising candidates for applications where high resolution neutron spectrometry in very high neutron fluxes is required, for example in fusion research. We propose a Bayesian method to estimate the neutron response function of the detector for a continuous range of neutron energies (in our case, 10 MeV ≤ E n ≤ 16 MeV) based on a few measurements with quasi-monoenergetic neutrons. This method is needed because a complete set of measurements is not available and the alternative approach of using responses based on Monte Carlo calculations is not feasible. Our approach uses Bayesian signal-background separation techniques and radial basis function interpolation methods. We present the analysis of data measured at the PTB accelerator facility PIAF. The method is quite general and it can be applied to other particle detectors with similar characteristics

  5. Density functionals for surface science: Exchange-correlation model development with Bayesian error estimation

    DEFF Research Database (Denmark)

    Wellendorff, Jess; Lundgård, Keld Troen; Møgelhøj, Andreas

    2012-01-01

    A methodology for semiempirical density functional optimization, using regularization and cross-validation methods from machine learning, is developed. We demonstrate that such methods enable well-behaved exchange-correlation approximations in very flexible model spaces, thus avoiding the overfit......A methodology for semiempirical density functional optimization, using regularization and cross-validation methods from machine learning, is developed. We demonstrate that such methods enable well-behaved exchange-correlation approximations in very flexible model spaces, thus avoiding...... the energetics of intramolecular and intermolecular, bulk solid, and surface chemical bonding, and the developed optimization method explicitly handles making the compromise based on the directions in model space favored by different materials properties. The approach is applied to designing the Bayesian error...... sets validates the applicability of BEEF-vdW to studies in chemistry and condensed matter physics. Applications of the approximation and its Bayesian ensemble error estimate to two intricate surface science problems support this....

  6. Bayesian switching factor analysis for estimating time-varying functional connectivity in fMRI.

    Science.gov (United States)

    Taghia, Jalil; Ryali, Srikanth; Chen, Tianwen; Supekar, Kaustubh; Cai, Weidong; Menon, Vinod

    2017-07-15

    There is growing interest in understanding the dynamical properties of functional interactions between distributed brain regions. However, robust estimation of temporal dynamics from functional magnetic resonance imaging (fMRI) data remains challenging due to limitations in extant multivariate methods for modeling time-varying functional interactions between multiple brain areas. Here, we develop a Bayesian generative model for fMRI time-series within the framework of hidden Markov models (HMMs). The model is a dynamic variant of the static factor analysis model (Ghahramani and Beal, 2000). We refer to this model as Bayesian switching factor analysis (BSFA) as it integrates factor analysis into a generative HMM in a unified Bayesian framework. In BSFA, brain dynamic functional networks are represented by latent states which are learnt from the data. Crucially, BSFA is a generative model which estimates the temporal evolution of brain states and transition probabilities between states as a function of time. An attractive feature of BSFA is the automatic determination of the number of latent states via Bayesian model selection arising from penalization of excessively complex models. Key features of BSFA are validated using extensive simulations on carefully designed synthetic data. We further validate BSFA using fingerprint analysis of multisession resting-state fMRI data from the Human Connectome Project (HCP). Our results show that modeling temporal dependencies in the generative model of BSFA results in improved fingerprinting of individual participants. Finally, we apply BSFA to elucidate the dynamic functional organization of the salience, central-executive, and default mode networks-three core neurocognitive systems with central role in cognitive and affective information processing (Menon, 2011). Across two HCP sessions, we demonstrate a high level of dynamic interactions between these networks and determine that the salience network has the highest temporal

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

    Directory of Open Access Journals (Sweden)

    Silvestro Daniele

    2011-10-01

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

  8. Estimated value of insurance premium due to Citarum River flood by using Bayesian method

    Science.gov (United States)

    Sukono; Aisah, I.; Tampubolon, Y. R. H.; Napitupulu, H.; Supian, S.; Subiyanto; Sidi, P.

    2018-03-01

    Citarum river flood in South Bandung, West Java Indonesia, often happens every year. It causes property damage, producing economic loss. The risk of loss can be mitigated by following the flood insurance program. In this paper, we discussed about the estimated value of insurance premiums due to Citarum river flood by Bayesian method. It is assumed that the risk data for flood losses follows the Pareto distribution with the right fat-tail. The estimation of distribution model parameters is done by using Bayesian method. First, parameter estimation is done with assumption that prior comes from Gamma distribution family, while observation data follow Pareto distribution. Second, flood loss data is simulated based on the probability of damage in each flood affected area. The result of the analysis shows that the estimated premium value of insurance based on pure premium principle is as follows: for the loss value of IDR 629.65 million of premium IDR 338.63 million; for a loss of IDR 584.30 million of its premium IDR 314.24 million; and the loss value of IDR 574.53 million of its premium IDR 308.95 million. The premium value estimator can be used as neither a reference in the decision of reasonable premium determination, so as not to incriminate the insured, nor it result in loss of the insurer.

  9. Segmental Bayesian estimation of gap-junctional and inhibitory conductance of inferior olive neurons from spike trains with complicated dynamics

    Directory of Open Access Journals (Sweden)

    Huu eHoang

    2015-05-01

    Full Text Available The inverse problem for estimating model parameters from brain spike data is an ill-posed problem because of a huge mismatch in the system complexity between the model and the brain as well as its non-stationary dynamics, and needs a stochastic approach that finds the most likely solution among many possible solutions. In the present study, we developed a segmental Bayesian method to estimate the two parameters of interest, the gap-junctional (gc and inhibitory conductance (gi from inferior olive spike data. Feature vectors were estimated for the spike data in a segment-wise fashion to compensate for the non-stationary firing dynamics. Hierarchical Bayesian estimation was conducted to estimate the gc and gi for every spike segment using a forward model constructed in the principal component analysis (PCA space of the feature vectors, and to merge the segmental estimates into single estimates for every neuron. The segmental Bayesian estimation gave smaller fitting errors than the conventional Bayesian inference, which finds the estimates once across the entire spike data, or the minimum error method, which directly finds the closest match in the PCA space. The segmental Bayesian inference has the potential to overcome the problem of non-stationary dynamics and resolve the ill-posedness of the inverse problem because of the mismatch between the model and the brain under the constraints based, and it is a useful tool to evaluate parameters of interest for neuroscience from experimental spike train data.

  10. Estimation of Model's Marginal likelihood Using Adaptive Sparse Grid Surrogates in Bayesian Model Averaging

    Science.gov (United States)

    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.

  11. Uncertainty Estimation of Shear-wave Velocity Structure from Bayesian Inversion of Microtremor Array Dispersion Data

    Science.gov (United States)

    Dosso, S. E.; Molnar, S.; Cassidy, J.

    2010-12-01

    Bayesian inversion of microtremor array dispersion data is applied, with evaluation of data errors and model parameterization, to produce the most-probable shear-wave velocity (VS) profile together with quantitative uncertainty estimates. Generally, the most important property characterizing earthquake site response is the subsurface VS structure. The microtremor array method determines phase velocity dispersion of Rayleigh surface waves from multi-instrument recordings of urban noise. Inversion of dispersion curves for VS structure is a non-unique and nonlinear problem such that meaningful evaluation of confidence intervals is required. Quantitative uncertainty estimation requires not only a nonlinear inversion approach that samples models proportional to their probability, but also rigorous estimation of the data error statistics and an appropriate model parameterization. A Bayesian formulation represents the solution of the inverse problem in terms of the posterior probability density (PPD) of the geophysical model parameters. Markov-chain Monte Carlo methods are used with an efficient implementation of Metropolis-Hastings sampling to provide an unbiased sample from the PPD to compute parameter uncertainties and inter-relationships. Nonparametric estimation of a data error covariance matrix from residual analysis is applied with rigorous a posteriori statistical tests to validate the covariance estimate and the assumption of a Gaussian error distribution. The most appropriate model parameterization is determined using the Bayesian information criterion (BIC), which provides the simplest model consistent with the resolving power of the data. Parameter uncertainties are found to be under-estimated when data error correlations are neglected and when compressional-wave velocity and/or density (nuisance) parameters are fixed in the inversion. Bayesian inversion of microtremor array data is applied at two sites in British Columbia, the area of highest seismic risk in

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

    Science.gov (United States)

    Molitor, John

    2012-03-01

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

  13. A Bayesian approach to estimating variance components within a multivariate generalizability theory framework.

    Science.gov (United States)

    Jiang, Zhehan; Skorupski, William

    2017-12-12

    In many behavioral research areas, multivariate generalizability theory (mG theory) has been typically used to investigate the reliability of certain multidimensional assessments. However, traditional mG-theory estimation-namely, using frequentist approaches-has limits, leading researchers to fail to take full advantage of the information that mG theory can offer regarding the reliability of measurements. Alternatively, Bayesian methods provide more information than frequentist approaches can offer. This article presents instructional guidelines on how to implement mG-theory analyses in a Bayesian framework; in particular, BUGS code is presented to fit commonly seen designs from mG theory, including single-facet designs, two-facet crossed designs, and two-facet nested designs. In addition to concrete examples that are closely related to the selected designs and the corresponding BUGS code, a simulated dataset is provided to demonstrate the utility and advantages of the Bayesian approach. This article is intended to serve as a tutorial reference for applied researchers and methodologists conducting mG-theory studies.

  14. An adaptive Bayesian inference algorithm to estimate the parameters of a hazardous atmospheric release

    Science.gov (United States)

    Rajaona, Harizo; Septier, François; Armand, Patrick; Delignon, Yves; Olry, Christophe; Albergel, Armand; Moussafir, Jacques

    2015-12-01

    In the eventuality of an accidental or intentional atmospheric release, the reconstruction of the source term using measurements from a set of sensors is an important and challenging inverse problem. A rapid and accurate estimation of the source allows faster and more efficient action for first-response teams, in addition to providing better damage assessment. This paper presents a Bayesian probabilistic approach to estimate the location and the temporal emission profile of a pointwise source. The release rate is evaluated analytically by using a Gaussian assumption on its prior distribution, and is enhanced with a positivity constraint to improve the estimation. The source location is obtained by the means of an advanced iterative Monte-Carlo technique called Adaptive Multiple Importance Sampling (AMIS), which uses a recycling process at each iteration to accelerate its convergence. The proposed methodology is tested using synthetic and real concentration data in the framework of the Fusion Field Trials 2007 (FFT-07) experiment. The quality of the obtained results is comparable to those coming from the Markov Chain Monte Carlo (MCMC) algorithm, a popular Bayesian method used for source estimation. Moreover, the adaptive processing of the AMIS provides a better sampling efficiency by reusing all the generated samples.

  15. Estimation of Lithological Classification in Taipei Basin: A Bayesian Maximum Entropy Method

    Science.gov (United States)

    Wu, Meng-Ting; Lin, Yuan-Chien; Yu, Hwa-Lung

    2015-04-01

    In environmental or other scientific applications, we must have a certain understanding of geological lithological composition. Because of restrictions of real conditions, only limited amount of data can be acquired. To find out the lithological distribution in the study area, many spatial statistical methods used to estimate the lithological composition on unsampled points or grids. This study applied the Bayesian Maximum Entropy (BME method), which is an emerging method of the geological spatiotemporal statistics field. The BME method can identify the spatiotemporal correlation of the data, and combine not only the hard data but the soft data to improve estimation. The data of lithological classification is discrete categorical data. Therefore, this research applied Categorical BME to establish a complete three-dimensional Lithological estimation model. Apply the limited hard data from the cores and the soft data generated from the geological dating data and the virtual wells to estimate the three-dimensional lithological classification in Taipei Basin. Keywords: Categorical Bayesian Maximum Entropy method, Lithological Classification, Hydrogeological Setting

  16. Estimating the Effective Sample Size of Tree Topologies from Bayesian Phylogenetic Analyses

    Science.gov (United States)

    Lanfear, Robert; Hua, Xia; Warren, Dan L.

    2016-01-01

    Bayesian phylogenetic analyses estimate posterior distributions of phylogenetic tree topologies and other parameters using Markov chain Monte Carlo (MCMC) methods. Before making inferences from these distributions, it is important to assess their adequacy. To this end, the effective sample size (ESS) estimates how many truly independent samples of a given parameter the output of the MCMC represents. The ESS of a parameter is frequently much lower than the number of samples taken from the MCMC because sequential samples from the chain can be non-independent due to autocorrelation. Typically, phylogeneticists use a rule of thumb that the ESS of all parameters should be greater than 200. However, we have no method to calculate an ESS of tree topology samples, despite the fact that the tree topology is often the parameter of primary interest and is almost always central to the estimation of other parameters. That is, we lack a method to determine whether we have adequately sampled one of the most important parameters in our analyses. In this study, we address this problem by developing methods to estimate the ESS for tree topologies. We combine these methods with two new diagnostic plots for assessing posterior samples of tree topologies, and compare their performance on simulated and empirical data sets. Combined, the methods we present provide new ways to assess the mixing and convergence of phylogenetic tree topologies in Bayesian MCMC analyses. PMID:27435794

  17. Bayesian inference in genetic parameter estimation of visual scores in Nellore beef-cattle

    Science.gov (United States)

    2009-01-01

    The aim of this study was to estimate the components of variance and genetic parameters for the visual scores which constitute the Morphological Evaluation System (MES), such as body structure (S), precocity (P) and musculature (M) in Nellore beef-cattle at the weaning and yearling stages, by using threshold Bayesian models. The information used for this was gleaned from visual scores of 5,407 animals evaluated at the weaning and 2,649 at the yearling stages. The genetic parameters for visual score traits were estimated through two-trait analysis, using the threshold animal model, with Bayesian statistics methodology and MTGSAM (Multiple Trait Gibbs Sampler for Animal Models) threshold software. Heritability estimates for S, P and M were 0.68, 0.65 and 0.62 (at weaning) and 0.44, 0.38 and 0.32 (at the yearling stage), respectively. Heritability estimates for S, P and M were found to be high, and so it is expected that these traits should respond favorably to direct selection. The visual scores evaluated at the weaning and yearling stages might be used in the composition of new selection indexes, as they presented sufficient genetic variability to promote genetic progress in such morphological traits. PMID:21637450

  18. Guideline for Bayesian Net based Software Fault Estimation Method for Reactor Protection System

    International Nuclear Information System (INIS)

    Eom, Heung Seop; Park, Gee Yong; Jang, Seung Cheol

    2011-01-01

    The purpose of this paper is to provide a preliminary guideline for the estimation of software faults in a safety-critical software, for example, reactor protection system's software. As the fault estimation method is based on Bayesian Net which intensively uses subjective probability and informal data, it is necessary to define formal procedure of the method to minimize the variability of the results. The guideline describes assumptions, limitations and uncertainties, and the product of the fault estimation method. The procedure for conducting a software fault-estimation method is then outlined, highlighting the major tasks involved. The contents of the guideline are based on our own experience and a review of research guidelines developed for a PSA

  19. Nonparametric Bayesian density estimation on manifolds with applications to planar shapes.

    Science.gov (United States)

    Bhattacharya, Abhishek; Dunson, David B

    2010-12-01

    Statistical analysis on landmark-based shape spaces has diverse applications in morphometrics, medical diagnostics, machine vision and other areas. These shape spaces are non-Euclidean quotient manifolds. To conduct nonparametric inferences, one may define notions of centre and spread on this manifold and work with their estimates. However, it is useful to consider full likelihood-based methods, which allow nonparametric estimation of the probability density. This article proposes a broad class of mixture models constructed using suitable kernels on a general compact metric space and then on the planar shape space in particular. Following a Bayesian approach with a nonparametric prior on the mixing distribution, conditions are obtained under which the Kullback-Leibler property holds, implying large support and weak posterior consistency. Gibbs sampling methods are developed for posterior computation, and the methods are applied to problems in density estimation and classification with shape-based predictors. Simulation studies show improved estimation performance relative to existing approaches.

  20. A Bayesian framework for estimating moment magnitude and its uncertainty from macroseismic intensity measures

    Science.gov (United States)

    Kawabata, E.; Main, I. G.; Naylor, M.; Chandler, R. E.

    2016-12-01

    In moderate to low seismicity areas such as the UK, earthquakes represent a small but not negligible risk to sensitive structures such as nuclear power plants. As a part of the safety case in the planning and regulation of such structures, seismic activity must first be monitored and quantified to form a catalogue of past events. In a low or moderate seismicity zone, most of our knowledge of the most significant events comes from macroseismic intensity measures from the pre-instrumental period (before 1900). These historical records must then be combined and calibrated with modern analogue and digitally-recorded instrumental data on a common source magnitude scale, the most useful of which is the moment magnitude. The result is a unified catalogue that can be used for probabilistic seismic hazard analysis. An isoseismal map involves a set of contours that enclose the areas at which the event was felt at particular intensity values or higher, called felt areas. It has been common practice to draw these contours by hand with varying degrees of subjectivity. Here, we demonstrate a Bayesian method for constructing such maps objectively from macroseismic intensity measures and their observed locations. It involves using mathematical expressions to represent concentric ellipses and estimating their optimal parameters and uncertainties in a Bayesian framework. Inferred fault orientations in the UK are predominantly vertical, so the elliptical assumption is reasonable at least to first order or as a null hypothesis. Relevant physical constraints are used as priors where available. The resulting posterior distributions are used to calculate felt area at a given intensity, as well as a probability density function for the inferred epicentre. We then describe another Bayesian approach for deriving moment magnitude from felt areas based on their relationship and known constraints such as the frequency-magnitude distribution. The use of Bayesian inference allows us to quantify

  1. Unbiased tensor-based morphometry: improved robustness and sample size estimates for Alzheimer's disease clinical trials.

    Science.gov (United States)

    Hua, Xue; Hibar, Derrek P; Ching, Christopher R K; Boyle, Christina P; Rajagopalan, Priya; Gutman, Boris A; Leow, Alex D; Toga, Arthur W; Jack, Clifford R; Harvey, Danielle; Weiner, Michael W; Thompson, Paul M

    2013-02-01

    Various neuroimaging measures are being evaluated for tracking Alzheimer's disease (AD) progression in therapeutic trials, including measures of structural brain change based on repeated scanning of patients with magnetic resonance imaging (MRI). Methods to compute brain change must be robust to scan quality. Biases may arise if any scans are thrown out, as this can lead to the true changes being overestimated or underestimated. Here we analyzed the full MRI dataset from the first phase of Alzheimer's Disease Neuroimaging Initiative (ADNI-1) from the first phase of Alzheimer's Disease Neuroimaging Initiative (ADNI-1) and assessed several sources of bias that can arise when tracking brain changes with structural brain imaging methods, as part of a pipeline for tensor-based morphometry (TBM). In all healthy subjects who completed MRI scanning at screening, 6, 12, and 24months, brain atrophy was essentially linear with no detectable bias in longitudinal measures. In power analyses for clinical trials based on these change measures, only 39AD patients and 95 mild cognitive impairment (MCI) subjects were needed for a 24-month trial to detect a 25% reduction in the average rate of change using a two-sided test (α=0.05, power=80%). Further sample size reductions were achieved by stratifying the data into Apolipoprotein E (ApoE) ε4 carriers versus non-carriers. We show how selective data exclusion affects sample size estimates, motivating an objective comparison of different analysis techniques based on statistical power and robustness. TBM is an unbiased, robust, high-throughput imaging surrogate marker for large, multi-site neuroimaging studies and clinical trials of AD and MCI. Copyright © 2012 Elsevier Inc. All rights reserved.

  2. Age estimation by assessment of pulp chamber volume: a Bayesian network for the evaluation of dental evidence.

    Science.gov (United States)

    Sironi, Emanuele; Taroni, Franco; Baldinotti, Claudio; Nardi, Cosimo; Norelli, Gian-Aristide; Gallidabino, Matteo; Pinchi, Vilma

    2017-11-14

    The present study aimed to investigate the performance of a Bayesian method in the evaluation of dental age-related evidence collected by means of a geometrical approximation procedure of the pulp chamber volume. Measurement of this volume was based on three-dimensional cone beam computed tomography images. The Bayesian method was applied by means of a probabilistic graphical model, namely a Bayesian network. Performance of that method was investigated in terms of accuracy and bias of the decisional outcomes. Influence of an informed elicitation of the prior belief of chronological age was also studied by means of a sensitivity analysis. Outcomes in terms of accuracy were adequate with standard requirements for forensic adult age estimation. Findings also indicated that the Bayesian method does not show a particular tendency towards under- or overestimation of the age variable. Outcomes of the sensitivity analysis showed that results on estimation are improved with a ration elicitation of the prior probabilities of age.

  3. Bayesian Modeling for Identification and Estimation of the Learning Effects of Pointing Tasks

    Science.gov (United States)

    Kyo, Koki

    Recently, in the field of human-computer interaction, a model containing the systematic factor and human factor has been proposed to evaluate the performance of the input devices of a computer. This is called the SH-model. In this paper, in order to extend the range of application of the SH-model, we propose some new models based on the Box-Cox transformation and apply a Bayesian modeling method for identification and estimation of the learning effects of pointing tasks. We consider the parameters describing the learning effect as random variables and introduce smoothness priors for them. Illustrative results show that the newly-proposed models work well.

  4. Projection-based Bayesian recursive estimation of ARX model with uniform innovations

    Czech Academy of Sciences Publication Activity Database

    Kárný, Miroslav; Pavelková, Lenka

    2007-01-01

    Roč. 56, 9/10 (2007), s. 646-655 ISSN 0167-6911 R&D Projects: GA AV ČR 1ET100750401; GA MŠk 2C06001; GA MDS 1F43A/003/120 Institutional research plan: CEZ:AV0Z10750506 Keywords : ARX model * Bayesian recursive estimation * Uniform distribution Subject RIV: BC - Control Systems Theory Impact factor: 1.634, year: 2007 http://dx.doi.org/10.1016/j.sysconle.2007.03.005

  5. A Bayesian Framework for Estimating the Concordance Correlation Coefficient Using Skew-elliptical Distributions.

    Science.gov (United States)

    Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir

    2018-04-05

    The concordance correlation coefficient (CCC) is a widely used scaled index in the study of agreement. In this article, we propose estimating the CCC by a unified Bayesian framework that can (1) accommodate symmetric or asymmetric and light- or heavy-tailed data; (2) select model from several candidates; and (3) address other issues frequently encountered in practice such as confounding covariates and missing data. The performance of the proposal was studied and demonstrated using simulated as well as real-life biomarker data from a clinical study of an insomnia drug. The implementation of the proposal is accessible through a package in the Comprehensive R Archive Network.

  6. Comparison of Multi-Tensor Diffusion Models' Performance for White Matter Integrity Estimation in Chronic Stroke

    Directory of Open Access Journals (Sweden)

    Olena G. Filatova

    2018-04-01

    Full Text Available Better insight into white matter (WM alterations after stroke onset could help to understand the underlying recovery mechanisms and improve future interventions. MR diffusion imaging enables to assess such changes. Our goal was to investigate the relation of WM diffusion characteristics derived from diffusion models of increasing complexity with the motor function of the upper limb. Moreover, we aimed to evaluate the variation of such characteristics across different WM structures of chronic stroke patients in comparison to healthy subjects. Subjects were scanned with a two b-value diffusion-weighted MRI protocol to exploit multiple diffusion models: single tensor, single tensor with isotropic compartment, bi-tensor model, bi-tensor with isotropic compartment. From each model we derived the mean tract fractional anisotropy (FA, mean (MD, radial (RD and axial (AD diffusivities outside the lesion site based on a WM tracts atlas. Asymmetry of these measures was correlated with the Fugl-Meyer upper extremity assessment (FMA score and compared between patient and control groups. Eighteen chronic stroke patients and eight age-matched healthy individuals participated in the study. Significant correlation of the outcome measures with the clinical scores of stroke recovery was found. The lowest correlation of the corticospinal tract FAasymmetry and FMA was with the single tensor model (r = −0.3, p = 0.2 whereas the other models reported results in the range of r = −0.79 ÷ −0.81 and p = 4E-5 ÷ 8E-5. The corticospinal tract and superior longitudinal fasciculus showed most alterations in our patient group relative to controls. Multiple compartment models yielded superior correlation of the diffusion measures and FMA compared to the single tensor model.

  7. TensorLy: Tensor Learning in Python

    OpenAIRE

    Kossaifi, Jean; Panagakis, Yannis; Pantic, Maja

    2016-01-01

    Tensors are higher-order extensions of matrices. While matrix methods form the cornerstone of machine learning and data analysis, tensor methods have been gaining increasing traction. However, software support for tensor operations is not on the same footing. In order to bridge this gap, we have developed \\emph{TensorLy}, a high-level API for tensor methods and deep tensorized neural networks in Python. TensorLy aims to follow the same standards adopted by the main projects of the Python scie...

  8. Bayesian Estimator for Angle Recovery: Event Classification and Reconstruction in Positron Emission Tomography

    International Nuclear Information System (INIS)

    Foudray, Angela M K; Levin, Craig S

    2007-01-01

    PET at the highest level is an inverse problem: reconstruct the location of the emission (which localize biological function) from detected photons. Ideally, one would like to directly measure an annihilation photon's incident direction on the detector. In the developed algorithm, Bayesian Estimation for Angle Recovery (BEAR), we utilized the increased information gathered from localizing photon interactions in the detector and developed a Bayesian estimator for a photon's incident direction. Probability distribution functions (PDFs) were filled using an interaction energy weighted mean or center of mass (COM) reference space, which had the following computational advantages: (1) a significant reduction in the size of the data in measurement space, making further manipulation and searches faster (2) the construction of COM space does not depend on measurement location, it takes advantage of measurement symmetries, and data can be added to the training set without knowledge and recalculation of prior training data, (3) calculation of posterior probability map is fully parallelizable, it can scale to any number of processors. These PDFs were used to estimate the point spread function (PSF) in incident angle space for (i) algorithm assessment and (ii) to provide probability selection criteria for classification. The algorithm calculates both the incident θ and φ angle, with ∼16 degrees RMS in both angles, limiting the incoming direction to a narrow cone. Feature size did not improve using the BEAR algorithm as an angle filter, but the contrast ratio improved 40% on average

  9. EEG-fMRI Bayesian framework for neural activity estimation: a simulation study

    Science.gov (United States)

    Croce, Pierpaolo; Basti, Alessio; Marzetti, Laura; Zappasodi, Filippo; Del Gratta, Cosimo

    2016-12-01

    Objective. Due to the complementary nature of electroencephalography (EEG) and functional magnetic resonance imaging (fMRI), and given the possibility of simultaneous acquisition, the joint data analysis can afford a better understanding of the underlying neural activity estimation. In this simulation study we want to show the benefit of the joint EEG-fMRI neural activity estimation in a Bayesian framework. Approach. We built a dynamic Bayesian framework in order to perform joint EEG-fMRI neural activity time course estimation. The neural activity is originated by a given brain area and detected by means of both measurement techniques. We have chosen a resting state neural activity situation to address the worst case in terms of the signal-to-noise ratio. To infer information by EEG and fMRI concurrently we used a tool belonging to the sequential Monte Carlo (SMC) methods: the particle filter (PF). Main results. First, despite a high computational cost, we showed the feasibility of such an approach. Second, we obtained an improvement in neural activity reconstruction when using both EEG and fMRI measurements. Significance. The proposed simulation shows the improvements in neural activity reconstruction with EEG-fMRI simultaneous data. The application of such an approach to real data allows a better comprehension of the neural dynamics.

  10. Bayesian estimation of predator diet composition from fatty acids and stable isotopes

    Directory of Open Access Journals (Sweden)

    Philipp Neubauer

    2015-04-01

    Full Text Available Quantitative analysis of stable isotopes (SI and, more recently, fatty acid profiles (FAP are useful and complementary tools for estimating the relative contribution of different prey items in the diet of a predator. The combination of these two approaches, however, has thus far been limited and qualitative. We propose a mixing model for FAP that follows the Bayesian machinery employed in state-of-the-art mixing models for SI. This framework provides both point estimates and probability distributions for individual and population level diet proportions. Where fat content and conversion coefficients are available, they can be used to improve diet estimates. This model can be explicitly integrated with analogous models for SI to increase resolution and clarify predator–prey relationships. We apply our model to simulated data and an experimental dataset that allows us to illustrate modeling strategies and demonstrate model performance. Our methods are provided as an open source software package for the statistical computing environment R.

  11. Direction-of-Arrival Estimation for Coherent Sources via Sparse Bayesian Learning

    Directory of Open Access Journals (Sweden)

    Zhang-Meng Liu

    2014-01-01

    Full Text Available A spatial filtering-based relevance vector machine (RVM is proposed in this paper to separate coherent sources and estimate their directions-of-arrival (DOA, with the filter parameters and DOA estimates initialized and refined via sparse Bayesian learning. The RVM is used to exploit the spatial sparsity of the incident signals and gain improved adaptability to much demanding scenarios, such as low signal-to-noise ratio (SNR, limited snapshots, and spatially adjacent sources, and the spatial filters are introduced to enhance global convergence of the original RVM in the case of coherent sources. The proposed method adapts to arbitrary array geometry, and simulation results show that it surpasses the existing methods in DOA estimation performance.

  12. Bayesian hierarchical models for smoothing in two-phase studies, with application to small area estimation.

    Science.gov (United States)

    Ross, Michelle; Wakefield, Jon

    2015-10-01

    Two-phase study designs are appealing since they allow for the oversampling of rare sub-populations which improves efficiency. In this paper we describe a Bayesian hierarchical model for the analysis of two-phase data. Such a model is particularly appealing in a spatial setting in which random effects are introduced to model between-area variability. In such a situation, one may be interested in estimating regression coefficients or, in the context of small area estimation, in reconstructing the population totals by strata. The efficiency gains of the two-phase sampling scheme are compared to standard approaches using 2011 birth data from the research triangle area of North Carolina. We show that the proposed method can overcome small sample difficulties and improve on existing techniques. We conclude that the two-phase design is an attractive approach for small area estimation.

  13. BAYES-HEP: Bayesian belief networks for estimation of human error probability

    International Nuclear Information System (INIS)

    Karthick, M.; Senthil Kumar, C.; Paul, Robert T.

    2017-01-01

    Human errors contribute a significant portion of risk in safety critical applications and methods for estimation of human error probability have been a topic of research for over a decade. The scarce data available on human errors and large uncertainty involved in the prediction of human error probabilities make the task difficult. This paper presents a Bayesian belief network (BBN) model for human error probability estimation in safety critical functions of a nuclear power plant. The developed model using BBN would help to estimate HEP with limited human intervention. A step-by-step illustration of the application of the method and subsequent evaluation is provided with a relevant case study and the model is expected to provide useful insights into risk assessment studies

  14. Bayesian estimation of regularization and atlas building in diffeomorphic image registration.

    Science.gov (United States)

    Zhang, Miaomiao; Singh, Nikhil; Fletcher, P Thomas

    2013-01-01

    This paper presents a generative Bayesian model for diffeomorphic image registration and atlas building. We develop an atlas estimation procedure that simultaneously estimates the parameters controlling the smoothness of the diffeomorphic transformations. To achieve this, we introduce a Monte Carlo Expectation Maximization algorithm, where the expectation step is approximated via Hamiltonian Monte Carlo sampling on the manifold of diffeomorphisms. An added benefit of this stochastic approach is that it can successfully solve difficult registration problems involving large deformations, where direct geodesic optimization fails. Using synthetic data generated from the forward model with known parameters, we demonstrate the ability of our model to successfully recover the atlas and regularization parameters. We also demonstrate the effectiveness of the proposed method in the atlas estimation problem for 3D brain images.

  15. On a Bayesian estimation procedure for determining the average ore grade of a uranium deposit

    International Nuclear Information System (INIS)

    Heising, C.D.; Zamora-Reyes, J.A.

    1996-01-01

    A Bayesian procedure is applied to estimate the average ore grade of a specific uranium deposit (the Morrison formation in New Mexico). Experimental data taken from drilling tests for this formation constitute deposit specific information, E 2 . This information is combined, through a single stage application of Bayes' theorem, with the more extensive and well established information on all similar formations in the region, E 1 . It is assumed that the best estimate for the deposit specific case should include the relevant experimental evidence collected from other like formations giving incomplete information on the specific deposit. This follows traditional methods for resource estimation, which presume that previous collective experience obtained from similar formations in the geological region can be used to infer the geologic characteristics of a less well characterized formation. (Author)

  16. A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

    KAUST Repository

    Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

    2016-01-01

    Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface ground-water models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKF(OSA). Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25% more accurate state and parameter estimations than the joint and dual approaches.

  17. A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

    KAUST Repository

    Ait-El-Fquih, Boujemaa

    2016-08-12

    Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface ground-water models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model\\'s state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKF(OSA). Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25% more accurate state and parameter estimations than the joint and dual approaches.

  18. Model estimation of claim risk and premium for motor vehicle insurance by using Bayesian method

    Science.gov (United States)

    Sukono; Riaman; Lesmana, E.; Wulandari, R.; Napitupulu, H.; Supian, S.

    2018-01-01

    Risk models need to be estimated by the insurance company in order to predict the magnitude of the claim and determine the premiums charged to the insured. This is intended to prevent losses in the future. In this paper, we discuss the estimation of risk model claims and motor vehicle insurance premiums using Bayesian methods approach. It is assumed that the frequency of claims follow a Poisson distribution, while a number of claims assumed to follow a Gamma distribution. The estimation of parameters of the distribution of the frequency and amount of claims are made by using Bayesian methods. Furthermore, the estimator distribution of frequency and amount of claims are used to estimate the aggregate risk models as well as the value of the mean and variance. The mean and variance estimator that aggregate risk, was used to predict the premium eligible to be charged to the insured. Based on the analysis results, it is shown that the frequency of claims follow a Poisson distribution with parameter values λ is 5.827. While a number of claims follow the Gamma distribution with parameter values p is 7.922 and θ is 1.414. Therefore, the obtained values of the mean and variance of the aggregate claims respectively are IDR 32,667,489.88 and IDR 38,453,900,000,000.00. In this paper the prediction of the pure premium eligible charged to the insured is obtained, which amounting to IDR 2,722,290.82. The prediction of the claims and premiums aggregate can be used as a reference for the insurance company’s decision-making in management of reserves and premiums of motor vehicle insurance.

  19. Efficient Bayesian estimates for discrimination among topologically different systems biology models.

    Science.gov (United States)

    Hagen, David R; Tidor, Bruce

    2015-02-01

    A major effort in systems biology is the development of mathematical models that describe complex biological systems at multiple scales and levels of abstraction. Determining the topology-the set of interactions-of a biological system from observations of the system's behavior is an important and difficult problem. Here we present and demonstrate new methodology for efficiently computing the probability distribution over a set of topologies based on consistency with existing measurements. Key features of the new approach include derivation in a Bayesian framework, incorporation of prior probability distributions of topologies and parameters, and use of an analytically integrable linearization based on the Fisher information matrix that is responsible for large gains in efficiency. The new method was demonstrated on a collection of four biological topologies representing a kinase and phosphatase that operate in opposition to each other with either processive or distributive kinetics, giving 8-12 parameters for each topology. The linearization produced an approximate result very rapidly (CPU minutes) that was highly accurate on its own, as compared to a Monte Carlo method guaranteed to converge to the correct answer but at greater cost (CPU weeks). The Monte Carlo method developed and applied here used the linearization method as a starting point and importance sampling to approach the Bayesian answer in acceptable time. Other inexpensive methods to estimate probabilities produced poor approximations for this system, with likelihood estimation showing its well-known bias toward topologies with more parameters and the Akaike and Schwarz Information Criteria showing a strong bias toward topologies with fewer parameters. These results suggest that this linear approximation may be an effective compromise, providing an answer whose accuracy is near the true Bayesian answer, but at a cost near the common heuristics.

  20. Adaptive estimation of multivariate functions using conditionally Gaussian tensor-product spline priors

    NARCIS (Netherlands)

    Jonge, de R.; Zanten, van J.H.

    2012-01-01

    We investigate posterior contraction rates for priors on multivariate functions that are constructed using tensor-product B-spline expansions. We prove that using a hierarchical prior with an appropriate prior distribution on the partition size and Gaussian prior weights on the B-spline

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

    Science.gov (United States)

    Freni, Gabriele; Mannina, Giorgio

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

  2. Bayesian Nonparametric Mixture Estimation for Time-Indexed Functional Data in R

    Directory of Open Access Journals (Sweden)

    Terrance D. Savitsky

    2016-08-01

    Full Text Available We present growfunctions for R that offers Bayesian nonparametric estimation models for analysis of dependent, noisy time series data indexed by a collection of domains. This data structure arises from combining periodically published government survey statistics, such as are reported in the Current Population Study (CPS. The CPS publishes monthly, by-state estimates of employment levels, where each state expresses a noisy time series. Published state-level estimates from the CPS are composed from household survey responses in a model-free manner and express high levels of volatility due to insufficient sample sizes. Existing software solutions borrow information over a modeled time-based dependence to extract a de-noised time series for each domain. These solutions, however, ignore the dependence among the domains that may be additionally leveraged to improve estimation efficiency. The growfunctions package offers two fully nonparametric mixture models that simultaneously estimate both a time and domain-indexed dependence structure for a collection of time series: (1 A Gaussian process (GP construction, which is parameterized through the covariance matrix, estimates a latent function for each domain. The covariance parameters of the latent functions are indexed by domain under a Dirichlet process prior that permits estimation of the dependence among functions across the domains: (2 An intrinsic Gaussian Markov random field prior construction provides an alternative to the GP that expresses different computation and estimation properties. In addition to performing denoised estimation of latent functions from published domain estimates, growfunctions allows estimation of collections of functions for observation units (e.g., households, rather than aggregated domains, by accounting for an informative sampling design under which the probabilities for inclusion of observation units are related to the response variable. growfunctions includes plot

  3. Maximum a posteriori probability estimates in infinite-dimensional Bayesian inverse problems

    International Nuclear Information System (INIS)

    Helin, T; Burger, M

    2015-01-01

    A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic and difficult to analyse. Current inverse problem literature often approaches the problem by considering suitable point estimators for the task. Typically the choice is made between the maximum a posteriori (MAP) or the conditional mean (CM) estimate. The benefits of either choice are not well-understood from the perspective of infinite-dimensional theory. Most importantly, there exists no general scheme regarding how to connect the topological description of a MAP estimate to a variational problem. The recent results by Dashti and others (Dashti et al 2013 Inverse Problems 29 095017) resolve this issue for nonlinear inverse problems in Gaussian framework. In this work we improve the current understanding by introducing a novel concept called the weak MAP (wMAP) estimate. We show that any MAP estimate in the sense of Dashti et al (2013 Inverse Problems 29 095017) is a wMAP estimate and, moreover, how the wMAP estimate connects to a variational formulation in general infinite-dimensional non-Gaussian problems. The variational formulation enables to study many properties of the infinite-dimensional MAP estimate that were earlier impossible to study. In a recent work by the authors (Burger and Lucka 2014 Maximum a posteriori estimates in linear inverse problems with logconcave priors are proper bayes estimators preprint) the MAP estimator was studied in the context of the Bayes cost method. Using Bregman distances, proper convex Bayes cost functions were introduced for which the MAP estimator is the Bayes estimator. Here, we generalize these results to the infinite-dimensional setting. Moreover, we discuss the implications of our results for some examples of prior models such as the Besov prior and hierarchical prior. (paper)

  4. Estimating mountain basin-mean precipitation from streamflow using Bayesian inference

    Science.gov (United States)

    Henn, Brian; Clark, Martyn P.; Kavetski, Dmitri; Lundquist, Jessica D.

    2015-10-01

    Estimating basin-mean precipitation in complex terrain is difficult due to uncertainty in the topographical representativeness of precipitation gauges relative to the basin. To address this issue, we use Bayesian methodology coupled with a multimodel framework to infer basin-mean precipitation from streamflow observations, and we apply this approach to snow-dominated basins in the Sierra Nevada of California. Using streamflow observations, forcing data from lower-elevation stations, the Bayesian Total Error Analysis (BATEA) methodology and the Framework for Understanding Structural Errors (FUSE), we infer basin-mean precipitation, and compare it to basin-mean precipitation estimated using topographically informed interpolation from gauges (PRISM, the Parameter-elevation Regression on Independent Slopes Model). The BATEA-inferred spatial patterns of precipitation show agreement with PRISM in terms of the rank of basins from wet to dry but differ in absolute values. In some of the basins, these differences may reflect biases in PRISM, because some implied PRISM runoff ratios may be inconsistent with the regional climate. We also infer annual time series of basin precipitation using a two-step calibration approach. Assessment of the precision and robustness of the BATEA approach suggests that uncertainty in the BATEA-inferred precipitation is primarily related to uncertainties in hydrologic model structure. Despite these limitations, time series of inferred annual precipitation under different model and parameter assumptions are strongly correlated with one another, suggesting that this approach is capable of resolving year-to-year variability in basin-mean precipitation.

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

    Directory of Open Access Journals (Sweden)

    A Ranjan

    2013-12-01

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

  6. Estimating the true accuracy of diagnostic tests for dengue infection using bayesian latent class models.

    Directory of Open Access Journals (Sweden)

    Wirichada Pan-ngum

    Full Text Available Accuracy of rapid diagnostic tests for dengue infection has been repeatedly estimated by comparing those tests with reference assays. We hypothesized that those estimates might be inaccurate if the accuracy of the reference assays is not perfect. Here, we investigated this using statistical modeling.Data from a cohort study of 549 patients suspected of dengue infection presenting at Colombo North Teaching Hospital, Ragama, Sri Lanka, that described the application of our reference assay (a combination of Dengue IgM antibody capture ELISA and IgG antibody capture ELISA and of three rapid diagnostic tests (Panbio NS1 antigen, IgM antibody and IgG antibody rapid immunochromatographic cassette tests were re-evaluated using bayesian latent class models (LCMs. The estimated sensitivity and specificity of the reference assay were 62.0% and 99.6%, respectively. Prevalence of dengue infection (24.3%, and sensitivities and specificities of the Panbio NS1 (45.9% and 97.9%, IgM (54.5% and 95.5% and IgG (62.1% and 84.5% estimated by bayesian LCMs were significantly different from those estimated by assuming that the reference assay was perfect. Sensitivity, specificity, PPV and NPV for a combination of NS1, IgM and IgG cassette tests on admission samples were 87.0%, 82.8%, 62.0% and 95.2%, respectively.Our reference assay is an imperfect gold standard. In our setting, the combination of NS1, IgM and IgG rapid diagnostic tests could be used on admission to rule out dengue infection with a high level of accuracy (NPV 95.2%. Further evaluation of rapid diagnostic tests for dengue infection should include the use of appropriate statistical models.

  7. Allometric Models Based on Bayesian Frameworks Give Better Estimates of Aboveground Biomass in the Miombo Woodlands

    Directory of Open Access Journals (Sweden)

    Shem Kuyah

    2016-02-01

    Full Text Available The miombo woodland is the most extensive dry forest in the world, with the potential to store substantial amounts of biomass carbon. Efforts to obtain accurate estimates of carbon stocks in the miombo woodlands are limited by a general lack of biomass estimation models (BEMs. This study aimed to evaluate the accuracy of most commonly employed allometric models for estimating aboveground biomass (AGB in miombo woodlands, and to develop new models that enable more accurate estimation of biomass in the miombo woodlands. A generalizable mixed-species allometric model was developed from 88 trees belonging to 33 species ranging in diameter at breast height (DBH from 5 to 105 cm using Bayesian estimation. A power law model with DBH alone performed better than both a polynomial model with DBH and the square of DBH, and models including height and crown area as additional variables along with DBH. The accuracy of estimates from published models varied across different sites and trees of different diameter classes, and was lower than estimates from our model. The model developed in this study can be used to establish conservative carbon stocks required to determine avoided emissions in performance-based payment schemes, for example in afforestation and reforestation activities.

  8. Speech Enhancement Using Gaussian Mixture Models, Explicit Bayesian Estimation and Wiener Filtering

    Directory of Open Access Journals (Sweden)

    M. H. Savoji

    2014-09-01

    Full Text Available Gaussian Mixture Models (GMMs of power spectral densities of speech and noise are used with explicit Bayesian estimations in Wiener filtering of noisy speech. No assumption is made on the nature or stationarity of the noise. No voice activity detection (VAD or any other means is employed to estimate the input SNR. The GMM mean vectors are used to form sets of over-determined system of equations whose solutions lead to the first estimates of speech and noise power spectra. The noise source is also identified and the input SNR estimated in this first step. These first estimates are then refined using approximate but explicit MMSE and MAP estimation formulations. The refined estimates are then used in a Wiener filter to reduce noise and enhance the noisy speech. The proposed schemes show good results. Nevertheless, it is shown that the MAP explicit solution, introduced here for the first time, reduces the computation time to less than one third with a slight higher improvement in SNR and PESQ score and also less distortion in comparison to the MMSE solution.

  9. Sparse Variational Bayesian SAGE Algorithm With Application to the Estimation of Multipath Wireless Channels

    DEFF Research Database (Denmark)

    Shutin, Dmitriy; Fleury, Bernard Henri

    2011-01-01

    In this paper, we develop a sparse variational Bayesian (VB) extension of the space-alternating generalized expectation-maximization (SAGE) algorithm for the high resolution estimation of the parameters of relevant multipath components in the response of frequency and spatially selective wireless...... channels. The application context of the algorithm considered in this contribution is parameter estimation from channel sounding measurements for radio channel modeling purpose. The new sparse VB-SAGE algorithm extends the classical SAGE algorithm in two respects: i) by monotonically minimizing...... parametric sparsity priors for the weights of the multipath components. We revisit the Gaussian sparsity priors within the sparse VB-SAGE framework and extend the results by considering Laplace priors. The structure of the VB-SAGE algorithm allows for an analytical stability analysis of the update expression...

  10. Estimating effectiveness in HIV prevention trials with a Bayesian hierarchical compound Poisson frailty model

    Science.gov (United States)

    Coley, Rebecca Yates; Browna, Elizabeth R.

    2016-01-01

    Inconsistent results in recent HIV prevention trials of pre-exposure prophylactic interventions may be due to heterogeneity in risk among study participants. Intervention effectiveness is most commonly estimated with the Cox model, which compares event times between populations. When heterogeneity is present, this population-level measure underestimates intervention effectiveness for individuals who are at risk. We propose a likelihood-based Bayesian hierarchical model that estimates the individual-level effectiveness of candidate interventions by accounting for heterogeneity in risk with a compound Poisson-distributed frailty term. This model reflects the mechanisms of HIV risk and allows that some participants are not exposed to HIV and, therefore, have no risk of seroconversion during the study. We assess model performance via simulation and apply the model to data from an HIV prevention trial. PMID:26869051

  11. Moment-tensor solutions estimated using optimal filter theory: Global seismicity, 2001

    Science.gov (United States)

    Sipkin, S.A.; Bufe, C.G.; Zirbes, M.D.

    2003-01-01

    This paper is the 12th in a series published yearly containing moment-tensor solutions computed at the US Geological Survey using an algorithm based on the theory of optimal filter design (Sipkin, 1982 and Sipkin, 1986b). An inversion has been attempted for all earthquakes with a magnitude, mb or MS, of 5.5 or greater. Previous listings include solutions for earthquakes that occurred from 1981 to 2000 (Sipkin, 1986b; Sipkin and Needham, 1989, Sipkin and Needham, 1991, Sipkin and Needham, 1992, Sipkin and Needham, 1993, Sipkin and Needham, 1994a and Sipkin and Needham, 1994b; Sipkin and Zirbes, 1996 and Sipkin and Zirbes, 1997; Sipkin et al., 1998, Sipkin et al., 1999, Sipkin et al., 2000a, Sipkin et al., 2000b and Sipkin et al., 2002).The entire USGS moment-tensor catalog can be obtained via anonymous FTP at ftp://ghtftp.cr.usgs.gov. After logging on, change directory to “momten”. This directory contains two compressed ASCII files that contain the finalized solutions, “mt.lis.Z” and “fmech.lis.Z”. “mt.lis.Z” contains the elements of the moment tensors along with detailed event information; “fmech.lis.Z” contains the decompositions into the principal axes and best double-couples. The fast moment-tensor solutions for more recent events that have not yet been finalized and added to the catalog, are gathered by month in the files “jan01.lis.Z”, etc. “fmech.doc.Z” describes the various fields.

  12. Kernel-density estimation and approximate Bayesian computation for flexible epidemiological model fitting in Python.

    Science.gov (United States)

    Irvine, Michael A; Hollingsworth, T Déirdre

    2018-05-26

    Fitting complex models to epidemiological data is a challenging problem: methodologies can be inaccessible to all but specialists, there may be challenges in adequately describing uncertainty in model fitting, the complex models may take a long time to run, and it can be difficult to fully capture the heterogeneity in the data. We develop an adaptive approximate Bayesian computation scheme to fit a variety of epidemiologically relevant data with minimal hyper-parameter tuning by using an adaptive tolerance scheme. We implement a novel kernel density estimation scheme to capture both dispersed and multi-dimensional data, and directly compare this technique to standard Bayesian approaches. We then apply the procedure to a complex individual-based simulation of lymphatic filariasis, a human parasitic disease. The procedure and examples are released alongside this article as an open access library, with examples to aid researchers to rapidly fit models to data. This demonstrates that an adaptive ABC scheme with a general summary and distance metric is capable of performing model fitting for a variety of epidemiological data. It also does not require significant theoretical background to use and can be made accessible to the diverse epidemiological research community. Copyright © 2018 The Authors. Published by Elsevier B.V. All rights reserved.

  13. Joint Bayesian Estimation of Quasar Continua and the Lyα Forest Flux Probability Distribution Function

    Science.gov (United States)

    Eilers, Anna-Christina; Hennawi, Joseph F.; Lee, Khee-Gan

    2017-08-01

    We present a new Bayesian algorithm making use of Markov Chain Monte Carlo sampling that allows us to simultaneously estimate the unknown continuum level of each quasar in an ensemble of high-resolution spectra, as well as their common probability distribution function (PDF) for the transmitted Lyα forest flux. This fully automated PDF regulated continuum fitting method models the unknown quasar continuum with a linear principal component analysis (PCA) basis, with the PCA coefficients treated as nuisance parameters. The method allows one to estimate parameters governing the thermal state of the intergalactic medium (IGM), such as the slope of the temperature-density relation γ -1, while marginalizing out continuum uncertainties in a fully Bayesian way. Using realistic mock quasar spectra created from a simplified semi-numerical model of the IGM, we show that this method recovers the underlying quasar continua to a precision of ≃ 7 % and ≃ 10 % at z = 3 and z = 5, respectively. Given the number of principal component spectra, this is comparable to the underlying accuracy of the PCA model itself. Most importantly, we show that we can achieve a nearly unbiased estimate of the slope γ -1 of the IGM temperature-density relation with a precision of +/- 8.6 % at z = 3 and +/- 6.1 % at z = 5, for an ensemble of ten mock high-resolution quasar spectra. Applying this method to real quasar spectra and comparing to a more realistic IGM model from hydrodynamical simulations would enable precise measurements of the thermal and cosmological parameters governing the IGM, albeit with somewhat larger uncertainties, given the increased flexibility of the model.

  14. Estimation of parameter uncertainty for an activated sludge model using Bayesian inference: a comparison with the frequentist method.

    Science.gov (United States)

    Zonta, Zivko J; Flotats, Xavier; Magrí, Albert

    2014-08-01

    The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.

  15. Compressive Sensing Based Bayesian Sparse Channel Estimation for OFDM Communication Systems: High Performance and Low Complexity

    Science.gov (United States)

    Xu, Li; Shan, Lin; Adachi, Fumiyuki

    2014-01-01

    In orthogonal frequency division modulation (OFDM) communication systems, channel state information (CSI) is required at receiver due to the fact that frequency-selective fading channel leads to disgusting intersymbol interference (ISI) over data transmission. Broadband channel model is often described by very few dominant channel taps and they can be probed by compressive sensing based sparse channel estimation (SCE) methods, for example, orthogonal matching pursuit algorithm, which can take the advantage of sparse structure effectively in the channel as for prior information. However, these developed methods are vulnerable to both noise interference and column coherence of training signal matrix. In other words, the primary objective of these conventional methods is to catch the dominant channel taps without a report of posterior channel uncertainty. To improve the estimation performance, we proposed a compressive sensing based Bayesian sparse channel estimation (BSCE) method which cannot only exploit the channel sparsity but also mitigate the unexpected channel uncertainty without scarifying any computational complexity. The proposed method can reveal potential ambiguity among multiple channel estimators that are ambiguous due to observation noise or correlation interference among columns in the training matrix. Computer simulations show that proposed method can improve the estimation performance when comparing with conventional SCE methods. PMID:24983012

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

    Science.gov (United States)

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

    2011-01-01

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

  17. Bayesian estimation and use of high-throughput remote sensing indices for quantitative genetic analyses of leaf growth.

    Science.gov (United States)

    Baker, Robert L; Leong, Wen Fung; An, Nan; Brock, Marcus T; Rubin, Matthew J; Welch, Stephen; Weinig, Cynthia

    2018-02-01

    We develop Bayesian function-valued trait models that mathematically isolate genetic mechanisms underlying leaf growth trajectories by factoring out genotype-specific differences in photosynthesis. Remote sensing data can be used instead of leaf-level physiological measurements. Characterizing the genetic basis of traits that vary during ontogeny and affect plant performance is a major goal in evolutionary biology and agronomy. Describing genetic programs that specifically regulate morphological traits can be complicated by genotypic differences in physiological traits. We describe the growth trajectories of leaves using novel Bayesian function-valued trait (FVT) modeling approaches in Brassica rapa recombinant inbred lines raised in heterogeneous field settings. While frequentist approaches estimate parameter values by treating each experimental replicate discretely, Bayesian models can utilize information in the global dataset, potentially leading to more robust trait estimation. We illustrate this principle by estimating growth asymptotes in the face of missing data and comparing heritabilities of growth trajectory parameters estimated by Bayesian and frequentist approaches. Using pseudo-Bayes factors, we compare the performance of an initial Bayesian logistic growth model and a model that incorporates carbon assimilation (A max ) as a cofactor, thus statistically accounting for genotypic differences in carbon resources. We further evaluate two remotely sensed spectroradiometric indices, photochemical reflectance (pri2) and MERIS Terrestrial Chlorophyll Index (mtci) as covariates in lieu of A max , because these two indices were genetically correlated with A max across years and treatments yet allow much higher throughput compared to direct leaf-level gas-exchange measurements. For leaf lengths in uncrowded settings, including A max improves model fit over the initial model. The mtci and pri2 indices also outperform direct A max measurements. Of particular

  18. Incorporation of formal safety assessment and Bayesian network in navigational risk estimation of the Yangtze River

    International Nuclear Information System (INIS)

    Zhang, D.; Yan, X.P.; Yang, Z.L.; Wall, A.; Wang, J.

    2013-01-01

    Formal safety assessment (FSA), as a structured and systematic risk evaluation methodology, has been increasingly and broadly used in the shipping industry around the world. Concerns have been raised as to navigational safety of the Yangtze River, China's largest and the world's busiest inland waterway. Over the last few decades, the throughput of ships in the Yangtze River has increased rapidly due to the national development of the Middle and Western parts of China. Accidents such as collisions, groundings, contacts, oil-spills and fires occur repeatedly, often causing serious consequences. In order to improve the navigational safety in the Yangtze River, this paper estimates the navigational risk of the Yangtze River using the FSA concept and a Bayesian network (BN) technique. The navigational risk model is established by considering both probability and consequences of accidents with respect to a risk matrix method, followed by a scenario analysis to demonstrate the application of the proposed model

  19. Accuracy of latent-variable estimation in Bayesian semi-supervised learning.

    Science.gov (United States)

    Yamazaki, Keisuke

    2015-09-01

    Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying data-generation process, respectively. Unsupervised learning tasks, such as cluster analysis, are regarded as estimations of latent variables based on the observable ones. The estimation of latent variables in semi-supervised learning, where some labels are observed, will be more precise than that in unsupervised, and one of the concerns is to clarify the effect of the labeled data. However, there has not been sufficient theoretical analysis of the accuracy of the estimation of latent variables. In a previous study, a distribution-based error function was formulated, and its asymptotic form was calculated for unsupervised learning with generative models. It has been shown that, for the estimation of latent variables, the Bayes method is more accurate than the maximum-likelihood method. The present paper reveals the asymptotic forms of the error function in Bayesian semi-supervised learning for both discriminative and generative models. The results show that the generative model, which uses all of the given data, performs better when the model is well specified. Copyright © 2015 Elsevier Ltd. All rights reserved.

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

    Science.gov (United States)

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

    2014-03-01

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

  1. Bayesian networks of age estimation and classification based on dental evidence: A study on the third molar mineralization.

    Science.gov (United States)

    Sironi, Emanuele; Pinchi, Vilma; Pradella, Francesco; Focardi, Martina; Bozza, Silvia; Taroni, Franco

    2018-04-01

    Not only does the Bayesian approach offer a rational and logical environment for evidence evaluation in a forensic framework, but it also allows scientists to coherently deal with uncertainty related to a collection of multiple items of evidence, due to its flexible nature. Such flexibility might come at the expense of elevated computational complexity, which can be handled by using specific probabilistic graphical tools, namely Bayesian networks. In the current work, such probabilistic tools are used for evaluating dental evidence related to the development of third molars. A set of relevant properties characterizing the graphical models are discussed and Bayesian networks are implemented to deal with the inferential process laying beyond the estimation procedure, as well as to provide age estimates. Such properties include operationality, flexibility, coherence, transparence and sensitivity. A data sample composed of Italian subjects was employed for the analysis; results were in agreement with previous studies in terms of point estimate and age classification. The influence of the prior probability elicitation in terms of Bayesian estimate and classifies was also analyzed. Findings also supported the opportunity to take into consideration multiple teeth in the evaluative procedure, since it can be shown this results in an increased robustness towards the prior probability elicitation process, as well as in more favorable outcomes from a forensic perspective. Copyright © 2018 Elsevier Ltd and Faculty of Forensic and Legal Medicine. All rights reserved.

  2. Estimation of Fine Particulate Matter in Taipei Using Landuse Regression and Bayesian Maximum Entropy Methods

    Directory of Open Access Journals (Sweden)

    Yi-Ming Kuo

    2011-06-01

    Full Text Available Fine airborne particulate matter (PM2.5 has adverse effects on human health. Assessing the long-term effects of PM2.5 exposure on human health and ecology is often limited by a lack of reliable PM2.5 measurements. In Taipei, PM2.5 levels were not systematically measured until August, 2005. Due to the popularity of geographic information systems (GIS, the landuse regression method has been widely used in the spatial estimation of PM concentrations. This method accounts for the potential contributing factors of the local environment, such as traffic volume. Geostatistical methods, on other hand, account for the spatiotemporal dependence among the observations of ambient pollutants. This study assesses the performance of the landuse regression model for the spatiotemporal estimation of PM2.5 in the Taipei area. Specifically, this study integrates the landuse regression model with the geostatistical approach within the framework of the Bayesian maximum entropy (BME method. The resulting epistemic framework can assimilate knowledge bases including: (a empirical-based spatial trends of PM concentration based on landuse regression, (b the spatio-temporal dependence among PM observation information, and (c site-specific PM observations. The proposed approach performs the spatiotemporal estimation of PM2.5 levels in the Taipei area (Taiwan from 2005–2007.

  3. Estimation of fine particulate matter in Taipei using landuse regression and bayesian maximum entropy methods.

    Science.gov (United States)

    Yu, Hwa-Lung; Wang, Chih-Hsih; Liu, Ming-Che; Kuo, Yi-Ming

    2011-06-01

    Fine airborne particulate matter (PM2.5) has adverse effects on human health. Assessing the long-term effects of PM2.5 exposure on human health and ecology is often limited by a lack of reliable PM2.5 measurements. In Taipei, PM2.5 levels were not systematically measured until August, 2005. Due to the popularity of geographic information systems (GIS), the landuse regression method has been widely used in the spatial estimation of PM concentrations. This method accounts for the potential contributing factors of the local environment, such as traffic volume. Geostatistical methods, on other hand, account for the spatiotemporal dependence among the observations of ambient pollutants. This study assesses the performance of the landuse regression model for the spatiotemporal estimation of PM2.5 in the Taipei area. Specifically, this study integrates the landuse regression model with the geostatistical approach within the framework of the Bayesian maximum entropy (BME) method. The resulting epistemic framework can assimilate knowledge bases including: (a) empirical-based spatial trends of PM concentration based on landuse regression, (b) the spatio-temporal dependence among PM observation information, and (c) site-specific PM observations. The proposed approach performs the spatiotemporal estimation of PM2.5 levels in the Taipei area (Taiwan) from 2005-2007.

  4. Bayesian Maximum Entropy space/time estimation of surface water chloride in Maryland using river distances.

    Science.gov (United States)

    Jat, Prahlad; Serre, Marc L

    2016-12-01

    Widespread contamination of surface water chloride is an emerging environmental concern. Consequently accurate and cost-effective methods are needed to estimate chloride along all river miles of potentially contaminated watersheds. Here we introduce a Bayesian Maximum Entropy (BME) space/time geostatistical estimation framework that uses river distances, and we compare it with Euclidean BME to estimate surface water chloride from 2005 to 2014 in the Gunpowder-Patapsco, Severn, and Patuxent subbasins in Maryland. River BME improves the cross-validation R 2 by 23.67% over Euclidean BME, and river BME maps are significantly different than Euclidean BME maps, indicating that it is important to use river BME maps to assess water quality impairment. The river BME maps of chloride concentration show wide contamination throughout Baltimore and Columbia-Ellicott cities, the disappearance of a clean buffer separating these two large urban areas, and the emergence of multiple localized pockets of contamination in surrounding areas. The number of impaired river miles increased by 0.55% per year in 2005-2009 and by 1.23% per year in 2011-2014, corresponding to a marked acceleration of the rate of impairment. Our results support the need for control measures and increased monitoring of unassessed river miles. Copyright © 2016. Published by Elsevier Ltd.

  5. Estimation of gross land-use change and its uncertainty using a Bayesian data assimilation approach

    Science.gov (United States)

    Levy, Peter; van Oijen, Marcel; Buys, Gwen; Tomlinson, Sam

    2018-03-01

    We present a method for estimating land-use change using a Bayesian data assimilation approach. The approach provides a general framework for combining multiple disparate data sources with a simple model. This allows us to constrain estimates of gross land-use change with reliable national-scale census data, whilst retaining the detailed information available from several other sources. Eight different data sources, with three different data structures, were combined in our posterior estimate of land use and land-use change, and other data sources could easily be added in future. The tendency for observations to underestimate gross land-use change is accounted for by allowing for a skewed distribution in the likelihood function. The data structure produced has high temporal and spatial resolution, and is appropriate for dynamic process-based modelling. Uncertainty is propagated appropriately into the output, so we have a full posterior distribution of output and parameters. The data are available in the widely used netCDF file format from http://eidc.ceh.ac.uk/.

  6. Bayesian Estimation of Two-Parameter Weibull Distribution Using Extension of Jeffreys' Prior Information with Three Loss Functions

    Directory of Open Access Journals (Sweden)

    Chris Bambey Guure

    2012-01-01

    Full Text Available The Weibull distribution has been observed as one of the most useful distribution, for modelling and analysing lifetime data in engineering, biology, and others. Studies have been done vigorously in the literature to determine the best method in estimating its parameters. Recently, much attention has been given to the Bayesian estimation approach for parameters estimation which is in contention with other estimation methods. In this paper, we examine the performance of maximum likelihood estimator and Bayesian estimator using extension of Jeffreys prior information with three loss functions, namely, the linear exponential loss, general entropy loss, and the square error loss function for estimating the two-parameter Weibull failure time distribution. These methods are compared using mean square error through simulation study with varying sample sizes. The results show that Bayesian estimator using extension of Jeffreys' prior under linear exponential loss function in most cases gives the smallest mean square error and absolute bias for both the scale parameter α and the shape parameter β for the given values of extension of Jeffreys' prior.

  7. Application of multivariate probabilistic (Bayesian) networks to substance use disorder risk stratification and cost estimation.

    Science.gov (United States)

    Weinstein, Lawrence; Radano, Todd A; Jack, Timothy; Kalina, Philip; Eberhardt, John S

    2009-09-16

    This paper explores the use of machine learning and Bayesian classification models to develop broadly applicable risk stratification models to guide disease management of health plan enrollees with substance use disorder (SUD). While the high costs and morbidities associated with SUD are understood by payers, who manage it through utilization review, acute interventions, coverage and cost limitations, and disease management, the literature shows mixed results for these modalities in improving patient outcomes and controlling cost. Our objective is to evaluate the potential of data mining methods to identify novel risk factors for chronic disease and stratification of enrollee utilization, which can be used to develop new methods for targeting disease management services to maximize benefits to both enrollees and payers. For our evaluation, we used DecisionQ machine learning algorithms to build Bayesian network models of a representative sample of data licensed from Thomson-Reuters' MarketScan consisting of 185,322 enrollees with three full-year claim records. Data sets were prepared, and a stepwise learning process was used to train a series of Bayesian belief networks (BBNs). The BBNs were validated using a 10 percent holdout set. The networks were highly predictive, with the risk-stratification BBNs producing area under the curve (AUC) for SUD positive of 0.948 (95 percent confidence interval [CI], 0.944-0.951) and 0.736 (95 percent CI, 0.721-0.752), respectively, and SUD negative of 0.951 (95 percent CI, 0.947-0.954) and 0.738 (95 percent CI, 0.727-0.750), respectively. The cost estimation models produced area under the curve ranging from 0.72 (95 percent CI, 0.708-0.731) to 0.961 (95 percent CI, 0.95-0.971). We were able to successfully model a large, heterogeneous population of commercial enrollees, applying state-of-the-art machine learning technology to develop complex and accurate multivariate models that support near-real-time scoring of novel payer

  8. Bayesian receiver operating characteristic estimation of multiple tests for diagnosis of bovine tuberculosis in Chadian cattle.

    Directory of Open Access Journals (Sweden)

    Borna Müller

    Full Text Available BACKGROUND: Bovine tuberculosis (BTB today primarily affects developing countries. In Africa, the disease is present essentially on the whole continent; however, little accurate information on its distribution and prevalence is available. Also, attempts to evaluate diagnostic tests for BTB in naturally infected cattle are scarce and mostly complicated by the absence of knowledge of the true disease status of the tested animals. However, diagnostic test evaluation in a given setting is a prerequisite for the implementation of local surveillance schemes and control measures. METHODOLOGY/PRINCIPAL FINDINGS: We subjected a slaughterhouse population of 954 Chadian cattle to single intra-dermal comparative cervical tuberculin (SICCT testing and two recently developed fluorescence polarization assays (FPA. Using a Bayesian modeling approach we computed the receiver operating characteristic (ROC curve of each diagnostic test, the true disease prevalence in the sampled population and the disease status of all sampled animals in the absence of knowledge of the true disease status of the sampled animals. In our Chadian setting, SICCT performed better if the cut-off for positive test interpretation was lowered from >4 mm (OIE standard cut-off to >2 mm. Using this cut-off, SICCT showed a sensitivity and specificity of 66% and 89%, respectively. Both FPA tests showed sensitivities below 50% but specificities above 90%. The true disease prevalence was estimated at 8%. Altogether, 11% of the sampled animals showed gross visible tuberculous lesions. However, modeling of the BTB disease status of the sampled animals indicated that 72% of the suspected tuberculosis lesions detected during standard meat inspections were due to other pathogens than Mycobacterium bovis. CONCLUSIONS/SIGNIFICANCE: Our results have important implications for BTB diagnosis in a high incidence sub-Saharan African setting and demonstrate the practicability of our Bayesian approach for

  9. Assessment of the accuracy of a Bayesian estimation algorithm for perfusion CT by using a digital phantom

    International Nuclear Information System (INIS)

    Sasaki, Makoto; Kudo, Kohsuke; Uwano, Ikuko; Goodwin, Jonathan; Higuchi, Satomi; Ito, Kenji; Yamashita, Fumio; Boutelier, Timothe; Pautot, Fabrice; Christensen, Soren

    2013-01-01

    A new deconvolution algorithm, the Bayesian estimation algorithm, was reported to improve the precision of parametric maps created using perfusion computed tomography. However, it remains unclear whether quantitative values generated by this method are more accurate than those generated using optimized deconvolution algorithms of other software packages. Hence, we compared the accuracy of the Bayesian and deconvolution algorithms by using a digital phantom. The digital phantom data, in which concentration-time curves reflecting various known values for cerebral blood flow (CBF), cerebral blood volume (CBV), mean transit time (MTT), and tracer delays were embedded, were analyzed using the Bayesian estimation algorithm as well as delay-insensitive singular value decomposition (SVD) algorithms of two software packages that were the best benchmarks in a previous cross-validation study. Correlation and agreement of quantitative values of these algorithms with true values were examined. CBF, CBV, and MTT values estimated by all the algorithms showed strong correlations with the true values (r = 0.91-0.92, 0.97-0.99, and 0.91-0.96, respectively). In addition, the values generated by the Bayesian estimation algorithm for all of these parameters showed good agreement with the true values [intraclass correlation coefficient (ICC) = 0.90, 0.99, and 0.96, respectively], while MTT values from the SVD algorithms were suboptimal (ICC = 0.81-0.82). Quantitative analysis using a digital phantom revealed that the Bayesian estimation algorithm yielded CBF, CBV, and MTT maps strongly correlated with the true values and MTT maps with better agreement than those produced by delay-insensitive SVD algorithms. (orig.)

  10. Assessment of the accuracy of a Bayesian estimation algorithm for perfusion CT by using a digital phantom

    Energy Technology Data Exchange (ETDEWEB)

    Sasaki, Makoto; Kudo, Kohsuke; Uwano, Ikuko; Goodwin, Jonathan; Higuchi, Satomi; Ito, Kenji; Yamashita, Fumio [Iwate Medical University, Division of Ultrahigh Field MRI, Institute for Biomedical Sciences, Yahaba (Japan); Boutelier, Timothe; Pautot, Fabrice [Olea Medical, Department of Research and Innovation, La Ciotat (France); Christensen, Soren [University of Melbourne, Department of Neurology and Radiology, Royal Melbourne Hospital, Victoria (Australia)

    2013-10-15

    A new deconvolution algorithm, the Bayesian estimation algorithm, was reported to improve the precision of parametric maps created using perfusion computed tomography. However, it remains unclear whether quantitative values generated by this method are more accurate than those generated using optimized deconvolution algorithms of other software packages. Hence, we compared the accuracy of the Bayesian and deconvolution algorithms by using a digital phantom. The digital phantom data, in which concentration-time curves reflecting various known values for cerebral blood flow (CBF), cerebral blood volume (CBV), mean transit time (MTT), and tracer delays were embedded, were analyzed using the Bayesian estimation algorithm as well as delay-insensitive singular value decomposition (SVD) algorithms of two software packages that were the best benchmarks in a previous cross-validation study. Correlation and agreement of quantitative values of these algorithms with true values were examined. CBF, CBV, and MTT values estimated by all the algorithms showed strong correlations with the true values (r = 0.91-0.92, 0.97-0.99, and 0.91-0.96, respectively). In addition, the values generated by the Bayesian estimation algorithm for all of these parameters showed good agreement with the true values [intraclass correlation coefficient (ICC) = 0.90, 0.99, and 0.96, respectively], while MTT values from the SVD algorithms were suboptimal (ICC = 0.81-0.82). Quantitative analysis using a digital phantom revealed that the Bayesian estimation algorithm yielded CBF, CBV, and MTT maps strongly correlated with the true values and MTT maps with better agreement than those produced by delay-insensitive SVD algorithms. (orig.)

  11. A state-space Bayesian framework for estimating biogeochemical transformations using time-lapse geophysical data

    Energy Technology Data Exchange (ETDEWEB)

    Chen, J.; Hubbard, S.; Williams, K.; Pride, S.; Li, L.; Steefel, C.; Slater, L.

    2009-04-15

    We develop a state-space Bayesian framework to combine time-lapse geophysical data with other types of information for quantitative estimation of biogeochemical parameters during bioremediation. We consider characteristics of end-products of biogeochemical transformations as state vectors, which evolve under constraints of local environments through evolution equations, and consider time-lapse geophysical data as available observations, which could be linked to the state vectors through petrophysical models. We estimate the state vectors and their associated unknown parameters over time using Markov chain Monte Carlo sampling methods. To demonstrate the use of the state-space approach, we apply it to complex resistivity data collected during laboratory column biostimulation experiments that were poised to precipitate iron and zinc sulfides during sulfate reduction. We develop a petrophysical model based on sphere-shaped cells to link the sulfide precipitate properties to the time-lapse geophysical attributes and estimate volume fraction of the sulfide precipitates, fraction of the dispersed, sulfide-encrusted cells, mean radius of the aggregated clusters, and permeability over the course of the experiments. Results of the case study suggest that the developed state-space approach permits the use of geophysical datasets for providing quantitative estimates of end-product characteristics and hydrological feedbacks associated with biogeochemical transformations. Although tested here on laboratory column experiment datasets, the developed framework provides the foundation needed for quantitative field-scale estimation of biogeochemical parameters over space and time using direct, but often sparse wellbore data with indirect, but more spatially extensive geophysical datasets.

  12. Estimation of relative order tensors, and reconstruction of vectors in space using unassigned RDC data and its application

    Science.gov (United States)

    Miao, Xijiang; Mukhopadhyay, Rishi; Valafar, Homayoun

    2008-10-01

    Advances in NMR instrumentation and pulse sequence design have resulted in easier acquisition of Residual Dipolar Coupling (RDC) data. However, computational and theoretical analysis of this type of data has continued to challenge the international community of investigators because of their complexity and rich information content. Contemporary use of RDC data has required a-priori assignment, which significantly increases the overall cost of structural analysis. This article introduces a novel algorithm that utilizes unassigned RDC data acquired from multiple alignment media ( nD-RDC, n ⩾ 3) for simultaneous extraction of the relative order tensor matrices and reconstruction of the interacting vectors in space. Estimation of the relative order tensors and reconstruction of the interacting vectors can be invaluable in a number of endeavors. An example application has been presented where the reconstructed vectors have been used to quantify the fitness of a template protein structure to the unknown protein structure. This work has other important direct applications such as verification of the novelty of an unknown protein and validation of the accuracy of an available protein structure model in drug design. More importantly, the presented work has the potential to bridge the gap between experimental and computational methods of structure determination.

  13. Estimation of CO2 flux from targeted satellite observations: a Bayesian approach

    International Nuclear Information System (INIS)

    Cox, Graham

    2014-01-01

    We consider the estimation of carbon dioxide flux at the ocean–atmosphere interface, given weighted averages of the mixing ratio in a vertical atmospheric column. In particular we examine the dependence of the posterior covariance on the weighting function used in taking observations, motivated by the fact that this function is instrument-dependent, hence one needs the ability to compare different weights. The estimation problem is considered using a variational data assimilation method, which is shown to admit an equivalent infinite-dimensional Bayesian formulation. The main tool in our investigation is an explicit formula for the posterior covariance in terms of the prior covariance and observation operator. Using this formula, we compare weighting functions concentrated near the surface of the earth with those concentrated near the top of the atmosphere, in terms of the resulting covariance operators. We also consider the problem of observational targeting, and ask if it is possible to reduce the covariance in a prescribed direction through an appropriate choice of weighting function. We find that this is not the case—there exist directions in which one can never gain information, regardless of the choice of weight. (paper)

  14. An automated method for estimating reliability of grid systems using Bayesian networks

    International Nuclear Information System (INIS)

    Doguc, Ozge; Emmanuel Ramirez-Marquez, Jose

    2012-01-01

    Grid computing has become relevant due to its applications to large-scale resource sharing, wide-area information transfer, and multi-institutional collaborating. In general, in grid computing a service requests the use of a set of resources, available in a grid, to complete certain tasks. Although analysis tools and techniques for these types of systems have been studied, grid reliability analysis is generally computation-intensive to obtain due to the complexity of the system. Moreover, conventional reliability models have some common assumptions that cannot be applied to the grid systems. Therefore, new analytical methods are needed for effective and accurate assessment of grid reliability. This study presents a new method for estimating grid service reliability, which does not require prior knowledge about the grid system structure unlike the previous studies. Moreover, the proposed method does not rely on any assumptions about the link and node failure rates. This approach is based on a data-mining algorithm, the K2, to discover the grid system structure from raw historical system data, that allows to find minimum resource spanning trees (MRST) within the grid then, uses Bayesian networks (BN) to model the MRST and estimate grid service reliability.

  15. Bayesian Nonparametric Estimation of Targeted Agent Effects on Biomarker Change to Predict Clinical Outcome

    Science.gov (United States)

    Graziani, Rebecca; Guindani, Michele; Thall, Peter F.

    2015-01-01

    Summary The effect of a targeted agent on a cancer patient's clinical outcome putatively is mediated through the agent's effect on one or more early biological events. This is motivated by pre-clinical experiments with cells or animals that identify such events, represented by binary or quantitative biomarkers. When evaluating targeted agents in humans, central questions are whether the distribution of a targeted biomarker changes following treatment, the nature and magnitude of this change, and whether it is associated with clinical outcome. Major difficulties in estimating these effects are that a biomarker's distribution may be complex, vary substantially between patients, and have complicated relationships with clinical outcomes. We present a probabilistically coherent framework for modeling and estimation in this setting, including a hierarchical Bayesian nonparametric mixture model for biomarkers that we use to define a functional profile of pre-versus-post treatment biomarker distribution change. The functional is similar to the receiver operating characteristic used in diagnostic testing. The hierarchical model yields clusters of individual patient biomarker profile functionals, and we use the profile as a covariate in a regression model for clinical outcome. The methodology is illustrated by analysis of a dataset from a clinical trial in prostate cancer using imatinib to target platelet-derived growth factor, with the clinical aim to improve progression-free survival time. PMID:25319212

  16. A Bayesian localized conditional autoregressive model for estimating the health effects of air pollution.

    Science.gov (United States)

    Lee, Duncan; Rushworth, Alastair; Sahu, Sujit K

    2014-06-01

    Estimation of the long-term health effects of air pollution is a challenging task, especially when modeling spatial small-area disease incidence data in an ecological study design. The challenge comes from the unobserved underlying spatial autocorrelation structure in these data, which is accounted for using random effects modeled by a globally smooth conditional autoregressive model. These smooth random effects confound the effects of air pollution, which are also globally smooth. To avoid this collinearity a Bayesian localized conditional autoregressive model is developed for the random effects. This localized model is flexible spatially, in the sense that it is not only able to model areas of spatial smoothness, but also it is able to capture step changes in the random effects surface. This methodological development allows us to improve the estimation performance of the covariate effects, compared to using traditional conditional auto-regressive models. These results are established using a simulation study, and are then illustrated with our motivating study on air pollution and respiratory ill health in Greater Glasgow, Scotland in 2011. The model shows substantial health effects of particulate matter air pollution and nitrogen dioxide, whose effects have been consistently attenuated by the currently available globally smooth models. © 2014, The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

  17. Bayesian `hyper-parameters' approach to joint estimation: the Hubble constant from CMB measurements

    Science.gov (United States)

    Lahav, O.; Bridle, S. L.; Hobson, M. P.; Lasenby, A. N.; Sodré, L.

    2000-07-01

    Recently several studies have jointly analysed data from different cosmological probes with the motivation of estimating cosmological parameters. Here we generalize this procedure to allow freedom in the relative weights of various probes. This is done by including in the joint χ2 function a set of `hyper-parameters', which are dealt with using Bayesian considerations. The resulting algorithm, which assumes uniform priors on the log of the hyper-parameters, is very simple: instead of minimizing \\sum \\chi_j2 (where \\chi_j2 is per data set j) we propose to minimize \\sum Nj (\\chi_j2) (where Nj is the number of data points per data set j). We illustrate the method by estimating the Hubble constant H0 from different sets of recent cosmic microwave background (CMB) experiments (including Saskatoon, Python V, MSAM1, TOCO and Boomerang). The approach can be generalized for combinations of cosmic probes, and for other priors on the hyper-parameters.

  18. A Bayesian hierarchical model with novel prior specifications for estimating HIV testing rates.

    Science.gov (United States)

    An, Qian; Kang, Jian; Song, Ruiguang; Hall, H Irene

    2016-04-30

    Human immunodeficiency virus (HIV) infection is a severe infectious disease actively spreading globally, and acquired immunodeficiency syndrome (AIDS) is an advanced stage of HIV infection. The HIV testing rate, that is, the probability that an AIDS-free HIV infected person seeks a test for HIV during a particular time interval, given no previous positive test has been obtained prior to the start of the time, is an important parameter for public health. In this paper, we propose a Bayesian hierarchical model with two levels of hierarchy to estimate the HIV testing rate using annual AIDS and AIDS-free HIV diagnoses data. At level one, we model the latent number of HIV infections for each year using a Poisson distribution with the intensity parameter representing the HIV incidence rate. At level two, the annual numbers of AIDS and AIDS-free HIV diagnosed cases and all undiagnosed cases stratified by the HIV infections at different years are modeled using a multinomial distribution with parameters including the HIV testing rate. We propose a new class of priors for the HIV incidence rate and HIV testing rate taking into account the temporal dependence of these parameters to improve the estimation accuracy. We develop an efficient posterior computation algorithm based on the adaptive rejection metropolis sampling technique. We demonstrate our model using simulation studies and the analysis of the national HIV surveillance data in the USA. Copyright © 2015 John Wiley & Sons, Ltd.

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

    Science.gov (United States)

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

    2014-01-01

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

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

    Science.gov (United States)

    Karabatsos, George

    2017-02-01

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

  1. INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles

    KAUST Repository

    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.

  2. A Bayesian analysis of sensible heat flux estimation: Quantifying uncertainty in meteorological forcing to improve model prediction

    KAUST Repository

    Ershadi, Ali

    2013-05-01

    The influence of uncertainty in land surface temperature, air temperature, and wind speed on the estimation of sensible heat flux is analyzed using a Bayesian inference technique applied to the Surface Energy Balance System (SEBS) model. The Bayesian approach allows for an explicit quantification of the uncertainties in input variables: a source of error generally ignored in surface heat flux estimation. An application using field measurements from the Soil Moisture Experiment 2002 is presented. The spatial variability of selected input meteorological variables in a multitower site is used to formulate the prior estimates for the sampling uncertainties, and the likelihood function is formulated assuming Gaussian errors in the SEBS model. Land surface temperature, air temperature, and wind speed were estimated by sampling their posterior distribution using a Markov chain Monte Carlo algorithm. Results verify that Bayesian-inferred air temperature and wind speed were generally consistent with those observed at the towers, suggesting that local observations of these variables were spatially representative. Uncertainties in the land surface temperature appear to have the strongest effect on the estimated sensible heat flux, with Bayesian-inferred values differing by up to ±5°C from the observed data. These differences suggest that the footprint of the in situ measured land surface temperature is not representative of the larger-scale variability. As such, these measurements should be used with caution in the calculation of surface heat fluxes and highlight the importance of capturing the spatial variability in the land surface temperature: particularly, for remote sensing retrieval algorithms that use this variable for flux estimation.

  3. Introducing Bayesian thinking to high-throughput screening for false-negative rate estimation.

    Science.gov (United States)

    Wei, Xin; Gao, Lin; Zhang, Xiaolei; Qian, Hong; Rowan, Karen; Mark, David; Peng, Zhengwei; Huang, Kuo-Sen

    2013-10-01

    High-throughput screening (HTS) has been widely used to identify active compounds (hits) that bind to biological targets. Because of cost concerns, the comprehensive screening of millions of compounds is typically conducted without replication. Real hits that fail to exhibit measurable activity in the primary screen due to random experimental errors will be lost as false-negatives. Conceivably, the projected false-negative rate is a parameter that reflects screening quality. Furthermore, it can be used to guide the selection of optimal numbers of compounds for hit confirmation. Therefore, a method that predicts false-negative rates from the primary screening data is extremely valuable. In this article, we describe the implementation of a pilot screen on a representative fraction (1%) of the screening library in order to obtain information about assay variability as well as a preliminary hit activity distribution profile. Using this training data set, we then developed an algorithm based on Bayesian logic and Monte Carlo simulation to estimate the number of true active compounds and potential missed hits from the full library screen. We have applied this strategy to five screening projects. The results demonstrate that this method produces useful predictions on the numbers of false negatives.

  4. Bayesian Noise Estimation for Non-ideal Cosmic Microwave Background Experiments

    Science.gov (United States)

    Wehus, I. K.; Næss, S. K.; Eriksen, H. K.

    2012-03-01

    We describe a Bayesian framework for estimating the time-domain noise covariance of cosmic microwave background (CMB) observations, typically parameterized in terms of a 1/f frequency profile. This framework is based on the Gibbs sampling algorithm, which allows for exact marginalization over nuisance parameters through conditional probability distributions. In this paper, we implement support for gaps in the data streams and marginalization over fixed time-domain templates, and also outline how to marginalize over confusion from CMB fluctuations, which may be important for high signal-to-noise experiments. As a by-product of the method, we obtain proper constrained realizations, which themselves can be useful for map making. To validate the algorithm, we demonstrate that the reconstructed noise parameters and corresponding uncertainties are unbiased using simulated data. The CPU time required to process a single data stream of 100,000 samples with 1000 samples removed by gaps is 3 s if only the maximum posterior parameters are required, and 21 s if one also wants to obtain the corresponding uncertainties by Gibbs sampling.

  5. BAYESIAN NOISE ESTIMATION FOR NON-IDEAL COSMIC MICROWAVE BACKGROUND EXPERIMENTS

    International Nuclear Information System (INIS)

    Wehus, I. K.; Næss, S. K.; Eriksen, H. K.

    2012-01-01

    We describe a Bayesian framework for estimating the time-domain noise covariance of cosmic microwave background (CMB) observations, typically parameterized in terms of a 1/f frequency profile. This framework is based on the Gibbs sampling algorithm, which allows for exact marginalization over nuisance parameters through conditional probability distributions. In this paper, we implement support for gaps in the data streams and marginalization over fixed time-domain templates, and also outline how to marginalize over confusion from CMB fluctuations, which may be important for high signal-to-noise experiments. As a by-product of the method, we obtain proper constrained realizations, which themselves can be useful for map making. To validate the algorithm, we demonstrate that the reconstructed noise parameters and corresponding uncertainties are unbiased using simulated data. The CPU time required to process a single data stream of 100,000 samples with 1000 samples removed by gaps is 3 s if only the maximum posterior parameters are required, and 21 s if one also wants to obtain the corresponding uncertainties by Gibbs sampling.

  6. Automated parameter estimation for biological models using Bayesian statistical model checking.

    Science.gov (United States)

    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.

  7. Estimation of a quantity of interest in uncertainty analysis: Some help from Bayesian decision theory

    International Nuclear Information System (INIS)

    Pasanisi, Alberto; Keller, Merlin; Parent, Eric

    2012-01-01

    In the context of risk analysis under uncertainty, we focus here on the problem of estimating a so-called quantity of interest of an uncertainty analysis problem, i.e. a given feature of the probability distribution function (pdf) of the output of a deterministic model with uncertain inputs. We will stay here in a fully probabilistic setting. A common problem is how to account for epistemic uncertainty tainting the parameter of the probability distribution of the inputs. In the standard practice, this uncertainty is often neglected (plug-in approach). When a specific uncertainty assessment is made, under the basis of the available information (expertise and/or data), a common solution consists in marginalizing the joint distribution of both observable inputs and parameters of the probabilistic model (i.e. computing the predictive pdf of the inputs), then propagating it through the deterministic model. We will reinterpret this approach in the light of Bayesian decision theory, and will put into evidence that this practice leads the analyst to adopt implicitly a specific loss function which may be inappropriate for the problem under investigation, and suboptimal from a decisional perspective. These concepts are illustrated on a simple numerical example, concerning a case of flood risk assessment.

  8. BAYESIAN NOISE ESTIMATION FOR NON-IDEAL COSMIC MICROWAVE BACKGROUND EXPERIMENTS

    Energy Technology Data Exchange (ETDEWEB)

    Wehus, I. K. [Theoretical Physics, Imperial College London, London SW7 2AZ (United Kingdom); Naess, S. K.; Eriksen, H. K., E-mail: i.k.wehus@fys.uio.no, E-mail: sigurdkn@astro.uio.no, E-mail: h.k.k.eriksen@astro.uio.no [Institute of Theoretical Astrophysics, University of Oslo, P.O. Box 1029, Blindern, N-0315 Oslo (Norway)

    2012-03-01

    We describe a Bayesian framework for estimating the time-domain noise covariance of cosmic microwave background (CMB) observations, typically parameterized in terms of a 1/f frequency profile. This framework is based on the Gibbs sampling algorithm, which allows for exact marginalization over nuisance parameters through conditional probability distributions. In this paper, we implement support for gaps in the data streams and marginalization over fixed time-domain templates, and also outline how to marginalize over confusion from CMB fluctuations, which may be important for high signal-to-noise experiments. As a by-product of the method, we obtain proper constrained realizations, which themselves can be useful for map making. To validate the algorithm, we demonstrate that the reconstructed noise parameters and corresponding uncertainties are unbiased using simulated data. The CPU time required to process a single data stream of 100,000 samples with 1000 samples removed by gaps is 3 s if only the maximum posterior parameters are required, and 21 s if one also wants to obtain the corresponding uncertainties by Gibbs sampling.

  9. Robust seismicity forecasting based on Bayesian parameter estimation for epidemiological spatio-temporal aftershock clustering models.

    Science.gov (United States)

    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.

  10. Nonlinear Bayesian Estimation of BOLD Signal under Non-Gaussian Noise

    Directory of Open Access Journals (Sweden)

    Ali Fahim Khan

    2015-01-01

    Full Text Available Modeling the blood oxygenation level dependent (BOLD signal has been a subject of study for over a decade in the neuroimaging community. Inspired from fluid dynamics, the hemodynamic model provides a plausible yet convincing interpretation of the BOLD signal by amalgamating effects of dynamic physiological changes in blood oxygenation, cerebral blood flow and volume. The nonautonomous, nonlinear set of differential equations of the hemodynamic model constitutes the process model while the weighted nonlinear sum of the physiological variables forms the measurement model. Plagued by various noise sources, the time series fMRI measurement data is mostly assumed to be affected by additive Gaussian noise. Though more feasible, the assumption may cause the designed filter to perform poorly if made to work under non-Gaussian environment. In this paper, we present a data assimilation scheme that assumes additive non-Gaussian noise, namely, the e-mixture noise, affecting the measurements. The proposed filter MAGSF and the celebrated EKF are put to test by performing joint optimal Bayesian filtering to estimate both the states and parameters governing the hemodynamic model under non-Gaussian environment. Analyses using both the synthetic and real data reveal superior performance of the MAGSF as compared to EKF.

  11. Minimum mean square error estimation and approximation of the Bayesian update

    KAUST Repository

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

    2015-01-01

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

  12. Minimum mean square error estimation and approximation of the Bayesian update

    KAUST Repository

    Litvinenko, Alexander

    2015-01-07

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

  13. Efficient Bayesian parameter estimation with implicit sampling and surrogate modeling for a vadose zone hydrological problem

    Science.gov (United States)

    Liu, Y.; Pau, G. S. H.; Finsterle, S.

    2015-12-01

    Parameter inversion involves inferring the model parameter values based on sparse observations of some observables. To infer the posterior probability distributions of the parameters, Markov chain Monte Carlo (MCMC) methods are typically used. However, the large number of forward simulations needed and limited computational resources limit the complexity of the hydrological model we can use in these methods. In view of this, we studied the implicit sampling (IS) method, an efficient importance sampling technique that generates samples in the high-probability region of the posterior distribution and thus reduces the number of forward simulations that we need to run. For a pilot-point inversion of a heterogeneous permeability field based on a synthetic ponded infiltration experiment simu­lated with TOUGH2 (a subsurface modeling code), we showed that IS with linear map provides an accurate Bayesian description of the parameterized permeability field at the pilot points with just approximately 500 forward simulations. We further studied the use of surrogate models to improve the computational efficiency of parameter inversion. We implemented two reduced-order models (ROMs) for the TOUGH2 forward model. One is based on polynomial chaos expansion (PCE), of which the coefficients are obtained using the sparse Bayesian learning technique to mitigate the "curse of dimensionality" of the PCE terms. The other model is Gaussian process regression (GPR) for which different covariance, likelihood and inference models are considered. Preliminary results indicate that ROMs constructed based on the prior parameter space perform poorly. It is thus impractical to replace this hydrological model by a ROM directly in a MCMC method. However, the IS method can work with a ROM constructed for parameters in the close vicinity of the maximum a posteriori probability (MAP) estimate. We will discuss the accuracy and computational efficiency of using ROMs in the implicit sampling procedure

  14. Earth's Outer Core Properties Estimated Using Bayesian Inversion of Normal Mode Eigenfrequencies

    Science.gov (United States)

    Irving, J. C. E.; Cottaar, S.; Lekic, V.

    2016-12-01

    The outer core is arguably Earth's most dynamic region, and consists of an iron-nickel liquid with an unknown combination of lighter alloying elements. Frequencies of Earth's normal modes provide the strongest constraints on the radial profiles of compressional wavespeed, VΦ, and density, ρ, in the outer core. Recent great earthquakes have yielded new normal mode measurements; however, mineral physics experiments and calculations are often compared to the Preliminary reference Earth model (PREM), which is 35 years old and does not provide uncertainties. Here we investigate the thermo-elastic properties of the outer core using Earth's free oscillations and a Bayesian framework. To estimate radial structure of the outer core and its uncertainties, we choose to exploit recent datasets of normal mode centre frequencies. Under the self-coupling approximation, centre frequencies are unaffected by lateral heterogeneities in the Earth, for example in the mantle. Normal modes are sensitive to both VΦ and ρ in the outer core, with each mode's specific sensitivity depending on its eigenfunctions. We include a priori bounds on outer core models that ensure compatibility with measurements of mass and moment of inertia. We use Bayesian Monte Carlo Markov Chain techniques to explore different choices in parameterizing the outer core, each of which represents different a priori constraints. We test how results vary (1) assuming a smooth polynomial parametrization, (2) allowing for structure close to the outer core's boundaries, (3) assuming an Equation-of-State and adiabaticity and inverting directly for thermo-elastic parameters. In the second approach we recognize that the outer core may have distinct regions close to the core-mantle and inner core boundaries and investigate models which parameterize the well mixed outer core separately from these two layers. In the last approach we seek to map the uncertainties directly into thermo-elastic parameters including the bulk

  15. Development of a Bayesian model to estimate health care outcomes in the severely wounded

    Directory of Open Access Journals (Sweden)

    Alexander Stojadinovic

    2010-08-01

    Full Text Available Alexander Stojadinovic1, John Eberhardt2, Trevor S Brown3, Jason S Hawksworth4, Frederick Gage3, Douglas K Tadaki3, Jonathan A Forsberg5, Thomas A Davis3, Benjamin K Potter5, James R Dunne6, E A Elster31Combat Wound Initiative Program, 4Department of Surgery, Walter Reed Army Medical Center, Washington, DC, USA; 2DecisionQ Corporation, Washington, DC, USA; 3Regenerative Medicine Department, Combat Casualty Care, Naval Medical Research Center, Silver Spring, MD, USA; 5Integrated Department of Orthopaedics and Rehabilitation, 6Department of Surgery, National Naval Medical Center, Bethesda, MD, USABackground: Graphical probabilistic models have the ability to provide insights as to how clinical factors are conditionally related. These models can be used to help us understand factors influencing health care outcomes and resource utilization, and to estimate morbidity and clinical outcomes in trauma patient populations.Study design: Thirty-two combat casualties with severe extremity injuries enrolled in a prospective observational study were analyzed using step-wise machine-learned Bayesian belief network (BBN and step-wise logistic regression (LR. Models were evaluated using 10-fold cross-validation to calculate area-under-the-curve (AUC from receiver operating characteristics (ROC curves.Results: Our BBN showed important associations between various factors in our data set that could not be developed using standard regression methods. Cross-validated ROC curve analysis showed that our BBN model was a robust representation of our data domain and that LR models trained on these findings were also robust: hospital-acquired infection (AUC: LR, 0.81; BBN, 0.79, intensive care unit length of stay (AUC: LR, 0.97; BBN, 0.81, and wound healing (AUC: LR, 0.91; BBN, 0.72 showed strong AUC.Conclusions: A BBN model can effectively represent clinical outcomes and biomarkers in patients hospitalized after severe wounding, and is confirmed by 10-fold

  16. Estimation of expected number of accidents and workforce unavailability through Bayesian population variability analysis and Markov-based model

    International Nuclear Information System (INIS)

    Chagas Moura, Márcio das; Azevedo, Rafael Valença; Droguett, Enrique López; Chaves, Leandro Rego; Lins, Isis Didier

    2016-01-01

    Occupational accidents pose several negative consequences to employees, employers, environment and people surrounding the locale where the accident takes place. Some types of accidents correspond to low frequency-high consequence (long sick leaves) events, and then classical statistical approaches are ineffective in these cases because the available dataset is generally sparse and contain censored recordings. In this context, we propose a Bayesian population variability method for the estimation of the distributions of the rates of accident and recovery. Given these distributions, a Markov-based model will be used to estimate the uncertainty over the expected number of accidents and the work time loss. Thus, the use of Bayesian analysis along with the Markov approach aims at investigating future trends regarding occupational accidents in a workplace as well as enabling a better management of the labor force and prevention efforts. One application example is presented in order to validate the proposed approach; this case uses available data gathered from a hydropower company in Brazil. - Highlights: • This paper proposes a Bayesian method to estimate rates of accident and recovery. • The model requires simple data likely to be available in the company database. • These results show the proposed model is not too sensitive to the prior estimates.

  17. Treatment-seeking behaviour in low- and middle-income countries estimated using a Bayesian model

    Directory of Open Access Journals (Sweden)

    Victor A. Alegana

    2017-04-01

    Full Text Available Abstract Background Seeking treatment in formal healthcare for uncomplicated infections is vital to combating disease in low- and middle-income countries (LMICs. Healthcare treatment-seeking behaviour varies within and between communities and is modified by socio-economic, demographic, and physical factors. As a result, it remains a challenge to quantify healthcare treatment-seeking behaviour using a metric that is comparable across communities. Here, we present an application for transforming individual categorical responses (actions related to fever to a continuous probabilistic estimate of fever treatment for one country in Sub-Saharan Africa (SSA. Methods Using nationally representative household survey data from the 2013 Demographic and Health Survey (DHS in Namibia, individual-level responses (n = 1138 were linked to theoretical estimates of travel time to the nearest public or private health facility. Bayesian Item Response Theory (IRT models were fitted via Markov Chain Monte Carlo (MCMC simulation to estimate parameters related to fever treatment and estimate probability of treatment for children under five years. Different models were implemented to evaluate computational needs and the effect of including predictor variables such as rurality. The mean treatment rates were then estimated at regional level. Results Modelling results suggested probability of fever treatment was highest in regions with relatively high incidence of malaria historically. The minimum predicted threshold probability of seeking treatment was 0.3 (model 1: 0.340; 95% CI 0.155–0.597, suggesting that even in populations at large distances from facilities, there was still a 30% chance of an individual seeking treatment for fever. The agreement between correctly predicted probability of treatment at individual level based on a subset of data (n = 247 was high (AUC = 0.978, with a sensitivity of 96.7% and a specificity of 75.3%. Conclusion We have shown

  18. Estimating safety effects of pavement management factors utilizing Bayesian random effect models.

    Science.gov (United States)

    Jiang, Ximiao; Huang, Baoshan; Zaretzki, Russell L; Richards, Stephen; Yan, Xuedong

    2013-01-01

    Previous studies of pavement management factors that relate to the occurrence of traffic-related crashes are rare. Traditional research has mostly employed summary statistics of bidirectional pavement quality measurements in extended longitudinal road segments over a long time period, which may cause a loss of important information and result in biased parameter estimates. The research presented in this article focuses on crash risk of roadways with overall fair to good pavement quality. Real-time and location-specific data were employed to estimate the effects of pavement management factors on the occurrence of crashes. This research is based on the crash data and corresponding pavement quality data for the Tennessee state route highways from 2004 to 2009. The potential temporal and spatial correlations among observations caused by unobserved factors were considered. Overall 6 models were built accounting for no correlation, temporal correlation only, and both the temporal and spatial correlations. These models included Poisson, negative binomial (NB), one random effect Poisson and negative binomial (OREP, ORENB), and two random effect Poisson and negative binomial (TREP, TRENB) models. The Bayesian method was employed to construct these models. The inference is based on the posterior distribution from the Markov chain Monte Carlo (MCMC) simulation. These models were compared using the deviance information criterion. Analysis of the posterior distribution of parameter coefficients indicates that the pavement management factors indexed by Present Serviceability Index (PSI) and Pavement Distress Index (PDI) had significant impacts on the occurrence of crashes, whereas the variable rutting depth was not significant. Among other factors, lane width, median width, type of terrain, and posted speed limit were significant in affecting crash frequency. The findings of this study indicate that a reduction in pavement roughness would reduce the likelihood of traffic

  19. Estimating demographic parameters from large-scale population genomic data using Approximate Bayesian Computation

    Directory of Open Access Journals (Sweden)

    Li Sen

    2012-03-01

    Full Text Available Abstract Background The Approximate Bayesian Computation (ABC approach has been used to infer demographic parameters for numerous species, including humans. However, most applications of ABC still use limited amounts of data, from a small number of loci, compared to the large amount of genome-wide population-genetic data which have become available in the last few years. Results We evaluated the performance of the ABC approach for three 'population divergence' models - similar to the 'isolation with migration' model - when the data consists of several hundred thousand SNPs typed for multiple individuals by simulating data from known demographic models. The ABC approach was used to infer demographic parameters of interest and we compared the inferred values to the true parameter values that was used to generate hypothetical "observed" data. For all three case models, the ABC approach inferred most demographic parameters quite well with narrow credible intervals, for example, population divergence times and past population sizes, but some parameters were more difficult to infer, such as population sizes at present and migration rates. We compared the ability of different summary statistics to infer demographic parameters, including haplotype and LD based statistics, and found that the accuracy of the parameter estimates can be improved by combining summary statistics that capture different parts of information in the data. Furthermore, our results suggest that poor choices of prior distributions can in some circumstances be detected using ABC. Finally, increasing the amount of data beyond some hundred loci will substantially improve the accuracy of many parameter estimates using ABC. Conclusions We conclude that the ABC approach can accommodate realistic genome-wide population genetic data, which may be difficult to analyze with full likelihood approaches, and that the ABC can provide accurate and precise inference of demographic parameters from

  20. A BAYESIAN ESTIMATE OF THE CMB–LARGE-SCALE STRUCTURE CROSS-CORRELATION

    Energy Technology Data Exchange (ETDEWEB)

    Moura-Santos, E. [Instituto de Física, Universidade de São Paulo, Rua do Matão trav. R 187, 05508-090, São Paulo—SP (Brazil); Carvalho, F. C. [Departamento de Física, Universidade do Estado do Rio Grande do Norte, 59610-210, Mossoró-RN (Brazil); Penna-Lima, M. [APC, AstroParticule et Cosmologie, Université Paris Diderot, CNRS/IN2P3, CEA/Irfu, Observatoire de Paris, Sorbonne Paris Cité, 10, rue Alice Domon et Léonie Duquet, F-75205 Paris Cedex 13 (France); Novaes, C. P.; Wuensche, C. A., E-mail: emoura@if.usp.br, E-mail: fabiocabral@uern.br, E-mail: pennal@apc.in2p3.fr, E-mail: cawuenschel@das.inpe.br, E-mail: camilanovaes@on.br [Observatório Nacional, Rua General José Cristino 77, São Cristóvão, 20921-400, Rio de Janeiro, RJ (Brazil)

    2016-08-01

    Evidences for late-time acceleration of the universe are provided by multiple probes, such as Type Ia supernovae, the cosmic microwave background (CMB), and large-scale structure (LSS). In this work, we focus on the integrated Sachs–Wolfe (ISW) effect, i.e., secondary CMB fluctuations generated by evolving gravitational potentials due to the transition between, e.g., the matter and dark energy (DE) dominated phases. Therefore, assuming a flat universe, DE properties can be inferred from ISW detections. We present a Bayesian approach to compute the CMB–LSS cross-correlation signal. The method is based on the estimate of the likelihood for measuring a combined set consisting of a CMB temperature and galaxy contrast maps, provided that we have some information on the statistical properties of the fluctuations affecting these maps. The likelihood is estimated by a sampling algorithm, therefore avoiding the computationally demanding techniques of direct evaluation in either pixel or harmonic space. As local tracers of the matter distribution at large scales, we used the Two Micron All Sky Survey galaxy catalog and, for the CMB temperature fluctuations, the ninth-year data release of the Wilkinson Microwave Anisotropy Probe ( WMAP 9). The results show a dominance of cosmic variance over the weak recovered signal, due mainly to the shallowness of the catalog used, with systematics associated with the sampling algorithm playing a secondary role as sources of uncertainty. When combined with other complementary probes, the method presented in this paper is expected to be a useful tool to late-time acceleration studies in cosmology.

  1. astroABC : An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

    Energy Technology Data Exchange (ETDEWEB)

    Jennings, E.; Madigan, M.

    2017-04-01

    Given the complexity of modern cosmological parameter inference where we arefaced with non-Gaussian data and noise, correlated systematics and multi-probecorrelated data sets, the Approximate Bayesian Computation (ABC) method is apromising alternative to traditional Markov Chain Monte Carlo approaches in thecase where the Likelihood is intractable or unknown. The ABC method is called"Likelihood free" as it avoids explicit evaluation of the Likelihood by using aforward model simulation of the data which can include systematics. Weintroduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler forparameter estimation. A key challenge in astrophysics is the efficient use oflarge multi-probe datasets to constrain high dimensional, possibly correlatedparameter spaces. With this in mind astroABC allows for massive parallelizationusing MPI, a framework that handles spawning of jobs across multiple nodes. Akey new feature of astroABC is the ability to create MPI groups with differentcommunicators, one for the sampler and several others for the forward modelsimulation, which speeds up sampling time considerably. For smaller jobs thePython multiprocessing option is also available. Other key features include: aSequential Monte Carlo sampler, a method for iteratively adapting tolerancelevels, local covariance estimate using scikit-learn's KDTree, modules forspecifying optimal covariance matrix for a component-wise or multivariatenormal perturbation kernel, output and restart files are backed up everyiteration, user defined metric and simulation methods, a module for specifyingheterogeneous parameter priors including non-standard prior PDFs, a module forspecifying a constant, linear, log or exponential tolerance level,well-documented examples and sample scripts. This code is hosted online athttps://github.com/EliseJ/astroABC

  2. Real time bayesian estimation of the epidemic potential of emerging infectious diseases.

    Directory of Open Access Journals (Sweden)

    Luís M A Bettencourt

    Full Text Available BACKGROUND: Fast changes in human demographics worldwide, coupled with increased mobility, and modified land uses make the threat of emerging infectious diseases increasingly important. Currently there is worldwide alert for H5N1 avian influenza becoming as transmissible in humans as seasonal influenza, and potentially causing a pandemic of unprecedented proportions. Here we show how epidemiological surveillance data for emerging infectious diseases can be interpreted in real time to assess changes in transmissibility with quantified uncertainty, and to perform running time predictions of new cases and guide logistics allocations. METHODOLOGY/PRINCIPAL FINDINGS: We develop an extension of standard epidemiological models, appropriate for emerging infectious diseases, that describes the probabilistic progression of case numbers due to the concurrent effects of (incipient human transmission and multiple introductions from a reservoir. The model is cast in terms of surveillance observables and immediately suggests a simple graphical estimation procedure for the effective reproductive number R (mean number of cases generated by an infectious individual of standard epidemics. For emerging infectious diseases, which typically show large relative case number fluctuations over time, we develop a bayesian scheme for real time estimation of the probability distribution of the effective reproduction number and show how to use such inferences to formulate significance tests on future epidemiological observations. CONCLUSIONS/SIGNIFICANCE: Violations of these significance tests define statistical anomalies that may signal changes in the epidemiology of emerging diseases and should trigger further field investigation. We apply the methodology to case data from World Health Organization reports to place bounds on the current transmissibility of H5N1 influenza in humans and establish a statistical basis for monitoring its evolution in real time.

  3. Methane emissions in East Asia for 2000-2011 estimated using an atmospheric Bayesian inversion

    Science.gov (United States)

    Thompson, R. L.; Stohl, A.; Zhou, L. X.; Dlugokencky, E.; Fukuyama, Y.; Tohjima, Y.; Kim, S.-Y.; Lee, H.; Nisbet, E. G.; Fisher, R. E.; Lowry, D.; Weiss, R. F.; Prinn, R. G.; O'Doherty, S.; Young, D.; White, J. W. C.

    2015-05-01

    We present methane (CH4) emissions for East Asia from a Bayesian inversion of CH4 mole fraction and stable isotope (δ13C-CH4) measurements. Emissions were estimated at monthly resolution from 2000 to 2011. A posteriori, the total emission for East Asia increased from 43 ± 4 to 59 ± 4 Tg yr-1 between 2000 and 2011, owing largely to the increase in emissions from China, from 39 ± 4 to 54 ± 4 Tg yr-1, while emissions in other East Asian countries remained relatively stable. For China, South Korea, and Japan, the total emissions were smaller than the prior estimates (i.e., Emission Database for Global Atmospheric Research 4.2 FT2010 for anthropogenic emissions) by an average of 29%, 20%, and 23%, respectively. For Mongolia, Taiwan, and North Korea, the total emission was less than 2 Tg yr-1 and was not significantly different from the prior. The largest reductions in emissions, compared to the prior, occurred in summer in regions important for rice agriculture suggesting that this source is overestimated in the prior. Furthermore, an analysis of the isotope data suggests that the prior underestimates emissions from landfills and ruminant animals for winter 2010 to spring 2011 (no data available for other times). The inversion also found a lower average emission trend for China, 1.2 Tg yr-1 compared to 2.8 Tg yr-1 in the prior. This trend was not constant, however, and increased significantly after 2005, up to 2.0 Tg yr-1. Overall, the changes in emissions from China explain up to 40% of the increase in global emissions in the 2000s.

  4. Bayesian estimation and entropy for economic dynamic stochastic models: An exploration of overconsumption

    International Nuclear Information System (INIS)

    Argentiero, Amedeo; Bovi, Maurizio; Cerqueti, Roy

    2016-01-01

    This paper examines psycho-induced overconsumption in a dynamic stochastic context. As emphasized by well-established psychological results, these psycho-distortions derive from a decision making based on simple rules-of-thumb, not on analytically sounded optimizations. To our end, we therefore compare two New Keynesian models. The first is populated by optimizing Muth-rational agents and acts as the normative benchmark. The other is a “psycho-perturbed” version of the benchmark that allows for the potential presence of overoptimism and, hence, of overconsumption. The parameters of these models are estimated through a Bayesian-type procedure, and performances are evaluated by employing an entropy measure. Such methodologies are particularly appropriate here since they take in full consideration the complexity generated by the randomness of the considered systems. In particular, they let to derive a not negligible information on the size and on the cyclical properties of the biases. In line with cognitive psychology suggestions our evidence shows that the overoptimism/overconsumption is: widespread—it is detected in nation-wide data; persistent—it emerges in full-sample estimations; it moves according to the expected cyclical behavior—larger in booms, and it disappears in crises. Moreover, by taking into account the effect of these psycho-biases, the model fits actual data better than the benchmark. All considered, then, enhancing the existing literature our findings: i) sustain the importance of inserting psychological distortions in macroeconomic models and ii) underline that system dynamics and psycho biases have statistically significant and economically important connections.

  5. An Integrated Approach to Battery Health Monitoring using Bayesian Regression, Classification and State Estimation

    Data.gov (United States)

    National Aeronautics and Space Administration — The application of the Bayesian theory of managing uncertainty and complexity to regression and classification in the form of Relevance Vector Machine (RVM), and to...

  6. Friction tensor for a pair of Brownian particles: Spurious finite-size effects and molecular dynamics estimates

    International Nuclear Information System (INIS)

    Bocquet, L.; Hansen, J.P.; Piasecki, J.

    1997-01-01

    In this work, we show that in any finite system, the binary friction tenser for two Brownian particles cannot be directly estimated from an evaluation of the microscopic Green Kubo formula, involving the time integral of force-force autocorrelation functions. This pitfall is associated with a subtle inversion of the thermodynamic and long-time limits and leads to spurious results for the estimates of the friction matrix based on molecular dynamics simulations. Starting from a careful analysis of the coupled Langevin equations for two interacting Brownian particles, we derive a method to circumvent these effects and extract the binary friction tenser from the correlation function matrix of the instantaneous forces exerted by the bath particles on the fixed Brownian particles, and from the relaxation of the total momentum of the bath in a finite system. The general methodology is applied to the case of two hard or soft Brownian spheres in a bath of light particles. Numerical estimates of the relevant correlation functions and of the resulting self and mutual components of the matrix of friction tensors are obtained by molecular dynamics simulations for various spacings between the Brownian particles

  7. Image Denoising via Bayesian Estimation of Statistical Parameter Using Generalized Gamma Density Prior in Gaussian Noise Model

    Science.gov (United States)

    Kittisuwan, Pichid

    2015-03-01

    The application of image processing in industry has shown remarkable success over the last decade, for example, in security and telecommunication systems. The denoising of natural image corrupted by Gaussian noise is a classical problem in image processing. So, image denoising is an indispensable step during image processing. This paper is concerned with dual-tree complex wavelet-based image denoising using Bayesian techniques. One of the cruxes of the Bayesian image denoising algorithms is to estimate the statistical parameter of the image. Here, we employ maximum a posteriori (MAP) estimation to calculate local observed variance with generalized Gamma density prior for local observed variance and Laplacian or Gaussian distribution for noisy wavelet coefficients. Evidently, our selection of prior distribution is motivated by efficient and flexible properties of generalized Gamma density. The experimental results show that the proposed method yields good denoising results.

  8. Bayesian Reliability Estimation for Deteriorating Systems with Limited Samples Using the Maximum Entropy Approach

    OpenAIRE

    Xiao, Ning-Cong; Li, Yan-Feng; Wang, Zhonglai; Peng, Weiwen; Huang, Hong-Zhong

    2013-01-01

    In this paper the combinations of maximum entropy method and Bayesian inference for reliability assessment of deteriorating system is proposed. Due to various uncertainties, less data and incomplete information, system parameters usually cannot be determined precisely. These uncertainty parameters can be modeled by fuzzy sets theory and the Bayesian inference which have been proved to be useful for deteriorating systems under small sample sizes. The maximum entropy approach can be used to cal...

  9. An Approach to Structure Determination and Estimation of Hierarchical Archimedean Copulas and its Application to Bayesian Classification

    Czech Academy of Sciences Publication Activity Database

    Górecki, J.; Hofert, M.; Holeňa, Martin

    2016-01-01

    Roč. 46, č. 1 (2016), s. 21-59 ISSN 0925-9902 R&D Projects: GA ČR GA13-17187S Grant - others:Slezská univerzita v Opavě(CZ) SGS/21/2014 Institutional support: RVO:67985807 Keywords : Copula * Hierarchical archimedean copula * Copula estimation * Structure determination * Kendall’s tau * Bayesian classification Subject RIV: IN - Informatics, Computer Science Impact factor: 1.294, year: 2016

  10. Bayesian reliability analysis for non-periodic inspection with estimation of uncertain parameters; Bayesian shinraisei kaiseki wo tekiyoshita hiteiki kozo kensa ni kansuru kenkyu

    Energy Technology Data Exchange (ETDEWEB)

    Itagaki, H. [Yokohama National University, Yokohama (Japan). Faculty of Engineering; Asada, H.; Ito, S. [National Aerospace Laboratory, Tokyo (Japan); Shinozuka, M.

    1996-12-31

    Risk assessed structural positions in a pressurized fuselage of a transport-type aircraft applied with damage tolerance design are taken up as the subject of discussion. A small number of data obtained from inspections on the positions was used to discuss the Bayesian reliability analysis that can estimate also a proper non-periodic inspection schedule, while estimating proper values for uncertain factors. As a result, time period of generating fatigue cracks was determined according to procedure of detailed visual inspections. The analysis method was found capable of estimating values that are thought reasonable and the proper inspection schedule using these values, in spite of placing the fatigue crack progress expression in a very simple form and estimating both factors as the uncertain factors. Thus, the present analysis method was verified of its effectiveness. This study has discussed at the same time the structural positions, modeling of fatigue cracks generated and develop in the positions, conditions for destruction, damage factors, and capability of the inspection from different viewpoints. This reliability analysis method is thought effective also on such other structures as offshore structures. 18 refs., 8 figs., 1 tab.

  11. Bayesian reliability analysis for non-periodic inspection with estimation of uncertain parameters; Bayesian shinraisei kaiseki wo tekiyoshita hiteiki kozo kensa ni kansuru kenkyu

    Energy Technology Data Exchange (ETDEWEB)

    Itagaki, H [Yokohama National University, Yokohama (Japan). Faculty of Engineering; Asada, H; Ito, S [National Aerospace Laboratory, Tokyo (Japan); Shinozuka, M

    1997-12-31

    Risk assessed structural positions in a pressurized fuselage of a transport-type aircraft applied with damage tolerance design are taken up as the subject of discussion. A small number of data obtained from inspections on the positions was used to discuss the Bayesian reliability analysis that can estimate also a proper non-periodic inspection schedule, while estimating proper values for uncertain factors. As a result, time period of generating fatigue cracks was determined according to procedure of detailed visual inspections. The analysis method was found capable of estimating values that are thought reasonable and the proper inspection schedule using these values, in spite of placing the fatigue crack progress expression in a very simple form and estimating both factors as the uncertain factors. Thus, the present analysis method was verified of its effectiveness. This study has discussed at the same time the structural positions, modeling of fatigue cracks generated and develop in the positions, conditions for destruction, damage factors, and capability of the inspection from different viewpoints. This reliability analysis method is thought effective also on such other structures as offshore structures. 18 refs., 8 figs., 1 tab.

  12. Cross-Cultural Invariance of the Mental Toughness Inventory Among Australian, Chinese, and Malaysian Athletes: A Bayesian Estimation Approach.

    Science.gov (United States)

    Gucciardi, Daniel F; Zhang, Chun-Qing; Ponnusamy, Vellapandian; Si, Gangyan; Stenling, Andreas

    2016-04-01

    The aims of this study were to assess the cross-cultural invariance of athletes' self-reports of mental toughness and to introduce and illustrate the application of approximate measurement invariance using Bayesian estimation for sport and exercise psychology scholars. Athletes from Australia (n = 353, Mage = 19.13, SD = 3.27, men = 161), China (n = 254, Mage = 17.82, SD = 2.28, men = 138), and Malaysia (n = 341, Mage = 19.13, SD = 3.27, men = 200) provided a cross-sectional snapshot of their mental toughness. The cross-cultural invariance of the mental toughness inventory in terms of (a) the factor structure (configural invariance), (b) factor loadings (metric invariance), and (c) item intercepts (scalar invariance) was tested using an approximate measurement framework with Bayesian estimation. Results indicated that approximate metric and scalar invariance was established. From a methodological standpoint, this study demonstrated the usefulness and flexibility of Bayesian estimation for single-sample and multigroup analyses of measurement instruments. Substantively, the current findings suggest that the measurement of mental toughness requires cultural adjustments to better capture the contextually salient (emic) aspects of this concept.

  13. Using bayesian model to estimate the cost of traffic injuries in Iran in 2013.

    Science.gov (United States)

    Ainy, Elaheh; Soori, Hamid; Ganjali, Mojtaba; Bahadorimonfared, Ayad

    2017-01-01

    A significant social and economic burden inflicts by road traffic injuries (RTIs). We aimed to use Bayesian model, to present the precise method, and to estimate the cost of RTIs in Iran in 2013. In a cross-sectional study on costs resulting from traffic injuries, 846 people per road user were randomly selected and investigated during 3 months (1 st September-1 st December) in 2013. The research questionnaire was prepared based on the standard for willingness to pay (WTP) method considering perceived risks, especially in Iran. Data were collected along with four scenarios for occupants, pedestrians, vehicle drivers, and motorcyclists. Inclusion criterion was having at least high school education and being in the age range of 18-65 years old; risk perception was an important factor to the study and measured by visual tool. Samples who did not have risk perception were excluded from the study. Main outcome measure was cost estimation of traffic injuries using WTP method. Mean WTP was 2,612,050 internal rate of return (IRR) among these road users. Statistical value of life was estimated according to 20,408 death cases 402,314,106,073,648 IRR, equivalent to 13,410,470,202$ based on the dollar free market rate of 30,000 IRR (purchase power parity). In sum, injury and death cases came to 1,171,450,232,238,648 IRR equivalents to 39,048,341,074$. Moreover, in 2013, costs of traffic accident constituted 6.46% of gross national income, which was 604,300,000,000$. WTP had a significant relationship with age, middle and high income, daily payment to injury reduction, more payment to time reduction, trip mileage, private cars drivers, bus, minibus vehicles, and occupants ( P < 0.01). Costs of traffic injuries included noticeable portion of gross national income. If policy-making and resource allocation are made based on the scientific pieces of evidence, an enormous amount of capital can be saved through reducing death and injury rates.

  14. Modeling the vertical soil organic matter profile using Bayesian parameter estimation

    Directory of Open Access Journals (Sweden)

    M. C. Braakhekke

    2013-01-01

    Full Text Available The vertical distribution of soil organic matter (SOM in the profile may constitute an important factor for soil carbon cycling. However, the formation of the SOM profile is currently poorly understood due to equifinality, caused by the entanglement of several processes: input from roots, mixing due to bioturbation, and organic matter leaching. In this study we quantified the contribution of these three processes using Bayesian parameter estimation for the mechanistic SOM profile model SOMPROF. Based on organic carbon measurements, 13 parameters related to decomposition and transport of organic matter were estimated for two temperate forest soils: an Arenosol with a mor humus form (Loobos, the Netherlands, and a Cambisol with mull-type humus (Hainich, Germany. Furthermore, the use of the radioisotope 210Pbex as tracer for vertical SOM transport was studied. For Loobos, the calibration results demonstrate the importance of organic matter transport with the liquid phase for shaping the vertical SOM profile, while the effects of bioturbation are generally negligible. These results are in good agreement with expectations given in situ conditions. For Hainich, the calibration offered three distinct explanations for the observations (three modes in the posterior distribution. With the addition of 210Pbex data and prior knowledge, as well as additional information about in situ conditions, we were able to identify the most likely explanation, which indicated that root litter input is a dominant process for the SOM profile. For both sites the organic matter appears to comprise mainly adsorbed but potentially leachable material, pointing to the importance of organo-mineral interactions. Furthermore, organic matter in the mineral soil appears to be mainly derived from root litter, supporting previous studies that highlighted the importance of root input for soil carbon sequestration. The 210

  15. Tensor surgery and tensor rank

    NARCIS (Netherlands)

    M. Christandl (Matthias); J. Zuiddam (Jeroen)

    2018-01-01

    textabstractWe introduce a method for transforming low-order tensors into higher-order tensors and apply it to tensors defined by graphs and hypergraphs. The transformation proceeds according to a surgery-like procedure that splits vertices, creates and absorbs virtual edges and inserts new vertices

  16. Tensor surgery and tensor rank

    NARCIS (Netherlands)

    M. Christandl (Matthias); J. Zuiddam (Jeroen)

    2016-01-01

    textabstractWe introduce a method for transforming low-order tensors into higher-order tensors and apply it to tensors defined by graphs and hypergraphs. The transformation proceeds according to a surgery-like procedure that splits vertices, creates and absorbs virtual edges and inserts new

  17. Estimating Population Parameters using the Structured Serial Coalescent with Bayesian MCMC Inference when some Demes are Hidden

    Directory of Open Access Journals (Sweden)

    Allen Rodrigo

    2006-01-01

    Full Text Available Using the structured serial coalescent with Bayesian MCMC and serial samples, we estimate population size when some demes are not sampled or are hidden, ie ghost demes. It is found that even with the presence of a ghost deme, accurate inference was possible if the parameters are estimated with the true model. However with an incorrect model, estimates were biased and can be positively misleading. We extend these results to the case where there are sequences from the ghost at the last time sample. This case can arise in HIV patients, when some tissue samples and viral sequences only become available after death. When some sequences from the ghost deme are available at the last sampling time, estimation bias is reduced and accurate estimation of parameters associated with the ghost deme is possible despite sampling bias. Migration rates for this case are also shown to be good estimates when migration values are low.

  18. Estimating size and scope economies in the Portuguese water sector using the Bayesian stochastic frontier analysis

    Energy Technology Data Exchange (ETDEWEB)

    Carvalho, Pedro, E-mail: pedrocarv@coc.ufrj.br [Computational Modelling in Engineering and Geophysics Laboratory (LAMEMO), Department of Civil Engineering, COPPE, Federal University of Rio de Janeiro, Av. Pedro Calmon - Ilha do Fundão, 21941-596 Rio de Janeiro (Brazil); Center for Urban and Regional Systems (CESUR), CERIS, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais, 1049-001 Lisbon (Portugal); Marques, Rui Cunha, E-mail: pedro.c.carvalho@tecnico.ulisboa.pt [Center for Urban and Regional Systems (CESUR), CERIS, Instituto Superior Técnico, Universidade de Lisboa, Av. Rovisco Pais, 1049-001 Lisbon (Portugal)

    2016-02-15

    This study aims to search for economies of size and scope in the Portuguese water sector applying Bayesian and classical statistics to make inference in stochastic frontier analysis (SFA). This study proves the usefulness and advantages of the application of Bayesian statistics for making inference in SFA over traditional SFA which just uses classical statistics. The resulting Bayesian methods allow overcoming some problems that arise in the application of the traditional SFA, such as the bias in small samples and skewness of residuals. In the present case study of the water sector in Portugal, these Bayesian methods provide more plausible and acceptable results. Based on the results obtained we found that there are important economies of output density, economies of size, economies of vertical integration and economies of scope in the Portuguese water sector, pointing out to the huge advantages in undertaking mergers by joining the retail and wholesale components and by joining the drinking water and wastewater services. - Highlights: • This study aims to search for economies of size and scope in the water sector; • The usefulness of the application of Bayesian methods is highlighted; • Important economies of output density, economies of size, economies of vertical integration and economies of scope are found.

  19. Estimating size and scope economies in the Portuguese water sector using the Bayesian stochastic frontier analysis

    International Nuclear Information System (INIS)

    Carvalho, Pedro; Marques, Rui Cunha

    2016-01-01

    This study aims to search for economies of size and scope in the Portuguese water sector applying Bayesian and classical statistics to make inference in stochastic frontier analysis (SFA). This study proves the usefulness and advantages of the application of Bayesian statistics for making inference in SFA over traditional SFA which just uses classical statistics. The resulting Bayesian methods allow overcoming some problems that arise in the application of the traditional SFA, such as the bias in small samples and skewness of residuals. In the present case study of the water sector in Portugal, these Bayesian methods provide more plausible and acceptable results. Based on the results obtained we found that there are important economies of output density, economies of size, economies of vertical integration and economies of scope in the Portuguese water sector, pointing out to the huge advantages in undertaking mergers by joining the retail and wholesale components and by joining the drinking water and wastewater services. - Highlights: • This study aims to search for economies of size and scope in the water sector; • The usefulness of the application of Bayesian methods is highlighted; • Important economies of output density, economies of size, economies of vertical integration and economies of scope are found.

  20. HOW TO ESTIMATE THE AMOUNT OF IMPORTANT CHARACTERISTICS MISSING IN A CONSUMERS SAMPLE BY USING BAYESIAN ESTIMATORS

    Directory of Open Access Journals (Sweden)

    Sueli A. Mingoti

    2001-06-01

    Full Text Available Consumers surveys are conducted very often by many companies with the main objective of obtaining information about the opinions the consumers have about a specific prototype, product or service. In many situations the goal is to identify the characteristics that are considered important by the consumers when taking the decision of buying or using the products or services. When the survey is performed some characteristics that are present in the consumers population might not be reported by those consumers in the observed sample. Therefore, some important characteristics of the product according to the consumers opinions could be missing in the observed sample. The main objective of this paper is to show how the amount of characteristics missing in the observed sample could be easily estimated by using some Bayesian estimators proposed by Mingoti & Meeden (1992 and Mingoti (1999. An example of application related to an automobile survey is presented.Pesquisas de mercado são conduzidas freqüentemente com o propósito de obter informações sobre a opinião dos consumidores em relação a produtos já existentes no mercado, protótipos, ou determinados tipos de serviços prestados pela empresa. Em muitas situações deseja-se identificar as características que são consideradas importantes pelos consumidores no que se refere à tomada de decisão de compra do produto ou de opção pelo serviço prestado pela empresa. Como as pesquisas são feitas com amostras de consumidores do mercado potencial, algumas características consideradas importantes pela população podem não estar representadas nas amostras. O objetivo deste artigo é mostrar como a quantidade de características presentes na população e que não estão representadas nas amostras, pode ser facilmente estimada através de estimadores Bayesianos propostos por Mingoti & Meeden (1992 e Mingoti (1999. Como ilustração apresentamos um exemplo de uma pesquisa de mercado sobre um

  1. Quantifying uncertainty in soot volume fraction estimates using Bayesian inference of auto-correlated laser-induced incandescence measurements

    Science.gov (United States)

    Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.

    2016-01-01

    Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.

  2. Bayesian methods outperform parsimony but at the expense of precision in the estimation of phylogeny from discrete morphological data.

    Science.gov (United States)

    O'Reilly, Joseph E; Puttick, Mark N; Parry, Luke; Tanner, Alastair R; Tarver, James E; Fleming, James; Pisani, Davide; Donoghue, Philip C J

    2016-04-01

    Different analytical methods can yield competing interpretations of evolutionary history and, currently, there is no definitive method for phylogenetic reconstruction using morphological data. Parsimony has been the primary method for analysing morphological data, but there has been a resurgence of interest in the likelihood-based Mk-model. Here, we test the performance of the Bayesian implementation of the Mk-model relative to both equal and implied-weight implementations of parsimony. Using simulated morphological data, we demonstrate that the Mk-model outperforms equal-weights parsimony in terms of topological accuracy, and implied-weights performs the most poorly. However, the Mk-model produces phylogenies that have less resolution than parsimony methods. This difference in the accuracy and precision of parsimony and Bayesian approaches to topology estimation needs to be considered when selecting a method for phylogeny reconstruction. © 2016 The Authors.

  3. Assessment of groundwater level estimation uncertainty using sequential Gaussian simulation and Bayesian bootstrapping

    Science.gov (United States)

    Varouchakis, Emmanouil; Hristopulos, Dionissios

    2015-04-01

    Space-time geostatistical approaches can improve the reliability of dynamic groundwater level models in areas with limited spatial and temporal data. Space-time residual Kriging (STRK) is a reliable method for spatiotemporal interpolation that can incorporate auxiliary information. The method usually leads to an underestimation of the prediction uncertainty. The uncertainty of spatiotemporal models is usually estimated by determining the space-time Kriging variance or by means of cross validation analysis. For de-trended data the former is not usually applied when complex spatiotemporal trend functions are assigned. A Bayesian approach based on the bootstrap idea and sequential Gaussian simulation are employed to determine the uncertainty of the spatiotemporal model (trend and covariance) parameters. These stochastic modelling approaches produce multiple realizations, rank the prediction results on the basis of specified criteria and capture the range of the uncertainty. The correlation of the spatiotemporal residuals is modeled using a non-separable space-time variogram based on the Spartan covariance family (Hristopulos and Elogne 2007, Varouchakis and Hristopulos 2013). We apply these simulation methods to investigate the uncertainty of groundwater level variations. The available dataset consists of bi-annual (dry and wet hydrological period) groundwater level measurements in 15 monitoring locations for the time period 1981 to 2010. The space-time trend function is approximated using a physical law that governs the groundwater flow in the aquifer in the presence of pumping. The main objective of this research is to compare the performance of two simulation methods for prediction uncertainty estimation. In addition, we investigate the performance of the Spartan spatiotemporal covariance function for spatiotemporal geostatistical analysis. Hristopulos, D.T. and Elogne, S.N. 2007. Analytic properties and covariance functions for a new class of generalized Gibbs

  4. Estimation of initiating event distribution at nuclear power plants by Bayesian procedure

    International Nuclear Information System (INIS)

    Chen Guangming

    1995-01-01

    Initiating events at nuclear power plants such as human errors or components failures may lead to a nuclear accident. The study of the frequency of these events or the distribution of the failure rate is necessary in probabilistic risk assessment for nuclear power plants. This paper presents Bayesian modelling methods for the analysis of the distribution of the failure rate. The method can also be utilized in other related fields especially where the data is sparse. An application of the Bayesian modelling in the analysis of distribution of the time to recover Loss of Off-Site Power ( LOSP) is discussed in the paper

  5. 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....

  6. Diffusion tensor image registration using hybrid connectivity and tensor features.

    Science.gov (United States)

    Wang, Qian; Yap, Pew-Thian; Wu, Guorong; Shen, Dinggang

    2014-07-01

    Most existing diffusion tensor imaging (DTI) registration methods estimate structural correspondences based on voxelwise matching of tensors. The rich connectivity information that is given by DTI, however, is often neglected. In this article, we propose to integrate complementary information given by connectivity features and tensor features for improved registration accuracy. To utilize connectivity information, we place multiple anchors representing different brain anatomies in the image space, and define the connectivity features for each voxel as the geodesic distances from all anchors to the voxel under consideration. The geodesic distance, which is computed in relation to the tensor field, encapsulates information of brain connectivity. We also extract tensor features for every voxel to reflect the local statistics of tensors in its neighborhood. We then combine both connectivity features and tensor features for registration of tensor images. From the images, landmarks are selected automatically and their correspondences are determined based on their connectivity and tensor feature vectors. The deformation field that deforms one tensor image to the other is iteratively estimated and optimized according to the landmarks and their associated correspondences. Experimental results show that, by using connectivity features and tensor features simultaneously, registration accuracy is increased substantially compared with the cases using either type of features alone. Copyright © 2013 Wiley Periodicals, Inc.

  7. Bayesian benefits with JASP

    NARCIS (Netherlands)

    Marsman, M.; Wagenmakers, E.-J.

    2017-01-01

    We illustrate the Bayesian approach to data analysis using the newly developed statistical software program JASP. With JASP, researchers are able to take advantage of the benefits that the Bayesian framework has to offer in terms of parameter estimation and hypothesis testing. The Bayesian

  8. Bayesian Mediation Analysis

    OpenAIRE

    Yuan, Ying; MacKinnon, David P.

    2009-01-01

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

  9. Low Complexity Sparse Bayesian Learning for Channel Estimation Using Generalized Mean Field

    DEFF Research Database (Denmark)

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

    2014-01-01

    We derive low complexity versions of a wide range of algorithms for sparse Bayesian learning (SBL) in underdetermined linear systems. The proposed algorithms are obtained by applying the generalized mean field (GMF) inference framework to a generic SBL probabilistic model. In the GMF framework, we...

  10. Estimating size and scope economies in the Portuguese water sector using the Bayesian stochastic frontier analysis.

    Science.gov (United States)

    Carvalho, Pedro; Marques, Rui Cunha

    2016-02-15

    This study aims to search for economies of size and scope in the Portuguese water sector applying Bayesian and classical statistics to make inference in stochastic frontier analysis (SFA). This study proves the usefulness and advantages of the application of Bayesian statistics for making inference in SFA over traditional SFA which just uses classical statistics. The resulting Bayesian methods allow overcoming some problems that arise in the application of the traditional SFA, such as the bias in small samples and skewness of residuals. In the present case study of the water sector in Portugal, these Bayesian methods provide more plausible and acceptable results. Based on the results obtained we found that there are important economies of output density, economies of size, economies of vertical integration and economies of scope in the Portuguese water sector, pointing out to the huge advantages in undertaking mergers by joining the retail and wholesale components and by joining the drinking water and wastewater services. Copyright © 2015 Elsevier B.V. All rights reserved.

  11. A New Bayesian Approach for Estimating the Presence of a Suspected Compound in Routine Screening Analysis

    NARCIS (Netherlands)

    Woldegebriel, M.; Vivó-Truyols, G.

    2016-01-01

    A novel method for compound identification in liquid chromatography-high resolution mass spectrometry (LC-HRMS) is proposed. The method, based on Bayesian statistics, accommodates all possible uncertainties involved, from instrumentation up to data analysis into a single model yielding the

  12. Simulation-based estimation of mean and standard deviation for meta-analysis via Approximate Bayesian Computation (ABC).

    Science.gov (United States)

    Kwon, Deukwoo; Reis, Isildinha M

    2015-08-12

    When conducting a meta-analysis of a continuous outcome, estimated means and standard deviations from the selected studies are required in order to obtain an overall estimate of the mean effect and its confidence interval. If these quantities are not directly reported in the publications, they must be estimated from other reported summary statistics, such as the median, the minimum, the maximum, and quartiles. We propose a simulation-based estimation approach using the Approximate Bayesian Computation (ABC) technique for estimating mean and standard deviation based on various sets of summary statistics found in published studies. We conduct a simulation study to compare the proposed ABC method with the existing methods of Hozo et al. (2005), Bland (2015), and Wan et al. (2014). In the estimation of the standard deviation, our ABC method performs better than the other methods when data are generated from skewed or heavy-tailed distributions. The corresponding average relative error (ARE) approaches zero as sample size increases. In data generated from the normal distribution, our ABC performs well. However, the Wan et al. method is best for estimating standard deviation under normal distribution. In the estimation of the mean, our ABC method is best regardless of assumed distribution. ABC is a flexible method for estimating the study-specific mean and standard deviation for meta-analysis, especially with underlying skewed or heavy-tailed distributions. The ABC method can be applied using other reported summary statistics such as the posterior mean and 95 % credible interval when Bayesian analysis has been employed.

  13. Uncertainty analysis for effluent trading planning using a Bayesian estimation-based simulation-optimization modeling approach.

    Science.gov (United States)

    Zhang, J L; Li, Y P; Huang, G H; Baetz, B W; Liu, J

    2017-06-01

    In this study, a Bayesian estimation-based simulation-optimization modeling approach (BESMA) is developed for identifying effluent trading strategies. BESMA incorporates nutrient fate modeling with soil and water assessment tool (SWAT), Bayesian estimation, and probabilistic-possibilistic interval programming with fuzzy random coefficients (PPI-FRC) within a general framework. Based on the water quality protocols provided by SWAT, posterior distributions of parameters can be analyzed through Bayesian estimation; stochastic characteristic of nutrient loading can be investigated which provides the inputs for the decision making. PPI-FRC can address multiple uncertainties in the form of intervals with fuzzy random boundaries and the associated system risk through incorporating the concept of possibility and necessity measures. The possibility and necessity measures are suitable for optimistic and pessimistic decision making, respectively. BESMA is applied to a real case of effluent trading planning in the Xiangxihe watershed, China. A number of decision alternatives can be obtained under different trading ratios and treatment rates. The results can not only facilitate identification of optimal effluent-trading schemes, but also gain insight into the effects of trading ratio and treatment rate on decision making. The results also reveal that decision maker's preference towards risk would affect decision alternatives on trading scheme as well as system benefit. Compared with the conventional optimization methods, it is proved that BESMA is advantageous in (i) dealing with multiple uncertainties associated with randomness and fuzziness in effluent-trading planning within a multi-source, multi-reach and multi-period context; (ii) reflecting uncertainties existing in nutrient transport behaviors to improve the accuracy in water quality prediction; and (iii) supporting pessimistic and optimistic decision making for effluent trading as well as promoting diversity of decision

  14. Bayesian Reliability Estimation for Deteriorating Systems with Limited Samples Using the Maximum Entropy Approach

    Directory of Open Access Journals (Sweden)

    Ning-Cong Xiao

    2013-12-01

    Full Text Available In this paper the combinations of maximum entropy method and Bayesian inference for reliability assessment of deteriorating system is proposed. Due to various uncertainties, less data and incomplete information, system parameters usually cannot be determined precisely. These uncertainty parameters can be modeled by fuzzy sets theory and the Bayesian inference which have been proved to be useful for deteriorating systems under small sample sizes. The maximum entropy approach can be used to calculate the maximum entropy density function of uncertainty parameters more accurately for it does not need any additional information and assumptions. Finally, two optimization models are presented which can be used to determine the lower and upper bounds of systems probability of failure under vague environment conditions. Two numerical examples are investigated to demonstrate the proposed method.

  15. Recognition of Action as a Bayesian Parameter Estimation Problem over Time

    DEFF Research Database (Denmark)

    Krüger, Volker

    2007-01-01

    In this paper we will discuss two problems related to action recognition: The first problem is the one of identifying in a surveillance scenario whether a person is walking or running and in what rough direction. The second problem is concerned with the recovery of action primitives from observed...... complex actions. Both problems will be discussed within a statistical framework. Bayesian propagation over time offers a framework to treat likelihood observations at each time step and the dynamics between the time steps in a unified manner. The first problem will be approached as a patter recognition...... of the Bayesian framework for action recognition and round up our discussion....

  16. Estimating the occurrence of foreign material in Advanced Gas-cooled Reactors: A Bayesian Monte Carlo approach

    International Nuclear Information System (INIS)

    Mason, Paolo

    2014-01-01

    Highlights: • The amount of a specific type of foreign material found in UK AGRs has been estimated. • The estimate is based on very few instances of detection in numerous inspections. • A Bayesian Monte Carlo approach was used. • The study supports safety case claims on coolant flow impairment. • The methodology is applicable to any inspection campaign on any plant system. - Abstract: The current occurrence of a particular sort of foreign material in eight UK Advanced Gas-cooled Reactors has been estimated by means of a parametric approach. The study includes both variability, treated in analytic fashion via the combination of standard probability distributions, and the uncertainty in the parameters of the model of choice, whose posterior distribution was inferred in Bayesian fashion by means of a Monte Carlo route consisting in the conditional acceptance of sets of model parameters drawn from a prior distribution based on engineering judgement. The model underlying the present study specifically refers to the re-loading and inspection routines of UK Advanced Gas-cooled Reactors. The approach to inference here presented, however, is of general validity and can be applied to the outcome of any inspection campaign on any plant system, and indeed to any situation in which the outcome of a stochastic process is more easily simulated than described by a probability density or mass function

  17. Application of Multivariate Probabilistic (Bayesian) Networks to Substance Use Disorder Risk Stratification and Cost Estimation

    OpenAIRE

    Weinstein, Lawrence; Radano, Todd A; Jack, Timothy; Kalina, Philip; Eberhardt, John S

    2009-01-01

    Introduction: This paper explores the use of machine learning and Bayesian classification models to develop broadly applicable risk stratification models to guide disease management of health plan enrollees with substance use disorder (SUD). While the high costs and morbidities associated with SUD are understood by payers, who manage it through utilization review, acute interventions, coverage and cost limitations, and disease management, the literature shows mixed results for these modalitie...

  18. Bayesian Estimation and Selection of Nonlinear Vector Error Correction Models: The Case of the Sugar-Ethanol-Oil Nexus in Brazil

    OpenAIRE

    Kelvin Balcombe; George Rapsomanikis

    2008-01-01

    Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest ...

  19. Bayesian estimation of the hydraulic and solute transport properties of a small-scale unsaturated soil column

    Directory of Open Access Journals (Sweden)

    Moreira Paulo H. S.

    2016-03-01

    Full Text Available In this study the hydraulic and solute transport properties of an unsaturated soil were estimated simultaneously from a relatively simple small-scale laboratory column infiltration/outflow experiment. As governing equations we used the Richards equation for variably saturated flow and a physical non-equilibrium dual-porosity type formulation for solute transport. A Bayesian parameter estimation approach was used in which the unknown parameters were estimated with the Markov Chain Monte Carlo (MCMC method through implementation of the Metropolis-Hastings algorithm. Sensitivity coefficients were examined in order to determine the most meaningful measurements for identifying the unknown hydraulic and transport parameters. Results obtained using the measured pressure head and solute concentration data collected during the unsaturated soil column experiment revealed the robustness of the proposed approach.

  20. Unbiased tensor-based morphometry: Improved robustness and sample size estimates for Alzheimer’s disease clinical trials

    Science.gov (United States)

    Hua, Xue; Hibar, Derrek P.; Ching, Christopher R.K.; Boyle, Christina P.; Rajagopalan, Priya; Gutman, Boris A.; Leow, Alex D.; Toga, Arthur W.; Jack, Clifford R.; Harvey, Danielle; Weiner, Michael W.; Thompson, Paul M.

    2013-01-01

    Various neuroimaging measures are being evaluated for tracking Alzheimer’s disease (AD) progression in therapeutic trials, including measures of structural brain change based on repeated scanning of patients with magnetic resonance imaging (MRI). Methods to compute brain change must be robust to scan quality. Biases may arise if any scans are thrown out, as this can lead to the true changes being overestimated or underestimated. Here we analyzed the full MRI dataset from the first phase of Alzheimer’s Disease Neuroimaging Initiative (ADNI-1) from the first phase of Alzheimer’s Disease Neuroimaging Initiative (ADNI-1) and assessed several sources of bias that can arise when tracking brain changes with structural brain imaging methods, as part of a pipeline for tensor-based morphometry (TBM). In all healthy subjects who completed MRI scanning at screening, 6, 12, and 24 months, brain atrophy was essentially linear with no detectable bias in longitudinal measures. In power analyses for clinical trials based on these change measures, only 39 AD patients and 95 mild cognitive impairment (MCI) subjects were needed for a 24-month trial to detect a 25% reduction in the average rate of change using a two-sided test (α=0.05, power=80%). Further sample size reductions were achieved by stratifying the data into Apolipoprotein E (ApoE) ε4 carriers versus non-carriers. We show how selective data exclusion affects sample size estimates, motivating an objective comparison of different analysis techniques based on statistical power and robustness. TBM is an unbiased, robust, high-throughput imaging surrogate marker for large, multi-site neuroimaging studies and clinical trials of AD and MCI. PMID:23153970

  1. A novel Bayesian approach to accounting for uncertainty in fMRI-derived estimates of cerebral oxygen metabolism fluctuations.

    Science.gov (United States)

    Simon, Aaron B; Dubowitz, David J; Blockley, Nicholas P; Buxton, Richard B

    2016-04-01

    Calibrated blood oxygenation level dependent (BOLD) imaging is a multimodal functional MRI technique designed to estimate changes in cerebral oxygen metabolism from measured changes in cerebral blood flow and the BOLD signal. This technique addresses fundamental ambiguities associated with quantitative BOLD signal analysis; however, its dependence on biophysical modeling creates uncertainty in the resulting oxygen metabolism estimates. In this work, we developed a Bayesian approach to estimating the oxygen metabolism response to a neural stimulus and used it to examine the uncertainty that arises in calibrated BOLD estimation due to the presence of unmeasured model parameters. We applied our approach to estimate the CMRO2 response to a visual task using the traditional hypercapnia calibration experiment as well as to estimate the metabolic response to both a visual task and hypercapnia using the measurement of baseline apparent R2' as a calibration technique. Further, in order to examine the effects of cerebral spinal fluid (CSF) signal contamination on the measurement of apparent R2', we examined the effects of measuring this parameter with and without CSF-nulling. We found that the two calibration techniques provided consistent estimates of the metabolic response on average, with a median R2'-based estimate of the metabolic response to CO2 of 1.4%, and R2'- and hypercapnia-calibrated estimates of the visual response of 27% and 24%, respectively. However, these estimates were sensitive to different sources of estimation uncertainty. The R2'-calibrated estimate was highly sensitive to CSF contamination and to uncertainty in unmeasured model parameters describing flow-volume coupling, capillary bed characteristics, and the iso-susceptibility saturation of blood. The hypercapnia-calibrated estimate was relatively insensitive to these parameters but highly sensitive to the assumed metabolic response to CO2. Copyright © 2016 Elsevier Inc. All rights reserved.

  2. A novel Bayesian approach to accounting for uncertainty in fMRI-derived estimates of cerebral oxygen metabolism fluctuations

    Science.gov (United States)

    Simon, Aaron B.; Dubowitz, David J.; Blockley, Nicholas P.; Buxton, Richard B.

    2016-01-01

    Calibrated blood oxygenation level dependent (BOLD) imaging is a multimodal functional MRI technique designed to estimate changes in cerebral oxygen metabolism from measured changes in cerebral blood flow and the BOLD signal. This technique addresses fundamental ambiguities associated with quantitative BOLD signal analysis; however, its dependence on biophysical modeling creates uncertainty in the resulting oxygen metabolism estimates. In this work, we developed a Bayesian approach to estimating the oxygen metabolism response to a neural stimulus and used it to examine the uncertainty that arises in calibrated BOLD estimation due to the presence of unmeasured model parameters. We applied our approach to estimate the CMRO2 response to a visual task using the traditional hypercapnia calibration experiment as well as to estimate the metabolic response to both a visual task and hypercapnia using the measurement of baseline apparent R2′ as a calibration technique. Further, in order to examine the effects of cerebral spinal fluid (CSF) signal contamination on the measurement of apparent R2′, we examined the effects of measuring this parameter with and without CSF-nulling. We found that the two calibration techniques provided consistent estimates of the metabolic response on average, with a median R2′-based estimate of the metabolic response to CO2 of 1.4%, and R2′- and hypercapnia-calibrated estimates of the visual response of 27% and 24%, respectively. However, these estimates were sensitive to different sources of estimation uncertainty. The R2′-calibrated estimate was highly sensitive to CSF contamination and to uncertainty in unmeasured model parameters describing flow-volume coupling, capillary bed characteristics, and the iso-susceptibility saturation of blood. The hypercapnia-calibrated estimate was relatively insensitive to these parameters but highly sensitive to the assumed metabolic response to CO2. PMID:26790354

  3. Bayesian fuzzy logic-based estimation of electron cyclotron heating (ECH) power deposition in MHD control systems

    Energy Technology Data Exchange (ETDEWEB)

    Davoudi, Mehdi, E-mail: mehdi.davoudi@polimi.it [Department of Electrical and Computer Engineering, Buein Zahra Technical University, Buein Zahra, Qazvin (Iran, Islamic Republic of); Davoudi, Mohsen, E-mail: davoudi@eng.ikiu.ac.ir [Department of Electrical Engineering, Imam Khomeini International University, Qazvin, 34148-96818 (Iran, Islamic Republic of)

    2017-06-15

    Highlights: • A couple of algorithms to diagnose if Electron Cyclotron Heating (ECH) power is deposited properly on the expected deposition minor radius are proposed. • The algorithms are based on Bayesian theory and Fuzzy logic. • The algorithms are tested on the off-line experimental data acquired from Frascati Tokamak Upgrade (FTU), Frascati, Italy. • Uncertainties and evidences derived from the combination of online information formed by the measured diagnostic data and the prior information are also estimated. - Abstract: In the thermonuclear fusion systems, the new plasma control systems use some measured on-line information acquired from different sensors and prior information obtained by predictive plasma models in order to stabilize magnetic hydro dynamics (MHD) activity in a tokamak. Suppression of plasma instabilities is a key issue to improve the confinement time of controlled thermonuclear fusion with tokamaks. This paper proposes a couple of algorithms based on Bayesian theory and Fuzzy logic to diagnose if Electron Cyclotron Heating (ECH) power is deposited properly on the expected deposition minor radius (r{sub DEP}). Both algorithms also estimate uncertainties and evidences derived from the combination of the online information formed by the measured diagnostic data and the prior information. The algorithms have been employed on a set of off-line ECE channels data which have been acquired from the experimental shot number 21364 at Frascati Tokamak Upgrade (FTU), Frascati, Italy.

  4. Improving satellite-based PM2.5 estimates in China using Gaussian processes modeling in a Bayesian hierarchical setting.

    Science.gov (United States)

    Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun

    2017-08-01

    Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2  = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.

  5. Approximate Bayesian algorithm to estimate the basic reproduction number in an influenza pandemic using arrival times of imported cases.

    Science.gov (United States)

    Chong, Ka Chun; Zee, Benny Chung Ying; Wang, Maggie Haitian

    2018-04-10

    In an influenza pandemic, arrival times of cases are a proxy of the epidemic size and disease transmissibility. Because of intense surveillance of travelers from infected countries, detection is more rapid and complete than on local surveillance. Travel information can provide a more reliable estimation of transmission parameters. We developed an Approximate Bayesian Computation algorithm to estimate the basic reproduction number (R 0 ) in addition to the reporting rate and unobserved epidemic start time, utilizing travel, and routine surveillance data in an influenza pandemic. A simulation was conducted to assess the sampling uncertainty. The estimation approach was further applied to the 2009 influenza A/H1N1 pandemic in Mexico as a case study. In the simulations, we showed that the estimation approach was valid and reliable in different simulation settings. We also found estimates of R 0 and the reporting rate to be 1.37 (95% Credible Interval [CI]: 1.26-1.42) and 4.9% (95% CI: 0.1%-18%), respectively, in the 2009 influenza pandemic in Mexico, which were robust to variations in the fixed parameters. The estimated R 0 was consistent with that in the literature. This method is useful for officials to obtain reliable estimates of disease transmissibility for strategic planning. We suggest that improvements to the flow of reporting for confirmed cases among patients arriving at different countries are required. Copyright © 2018 Elsevier Ltd. All rights reserved.

  6. Bayesian methods for data analysis

    CERN Document Server

    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

  7. Estimation of total Effort and Effort Elapsed in Each Step of Software Development Using Optimal Bayesian Belief Network

    Directory of Open Access Journals (Sweden)

    Fatemeh Zare Baghiabad

    2017-09-01

    Full Text Available Accuracy in estimating the needed effort for software development caused software effort estimation to be a challenging issue. Beside estimation of total effort, determining the effort elapsed in each software development step is very important because any mistakes in enterprise resource planning can lead to project failure. In this paper, a Bayesian belief network was proposed based on effective components and software development process. In this model, the feedback loops are considered between development steps provided that the return rates are different for each project. Different return rates help us determine the percentages of the elapsed effort in each software development step, distinctively. Moreover, the error measurement resulted from optimized effort estimation and the optimal coefficients to modify the model are sought. The results of the comparison between the proposed model and other models showed that the model has the capability to highly accurately estimate the total effort (with the marginal error of about 0.114 and to estimate the effort elapsed in each software development step.

  8. Bayesian estimation of extreme flood quantiles using a rainfall-runoff model and a stochastic daily rainfall generator

    Science.gov (United States)

    Costa, Veber; Fernandes, Wilson

    2017-11-01

    Extreme flood estimation has been a key research topic in hydrological sciences. Reliable estimates of such events are necessary as structures for flood conveyance are continuously evolving in size and complexity and, as a result, their failure-associated hazards become more and more pronounced. Due to this fact, several estimation techniques intended to improve flood frequency analysis and reducing uncertainty in extreme quantile estimation have been addressed in the literature in the last decades. In this paper, we develop a Bayesian framework for the indirect estimation of extreme flood quantiles from rainfall-runoff models. In the proposed approach, an ensemble of long daily rainfall series is simulated with a stochastic generator, which models extreme rainfall amounts with an upper-bounded distribution function, namely, the 4-parameter lognormal model. The rationale behind the generation model is that physical limits for rainfall amounts, and consequently for floods, exist and, by imposing an appropriate upper bound for the probabilistic model, more plausible estimates can be obtained for those rainfall quantiles with very low exceedance probabilities. Daily rainfall time series are converted into streamflows by routing each realization of the synthetic ensemble through a conceptual hydrologic model, the Rio Grande rainfall-runoff model. Calibration of parameters is performed through a nonlinear regression model, by means of the specification of a statistical model for the residuals that is able to accommodate autocorrelation, heteroscedasticity and nonnormality. By combining the outlined steps in a Bayesian structure of analysis, one is able to properly summarize the resulting uncertainty and estimating more accurate credible intervals for a set of flood quantiles of interest. The method for extreme flood indirect estimation was applied to the American river catchment, at the Folsom dam, in the state of California, USA. Results show that most floods

  9. Maximum a posteriori Bayesian estimation of mycophenolic Acid area under the concentration-time curve: is this clinically useful for dosage prediction yet?

    Science.gov (United States)

    Staatz, Christine E; Tett, Susan E

    2011-12-01

    This review seeks to summarize the available data about Bayesian estimation of area under the plasma concentration-time curve (AUC) and dosage prediction for mycophenolic acid (MPA) and evaluate whether sufficient evidence is available for routine use of Bayesian dosage prediction in clinical practice. A literature search identified 14 studies that assessed the predictive performance of maximum a posteriori Bayesian estimation of MPA AUC and one report that retrospectively evaluated how closely dosage recommendations based on Bayesian forecasting achieved targeted MPA exposure. Studies to date have mostly been undertaken in renal transplant recipients, with limited investigation in patients treated with MPA for autoimmune disease or haematopoietic stem cell transplantation. All of these studies have involved use of the mycophenolate mofetil (MMF) formulation of MPA, rather than the enteric-coated mycophenolate sodium (EC-MPS) formulation. Bias associated with estimation of MPA AUC using Bayesian forecasting was generally less than 10%. However some difficulties with imprecision was evident, with values ranging from 4% to 34% (based on estimation involving two or more concentration measurements). Evaluation of whether MPA dosing decisions based on Bayesian forecasting (by the free website service https://pharmaco.chu-limoges.fr) achieved target drug exposure has only been undertaken once. When MMF dosage recommendations were applied by clinicians, a higher proportion (72-80%) of subsequent estimated MPA AUC values were within the 30-60 mg · h/L target range, compared with when dosage recommendations were not followed (only 39-57% within target range). Such findings provide evidence that Bayesian dosage prediction is clinically useful for achieving target MPA AUC. This study, however, was retrospective and focussed only on adult renal transplant recipients. Furthermore, in this study, Bayesian-generated AUC estimations and dosage predictions were not compared

  10. Bayesian estimation of direct and correlated responses to selection on linear or ratio expressions of feed efficiency in pigs

    DEFF Research Database (Denmark)

    Shirali, Mahmoud; Varley, Patrick Francis; Jensen, Just

    2018-01-01

    meat percentage (LMP) along with the derived traits of RFI and FCR; and (3) deriving Bayesian estimates of direct and correlated responses to selection on RFI, FCR, ADG, ADFI, and LMP. Response to selection was defined as the difference in additive genetic mean of the selected top individuals, expected......, respectively. Selection against RFIG showed a direct response of − 0.16 kg/d and correlated responses of − 0.16 kg/kg for FCR and − 0.15 kg/d for ADFI, with no effect on other production traits. Selection against FCR resulted in a direct response of − 0.17 kg/kg and correlated responses of − 0.14 kg/d for RFIG......, − 0.18 kg/d for ADFI, and 0.98% for LMP. Conclusions: The Bayesian methodology developed here enables prediction of breeding values for FCR and RFI from a single multi-variate model. In addition, we derived posterior distributions of direct and correlated responses to selection. Genetic parameter...

  11. Use of a Bayesian isotope mixing model to estimate proportional contributions of multiple nitrate sources in surface water

    International Nuclear Information System (INIS)

    Xue Dongmei; De Baets, Bernard; Van Cleemput, Oswald; Hennessy, Carmel; Berglund, Michael; Boeckx, Pascal

    2012-01-01

    To identify different NO 3 − sources in surface water and to estimate their proportional contribution to the nitrate mixture in surface water, a dual isotope and a Bayesian isotope mixing model have been applied for six different surface waters affected by agriculture, greenhouses in an agricultural area, and households. Annual mean δ 15 N–NO 3 − were between 8.0 and 19.4‰, while annual mean δ 18 O–NO 3 − were given by 4.5–30.7‰. SIAR was used to estimate the proportional contribution of five potential NO 3 − sources (NO 3 − in precipitation, NO 3 − fertilizer, NH 4 + in fertilizer and rain, soil N, and manure and sewage). SIAR showed that “manure and sewage” contributed highest, “soil N”, “NO 3 − fertilizer” and “NH 4 + in fertilizer and rain” contributed middle, and “NO 3 − in precipitation” contributed least. The SIAR output can be considered as a “fingerprint” for the NO 3 − source contributions. However, the wide range of isotope values observed in surface water and of the NO 3 − sources limit its applicability. - Highlights: ► The dual isotope approach (δ 15 N- and δ 18 O–NO 3 − ) identify dominant nitrate sources in 6 surface waters. ► The SIAR model estimate proportional contributions for 5 nitrate sources. ► SIAR is a reliable approach to assess temporal and spatial variations of different NO 3 − sources. ► The wide range of isotope values observed in surface water and of the nitrate sources limit its applicability. - This paper successfully applied a dual isotope approach and Bayesian isotopic mixing model to identify and quantify 5 potential nitrate sources in surface water.

  12. Modeling and Bayesian parameter estimation for shape memory alloy bending actuators

    Science.gov (United States)

    Crews, John H.; Smith, Ralph C.

    2012-04-01

    In this paper, we employ a homogenized energy model (HEM) for shape memory alloy (SMA) bending actuators. Additionally, we utilize a Bayesian method for quantifying parameter uncertainty. The system consists of a SMA wire attached to a flexible beam. As the actuator is heated, the beam bends, providing endoscopic motion. The model parameters are fit to experimental data using an ordinary least-squares approach. The uncertainty in the fit model parameters is then quantified using Markov Chain Monte Carlo (MCMC) methods. The MCMC algorithm provides bounds on the parameters, which will ultimately be used in robust control algorithms. One purpose of the paper is to test the feasibility of the Random Walk Metropolis algorithm, the MCMC method used here.

  13. Bayesian nonparametric estimation of continuous monotone functions with applications to dose-response analysis.

    Science.gov (United States)

    Bornkamp, Björn; Ickstadt, Katja

    2009-03-01

    In this article, we consider monotone nonparametric regression in a Bayesian framework. The monotone function is modeled as a mixture of shifted and scaled parametric probability distribution functions, and a general random probability measure is assumed as the prior for the mixing distribution. We investigate the choice of the underlying parametric distribution function and find that the two-sided power distribution function is well suited both from a computational and mathematical point of view. The model is motivated by traditional nonlinear models for dose-response analysis, and provides possibilities to elicitate informative prior distributions on different aspects of the curve. The method is compared with other recent approaches to monotone nonparametric regression in a simulation study and is illustrated on a data set from dose-response analysis.

  14. Bayesian analysis of multi-state data with individual covariates for estimating genetic effects on demography

    Science.gov (United States)

    Converse, Sarah J.; Royle, J. Andrew; Urbanek, Richard P.

    2012-01-01

    Inbreeding depression is frequently a concern of managers interested in restoring endangered species. Decisions to reduce the potential for inbreeding depression by balancing genotypic contributions to reintroduced populations may exact a cost on long-term demographic performance of the population if those decisions result in reduced numbers of animals released and/or restriction of particularly successful genotypes (i.e., heritable traits of particular family lines). As part of an effort to restore a migratory flock of Whooping Cranes (Grus americana) to eastern North America using the offspring of captive breeders, we obtained a unique dataset which includes post-release mark-recapture data, as well as the pedigree of each released individual. We developed a Bayesian formulation of a multi-state model to analyze radio-telemetry, band-resight, and dead recovery data on reintroduced individuals, in order to track survival and breeding state transitions. We used studbook-based individual covariates to examine the comparative evidence for and degree of effects of inbreeding, genotype, and genotype quality on post-release survival of reintroduced individuals. We demonstrate implementation of the Bayesian multi-state model, which allows for the integration of imperfect detection, multiple data types, random effects, and individual- and time-dependent covariates. Our results provide only weak evidence for an effect of the quality of an individual's genotype in captivity on post-release survival as well as for an effect of inbreeding on post-release survival. We plan to integrate our results into a decision-analytic modeling framework that can explicitly examine tradeoffs between the effects of inbreeding and the effects of genotype and demographic stochasticity on population establishment.

  15. Estimating micro area behavioural risk factor prevalence from large population-based surveys: a full Bayesian approach

    Directory of Open Access Journals (Sweden)

    L. Seliske

    2016-06-01

    Full Text Available Abstract Background An important public health goal is to decrease the prevalence of key behavioural risk factors, such as tobacco use and obesity. Survey information is often available at the regional level, but heterogeneity within large geographic regions cannot be assessed. Advanced spatial analysis techniques are demonstrated to produce sensible micro area estimates of behavioural risk factors that enable identification of areas with high prevalence. Methods A spatial Bayesian hierarchical model was used to estimate the micro area prevalence of current smoking and excess bodyweight for the Erie-St. Clair region in southwestern Ontario. Estimates were mapped for male and female respondents of five cycles of the Canadian Community Health Survey (CCHS. The micro areas were 2006 Census Dissemination Areas, with an average population of 400–700 people. Two individual-level models were specified: one controlled for survey cycle and age group (model 1, and one controlled for survey cycle, age group and micro area median household income (model 2. Post-stratification was used to derive micro area behavioural risk factor estimates weighted to the population structure. SaTScan analyses were conducted on the granular, postal-code level CCHS data to corroborate findings of elevated prevalence. Results Current smoking was elevated in two urban areas for both sexes (Sarnia and Windsor, and an additional small community (Chatham for males only. Areas of excess bodyweight were prevalent in an urban core (Windsor among males, but not females. Precision of the posterior post-stratified current smoking estimates was improved in model 2, as indicated by narrower credible intervals and a lower coefficient of variation. For excess bodyweight, both models had similar precision. Aggregation of the micro area estimates to CCHS design-based estimates validated the findings. Conclusions This is among the first studies to apply a full Bayesian model to complex

  16. A Bayesian inference approach: estimation of heat flux from fin for ...

    Indian Academy of Sciences (India)

    Harsha Kumar

    2018-04-16

    Apr 16, 2018 ... The effect of a-priori information on the estimated parameter is also addressed. .... approximation is incorporated to account for the density change as a linear .... estimation, hypothesis testing, decision making and selection of ...

  17. Estimation of spatially varying heat transfer coefficient from a flat plate with flush mounted heat sources using Bayesian inference

    Science.gov (United States)

    Jakkareddy, Pradeep S.; Balaji, C.

    2016-09-01

    This paper employs the Bayesian based Metropolis Hasting - Markov Chain Monte Carlo algorithm to solve inverse heat transfer problem of determining the spatially varying heat transfer coefficient from a flat plate with flush mounted discrete heat sources with measured temperatures at the bottom of the plate. The Nusselt number is assumed to be of the form Nu = aReb(x/l)c . To input reasonable values of ’a’ and ‘b’ into the inverse problem, first limited two dimensional conjugate convection simulations were done with Comsol. Based on the guidance from this different values of ‘a’ and ‘b’ are input to a computationally less complex problem of conjugate conduction in the flat plate (15mm thickness) and temperature distributions at the bottom of the plate which is a more convenient location for measuring the temperatures without disturbing the flow were obtained. Since the goal of this work is to demonstrate the eficiacy of the Bayesian approach to accurately retrieve ‘a’ and ‘b’, numerically generated temperatures with known values of ‘a’ and ‘b’ are treated as ‘surrogate’ experimental data. The inverse problem is then solved by repeatedly using the forward solutions together with the MH-MCMC aprroach. To speed up the estimation, the forward model is replaced by an artificial neural network. The mean, maximum-a-posteriori and standard deviation of the estimated parameters ‘a’ and ‘b’ are reported. The robustness of the proposed method is examined, by synthetically adding noise to the temperatures.

  18. Bayesian seismic inversion based on rock-physics prior modeling for the joint estimation of acoustic impedance, porosity and lithofacies

    Energy Technology Data Exchange (ETDEWEB)

    Passos de Figueiredo, Leandro, E-mail: leandrop.fgr@gmail.com [Physics Department, Federal University of Santa Catarina, Florianópolis (Brazil); Grana, Dario [Department of Geology and Geophysics, University of Wyoming, Laramie (United States); Santos, Marcio; Figueiredo, Wagner [Physics Department, Federal University of Santa Catarina, Florianópolis (Brazil); Roisenberg, Mauro [Informatic and Statistics Department, Federal University of Santa Catarina, Florianópolis (Brazil); Schwedersky Neto, Guenther [Petrobras Research Center, Rio de Janeiro (Brazil)

    2017-05-01

    We propose a Bayesian approach for seismic inversion to estimate acoustic impedance, porosity and lithofacies within the reservoir conditioned to post-stack seismic and well data. The link between elastic and petrophysical properties is given by a joint prior distribution for the logarithm of impedance and porosity, based on a rock-physics model. The well conditioning is performed through a background model obtained by well log interpolation. Two different approaches are presented: in the first approach, the prior is defined by a single Gaussian distribution, whereas in the second approach it is defined by a Gaussian mixture to represent the well data multimodal distribution and link the Gaussian components to different geological lithofacies. The forward model is based on a linearized convolutional model. For the single Gaussian case, we obtain an analytical expression for the posterior distribution, resulting in a fast algorithm to compute the solution of the inverse problem, i.e. the posterior distribution of acoustic impedance and porosity as well as the facies probability given the observed data. For the Gaussian mixture prior, it is not possible to obtain the distributions analytically, hence we propose a Gibbs algorithm to perform the posterior sampling and obtain several reservoir model realizations, allowing an uncertainty analysis of the estimated properties and lithofacies. Both methodologies are applied to a real seismic dataset with three wells to obtain 3D models of acoustic impedance, porosity and lithofacies. The methodologies are validated through a blind well test and compared to a standard Bayesian inversion approach. Using the probability of the reservoir lithofacies, we also compute a 3D isosurface probability model of the main oil reservoir in the studied field.

  19. Bayesian Estimation of Source Parameters and Associated Coulomb Failure Stress Changes for the 2005 Fukuoka (Japan) Earthquake

    KAUST Repository

    Dutta, Rishabh

    2017-12-20

    Several researchers have studied the source parameters of the 2005 Fukuoka (northwestern Kyushu Island, Japan) earthquake (MW 6.6) using teleseismic, strong motion and geodetic data. However, in all previous studies, errors of the estimated fault solutions have been neglected, making it impossible to assess the reliability of the reported solutions. We use Bayesian inference to estimate the location, geometry and slip parameters of the fault and their uncertainties using Interferometric Synthetic Aperture Radar (InSAR) and Global Positioning System (GPS) data. The offshore location of the earthquake makes the fault parameter estimation challenging, with geodetic data coverage mostly to the southeast of the earthquake. To constrain the fault parameters, we use a priori constraints on the magnitude of the earthquake and the location of the fault with respect to the aftershock distribution and find that the estimated fault slip ranges from 1.5 m to 2.5 m with decreasing probability. The marginal distributions of the source parameters show that the location of the western end of the fault is poorly constrained by the data whereas that of the eastern end, located closer to the shore, is better resolved. We propagate the uncertainties of the fault model and calculate the variability of Coulomb failure stress changes for the nearby Kego fault, located directly below Fukuoka city, showing that the mainshock increased stress on the fault and brought it closer to failure.

  20. Bayesian estimation of source parameters and associated Coulomb failure stress changes for the 2005 Fukuoka (Japan) Earthquake

    Science.gov (United States)

    Dutta, Rishabh; Jónsson, Sigurjón; Wang, Teng; Vasyura-Bathke, Hannes

    2018-04-01

    Several researchers have studied the source parameters of the 2005 Fukuoka (northwestern Kyushu Island, Japan) earthquake (Mw 6.6) using teleseismic, strong motion and geodetic data. However, in all previous studies, errors of the estimated fault solutions have been neglected, making it impossible to assess the reliability of the reported solutions. We use Bayesian inference to estimate the location, geometry and slip parameters of the fault and their uncertainties using Interferometric Synthetic Aperture Radar and Global Positioning System data. The offshore location of the earthquake makes the fault parameter estimation challenging, with geodetic data coverage mostly to the southeast of the earthquake. To constrain the fault parameters, we use a priori constraints on the magnitude of the earthquake and the location of the fault with respect to the aftershock distribution and find that the estimated fault slip ranges from 1.5 to 2.5 m with decreasing probability. The marginal distributions of the source parameters show that the location of the western end of the fault is poorly constrained by the data whereas that of the eastern end, located closer to the shore, is better resolved. We propagate the uncertainties of the fault model and calculate the variability of Coulomb failure stress changes for the nearby Kego fault, located directly below Fukuoka city, showing that the main shock increased stress on the fault and brought it closer to failure.

  1. Applied tensor stereology

    DEFF Research Database (Denmark)

    Ziegel, Johanna; Nyengaard, Jens Randel; Jensen, Eva B. Vedel

    In the present paper, statistical procedures for estimating shape and orientation of arbitrary three-dimensional particles are developed. The focus of this work is on the case where the particles cannot be observed directly, but only via sections. Volume tensors are used for describing particle s...

  2. Combining Volcano Monitoring Timeseries Analyses with Bayesian Belief Networks to Update Hazard Forecast Estimates

    Science.gov (United States)

    Odbert, Henry; Hincks, Thea; Aspinall, Willy

    2015-04-01

    Volcanic hazard assessments must combine information about the physical processes of hazardous phenomena with observations that indicate the current state of a volcano. Incorporating both these lines of evidence can inform our belief about the likelihood (probability) and consequences (impact) of possible hazardous scenarios, forming a basis for formal quantitative hazard assessment. However, such evidence is often uncertain, indirect or incomplete. Approaches to volcano monitoring have advanced substantially in recent decades, increasing the variety and resolution of multi-parameter timeseries data recorded at volcanoes. Interpreting these multiple strands of parallel, partial evidence thus becomes increasingly complex. In practice, interpreting many timeseries requires an individual to be familiar with the idiosyncrasies of the volcano, monitoring techniques, configuration of recording instruments, observations from other datasets, and so on. In making such interpretations, an individual must consider how different volcanic processes may manifest as measureable observations, and then infer from the available data what can or cannot be deduced about those processes. We examine how parts of this process may be synthesised algorithmically using Bayesian inference. Bayesian Belief Networks (BBNs) use probability theory to treat and evaluate uncertainties in a rational and auditable scientific manner, but only to the extent warranted by the strength of the available evidence. The concept is a suitable framework for marshalling multiple strands of evidence (e.g. observations, model results and interpretations) and their associated uncertainties in a methodical manner. BBNs are usually implemented in graphical form and could be developed as a tool for near real-time, ongoing use in a volcano observatory, for example. We explore the application of BBNs in analysing volcanic data from the long-lived eruption at Soufriere Hills Volcano, Montserrat. We show how our method

  3. Bayesian Probability Theory

    Science.gov (United States)

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

    2014-06-01

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

  4. Bayesian Estimation of the Active Concentration and Affinity Constants Using Surface Plasmon Resonance Technology.

    Directory of Open Access Journals (Sweden)

    Feng Feng

    Full Text Available Surface plasmon resonance (SPR has previously been employed to measure the active concentration of analyte in addition to the kinetic rate constants in molecular binding reactions. Those approaches, however, have a few restrictions. In this work, a Bayesian approach is developed to determine both active concentration and affinity constants using SPR technology. With the appropriate prior probabilities on the parameters and a derived likelihood function, a Markov Chain Monte Carlo (MCMC algorithm is applied to compute the posterior probability densities of both the active concentration and kinetic rate constants based on the collected SPR data. Compared with previous approaches, ours exploits information from the duration of the process in its entirety, including both association and dissociation phases, under partial mass transport conditions; do not depend on calibration data; multiple injections of analyte at varying flow rates are not necessary. Finally the method is validated by analyzing both simulated and experimental datasets. A software package implementing our approach is developed with a user-friendly interface and made freely available.

  5. Bayesian Estimation of the Scale Parameter of Inverse Weibull Distribution under the Asymmetric Loss Functions

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    Farhad Yahgmaei

    2013-01-01

    Full Text Available This paper proposes different methods of estimating the scale parameter in the inverse Weibull distribution (IWD. Specifically, the maximum likelihood estimator of the scale parameter in IWD is introduced. We then derived the Bayes estimators for the scale parameter in IWD by considering quasi, gamma, and uniform priors distributions under the square error, entropy, and precautionary loss functions. Finally, the different proposed estimators have been compared by the extensive simulation studies in corresponding the mean square errors and the evolution of risk functions.

  6. Reducing Monte Carlo error in the Bayesian estimation of risk ratios using log-binomial regression models.

    Science.gov (United States)

    Salmerón, Diego; Cano, Juan A; Chirlaque, María D

    2015-08-30

    In cohort studies, binary outcomes are very often analyzed by logistic regression. However, it is well known that when the goal is to estimate a risk ratio, the logistic regression is inappropriate if the outcome is common. In these cases, a log-binomial regression model is preferable. On the other hand, the estimation of the regression coefficients of the log-binomial model is difficult owing to the constraints that must be imposed on these coefficients. Bayesian methods allow a straightforward approach for log-binomial regression models and produce smaller mean squared errors in the estimation of risk ratios than the frequentist methods, and the posterior inferences can be obtained using the software WinBUGS. However, Markov chain Monte Carlo methods implemented in WinBUGS can lead to large Monte Carlo errors in the approximations to the posterior inferences because they produce correlated simulations, and the accuracy of the approximations are inversely related to this correlation. To reduce correlation and to improve accuracy, we propose a reparameterization based on a Poisson model and a sampling algorithm coded in R. Copyright © 2015 John Wiley & Sons, Ltd.

  7. Examination of a muscular activity estimation model using a Bayesian network for the influence of an ankle foot orthosis.

    Science.gov (United States)

    Inoue, Jun; Kawamura, Kazuya; Fujie, Masakatsu G

    2012-01-01

    In the present paper, we examine the appropriateness of a new model to examine the activity of the foot in gait. We developed an estimation model for foot-ankle muscular activity in the design of an ankle-foot orthosis by means of a statistical method. We chose three muscles for measuring muscular activity and built a Bayesian network model to confirm the appropriateness of the estimation model. We experimentally examined the normal gait of a non-disabled subject. We measured the muscular activity of the lower foot muscles using electromyography, the joint angles, and the pressure on each part of the sole. From these data, we obtained the causal relationship at every 10% level for these factors and built models for the stance phase, control term, and propulsive term. Our model has three advantages. First, it can express the influences that change during gait because we use 10% level nodes for each factor. Second, it can express the influences of factors that differ for low and high muscular-activity levels. Third, we created divided models that are able to reflect the actual features of gait. In evaluating the new model, we confirmed it is able to estimate all muscular activity level with an accuracy of over 90%.

  8. How robust are the estimated effects of air pollution on health? Accounting for model uncertainty using Bayesian model averaging.

    Science.gov (United States)

    Pannullo, Francesca; Lee, Duncan; Waclawski, Eugene; Leyland, Alastair H

    2016-08-01

    The long-term impact of air pollution on human health can be estimated from small-area ecological studies in which the health outcome is regressed against air pollution concentrations and other covariates, such as socio-economic deprivation. Socio-economic deprivation is multi-factorial and difficult to measure, and includes aspects of income, education, and housing as well as others. However, these variables are potentially highly correlated, meaning one can either create an overall deprivation index, or use the individual characteristics, which can result in a variety of pollution-health effects. Other aspects of model choice may affect the pollution-health estimate, such as the estimation of pollution, and spatial autocorrelation model. Therefore, we propose a Bayesian model averaging approach to combine the results from multiple statistical models to produce a more robust representation of the overall pollution-health effect. We investigate the relationship between nitrogen dioxide concentrations and cardio-respiratory mortality in West Central Scotland between 2006 and 2012. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

  9. Bayesian probability estimates are not necessary to make choices satisfying Bayes’ rule in elementary situations

    Science.gov (United States)

    Domurat, Artur; Kowalczuk, Olga; Idzikowska, Katarzyna; Borzymowska, Zuzanna; Nowak-Przygodzka, Marta

    2015-01-01

    This paper has two aims. First, we investigate how often people make choices conforming to Bayes’ rule when natural sampling is applied. Second, we show that using Bayes’ rule is not necessary to make choices satisfying Bayes’ rule. Simpler methods, even fallacious heuristics, might prescribe correct choices reasonably often under specific circumstances. We considered elementary situations with binary sets of hypotheses and data. We adopted an ecological approach and prepared two-stage computer tasks resembling natural sampling. Probabilistic relations were inferred from a set of pictures, followed by a choice which was made to maximize the chance of a preferred outcome. Use of Bayes’ rule was deduced indirectly from choices. Study 1 used a stratified sample of N = 60 participants equally distributed with regard to gender and type of education (humanities vs. pure sciences). Choices satisfying Bayes’ rule were dominant. To investigate ways of making choices more directly, we replicated Study 1, adding a task with a verbal report. In Study 2 (N = 76) choices conforming to Bayes’ rule dominated again. However, the verbal reports revealed use of a new, non-inverse rule, which always renders correct choices, but is easier than Bayes’ rule to apply. It does not require inversion of conditions [transforming P(H) and P(D|H) into P(H|D)] when computing chances. Study 3 examined the efficiency of three fallacious heuristics (pre-Bayesian, representativeness, and evidence-only) in producing choices concordant with Bayes’ rule. Computer-simulated scenarios revealed that the heuristics produced correct choices reasonably often under specific base rates and likelihood ratios. Summing up we conclude that natural sampling results in most choices conforming to Bayes’ rule. However, people tend to replace Bayes’ rule with simpler methods, and even use of fallacious heuristics may be satisfactorily efficient. PMID:26347676

  10. Bayesian probability estimates are not necessary to make choices satisfying Bayes’ rule in elementary situations

    Directory of Open Access Journals (Sweden)

    Artur eDomurat

    2015-08-01

    Full Text Available This paper has two aims. First, we investigate how often people make choices conforming to Bayes’ rule when natural sampling is applied. Second, we show that using Bayes’ rule is not necessary to make choices satisfying Bayes’ rule. Simpler methods, even fallacious heuristics, might prescribe correct choices reasonably often under specific circumstances. We considered elementary situations with binary sets of hypotheses and data. We adopted an ecological approach and prepared two-stage computer tasks resembling natural sampling. Probabilistic relations were to be inferred from a set of pictures, followed by a choice between the data which was made to maximize a chance for a preferred outcome. Using Bayes’ rule was deduced indirectly from choices.Study 1 (N=60 followed a 2 (gender: female vs. male x 2 (education: humanities vs. pure sciences between-subjects factorial design with balanced cells, and a number of correct choices as a dependent variable. Choices satisfying Bayes’ rule were dominant. To investigate ways of making choices more directly, we replicated Study 1, adding a task with a verbal report. In Study 2 (N=76 choices conforming to Bayes’ rule dominated again. However, the verbal reports revealed use of a new, non-inverse rule, which always renders correct choices, but is easier than Bayes’ rule to apply. It does not require inversing conditions (transforming P(H and P(D|H into P(H|D when computing chances. Study 3 examined efficiency of the three fallacious heuristics (pre-Bayesian, representativeness, and evidence-only in producing choices concordant with Bayes’ rule. Computer-simulated scenarios revealed that the heuristics produce correct choices reasonably often under specific base rates and likelihood ratios. Summing up we conclude that natural sampling leads to most choices conforming to Bayes’ rule. However, people tend to replace Bayes’ rule with simpler methods, and even use of fallacious heuristics may

  11. Bayesian Mediation Analysis

    Science.gov (United States)

    Yuan, Ying; MacKinnon, David P.

    2009-01-01

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

  12. A Model-Based Bayesian Estimation of the Rate of Evolution of VNTR Loci in Mycobacterium tuberculosis

    Science.gov (United States)

    Aandahl, R. Zachariah; Reyes, Josephine F.; Sisson, Scott A.; Tanaka, Mark M.

    2012-01-01

    Variable numbers of tandem repeats (VNTR) typing is widely used for studying the bacterial cause of tuberculosis. Knowledge of the rate of mutation of VNTR loci facilitates the study of the evolution and epidemiology of Mycobacterium tuberculosis. Previous studies have applied population genetic models to estimate the mutation rate, leading to estimates varying widely from around to per locus per year. Resolving this issue using more detailed models and statistical methods would lead to improved inference in the molecular epidemiology of tuberculosis. Here, we use a model-based approach that incorporates two alternative forms of a stepwise mutation process for VNTR evolution within an epidemiological model of disease transmission. Using this model in a Bayesian framework we estimate the mutation rate of VNTR in M. tuberculosis from four published data sets of VNTR profiles from Albania, Iran, Morocco and Venezuela. In the first variant, the mutation rate increases linearly with respect to repeat numbers (linear model); in the second, the mutation rate is constant across repeat numbers (constant model). We find that under the constant model, the mean mutation rate per locus is (95% CI: ,)and under the linear model, the mean mutation rate per locus per repeat unit is (95% CI: ,). These new estimates represent a high rate of mutation at VNTR loci compared to previous estimates. To compare the two models we use posterior predictive checks to ascertain which of the two models is better able to reproduce the observed data. From this procedure we find that the linear model performs better than the constant model. The general framework we use allows the possibility of extending the analysis to more complex models in the future. PMID:22761563

  13. Estimating temporal trend in the presence of spatial complexity: a Bayesian hierarchical model for a wetland plant population undergoing restoration.

    Directory of Open Access Journals (Sweden)

    Thomas J Rodhouse

    Full Text Available Monitoring programs that evaluate restoration and inform adaptive management are important for addressing environmental degradation. These efforts may be well served by spatially explicit hierarchical approaches to modeling because of unavoidable spatial structure inherited from past land use patterns and other factors. We developed bayesian hierarchical models to estimate trends from annual density counts observed in a spatially structured wetland forb (Camassia quamash [camas] population following the cessation of grazing and mowing on the study area, and in a separate reference population of camas. The restoration site was bisected by roads and drainage ditches, resulting in distinct subpopulations ("zones" with different land use histories. We modeled this spatial structure by fitting zone-specific intercepts and slopes. We allowed spatial covariance parameters in the model to vary by zone, as in stratified kriging, accommodating anisotropy and improving computation and biological interpretation. Trend estimates provided evidence of a positive effect of passive restoration, and the strength of evidence was influenced by the amount of spatial structure in the model. Allowing trends to vary among zones and accounting for topographic heterogeneity increased precision of trend estimates. Accounting for spatial autocorrelation shifted parameter coefficients in ways that varied among zones depending on strength of statistical shrinkage, autocorrelation and topographic heterogeneity--a phenomenon not widely described. Spatially explicit estimates of trend from hierarchical models will generally be more useful to land managers than pooled regional estimates and provide more realistic assessments of uncertainty. The ability to grapple with historical contingency is an appealing benefit of this approach.

  14. BAYESIAN ESTIMATION OF THE SHAPE PARAMETER OF THE GENERALISED EXPONENTIAL DISTRIBUTION UNDER DIFFERENT LOSS FUNCTIONS

    Directory of Open Access Journals (Sweden)

    SANKU DEY

    2010-11-01

    Full Text Available The generalized exponential (GE distribution proposed by Gupta and Kundu (1999 is an important lifetime distribution in survival analysis. In this article, we propose to obtain Bayes estimators and its associated risk based on a class of  non-informative prior under the assumption of three loss functions, namely, quadratic loss function (QLF, squared log-error loss function (SLELF and general entropy loss function (GELF. The motivation is to explore the most appropriate loss function among these three loss functions. The performances of the estimators are, therefore, compared on the basis of their risks obtained under QLF, SLELF and GELF separately. The relative efficiency of the estimators is also obtained. Finally, Monte Carlo simulations are performed to compare the performances of the Bayes estimates under different situations.

  15. Period-dependent source rupture behavior of the 2011 Tohoku earthquake estimated by multi period-band Bayesian waveform inversion

    Science.gov (United States)

    Kubo, H.; Asano, K.; Iwata, T.; Aoi, S.

    2014-12-01

    Previous studies for the period-dependent source characteristics of the 2011 Tohoku earthquake (e.g., Koper et al., 2011; Lay et al., 2012) were based on the short and long period source models using different method. Kubo et al. (2013) obtained source models of the 2011 Tohoku earthquake using multi period-bands waveform data by a common inversion method and discussed its period-dependent source characteristics. In this study, to achieve more in detail spatiotemporal source rupture behavior of this event, we introduce a new fault surface model having finer sub-fault size and estimate the source models in multi period-bands using a Bayesian inversion method combined with a multi-time-window method. Three components of velocity waveforms at 25 stations of K-NET, KiK-net, and F-net of NIED are used in this analysis. The target period band is 10-100 s. We divide this period band into three period bands (10-25 s, 25-50 s, and 50-100 s) and estimate a kinematic source model in each period band using a Bayesian inversion method with MCMC sampling (e.g., Fukuda & Johnson, 2008; Minson et al., 2013, 2014). The parameterization of spatiotemporal slip distribution follows the multi-time-window method (Hartzell & Heaton, 1983). The Green's functions are calculated by the 3D FDM (GMS; Aoi & Fujiwara, 1999) using a 3D velocity structure model (JIVSM; Koketsu et al., 2012). The assumed fault surface model is based on the Pacific plate boundary of JIVSM and is divided into 384 subfaults of about 16 * 16 km^2. The estimated source models in multi period-bands show the following source image: (1) First deep rupture off Miyagi at 0-60 s toward down-dip mostly radiating relatively short period (10-25 s) seismic waves. (2) Shallow rupture off Miyagi at 45-90 s toward up-dip with long duration radiating long period (50-100 s) seismic wave. (3) Second deep rupture off Miyagi at 60-105 s toward down-dip radiating longer period seismic waves then that of the first deep rupture. (4) Deep

  16. Estimation of canine Leishmania infection prevalence in six cities of the Algerian littoral zone using a Bayesian approach.

    Directory of Open Access Journals (Sweden)

    Amel Adel

    Full Text Available A large-scale study on canine Leishmania infection (CanL was conducted in six localities along a west-east transect in the Algerian littoral zone (Tlemcen, Mostaganem, Tipaza, Boumerdes, Bejaia, Jijel and covering two sampling periods. In total 2,184 dogs were tested with an indirect fluorescent antibody test (IFAT and a direct agglutination test (DAT. Combined multiple-testing and several statistical methods were compared to estimate the CanL true prevalence and tests characteristics (sensitivity and specificity. The Bayesian full model showed the best fit and yielded prevalence estimates between 11% (Mostaganem, first period and 38% (Bejaia, second period. Sensitivity of IFAT varied (in function of locality between 86% and 88% while its specificity varied between 65% and 87%. DAT was less sensitive than IFAT but showed a higher specificity (between 80% and 95% in function of locality or/and season. A general increasing trend of the CanL prevalence was noted from west to east. A concordance between the present results and the incidence of human cases of visceral leishmaniasis was observed, where also a maximum was recorded for Bejaia. The results of the present study highlight the dangers when using IFAT as a gold standard.

  17. A Bayesian phylogenetic approach to estimating the stability of linguistic features and the genetic biasing of tone.

    Science.gov (United States)

    Dediu, Dan

    2011-02-07

    Language is a hallmark of our species and understanding linguistic diversity is an area of major interest. Genetic factors influencing the cultural transmission of language provide a powerful and elegant explanation for aspects of the present day linguistic diversity and a window into the emergence and evolution of language. In particular, it has recently been proposed that linguistic tone-the usage of voice pitch to convey lexical and grammatical meaning-is biased by two genes involved in brain growth and development, ASPM and Microcephalin. This hypothesis predicts that tone is a stable characteristic of language because of its 'genetic anchoring'. The present paper tests this prediction using a Bayesian phylogenetic framework applied to a large set of linguistic features and language families, using multiple software implementations, data codings, stability estimations, linguistic classifications and outgroup choices. The results of these different methods and datasets show a large agreement, suggesting that this approach produces reliable estimates of the stability of linguistic data. Moreover, linguistic tone is found to be stable across methods and datasets, providing suggestive support for the hypothesis of genetic influences on its distribution.

  18. An extended Kalman filter approach to non-stationary Bayesian estimation of reduced-order vocal fold model parameters.

    Science.gov (United States)

    Hadwin, Paul J; Peterson, Sean D

    2017-04-01

    The Bayesian framework for parameter inference provides a basis from which subject-specific reduced-order vocal fold models can be generated. Previously, it has been shown that a particle filter technique is capable of producing estimates and associated credibility intervals of time-varying reduced-order vocal fold model parameters. However, the particle filter approach is difficult to implement and has a high computational cost, which can be barriers to clinical adoption. This work presents an alternative estimation strategy based upon Kalman filtering aimed at reducing the computational cost of subject-specific model development. The robustness of this approach to Gaussian and non-Gaussian noise is discussed. The extended Kalman filter (EKF) approach is found to perform very well in comparison with the particle filter technique at dramatically lower computational cost. Based upon the test cases explored, the EKF is comparable in terms of accuracy to the particle filter technique when greater than 6000 particles are employed; if less particles are employed, the EKF actually performs better. For comparable levels of accuracy, the solution time is reduced by 2 orders of magnitude when employing the EKF. By virtue of the approximations used in the EKF, however, the credibility intervals tend to be slightly underpredicted.

  19. Toward an enhanced Bayesian estimation framework for multiphase flow soft-sensing

    International Nuclear Information System (INIS)

    Luo, Xiaodong; Lorentzen, Rolf J; Stordal, Andreas S; Nævdal, Geir

    2014-01-01

    In this work the authors study the multiphase flow soft-sensing problem based on a previously established framework. There are three functional modules in this framework, namely, a transient well flow model that describes the response of certain physical variables in a well, for instance, temperature, velocity and pressure, to the flow rates entering and leaving the well zones; a Markov jump process that is designed to capture the potential abrupt changes in the flow rates; and an estimation method that is adopted to estimate the underlying flow rates based on the measurements from the physical sensors installed in the well. In the previous studies, the variances of the flow rates in the Markov jump process are chosen manually. To fill this gap, in the current work two automatic approaches are proposed in order to optimize the variance estimation. Through a numerical example, we show that, when the estimation framework is used in conjunction with these two proposed variance-estimation approaches, it can achieve reasonable performance in terms of matching both the measurements of the physical sensors and the true underlying flow rates. (paper)

  20. Estimating the burden of malaria in Senegal: Bayesian zero-inflated binomial geostatistical modeling of the MIS 2008 data.

    Directory of Open Access Journals (Sweden)

    Federica Giardina

    Full Text Available The Research Center for Human Development in Dakar (CRDH with the technical assistance of ICF Macro and the National Malaria Control Programme (NMCP conducted in 2008/2009 the Senegal Malaria Indicator Survey (SMIS, the first nationally representative household survey collecting parasitological data and malaria-related indicators. In this paper, we present spatially explicit parasitaemia risk estimates and number of infected children below 5 years. Geostatistical Zero-Inflated Binomial models (ZIB were developed to take into account the large number of zero-prevalence survey locations (70% in the data. Bayesian variable selection methods were incorporated within a geostatistical framework in order to choose the best set of environmental and climatic covariates associated with the parasitaemia risk. Model validation confirmed that the ZIB model had a better predictive ability than the standard Binomial analogue. Markov chain Monte Carlo (MCMC methods were used for inference. Several insecticide treated nets (ITN coverage indicators were calculated to assess the effectiveness of interventions. After adjusting for climatic and socio-economic factors, the presence of at least one ITN per every two household members and living in urban areas reduced the odds of parasitaemia by 86% and 81% respectively. Posterior estimates of the ORs related to the wealth index show a decreasing trend with the quintiles. Infection odds appear to be increasing with age. The population-adjusted prevalence ranges from 0.12% in Thillé-Boubacar to 13.1% in Dabo. Tambacounda has the highest population-adjusted predicted prevalence (8.08% whereas the region with the highest estimated number of infected children under the age of 5 years is Kolda (13940. The contemporary map and estimates of malaria burden identify the priority areas for future control interventions and provide baseline information for monitoring and evaluation. Zero-Inflated formulations are more appropriate

  1. CONTROL BASED ON NUMERICAL METHODS AND RECURSIVE BAYESIAN ESTIMATION IN A CONTINUOUS ALCOHOLIC FERMENTATION PROCESS

    Directory of Open Access Journals (Sweden)

    Olga L. Quintero

    Full Text Available Biotechnological processes represent a challenge in the control field, due to their high nonlinearity. In particular, continuous alcoholic fermentation from Zymomonas mobilis (Z.m presents a significant challenge. This bioprocess has high ethanol performance, but it exhibits an oscillatory behavior in process variables due to the influence of inhibition dynamics (rate of ethanol concentration over biomass, substrate, and product concentrations. In this work a new solution for control of biotechnological variables in the fermentation process is proposed, based on numerical methods and linear algebra. In addition, an improvement to a previously reported state estimator, based on particle filtering techniques, is used in the control loop. The feasibility estimator and its performance are demonstrated in the proposed control loop. This methodology makes it possible to develop a controller design through the use of dynamic analysis with a tested biomass estimator in Z.m and without the use of complex calculations.

  2. Bayesian estimates of male and female African lion mortality for future use in population management

    DEFF Research Database (Denmark)

    Barthold, Julia A; Loveridge, Andrew; Macdonald, David

    2016-01-01

    1. The global population size of African lions is plummeting, and many small fragmented populations face local extinction. Extinction risks are amplified through the common practice of trophy hunting for males, which makes setting sustainable hunting quotas a vital task. 2. Various demographic...... models evaluate consequences of hunting on lion population growth. However, none of the models use unbiased estimates of male age-specific mortality because such estimates do not exist. Until now, estimating mortality from resighting records of marked males has been impossible due to the uncertain fates...... of disappeared individuals: dispersal or death. 3. We develop a new method and infer mortality for male and female lions from two popula- tions that are typical with respect to their experienced levels of human impact. 4. We found that mortality of both sexes differed between the populations and that males had...

  3. Bayesian Estimation Of Shift Point In Poisson Model Under Asymmetric Loss Functions

    Directory of Open Access Journals (Sweden)

    uma srivastava

    2012-01-01

    Full Text Available The paper deals with estimating  shift point which occurs in any sequence of independent observations  of Poisson model in statistical process control. This shift point occurs in the sequence when  i.e. m  life data are observed. The Bayes estimator on shift point 'm' and before and after shift process means are derived for symmetric and asymmetric loss functions under informative and non informative priors. The sensitivity analysis of Bayes estimators are carried out by simulation and numerical comparisons with  R-programming. The results shows the effectiveness of shift in sequence of Poisson disribution .

  4. Bayesian methods for meta-analysis of causal relationships estimated using genetic instrumental variables

    DEFF Research Database (Denmark)

    Burgess, Stephen; Thompson, Simon G; Thompson, Grahame

    2010-01-01

    Genetic markers can be used as instrumental variables, in an analogous way to randomization in a clinical trial, to estimate the causal relationship between a phenotype and an outcome variable. Our purpose is to extend the existing methods for such Mendelian randomization studies to the context o...

  5. Refining mortality estimates in shark demographic analyses: a Bayesian inverse matrix approach.

    Science.gov (United States)

    Smart, Jonathan J; Punt, André E; White, William T; Simpfendorfer, Colin A

    2018-01-18

    Leslie matrix models are an important analysis tool in conservation biology that are applied to a diversity of taxa. The standard approach estimates the finite rate of population growth (λ) from a set of vital rates. In some instances, an estimate of λ is available, but the vital rates are poorly understood and can be solved for using an inverse matrix approach. However, these approaches are rarely attempted due to prerequisites of information on the structure of age or stage classes. This study addressed this issue by using a combination of Monte Carlo simulations and the sample-importance-resampling (SIR) algorithm to solve the inverse matrix problem without data on population structure. This approach was applied to the grey reef shark (Carcharhinus amblyrhynchos) from the Great Barrier Reef (GBR) in Australia to determine the demography of this population. Additionally, these outputs were applied to another heavily fished population from Papua New Guinea (PNG) that requires estimates of λ for fisheries management. The SIR analysis determined that natural mortality (M) and total mortality (Z) based on indirect methods have previously been overestimated for C. amblyrhynchos, leading to an underestimated λ. The updated Z distributions determined using SIR provided λ estimates that matched an empirical λ for the GBR population and corrected obvious error in the demographic parameters for the PNG population. This approach provides opportunity for the inverse matrix approach to be applied more broadly to situations where information on population structure is lacking. © 2018 by the Ecological Society of America.

  6. Bayesian estimation of shrubs diversity in rangelands under two management systems in northern Syria

    NARCIS (Netherlands)

    Niane, A.A.; Singh, M.; Struik, P.C.

    2014-01-01

    The diversity of shrubs in rangelands of northern Syria is affected by the grazing management systems restricted by the increase in human and livestock populations. To describe and estimate diversity and compare the rangeland grazing management treatments, two popular indices for diversity, the

  7. Multinomial Logistic Regression & Bootstrapping for Bayesian Estimation of Vertical Facies Prediction in Heterogeneous Sandstone Reservoirs

    Science.gov (United States)

    Al-Mudhafar, W. J.

    2013-12-01

    Precisely prediction of rock facies leads to adequate reservoir characterization by improving the porosity-permeability relationships to estimate the properties in non-cored intervals. It also helps to accurately identify the spatial facies distribution to perform an accurate reservoir model for optimal future reservoir performance. In this paper, the facies estimation has been done through Multinomial logistic regression (MLR) with respect to the well logs and core data in a well in upper sandstone formation of South Rumaila oil field. The entire independent variables are gamma rays, formation density, water saturation, shale volume, log porosity, core porosity, and core permeability. Firstly, Robust Sequential Imputation Algorithm has been considered to impute the missing data. This algorithm starts from a complete subset of the dataset and estimates sequentially the missing values in an incomplete observation by minimizing the determinant of the covariance of the augmented data matrix. Then, the observation is added to the complete data matrix and the algorithm continues with the next observation with missing values. The MLR has been chosen to estimate the maximum likelihood and minimize the standard error for the nonlinear relationships between facies & core and log data. The MLR is used to predict the probabilities of the different possible facies given each independent variable by constructing a linear predictor function having a set of weights that are linearly combined with the independent variables by using a dot product. Beta distribution of facies has been considered as prior knowledge and the resulted predicted probability (posterior) has been estimated from MLR based on Baye's theorem that represents the relationship between predicted probability (posterior) with the conditional probability and the prior knowledge. To assess the statistical accuracy of the model, the bootstrap should be carried out to estimate extra-sample prediction error by randomly

  8. Fast Estimation of Expected Information Gain for Bayesian Experimental Design Based on Laplace Approximation

    KAUST Repository

    Long, Quan; Scavino, Marco; Tempone, Raul; Wang, Suojin

    2014-01-01

    Shannon-type expected information gain is an important utility in evaluating the usefulness of a proposed experiment that involves uncertainty. Its estimation, however, cannot rely solely on Monte Carlo sampling methods, that are generally too computationally expensive for realistic physical models, especially for those involving the solution of stochastic partial differential equations. In this work we present a new methodology, based on the Laplace approximation of the posterior probability density function, to accelerate the estimation of expected information gain in the model parameters and predictive quantities of interest. Furthermore, in order to deal with the issue of dimensionality in a complex problem, we use sparse quadratures for the integration over the prior. We show the accuracy and efficiency of the proposed method via several nonlinear numerical examples, including a single parameter design of one dimensional cubic polynomial function and the current pattern for impedance tomography.

  9. Fast Estimation of Expected Information Gain for Bayesian Experimental Design Based on Laplace Approximation

    KAUST Repository

    Long, Quan

    2014-01-06

    Shannon-type expected information gain is an important utility in evaluating the usefulness of a proposed experiment that involves uncertainty. Its estimation, however, cannot rely solely on Monte Carlo sampling methods, that are generally too computationally expensive for realistic physical models, especially for those involving the solution of stochastic partial differential equations. In this work we present a new methodology, based on the Laplace approximation of the posterior probability density function, to accelerate the estimation of expected information gain in the model parameters and predictive quantities of interest. Furthermore, in order to deal with the issue of dimensionality in a complex problem, we use sparse quadratures for the integration over the prior. We show the accuracy and efficiency of the proposed method via several nonlinear numerical examples, including a single parameter design of one dimensional cubic polynomial function and the current pattern for impedance tomography.

  10. 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.

  11. Sequential estimation and diffusion of information over networks: A Bayesian approach with exponential family of distributions

    Czech Academy of Sciences Publication Activity Database

    Dedecius, Kamil; Djurić, P. M.

    2017-01-01

    Roč. 65, č. 7 (2017), s. 1795-1809 ISSN 1053-587X R&D Projects: GA ČR(CZ) GP14-06678P Institutional support: RVO:67985556 Keywords : diffusion network * diffusion estimation * adaptation * combination * exponential family Subject RIV: BD - Theory of Information OBOR OECD: Applied mathematics Impact factor: 4.300, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/dedecius-0467560.pdf

  12. A new Bayesian model applied to cytogenetic partial body irradiation estimation

    International Nuclear Information System (INIS)

    Higueras, Manuel; Puig, Pedro; Ainsbury, Elizabeth A.; Vinnikov, Volodymyr A.; Rothkamm, Kai

    2016-01-01

    A new zero-inflated Poisson model is introduced for the estimation of partial body irradiation dose and fraction of body irradiated. The Bayes factors are introduced as tools to help determine whether a data set of chromosomal aberrations obtained from a blood sample reflects partial or whole body irradiation. Two examples of simulated cytogenetic radiation exposure data are presented to demonstrate the usefulness of this methodology in cytogenetic biological dosimetry. (authors)

  13. Efficient Bayesian Compressed Sensing-based Channel Estimation Techniques for Massive MIMO-OFDM Systems

    OpenAIRE

    Al-Salihi, Hayder Qahtan Kshash; Nakhai, Mohammad Reza

    2017-01-01

    Efficient and highly accurate channel state information (CSI) at the base station (BS) is essential to achieve the potential benefits of massive multiple input multiple output (MIMO) systems. However, the achievable accuracy that is attainable is limited in practice due to the problem of pilot contamination. It has recently been shown that compressed sensing (CS) techniques can address the pilot contamination problem. However, CS-based channel estimation requires prior knowledge of channel sp...

  14. Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations

    KAUST Repository

    Long, Quan

    2013-06-01

    Shannon-type expected information gain can be used to evaluate the relevance of a proposed experiment subjected to uncertainty. The estimation of such gain, however, relies on a double-loop integration. Moreover, its numerical integration in multi-dimensional cases, e.g., when using Monte Carlo sampling methods, is therefore computationally too expensive for realistic physical models, especially for those involving the solution of partial differential equations. In this work, we present a new methodology, based on the Laplace approximation for the integration of the posterior probability density function (pdf), to accelerate the estimation of the expected information gains in the model parameters and predictive quantities of interest. We obtain a closed-form approximation of the inner integral and the corresponding dominant error term in the cases where parameters are determined by the experiment, such that only a single-loop integration is needed to carry out the estimation of the expected information gain. To deal with the issue of dimensionality in a complex problem, we use a sparse quadrature for the integration over the prior pdf. We demonstrate the accuracy, efficiency and robustness of the proposed method via several nonlinear numerical examples, including the designs of the scalar parameter in a one-dimensional cubic polynomial function, the design of the same scalar in a modified function with two indistinguishable parameters, the resolution width and measurement time for a blurred single peak spectrum, and the boundary source locations for impedance tomography in a square domain. © 2013 Elsevier B.V.

  15. Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations

    KAUST Repository

    Long, Quan; Scavino, Marco; Tempone, Raul; Wang, Suojin

    2013-01-01

    Shannon-type expected information gain can be used to evaluate the relevance of a proposed experiment subjected to uncertainty. The estimation of such gain, however, relies on a double-loop integration. Moreover, its numerical integration in multi-dimensional cases, e.g., when using Monte Carlo sampling methods, is therefore computationally too expensive for realistic physical models, especially for those involving the solution of partial differential equations. In this work, we present a new methodology, based on the Laplace approximation for the integration of the posterior probability density function (pdf), to accelerate the estimation of the expected information gains in the model parameters and predictive quantities of interest. We obtain a closed-form approximation of the inner integral and the corresponding dominant error term in the cases where parameters are determined by the experiment, such that only a single-loop integration is needed to carry out the estimation of the expected information gain. To deal with the issue of dimensionality in a complex problem, we use a sparse quadrature for the integration over the prior pdf. We demonstrate the accuracy, efficiency and robustness of the proposed method via several nonlinear numerical examples, including the designs of the scalar parameter in a one-dimensional cubic polynomial function, the design of the same scalar in a modified function with two indistinguishable parameters, the resolution width and measurement time for a blurred single peak spectrum, and the boundary source locations for impedance tomography in a square domain. © 2013 Elsevier B.V.

  16. Estimates of CO2 fluxes over the city of Cape Town, South Africa, through Bayesian inverse modelling

    Science.gov (United States)

    Nickless, Alecia; Rayner, Peter J.; Engelbrecht, Francois; Brunke, Ernst-Günther; Erni, Birgit; Scholes, Robert J.

    2018-04-01

    We present a city-scale inversion over Cape Town, South Africa. Measurement sites for atmospheric CO2 concentrations were installed at Robben Island and Hangklip lighthouses, located downwind and upwind of the metropolis. Prior estimates of the fossil fuel fluxes were obtained from a bespoke inventory analysis where emissions were spatially and temporally disaggregated and uncertainty estimates determined by means of error propagation techniques. Net ecosystem exchange (NEE) fluxes from biogenic processes were obtained from the land atmosphere exchange model CABLE (Community Atmosphere Biosphere Land Exchange). Uncertainty estimates were based on the estimates of net primary productivity. CABLE was dynamically coupled to the regional climate model CCAM (Conformal Cubic Atmospheric Model), which provided the climate inputs required to drive the Lagrangian particle dispersion model. The Bayesian inversion framework included a control vector where fossil fuel and NEE fluxes were solved for separately.Due to the large prior uncertainty prescribed to the NEE fluxes, the current inversion framework was unable to adequately distinguish between the fossil fuel and NEE fluxes, but the inversion was able to obtain improved estimates of the total fluxes within pixels and across the domain. The median of the uncertainty reductions of the total weekly flux estimates for the inversion domain of Cape Town was 28 %, but reach as high as 50 %. At the pixel level, uncertainty reductions of the total weekly flux reached up to 98 %, but these large uncertainty reductions were for NEE-dominated pixels. Improved corrections to the fossil fuel fluxes would be possible if the uncertainty around the prior NEE fluxes could be reduced. In order for this inversion framework to be operationalised for monitoring, reporting, and verification (MRV) of emissions from Cape Town, the NEE component of the CO2 budget needs to be better understood. Additional measurements of Δ14C and δ13C isotope

  17. Estimation of Remained defects in a Safety-Critical Software using Bayesian Belief Network of Software Development Life Cycle

    International Nuclear Information System (INIS)

    Lee, Seung Jun; Jung, Wondea Jung

    2015-01-01

    Some researchers recognized Bayesian belief network (BBN) method to be a promising method of quantifying software reliability. Brookhaven National Laboratory (BNL) comprehensively reviewed various quantitative software reliability methods to identify the most promising methods for use in probabilistic safety assessments (PSAs) of digital systems of NPPs against a set of the most desirable characteristics developed therein. BBNs are recognized as a promising way of quantifying software reliability and are useful for integrating many aspects of software engineering and quality assurance. The method explicitly incorporates important factors relevant to reliability, such as the quality of the developer, the development process, problem complexity, testing effort, and the operation environment. In this work, a BBN model was developed to estimate the number of remained defects in a safety-critical software based on the quality evaluation of software development life cycle (SDLC). Even though a number of software reliability evaluation methods exist, none of them can be applicable to the safety-critical software in an NPP because software quality in terms of PDF is required for the PSA

  18. BAESNUM, a conversational computer program for the Bayesian estimation of a parameter by a numerical method

    International Nuclear Information System (INIS)

    Colombo, A.G.; Jaarsma, R.J.

    1982-01-01

    This report describes a conversational computer program which, via Bayes' theorem, numerically combines the prior distribution of a parameter with a likelihood function. Any type of prior and likelihood function can be considered. The present version of the program includes six types of prior and employs the binomial likelihood. As input the program requires the law and parameters of the prior distribution and the sample data. As output it gives the posterior distribution as a histogram. The use of the program for estimating the constant failure rate of an item is briefly described

  19. A label field fusion bayesian model and its penalized maximum rand estimator for image segmentation.

    Science.gov (United States)

    Mignotte, Max

    2010-06-01

    This paper presents a novel segmentation approach based on a Markov random field (MRF) fusion model which aims at combining several segmentation results associated with simpler clustering models in order to achieve a more reliable and accurate segmentation result. The proposed fusion model is derived from the recently introduced probabilistic Rand measure for comparing one segmentation result to one or more manual segmentations of the same image. This non-parametric measure allows us to easily derive an appealing fusion model of label fields, easily expressed as a Gibbs distribution, or as a nonstationary MRF model defined on a complete graph. Concretely, this Gibbs energy model encodes the set of binary constraints, in terms of pairs of pixel labels, provided by each segmentation results to be fused. Combined with a prior distribution, this energy-based Gibbs model also allows for definition of an interesting penalized maximum probabilistic rand estimator with which the fusion of simple, quickly estimated, segmentation results appears as an interesting alternative to complex segmentation models existing in the literature. This fusion framework has been successfully applied on the Berkeley image database. The experiments reported in this paper demonstrate that the proposed method is efficient in terms of visual evaluation and quantitative performance measures and performs well compared to the best existing state-of-the-art segmentation methods recently proposed in the literature.

  20. Covariance Partition Priors: A Bayesian Approach to Simultaneous Covariance Estimation for Longitudinal Data.

    Science.gov (United States)

    Gaskins, J T; Daniels, M J

    2016-01-02

    The estimation of the covariance matrix is a key concern in the analysis of longitudinal data. When data consists of multiple groups, it is often assumed the covariance matrices are either equal across groups or are completely distinct. We seek methodology to allow borrowing of strength across potentially similar groups to improve estimation. To that end, we introduce a covariance partition prior which proposes a partition of the groups at each measurement time. Groups in the same set of the partition share dependence parameters for the distribution of the current measurement given the preceding ones, and the sequence of partitions is modeled as a Markov chain to encourage similar structure at nearby measurement times. This approach additionally encourages a lower-dimensional structure of the covariance matrices by shrinking the parameters of the Cholesky decomposition toward zero. We demonstrate the performance of our model through two simulation studies and the analysis of data from a depression study. This article includes Supplementary Material available online.

  1. Multilocus Bayesian Estimates of Intra-Oceanic Genetic Differentiation, Connectivity, and Admixture in Atlantic Swordfish (Xiphias gladius L..

    Directory of Open Access Journals (Sweden)

    Brad L Smith

    Full Text Available Previous genetic studies of Atlantic swordfish (Xiphias gladius L. revealed significant differentiation among Mediterranean, North Atlantic and South Atlantic populations using both mitochondrial and nuclear DNA data. However, limitations in geographic sampling coverage, and the use of single loci, precluded an accurate placement of boundaries and of estimates of admixture. In this study, we present multilocus analyses of 26 single nucleotide polymorphisms (SNPs within 10 nuclear genes to estimate population differentiation and admixture based on the characterization of 774 individuals representing North Atlantic, South Atlantic, and Mediterranean swordfish populations. Pairwise FST values, AMOVA, PCoA, and Bayesian individual assignments support the differentiation of swordfish inhabiting these three basins, but not the current placement of the boundaries that separate them. Specifically, the range of the South Atlantic population extends beyond 5°N management boundary to 20°N-25°N from 45°W. Likewise the Mediterranean population extends beyond the current management boundary at the Strait of Gibraltar to approximately 10°W. Further, admixture zones, characterized by asymmetric contributions of adjacent populations within samples, are confined to the Northeast Atlantic. While South Atlantic and Mediterranean migrants were identified within these Northeast Atlantic admixture zones no North Atlantic migrants were identified respectively in these two neighboring basins. Owing to both, the characterization of larger number of loci and a more ample spatial sampling coverage, it was possible to provide a finer resolution of the boundaries separating Atlantic swordfish populations than previous studies. Finally, the patterns of population structure and admixture are discussed in the light of the reproductive biology, the known patterns of dispersal, and oceanographic features that may act as barriers to gene flow to Atlantic swordfish.

  2. Improving Estimations of Spatial Distribution of Soil Respiration Using the Bayesian Maximum Entropy Algorithm and Soil Temperature as Auxiliary Data.

    Directory of Open Access Journals (Sweden)

    Junguo Hu

    Full Text Available Soil respiration inherently shows strong spatial variability. It is difficult to obtain an accurate characterization of soil respiration with an insufficient number of monitoring points. However, it is expensive and cumbersome to deploy many sensors. To solve this problem, we proposed employing the Bayesian Maximum Entropy (BME algorithm, using soil temperature as auxiliary information, to study the spatial distribution of soil respiration. The BME algorithm used the soft data (auxiliary information effectively to improve the estimation accuracy of the spatiotemporal distribution of soil respiration. Based on the functional relationship between soil temperature and soil respiration, the BME algorithm satisfactorily integrated soil temperature data into said spatial distribution. As a means of comparison, we also applied the Ordinary Kriging (OK and Co-Kriging (Co-OK methods. The results indicated that the root mean squared errors (RMSEs and absolute values of bias for both Day 1 and Day 2 were the lowest for the BME method, thus demonstrating its higher estimation accuracy. Further, we compared the performance of the BME algorithm coupled with auxiliary information, namely soil temperature data, and the OK method without auxiliary information in the same study area for 9, 21, and 37 sampled points. The results showed that the RMSEs for the BME algorithm (0.972 and 1.193 were less than those for the OK method (1.146 and 1.539 when the number of sampled points was 9 and 37, respectively. This indicates that the former method using auxiliary information could reduce the required number of sampling points for studying spatial distribution of soil respiration. Thus, the BME algorithm, coupled with soil temperature data, can not only improve the accuracy of soil respiration spatial interpolation but can also reduce the number of sampling points.

  3. Improving Estimations of Spatial Distribution of Soil Respiration Using the Bayesian Maximum Entropy Algorithm and Soil Temperature as Auxiliary Data.

    Science.gov (United States)

    Hu, Junguo; Zhou, Jian; Zhou, Guomo; Luo, Yiqi; Xu, Xiaojun; Li, Pingheng; Liang, Junyi

    2016-01-01

    Soil respiration inherently shows strong spatial variability. It is difficult to obtain an accurate characterization of soil respiration with an insufficient number of monitoring points. However, it is expensive and cumbersome to deploy many sensors. To solve this problem, we proposed employing the Bayesian Maximum Entropy (BME) algorithm, using soil temperature as auxiliary information, to study the spatial distribution of soil respiration. The BME algorithm used the soft data (auxiliary information) effectively to improve the estimation accuracy of the spatiotemporal distribution of soil respiration. Based on the functional relationship between soil temperature and soil respiration, the BME algorithm satisfactorily integrated soil temperature data into said spatial distribution. As a means of comparison, we also applied the Ordinary Kriging (OK) and Co-Kriging (Co-OK) methods. The results indicated that the root mean squared errors (RMSEs) and absolute values of bias for both Day 1 and Day 2 were the lowest for the BME method, thus demonstrating its higher estimation accuracy. Further, we compared the performance of the BME algorithm coupled with auxiliary information, namely soil temperature data, and the OK method without auxiliary information in the same study area for 9, 21, and 37 sampled points. The results showed that the RMSEs for the BME algorithm (0.972 and 1.193) were less than those for the OK method (1.146 and 1.539) when the number of sampled points was 9 and 37, respectively. This indicates that the former method using auxiliary information could reduce the required number of sampling points for studying spatial distribution of soil respiration. Thus, the BME algorithm, coupled with soil temperature data, can not only improve the accuracy of soil respiration spatial interpolation but can also reduce the number of sampling points.

  4. Bayesian mixture modeling of significant p values: A meta-analytic method to estimate the degree of contamination from H₀.

    Science.gov (United States)

    Gronau, Quentin Frederik; Duizer, Monique; Bakker, Marjan; Wagenmakers, Eric-Jan

    2017-09-01

    Publication bias and questionable research practices have long been known to corrupt the published record. One method to assess the extent of this corruption is to examine the meta-analytic collection of significant p values, the so-called p -curve (Simonsohn, Nelson, & Simmons, 2014a). Inspired by statistical research on false-discovery rates, we propose a Bayesian mixture model analysis of the p -curve. Our mixture model assumes that significant p values arise either from the null-hypothesis H ₀ (when their distribution is uniform) or from the alternative hypothesis H1 (when their distribution is accounted for by a simple parametric model). The mixture model estimates the proportion of significant results that originate from H ₀, but it also estimates the probability that each specific p value originates from H ₀. We apply our model to 2 examples. The first concerns the set of 587 significant p values for all t tests published in the 2007 volumes of Psychonomic Bulletin & Review and the Journal of Experimental Psychology: Learning, Memory, and Cognition; the mixture model reveals that p values higher than about .005 are more likely to stem from H ₀ than from H ₁. The second example concerns 159 significant p values from studies on social priming and 130 from yoked control studies. The results from the yoked controls confirm the findings from the first example, whereas the results from the social priming studies are difficult to interpret because they are sensitive to the prior specification. To maximize accessibility, we provide a web application that allows researchers to apply the mixture model to any set of significant p values. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

  5. Improving estimates of N2O emissions for western and central Europe using a Bayesian inversion approach

    Science.gov (United States)

    Thompson, R. L.; Gerbig, C.; Roedenbeck, C.; Heimann, M.

    2009-04-01

    The nitrous oxide (N2O) mixing ratio has been increasing in the atmosphere since the industrial revolution, from 270 ppb in 1750 to 320 ppb in 2007 with a steady growth rate of around 0.26% since the early 1980's. The increase in N2O is worrisome for two main reasons. First, it is a greenhouse gas; this means that its atmospheric increase translates to an enhancement in radiative forcing of 0.16 ± 0.02 Wm-2 making it currently the fourth most important long-lived greenhouse gas and is predicted to soon overtake CFC's to become the third most important. Second, it plays an important role in stratospheric ozone chemistry. Human activities are the primary cause of the atmospheric N2O increase. The largest anthropogenic source of N2O is from the use of N-fertilizers in agriculture but fossil fuel combustion and industrial processes, such as adipic and nitric acid production, are also important. We present a Bayesian inversion approach for estimating N2O fluxes over central and western Europe using high frequency in-situ concentration data from the Ochsenkopf tall tower (50 °01′N, 11 °48′, 1022 masl). For the inversion, we employ a Lagrangian-type transport model, STILT, which provides source-receptor relationships at 10 km using ECMWF meteorological data. The a priori flux estimates used were from IER, for anthropogenic, and GEIA, for natural fluxes. N2O fluxes were retrieved monthly at 2 x 2 degree spatial resolution for 2007. The retrieved N2O fluxes showed significantly more spatial heterogeneity than in the a priori field and considerable seasonal variability. The timing of peak emissions was different for different regions but in general the months with the strongest emissions were May and August. Overall, the retrieved flux (anthropogenic and natural) was lower than in the a priori field.

  6. Accounting for non-independent detection when estimating abundance of organisms with a Bayesian approach

    Science.gov (United States)

    Martin, Julien; Royle, J. Andrew; MacKenzie, Darryl I.; Edwards, Holly H.; Kery, Marc; Gardner, Beth

    2011-01-01

    Summary 1. Binomial mixture models use repeated count data to estimate abundance. They are becoming increasingly popular because they provide a simple and cost-effective way to account for imperfect detection. However, these models assume that individuals are detected independently of each other. This assumption may often be violated in the field. For instance, manatees (Trichechus manatus latirostris) may surface in turbid water (i.e. become available for detection during aerial surveys) in a correlated manner (i.e. in groups). However, correlated behaviour, affecting the non-independence of individual detections, may also be relevant in other systems (e.g. correlated patterns of singing in birds and amphibians). 2. We extend binomial mixture models to account for correlated behaviour and therefore to account for non-independent detection of individuals. We simulated correlated behaviour using beta-binomial random variables. Our approach can be used to simultaneously estimate abundance, detection probability and a correlation parameter. 3. Fitting binomial mixture models to data that followed a beta-binomial distribution resulted in an overestimation of abundance even for moderate levels of correlation. In contrast, the beta-binomial mixture model performed considerably better in our simulation scenarios. We also present a goodness-of-fit procedure to evaluate the fit of beta-binomial mixture models. 4. We illustrate our approach by fitting both binomial and beta-binomial mixture models to aerial survey data of manatees in Florida. We found that the binomial mixture model did not fit the data, whereas there was no evidence of lack of fit for the beta-binomial mixture model. This example helps illustrate the importance of using simulations and assessing goodness-of-fit when analysing ecological data with N-mixture models. Indeed, both the simulations and the goodness-of-fit procedure highlighted the limitations of the standard binomial mixture model for aerial

  7. Uncertainty Quantification in Earthquake Source Characterization with Probabilistic Centroid Moment Tensor Inversion

    Science.gov (United States)

    Dettmer, J.; Benavente, R. F.; Cummins, P. R.

    2017-12-01

    This work considers probabilistic, non-linear centroid moment tensor inversion of data from earthquakes at teleseismic distances. The moment tensor is treated as deviatoric and centroid location is parametrized with fully unknown latitude, longitude, depth and time delay. The inverse problem is treated as fully non-linear in a Bayesian framework and the posterior density is estimated with interacting Markov chain Monte Carlo methods which are implemented in parallel and allow for chain interaction. The source mechanism and location, including uncertainties, are fully described by the posterior probability density and complex trade-offs between various metrics are studied. These include the percent of double couple component as well as fault orientation and the probabilistic results are compared to results from earthquake catalogs. Additional focus is on the analysis of complex events which are commonly not well described by a single point source. These events are studied by jointly inverting for multiple centroid moment tensor solutions. The optimal number of sources is estimated by the Bayesian information criterion to ensure parsimonious solutions. [Supported by NSERC.

  8. Bayesian inference on multiscale models for poisson intensity estimation: applications to photon-limited image denoising.

    Science.gov (United States)

    Lefkimmiatis, Stamatios; Maragos, Petros; Papandreou, George

    2009-08-01

    We present an improved statistical model for analyzing Poisson processes, with applications to photon-limited imaging. We build on previous work, adopting a multiscale representation of the Poisson process in which the ratios of the underlying Poisson intensities (rates) in adjacent scales are modeled as mixtures of conjugate parametric distributions. Our main contributions include: 1) a rigorous and robust regularized expectation-maximization (EM) algorithm for maximum-likelihood estimation of the rate-ratio density parameters directly from the noisy observed Poisson data (counts); 2) extension of the method to work under a multiscale hidden Markov tree model (HMT) which couples the mixture label assignments in consecutive scales, thus modeling interscale coefficient dependencies in the vicinity of image edges; 3) exploration of a 2-D recursive quad-tree image representation, involving Dirichlet-mixture rate-ratio densities, instead of the conventional separable binary-tree image representation involving beta-mixture rate-ratio densities; and 4) a novel multiscale image representation, which we term Poisson-Haar decomposition, that better models the image edge structure, thus yielding improved performance. Experimental results on standard images with artificially simulated Poisson noise and on real photon-limited images demonstrate the effectiveness of the proposed techniques.

  9. On Data and Parameter Estimation Using the Variational Bayesian EM-algorithm for Block-fading Frequency-selective MIMO Channels

    DEFF Research Database (Denmark)

    Christensen, Lars P.B.; Larsen, Jan

    2006-01-01

    A general Variational Bayesian framework for iterative data and parameter estimation for coherent detection is introduced as a generalization of the EM-algorithm. Explicit solutions are given for MIMO channel estimation with Gaussian prior and noise covariance estimation with inverse-Wishart prior....... Simulation of a GSM-like system provides empirical proof that the VBEM-algorithm is able to provide better performance than the EM-algorithm. However, if the posterior distribution is highly peaked, the VBEM-algorithm approaches the EM-algorithm and the gain disappears. The potential gain is therefore...

  10. Estimating prevalence and diagnostic test characteristics of bovine cysticercosis in Belgium in the absence of a 'gold standard' reference test using a Bayesian approach.

    Science.gov (United States)

    Jansen, Famke; Dorny, Pierre; Gabriël, Sarah; Eichenberger, Ramon Marc; Berkvens, Dirk

    2018-04-30

    A Bayesian model was developed to estimate values for the prevalence and diagnostic test characteristics of bovine cysticercosis (Taenia saginata) by combining results of four imperfect tests. Samples of 612 bovine carcases that were found negative for cysticercosis during routine meat inspection collected at three Belgian slaughterhouses, underwent enhanced meat inspection (additional incisions in the heart), dissection of the predilection sites, B158/B60 Ag-ELISA and ES Ab-ELISA. This Bayesian approach allows for the combination of prior expert opinion with experimental data to estimate the true prevalence of bovine cysticercosis in the absence of a gold standard test. A first model (based on a multinomial distribution and including all possible interactions between the individual tests) required estimation of 31 parameters, while only allowing for 15 parameters to be estimated. Including prior expert information about specificity and sensitivity resulted in an optimal model with a reduction of the number of parameters to be estimated to 8. The estimated bovine cysticercosis prevalence was 33.9% (95% credibility interval: 27.7-44.4%), while apparent prevalence based on meat inspection is only 0.23%. The test performances were estimated as follows (sensitivity (Se) - specificity (Sp)): enhanced meat inspection (Se 2.87% - Sp 100%), dissection of predilection sites (Se 69.8% - Sp 100%), Ag-ELISA (Se 26.9% - Sp 99.4%), Ab-ELISA (Se 13.8% - Sp 92.9%). Copyright © 2018 Elsevier B.V. All rights reserved.

  11. Empirical Bayesian estimation in graphical analysis: a voxel-based approach for the determination of the volume of distribution in PET studies

    Energy Technology Data Exchange (ETDEWEB)

    Zanderigo, Francesca [Department of Molecular Imaging and Neuropathology, New York State Psychiatric Institute, New York, NY (United States)], E-mail: francesca.zanderigo@gmail.com; Ogden, R. Todd [Department of Molecular Imaging and Neuropathology, New York State Psychiatric Institute, New York, NY (United States); Department of Psychiatry, College of Physicians and Surgeons, Columbia University, New York, NY (United States); Department of Biostatistics, Mailman School of Public Health, Columbia University, New York, NY (United States); Bertoldo, Alessandra; Cobelli, Claudio [Department of Information Engineering, University of Padova, Padova (Italy); Mann, J. John; Parsey, Ramin V. [Department of Molecular Imaging and Neuropathology, New York State Psychiatric Institute, New York, NY (United States); Department of Psychiatry, College of Physicians and Surgeons, Columbia University, New York, NY (United States)

    2010-05-15

    Introduction: Total volume of distribution (V{sub T}) determined by graphical analysis (GA) of PET data suffers from a noise-dependent bias. Likelihood estimation in GA (LEGA) eliminates this bias at the region of interest (ROI) level, but at voxel noise levels, the variance of estimators is high, yielding noisy images. We hypothesized that incorporating LEGA V{sub T} estimation in a Bayesian framework would shrink estimators towards prior means, reducing variability and producing meaningful and useful voxel images. Methods: Empirical Bayesian estimation in GA (EBEGA) determines prior distributions using a two-step k-means clustering of voxel activity. Results obtained on eight [{sup 11}C]-DASB studies are compared with estimators computed by ROI-based LEGA. Results: EBEGA reproduces the results obtained by ROI LEGA while providing low-variability V{sub T} images. Correlation coefficients between average EBEGA V{sub T} and corresponding ROI LEGA V{sub T} range from 0.963 to 0.994. Conclusions: EBEGA is a fully automatic and general approach that can be applied to voxel-level V{sub T} image creation and to any modeling strategy to reduce voxel-level estimation variability without prefiltering of the PET data.

  12. A Bayesian evidence synthesis approach to estimate disease prevalence in hard-to-reach populations: hepatitis C in New York City

    Directory of Open Access Journals (Sweden)

    Sarah Tan

    2018-06-01

    Full Text Available Existing methods to estimate the prevalence of chronic hepatitis C (HCV in New York City (NYC are limited in scope and fail to assess hard-to-reach subpopulations with highest risk such as injecting drug users (IDUs. To address these limitations, we employ a Bayesian multi-parameter evidence synthesis model to systematically combine multiple sources of data, account for bias in certain data sources, and provide unbiased HCV prevalence estimates with associated uncertainty. Our approach improves on previous estimates by explicitly accounting for injecting drug use and including data from high-risk subpopulations such as the incarcerated, and is more inclusive, utilizing ten NYC data sources. In addition, we derive two new equations to allow age at first injecting drug use data for former and current IDUs to be incorporated into the Bayesian evidence synthesis, a first for this type of model. Our estimated overall HCV prevalence as of 2012 among NYC adults aged 20–59 years is 2.78% (95% CI 2.61–2.94%, which represents between 124,900 and 140,000 chronic HCV cases. These estimates suggest that HCV prevalence in NYC is higher than previously indicated from household surveys (2.2% and the surveillance system (2.37%, and that HCV transmission is increasing among young injecting adults in NYC. An ancillary benefit from our results is an estimate of current IDUs aged 20–59 in NYC: 0.58% or 27,600 individuals. Keywords: Bayesian evidence synthesis, Disease prevalence estimation, Hard-to-reach populations, Injecting drug use, hepatitis C in New York City

  13. Estimates of water source contributions in a dynamic urban water supply system inferred via a Bayesian stable isotope mixing model

    Science.gov (United States)

    Jameel, M. Y.; Brewer, S.; Fiorella, R.; Tipple, B. J.; Bowen, G. J.; Terry, S.

    2017-12-01

    Public water supply systems (PWSS) are complex distribution systems and critical infrastructure, making them vulnerable to physical disruption and contamination. Exploring the susceptibility of PWSS to such perturbations requires detailed knowledge of the supply system structure and operation. Although the physical structure of supply systems (i.e., pipeline connection) is usually well documented for developed cities, the actual flow patterns of water in these systems are typically unknown or estimated based on hydrodynamic models with limited observational validation. Here, we present a novel method for mapping the flow structure of water in a large, complex PWSS, building upon recent work highlighting the potential of stable isotopes of water (SIW) to document water management practices within complex PWSS. We sampled a major water distribution system of the Salt Lake Valley, Utah, measuring SIW of water sources, treatment facilities, and numerous sites within in the supply system. We then developed a hierarchical Bayesian (HB) isotope mixing model to quantify the proportion of water supplied by different sources at sites within the supply system. Known production volumes and spatial distance effects were used to define the prior probabilities for each source; however, we did not include other physical information about the supply system. Our results were in general agreement with those obtained by hydrodynamic models and provide quantitative estimates of contributions of different water sources to a given site along with robust estimates of uncertainty. Secondary properties of the supply system, such as regions of "static" and "dynamic" source (e.g., regions supplied dominantly by one source vs. those experiencing active mixing between multiple sources), can be inferred from the results. The isotope-based HB isotope mixing model offers a new investigative technique for analyzing PWSS and documenting aspects of supply system structure and operation that are

  14. Estimation of Land Surface Temperature through Blending MODIS and AMSR-E Data with the Bayesian Maximum Entropy Method

    Directory of Open Access Journals (Sweden)

    Xiaokang Kou

    2016-01-01

    Full Text Available Land surface temperature (LST plays a major role in the study of surface energy balances. Remote sensing techniques provide ways to monitor LST at large scales. However, due to atmospheric influences, significant missing data exist in LST products retrieved from satellite thermal infrared (TIR remotely sensed data. Although passive microwaves (PMWs are able to overcome these atmospheric influences while estimating LST, the data are constrained by low spatial resolution. In this study, to obtain complete and high-quality LST data, the Bayesian Maximum Entropy (BME method was introduced to merge 0.01° and 0.25° LSTs inversed from MODIS and AMSR-E data, respectively. The result showed that the missing LSTs in cloudy pixels were filled completely, and the availability of merged LSTs reaches 100%. Because the depths of LST and soil temperature measurements are different, before validating the merged LST, the station measurements were calibrated with an empirical equation between MODIS LST and 0~5 cm soil temperatures. The results showed that the accuracy of merged LSTs increased with the increasing quantity of utilized data, and as the availability of utilized data increased from 25.2% to 91.4%, the RMSEs of the merged data decreased from 4.53 °C to 2.31 °C. In addition, compared with the filling gap method in which MODIS LST gaps were filled with AMSR-E LST directly, the merged LSTs from the BME method showed better spatial continuity. The different penetration depths of TIR and PMWs may influence fusion performance and still require further studies.

  15. Current trends in Bayesian methodology with applications

    CERN Document Server

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

    2015-01-01

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

  16. Tensor Transpose and Its Properties

    OpenAIRE

    Pan, Ran

    2014-01-01

    Tensor transpose is a higher order generalization of matrix transpose. In this paper, we use permutations and symmetry group to define? the tensor transpose. Then we discuss the classification and composition of tensor transposes. Properties of tensor transpose are studied in relation to tensor multiplication, tensor eigenvalues, tensor decompositions and tensor rank.

  17. Human dental age estimation using third molar developmental stages: does a Bayesian approach outperform regression models to discriminate between juveniles and adults?

    Science.gov (United States)

    Thevissen, P W; Fieuws, S; Willems, G

    2010-01-01

    Dental age estimation methods based on the radiologically detected third molar developmental stages are implemented in forensic age assessments to discriminate between juveniles and adults considering the judgment of young unaccompanied asylum seekers. Accurate and unbiased age estimates combined with appropriate quantified uncertainties are the required properties for accurate forensic reporting. In this study, a subset of 910 individuals uniformly distributed in age between 16 and 22 years was selected from an existing dataset collected by Gunst et al. containing 2,513 panoramic radiographs with known third molar developmental stages of Belgian Caucasian men and women. This subset was randomly split in a training set to develop a classical regression analysis and a Bayesian model for the multivariate distribution of the third molar developmental stages conditional on age and in a test set to assess the performance of both models. The aim of this study was to verify if the Bayesian approach differentiates the age of maturity more precisely and removes the bias, which disadvantages the systematically overestimated young individuals. The Bayesian model offers the discrimination of subjects being older than 18 years more appropriate and produces more meaningful prediction intervals but does not strongly outperform the classical approaches.

  18. Basics of Bayesian methods.

    Science.gov (United States)

    Ghosh, Sujit K

    2010-01-01

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

  19. The tensor distribution function.

    Science.gov (United States)

    Leow, A D; Zhu, S; Zhan, L; McMahon, K; de Zubicaray, G I; Meredith, M; Wright, M J; Toga, A W; Thompson, P M

    2009-01-01

    Diffusion weighted magnetic resonance imaging is a powerful tool that can be employed to study white matter microstructure by examining the 3D displacement profile of water molecules in brain tissue. By applying diffusion-sensitized gradients along a minimum of six directions, second-order tensors (represented by three-by-three positive definite matrices) can be computed to model dominant diffusion processes. However, conventional DTI is not sufficient to resolve more complicated white matter configurations, e.g., crossing fiber tracts. Recently, a number of high-angular resolution schemes with more than six gradient directions have been employed to address this issue. In this article, we introduce the tensor distribution function (TDF), a probability function defined on the space of symmetric positive definite matrices. Using the calculus of variations, we solve the TDF that optimally describes the observed data. Here, fiber crossing is modeled as an ensemble of Gaussian diffusion processes with weights specified by the TDF. Once this optimal TDF is determined, the orientation distribution function (ODF) can easily be computed by analytic integration of the resulting displacement probability function. Moreover, a tensor orientation distribution function (TOD) may also be derived from the TDF, allowing for the estimation of principal fiber directions and their corresponding eigenvalues.

  20. Estimates of CO2 fluxes over the City of Cape Town, South Africa, through Bayesian inverse modelling

    CSIR Research Space (South Africa)

    Nickless, A

    2018-04-01

    Full Text Available The results of a high resolution Bayesian inversion over the City of Cape Town, South Africa, are presented, which used observations of atmospheric carbon dioxide from sites at Robben Island and Hangklip lighthouses collected over a sixteen month...

  1. Solution of Inverse Problems using Bayesian Approach with Application to Estimation of Material Parameters in Darcy Flow

    Czech Academy of Sciences Publication Activity Database

    Domesová, Simona; Beres, Michal

    2017-01-01

    Roč. 15, č. 2 (2017), s. 258-266 ISSN 1336-1376 R&D Projects: GA MŠk LQ1602 Institutional support: RVO:68145535 Keywords : Bayesian statistics * Cross-Entropy method * Darcy flow * Gaussian random field * inverse problem Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics http://advances.utc.sk/index.php/AEEE/article/view/2236

  2. Methodology for time-domain estimation of storm time geoelectric fields using the 3-D magnetotelluric response tensors

    Science.gov (United States)

    Kelbert, Anna; Balch, Christopher C.; Pulkkinen, Antti; Egbert, Gary D.; Love, Jeffrey J.; Rigler, E. Joshua; Fujii, Ikuko

    2017-07-01

    Geoelectric fields at the Earth's surface caused by magnetic storms constitute a hazard to the operation of electric power grids and related infrastructure. The ability to estimate these geoelectric fields in close to real time and provide local predictions would better equip the industry to mitigate negative impacts on their operations. Here we report progress toward this goal: development of robust algorithms that convolve a magnetic storm time series with a frequency domain impedance for a realistic three-dimensional (3-D) Earth, to estimate the local, storm time geoelectric field. Both frequency domain and time domain approaches are presented and validated against storm time geoelectric field data measured in Japan. The methods are then compared in the context of a real-time application.

  3. Tensors for physics

    CERN Document Server

    Hess, Siegfried

    2015-01-01

    This book presents the science of tensors in a didactic way. The various types and ranks of tensors and the physical basis is presented. Cartesian Tensors are needed for the description of directional phenomena in many branches of physics and for the characterization the anisotropy of material properties. The first sections of the book provide an introduction to the vector and tensor algebra and analysis, with applications to physics,  at undergraduate level. Second rank tensors, in particular their symmetries, are discussed in detail. Differentiation and integration of fields, including generalizations of the Stokes law and the Gauss theorem, are treated. The physics relevant for the applications in mechanics, quantum mechanics, electrodynamics and hydrodynamics is presented. The second part of the book is devoted to  tensors of any rank, at graduate level.  Special topics are irreducible, i.e. symmetric traceless tensors, isotropic tensors, multipole potential tensors, spin tensors, integration and spin-...

  4. Random tensors

    CERN Document Server

    Gurau, Razvan

    2017-01-01

    Written by the creator of the modern theory of random tensors, this book is the first self-contained introductory text to this rapidly developing theory. Starting from notions familiar to the average researcher or PhD student in mathematical or theoretical physics, the book presents in detail the theory and its applications to physics. The recent detections of the Higgs boson at the LHC and gravitational waves at LIGO mark new milestones in Physics confirming long standing predictions of Quantum Field Theory and General Relativity. These two experimental results only reinforce today the need to find an underlying common framework of the two: the elusive theory of Quantum Gravity. Over the past thirty years, several alternatives have been proposed as theories of Quantum Gravity, chief among them String Theory. While these theories are yet to be tested experimentally, key lessons have already been learned. Whatever the theory of Quantum Gravity may be, it must incorporate random geometry in one form or another....

  5. Direction-of-arrival estimation for co-located multiple-input multiple-output radar using structural sparsity Bayesian learning

    International Nuclear Information System (INIS)

    Wen Fang-Qing; Zhang Gong; Ben De

    2015-01-01

    This paper addresses the direction of arrival (DOA) estimation problem for the co-located multiple-input multiple-output (MIMO) radar with random arrays. The spatially distributed sparsity of the targets in the background makes compressive sensing (CS) desirable for DOA estimation. A spatial CS framework is presented, which links the DOA estimation problem to support recovery from a known over-complete dictionary. A modified statistical model is developed to accurately represent the intra-block correlation of the received signal. A structural sparsity Bayesian learning algorithm is proposed for the sparse recovery problem. The proposed algorithm, which exploits intra-signal correlation, is capable being applied to limited data support and low signal-to-noise ratio (SNR) scene. Furthermore, the proposed algorithm has less computation load compared to the classical Bayesian algorithm. Simulation results show that the proposed algorithm has a more accurate DOA estimation than the traditional multiple signal classification (MUSIC) algorithm and other CS recovery algorithms. (paper)

  6. Direction-of-arrival estimation for co-located multiple-input multiple-output radar using structural sparsity Bayesian learning

    Science.gov (United States)

    Wen, Fang-Qing; Zhang, Gong; Ben, De

    2015-11-01

    This paper addresses the direction of arrival (DOA) estimation problem for the co-located multiple-input multiple-output (MIMO) radar with random arrays. The spatially distributed sparsity of the targets in the background makes compressive sensing (CS) desirable for DOA estimation. A spatial CS framework is presented, which links the DOA estimation problem to support recovery from a known over-complete dictionary. A modified statistical model is developed to accurately represent the intra-block correlation of the received signal. A structural sparsity Bayesian learning algorithm is proposed for the sparse recovery problem. The proposed algorithm, which exploits intra-signal correlation, is capable being applied to limited data support and low signal-to-noise ratio (SNR) scene. Furthermore, the proposed algorithm has less computation load compared to the classical Bayesian algorithm. Simulation results show that the proposed algorithm has a more accurate DOA estimation than the traditional multiple signal classification (MUSIC) algorithm and other CS recovery algorithms. Project supported by the National Natural Science Foundation of China (Grant Nos. 61071163, 61271327, and 61471191), the Funding for Outstanding Doctoral Dissertation in Nanjing University of Aeronautics and Astronautics, China (Grant No. BCXJ14-08), the Funding of Innovation Program for Graduate Education of Jiangsu Province, China (Grant No. KYLX 0277), the Fundamental Research Funds for the Central Universities, China (Grant No. 3082015NP2015504), and the Priority Academic Program Development of Jiangsu Higher Education Institutions (PADA), China.

  7. Dictionary-Based Tensor Canonical Polyadic Decomposition

    Science.gov (United States)

    Cohen, Jeremy Emile; Gillis, Nicolas

    2018-04-01

    To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictionary-based canonical polyadic decomposition. The benefits of using a dictionary in tensor decomposition models are explored both in terms of parameter identifiability and estimation accuracy. Performances of the proposed algorithms are evaluated on the decomposition of simulated data and the unmixing of hyperspectral images.

  8. Tensor rank is not multiplicative under the tensor product

    DEFF Research Database (Denmark)

    Christandl, Matthias; Jensen, Asger Kjærulff; Zuiddam, Jeroen

    2018-01-01

    The tensor rank of a tensor t is the smallest number r such that t can be decomposed as a sum of r simple tensors. Let s be a k-tensor and let t be an ℓ-tensor. The tensor product of s and t is a (k+ℓ)-tensor. Tensor rank is sub-multiplicative under the tensor product. We revisit the connection b...

  9. Tensor rank is not multiplicative under the tensor product

    NARCIS (Netherlands)

    M. Christandl (Matthias); A. K. Jensen (Asger Kjærulff); J. Zuiddam (Jeroen)

    2018-01-01

    textabstractThe tensor rank of a tensor t is the smallest number r such that t can be decomposed as a sum of r simple tensors. Let s be a k-tensor and let t be an ℓ-tensor. The tensor product of s and t is a (k+ℓ)-tensor. Tensor rank is sub-multiplicative under the tensor product. We revisit the

  10. Tensor rank is not multiplicative under the tensor product

    NARCIS (Netherlands)

    M. Christandl (Matthias); A. K. Jensen (Asger Kjærulff); J. Zuiddam (Jeroen)

    2017-01-01

    textabstractThe tensor rank of a tensor is the smallest number r such that the tensor can be decomposed as a sum of r simple tensors. Let s be a k-tensor and let t be an l-tensor. The tensor product of s and t is a (k + l)-tensor (not to be confused with the "tensor Kronecker product" used in

  11. Biological dosimetry - a Bayesian approach in the presentation of the uncertainty of the estimated dose in cases of exposure to low dose radiation

    International Nuclear Information System (INIS)

    Di Giorgio, Marina; Zaretzky, A.

    2010-01-01

    Biodosimetry laboratory experience has shown that there are limitations in the existing statistical methodology. Statistical difficulties generally occur due to the low number of aberrations leading to large uncertainties for dose estimation. Some problems derived from limitations of the classical statistical methodology, which requires that chromosome aberration yields be considered as something fixed and consequently provides a deterministic dose estimation and associated confidence limits. On the other hand, recipients of biological dosimetry reports, including medical doctors, regulators and the patients themselves may have a limited comprehension of statistics and of informed reports. Thus, the objective of the present paper is to use a Bayesian approach to present the uncertainty on the estimated dose to which a person could be exposed, in the case of low dose (occupational doses) radiation exposure. Such methodology will allow the biodosimetrists to adopt a probabilistic approach for the cytogenetic data analysis. At present, classical statistics allows to produce a confidence interval to report such dose, with a lower limit that could not detach from zero. In this situation it becomes difficult to make decisions as they could impact on the labor activities of the worker if an exposure exceeding the occupational dose limits is inferred. The proposed Bayesian approach is applied to occupational exposure scenario to contribute to take the appropriate radiation protection measures. (authors) [es

  12. New phiomorph rodents from the latest Eocene of Egypt, and the impact of Bayesian "clock"-based phylogenetic methods on estimates of basal hystricognath relationships and biochronology.

    Science.gov (United States)

    Sallam, Hesham M; Seiffert, Erik R

    2016-01-01

    The Fayum Depression of Egypt has yielded fossils of hystricognathous rodents from multiple Eocene and Oligocene horizons that range in age from ∼37 to ∼30 Ma and document several phases in the early evolution of crown Hystricognathi and one of its major subclades, Phiomorpha. Here we describe two new genera and species of basal phiomorphs, Birkamys korai and Mubhammys vadumensis, based on rostra and maxillary and mandibular remains from the terminal Eocene (∼34 Ma) Fayum Locality 41 (L-41). Birkamys is the smallest known Paleogene hystricognath, has very simple molars, and, like derived Oligocene-to-Recent phiomorphs (but unlike contemporaneous and older taxa) apparently retained dP(4)∕4 late into life, with no evidence for P(4)∕4 eruption or formation. Mubhammys is very similar in dental morphology to Birkamys, and also shows no evidence for P(4)∕4 formation or eruption, but is considerably larger. Though parsimony analysis with all characters equally weighted places Birkamys and Mubhammys as sister taxa of extant Thryonomys to the exclusion of much younger relatives of that genus, all other methods (standard Bayesian inference, Bayesian "tip-dating," and parsimony analysis with scaled transitions between "fixed" and polymorphic states) place these species in more basal positions within Hystricognathi, as sister taxa of Oligocene-to-Recent phiomorphs. We also employ tip-dating as a means for estimating the ages of early hystricognath-bearing localities, many of which are not well-constrained by geological, geochronological, or biostratigraphic evidence. By simultaneously taking into account phylogeny, evolutionary rates, and uniform priors that appropriately encompass the range of possible ages for fossil localities, dating of tips in this Bayesian framework allows paleontologists to move beyond vague and assumption-laden "stage of evolution" arguments in biochronology to provide relatively rigorous age assessments of poorly-constrained faunas. This

  13. New phiomorph rodents from the latest Eocene of Egypt, and the impact of Bayesian “clock”-based phylogenetic methods on estimates of basal hystricognath relationships and biochronology

    Directory of Open Access Journals (Sweden)

    Hesham M. Sallam

    2016-03-01

    Full Text Available The Fayum Depression of Egypt has yielded fossils of hystricognathous rodents from multiple Eocene and Oligocene horizons that range in age from ∼37 to ∼30 Ma and document several phases in the early evolution of crown Hystricognathi and one of its major subclades, Phiomorpha. Here we describe two new genera and species of basal phiomorphs, Birkamys korai and Mubhammys vadumensis, based on rostra and maxillary and mandibular remains from the terminal Eocene (∼34 Ma Fayum Locality 41 (L-41. Birkamys is the smallest known Paleogene hystricognath, has very simple molars, and, like derived Oligocene-to-Recent phiomorphs (but unlike contemporaneous and older taxa apparently retained dP4∕4 late into life, with no evidence for P4∕4 eruption or formation. Mubhammys is very similar in dental morphology to Birkamys, and also shows no evidence for P4∕4 formation or eruption, but is considerably larger. Though parsimony analysis with all characters equally weighted places Birkamys and Mubhammys as sister taxa of extant Thryonomys to the exclusion of much younger relatives of that genus, all other methods (standard Bayesian inference, Bayesian “tip-dating,” and parsimony analysis with scaled transitions between “fixed” and polymorphic states place these species in more basal positions within Hystricognathi, as sister taxa of Oligocene-to-Recent phiomorphs. We also employ tip-dating as a means for estimating the ages of early hystricognath-bearing localities, many of which are not well-constrained by geological, geochronological, or biostratigraphic evidence. By simultaneously taking into account phylogeny, evolutionary rates, and uniform priors that appropriately encompass the range of possible ages for fossil localities, dating of tips in this Bayesian framework allows paleontologists to move beyond vague and assumption-laden “stage of evolution” arguments in biochronology to provide relatively rigorous age assessments of poorly

  14. New phiomorph rodents from the latest Eocene of Egypt, and the impact of Bayesian “clock”-based phylogenetic methods on estimates of basal hystricognath relationships and biochronology

    Science.gov (United States)

    2016-01-01

    The Fayum Depression of Egypt has yielded fossils of hystricognathous rodents from multiple Eocene and Oligocene horizons that range in age from ∼37 to ∼30 Ma and document several phases in the early evolution of crown Hystricognathi and one of its major subclades, Phiomorpha. Here we describe two new genera and species of basal phiomorphs, Birkamys korai and Mubhammys vadumensis, based on rostra and maxillary and mandibular remains from the terminal Eocene (∼34 Ma) Fayum Locality 41 (L-41). Birkamys is the smallest known Paleogene hystricognath, has very simple molars, and, like derived Oligocene-to-Recent phiomorphs (but unlike contemporaneous and older taxa) apparently retained dP4∕4 late into life, with no evidence for P4∕4 eruption or formation. Mubhammys is very similar in dental morphology to Birkamys, and also shows no evidence for P4∕4 formation or eruption, but is considerably larger. Though parsimony analysis with all characters equally weighted places Birkamys and Mubhammys as sister taxa of extant Thryonomys to the exclusion of much younger relatives of that genus, all other methods (standard Bayesian inference, Bayesian “tip-dating,” and parsimony analysis with scaled transitions between “fixed” and polymorphic states) place these species in more basal positions within Hystricognathi, as sister taxa of Oligocene-to-Recent phiomorphs. We also employ tip-dating as a means for estimating the ages of early hystricognath-bearing localities, many of which are not well-constrained by geological, geochronological, or biostratigraphic evidence. By simultaneously taking into account phylogeny, evolutionary rates, and uniform priors that appropriately encompass the range of possible ages for fossil localities, dating of tips in this Bayesian framework allows paleontologists to move beyond vague and assumption-laden “stage of evolution” arguments in biochronology to provide relatively rigorous age assessments of poorly-constrained faunas

  15. A Bayesian evidence synthesis approach to estimate disease prevalence in hard-to-reach populations: hepatitis C in New York City.

    Science.gov (United States)

    Tan, Sarah; Makela, Susanna; Heller, Daliah; Konty, Kevin; Balter, Sharon; Zheng, Tian; Stark, James H

    2018-06-01

    Existing methods to estimate the prevalence of chronic hepatitis C (HCV) in New York City (NYC) are limited in scope and fail to assess hard-to-reach subpopulations with highest risk such as injecting drug users (IDUs). To address these limitations, we employ a Bayesian multi-parameter evidence synthesis model to systematically combine multiple sources of data, account for bias in certain data sources, and provide unbiased HCV prevalence estimates with associated uncertainty. Our approach improves on previous estimates by explicitly accounting for injecting drug use and including data from high-risk subpopulations such as the incarcerated, and is more inclusive, utilizing ten NYC data sources. In addition, we derive two new equations to allow age at first injecting drug use data for former and current IDUs to be incorporated into the Bayesian evidence synthesis, a first for this type of model. Our estimated overall HCV prevalence as of 2012 among NYC adults aged 20-59 years is 2.78% (95% CI 2.61-2.94%), which represents between 124,900 and 140,000 chronic HCV cases. These estimates suggest that HCV prevalence in NYC is higher than previously indicated from household surveys (2.2%) and the surveillance system (2.37%), and that HCV transmission is increasing among young injecting adults in NYC. An ancillary benefit from our results is an estimate of current IDUs aged 20-59 in NYC: 0.58% or 27,600 individuals. Copyright © 2018 Elsevier B.V. All rights reserved.

  16. 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 ...

  17. A Bayesian kriging model for estimating residential exposure to air pollution of children living in a high-risk area in Italy

    Directory of Open Access Journals (Sweden)

    Ana M. Vicedo-Cabrera

    2013-11-01

    Full Text Available A core challenge in epidemiological analysis of the impact of exposure to air pollution on health is assessment of the individual exposure for subjects at risk. Geographical information systems (GIS-based pollution mapping, such as kriging, has become one of the main tools for evaluating individual exposure to ambient pollutants. We applied universal Bayesian kriging to estimate the residential exposure to gaseous air pollutants for children living in a high-risk area (Milazzo- Valle del Mela in Sicily, Italy. Ad hoc air quality monitoring campaigns were carried out: 12 weekly measurements for sulphur dioxide (SO2 and nitrogen dioxide (NO2 were obtained from 21 passive dosimeters located at each school yard of the study area from November 2007 to April 2008. Universal Bayesian kriging was performed to predict individual exposure levels at each residential address for all 6- to 12-years-old children attending primary school at various locations in the study area. Land use, altitude, distance to main roads and population density were included as covariates in the models. A large geographical heterogeneity in air quality was recorded suggesting complex exposure patterns. We obtained a predicted mean level of 25.78 (±10.61 μg/m3 of NO2 and 4.10 (±2.71 μg/m3 of SO2 at 1,682 children’s residential addresses, with a normalised root mean squared error of 28% and 25%, respectively. We conclude that universal Bayesian kriging approach is a useful tool for the assessment of realistic exposure estimates with regard to ambient pollutants at home addresses. Its prediction uncertainty is highly informative and can be used for both designing subsequent campaigns and for improved modelling of epidemiological associations.

  18. Inference in hybrid Bayesian networks

    DEFF Research Database (Denmark)

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

    2009-01-01

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

  19. Tensor rank is not multiplicative under the tensor product

    OpenAIRE

    Christandl, Matthias; Jensen, Asger Kjærulff; Zuiddam, Jeroen

    2017-01-01

    The tensor rank of a tensor t is the smallest number r such that t can be decomposed as a sum of r simple tensors. Let s be a k-tensor and let t be an l-tensor. The tensor product of s and t is a (k + l)-tensor. Tensor rank is sub-multiplicative under the tensor product. We revisit the connection between restrictions and degenerations. A result of our study is that tensor rank is not in general multiplicative under the tensor product. This answers a question of Draisma and Saptharishi. Specif...

  20. Estimating reach-specific fish movement probabilities in rivers with a Bayesian state-space model: application to sea lamprey passage and capture at dams

    Science.gov (United States)

    Holbrook, Christopher M.; Johnson, Nicholas S.; Steibel, Juan P.; Twohey, Michael B.; Binder, Thomas R.; Krueger, Charles C.; Jones, Michael L.

    2014-01-01

    Improved methods are needed to evaluate barriers and traps for control and assessment of invasive sea lamprey (Petromyzon marinus) in the Great Lakes. A Bayesian state-space model provided reach-specific probabilities of movement, including trap capture and dam passage, for 148 acoustic tagged invasive sea lamprey in the lower Cheboygan River, Michigan, a tributary to Lake Huron. Reach-specific movement probabilities were combined to obtain estimates of spatial distribution and abundance needed to evaluate a barrier and trap complex for sea lamprey control and assessment. Of an estimated 21 828 – 29 300 adult sea lampreys in the river, 0%–2%, or 0–514 untagged lampreys, could have passed upstream of the dam, and 46%–61% were caught in the trap. Although no tagged lampreys passed above the dam (0/148), our sample size was not sufficient to consider the lock and dam a complete barrier to sea lamprey. Results also showed that existing traps are in good locations because 83%–96% of the population was vulnerable to existing traps. However, only 52%–69% of lampreys vulnerable to traps were caught, suggesting that traps can be improved. The approach used in this study was a novel use of Bayesian state-space models that may have broader applications, including evaluation of barriers for other invasive species (e.g., Asian carp (Hypophthalmichthys spp.)) and fish passage structures for other diadromous fishes.

  1. Tensor gauge condition and tensor field decomposition

    Science.gov (United States)

    Zhu, Ben-Chao; Chen, Xiang-Song

    2015-10-01

    We discuss various proposals of separating a tensor field into pure-gauge and gauge-invariant components. Such tensor field decomposition is intimately related to the effort of identifying the real gravitational degrees of freedom out of the metric tensor in Einstein’s general relativity. We show that as for a vector field, the tensor field decomposition has exact correspondence to and can be derived from the gauge-fixing approach. The complication for the tensor field, however, is that there are infinitely many complete gauge conditions in contrast to the uniqueness of Coulomb gauge for a vector field. The cause of such complication, as we reveal, is the emergence of a peculiar gauge-invariant pure-gauge construction for any gauge field of spin ≥ 2. We make an extensive exploration of the complete tensor gauge conditions and their corresponding tensor field decompositions, regarding mathematical structures, equations of motion for the fields and nonlinear properties. Apparently, no single choice is superior in all aspects, due to an awkward fact that no gauge-fixing can reduce a tensor field to be purely dynamical (i.e. transverse and traceless), as can the Coulomb gauge in a vector case.

  2. Bayesian methods in reliability

    Science.gov (United States)

    Sander, P.; Badoux, R.

    1991-11-01

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

  3. Numerical estimates of the maximum sustainable pore pressure in anticline formations using the tensor based concept of pore pressure-stress coupling

    Directory of Open Access Journals (Sweden)

    Andreas Eckert

    2015-02-01

    Full Text Available The advanced tensor based concept of pore pressure-stress coupling is used to provide pre-injection analytical estimates of the maximum sustainable pore pressure change, ΔPc, for fluid injection scenarios into generic anticline geometries. The heterogeneous stress distribution for different prevailing stress regimes in combination with the Young's modulus (E contrast between the injection layer and the cap rock and the interbedding friction coefficient, μ, may result in large spatial and directional differences of ΔPc. A single value characterizing the cap rock as for horizontal layered injection scenarios is not obtained. It is observed that a higher Young's modulus in the cap rock and/or a weak mechanical coupling between layers amplifies the maximum and minimum ΔPc values in the valley and limb, respectively. These differences in ΔPc imposed by E and μ are further amplified by different stress regimes. The more compressional the stress regime is, the larger the differences between the maximum and minimum ΔPc values become. The results of this study show that, in general compressional stress regimes yield the largest magnitudes of ΔPc and extensional stress regimes provide the lowest values of ΔPc for anticline formations. Yet this conclusion has to be considered with care when folded anticline layers are characterized by flexural slip and the friction coefficient between layers is low, i.e. μ = 0.1. For such cases of weak mechanical coupling, ΔPc magnitudes may range from 0 MPa to 27 MPa, indicating imminent risk of fault reactivation in the cap rock.

  4. Tensor structure for Nori motives

    OpenAIRE

    Barbieri-Viale, Luca; Huber, Annette; Prest, Mike

    2018-01-01

    We construct a tensor product on Freyd's universal abelian category attached to an additive tensor category or a tensor quiver and establish a universal property. This is used to give an alternative construction for the tensor product on Nori motives.

  5. Tensor eigenvalues and their applications

    CERN Document Server

    Qi, Liqun; Chen, Yannan

    2018-01-01

    This book offers an introduction to applications prompted by tensor analysis, especially by the spectral tensor theory developed in recent years. It covers applications of tensor eigenvalues in multilinear systems, exponential data fitting, tensor complementarity problems, and tensor eigenvalue complementarity problems. It also addresses higher-order diffusion tensor imaging, third-order symmetric and traceless tensors in liquid crystals, piezoelectric tensors, strong ellipticity for elasticity tensors, and higher-order tensors in quantum physics. This book is a valuable reference resource for researchers and graduate students who are interested in applications of tensor eigenvalues.

  6. Harmonic d-tensors

    Energy Technology Data Exchange (ETDEWEB)

    Hohmann, Manuel [Physikalisches Institut, Universitaet Tartu (Estonia)

    2016-07-01

    Tensor harmonics are a useful mathematical tool for finding solutions to differential equations which transform under a particular representation of the rotation group SO(3). In order to make use of this tool also in the setting of Finsler geometry, where the objects of relevance are d-tensors instead of tensors, we construct a set of d-tensor harmonics for both SO(3) and SO(4) symmetries and show how these can be used for calculations in Finsler geometry and gravity.

  7. Bayesian biostatistics

    CERN Document Server

    Lesaffre, Emmanuel

    2012-01-01

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

  8. Monograph On Tensor Notations

    Science.gov (United States)

    Sirlin, Samuel W.

    1993-01-01

    Eight-page report describes systems of notation used most commonly to represent tensors of various ranks, with emphasis on tensors in Cartesian coordinate systems. Serves as introductory or refresher text for scientists, engineers, and others familiar with basic concepts of coordinate systems, vectors, and partial derivatives. Indicial tensor, vector, dyadic, and matrix notations, and relationships among them described.

  9. Bayesian Inference on Gravitational Waves

    Directory of Open Access Journals (Sweden)

    Asad Ali

    2015-12-01

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

  10. Bayesian Utilitarianism

    OpenAIRE

    ZHOU, Lin

    1996-01-01

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

  11. Bayesian Dark Knowledge

    NARCIS (Netherlands)

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

    2015-01-01

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

  12. Bayesian Independent Component Analysis

    DEFF Research Database (Denmark)

    Winther, Ole; Petersen, Kaare Brandt

    2007-01-01

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

  13. A Bayesian approach to estimating hidden variables as well as missing and wrong molecular interactions in ordinary differential equation-based mathematical models.

    Science.gov (United States)

    Engelhardt, Benjamin; Kschischo, Maik; Fröhlich, Holger

    2017-06-01

    Ordinary differential equations (ODEs) are a popular approach to quantitatively model molecular networks based on biological knowledge. However, such knowledge is typically restricted. Wrongly modelled biological mechanisms as well as relevant external influence factors that are not included into the model are likely to manifest in major discrepancies between model predictions and experimental data. Finding the exact reasons for such observed discrepancies can be quite challenging in practice. In order to address this issue, we suggest a Bayesian approach to estimate hidden influences in ODE-based models. The method can distinguish between exogenous and endogenous hidden influences. Thus, we can detect wrongly specified as well as missed molecular interactions in the model. We demonstrate the performance of our Bayesian dynamic elastic-net with several ordinary differential equation models from the literature, such as human JAK-STAT signalling, information processing at the erythropoietin receptor, isomerization of liquid α -Pinene, G protein cycling in yeast and UV-B triggered signalling in plants. Moreover, we investigate a set of commonly known network motifs and a gene-regulatory network. Altogether our method supports the modeller in an algorithmic manner to identify possible sources of errors in ODE-based models on the basis of experimental data. © 2017 The Author(s).

  14. Bowen-York tensors

    International Nuclear Information System (INIS)

    Beig, Robert; Krammer, Werner

    2004-01-01

    For a conformally flat 3-space, we derive a family of linear second-order partial differential operators which sends vectors into trace-free, symmetric 2-tensors. These maps, which are parametrized by conformal Killing vectors on the 3-space, are such that the divergence of the resulting tensor field depends only on the divergence of the original vector field. In particular, these maps send source-free electric fields into TT tensors. Moreover, if the original vector field is the Coulomb field on R 3 {0}, the resulting tensor fields on R 3 {0} are nothing but the family of TT tensors originally written by Bowen and York

  15. ESTIMATION OF PARAMETERS AND RELIABILITY FUNCTION OF EXPONENTIATED EXPONENTIAL DISTRIBUTION: BAYESIAN APPROACH UNDER GENERAL ENTROPY LOSS FUNCTION

    Directory of Open Access Journals (Sweden)

    Sanjay Kumar Singh

    2011-06-01

    Full Text Available In this Paper we propose Bayes estimators of the parameters of Exponentiated Exponential distribution and Reliability functions under General Entropy loss function for Type II censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under Squared Error loss function and maximum likelihood estimators for their simulated risks (average loss over sample space.

  16. A Bayesian approach for estimating under-reported dengue incidence with a focus on non-linear associations between climate and dengue in Dhaka, Bangladesh.

    Science.gov (United States)

    Sharmin, Sifat; Glass, Kathryn; Viennet, Elvina; Harley, David

    2018-04-01

    Determining the relation between climate and dengue incidence is challenging due to under-reporting of disease and consequent biased incidence estimates. Non-linear associations between climate and incidence compound this. Here, we introduce a modelling framework to estimate dengue incidence from passive surveillance data while incorporating non-linear climate effects. We estimated the true number of cases per month using a Bayesian generalised linear model, developed in stages to adjust for under-reporting. A semi-parametric thin-plate spline approach was used to quantify non-linear climate effects. The approach was applied to data collected from the national dengue surveillance system of Bangladesh. The model estimated that only 2.8% (95% credible interval 2.7-2.8) of all cases in the capital Dhaka were reported through passive case reporting. The optimal mean monthly temperature for dengue transmission is 29℃ and average monthly rainfall above 15 mm decreases transmission. Our approach provides an estimate of true incidence and an understanding of the effects of temperature and rainfall on dengue transmission in Dhaka, Bangladesh.

  17. Hierarchical Bayesian analysis to incorporate age uncertainty in growth curve analysis and estimates of age from length: Florida manatee (Trichechus manatus) carcasses

    Science.gov (United States)

    Schwarz, L.K.; Runge, M.C.

    2009-01-01

    Age estimation of individuals is often an integral part of species management research, and a number of ageestimation techniques are commonly employed. Often, the error in these techniques is not quantified or accounted for in other analyses, particularly in growth curve models used to describe physiological responses to environment and human impacts. Also, noninvasive, quick, and inexpensive methods to estimate age are needed. This research aims to provide two Bayesian methods to (i) incorporate age uncertainty into an age-length Schnute growth model and (ii) produce a method from the growth model to estimate age from length. The methods are then employed for Florida manatee (Trichechus manatus) carcasses. After quantifying the uncertainty in the aging technique (counts of ear bone growth layers), we fit age-length data to the Schnute growth model separately by sex and season. Independent prior information about population age structure and the results of the Schnute model are then combined to estimate age from length. Results describing the age-length relationship agree with our understanding of manatee biology. The new methods allow us to estimate age, with quantified uncertainty, for 98% of collected carcasses: 36% from ear bones, 62% from length.

  18. 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.

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

    DEFF Research Database (Denmark)

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

    Selection experiment was performed for weight gain in 13 generations of outbred mice. A total of 18 lines were included in the experiment. Nine lines were allotted to each of the two treatment diets (19.3 and 5.1 % protein). Within each diet three lines were selected upwards, three lines were...... selected downwards and three lines were kept as controls. Bayesian statistical methods are used to estimate the genetic variance components. Mixed model analysis is modified including mutation effect following the methods by Wray (1990). DIC was used to compare the model. Models including mutation effect...... have better fit compared to the model with only additive effect. Mutation as direct effect contributes 3.18% of the total phenotypic variance. While in the model with interactions between additive and mutation, it contributes 1.43% as direct effect and 1.36% as interaction effect of the total variance...

  20. The effects of noise over the complete space of diffusion tensor shape.

    Science.gov (United States)

    Gahm, Jin Kyu; Kindlmann, Gordon; Ennis, Daniel B

    2014-01-01

    Diffusion tensor magnetic resonance imaging (DT-MRI) is a technique used to quantify the microstructural organization of biological tissues. Multiple images are necessary to reconstruct the tensor data and each acquisition is subject to complex thermal noise. As such, measures of tensor invariants, which characterize components of tensor shape, derived from the tensor data will be biased from their true values. Previous work has examined this bias, but over a narrow range of tensor shape. Herein, we define the mathematics for constructing a tensor from tensor invariants, which permits an intuitive and principled means for building tensors with a complete range of tensor shape and salient microstructural properties. Thereafter, we use this development to evaluate by simulation the effects of noise on characterizing tensor shape over the complete space of tensor shape for three encoding schemes with different SNR and gradient directions. We also define a new framework for determining the distribution of the true values of tensor invariants given their measures, which provides guidance about the confidence the observer should have in the measures. Finally, we present the statistics of tensor invariant estimates over the complete space of tensor shape to demonstrate how the noise sensitivity of tensor invariants varies across the space of tensor shape as well as how the imaging protocol impacts measures of tensor invariants. Copyright © 2013 Elsevier B.V. All rights reserved.

  1. The moving-window Bayesian maximum entropy framework: estimation of PM(2.5) yearly average concentration across the contiguous United States.

    Science.gov (United States)

    Akita, Yasuyuki; Chen, Jiu-Chiuan; Serre, Marc L

    2012-09-01

    Geostatistical methods are widely used in estimating long-term exposures for epidemiological studies on air pollution, despite their limited capabilities to handle spatial non-stationarity over large geographic domains and the uncertainty associated with missing monitoring data. We developed a moving-window (MW) Bayesian maximum entropy (BME) method and applied this framework to estimate fine particulate matter (PM(2.5)) yearly average concentrations over the contiguous US. The MW approach accounts for the spatial non-stationarity, while the BME method rigorously processes the uncertainty associated with data missingness in the air-monitoring system. In the cross-validation analyses conducted on a set of randomly selected complete PM(2.5) data in 2003 and on simulated data with different degrees of missing data, we demonstrate that the MW approach alone leads to at least 17.8% reduction in mean square error (MSE) in estimating the yearly PM(2.5). Moreover, the MWBME method further reduces the MSE by 8.4-43.7%, with the proportion of incomplete data increased from 18.3% to 82.0%. The MWBME approach leads to significant reductions in estimation error and thus is recommended for epidemiological studies investigating the effect of long-term exposure to PM(2.5) across large geographical domains with expected spatial non-stationarity.

  2. The moving-window Bayesian Maximum Entropy framework: Estimation of PM2.5 yearly average concentration across the contiguous United States

    Science.gov (United States)

    Akita, Yasuyuki; Chen, Jiu-Chiuan; Serre, Marc L.

    2013-01-01

    Geostatistical methods are widely used in estimating long-term exposures for air pollution epidemiological studies, despite their limited capabilities to handle spatial non-stationarity over large geographic domains and uncertainty associated with missing monitoring data. We developed a moving-window (MW) Bayesian Maximum Entropy (BME) method and applied this framework to estimate fine particulate matter (PM2.5) yearly average concentrations over the contiguous U.S. The MW approach accounts for the spatial non-stationarity, while the BME method rigorously processes the uncertainty associated with data missingnees in the air monitoring system. In the cross-validation analyses conducted on a set of randomly selected complete PM2.5 data in 2003 and on simulated data with different degrees of missing data, we demonstrate that the MW approach alone leads to at least 17.8% reduction in mean square error (MSE) in estimating the yearly PM2.5. Moreover, the MWBME method further reduces the MSE by 8.4% to 43.7% with the proportion of incomplete data increased from 18.3% to 82.0%. The MWBME approach leads to significant reductions in estimation error and thus is recommended for epidemiological studies investigating the effect of long-term exposure to PM2.5 across large geographical domains with expected spatial non-stationarity. PMID:22739679

  3. Bayesian estimation of magma supply, storage, and eruption rates using a multiphysical volcano model: Kīlauea Volcano, 2000-2012

    Science.gov (United States)

    Anderson, Kyle R.; Poland, Michael P.

    2016-08-01

    Estimating rates of magma supply to the world's volcanoes remains one of the most fundamental aims of volcanology. Yet, supply rates can be difficult to estimate even at well-monitored volcanoes, in part because observations are noisy and are usually considered independently rather than as part of a holistic system. In this work we demonstrate a technique for probabilistically estimating time-variable rates of magma supply to a volcano through probabilistic constraint on storage and eruption rates. This approach utilizes Bayesian joint inversion of diverse datasets using predictions from a multiphysical volcano model, and independent prior information derived from previous geophysical, geochemical, and geological studies. The solution to the inverse problem takes the form of a probability density function which takes into account uncertainties in observations and prior information, and which we sample using a Markov chain Monte Carlo algorithm. Applying the technique to Kīlauea Volcano, we develop a model which relates magma flow rates with deformation of the volcano's surface, sulfur dioxide emission rates, lava flow field volumes, and composition of the volcano's basaltic magma. This model accounts for effects and processes mostly neglected in previous supply rate estimates at Kīlauea, including magma compressibility, loss of sulfur to the hydrothermal system, and potential magma storage in the volcano's deep rift zones. We jointly invert data and prior information to estimate rates of supply, storage, and eruption during three recent quasi-steady-state periods at the volcano. Results shed new light on the time-variability of magma supply to Kīlauea, which we find to have increased by 35-100% between 2001 and 2006 (from 0.11-0.17 to 0.18-0.28 km3/yr), before subsequently decreasing to 0.08-0.12 km3/yr by 2012. Changes in supply rate directly impact hazard at the volcano, and were largely responsible for an increase in eruption rate of 60-150% between 2001 and

  4. Bayesian estimation of magma supply, storage, and eruption rates using a multiphysical volcano model: Kīlauea Volcano, 2000–2012

    Science.gov (United States)

    Anderson, Kyle R.; Poland, Michael

    2016-01-01

    Estimating rates of magma supply to the world's volcanoes remains one of the most fundamental aims of volcanology. Yet, supply rates can be difficult to estimate even at well-monitored volcanoes, in part because observations are noisy and are usually considered independently rather than as part of a holistic system. In this work we demonstrate a technique for probabilistically estimating time-variable rates of magma supply to a volcano through probabilistic constraint on storage and eruption rates. This approach utilizes Bayesian joint inversion of diverse datasets using predictions from a multiphysical volcano model, and independent prior information derived from previous geophysical, geochemical, and geological studies. The solution to the inverse problem takes the form of a probability density function which takes into account uncertainties in observations and prior information, and which we sample using a Markov chain Monte Carlo algorithm. Applying the technique to Kīlauea Volcano, we develop a model which relates magma flow rates with deformation of the volcano's surface, sulfur dioxide emission rates, lava flow field volumes, and composition of the volcano's basaltic magma. This model accounts for effects and processes mostly neglected in previous supply rate estimates at Kīlauea, including magma compressibility, loss of sulfur to the hydrothermal system, and potential magma storage in the volcano's deep rift zones. We jointly invert data and prior information to estimate rates of supply, storage, and eruption during three recent quasi-steady-state periods at the volcano. Results shed new light on the time-variability of magma supply to Kīlauea, which we find to have increased by 35–100% between 2001 and 2006 (from 0.11–0.17 to 0.18–0.28 km3/yr), before subsequently decreasing to 0.08–0.12 km3/yr by 2012. Changes in supply rate directly impact hazard at the volcano, and were largely responsible for an increase in eruption rate of 60–150% between

  5. Bayesian Estimation of Pneumonia Etiology: Epidemiologic Considerations and Applications to the Pneumonia Etiology Research for Child Health Study.

    Science.gov (United States)

    Deloria Knoll, Maria; Fu, Wei; Shi, Qiyuan; Prosperi, Christine; Wu, Zhenke; Hammitt, Laura L; Feikin, Daniel R; Baggett, Henry C; Howie, Stephen R C; Scott, J Anthony G; Murdoch, David R; Madhi, Shabir A; Thea, Donald M; Brooks, W Abdullah; Kotloff, Karen L; Li, Mengying; Park, Daniel E; Lin, Wenyi; Levine, Orin S; O'Brien, Katherine L; Zeger, Scott L

    2017-06-15

    In pneumonia, specimens are rarely obtained directly from the infection site, the lung, so the pathogen causing infection is determined indirectly from multiple tests on peripheral clinical specimens, which may have imperfect and uncertain sensitivity and specificity, so inference about the cause is complex. Analytic approaches have included expert review of case-only results, case-control logistic regression, latent class analysis, and attributable fraction, but each has serious limitations and none naturally integrate multiple test results. The Pneumonia Etiology Research for Child Health (PERCH) study required an analytic solution appropriate for a case-control design that could incorporate evidence from multiple specimens from cases and controls and that accounted for measurement error. We describe a Bayesian integrated approach we developed that combined and extended elements of attributable fraction and latent class analyses to meet some of these challenges and illustrate the advantage it confers regarding the challenges identified for other methods. © The Author 2017. Published by Oxford University Press for the Infectious Diseases Society of America.

  6. Estimation of Mental Disorders Prevalence in High School Students Using Small Area Methods: A Hierarchical Bayesian Approach

    Directory of Open Access Journals (Sweden)

    Ali Reza Soltanian

    2016-08-01

    Full Text Available Background Adolescence is one of the most important periods in the course of human evolution and the prevalence of mental disorders among adolescence in different regions of Iran, especially in southern Iran. Objectives This study was conducted to determine the prevalence of mental disorders among high school students in Bushehr province, south of Iran. Methods In this cross-sectional study, 286 high school students were recruited by a multi-stage random sampling in Bushehr province in 2015. A general health questionnaire (GHQ-28 was used to assess mental disorders. The small area method, under the hierarchical Bayesian approach, was used to determine the prevalence of mental disorders and data analysis. Results From 286 questionnaires only 182 were completely filed and evaluated (the response rate was 70.5%. Of the students, 58.79% and 41.21% were male and female, respectively. Of all students, the prevalence of mental disorders in Bushehr, Dayyer, Deylam, Kangan, Dashtestan, Tangestan, Genaveh, and Dashty were 0.48, 0.42, 0.45, 0.52, 0.41, 0.47, 0.42, and 0.43, respectively. Conclusions Based on this study, the prevalence of mental disorders among adolescents was increasing in Bushehr Province counties. The lack of a national policy in this way is a serious obstacle to mental health and wellbeing access.

  7. Reliability assessment using Bayesian networks. Case study on quantative reliability estimation of a software-based motor protection relay

    International Nuclear Information System (INIS)

    Helminen, A.; Pulkkinen, U.

    2003-06-01

    In this report a quantitative reliability assessment of motor protection relay SPAM 150 C has been carried out. The assessment focuses to the methodological analysis of the quantitative reliability assessment using the software-based motor protection relay as a case study. The assessment method is based on Bayesian networks and tries to take the full advantage of the previous work done in a project called Programmable Automation System Safety Integrity assessment (PASSI). From the results and experiences achieved during the work it is justified to claim that the assessment method presented in the work enables a flexible use of qualitative and quantitative elements of reliability related evidence in a single reliability assessment. At the same time the assessment method is a concurrent way of reasoning one's beliefs and references about the reliability of the system. Full advantage of the assessment method is taken when using the method as a way to cultivate the information related to the reliability of software-based systems. The method can also be used as a communicational instrument in a licensing process of software-based systems. (orig.)

  8. A Bayesian approach to unanticipated events frequency estimation in the decision making context of a nuclear research reactor facility

    International Nuclear Information System (INIS)

    Chatzidakis, S.; Staras, A.

    2013-01-01

    Highlights: • The Bayes’ theorem is employed to support the decision making process in a research reactor. • The intention is to calculate parameters related to unanticipated occurrence of events. • Frequency, posterior distribution and confidence limits are calculated. • The approach is demonstrated using two real-world numerical examples. • The approach can be used even if no failures have been observed. - Abstract: Research reactors are considered as multi-tasking environments having the multiple roles of commercial, research and training facilities. Yet, reactor managers have to make decisions, frequently with high economic impact, based on little available knowledge. A systematic approach employing the Bayes’ theorem is proposed to support the decision making process in a research reactor environment. This approach is characterized by low level complexity, appropriate for research reactor facilities. The methodology is demonstrated through the study of two characteristic events that lead to unanticipated system shutdown, namely the de-energization of the control rod magnet and the flapper valve opening. The results obtained demonstrate the suitability of the Bayesian approach in the decision making context when unanticipated events are considered

  9. QCD vacuum tensor susceptibility and properties of transversely polarized mesons

    International Nuclear Information System (INIS)

    Bakulev, A.P.; Mikhajlov, S.V.

    1999-01-01

    We re-estimate the tensor susceptibility of QCD vacuum, χ, and to this end, we re-estimate the leptonic decay constants for transversely polarized ρ-, ρ'- and b 1 -mesons. The origin of the susceptibility is analyzed using duality between ρ- and b 1 -channels in a 2-point correlator of tensor currents and disagree with [2] on both OPE expansion and the value of QCD vacuum tensor susceptibility. Using our value for the latter we determine new estimations of nucleon tensor charges related to the first moment of the transverse structure functions h 1 of a nucleon

  10. Categorical Tensor Network States

    Directory of Open Access Journals (Sweden)

    Jacob D. Biamonte

    2011-12-01

    Full Text Available We examine the use of string diagrams and the mathematics of category theory in the description of quantum states by tensor networks. This approach lead to a unification of several ideas, as well as several results and methods that have not previously appeared in either side of the literature. Our approach enabled the development of a tensor network framework allowing a solution to the quantum decomposition problem which has several appealing features. Specifically, given an n-body quantum state |ψ〉, we present a new and general method to factor |ψ〉 into a tensor network of clearly defined building blocks. We use the solution to expose a previously unknown and large class of quantum states which we prove can be sampled efficiently and exactly. This general framework of categorical tensor network states, where a combination of generic and algebraically defined tensors appear, enhances the theory of tensor network states.

  11. Evaluation of Bayesian estimation of a hidden continuous-time Markov chain model with application to threshold violation in water-quality indicators

    Science.gov (United States)

    Deviney, Frank A.; Rice, Karen; Brown, Donald E.

    2012-01-01

    Natural resource managers require information concerning  the frequency, duration, and long-term probability of occurrence of water-quality indicator (WQI) violations of defined thresholds. The timing of these threshold crossings often is hidden from the observer, who is restricted to relatively infrequent observations. Here, a model for the hidden process is linked with a model for the observations, and the parameters describing duration, return period, and long-term probability of occurrence are estimated using Bayesian methods. A simulation experiment is performed to evaluate the approach under scenarios based on the equivalent of a total monitoring period of 5-30 years and an observation frequency of 1-50 observations per year. Given constant threshold crossing rate, accuracy and precision of parameter estimates increased with longer total monitoring period and more-frequent observations. Given fixed monitoring period and observation frequency, accuracy and precision of parameter estimates increased with longer times between threshold crossings. For most cases where the long-term probability of being in violation is greater than 0.10, it was determined that at least 600 observations are needed to achieve precise estimates.  An application of the approach is presented using 22 years of quasi-weekly observations of acid-neutralizing capacity from Deep Run, a stream in Shenandoah National Park, Virginia. The time series also was sub-sampled to simulate monthly and semi-monthly sampling protocols. Estimates of the long-term probability of violation were unbiased despite sampling frequency; however, the expected duration and return period were over-estimated using the sub-sampled time series with respect to the full quasi-weekly time series.

  12. A Bayesian model averaging approach for estimating the relative risk of mortality associated with heat waves in 105 U.S. cities.

    Science.gov (United States)

    Bobb, Jennifer F; Dominici, Francesca; Peng, Roger D

    2011-12-01

    Estimating the risks heat waves pose to human health is a critical part of assessing the future impact of climate change. In this article, we propose a flexible class of time series models to estimate the relative risk of mortality associated with heat waves and conduct Bayesian model averaging (BMA) to account for the multiplicity of potential models. Applying these methods to data from 105 U.S. cities for the period 1987-2005, we identify those cities having a high posterior probability of increased mortality risk during heat waves, examine the heterogeneity of the posterior distributions of mortality risk across cities, assess sensitivity of the results to the selection of prior distributions, and compare our BMA results to a model selection approach. Our results show that no single model best predicts risk across the majority of cities, and that for some cities heat-wave risk estimation is sensitive to model choice. Although model averaging leads to posterior distributions with increased variance as compared to statistical inference conditional on a model obtained through model selection, we find that the posterior mean of heat wave mortality risk is robust to accounting for model uncertainty over a broad class of models. © 2011, The International Biometric Society.

  13. Cartesian tensors an introduction

    CERN Document Server

    Temple, G

    2004-01-01

    This undergraduate text provides an introduction to the theory of Cartesian tensors, defining tensors as multilinear functions of direction, and simplifying many theorems in a manner that lends unity to the subject. The author notes the importance of the analysis of the structure of tensors in terms of spectral sets of projection operators as part of the very substance of quantum theory. He therefore provides an elementary discussion of the subject, in addition to a view of isotropic tensors and spinor analysis within the confines of Euclidean space. The text concludes with an examination of t

  14. Linear Invariant Tensor Interpolation Applied to Cardiac Diffusion Tensor MRI

    Science.gov (United States)

    Gahm, Jin Kyu; Wisniewski, Nicholas; Kindlmann, Gordon; Kung, Geoffrey L.; Klug, William S.; Garfinkel, Alan; Ennis, Daniel B.

    2015-01-01

    Purpose Various methods exist for interpolating diffusion tensor fields, but none of them linearly interpolate tensor shape attributes. Linear interpolation is expected not to introduce spurious changes in tensor shape. Methods Herein we define a new linear invariant (LI) tensor interpolation method that linearly interpolates components of tensor shape (tensor invariants) and recapitulates the interpolated tensor from the linearly interpolated tensor invariants and the eigenvectors of a linearly interpolated tensor. The LI tensor interpolation method is compared to the Euclidean (EU), affine-invariant Riemannian (AI), log-Euclidean (LE) and geodesic-loxodrome (GL) interpolation methods using both a synthetic tensor field and three experimentally measured cardiac DT-MRI datasets. Results EU, AI, and LE introduce significant microstructural bias, which can be avoided through the use of GL or LI. Conclusion GL introduces the least microstructural bias, but LI tensor interpolation performs very similarly and at substantially reduced computational cost. PMID:23286085

  15. A Bayesian Meta-Analysis of the Effect of Alcohol Use on HCV-Treatment Outcomes with a Comparison of Resampling Methods to Assess Uncertainty in Parameter Estimates.

    Energy Technology Data Exchange (ETDEWEB)

    Cauthen, Katherine Regina [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Lambert, Gregory Joseph [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Finley, Patrick D. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Ross, David [US Dept. of Veterans Affairs, Washington, DC (United States); Chartier, Maggie [US Dept. of Veterans Affairs, Washington, DC (United States); Davey, Victoria J. [US Dept. of Veterans Affairs, Washington, DC (United States)

    2015-10-01

    There is mounting evidence that alcohol use is significantly linked to lower HCV treatment response rates in interferon-based therapies, though some of the evidence is conflicting. Furthermore, although health care providers recommend reducing or abstaining from alcohol use prior to treatment, many patients do not succeed in doing so. The goal of this meta-analysis was to systematically review and summarize the Englishlanguage literature up through January 30, 2015 regarding the relationship between alcohol use and HCV treatment outcomes, among patients who were not required to abstain from alcohol use in order to receive treatment. Seven pertinent articles studying 1,751 HCV-infected patients were identified. Log-ORs of HCV treatment response for heavy alcohol use and light alcohol use were calculated and compared. We employed a hierarchical Bayesian meta-analytic model to accommodate the small sample size. The summary estimate for the log-OR of HCV treatment response was -0.775 with a 95% credible interval of (-1.397, -0.236). The results of the Bayesian meta-analysis are slightly more conservative compared to those obtained from a boot-strapped, random effects model. We found evidence of heterogeneity (Q = 14.489, p = 0.025), accounting for 60.28% of the variation among log-ORs. Meta-regression to capture the sources of this heterogeneity did not identify any of the covariates investigated as significant. This meta-analysis confirms that heavy alcohol use is associated with decreased HCV treatment response compared to lighter levels of alcohol use. Further research is required to characterize the mechanism by which alcohol use affects HCV treatment response.

  16. On improving the efficiency of tensor voting.

    Science.gov (United States)

    Moreno, Rodrigo; Garcia, Miguel Angel; Puig, Domenec; Pizarro, Luis; Burgeth, Bernhard; Weickert, Joachim

    2011-11-01

    This paper proposes two alternative formulations to reduce the high computational complexity of tensor voting, a robust perceptual grouping technique used to extract salient information from noisy data. The first scheme consists of numerical approximations of the votes, which have been derived from an in-depth analysis of the plate and ball voting processes. The second scheme simplifies the formulation while keeping the same perceptual meaning of the original tensor voting: The stick tensor voting and the stick component of the plate tensor voting must reinforce surfaceness, the plate components of both the plate and ball tensor voting must boost curveness, whereas junctionness must be strengthened by the ball component of the ball tensor voting. Two new parameters have been proposed for the second formulation in order to control the potentially conflictive influence of the stick component of the plate vote and the ball component of the ball vote. Results show that the proposed formulations can be used in applications where efficiency is an issue since they have a complexity of order O(1). Moreover, the second proposed formulation has been shown to be more appropriate than the original tensor voting for estimating saliencies by appropriately setting the two new parameters.

  17. Estimating the spatial distribution of soil moisture based on Bayesian maximum entropy method with auxiliary data from remote sensing

    Science.gov (United States)

    Gao, Shengguo; Zhu, Zhongli; Liu, Shaomin; Jin, Rui; Yang, Guangchao; Tan, Lei

    2014-10-01

    Soil moisture (SM) plays a fundamental role in the land-atmosphere exchange process. Spatial estimation based on multi in situ (network) data is a critical way to understand the spatial structure and variation of land surface soil moisture. Theoretically, integrating densely sampled auxiliary data spatially correlated with soil moisture into the procedure of spatial estimation can improve its accuracy. In this study, we present a novel approach to estimate the spatial pattern of soil moisture by using the BME method based on wireless sensor network data and auxiliary information from ASTER (Terra) land surface temperature measurements. For comparison, three traditional geostatistic methods were also applied: ordinary kriging (OK), which used the wireless sensor network data only, regression kriging (RK) and ordinary co-kriging (Co-OK) which both integrated the ASTER land surface temperature as a covariate. In Co-OK, LST was linearly contained in the estimator, in RK, estimator is expressed as the sum of the regression estimate and the kriged estimate of the spatially correlated residual, but in BME, the ASTER land surface temperature was first retrieved as soil moisture based on the linear regression, then, the t-distributed prediction interval (PI) of soil moisture was estimated and used as soft data in probability form. The results indicate that all three methods provide reasonable estimations. Co-OK, RK and BME can provide a more accurate spatial estimation by integrating the auxiliary information Compared to OK. RK and BME shows more obvious improvement compared to Co-OK, and even BME can perform slightly better than RK. The inherent issue of spatial estimation (overestimation in the range of low values and underestimation in the range of high values) can also be further improved in both RK and BME. We can conclude that integrating auxiliary data into spatial estimation can indeed improve the accuracy, BME and RK take better advantage of the auxiliary

  18. Improved tensor multiplets

    International Nuclear Information System (INIS)

    Wit, B. de; Rocek, M.

    1982-01-01

    We construct a conformally invariant theory of the N = 1 supersymmetric tensor gauge multiplet and discuss the situation in N = 2. We show that our results give rise to the recently proposed variant of Poincare supergravity, and provide the complete tensor calculus for the theory. Finally, we argue that this theory cannot be quantized sensibly. (orig.)

  19. Bayesian modelling to estimate the test characteristics of coprology, coproantigen ELISA and a novel real-time PCR for the diagnosis of taeniasis.

    Science.gov (United States)

    Praet, Nicolas; Verweij, Jaco J; Mwape, Kabemba E; Phiri, Isaac K; Muma, John B; Zulu, Gideon; van Lieshout, Lisette; Rodriguez-Hidalgo, Richar; Benitez-Ortiz, Washington; Dorny, Pierre; Gabriël, Sarah

    2013-05-01

    To estimate and compare the performances of coprology, copro-Ag ELISA and real-time polymerase chain reaction assay (copro-PCR) for detection of Taenia solium tapeworm carriers. The three diagnostic tests were applied on 817 stool samples collected in two Zambian communities where taeniasis is endemic. A Bayesian approach was used to allow estimation of the test characteristics. Two (0.2%; 95% Confidence Interval (CI): 0-0.8), 67 (8.2%; 95% CI: 6.4-10.3) and 10 (1.2%; 95% CI: 0.5-2.2) samples were positive using coprology, copro-Ag ELISA and copro-PCR, respectively. Specificities of 99.9%, 92.0% and 99.0% were determined for coprology, copro-Ag ELISA and copro-PCR, respectively. Sensitivities of 52.5%, 84.5% and 82.7% were determined for coprology, copro-Ag ELISA and copro-PCR, respectively. We urge for additional studies exploring possible cross-reactions of the copro-Ag ELISA and for the use of more sensitive tests, such as copro-PCR, for the detection of tapeworm carriers, which is a key factor in controlling the parasite in endemic areas. © 2013 Blackwell Publishing Ltd.

  20. Bayesian image restoration, using configurations

    OpenAIRE

    Thorarinsdottir, Thordis

    2006-01-01

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

  1. Time integration of tensor trains

    OpenAIRE

    Lubich, Christian; Oseledets, Ivan; Vandereycken, Bart

    2014-01-01

    A robust and efficient time integrator for dynamical tensor approximation in the tensor train or matrix product state format is presented. The method is based on splitting the projector onto the tangent space of the tensor manifold. The algorithm can be used for updating time-dependent tensors in the given data-sparse tensor train / matrix product state format and for computing an approximate solution to high-dimensional tensor differential equations within this data-sparse format. The formul...

  2. Use of Bayesian networks classifiers for long-term mean wind turbine energy output estimation at a potential wind energy conversion site

    Energy Technology Data Exchange (ETDEWEB)

    Carta, Jose A. [Department of Mechanical Engineering, University of Las Palmas de Gran Canaria, Campus de Tafira s/n, 35017 Las Palmas de Gran Canaria, Canary Islands (Spain); Velazquez, Sergio [Department of Electronics and Automatics Engineering, University of Las Palmas de Gran Canaria, Campus de Tafira s/n, 35017 Las Palmas de Gran Canaria, Canary Islands (Spain); Matias, J.M. [Department of Statistics, University of Vigo, Lagoas Marcosende, 36200 Vigo (Spain)

    2011-02-15

    Due to the interannual variability of wind speed a feasibility analysis for the installation of a Wind Energy Conversion System at a particular site requires estimation of the long-term mean wind turbine energy output. A method is proposed in this paper which, based on probabilistic Bayesian networks (BNs), enables estimation of the long-term mean wind speed histogram for a site where few measurements of the wind resource are available. For this purpose, the proposed method allows the use of multiple reference stations with a long history of wind speed and wind direction measurements. That is to say, the model that is proposed in this paper is able to involve and make use of regional information about the wind resource. With the estimated long-term wind speed histogram and the power curve of a wind turbine it is possible to use the method of bins to determine the long-term mean energy output for that wind turbine. The intelligent system employed, the knowledgebase of which is a joint probability function of all the model variables, uses efficient calculation techniques for conditional probabilities to perform the reasoning. This enables automatic model learning and inference to be performed efficiently based on the available evidence. The proposed model is applied in this paper to wind speeds and wind directions recorded at four weather stations located in the Canary Islands (Spain). Ten years of mean hourly wind speed and direction data are available for these stations. One of the conclusions reached is that the BN with three reference stations gave fewer errors between the real and estimated long-term mean wind turbine energy output than when using two measure-correlate-predict algorithms which were evaluated and which use a linear regression between the candidate station and one reference station. (author)

  3. Use of Bayesian networks classifiers for long-term mean wind turbine energy output estimation at a potential wind energy conversion site

    International Nuclear Information System (INIS)

    Carta, Jose A.; Velazquez, Sergio; Matias, J.M.

    2011-01-01

    Due to the interannual variability of wind speed a feasibility analysis for the installation of a Wind Energy Conversion System at a particular site requires estimation of the long-term mean wind turbine energy output. A method is proposed in this paper which, based on probabilistic Bayesian networks (BNs), enables estimation of the long-term mean wind speed histogram for a site where few measurements of the wind resource are available. For this purpose, the proposed method allows the use of multiple reference stations with a long history of wind speed and wind direction measurements. That is to say, the model that is proposed in this paper is able to involve and make use of regional information about the wind resource. With the estimated long-term wind speed histogram and the power curve of a wind turbine it is possible to use the method of bins to determine the long-term mean energy output for that wind turbine. The intelligent system employed, the knowledgebase of which is a joint probability function of all the model variables, uses efficient calculation techniques for conditional probabilities to perform the reasoning. This enables automatic model learning and inference to be performed efficiently based on the available evidence. The proposed model is applied in this paper to wind speeds and wind directions recorded at four weather stations located in the Canary Islands (Spain). Ten years of mean hourly wind speed and direction data are available for these stations. One of the conclusions reached is that the BN with three reference stations gave fewer errors between the real and estimated long-term mean wind turbine energy output than when using two measure-correlate-predict algorithms which were evaluated and which use a linear regression between the candidate station and one reference station.

  4. Introduction to Bayesian statistics

    CERN Document Server

    Koch, Karl-Rudolf

    2007-01-01

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

  5. GBIS (Geodetic Bayesian Inversion Software): Rapid Inversion of InSAR and GNSS Data to Estimate Surface Deformation Source Parameters and Uncertainties

    Science.gov (United States)

    Bagnardi, M.; Hooper, A. J.

    2017-12-01

    Inversions of geodetic observational data, such as Interferometric Synthetic Aperture Radar (InSAR) and Global Navigation Satellite System (GNSS) measurements, are often performed to obtain information about the source of surface displacements. Inverse problem theory has been applied to study magmatic processes, the earthquake cycle, and other phenomena that cause deformation of the Earth's interior and of its surface. Together with increasing improvements in data resolution, both spatial and temporal, new satellite missions (e.g., European Commission's Sentinel-1 satellites) are providing the unprecedented opportunity to access space-geodetic data within hours from their acquisition. To truly take advantage of these opportunities we must become able to interpret geodetic data in a rapid and robust manner. Here we present the open-source Geodetic Bayesian Inversion Software (GBIS; available for download at http://comet.nerc.ac.uk/gbis). GBIS is written in Matlab and offers a series of user-friendly and interactive pre- and post-processing tools. For example, an interactive function has been developed to estimate the characteristics of noise in InSAR data by calculating the experimental semi-variogram. The inversion software uses a Markov-chain Monte Carlo algorithm, incorporating the Metropolis-Hastings algorithm with adaptive step size, to efficiently sample the posterior probability distribution of the different source parameters. The probabilistic Bayesian approach allows the user to retrieve estimates of the optimal (best-fitting) deformation source parameters together with the associated uncertainties produced by errors in the data (and by scaling, errors in the model). The current version of GBIS (V1.0) includes fast analytical forward models for magmatic sources of different geometry (e.g., point source, finite spherical source, prolate spheroid source, penny-shaped sill-like source, and dipping-dike with uniform opening) and for dipping faults with uniform

  6. Bayesian estimation of the hydraulic and solute transport properties of a small-scale unsaturated soil column

    NARCIS (Netherlands)

    Moreira, Paulo H S; Van Genuchten, Martinus Th; Orlande, Helcio R B; Cotta, Renato M.

    2016-01-01

    In this study the hydraulic and solute transport properties of an unsaturated soil were estimated simultaneously from a relatively simple small-scale laboratory column infiltration/outflow experiment. As governing equations we used the Richards equation for variably saturated flow and a physical

  7. Bayesian object-based estimation of LAI and chlorophyll from a simulated Sentinel-2 top-of-atmosphere radiance image

    NARCIS (Netherlands)

    Laurent, V.C.E.; Schaepman, M.E.; Verhoef, W.; Weyermann, J.; Chavez Oyanadel, R.O.

    2014-01-01

    Leaf area index (LAI) and chlorophyll content (Cab) are important vegetation variables which can be monitored using remote sensing (RS). Physically-based approaches have higher transferability and are therefore better suited than empirically-based approaches for estimating LAI and Cab at global

  8. A Mixture Rasch Model with a Covariate: A Simulation Study via Bayesian Markov Chain Monte Carlo Estimation

    Science.gov (United States)

    Dai, Yunyun

    2013-01-01

    Mixtures of item response theory (IRT) models have been proposed as a technique to explore response patterns in test data related to cognitive strategies, instructional sensitivity, and differential item functioning (DIF). Estimation proves challenging due to difficulties in identification and questions of effect size needed to recover underlying…

  9. Nonlinear bayesian state filtering with missing measurements and bounded noise and its application to vehicle position estimation

    Czech Academy of Sciences Publication Activity Database

    Pavelková, Lenka

    2011-01-01

    Roč. 47, č. 3 (2011), s. 370-384 ISSN 0023-5954 R&D Projects: GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : non-linear state space model * bounded uncertainty * missing measurements * state filtering * vehicle position estimation Subject RIV: BC - Control Systems Theory Impact factor: 0.454, year: 2011 http://library.utia.cas.cz/separaty/2011/AS/pavelkova-0360239.pdf

  10. The Bayesian Covariance Lasso.

    Science.gov (United States)

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

    2013-04-01

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

  11. A non-linear and stochastic response surface method for Bayesian estimation of uncertainty in soil moisture simulation from a land surface model

    Directory of Open Access Journals (Sweden)

    F. Hossain

    2004-01-01

    Full Text Available This study presents a simple and efficient scheme for Bayesian estimation of uncertainty in soil moisture simulation by a Land Surface Model (LSM. The scheme is assessed within a Monte Carlo (MC simulation framework based on the Generalized Likelihood Uncertainty Estimation (GLUE methodology. A primary limitation of using the GLUE method is the prohibitive computational burden imposed by uniform random sampling of the model's parameter distributions. Sampling is improved in the proposed scheme by stochastic modeling of the parameters' response surface that recognizes the non-linear deterministic behavior between soil moisture and land surface parameters. Uncertainty in soil moisture simulation (model output is approximated through a Hermite polynomial chaos expansion of normal random variables that represent the model's parameter (model input uncertainty. The unknown coefficients of the polynomial are calculated using limited number of model simulation runs. The calibrated polynomial is then used as a fast-running proxy to the slower-running LSM to predict the degree of representativeness of a randomly sampled model parameter set. An evaluation of the scheme's efficiency in sampling is made through comparison with the fully random MC sampling (the norm for GLUE and the nearest-neighborhood sampling technique. The scheme was able to reduce computational burden of random MC sampling for GLUE in the ranges of 10%-70%. The scheme was also found to be about 10% more efficient than the nearest-neighborhood sampling method in predicting a sampled parameter set's degree of representativeness. The GLUE based on the proposed sampling scheme did not alter the essential features of the uncertainty structure in soil moisture simulation. The scheme can potentially make GLUE uncertainty estimation for any LSM more efficient as it does not impose any additional structural or distributional assumptions.

  12. Sparse reconstruction using distribution agnostic bayesian matching pursuit

    KAUST Repository

    Masood, Mudassir; Al-Naffouri, Tareq Y.

    2013-01-01

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

  13. Tensor spherical harmonics and tensor multipoles. II. Minkowski space

    International Nuclear Information System (INIS)

    Daumens, M.; Minnaert, P.

    1976-01-01

    The bases of tensor spherical harmonics and of tensor multipoles discussed in the preceding paper are generalized in the Hilbert space of Minkowski tensor fields. The transformation properties of the tensor multipoles under Lorentz transformation lead to the notion of irreducible tensor multipoles. We show that the usual 4-vector multipoles are themselves irreducible, and we build the irreducible tensor multipoles of the second order. We also give their relations with the symmetric tensor multipoles defined by Zerilli for application to the gravitational radiation

  14. A Bayesian approach to assessing the uncertainty in estimating bioconcentration factors in earthworms--the example of quinoxyfen.

    Science.gov (United States)

    Fragoulis, George; Merli, Annalisa; Reeves, Graham; Meregalli, Giovanna; Stenberg, Kristofer; Tanaka, Taku; Capri, Ettore

    2011-06-01

    Quinoxyfen is a fungicide of the phenoxyquinoline class used to control powdery mildew, Uncinula necator (Schw.) Burr. Owing to its high persistence and strong sorption in soil, it could represent a risk for soil organisms if they are exposed at ecologically relevant concentrations. The objective of this paper is to predict the bioconcentration factors (BCFs) of quinoxyfen in earthworms, selected as a representative soil organism, and to assess the uncertainty in the estimation of this parameter. Three fields in each of four vineyards in southern and northern Italy were sampled over two successive years. The measured BCFs varied over time, possibly owing to seasonal changes and the consequent changes in behaviour and ecology of earthworms. Quinoxyfen did not accumulate in soil, as the mean soil concentrations at the end of the 2 year monitoring period ranged from 9.16 to 16.0 µg kg⁻¹ dw for the Verona province and from 23.9 to 37.5 µg kg⁻¹ dw for the Taranto province, with up to eight applications per season. To assess the uncertainty of the BCF in earthworms, a probabilistic approach was used, firstly by building with weighted bootstrapping techniques a generic probabilistic density function (PDF) accounting for variability and incompleteness of knowledge. The generic PDF was then used to derive prior distribution functions, which, by application of Bayes' theorem, were updated with the new measurements and a posterior distribution was finally created. The study is a good example of probabilistic risk assessment. The means of mean and SD posterior estimates of log BCFworm (2.06, 0.91) are the 'best estimate values'. Further risk assessment of quinoxyfen and other phenoxyquinoline fungicides and realistic representative scenarios for modelling exercises required for future authorization and post-authorization requirements can now use this value as input. Copyright © 2011 Society of Chemical Industry.

  15. Orbits of massive satellite galaxies - II. Bayesian estimates of the Milky Way and Andromeda masses using high-precision astrometry and cosmological simulations

    Science.gov (United States)

    Patel, Ekta; Besla, Gurtina; Mandel, Kaisey

    2017-07-01

    In the era of high-precision astrometry, space observatories like the Hubble Space Telescope (HST) and Gaia are providing unprecedented 6D phase-space information of satellite galaxies. Such measurements can shed light on the structure and assembly history of the Local Group, but improved statistical methods are needed to use them efficiently. Here we illustrate such a method using analogues of the Local Group's two most massive satellite galaxies, the Large Magellanic Cloud (LMC) and Triangulum (M33), from the Illustris dark-matter-only cosmological simulation. We use a Bayesian inference scheme combining measurements of positions, velocities and specific orbital angular momenta (j) of the LMC/M33 with importance sampling of their simulated analogues to compute posterior estimates of the Milky Way (MW) and Andromeda's (M31) halo masses. We conclude that the resulting host halo mass is more susceptible to bias when using measurements of the current position and velocity of satellites, especially when satellites are at short-lived phases of their orbits (I.e. at pericentre). Instead, the j value of a satellite is well conserved over time and provides a more reliable constraint on host mass. The inferred virial mass of the MW (M31) using j of the LMC (M33) is {{M}}_{vir, MW} = 1.02^{+0.77}_{-0.55} × 10^{12} M⊙ ({{M}}_{vir, M31} = 1.37^{+1.39}_{-0.75} × 10^{12} M⊙). Choosing simulated analogues whose j values are consistent with the conventional picture of a previous (<3 Gyr ago), close encounter (<100 kpc) of M33 about M31 results in a very low virial mass for M31 (˜1012 M⊙). This supports the new scenario put forth in Patel, Besla & Sohn, wherein M33 is on its first passage about M31 or on a long-period orbit. We conclude that this Bayesian inference scheme, utilizing satellite j, is a promising method to reduce the current factor of 2 spread in the mass range of the MW and M31. This method is easily adaptable to include additional satellites as new 6D

  16. Fast Bayesian Optimal Experimental Design for Seismic Source Inversion

    KAUST Repository

    Long, Quan; Motamed, Mohammad; Tempone, Raul

    2016-01-01

    We develop a fast method for optimally designing experiments [1] in the context of statistical seismic source inversion [2]. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by the elastic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L2 norm of the difference between the experimental data and the simulated data, is proportional to the measurement time and the number of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the true parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected information gain), the optimality criterion in the experimental design procedure. Since the source parameters span several magnitudes, we use a scaling matrix for efficient control of the condition number of the original Hessian matrix. We use a second-order accurate finite difference method to compute the Hessian matrix and either sparse quadrature or Monte Carlo sampling to carry out numerical integration. We demonstrate the efficiency, accuracy, and applicability of our method on a two-dimensional seismic source inversion problem.

  17. Fast Bayesian optimal experimental design for seismic source inversion

    KAUST Repository

    Long, Quan

    2015-07-01

    We develop a fast method for optimally designing experiments in the context of statistical seismic source inversion. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by elastodynamic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L2 norm of the difference between the experimental data and the simulated data, is proportional to the measurement time and the number of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the "true" parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected information gain), the optimality criterion in the experimental design procedure. Since the source parameters span several magnitudes, we use a scaling matrix for efficient control of the condition number of the original Hessian matrix. We use a second-order accurate finite difference method to compute the Hessian matrix and either sparse quadrature or Monte Carlo sampling to carry out numerical integration. We demonstrate the efficiency, accuracy, and applicability of our method on a two-dimensional seismic source inversion problem. © 2015 Elsevier B.V.

  18. Fast Bayesian Optimal Experimental Design for Seismic Source Inversion

    KAUST Repository

    Long, Quan

    2016-01-06

    We develop a fast method for optimally designing experiments [1] in the context of statistical seismic source inversion [2]. In particular, we efficiently compute the optimal number and locations of the receivers or seismographs. The seismic source is modeled by a point moment tensor multiplied by a time-dependent function. The parameters include the source location, moment tensor components, and start time and frequency in the time function. The forward problem is modeled by the elastic wave equations. We show that the Hessian of the cost functional, which is usually defined as the square of the weighted L2 norm of the difference between the experimental data and the simulated data, is proportional to the measurement time and the number of receivers. Consequently, the posterior distribution of the parameters, in a Bayesian setting, concentrates around the true parameters, and we can employ Laplace approximation and speed up the estimation of the expected Kullback-Leibler divergence (expected information gain), the optimality criterion in the experimental design procedure. Since the source parameters span several magnitudes, we use a scaling matrix for efficient control of the condition number of the original Hessian matrix. We use a second-order accurate finite difference method to compute the Hessian matrix and either sparse quadrature or Monte Carlo sampling to carry out numerical integration. We demonstrate the efficiency, accuracy, and applicability of our method on a two-dimensional seismic source inversion problem.

  19. Global, regional, and subregional trends in unintended pregnancy and its outcomes from 1990 to 2014: estimates from a Bayesian hierarchical model

    Directory of Open Access Journals (Sweden)

    Jonathan Bearak, PhD

    2018-04-01

    Full Text Available Summary: Background: Estimates of pregnancy incidence by intention status and outcome indicate how effectively women and couples are able to fulfil their childbearing aspirations, and can be used to monitor the impact of family-planning programmes. We estimate global, regional, and subregional pregnancy rates by intention status and outcome for 1990–2014. Methods: We developed a Bayesian hierarchical time series model whereby the unintended pregnancy rate is a function of the distribution of women across subgroups defined by marital status and contraceptive need and use, and of the risk of unintended pregnancy in each subgroup. Data included numbers of births and of women estimated by the UN Population Division, recently published abortion incidence estimates, and findings from surveys of women on the percentage of births or pregnancies that were unintended. Some 298 datapoints on the intention status of births or pregnancies were obtained for 105 countries. Findings: Worldwide, an estimated 44% (90% uncertainty interval [UI] 42–48 of pregnancies were unintended in 2010–14. The unintended pregnancy rate declined by 30% (90% UI 21–39 in developed regions, from 64 (59–81 per 1000 women aged 15–44 years in 1990–94 to 45 (42–56 in 2010–14. In developing regions, the unintended pregnancy rate fell 16% (90% UI 5–24, from 77 (74–88 per 1000 women aged 15–44 years to 65 (62–76. Whereas the decline in the unintended pregnancy rate in developed regions coincided with a declining abortion rate, the decline in developing regions coincided with a declining unintended birth rate. In 2010–14, 59% (90% UI 54–65 of unintended pregnancies ended in abortion in developed regions, as did 55% (52–60 of unintended pregnancies in developing regions. Interpretation: The unintended pregnancy rate remains substantially higher in developing regions than in developed regions. Sexual and reproductive health services are needed to help women

  20. Tensors and their applications

    CERN Document Server

    Islam, Nazrul

    2006-01-01

    About the Book: The book is written is in easy-to-read style with corresponding examples. The main aim of this book is to precisely explain the fundamentals of Tensors and their applications to Mechanics, Elasticity, Theory of Relativity, Electromagnetic, Riemannian Geometry and many other disciplines of science and engineering, in a lucid manner. The text has been explained section wise, every concept has been narrated in the form of definition, examples and questions related to the concept taught. The overall package of the book is highly useful and interesting for the people associated with the field. Contents: Preliminaries Tensor Algebra Metric Tensor and Riemannian Metric Christoffel`s Symbols and Covariant Differentiation Riemann-Christoffel Tensor The e-Systems and the Generalized Krönecker Deltas Geometry Analytical Mechanics Curvature of a Curve, Geodesic Parallelism of Vectors Ricci`s Coefficients of Rotation and Congruence Hyper Surfaces

  1. Symmetric Tensor Decomposition

    DEFF Research Database (Denmark)

    Brachat, Jerome; Comon, Pierre; Mourrain, Bernard

    2010-01-01

    We present an algorithm for decomposing a symmetric tensor, of dimension n and order d, as a sum of rank-1 symmetric tensors, extending the algorithm of Sylvester devised in 1886 for binary forms. We recall the correspondence between the decomposition of a homogeneous polynomial in n variables...... of polynomial equations of small degree in non-generic cases. We propose a new algorithm for symmetric tensor decomposition, based on this characterization and on linear algebra computations with Hankel matrices. The impact of this contribution is two-fold. First it permits an efficient computation...... of the decomposition of any tensor of sub-generic rank, as opposed to widely used iterative algorithms with unproved global convergence (e.g. Alternate Least Squares or gradient descents). Second, it gives tools for understanding uniqueness conditions and for detecting the rank....

  2. Identifying Active Faults by Improving Earthquake Locations with InSAR Data and Bayesian Estimation: The 2004 Tabuk (Saudi Arabia) Earthquake Sequence

    KAUST Repository

    Xu, Wenbin

    2015-02-03

    A sequence of shallow earthquakes of magnitudes ≤5.1 took place in 2004 on the eastern flank of the Red Sea rift, near the city of Tabuk in northwestern Saudi Arabia. The earthquakes could not be well located due to the sparse distribution of seismic stations in the region, making it difficult to associate the activity with one of the many mapped faults in the area and thus to improve the assessment of seismic hazard in the region. We used Interferometric Synthetic Aperture Radar (InSAR) data from the European Space Agency’s Envisat and ERS‐2 satellites to improve the location and source parameters of the largest event of the sequence (Mw 5.1), which occurred on 22 June 2004. The mainshock caused a small but distinct ∼2.7  cm displacement signal in the InSAR data, which reveals where the earthquake took place and shows that seismic reports mislocated it by 3–16 km. With Bayesian estimation, we modeled the InSAR data using a finite‐fault model in a homogeneous elastic half‐space and found the mainshock activated a normal fault, roughly 70 km southeast of the city of Tabuk. The southwest‐dipping fault has a strike that is roughly parallel to the Red Sea rift, and we estimate the centroid depth of the earthquake to be ∼3.2  km. Projection of the fault model uncertainties to the surface indicates that one of the west‐dipping normal faults located in the area and oriented parallel to the Red Sea is a likely source for the mainshock. The results demonstrate how InSAR can be used to improve locations of moderate‐size earthquakes and thus to identify currently active faults.

  3. Identifying Active Faults by Improving Earthquake Locations with InSAR Data and Bayesian Estimation: The 2004 Tabuk (Saudi Arabia) Earthquake Sequence

    KAUST Repository

    Xu, Wenbin; Dutta, Rishabh; Jonsson, Sigurjon

    2015-01-01

    A sequence of shallow earthquakes of magnitudes ≤5.1 took place in 2004 on the eastern flank of the Red Sea rift, near the city of Tabuk in northwestern Saudi Arabia. The earthquakes could not be well located due to the sparse distribution of seismic stations in the region, making it difficult to associate the activity with one of the many mapped faults in the area and thus to improve the assessment of seismic hazard in the region. We used Interferometric Synthetic Aperture Radar (InSAR) data from the European Space Agency’s Envisat and ERS‐2 satellites to improve the location and source parameters of the largest event of the sequence (Mw 5.1), which occurred on 22 June 2004. The mainshock caused a small but distinct ∼2.7  cm displacement signal in the InSAR data, which reveals where the earthquake took place and shows that seismic reports mislocated it by 3–16 km. With Bayesian estimation, we modeled the InSAR data using a finite‐fault model in a homogeneous elastic half‐space and found the mainshock activated a normal fault, roughly 70 km southeast of the city of Tabuk. The southwest‐dipping fault has a strike that is roughly parallel to the Red Sea rift, and we estimate the centroid depth of the earthquake to be ∼3.2  km. Projection of the fault model uncertainties to the surface indicates that one of the west‐dipping normal faults located in the area and oriented parallel to the Red Sea is a likely source for the mainshock. The results demonstrate how InSAR can be used to improve locations of moderate‐size earthquakes and thus to identify currently active faults.

  4. The metabolic network of Clostridium acetobutylicum: Comparison of the approximate Bayesian computation via sequential Monte Carlo (ABC-SMC) and profile likelihood estimation (PLE) methods for determinability analysis.

    Science.gov (United States)

    Thorn, Graeme J; King, John R

    2016-01-01

    The Gram-positive bacterium Clostridium acetobutylicum is an anaerobic endospore-forming species which produces acetone, butanol and ethanol via the acetone-butanol (AB) fermentation process, leading to biofuels including butanol. In previous work we looked to estimate the parameters in an ordinary differential equation model of the glucose metabolism network using data from pH-controlled continuous culture experiments. Here we combine two approaches, namely the approximate Bayesian computation via an existing sequential Monte Carlo (ABC-SMC) method (to compute credible intervals for the parameters), and the profile likelihood estimation (PLE) (to improve the calculation of confidence intervals for the same parameters), the parameters in both cases being derived from experimental data from forward shift experiments. We also apply the ABC-SMC method to investigate which of the models introduced previously (one non-sporulation and four sporulation models) have the greatest strength of evidence. We find that the joint approximate posterior distribution of the parameters determines the same parameters as previously, including all of the basal and increased enzyme production rates and enzyme reaction activity parameters, as well as the Michaelis-Menten kinetic parameters for glucose ingestion, while other parameters are not as well-determined, particularly those connected with the internal metabolites acetyl-CoA, acetoacetyl-CoA and butyryl-CoA. We also find that the approximate posterior is strongly non-Gaussian, indicating that our previous assumption of elliptical contours of the distribution is not valid, which has the effect of reducing the numbers of pairs of parameters that are (linearly) correlated with each other. Calculations of confidence intervals using the PLE method back this up. Finally, we find that all five of our models are equally likely, given the data available at present. Copyright © 2015 Elsevier Inc. All rights reserved.

  5. Bayesian programming

    CERN Document Server

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

    2013-01-01

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

  6. Graded tensor calculus

    International Nuclear Information System (INIS)

    Scheunert, M.

    1982-10-01

    We develop a graded tensor calculus corresponding to arbitrary Abelian groups of degrees and arbitrary commutation factors. The standard basic constructions and definitions like tensor products, spaces of multilinear mappings, contractions, symmetrization, symmetric algebra, as well as the transpose, adjoint, and trace of a linear mapping, are generalized to the graded case and a multitude of canonical isomorphisms is presented. Moreover, the graded versions of the classical Lie algebras are introduced and some of their basic properties are described. (orig.)

  7. Current density tensors

    Science.gov (United States)

    Lazzeretti, Paolo

    2018-04-01

    It is shown that nonsymmetric second-rank current density tensors, related to the current densities induced by magnetic fields and nuclear magnetic dipole moments, are fundamental properties of a molecule. Together with magnetizability, nuclear magnetic shielding, and nuclear spin-spin coupling, they completely characterize its response to magnetic perturbations. Gauge invariance, resolution into isotropic, deviatoric, and antisymmetric parts, and contributions of current density tensors to magnetic properties are discussed. The components of the second-rank tensor properties are rationalized via relationships explicitly connecting them to the direction of the induced current density vectors and to the components of the current density tensors. The contribution of the deviatoric part to the average value of magnetizability, nuclear shielding, and nuclear spin-spin coupling, uniquely determined by the antisymmetric part of current density tensors, vanishes identically. The physical meaning of isotropic and anisotropic invariants of current density tensors has been investigated, and the connection between anisotropy magnitude and electron delocalization has been discussed.

  8. A Review of Tensors and Tensor Signal Processing

    Science.gov (United States)

    Cammoun, L.; Castaño-Moraga, C. A.; Muñoz-Moreno, E.; Sosa-Cabrera, D.; Acar, B.; Rodriguez-Florido, M. A.; Brun, A.; Knutsson, H.; Thiran, J. P.

    Tensors have been broadly used in mathematics and physics, since they are a generalization of scalars or vectors and allow to represent more complex properties. In this chapter we present an overview of some tensor applications, especially those focused on the image processing field. From a mathematical point of view, a lot of work has been developed about tensor calculus, which obviously is more complex than scalar or vectorial calculus. Moreover, tensors can represent the metric of a vector space, which is very useful in the field of differential geometry. In physics, tensors have been used to describe several magnitudes, such as the strain or stress of materials. In solid mechanics, tensors are used to define the generalized Hooke’s law, where a fourth order tensor relates the strain and stress tensors. In fluid dynamics, the velocity gradient tensor provides information about the vorticity and the strain of the fluids. Also an electromagnetic tensor is defined, that simplifies the notation of the Maxwell equations. But tensors are not constrained to physics and mathematics. They have been used, for instance, in medical imaging, where we can highlight two applications: the diffusion tensor image, which represents how molecules diffuse inside the tissues and is broadly used for brain imaging; and the tensorial elastography, which computes the strain and vorticity tensor to analyze the tissues properties. Tensors have also been used in computer vision to provide information about the local structure or to define anisotropic image filters.

  9. Bayesian ARTMAP for regression.

    Science.gov (United States)

    Sasu, L M; Andonie, R

    2013-10-01

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

  10. Probabilistic inference with noisy-threshold models based on a CP tensor decomposition

    Czech Academy of Sciences Publication Activity Database

    Vomlel, Jiří; Tichavský, Petr

    2014-01-01

    Roč. 55, č. 4 (2014), s. 1072-1092 ISSN 0888-613X R&D Projects: GA ČR GA13-20012S; GA ČR GA102/09/1278 Institutional support: RVO:67985556 Keywords : Bayesian networks * Probabilistic inference * Candecomp-Parafac tensor decomposition * Symmetric tensor rank Subject RIV: JD - Computer Applications, Robotics Impact factor: 2.451, year: 2014 http://library.utia.cas.cz/separaty/2014/MTR/vomlel-0427059.pdf

  11. Bayesian estimation of the dynamics of pandemic (H1N1) 2009 influenza transmission in Queensland: A space-time SIR-based model.

    Science.gov (United States)

    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.

  12. Tensor spaces and exterior algebra

    CERN Document Server

    Yokonuma, Takeo

    1992-01-01

    This book explains, as clearly as possible, tensors and such related topics as tensor products of vector spaces, tensor algebras, and exterior algebras. You will appreciate Yokonuma's lucid and methodical treatment of the subject. This book is useful in undergraduate and graduate courses in multilinear algebra. Tensor Spaces and Exterior Algebra begins with basic notions associated with tensors. To facilitate understanding of the definitions, Yokonuma often presents two or more different ways of describing one object. Next, the properties and applications of tensors are developed, including the classical definition of tensors and the description of relative tensors. Also discussed are the algebraic foundations of tensor calculus and applications of exterior algebra to determinants and to geometry. This book closes with an examination of algebraic systems with bilinear multiplication. In particular, Yokonuma discusses the theory of replicas of Chevalley and several properties of Lie algebras deduced from them.

  13. Tensor analysis for physicists

    CERN Document Server

    Schouten, J A

    1989-01-01

    This brilliant study by a famed mathematical scholar and former professor of mathematics at the University of Amsterdam integrates a concise exposition of the mathematical basis of tensor analysis with admirably chosen physical examples of the theory. The first five chapters incisively set out the mathematical theory underlying the use of tensors. The tensor algebra in EN and RN is developed in Chapters I and II. Chapter II introduces a sub-group of the affine group, then deals with the identification of quantities in EN. The tensor analysis in XN is developed in Chapter IV. In chapters VI through IX, Professor Schouten presents applications of the theory that are both intrinsically interesting and good examples of the use and advantages of the calculus. Chapter VI, intimately connected with Chapter III, shows that the dimensions of physical quantities depend upon the choice of the underlying group, and that tensor calculus is the best instrument for dealing with the properties of anisotropic media. In Chapte...

  14. Generalized dielectric permittivity tensor

    International Nuclear Information System (INIS)

    Borzdov, G.N.; Barkovskii, L.M.; Fedorov, F.I.

    1986-01-01

    The authors deal with the question of what is to be done with the formalism of the electrodynamics of dispersive media based on the introduction of dielectric-permittivity tensors for purely harmonic fields when Voigt waves and waves of more general form exist. An attempt is made to broaden and generalize the formalism to take into account dispersion of waves of the given type. In dispersive media, the polarization, magnetization, and conduction current-density vectors of point and time are determined by the values of the electromagnetic field vectors in the vicinity of this point (spatial dispersion) in the preceding instants of time (time dispersion). The dielectric-permittivity tensor and other tensors of electrodynamic parameters of the medium are introduced in terms of a set of evolution operators and not the set of harmonic function. It is noted that a magnetic-permeability tensor and an elastic-modulus tensor may be introduced for an acoustic field in dispersive anisotropic media with coupling equations of general form

  15. TENSOR DECOMPOSITIONS AND SPARSE LOG-LINEAR MODELS

    Science.gov (United States)

    Johndrow, James E.; Bhattacharya, Anirban; Dunson, David B.

    2017-01-01

    Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. We derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions. PMID:29332971

  16. Bayesian Graphical Models

    DEFF Research Database (Denmark)

    Jensen, Finn Verner; Nielsen, Thomas Dyhre

    2016-01-01

    Mathematically, a Bayesian graphical model is a compact representation of the joint probability distribution for a set of variables. The most frequently used type of Bayesian graphical models are Bayesian networks. The structural part of a Bayesian graphical model is a graph consisting of nodes...

  17. A Gentle Introduction to Bayesian Analysis : Applications to Developmental Research

    NARCIS (Netherlands)

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

    2014-01-01

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

  18. A gentle introduction to Bayesian analysis : Applications to developmental research

    NARCIS (Netherlands)

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

    2014-01-01

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

  19. Estimation of sensitivity and specificity of pregnancy diagnosis using transrectal ultrasonography and ELISA for pregnancy-associated glycoprotein in dairy cows using a Bayesian latent class model.

    Science.gov (United States)

    Shephard, R W; Morton, J M

    2018-01-01

    To determine the sensitivity (Se) and specificity (Sp) of pregnancy diagnosis using transrectal ultrasonography and an ELISA for pregnancy-associated glycoprotein (PAG) in milk, in lactating dairy cows in seasonally calving herds approximately 85-100 days after the start of the herd's breeding period. Paired results were used from pregnancy diagnosis using transrectal ultrasonography and ELISA for PAG in milk carried out approximately 85 and 100 days after the start of the breeding period, respectively, from 879 cows from four herds in Victoria, Australia. A Bayesian latent class model was used to estimate the proportion of cows pregnant, the Se and Sp of each test, and covariances between test results in pregnant and non-pregnant cows. Prior probability estimates were defined using beta distributions for the expected proportion of cows pregnant, Se and Sp for each test, and covariances between tests. Markov Chain Monte Carlo iterations identified posterior distributions for each of the unknown variables. Posterior distributions for each parameter were described using medians and 95% probability (i.e. credible) intervals (PrI). The posterior median estimates for Se and Sp for each test were used to estimate positive predictive and negative predictive values across a range of pregnancy proportions. The estimate for proportion pregnant was 0.524 (95% PrI = 0.485-0.562). For pregnancy diagnosis using transrectal ultrasonography, Se and Sp were 0.939 (95% PrI = 0.890-0.974) and 0.943 (95% PrI = 0.885-0.984), respectively; for ELISA, Se and Sp were 0.963 (95% PrI = 0.919-0.990) and 0.870 (95% PrI = 0.806-0.931), respectively. The estimated covariance between test results was 0.033 (95% PrI = 0.008-0.046) and 0.035 (95% PrI = 0.018-0.078) for pregnant and non-pregnant cows, respectively. Pregnancy diagnosis results using transrectal ultrasonography had a higher positive predictive value but lower negative predictive value than results from the

  20. Killing tensors and conformal Killing tensors from conformal Killing vectors

    International Nuclear Information System (INIS)

    Rani, Raffaele; Edgar, S Brian; Barnes, Alan

    2003-01-01

    Koutras has proposed some methods to construct reducible proper conformal Killing tensors and Killing tensors (which are, in general, irreducible) when a pair of orthogonal conformal Killing vectors exist in a given space. We give the completely general result demonstrating that this severe restriction of orthogonality is unnecessary. In addition, we correct and extend some results concerning Killing tensors constructed from a single conformal Killing vector. A number of examples demonstrate that it is possible to construct a much larger class of reducible proper conformal Killing tensors and Killing tensors than permitted by the Koutras algorithms. In particular, by showing that all conformal Killing tensors are reducible in conformally flat spaces, we have a method of constructing all conformal Killing tensors, and hence all the Killing tensors (which will in general be irreducible) of conformally flat spaces using their conformal Killing vectors