WorldWideScience

Sample records for closed-form bayesian inferences

  1. Bayesian methods for hackers probabilistic programming and Bayesian inference

    CERN Document Server

    Davidson-Pilon, Cameron

    2016-01-01

    Bayesian methods of inference are deeply natural and extremely powerful. However, most discussions of Bayesian inference rely on intensely complex mathematical analyses and artificial examples, making it inaccessible to anyone without a strong mathematical background. Now, though, Cameron Davidson-Pilon introduces Bayesian inference from a computational perspective, bridging theory to practice–freeing you to get results using computing power. Bayesian Methods for Hackers illuminates Bayesian inference through probabilistic programming with the powerful PyMC language and the closely related Python tools NumPy, SciPy, and Matplotlib. Using this approach, you can reach effective solutions in small increments, without extensive mathematical intervention. Davidson-Pilon begins by introducing the concepts underlying Bayesian inference, comparing it with other techniques and guiding you through building and training your first Bayesian model. Next, he introduces PyMC through a series of detailed examples a...

  2. Universal Darwinism As a Process of Bayesian Inference.

    Science.gov (United States)

    Campbell, John O

    2016-01-01

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

  3. Universal Darwinism as a process of Bayesian inference

    Directory of Open Access Journals (Sweden)

    John Oberon Campbell

    2016-06-01

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

  4. Bayesian Inference and Online Learning in Poisson Neuronal Networks.

    Science.gov (United States)

    Huang, Yanping; Rao, Rajesh P N

    2016-08-01

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

  5. Variations on Bayesian Prediction and Inference

    Science.gov (United States)

    2016-05-09

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

  6. Quantum-Like Representation of Non-Bayesian Inference

    Science.gov (United States)

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

    2013-01-01

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

  7. Bayesian statistical inference

    Directory of Open Access Journals (Sweden)

    Bruno De Finetti

    2017-04-01

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

  8. Cortical hierarchies perform Bayesian causal inference in multisensory perception.

    Directory of Open Access Journals (Sweden)

    Tim Rohe

    2015-02-01

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

  9. Interactive Instruction in Bayesian Inference

    DEFF Research Database (Denmark)

    Khan, Azam; Breslav, Simon; Hornbæk, Kasper

    2018-01-01

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

  10. Bayesian inference with ecological applications

    CERN Document Server

    Link, William A

    2009-01-01

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

  11. Compiling Relational Bayesian Networks for Exact Inference

    DEFF Research Database (Denmark)

    Jaeger, Manfred; Chavira, Mark; Darwiche, Adnan

    2004-01-01

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

  12. 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...

  13. Compiling Relational Bayesian Networks for Exact Inference

    DEFF Research Database (Denmark)

    Jaeger, Manfred; Darwiche, Adnan; Chavira, Mark

    2006-01-01

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

  14. Polynomial Chaos Surrogates for Bayesian Inference

    KAUST Repository

    Le Maitre, Olivier

    2016-01-06

    The Bayesian inference is a popular probabilistic method to solve inverse problems, such as the identification of field parameter in a PDE model. The inference rely on the Bayes rule to update the prior density of the sought field, from observations, and derive its posterior distribution. In most cases the posterior distribution has no explicit form and has to be sampled, for instance using a Markov-Chain Monte Carlo method. In practice the prior field parameter is decomposed and truncated (e.g. by means of Karhunen- Lo´eve decomposition) to recast the inference problem into the inference of a finite number of coordinates. Although proved effective in many situations, the Bayesian inference as sketched above faces several difficulties requiring improvements. First, sampling the posterior can be a extremely costly task as it requires multiple resolutions of the PDE model for different values of the field parameter. Second, when the observations are not very much informative, the inferred parameter field can highly depends on its prior which can be somehow arbitrary. These issues have motivated the introduction of reduced modeling or surrogates for the (approximate) determination of the parametrized PDE solution and hyperparameters in the description of the prior field. Our contribution focuses on recent developments in these two directions: the acceleration of the posterior sampling by means of Polynomial Chaos expansions and the efficient treatment of parametrized covariance functions for the prior field. We also discuss the possibility of making such approach adaptive to further improve its efficiency.

  15. Bayesian Inference for Functional Dynamics Exploring in fMRI Data

    Directory of Open Access Journals (Sweden)

    Xuan Guo

    2016-01-01

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

  16. Inference algorithms and learning theory for Bayesian sparse factor analysis

    International Nuclear Information System (INIS)

    Rattray, Magnus; Sharp, Kevin; Stegle, Oliver; Winn, John

    2009-01-01

    Bayesian sparse factor analysis has many applications; for example, it has been applied to the problem of inferring a sparse regulatory network from gene expression data. We describe a number of inference algorithms for Bayesian sparse factor analysis using a slab and spike mixture prior. These include well-established Markov chain Monte Carlo (MCMC) and variational Bayes (VB) algorithms as well as a novel hybrid of VB and Expectation Propagation (EP). For the case of a single latent factor we derive a theory for learning performance using the replica method. We compare the MCMC and VB/EP algorithm results with simulated data to the theoretical prediction. The results for MCMC agree closely with the theory as expected. Results for VB/EP are slightly sub-optimal but show that the new algorithm is effective for sparse inference. In large-scale problems MCMC is infeasible due to computational limitations and the VB/EP algorithm then provides a very useful computationally efficient alternative.

  17. Inference algorithms and learning theory for Bayesian sparse factor analysis

    Energy Technology Data Exchange (ETDEWEB)

    Rattray, Magnus; Sharp, Kevin [School of Computer Science, University of Manchester, Manchester M13 9PL (United Kingdom); Stegle, Oliver [Max-Planck-Institute for Biological Cybernetics, Tuebingen (Germany); Winn, John, E-mail: magnus.rattray@manchester.ac.u [Microsoft Research Cambridge, Roger Needham Building, Cambridge, CB3 0FB (United Kingdom)

    2009-12-01

    Bayesian sparse factor analysis has many applications; for example, it has been applied to the problem of inferring a sparse regulatory network from gene expression data. We describe a number of inference algorithms for Bayesian sparse factor analysis using a slab and spike mixture prior. These include well-established Markov chain Monte Carlo (MCMC) and variational Bayes (VB) algorithms as well as a novel hybrid of VB and Expectation Propagation (EP). For the case of a single latent factor we derive a theory for learning performance using the replica method. We compare the MCMC and VB/EP algorithm results with simulated data to the theoretical prediction. The results for MCMC agree closely with the theory as expected. Results for VB/EP are slightly sub-optimal but show that the new algorithm is effective for sparse inference. In large-scale problems MCMC is infeasible due to computational limitations and the VB/EP algorithm then provides a very useful computationally efficient alternative.

  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. Probability biases as Bayesian inference

    Directory of Open Access Journals (Sweden)

    Andre; C. R. Martins

    2006-11-01

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

  20. Using Alien Coins to Test Whether Simple Inference Is Bayesian

    Science.gov (United States)

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

    2016-01-01

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

  1. Comparative Study of Inference Methods for Bayesian Nonnegative Matrix Factorisation

    DEFF Research Database (Denmark)

    Brouwer, Thomas; Frellsen, Jes; Liò, Pietro

    2017-01-01

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

  2. Development of the Bayesian method for unavailability inference. The new inferential theory and the examples of inference using BWR outage data in Japan

    International Nuclear Information System (INIS)

    Nakamura, Makoto

    2009-01-01

    It is important for Level 1 PSA to quantify input reliability parameters and their uncertainty. Bayesian methods for inference of system/component unavailability, however, are not well studied. At present practitioners allocate the uncertainty (i.e. error factor) of the unavailability based on engineering judgment. Systematic methods based on Bayesian statistics are needed for quantification of such uncertainty. In this study we have developed a new method for Bayesian inference of unavailability, where the posterior of system/component unavailability is described by the inverted gamma distribution. We show that the average of the posterior comes close to the point estimate of the unavailability as the number of outages goes to infinity. That indicates validity of the new method. Using plant data recorded in NUCIA, we have applied the new method to inference of system unavailability under unplanned outages due to violations of LCO at BWRs in Japan. According to the inference results, the unavailability is populated in the order of 10 -5 -10 -4 and the error factor is within 1-2. Thus, the new Bayesian method allows one to quantify magnitudes and widths (i.e. error factor) of uncertainty distributions of unavailability. (author)

  3. Bayesian Inference of a Multivariate Regression Model

    Directory of Open Access Journals (Sweden)

    Marick S. Sinay

    2014-01-01

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

  4. Fast Bayesian Inference in Dirichlet Process Mixture Models.

    Science.gov (United States)

    Wang, Lianming; Dunson, David B

    2011-01-01

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

  5. Towards Bayesian Inference of the Fast-Ion Distribution Function

    DEFF Research Database (Denmark)

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

    2012-01-01

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

  6. An Intuitive Dashboard for Bayesian Network Inference

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  7. An Intuitive Dashboard for Bayesian Network Inference

    Science.gov (United States)

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

    2014-03-01

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

  8. A Bayesian Network Schema for Lessening Database Inference

    National Research Council Canada - National Science Library

    Chang, LiWu; Moskowitz, Ira S

    2001-01-01

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

  9. Optimal inference with suboptimal models: Addiction and active Bayesian inference

    Science.gov (United States)

    Schwartenbeck, Philipp; FitzGerald, Thomas H.B.; Mathys, Christoph; Dolan, Ray; Wurst, Friedrich; Kronbichler, Martin; Friston, Karl

    2015-01-01

    When casting behaviour as active (Bayesian) inference, optimal inference is defined with respect to an agent’s beliefs – based on its generative model of the world. This contrasts with normative accounts of choice behaviour, in which optimal actions are considered in relation to the true structure of the environment – as opposed to the agent’s beliefs about worldly states (or the task). This distinction shifts an understanding of suboptimal or pathological behaviour away from aberrant inference as such, to understanding the prior beliefs of a subject that cause them to behave less ‘optimally’ than our prior beliefs suggest they should behave. Put simply, suboptimal or pathological behaviour does not speak against understanding behaviour in terms of (Bayes optimal) inference, but rather calls for a more refined understanding of the subject’s generative model upon which their (optimal) Bayesian inference is based. Here, we discuss this fundamental distinction and its implications for understanding optimality, bounded rationality and pathological (choice) behaviour. We illustrate our argument using addictive choice behaviour in a recently described ‘limited offer’ task. Our simulations of pathological choices and addictive behaviour also generate some clear hypotheses, which we hope to pursue in ongoing empirical work. PMID:25561321

  10. 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

  11. Bayesian inference on proportional elections.

    Directory of Open Access Journals (Sweden)

    Gabriel Hideki Vatanabe Brunello

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

  12. Bayesian Inference of High-Dimensional Dynamical Ocean Models

    Science.gov (United States)

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

    2015-12-01

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

  13. Bayesian inference of the number of factors in gene-expression analysis: application to human virus challenge studies

    Directory of Open Access Journals (Sweden)

    Hero Alfred

    2010-11-01

    Full Text Available Abstract Background Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP, the Indian Buffet Process (IBP, and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB analysis. Results Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV, Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD, closely related non-Bayesian approaches. Conclusions Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data.

  14. Bayesian inference of the number of factors in gene-expression analysis: application to human virus challenge studies.

    Science.gov (United States)

    Chen, Bo; Chen, Minhua; Paisley, John; Zaas, Aimee; Woods, Christopher; Ginsburg, Geoffrey S; Hero, Alfred; Lucas, Joseph; Dunson, David; Carin, Lawrence

    2010-11-09

    Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP), the Indian Buffet Process (IBP), and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB) analysis. Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV), Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB) approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD), closely related non-Bayesian approaches. Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data.

  15. Detection of multiple damages employing best achievable eigenvectors under Bayesian inference

    Science.gov (United States)

    Prajapat, Kanta; Ray-Chaudhuri, Samit

    2018-05-01

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

  16. Bayesian structural inference for hidden processes

    Science.gov (United States)

    Strelioff, Christopher C.; Crutchfield, James P.

    2014-04-01

    We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ɛ-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ɛ-machines, irrespective of estimated transition probabilities. Properties of ɛ-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.

  17. Inference in hybrid Bayesian networks

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  18. 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...

  19. Bayesian inference of chemical kinetic models from proposed reactions

    KAUST Repository

    Galagali, Nikhil

    2015-02-01

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

  20. 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.

  1. 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.

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

    International Nuclear Information System (INIS)

    Kelly, Dana L.; Smith, Curtis L.

    2009-01-01

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

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

    CERN Document Server

    Gustafson, Paul

    2015-01-01

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

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

    NARCIS (Netherlands)

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

    2018-01-01

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

  5. Evidence cross-validation and Bayesian inference of MAST plasma equilibria

    Energy Technology Data Exchange (ETDEWEB)

    Nessi, G. T. von; Hole, M. J. [Research School of Physical Sciences and Engineering, Australian National University, Canberra ACT 0200 (Australia); Svensson, J. [Max-Planck-Institut fuer Plasmaphysik, D-17491 Greifswald (Germany); Appel, L. [EURATOM/CCFE Fusion Association, Culham Science Centre, Abingdon, Oxon OX14 3DB (United Kingdom)

    2012-01-15

    In this paper, current profiles for plasma discharges on the mega-ampere spherical tokamak are directly calculated from pickup coil, flux loop, and motional-Stark effect observations via methods based in the statistical theory of Bayesian analysis. By representing toroidal plasma current as a series of axisymmetric current beams with rectangular cross-section and inferring the current for each one of these beams, flux-surface geometry and q-profiles are subsequently calculated by elementary application of Biot-Savart's law. The use of this plasma model in the context of Bayesian analysis was pioneered by Svensson and Werner on the joint-European tokamak [Svensson and Werner,Plasma Phys. Controlled Fusion 50(8), 085002 (2008)]. In this framework, linear forward models are used to generate diagnostic predictions, and the probability distribution for the currents in the collection of plasma beams was subsequently calculated directly via application of Bayes' formula. In this work, we introduce a new diagnostic technique to identify and remove outlier observations associated with diagnostics falling out of calibration or suffering from an unidentified malfunction. These modifications enable a good agreement between Bayesian inference of the last-closed flux-surface with other corroborating data, such as that from force balance considerations using EFIT++[Appel et al., ''A unified approach to equilibrium reconstruction'' Proceedings of the 33rd EPS Conference on Plasma Physics (Rome, Italy, 2006)]. In addition, this analysis also yields errors on the plasma current profile and flux-surface geometry as well as directly predicting the Shafranov shift of the plasma core.

  6. Evidence cross-validation and Bayesian inference of MAST plasma equilibria

    International Nuclear Information System (INIS)

    Nessi, G. T. von; Hole, M. J.; Svensson, J.; Appel, L.

    2012-01-01

    In this paper, current profiles for plasma discharges on the mega-ampere spherical tokamak are directly calculated from pickup coil, flux loop, and motional-Stark effect observations via methods based in the statistical theory of Bayesian analysis. By representing toroidal plasma current as a series of axisymmetric current beams with rectangular cross-section and inferring the current for each one of these beams, flux-surface geometry and q-profiles are subsequently calculated by elementary application of Biot-Savart's law. The use of this plasma model in the context of Bayesian analysis was pioneered by Svensson and Werner on the joint-European tokamak [Svensson and Werner,Plasma Phys. Controlled Fusion 50(8), 085002 (2008)]. In this framework, linear forward models are used to generate diagnostic predictions, and the probability distribution for the currents in the collection of plasma beams was subsequently calculated directly via application of Bayes' formula. In this work, we introduce a new diagnostic technique to identify and remove outlier observations associated with diagnostics falling out of calibration or suffering from an unidentified malfunction. These modifications enable a good agreement between Bayesian inference of the last-closed flux-surface with other corroborating data, such as that from force balance considerations using EFIT++[Appel et al., ''A unified approach to equilibrium reconstruction'' Proceedings of the 33rd EPS Conference on Plasma Physics (Rome, Italy, 2006)]. In addition, this analysis also yields errors on the plasma current profile and flux-surface geometry as well as directly predicting the Shafranov shift of the plasma core.

  7. On Bayesian Inference under Sampling from Scale Mixtures of Normals

    NARCIS (Netherlands)

    Fernández, C.; Steel, M.F.J.

    1996-01-01

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

  8. The Probabilistic Convolution Tree: Efficient Exact Bayesian Inference for Faster LC-MS/MS Protein Inference

    Science.gov (United States)

    Serang, Oliver

    2014-01-01

    Exact Bayesian inference can sometimes be performed efficiently for special cases where a function has commutative and associative symmetry of its inputs (called “causal independence”). For this reason, it is desirable to exploit such symmetry on big data sets. Here we present a method to exploit a general form of this symmetry on probabilistic adder nodes by transforming those probabilistic adder nodes into a probabilistic convolution tree with which dynamic programming computes exact probabilities. A substantial speedup is demonstrated using an illustration example that can arise when identifying splice forms with bottom-up mass spectrometry-based proteomics. On this example, even state-of-the-art exact inference algorithms require a runtime more than exponential in the number of splice forms considered. By using the probabilistic convolution tree, we reduce the runtime to and the space to where is the number of variables joined by an additive or cardinal operator. This approach, which can also be used with junction tree inference, is applicable to graphs with arbitrary dependency on counting variables or cardinalities and can be used on diverse problems and fields like forward error correcting codes, elemental decomposition, and spectral demixing. The approach also trivially generalizes to multiple dimensions. PMID:24626234

  9. The NIFTY way of Bayesian signal inference

    International Nuclear Information System (INIS)

    Selig, Marco

    2014-01-01

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

  10. The NIFTy way of Bayesian signal inference

    Science.gov (United States)

    Selig, Marco

    2014-12-01

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

  11. Bayesianism and inference to the best explanation

    Directory of Open Access Journals (Sweden)

    Valeriano IRANZO

    2008-01-01

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

  12. MATRIX-VECTOR ALGORITHMS OF LOCAL POSTERIORI INFERENCE IN ALGEBRAIC BAYESIAN NETWORKS ON QUANTA PROPOSITIONS

    Directory of Open Access Journals (Sweden)

    A. A. Zolotin

    2015-07-01

    Full Text Available Posteriori inference is one of the three kinds of probabilistic-logic inferences in the probabilistic graphical models theory and the base for processing of knowledge patterns with probabilistic uncertainty using Bayesian networks. The paper deals with a task of local posteriori inference description in algebraic Bayesian networks that represent a class of probabilistic graphical models by means of matrix-vector equations. The latter are essentially based on the use of tensor product of matrices, Kronecker degree and Hadamard product. Matrix equations for calculating posteriori probabilities vectors within posteriori inference in knowledge patterns with quanta propositions are obtained. Similar equations of the same type have already been discussed within the confines of the theory of algebraic Bayesian networks, but they were built only for the case of posteriori inference in the knowledge patterns on the ideals of conjuncts. During synthesis and development of matrix-vector equations on quanta propositions probability vectors, a number of earlier results concerning normalizing factors in posteriori inference and assignment of linear projective operator with a selector vector was adapted. We consider all three types of incoming evidences - deterministic, stochastic and inaccurate - combined with scalar and interval estimation of probability truth of propositional formulas in the knowledge patterns. Linear programming problems are formed. Their solution gives the desired interval values of posterior probabilities in the case of inaccurate evidence or interval estimates in a knowledge pattern. That sort of description of a posteriori inference gives the possibility to extend the set of knowledge pattern types that we can use in the local and global posteriori inference, as well as simplify complex software implementation by use of existing third-party libraries, effectively supporting submission and processing of matrices and vectors when

  13. Integrating distributed Bayesian inference and reinforcement learning for sensor management

    NARCIS (Netherlands)

    Grappiolo, C.; Whiteson, S.; Pavlin, G.; Bakker, B.

    2009-01-01

    This paper introduces a sensor management approach that integrates distributed Bayesian inference (DBI) and reinforcement learning (RL). DBI is implemented using distributed perception networks (DPNs), a multiagent approach to performing efficient inference, while RL is used to automatically

  14. Sparse Bayesian Inference and the Temperature Structure of the Solar Corona

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-02-20

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

  15. Expectation propagation for large scale Bayesian inference of non-linear molecular networks from perturbation data.

    Science.gov (United States)

    Narimani, Zahra; Beigy, Hamid; Ahmad, Ashar; Masoudi-Nejad, Ali; Fröhlich, Holger

    2017-01-01

    Inferring the structure of molecular networks from time series protein or gene expression data provides valuable information about the complex biological processes of the cell. Causal network structure inference has been approached using different methods in the past. Most causal network inference techniques, such as Dynamic Bayesian Networks and ordinary differential equations, are limited by their computational complexity and thus make large scale inference infeasible. This is specifically true if a Bayesian framework is applied in order to deal with the unavoidable uncertainty about the correct model. We devise a novel Bayesian network reverse engineering approach using ordinary differential equations with the ability to include non-linearity. Besides modeling arbitrary, possibly combinatorial and time dependent perturbations with unknown targets, one of our main contributions is the use of Expectation Propagation, an algorithm for approximate Bayesian inference over large scale network structures in short computation time. We further explore the possibility of integrating prior knowledge into network inference. We evaluate the proposed model on DREAM4 and DREAM8 data and find it competitive against several state-of-the-art existing network inference methods.

  16. Metis: A Pure Metropolis Markov Chain Monte Carlo Bayesian Inference Library

    Energy Technology Data Exchange (ETDEWEB)

    Bates, Cameron Russell [Los Alamos National Lab. (LANL), Los Alamos, NM (United States); Mckigney, Edward Allen [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2018-01-09

    The use of Bayesian inference in data analysis has become the standard for large scienti c experiments [1, 2]. The Monte Carlo Codes Group(XCP-3) at Los Alamos has developed a simple set of algorithms currently implemented in C++ and Python to easily perform at-prior Markov Chain Monte Carlo Bayesian inference with pure Metropolis sampling. These implementations are designed to be user friendly and extensible for customization based on speci c application requirements. This document describes the algorithmic choices made and presents two use cases.

  17. Bayesian inference of substrate properties from film behavior

    International Nuclear Information System (INIS)

    Aggarwal, R; Demkowicz, M J; Marzouk, Y M

    2015-01-01

    We demonstrate that by observing the behavior of a film deposited on a substrate, certain features of the substrate may be inferred with quantified uncertainty using Bayesian methods. We carry out this demonstration on an illustrative film/substrate model where the substrate is a Gaussian random field and the film is a two-component mixture that obeys the Cahn–Hilliard equation. We construct a stochastic reduced order model to describe the film/substrate interaction and use it to infer substrate properties from film behavior. This quantitative inference strategy may be adapted to other film/substrate systems. (paper)

  18. Bayesian inference for disease prevalence using negative binomial group testing

    Science.gov (United States)

    Pritchard, Nicholas A.; Tebbs, Joshua M.

    2011-01-01

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

  19. Bayesian inference for Hawkes processes

    DEFF Research Database (Denmark)

    Rasmussen, Jakob Gulddahl

    The Hawkes process is a practically and theoretically important class of point processes, but parameter-estimation for such a process can pose various problems. In this paper we explore and compare two approaches to Bayesian inference. The first approach is based on the so-called conditional...... intensity function, while the second approach is based on an underlying clustering and branching structure in the Hawkes process. For practical use, MCMC (Markov chain Monte Carlo) methods are employed. The two approaches are compared numerically using three examples of the Hawkes process....

  20. Bayesian inference for Hawkes processes

    DEFF Research Database (Denmark)

    Rasmussen, Jakob Gulddahl

    2013-01-01

    The Hawkes process is a practically and theoretically important class of point processes, but parameter-estimation for such a process can pose various problems. In this paper we explore and compare two approaches to Bayesian inference. The first approach is based on the so-called conditional...... intensity function, while the second approach is based on an underlying clustering and branching structure in the Hawkes process. For practical use, MCMC (Markov chain Monte Carlo) methods are employed. The two approaches are compared numerically using three examples of the Hawkes process....

  1. Adaptability and phenotypic stability of common bean genotypes through Bayesian inference.

    Science.gov (United States)

    Corrêa, A M; Teodoro, P E; Gonçalves, M C; Barroso, L M A; Nascimento, M; Santos, A; Torres, F E

    2016-04-27

    This study used Bayesian inference to investigate the genotype x environment interaction in common bean grown in Mato Grosso do Sul State, and it also evaluated the efficiency of using informative and minimally informative a priori distributions. Six trials were conducted in randomized blocks, and the grain yield of 13 common bean genotypes was assessed. To represent the minimally informative a priori distributions, a probability distribution with high variance was used, and a meta-analysis concept was adopted to represent the informative a priori distributions. Bayes factors were used to conduct comparisons between the a priori distributions. The Bayesian inference was effective for the selection of upright common bean genotypes with high adaptability and phenotypic stability using the Eberhart and Russell method. Bayes factors indicated that the use of informative a priori distributions provided more accurate results than minimally informative a priori distributions. According to Bayesian inference, the EMGOPA-201, BAMBUÍ, CNF 4999, CNF 4129 A 54, and CNFv 8025 genotypes had specific adaptability to favorable environments, while the IAPAR 14 and IAC CARIOCA ETE genotypes had specific adaptability to unfavorable environments.

  2. Nonparametric Bayesian inference in biostatistics

    CERN Document Server

    Müller, Peter

    2015-01-01

    As chapters in this book demonstrate, BNP has important uses in clinical sciences and inference for issues like unknown partitions in genomics. Nonparametric Bayesian approaches (BNP) play an ever expanding role in biostatistical inference from use in proteomics to clinical trials. Many research problems involve an abundance of data and require flexible and complex probability models beyond the traditional parametric approaches. As this book's expert contributors show, BNP approaches can be the answer. Survival Analysis, in particular survival regression, has traditionally used BNP, but BNP's potential is now very broad. This applies to important tasks like arrangement of patients into clinically meaningful subpopulations and segmenting the genome into functionally distinct regions. This book is designed to both review and introduce application areas for BNP. While existing books provide theoretical foundations, this book connects theory to practice through engaging examples and research questions. Chapters c...

  3. A Bayesian nonparametric approach to causal inference on quantiles.

    Science.gov (United States)

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

    2018-02-25

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

  4. Bayesian inference of chemical kinetic models from proposed reactions

    KAUST Repository

    Galagali, Nikhil; Marzouk, Youssef M.

    2015-01-01

    © 2014 Elsevier Ltd. Bayesian inference provides a natural framework for combining experimental data with prior knowledge to develop chemical kinetic models and quantify the associated uncertainties, not only in parameter values but also in model

  5. Efficient Bayesian inference for ARFIMA processes

    Science.gov (United States)

    Graves, T.; Gramacy, R. B.; Franzke, C. L. E.; Watkins, N. W.

    2015-03-01

    Many geophysical quantities, like atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long-range dependence (LRD). LRD means that these quantities experience non-trivial temporal memory, which potentially enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LRD. In this paper we present a modern and systematic approach to the inference of LRD. Rather than Mandelbrot's fractional Gaussian noise, we use the more flexible Autoregressive Fractional Integrated Moving Average (ARFIMA) model which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LRD, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g. short memory effects) can be integrated over in order to focus on long memory parameters, and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data, with favorable comparison to the standard estimators.

  6. ANUBIS: artificial neuromodulation using a Bayesian inference system.

    Science.gov (United States)

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

    2013-01-01

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

  7. Bayesian Information Criterion as an Alternative way of Statistical Inference

    Directory of Open Access Journals (Sweden)

    Nadejda Yu. Gubanova

    2012-05-01

    Full Text Available The article treats Bayesian information criterion as an alternative to traditional methods of statistical inference, based on NHST. The comparison of ANOVA and BIC results for psychological experiment is discussed.

  8. Constrained bayesian inference of project performance models

    OpenAIRE

    Sunmola, Funlade

    2013-01-01

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

  9. Bayesian inference model for fatigue life of laminated composites

    DEFF Research Database (Denmark)

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

    2016-01-01

    A probabilistic model for estimating the fatigue life of laminated composite plates is developed. The model is based on lamina-level input data, making it possible to predict fatigue properties for a wide range of laminate configurations. Model parameters are estimated by Bayesian inference. The ...

  10. 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.

  11. Bayesian inference from count data using discrete uniform priors.

    Directory of Open Access Journals (Sweden)

    Federico Comoglio

    Full Text Available We consider a set of sample counts obtained by sampling arbitrary fractions of a finite volume containing an homogeneously dispersed population of identical objects. We report a Bayesian derivation of the posterior probability distribution of the population size using a binomial likelihood and non-conjugate, discrete uniform priors under sampling with or without replacement. Our derivation yields a computationally feasible formula that can prove useful in a variety of statistical problems involving absolute quantification under uncertainty. We implemented our algorithm in the R package dupiR and compared it with a previously proposed Bayesian method based on a Gamma prior. As a showcase, we demonstrate that our inference framework can be used to estimate bacterial survival curves from measurements characterized by extremely low or zero counts and rather high sampling fractions. All in all, we provide a versatile, general purpose algorithm to infer population sizes from count data, which can find application in a broad spectrum of biological and physical problems.

  12. A canonical correlation analysis-based dynamic bayesian network prior to infer gene regulatory networks from multiple types of biological data.

    Science.gov (United States)

    Baur, Brittany; Bozdag, Serdar

    2015-04-01

    One of the challenging and important computational problems in systems biology is to infer gene regulatory networks (GRNs) of biological systems. Several methods that exploit gene expression data have been developed to tackle this problem. In this study, we propose the use of copy number and DNA methylation data to infer GRNs. We developed an algorithm that scores regulatory interactions between genes based on canonical correlation analysis. In this algorithm, copy number or DNA methylation variables are treated as potential regulator variables, and expression variables are treated as potential target variables. We first validated that the canonical correlation analysis method is able to infer true interactions in high accuracy. We showed that the use of DNA methylation or copy number datasets leads to improved inference over steady-state expression. Our results also showed that epigenetic and structural information could be used to infer directionality of regulatory interactions. Additional improvements in GRN inference can be gleaned from incorporating the result in an informative prior in a dynamic Bayesian algorithm. This is the first study that incorporates copy number and DNA methylation into an informative prior in dynamic Bayesian framework. By closely examining top-scoring interactions with different sources of epigenetic or structural information, we also identified potential novel regulatory interactions.

  13. Variational Bayesian Inference of Line Spectra

    DEFF Research Database (Denmark)

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

    2017-01-01

    parameters. We propose an accurate representation of the pdfs of the frequencies by mixtures of von Mises pdfs, which yields closed-form expectations. We define the algorithm VALSE in which the estimates of the pdfs and parameters are iteratively updated. VALSE is a gridless, convergent method, does......; and the coefficients are governed by a Bernoulli-Gaussian prior model turning model order selection into binary sequence detection. Unlike earlier works which retain only point estimates of the frequencies, we undertake a more complete Bayesian treatment by estimating the posterior probability density functions (pdfs......) of the frequencies and computing expectations over them. Thus, we additionally capture and operate with the uncertainty of the frequency estimates. Aiming to maximize the model evidence, variational optimization provides analytic approximations of the posterior pdfs and also gives estimates of the additional...

  14. Bayesian integration of position and orientation cues in perception of biological and non-biological dynamic forms

    Directory of Open Access Journals (Sweden)

    Steven Matthew Thurman

    2014-02-01

    Full Text Available Visual form analysis is fundamental to shape perception and likely plays a central role in perception of more complex dynamic shapes, such as moving objects or biological motion. Two primary form-based cues serve to represent the overall shape of an object: the spatial position and the orientation of locations along the boundary of the object. However, it is unclear how the visual system integrates these two sources of information in dynamic form analysis, and in particular how the brain resolves ambiguities due to sensory uncertainty and/or cue conflict. In the current study, we created animations of sparsely-sampled dynamic objects (human walkers or rotating squares comprised of oriented Gabor patches in which orientation could either coincide or conflict with information provided by position cues. When the cues were incongruent, we found a characteristic trade-off between position and orientation information whereby position cues increasingly dominated perception as the relative uncertainty of orientation increased and vice versa. Furthermore, we found no evidence for differences in the visual processing of biological and non-biological objects, casting doubt on the claim that biological motion may be specialized in the human brain, at least in specific terms of form analysis. To explain these behavioral results quantitatively, we adopt a probabilistic template-matching model that uses Bayesian inference within local modules to estimate object shape separately from either spatial position or orientation signals. The outputs of the two modules are integrated with weights that reflect individual estimates of subjective cue reliability, and integrated over time to produce a decision about the perceived dynamics of the input data. Results of this model provided a close fit to the behavioral data, suggesting a mechanism in the human visual system that approximates rational Bayesian inference to integrate position and orientation signals in dynamic

  15. Thermodynamically consistent Bayesian analysis of closed biochemical reaction systems

    Directory of Open Access Journals (Sweden)

    Goutsias John

    2010-11-01

    Full Text Available Abstract Background Estimating the rate constants of a biochemical reaction system with known stoichiometry from noisy time series measurements of molecular concentrations is an important step for building predictive models of cellular function. Inference techniques currently available in the literature may produce rate constant values that defy necessary constraints imposed by the fundamental laws of thermodynamics. As a result, these techniques may lead to biochemical reaction systems whose concentration dynamics could not possibly occur in nature. Therefore, development of a thermodynamically consistent approach for estimating the rate constants of a biochemical reaction system is highly desirable. Results We introduce a Bayesian analysis approach for computing thermodynamically consistent estimates of the rate constants of a closed biochemical reaction system with known stoichiometry given experimental data. Our method employs an appropriately designed prior probability density function that effectively integrates fundamental biophysical and thermodynamic knowledge into the inference problem. Moreover, it takes into account experimental strategies for collecting informative observations of molecular concentrations through perturbations. The proposed method employs a maximization-expectation-maximization algorithm that provides thermodynamically feasible estimates of the rate constant values and computes appropriate measures of estimation accuracy. We demonstrate various aspects of the proposed method on synthetic data obtained by simulating a subset of a well-known model of the EGF/ERK signaling pathway, and examine its robustness under conditions that violate key assumptions. Software, coded in MATLAB®, which implements all Bayesian analysis techniques discussed in this paper, is available free of charge at http://www.cis.jhu.edu/~goutsias/CSS%20lab/software.html. Conclusions Our approach provides an attractive statistical methodology for

  16. Progress on Bayesian Inference of the Fast Ion Distribution Function

    DEFF Research Database (Denmark)

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

    2013-01-01

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

  17. Evolution in Mind: Evolutionary Dynamics, Cognitive Processes, and Bayesian Inference.

    Science.gov (United States)

    Suchow, Jordan W; Bourgin, David D; Griffiths, Thomas L

    2017-07-01

    Evolutionary theory describes the dynamics of population change in settings affected by reproduction, selection, mutation, and drift. In the context of human cognition, evolutionary theory is most often invoked to explain the origins of capacities such as language, metacognition, and spatial reasoning, framing them as functional adaptations to an ancestral environment. However, evolutionary theory is useful for understanding the mind in a second way: as a mathematical framework for describing evolving populations of thoughts, ideas, and memories within a single mind. In fact, deep correspondences exist between the mathematics of evolution and of learning, with perhaps the deepest being an equivalence between certain evolutionary dynamics and Bayesian inference. This equivalence permits reinterpretation of evolutionary processes as algorithms for Bayesian inference and has relevance for understanding diverse cognitive capacities, including memory and creativity. Copyright © 2017 Elsevier Ltd. All rights reserved.

  18. Inverse Bayesian inference as a key of consciousness featuring a macroscopic quantum logical structure.

    Science.gov (United States)

    Gunji, Yukio-Pegio; Shinohara, Shuji; Haruna, Taichi; Basios, Vasileios

    2017-02-01

    To overcome the dualism between mind and matter and to implement consciousness in science, a physical entity has to be embedded with a measurement process. Although quantum mechanics have been regarded as a candidate for implementing consciousness, nature at its macroscopic level is inconsistent with quantum mechanics. We propose a measurement-oriented inference system comprising Bayesian and inverse Bayesian inferences. While Bayesian inference contracts probability space, the newly defined inverse one relaxes the space. These two inferences allow an agent to make a decision corresponding to an immediate change in their environment. They generate a particular pattern of joint probability for data and hypotheses, comprising multiple diagonal and noisy matrices. This is expressed as a nondistributive orthomodular lattice equivalent to quantum logic. We also show that an orthomodular lattice can reveal information generated by inverse syllogism as well as the solutions to the frame and symbol-grounding problems. Our model is the first to connect macroscopic cognitive processes with the mathematical structure of quantum mechanics with no additional assumptions. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

  19. Efficient design and inference in distributed Bayesian networks: an overview

    NARCIS (Netherlands)

    de Oude, P.; Groen, F.C.A.; Pavlin, G.; Bezhanishvili, N.; Löbner, S.; Schwabe, K.; Spada, L.

    2011-01-01

    This paper discusses an approach to distributed Bayesian modeling and inference, which is relevant for an important class of contemporary real world situation assessment applications. By explicitly considering the locality of causal relations, the presented approach (i) supports coherent distributed

  20. Probabilistic Inference: Task Dependency and Individual Differences of Probability Weighting Revealed by Hierarchical Bayesian Modeling.

    Science.gov (United States)

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

    2016-01-01

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

  1. Probabilistic inference: Task dependency and individual differences of probability weighting revealed by hierarchical Bayesian modelling

    Directory of Open Access Journals (Sweden)

    Moritz eBoos

    2016-05-01

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

  2. Bayesian Inference for Signal-Based Seismic Monitoring

    Science.gov (United States)

    Moore, D.

    2015-12-01

    Traditional seismic monitoring systems rely on discrete detections produced by station processing software, discarding significant information present in the original recorded signal. SIG-VISA (Signal-based Vertically Integrated Seismic Analysis) is a system for global seismic monitoring through Bayesian inference on seismic signals. By modeling signals directly, our forward model is able to incorporate a rich representation of the physics underlying the signal generation process, including source mechanisms, wave propagation, and station response. This allows inference in the model to recover the qualitative behavior of recent geophysical methods including waveform matching and double-differencing, all as part of a unified Bayesian monitoring system that simultaneously detects and locates events from a global network of stations. We demonstrate recent progress in scaling up SIG-VISA to efficiently process the data stream of global signals recorded by the International Monitoring System (IMS), including comparisons against existing processing methods that show increased sensitivity from our signal-based model and in particular the ability to locate events (including aftershock sequences that can tax analyst processing) precisely from waveform correlation effects. We also provide a Bayesian analysis of an alleged low-magnitude event near the DPRK test site in May 2010 [1] [2], investigating whether such an event could plausibly be detected through automated processing in a signal-based monitoring system. [1] Zhang, Miao and Wen, Lianxing. "Seismological Evidence for a Low-Yield Nuclear Test on 12 May 2010 in North Korea". Seismological Research Letters, January/February 2015. [2] Richards, Paul. "A Seismic Event in North Korea on 12 May 2010". CTBTO SnT 2015 oral presentation, video at https://video-archive.ctbto.org/index.php/kmc/preview/partner_id/103/uiconf_id/4421629/entry_id/0_ymmtpps0/delivery/http

  3. Application of Bayesian inference to stochastic analytic continuation

    International Nuclear Information System (INIS)

    Fuchs, S; Pruschke, T; Jarrell, M

    2010-01-01

    We present an algorithm for the analytic continuation of imaginary-time quantum Monte Carlo data. The algorithm is strictly based on principles of Bayesian statistical inference. It utilizes Monte Carlo simulations to calculate a weighted average of possible energy spectra. We apply the algorithm to imaginary-time quantum Monte Carlo data and compare the resulting energy spectra with those from a standard maximum entropy calculation.

  4. 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.

  5. Sparse linear models: Variational approximate inference and Bayesian experimental design

    International Nuclear Information System (INIS)

    Seeger, Matthias W

    2009-01-01

    A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feature relevance ranking, or hyperparameter estimation, if only this representation of uncertainty can be approximated in a tractable manner. In this paper, we review recent results for variational sparse inference, and show that they share underlying computational primitives. We discuss how sampling optimization can be implemented as sequential Bayesian experimental design. While there has been tremendous recent activity to develop sparse estimation, little attendance has been given to sparse approximate inference. In this paper, we argue that many problems in practice, such as compressive sensing for real-world image reconstruction, are served much better by proper uncertainty approximations than by ever more aggressive sparse estimation algorithms. Moreover, since some variational inference methods have been given strong convex optimization characterizations recently, theoretical analysis may become possible, promising new insights into nonlinear experimental design.

  6. Sparse linear models: Variational approximate inference and Bayesian experimental design

    Energy Technology Data Exchange (ETDEWEB)

    Seeger, Matthias W [Saarland University and Max Planck Institute for Informatics, Campus E1.4, 66123 Saarbruecken (Germany)

    2009-12-01

    A wide range of problems such as signal reconstruction, denoising, source separation, feature selection, and graphical model search are addressed today by posterior maximization for linear models with sparsity-favouring prior distributions. The Bayesian posterior contains useful information far beyond its mode, which can be used to drive methods for sampling optimization (active learning), feature relevance ranking, or hyperparameter estimation, if only this representation of uncertainty can be approximated in a tractable manner. In this paper, we review recent results for variational sparse inference, and show that they share underlying computational primitives. We discuss how sampling optimization can be implemented as sequential Bayesian experimental design. While there has been tremendous recent activity to develop sparse estimation, little attendance has been given to sparse approximate inference. In this paper, we argue that many problems in practice, such as compressive sensing for real-world image reconstruction, are served much better by proper uncertainty approximations than by ever more aggressive sparse estimation algorithms. Moreover, since some variational inference methods have been given strong convex optimization characterizations recently, theoretical analysis may become possible, promising new insights into nonlinear experimental design.

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

    NARCIS (Netherlands)

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

    2017-01-01

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

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

    NARCIS (Netherlands)

    Grünwald, P.; van Ommen, T.

    2017-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Klinke David J

    2009-11-01

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

  10. Bayesian Inference using Neural Net Likelihood Models for Protein Secondary Structure Prediction

    Directory of Open Access Journals (Sweden)

    Seong-Gon Kim

    2011-06-01

    Full Text Available Several techniques such as Neural Networks, Genetic Algorithms, Decision Trees and other statistical or heuristic methods have been used to approach the complex non-linear task of predicting Alpha-helicies, Beta-sheets and Turns of a proteins secondary structure in the past. This project introduces a new machine learning method by using an offline trained Multilayered Perceptrons (MLP as the likelihood models within a Bayesian Inference framework to predict secondary structures proteins. Varying window sizes are used to extract neighboring amino acid information and passed back and forth between the Neural Net models and the Bayesian Inference process until there is a convergence of the posterior secondary structure probability.

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

    DEFF Research Database (Denmark)

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

    2017-01-01

    The Bayesian data analysis framework has been proven to be a systematic and effective method of parameter inference and model selection for stochastic processes. In this work we introduce an information content model check which may serve as a goodness-of-fit, like the chi-square procedure...

  12. Empirical verification for application of Bayesian inference in situation awareness evaluations

    International Nuclear Information System (INIS)

    Kang, Seongkeun; Kim, Ar Ryum; Seong, Poong Hyun

    2017-01-01

    Highlights: • Situation awareness (SA) of human operators is significantly important for safe operation in nuclear power plants (NPPs). • SA of human operators was empirically estimated using Bayesian inference. • In this empirical study, the effect of attention and working memory to SA was considered. • Complexcity of the given task and design of human machine interface (HMI) considerably affect SA of human operators. - Abstract: Bayesian methodology has been widely used in various research fields. According to current research, malfunctions of nuclear power plants can be detected using this Bayesian inference, which consistently piles up newly incoming data and updates the estimation. However, these studies have been based on the assumption that people work like computers—perfectly—a supposition that may cause a problem in real world applications. Studies in cognitive psychology indicate that when the amount of information to be processed becomes larger, people cannot save the whole set of data in their heads due to limited attention and limited memory capacity, also known as working memory. The purpose of the current research is to consider how actual human aware the situation contrasts with our expectations, and how such disparity affects the results of conventional Bayesian inference, if at all. We compared situation awareness (SA) of ideal operators with SA of human operators, and for the human operator we used both text-based human machine interface (HMI) and infographic-based HMI to further compare two existing human operators. In addition, two different scenarios were selected how scenario complexity affects SA of human operators. As a results, when a malfunction occurred, the ideal operator found the malfunction nearly 100% probability of the time using Bayesian inference. In contrast, out of forty-six human operators, only 69.57% found the correct malfunction with simple scenario and 58.70% with complex scenario in the text-based HMI. In

  13. Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation

    DEFF Research Database (Denmark)

    Picchini, Umberto; Forman, Julie Lyng

    2016-01-01

    a nonlinear stochastic differential equation model observed with correlated measurement errors and an application to protein folding modelling. An approximate Bayesian computation (ABC)-MCMC algorithm is suggested to allow inference for model parameters within reasonable time constraints. The ABC algorithm......In recent years, dynamical modelling has been provided with a range of breakthrough methods to perform exact Bayesian inference. However, it is often computationally unfeasible to apply exact statistical methodologies in the context of large data sets and complex models. This paper considers...... applications. A simulation study is conducted to compare our strategy with exact Bayesian inference, the latter resulting two orders of magnitude slower than ABC-MCMC for the considered set-up. Finally, the ABC algorithm is applied to a large size protein data. The suggested methodology is fairly general...

  14. Mocapy++ - a toolkit for inference and learning in dynamic Bayesian networks

    DEFF Research Database (Denmark)

    Paluszewski, Martin; Hamelryck, Thomas Wim

    2010-01-01

    Background Mocapy++ is a toolkit for parameter learning and inference in dynamic Bayesian networks (DBNs). It supports a wide range of DBN architectures and probability distributions, including distributions from directional statistics (the statistics of angles, directions and orientations...

  15. Heuristics as Bayesian inference under extreme priors.

    Science.gov (United States)

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

    2018-05-01

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

  16. A review and comparison of Bayesian and likelihood-based inferences in beta regression and zero-or-one-inflated beta regression.

    Science.gov (United States)

    Liu, Fang; Eugenio, Evercita C

    2018-04-01

    Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.

  17. Bayesian inference method for stochastic damage accumulation modeling

    International Nuclear Information System (INIS)

    Jiang, Xiaomo; Yuan, Yong; Liu, Xian

    2013-01-01

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

  18. A method for crack sizing using Bayesian inference arising in eddy current testing

    International Nuclear Information System (INIS)

    Kojima, Fumio; Kikuchi, Mitsuhiro

    2008-01-01

    This paper is concerned with a sizing methodology of crack using Bayesian inference arising in eddy current testing. There is often uncertainty about data through quantitative measurements of nondestructive testing and this can yield misleading inference of crack sizing at on-site monitoring. In this paper, we propose optimal strategies of measurements in eddy current testing using Bayesian prior-to-posteriori analysis. First our likelihood functional is given by Gaussian distribution with the measurement model based on the hybrid use of finite and boundary element methods. Secondly, given a priori distributions of crack sizing, we propose a method for estimating the region of interest for sizing cracks. Finally an optimal sensing method is demonstrated using our idea. (author)

  19. Stan: A Probabilistic Programming Language for Bayesian Inference and Optimization

    Science.gov (United States)

    Gelman, Andrew; Lee, Daniel; Guo, Jiqiang

    2015-01-01

    Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia and has great promise for fitting large and complex statistical models in many areas of application. We discuss Stan from users' and developers'…

  20. Coordinate transformation and Polynomial Chaos for the Bayesian inference of a Gaussian process with parametrized prior covariance function

    KAUST Repository

    Sraj, Ihab

    2015-10-22

    This paper addresses model dimensionality reduction for Bayesian inference based on prior Gaussian fields with uncertainty in the covariance function hyper-parameters. The dimensionality reduction is traditionally achieved using the Karhunen-Loève expansion of a prior Gaussian process assuming covariance function with fixed hyper-parameters, despite the fact that these are uncertain in nature. The posterior distribution of the Karhunen-Loève coordinates is then inferred using available observations. The resulting inferred field is therefore dependent on the assumed hyper-parameters. Here, we seek to efficiently estimate both the field and covariance hyper-parameters using Bayesian inference. To this end, a generalized Karhunen-Loève expansion is derived using a coordinate transformation to account for the dependence with respect to the covariance hyper-parameters. Polynomial Chaos expansions are employed for the acceleration of the Bayesian inference using similar coordinate transformations, enabling us to avoid expanding explicitly the solution dependence on the uncertain hyper-parameters. We demonstrate the feasibility of the proposed method on a transient diffusion equation by inferring spatially-varying log-diffusivity fields from noisy data. The inferred profiles were found closer to the true profiles when including the hyper-parameters’ uncertainty in the inference formulation.

  1. Bayesian inference for hybrid discrete-continuous stochastic kinetic models

    International Nuclear Information System (INIS)

    Sherlock, Chris; Golightly, Andrew; Gillespie, Colin S

    2014-01-01

    We consider the problem of efficiently performing simulation and inference for stochastic kinetic models. Whilst it is possible to work directly with the resulting Markov jump process (MJP), computational cost can be prohibitive for networks of realistic size and complexity. In this paper, we consider an inference scheme based on a novel hybrid simulator that classifies reactions as either ‘fast’ or ‘slow’ with fast reactions evolving as a continuous Markov process whilst the remaining slow reaction occurrences are modelled through a MJP with time-dependent hazards. A linear noise approximation (LNA) of fast reaction dynamics is employed and slow reaction events are captured by exploiting the ability to solve the stochastic differential equation driving the LNA. This simulation procedure is used as a proposal mechanism inside a particle MCMC scheme, thus allowing Bayesian inference for the model parameters. We apply the scheme to a simple application and compare the output with an existing hybrid approach and also a scheme for performing inference for the underlying discrete stochastic model. (paper)

  2. Experiments for Evaluating Application of Bayesian Inference to Situation Awareness of Human Operators in NPPs

    Energy Technology Data Exchange (ETDEWEB)

    Kang, Seong Keun; Seong, Poong Hyun [KAIST, Daejeon (Korea, Republic of)

    2014-08-15

    Bayesian methodology has been used widely used in various research fields. It is method of inference using Bayes' rule to update the estimation of probability for the certain hypothesis when additional evidences are acquired. According to the current researches, malfunction of nuclear power plant can be detected by using this Bayesian inference which consistently piles up the newly incoming data and updates its estimation. However, those researches are based on the assumption that people are doing like computer perfectly, which can be criticized and may cause a problem in real world application. Studies in cognitive psychology indicates that when the amount of information becomes larger, people can't save the whole data because people have limited memory capacity which is well known as working memory, and also they have attention problem. The purpose of this paper is to consider the psychological factors and confirm how much this working memory and attention will affect the resulted estimation based on the Bayesian inference. To confirm this, experiment on human is needed, and the tool of experiment is Compact Nuclear Simulator (CNS)

  3. Experiments for Evaluating Application of Bayesian Inference to Situation Awareness of Human Operators in NPPs

    International Nuclear Information System (INIS)

    Kang, Seong Keun; Seong, Poong Hyun

    2014-01-01

    Bayesian methodology has been used widely used in various research fields. It is method of inference using Bayes' rule to update the estimation of probability for the certain hypothesis when additional evidences are acquired. According to the current researches, malfunction of nuclear power plant can be detected by using this Bayesian inference which consistently piles up the newly incoming data and updates its estimation. However, those researches are based on the assumption that people are doing like computer perfectly, which can be criticized and may cause a problem in real world application. Studies in cognitive psychology indicates that when the amount of information becomes larger, people can't save the whole data because people have limited memory capacity which is well known as working memory, and also they have attention problem. The purpose of this paper is to consider the psychological factors and confirm how much this working memory and attention will affect the resulted estimation based on the Bayesian inference. To confirm this, experiment on human is needed, and the tool of experiment is Compact Nuclear Simulator (CNS)

  4. Inferring on the Intentions of Others by Hierarchical Bayesian Learning

    Science.gov (United States)

    Diaconescu, Andreea O.; Mathys, Christoph; Weber, Lilian A. E.; Daunizeau, Jean; Kasper, Lars; Lomakina, Ekaterina I.; Fehr, Ernst; Stephan, Klaas E.

    2014-01-01

    Inferring on others' (potentially time-varying) intentions is a fundamental problem during many social transactions. To investigate the underlying mechanisms, we applied computational modeling to behavioral data from an economic game in which 16 pairs of volunteers (randomly assigned to “player” or “adviser” roles) interacted. The player performed a probabilistic reinforcement learning task, receiving information about a binary lottery from a visual pie chart. The adviser, who received more predictive information, issued an additional recommendation. Critically, the game was structured such that the adviser's incentives to provide helpful or misleading information varied in time. Using a meta-Bayesian modeling framework, we found that the players' behavior was best explained by the deployment of hierarchical learning: they inferred upon the volatility of the advisers' intentions in order to optimize their predictions about the validity of their advice. Beyond learning, volatility estimates also affected the trial-by-trial variability of decisions: participants were more likely to rely on their estimates of advice accuracy for making choices when they believed that the adviser's intentions were presently stable. Finally, our model of the players' inference predicted the players' interpersonal reactivity index (IRI) scores, explicit ratings of the advisers' helpfulness and the advisers' self-reports on their chosen strategy. Overall, our results suggest that humans (i) employ hierarchical generative models to infer on the changing intentions of others, (ii) use volatility estimates to inform decision-making in social interactions, and (iii) integrate estimates of advice accuracy with non-social sources of information. The Bayesian framework presented here can quantify individual differences in these mechanisms from simple behavioral readouts and may prove useful in future clinical studies of maladaptive social cognition. PMID:25187943

  5. Polynomial Chaos Acceleration for the Bayesian Inference of Random Fields with Gaussian Priors and Uncertain Covariance Hyper-Parameters

    KAUST Repository

    Le Maitre, Olivier

    2015-01-07

    We address model dimensionality reduction in the Bayesian inference of Gaussian fields, considering prior covariance function with unknown hyper-parameters. The Karhunen-Loeve (KL) expansion of a prior Gaussian process is traditionally derived assuming fixed covariance function with pre-assigned hyperparameter values. Thus, the modes strengths of the Karhunen-Loeve expansion inferred using available observations, as well as the resulting inferred process, dependent on the pre-assigned values for the covariance hyper-parameters. Here, we seek to infer the process and its the covariance hyper-parameters in a single Bayesian inference. To this end, the uncertainty in the hyper-parameters is treated by means of a coordinate transformation, leading to a KL-type expansion on a fixed reference basis of spatial modes, but with random coordinates conditioned on the hyper-parameters. A Polynomial Chaos (PC) expansion of the model prediction is also introduced to accelerate the Bayesian inference and the sampling of the posterior distribution with MCMC method. The PC expansion of the model prediction also rely on a coordinates transformation, enabling us to avoid expanding the dependence of the prediction with respect to the covariance hyper-parameters. We demonstrate the efficiency of the proposed method on a transient diffusion equation by inferring spatially-varying log-diffusivity fields from noisy data.

  6. Bayesian Hierarchical Scale Mixtures of Log-Normal Models for Inference in Reliability with Stochastic Constraint

    Directory of Open Access Journals (Sweden)

    Hea-Jung Kim

    2017-06-01

    Full Text Available This paper develops Bayesian inference in reliability of a class of scale mixtures of log-normal failure time (SMLNFT models with stochastic (or uncertain constraint in their reliability measures. The class is comprehensive and includes existing failure time (FT models (such as log-normal, log-Cauchy, and log-logistic FT models as well as new models that are robust in terms of heavy-tailed FT observations. Since classical frequency approaches to reliability analysis based on the SMLNFT model with stochastic constraint are intractable, the Bayesian method is pursued utilizing a Markov chain Monte Carlo (MCMC sampling based approach. This paper introduces a two-stage maximum entropy (MaxEnt prior, which elicits a priori uncertain constraint and develops Bayesian hierarchical SMLNFT model by using the prior. The paper also proposes an MCMC method for Bayesian inference in the SMLNFT model reliability and calls attention to properties of the MaxEnt prior that are useful for method development. Finally, two data sets are used to illustrate how the proposed methodology works.

  7. Bayesian inference in processing experimental data: principles and basic applications

    International Nuclear Information System (INIS)

    D'Agostini, G

    2003-01-01

    This paper introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as the following: model comparison (including the automatic Ockham's Razor filter provided by the Bayesian approach); parametric inference; quantification of the uncertainty about the value of physical quantities, also taking into account systematic effects; role of marginalization; posterior characterization; predictive distributions; hierarchical modelling and hyperparameters; Gaussian approximation of the posterior and recovery of conventional methods, especially maximum likelihood and chi-square fits under well-defined conditions; conjugate priors, transformation invariance and maximum entropy motivated priors; and Monte Carlo (MC) estimates of expectation, including a short introduction to Markov Chain MC methods

  8. Bayesian Inference on the Memory Parameter for Gamma-Modulated Regression Models

    Directory of Open Access Journals (Sweden)

    Plinio Andrade

    2015-09-01

    Full Text Available In this work, we propose a Bayesian methodology to make inferences for the memory parameter and other characteristics under non-standard assumptions for a class of stochastic processes. This class generalizes the Gamma-modulated process, with trajectories that exhibit long memory behavior, as well as decreasing variability as time increases. Different values of the memory parameter influence the speed of this decrease, making this heteroscedastic model very flexible. Its properties are used to implement an approximate Bayesian computation and MCMC scheme to obtain posterior estimates. We test and validate our method through simulations and real data from the big earthquake that occurred in 2010 in Chile.

  9. Bayesian inference on genetic merit under uncertain paternity

    Directory of Open Access Journals (Sweden)

    Tempelman Robert J

    2003-09-01

    Full Text Available Abstract A hierarchical animal model was developed for inference on genetic merit of livestock with uncertain paternity. Fully conditional posterior distributions for fixed and genetic effects, variance components, sire assignments and their probabilities are derived to facilitate a Bayesian inference strategy using MCMC methods. We compared this model to a model based on the Henderson average numerator relationship (ANRM in a simulation study with 10 replicated datasets generated for each of two traits. Trait 1 had a medium heritability (h2 for each of direct and maternal genetic effects whereas Trait 2 had a high h2 attributable only to direct effects. The average posterior probabilities inferred on the true sire were between 1 and 10% larger than the corresponding priors (the inverse of the number of candidate sires in a mating pasture for Trait 1 and between 4 and 13% larger than the corresponding priors for Trait 2. The predicted additive and maternal genetic effects were very similar using both models; however, model choice criteria (Pseudo Bayes Factor and Deviance Information Criterion decisively favored the proposed hierarchical model over the ANRM model.

  10. 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.

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

    KAUST Repository

    Prudhomme, Serge; Bryant, Corey M.

    2015-01-01

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

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

    KAUST Repository

    Prudhomme, Serge

    2015-09-17

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

  13. Practical Statistics for LHC Physicists: Bayesian Inference (3/3)

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    These lectures cover those principles and practices of statistics that are most relevant for work at the LHC. The first lecture discusses the basic ideas of descriptive statistics, probability and likelihood. The second lecture covers the key ideas in the frequentist approach, including confidence limits, profile likelihoods, p-values, and hypothesis testing. The third lecture covers inference in the Bayesian approach. Throughout, real-world examples will be used to illustrate the practical application of the ideas. No previous knowledge is assumed.

  14. Philosophy and the practice of Bayesian statistics.

    Science.gov (United States)

    Gelman, Andrew; Shalizi, Cosma Rohilla

    2013-02-01

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

  15. Bayesian quantification of thermodynamic uncertainties in dense gas flows

    International Nuclear Information System (INIS)

    Merle, X.; Cinnella, P.

    2015-01-01

    A Bayesian inference methodology is developed for calibrating complex equations of state used in numerical fluid flow solvers. Precisely, the input parameters of three equations of state commonly used for modeling the thermodynamic behavior of the so-called dense gas flows, – i.e. flows of gases characterized by high molecular weights and complex molecules, working in thermodynamic conditions close to the liquid–vapor saturation curve – are calibrated by means of Bayesian inference from reference aerodynamic data for a dense gas flow over a wing section. Flow thermodynamic conditions are such that the gas thermodynamic behavior strongly deviates from that of a perfect gas. In the aim of assessing the proposed methodology, synthetic calibration data – specifically, wall pressure data – are generated by running the numerical solver with a more complex and accurate thermodynamic model. The statistical model used to build the likelihood function includes a model-form inadequacy term, accounting for the gap between the model output associated to the best-fit parameters and the true phenomenon. Results show that, for all of the relatively simple models under investigation, calibrations lead to informative posterior probability density distributions of the input parameters and improve the predictive distribution significantly. Nevertheless, calibrated parameters strongly differ from their expected physical values. The relationship between this behavior and model-form inadequacy is discussed. - Highlights: • Development of a Bayesian inference procedure for calibrating dense-gas flow solvers. • Complex thermodynamic models calibrated by using aerodynamic data for the flow. • Preliminary Sobol analysis used to reduce parameter space. • Piecewise polynomial surrogate model constructed to reduce computational cost. • Calibration results show the crucial role played by model-form inadequacies

  16. Calibrated birth-death phylogenetic time-tree priors for bayesian inference.

    Science.gov (United States)

    Heled, Joseph; Drummond, Alexei J

    2015-05-01

    Here we introduce a general class of multiple calibration birth-death tree priors for use in Bayesian phylogenetic inference. All tree priors in this class separate ancestral node heights into a set of "calibrated nodes" and "uncalibrated nodes" such that the marginal distribution of the calibrated nodes is user-specified whereas the density ratio of the birth-death prior is retained for trees with equal values for the calibrated nodes. We describe two formulations, one in which the calibration information informs the prior on ranked tree topologies, through the (conditional) prior, and the other which factorizes the prior on divergence times and ranked topologies, thus allowing uniform, or any arbitrary prior distribution on ranked topologies. Although the first of these formulations has some attractive properties, the algorithm we present for computing its prior density is computationally intensive. However, the second formulation is always faster and computationally efficient for up to six calibrations. We demonstrate the utility of the new class of multiple-calibration tree priors using both small simulations and a real-world analysis and compare the results to existing schemes. The two new calibrated tree priors described in this article offer greater flexibility and control of prior specification in calibrated time-tree inference and divergence time dating, and will remove the need for indirect approaches to the assessment of the combined effect of calibration densities and tree priors in Bayesian phylogenetic inference. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

  17. Fast model updating coupling Bayesian inference and PGD model reduction

    Science.gov (United States)

    Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic

    2018-04-01

    The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.

  18. Hierarchical Bayesian inference for ion channel screening dose-response data [version 2; referees: 2 approved

    Directory of Open Access Journals (Sweden)

    Ross H Johnstone

    2017-03-01

    Full Text Available Dose-response (or ‘concentration-effect’ relationships commonly occur in biological and pharmacological systems and are well characterised by Hill curves. These curves are described by an equation with two parameters: the inhibitory concentration 50% (IC50; and the Hill coefficient. Typically just the ‘best fit’ parameter values are reported in the literature. Here we introduce a Python-based software tool, PyHillFit , and describe the underlying Bayesian inference methods that it uses, to infer probability distributions for these parameters as well as the level of experimental observation noise. The tool also allows for hierarchical fitting, characterising the effect of inter-experiment variability. We demonstrate the use of the tool on a recently published dataset on multiple ion channel inhibition by multiple drug compounds. We compare the maximum likelihood, Bayesian and hierarchical Bayesian approaches. We then show how uncertainty in dose-response inputs can be characterised and propagated into a cardiac action potential simulation to give a probability distribution on model outputs.

  19. Mobile sensing of point-source fugitive methane emissions using Bayesian inference: the determination of the likelihood function

    Science.gov (United States)

    Zhou, X.; Albertson, J. D.

    2016-12-01

    Natural gas is considered as a bridge fuel towards clean energy due to its potential lower greenhouse gas emission comparing with other fossil fuels. Despite numerous efforts, an efficient and cost-effective approach to monitor fugitive methane emissions along the natural gas production-supply chain has not been developed yet. Recently, mobile methane measurement has been introduced which applies a Bayesian approach to probabilistically infer methane emission rates and update estimates recursively when new measurements become available. However, the likelihood function, especially the error term which determines the shape of the estimate uncertainty, is not rigorously defined and evaluated with field data. To address this issue, we performed a series of near-source (using a specialized vehicle mounted with fast response methane analyzers and a GPS unit. Methane concentrations were measured at two different heights along mobile traversals downwind of the sources, and concurrent wind and temperature data are recorded by nearby 3-D sonic anemometers. With known methane release rates, the measurements were used to determine the functional form and the parameterization of the likelihood function in the Bayesian inference scheme under different meteorological conditions.

  20. Toward Bayesian inference of the spatial distribution of proteins from three-cube Förster resonance energy transfer data

    DEFF Research Database (Denmark)

    Hooghoudt, Jan Otto; Barroso, Margarida; Waagepetersen, Rasmus Plenge

    2017-01-01

    Főrster resonance energy transfer (FRET) is a quantum-physical phenomenon where energy may be transferred from one molecule to a neighbour molecule if the molecules are close enough. Using fluorophore molecule marking of proteins in a cell it is possible to measure in microscopic images to what....... In this paper we propose a new likelihood-based approach to statistical inference for FRET microscopic data. The likelihood function is obtained from a detailed modeling of the FRET data generating mechanism conditional on a protein configuration. We next follow a Bayesian approach and introduce a spatial point...

  1. GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2015-01-01

    The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran

  2. Polynomial Chaos–Based Bayesian Inference of K-Profile Parameterization in a General Circulation Model of the Tropical Pacific

    KAUST Repository

    Sraj, Ihab; Zedler, Sarah E.; Knio, Omar; Jackson, Charles S.; Hoteit, Ibrahim

    2016-01-01

    The authors present a polynomial chaos (PC)-based Bayesian inference method for quantifying the uncertainties of the K-profile parameterization (KPP) within the MIT general circulation model (MITgcm) of the tropical Pacific. The inference

  3. 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.

  4. Bayesian inference and the analytic continuation of imaginary-time quantum Monte Carlo data

    International Nuclear Information System (INIS)

    Gubernatis, J.E.; Bonca, J.; Jarrell, M.

    1995-01-01

    We present brief description of how methods of Bayesian inference are used to obtain real frequency information by the analytic continuation of imaginary-time quantum Monte Carlo data. We present the procedure we used, which is due to R. K. Bryan, and summarize several bottleneck issues

  5. Clinical Outcome Prediction in Aneurysmal Subarachnoid Hemorrhage Using Bayesian Neural Networks with Fuzzy Logic Inferences

    Directory of Open Access Journals (Sweden)

    Benjamin W. Y. Lo

    2013-01-01

    Full Text Available Objective. The novel clinical prediction approach of Bayesian neural networks with fuzzy logic inferences is created and applied to derive prognostic decision rules in cerebral aneurysmal subarachnoid hemorrhage (aSAH. Methods. The approach of Bayesian neural networks with fuzzy logic inferences was applied to data from five trials of Tirilazad for aneurysmal subarachnoid hemorrhage (3551 patients. Results. Bayesian meta-analyses of observational studies on aSAH prognostic factors gave generalizable posterior distributions of population mean log odd ratios (ORs. Similar trends were noted in Bayesian and linear regression ORs. Significant outcome predictors include normal motor response, cerebral infarction, history of myocardial infarction, cerebral edema, history of diabetes mellitus, fever on day 8, prior subarachnoid hemorrhage, admission angiographic vasospasm, neurological grade, intraventricular hemorrhage, ruptured aneurysm size, history of hypertension, vasospasm day, age and mean arterial pressure. Heteroscedasticity was present in the nontransformed dataset. Artificial neural networks found nonlinear relationships with 11 hidden variables in 1 layer, using the multilayer perceptron model. Fuzzy logic decision rules (centroid defuzzification technique denoted cut-off points for poor prognosis at greater than 2.5 clusters. Discussion. This aSAH prognostic system makes use of existing knowledge, recognizes unknown areas, incorporates one's clinical reasoning, and compensates for uncertainty in prognostication.

  6. Bayesian inference for Markov jump processes with informative observations.

    Science.gov (United States)

    Golightly, Andrew; Wilkinson, Darren J

    2015-04-01

    In this paper we consider the problem of parameter inference for Markov jump process (MJP) representations of stochastic kinetic models. Since transition probabilities are intractable for most processes of interest yet forward simulation is straightforward, Bayesian inference typically proceeds through computationally intensive methods such as (particle) MCMC. Such methods ostensibly require the ability to simulate trajectories from the conditioned jump process. When observations are highly informative, use of the forward simulator is likely to be inefficient and may even preclude an exact (simulation based) analysis. We therefore propose three methods for improving the efficiency of simulating conditioned jump processes. A conditioned hazard is derived based on an approximation to the jump process, and used to generate end-point conditioned trajectories for use inside an importance sampling algorithm. We also adapt a recently proposed sequential Monte Carlo scheme to our problem. Essentially, trajectories are reweighted at a set of intermediate time points, with more weight assigned to trajectories that are consistent with the next observation. We consider two implementations of this approach, based on two continuous approximations of the MJP. We compare these constructs for a simple tractable jump process before using them to perform inference for a Lotka-Volterra system. The best performing construct is used to infer the parameters governing a simple model of motility regulation in Bacillus subtilis.

  7. Inference of reactive transport model parameters using a Bayesian multivariate approach

    Science.gov (United States)

    Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

    2014-08-01

    Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

  8. Bayesian Inference of Nonstationary Precipitation Intensity-Duration-Frequency Curves for Infrastructure Design

    Science.gov (United States)

    2016-03-01

    each IDF curve and subsequently used to force a calibrated and validated precipitation - runoff model. Probability-based, risk-informed hydrologic...ERDC/CHL CHETN-X-2 March 2016 Approved for public release; distribution is unlimited. Bayesian Inference of Nonstationary Precipitation Intensity...based means by which to develop local precipitation Intensity-Duration-Frequency (IDF) curves using historical rainfall time series data collected for

  9. Introduction to Bayesian statistics

    CERN Document Server

    Bolstad, William M

    2017-01-01

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

  10. Inference in {open_quotes}poor{close_quotes} languages

    Energy Technology Data Exchange (ETDEWEB)

    Petrov, S. [Oak Ridge National Lab., TN (United States)

    1996-12-31

    Languages with a solvable implication problem but without complete and consistent systems of inference rules ({open_quote}poor{close_quote} languages) are considered. The problem of existence of a finite, complete, and consistent inference rule system for a {open_quotes}poor{close_quotes} language is stated independently of the language or the rule syntax. Several properties of the problem are proved. An application of the results to the language of join dependencies is given.

  11. A Bayesian Framework That Integrates Heterogeneous Data for Inferring Gene Regulatory Networks

    Energy Technology Data Exchange (ETDEWEB)

    Santra, Tapesh, E-mail: tapesh.santra@ucd.ie [Systems Biology Ireland, University College Dublin, Dublin (Ireland)

    2014-05-20

    Reconstruction of gene regulatory networks (GRNs) from experimental data is a fundamental challenge in systems biology. A number of computational approaches have been developed to infer GRNs from mRNA expression profiles. However, expression profiles alone are proving to be insufficient for inferring GRN topologies with reasonable accuracy. Recently, it has been shown that integration of external data sources (such as gene and protein sequence information, gene ontology data, protein–protein interactions) with mRNA expression profiles may increase the reliability of the inference process. Here, I propose a new approach that incorporates transcription factor binding sites (TFBS) and physical protein interactions (PPI) among transcription factors (TFs) in a Bayesian variable selection (BVS) algorithm which can infer GRNs from mRNA expression profiles subjected to genetic perturbations. Using real experimental data, I show that the integration of TFBS and PPI data with mRNA expression profiles leads to significantly more accurate networks than those inferred from expression profiles alone. Additionally, the performance of the proposed algorithm is compared with a series of least absolute shrinkage and selection operator (LASSO) regression-based network inference methods that can also incorporate prior knowledge in the inference framework. The results of this comparison suggest that BVS can outperform LASSO regression-based method in some circumstances.

  12. A Bayesian Framework That Integrates Heterogeneous Data for Inferring Gene Regulatory Networks

    International Nuclear Information System (INIS)

    Santra, Tapesh

    2014-01-01

    Reconstruction of gene regulatory networks (GRNs) from experimental data is a fundamental challenge in systems biology. A number of computational approaches have been developed to infer GRNs from mRNA expression profiles. However, expression profiles alone are proving to be insufficient for inferring GRN topologies with reasonable accuracy. Recently, it has been shown that integration of external data sources (such as gene and protein sequence information, gene ontology data, protein–protein interactions) with mRNA expression profiles may increase the reliability of the inference process. Here, I propose a new approach that incorporates transcription factor binding sites (TFBS) and physical protein interactions (PPI) among transcription factors (TFs) in a Bayesian variable selection (BVS) algorithm which can infer GRNs from mRNA expression profiles subjected to genetic perturbations. Using real experimental data, I show that the integration of TFBS and PPI data with mRNA expression profiles leads to significantly more accurate networks than those inferred from expression profiles alone. Additionally, the performance of the proposed algorithm is compared with a series of least absolute shrinkage and selection operator (LASSO) regression-based network inference methods that can also incorporate prior knowledge in the inference framework. The results of this comparison suggest that BVS can outperform LASSO regression-based method in some circumstances.

  13. IZI: INFERRING THE GAS PHASE METALLICITY (Z) AND IONIZATION PARAMETER (q) OF IONIZED NEBULAE USING BAYESIAN STATISTICS

    Energy Technology Data Exchange (ETDEWEB)

    Blanc, Guillermo A. [Observatories of the Carnegie Institution for Science, 813 Santa Barbara Street, Pasadena, CA 91101 (United States); Kewley, Lisa; Vogt, Frédéric P. A.; Dopita, Michael A. [Research School of Astronomy and Astrophysics, Australian National University, Cotter Road, Weston, ACT 2611 (Australia)

    2015-01-10

    We present a new method for inferring the metallicity (Z) and ionization parameter (q) of H II regions and star-forming galaxies using strong nebular emission lines (SELs). We use Bayesian inference to derive the joint and marginalized posterior probability density functions for Z and q given a set of observed line fluxes and an input photoionization model. Our approach allows the use of arbitrary sets of SELs and the inclusion of flux upper limits. The method provides a self-consistent way of determining the physical conditions of ionized nebulae that is not tied to the arbitrary choice of a particular SEL diagnostic and uses all the available information. Unlike theoretically calibrated SEL diagnostics, the method is flexible and not tied to a particular photoionization model. We describe our algorithm, validate it against other methods, and present a tool that implements it called IZI. Using a sample of nearby extragalactic H II regions, we assess the performance of commonly used SEL abundance diagnostics. We also use a sample of 22 local H II regions having both direct and recombination line (RL) oxygen abundance measurements in the literature to study discrepancies in the abundance scale between different methods. We find that oxygen abundances derived through Bayesian inference using currently available photoionization models in the literature can be in good (∼30%) agreement with RL abundances, although some models perform significantly better than others. We also confirm that abundances measured using the direct method are typically ∼0.2 dex lower than both RL and photoionization-model-based abundances.

  14. IZI: INFERRING THE GAS PHASE METALLICITY (Z) AND IONIZATION PARAMETER (q) OF IONIZED NEBULAE USING BAYESIAN STATISTICS

    International Nuclear Information System (INIS)

    Blanc, Guillermo A.; Kewley, Lisa; Vogt, Frédéric P. A.; Dopita, Michael A.

    2015-01-01

    We present a new method for inferring the metallicity (Z) and ionization parameter (q) of H II regions and star-forming galaxies using strong nebular emission lines (SELs). We use Bayesian inference to derive the joint and marginalized posterior probability density functions for Z and q given a set of observed line fluxes and an input photoionization model. Our approach allows the use of arbitrary sets of SELs and the inclusion of flux upper limits. The method provides a self-consistent way of determining the physical conditions of ionized nebulae that is not tied to the arbitrary choice of a particular SEL diagnostic and uses all the available information. Unlike theoretically calibrated SEL diagnostics, the method is flexible and not tied to a particular photoionization model. We describe our algorithm, validate it against other methods, and present a tool that implements it called IZI. Using a sample of nearby extragalactic H II regions, we assess the performance of commonly used SEL abundance diagnostics. We also use a sample of 22 local H II regions having both direct and recombination line (RL) oxygen abundance measurements in the literature to study discrepancies in the abundance scale between different methods. We find that oxygen abundances derived through Bayesian inference using currently available photoionization models in the literature can be in good (∼30%) agreement with RL abundances, although some models perform significantly better than others. We also confirm that abundances measured using the direct method are typically ∼0.2 dex lower than both RL and photoionization-model-based abundances

  15. Systematics and morphological evolution within the moss family Bryaceae: a comparison between parsimony and Bayesian methods for reconstruction of ancestral character states.

    Science.gov (United States)

    Pedersen, Niklas; Holyoak, David T; Newton, Angela E

    2007-06-01

    The Bryaceae are a large cosmopolitan moss family including genera of significant morphological and taxonomic complexity. Phylogenetic relationships within the Bryaceae were reconstructed based on DNA sequence data from all three genomic compartments. In addition, maximum parsimony and Bayesian inference were employed to reconstruct ancestral character states of 38 morphological plus four habitat characters and eight insertion/deletion events. The recovered phylogenetic patterns are generally in accord with previous phylogenies based on chloroplast DNA sequence data and three major clades are identified. The first clade comprises Bryum bornholmense, B. rubens, B. caespiticium, and Plagiobryum. This corroborates the hypothesis suggested by previous studies that several Bryum species are more closely related to Plagiobryum than to the core Bryum species. The second clade includes Acidodontium, Anomobryum, and Haplodontium, while the third clade contains the core Bryum species plus Imbribryum. Within the latter clade, B. subapiculatum and B. tenuisetum form the sister clade to Imbribryum. Reconstructions of ancestral character states under maximum parsimony and Bayesian inference suggest fourteen morphological synapomorphies for the ingroup and synapomorphies are detected for most clades within the ingroup. Maximum parsimony and Bayesian reconstructions of ancestral character states are mostly congruent although Bayesian inference shows that the posterior probability of ancestral character states may decrease dramatically when node support is taken into account. Bayesian inference also indicates that reconstructions may be ambiguous at internal nodes for highly polymorphic characters.

  16. Extreme-Scale Bayesian Inference for Uncertainty Quantification of Complex Simulations

    Energy Technology Data Exchange (ETDEWEB)

    Biros, George [Univ. of Texas, Austin, TX (United States)

    2018-01-12

    Uncertainty quantification (UQ)—that is, quantifying uncertainties in complex mathematical models and their large-scale computational implementations—is widely viewed as one of the outstanding challenges facing the field of CS&E over the coming decade. The EUREKA project set to address the most difficult class of UQ problems: those for which both the underlying PDE model as well as the uncertain parameters are of extreme scale. In the project we worked on these extreme-scale challenges in the following four areas: 1. Scalable parallel algorithms for sampling and characterizing the posterior distribution that exploit the structure of the underlying PDEs and parameter-to-observable map. These include structure-exploiting versions of the randomized maximum likelihood method, which aims to overcome the intractability of employing conventional MCMC methods for solving extreme-scale Bayesian inversion problems by appealing to and adapting ideas from large-scale PDE-constrained optimization, which have been very successful at exploring high-dimensional spaces. 2. Scalable parallel algorithms for construction of prior and likelihood functions based on learning methods and non-parametric density estimation. Constructing problem-specific priors remains a critical challenge in Bayesian inference, and more so in high dimensions. Another challenge is construction of likelihood functions that capture unmodeled couplings between observations and parameters. We will create parallel algorithms for non-parametric density estimation using high dimensional N-body methods and combine them with supervised learning techniques for the construction of priors and likelihood functions. 3. Bayesian inadequacy models, which augment physics models with stochastic models that represent their imperfections. The success of the Bayesian inference framework depends on the ability to represent the uncertainty due to imperfections of the mathematical model of the phenomena of interest. This is a

  17. SU-E-T-144: Bayesian Inference of Local Relapse Data Using a Poisson-Based Tumour Control Probability Model

    Energy Technology Data Exchange (ETDEWEB)

    La Russa, D [The Ottawa Hospital Cancer Centre, Ottawa, ON (Canada)

    2015-06-15

    Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributions found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.

  18. The confounding effect of population structure on bayesian skyline plot inferences of demographic history

    DEFF Research Database (Denmark)

    Heller, Rasmus; Chikhi, Lounes; Siegismund, Hans

    2013-01-01

    Many coalescent-based methods aiming to infer the demographic history of populations assume a single, isolated and panmictic population (i.e. a Wright-Fisher model). While this assumption may be reasonable under many conditions, several recent studies have shown that the results can be misleading...... when it is violated. Among the most widely applied demographic inference methods are Bayesian skyline plots (BSPs), which are used across a range of biological fields. Violations of the panmixia assumption are to be expected in many biological systems, but the consequences for skyline plot inferences...... the best scheme for inferring demographic change over a typical time scale. Analyses of data from a structured African buffalo population demonstrate how BSP results can be strengthened by simulations. We recommend that sample selection should be carefully considered in relation to population structure...

  19. Recent developments in Bayesian inference of tokamak plasma equilibria and high-dimensional stochastic quadratures

    International Nuclear Information System (INIS)

    Von Nessi, G T; Hole, M J

    2014-01-01

    We present recent results and technical breakthroughs for the Bayesian inference of tokamak equilibria using force-balance as a prior constraint. Issues surrounding model parameter representation and posterior analysis are discussed and addressed. These points motivate the recent advancements embodied in the Bayesian Equilibrium Analysis and Simulation Tool (BEAST) software being presently utilized to study equilibria on the Mega-Ampere Spherical Tokamak (MAST) experiment in the UK (von Nessi et al 2012 J. Phys. A 46 185501). State-of-the-art results of using BEAST to study MAST equilibria are reviewed, with recent code advancements being systematically presented though out the manuscript. (paper)

  20. 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

  1. Fast Markov chain Monte Carlo sampling for sparse Bayesian inference in high-dimensional inverse problems using L1-type priors

    International Nuclear Information System (INIS)

    Lucka, Felix

    2012-01-01

    Sparsity has become a key concept for solving of high-dimensional inverse problems using variational regularization techniques. Recently, using similar sparsity-constraints in the Bayesian framework for inverse problems by encoding them in the prior distribution has attracted attention. Important questions about the relation between regularization theory and Bayesian inference still need to be addressed when using sparsity promoting inversion. A practical obstacle for these examinations is the lack of fast posterior sampling algorithms for sparse, high-dimensional Bayesian inversion. Accessing the full range of Bayesian inference methods requires being able to draw samples from the posterior probability distribution in a fast and efficient way. This is usually done using Markov chain Monte Carlo (MCMC) sampling algorithms. In this paper, we develop and examine a new implementation of a single component Gibbs MCMC sampler for sparse priors relying on L1-norms. We demonstrate that the efficiency of our Gibbs sampler increases when the level of sparsity or the dimension of the unknowns is increased. This property is contrary to the properties of the most commonly applied Metropolis–Hastings (MH) sampling schemes. We demonstrate that the efficiency of MH schemes for L1-type priors dramatically decreases when the level of sparsity or the dimension of the unknowns is increased. Practically, Bayesian inversion for L1-type priors using MH samplers is not feasible at all. As this is commonly believed to be an intrinsic feature of MCMC sampling, the performance of our Gibbs sampler also challenges common beliefs about the applicability of sample based Bayesian inference. (paper)

  2. Frequentist and Bayesian inference for Gaussian-log-Gaussian wavelet trees and statistical signal processing applications

    DEFF Research Database (Denmark)

    Jacobsen, Christian Robert Dahl; Møller, Jesper

    2017-01-01

    We introduce new estimation methods for a subclass of the Gaussian scale mixture models for wavelet trees by Wainwright, Simoncelli and Willsky that rely on modern results for composite likelihoods and approximate Bayesian inference. Our methodology is illustrated for denoising and edge detection...

  3. Machine health prognostics using the Bayesian-inference-based probabilistic indication and high-order particle filtering framework

    Science.gov (United States)

    Yu, Jianbo

    2015-12-01

    Prognostics is much efficient to achieve zero-downtime performance, maximum productivity and proactive maintenance of machines. Prognostics intends to assess and predict the time evolution of machine health degradation so that machine failures can be predicted and prevented. A novel prognostics system is developed based on the data-model-fusion scheme using the Bayesian inference-based self-organizing map (SOM) and an integration of logistic regression (LR) and high-order particle filtering (HOPF). In this prognostics system, a baseline SOM is constructed to model the data distribution space of healthy machine under an assumption that predictable fault patterns are not available. Bayesian inference-based probability (BIP) derived from the baseline SOM is developed as a quantification indication of machine health degradation. BIP is capable of offering failure probability for the monitored machine, which has intuitionist explanation related to health degradation state. Based on those historic BIPs, the constructed LR and its modeling noise constitute a high-order Markov process (HOMP) to describe machine health propagation. HOPF is used to solve the HOMP estimation to predict the evolution of the machine health in the form of a probability density function (PDF). An on-line model update scheme is developed to adapt the Markov process changes to machine health dynamics quickly. The experimental results on a bearing test-bed illustrate the potential applications of the proposed system as an effective and simple tool for machine health prognostics.

  4. Bayesian Predictive Models for Rayleigh Wind Speed

    DEFF Research Database (Denmark)

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

    2017-01-01

    predictive model of the wind speed aggregates the non-homogeneous distributions into a single continuous distribution. Therefore, the result is able to capture the variation among the probability distributions of the wind speeds at the turbines’ locations in a wind farm. More specifically, instead of using...... a wind speed distribution whose parameters are known or estimated, the parameters are considered as random whose variations are according to probability distributions. The Bayesian predictive model for a Rayleigh which only has a single model scale parameter has been proposed. Also closed-form posterior...... and predictive inferences under different reasonable choices of prior distribution in sensitivity analysis have been presented....

  5. 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

  6. Inferring gene and protein interactions using PubMed citations and consensus Bayesian networks.

    Science.gov (United States)

    Deeter, Anthony; Dalman, Mark; Haddad, Joseph; Duan, Zhong-Hui

    2017-01-01

    The PubMed database offers an extensive set of publication data that can be useful, yet inherently complex to use without automated computational techniques. Data repositories such as the Genomic Data Commons (GDC) and the Gene Expression Omnibus (GEO) offer experimental data storage and retrieval as well as curated gene expression profiles. Genetic interaction databases, including Reactome and Ingenuity Pathway Analysis, offer pathway and experiment data analysis using data curated from these publications and data repositories. We have created a method to generate and analyze consensus networks, inferring potential gene interactions, using large numbers of Bayesian networks generated by data mining publications in the PubMed database. Through the concept of network resolution, these consensus networks can be tailored to represent possible genetic interactions. We designed a set of experiments to confirm that our method is stable across variation in both sample and topological input sizes. Using gene product interactions from the KEGG pathway database and data mining PubMed publication abstracts, we verify that regardless of the network resolution or the inferred consensus network, our method is capable of inferring meaningful gene interactions through consensus Bayesian network generation with multiple, randomized topological orderings. Our method can not only confirm the existence of currently accepted interactions, but has the potential to hypothesize new ones as well. We show our method confirms the existence of known gene interactions such as JAK-STAT-PI3K-AKT-mTOR, infers novel gene interactions such as RAS- Bcl-2 and RAS-AKT, and found significant pathway-pathway interactions between the JAK-STAT signaling and Cardiac Muscle Contraction KEGG pathways.

  7. Entropy, Information Theory, Information Geometry and Bayesian Inference in Data, Signal and Image Processing and Inverse Problems

    Directory of Open Access Journals (Sweden)

    Ali Mohammad-Djafari

    2015-06-01

    Full Text Available The main content of this review article is first to review the main inference tools using Bayes rule, the maximum entropy principle (MEP, information theory, relative entropy and the Kullback–Leibler (KL divergence, Fisher information and its corresponding geometries. For each of these tools, the precise context of their use is described. The second part of the paper is focused on the ways these tools have been used in data, signal and image processing and in the inverse problems, which arise in different physical sciences and engineering applications. A few examples of the applications are described: entropy in independent components analysis (ICA and in blind source separation, Fisher information in data model selection, different maximum entropy-based methods in time series spectral estimation and in linear inverse problems and, finally, the Bayesian inference for general inverse problems. Some original materials concerning the approximate Bayesian computation (ABC and, in particular, the variational Bayesian approximation (VBA methods are also presented. VBA is used for proposing an alternative Bayesian computational tool to the classical Markov chain Monte Carlo (MCMC methods. We will also see that VBA englobes joint maximum a posteriori (MAP, as well as the different expectation-maximization (EM algorithms as particular cases.

  8. Bayesian Inference for Linear Parabolic PDEs with Noisy Boundary Conditions

    KAUST Repository

    Ruggeri, Fabrizio; Sawlan, Zaid A; Scavino, Marco; Tempone, Raul

    2016-01-01

    In this work we develop a hierarchical Bayesian setting to infer unknown parameters in initial-boundary value problems (IBVPs) for one-dimensional linear parabolic partial differential equations. Noisy boundary data and known initial condition are assumed. We derive the likelihood function associated with the forward problem, given some measurements of the solution field subject to Gaussian noise. Such function is then analytically marginalized using the linearity of the equation. Gaussian priors have been assumed for the time-dependent Dirichlet boundary values. Our approach is applied to synthetic data for the one-dimensional heat equation model, where the thermal diffusivity is the unknown parameter. We show how to infer the thermal diffusivity parameter when its prior distribution is lognormal or modeled by means of a space-dependent stationary lognormal random field. We use the Laplace method to provide approximated Gaussian posterior distributions for the thermal diffusivity. Expected information gains and predictive posterior densities for observable quantities are numerically estimated for different experimental setups.

  9. Bayesian Inference for Linear Parabolic PDEs with Noisy Boundary Conditions

    KAUST Repository

    Ruggeri, Fabrizio

    2015-01-07

    In this work we develop a hierarchical Bayesian setting to infer unknown parameters in initial-boundary value problems (IBVPs) for one-dimensional linear parabolic partial differential equations. Noisy boundary data and known initial condition are assumed. We derive the likelihood function associated with the forward problem, given some measurements of the solution field subject to Gaussian noise. Such function is then analytically marginalized using the linearity of the equation. Gaussian priors have been assumed for the time-dependent Dirichlet boundary values. Our approach is applied to synthetic data for the one-dimensional heat equation model, where the thermal diffusivity is the unknown parameter. We show how to infer the thermal diffusivity parameter when its prior distribution is lognormal or modeled by means of a space-dependent stationary lognormal random field. We use the Laplace method to provide approximated Gaussian posterior distributions for the thermal diffusivity. Expected information gains and predictive posterior densities for observable quantities are numerically estimated for different experimental setups.

  10. Bayesian Inference for Linear Parabolic PDEs with Noisy Boundary Conditions

    KAUST Repository

    Ruggeri, Fabrizio

    2016-01-06

    In this work we develop a hierarchical Bayesian setting to infer unknown parameters in initial-boundary value problems (IBVPs) for one-dimensional linear parabolic partial differential equations. Noisy boundary data and known initial condition are assumed. We derive the likelihood function associated with the forward problem, given some measurements of the solution field subject to Gaussian noise. Such function is then analytically marginalized using the linearity of the equation. Gaussian priors have been assumed for the time-dependent Dirichlet boundary values. Our approach is applied to synthetic data for the one-dimensional heat equation model, where the thermal diffusivity is the unknown parameter. We show how to infer the thermal diffusivity parameter when its prior distribution is lognormal or modeled by means of a space-dependent stationary lognormal random field. We use the Laplace method to provide approximated Gaussian posterior distributions for the thermal diffusivity. Expected information gains and predictive posterior densities for observable quantities are numerically estimated for different experimental setups.

  11. A Bayesian inference approach to unveil supply curves in electricity markets

    DEFF Research Database (Denmark)

    Mitridati, Lesia Marie-Jeanne Mariane; Pinson, Pierre

    2017-01-01

    in the literature on modeling this uncertainty. In this study we introduce a Bayesian inference approach to reveal the aggregate supply curve in a day-ahead electricity market. The proposed algorithm relies on Markov Chain Monte Carlo and Sequential Monte Carlo methods. The major appeal of this approach......With increased competition in wholesale electricity markets, the need for new decision-making tools for strategic producers has arisen. Optimal bidding strategies have traditionally been modeled as stochastic profit maximization problems. However, for producers with non-negligible market power...

  12. Bayesian inference for multivariate point processes observed at sparsely distributed times

    DEFF Research Database (Denmark)

    Rasmussen, Jakob Gulddahl; Møller, Jesper; Aukema, B.H.

    We consider statistical and computational aspects of simulation-based Bayesian inference for a multivariate point process which is only observed at sparsely distributed times. For specicity we consider a particular data set which has earlier been analyzed by a discrete time model involving unknown...... normalizing constants. We discuss the advantages and disadvantages of using continuous time processes compared to discrete time processes in the setting of the present paper as well as other spatial-temporal situations. Keywords: Bark beetle, conditional intensity, forest entomology, Markov chain Monte Carlo...

  13. Bayesian inference for identifying interaction rules in moving animal groups.

    Directory of Open Access Journals (Sweden)

    Richard P Mann

    Full Text Available The emergence of similar collective patterns from different self-propelled particle models of animal groups points to a restricted set of "universal" classes for these patterns. While universality is interesting, it is often the fine details of animal interactions that are of biological importance. Universality thus presents a challenge to inferring such interactions from macroscopic group dynamics since these can be consistent with many underlying interaction models. We present a Bayesian framework for learning animal interaction rules from fine scale recordings of animal movements in swarms. We apply these techniques to the inverse problem of inferring interaction rules from simulation models, showing that parameters can often be inferred from a small number of observations. Our methodology allows us to quantify our confidence in parameter fitting. For example, we show that attraction and alignment terms can be reliably estimated when animals are milling in a torus shape, while interaction radius cannot be reliably measured in such a situation. We assess the importance of rate of data collection and show how to test different models, such as topological and metric neighbourhood models. Taken together our results both inform the design of experiments on animal interactions and suggest how these data should be best analysed.

  14. Statistical inference an integrated approach

    CERN Document Server

    Migon, Helio S; Louzada, Francisco

    2014-01-01

    Introduction Information The concept of probability Assessing subjective probabilities An example Linear algebra and probability Notation Outline of the bookElements of Inference Common statistical modelsLikelihood-based functions Bayes theorem Exchangeability Sufficiency and exponential family Parameter elimination Prior Distribution Entirely subjective specification Specification through functional forms Conjugacy with the exponential family Non-informative priors Hierarchical priors Estimation Introduction to decision theoryBayesian point estimation Classical point estimation Empirical Bayes estimation Comparison of estimators Interval estimation Estimation in the Normal model Approximating Methods The general problem of inference Optimization techniquesAsymptotic theory Other analytical approximations Numerical integration methods Simulation methods Hypothesis Testing Introduction Classical hypothesis testingBayesian hypothesis testing Hypothesis testing and confidence intervalsAsymptotic tests Prediction...

  15. Practical Bayesian Inference

    Science.gov (United States)

    Bailer-Jones, Coryn A. L.

    2017-04-01

    Preface; 1. Probability basics; 2. Estimation and uncertainty; 3. Statistical models and inference; 4. Linear models, least squares, and maximum likelihood; 5. Parameter estimation: single parameter; 6. Parameter estimation: multiple parameters; 7. Approximating distributions; 8. Monte Carlo methods for inference; 9. Parameter estimation: Markov chain Monte Carlo; 10. Frequentist hypothesis testing; 11. Model comparison; 12. Dealing with more complicated problems; References; Index.

  16. CGBayesNets: conditional Gaussian Bayesian network learning and inference with mixed discrete and continuous data.

    Science.gov (United States)

    McGeachie, Michael J; Chang, Hsun-Hsien; Weiss, Scott T

    2014-06-01

    Bayesian Networks (BN) have been a popular predictive modeling formalism in bioinformatics, but their application in modern genomics has been slowed by an inability to cleanly handle domains with mixed discrete and continuous variables. Existing free BN software packages either discretize continuous variables, which can lead to information loss, or do not include inference routines, which makes prediction with the BN impossible. We present CGBayesNets, a BN package focused around prediction of a clinical phenotype from mixed discrete and continuous variables, which fills these gaps. CGBayesNets implements Bayesian likelihood and inference algorithms for the conditional Gaussian Bayesian network (CGBNs) formalism, one appropriate for predicting an outcome of interest from, e.g., multimodal genomic data. We provide four different network learning algorithms, each making a different tradeoff between computational cost and network likelihood. CGBayesNets provides a full suite of functions for model exploration and verification, including cross validation, bootstrapping, and AUC manipulation. We highlight several results obtained previously with CGBayesNets, including predictive models of wood properties from tree genomics, leukemia subtype classification from mixed genomic data, and robust prediction of intensive care unit mortality outcomes from metabolomic profiles. We also provide detailed example analysis on public metabolomic and gene expression datasets. CGBayesNets is implemented in MATLAB and available as MATLAB source code, under an Open Source license and anonymous download at http://www.cgbayesnets.com.

  17. Dynamical Bayesian inference of time-evolving interactions: From a pair of coupled oscillators to networks of oscillators

    Science.gov (United States)

    Duggento, Andrea; Stankovski, Tomislav; McClintock, Peter V. E.; Stefanovska, Aneta

    2012-12-01

    Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.109.024101 109, 024101 (2012)] introduced a method based on dynamical Bayesian inference that facilitates the simultaneous detection of time-varying synchronization, directionality of influence, and coupling functions. It can distinguish unsynchronized dynamics from noise-induced phase slips. The method is based on phase dynamics, with Bayesian inference of the time-evolving parameters being achieved by shaping the prior densities to incorporate knowledge of previous samples. We now present the method in detail using numerically generated data, data from an analog electronic circuit, and cardiorespiratory data. We also generalize the method to encompass networks of interacting oscillators and thus demonstrate its applicability to small-scale networks.

  18. Comments on "A closed-form solution to Tensor voting: theory and applications"

    OpenAIRE

    Maggiori, Emmanuel; Lotito, Pablo Andres; Manterola, Hugo Luis; del Fresno, Mariana

    2017-01-01

    We comment on a paper that describes a closed-form formulation to Tensor Voting, a technique to perceptually group clouds of points, usually applied to infer features in images. The authors proved an analytic solution to the technique, a highly relevant contribution considering that the original formulation required numerical integration, a time-consuming task. Their work constitutes the first closed-form expression for the Tensor Voting framework. In this work we first observe that the propo...

  19. A combined evidence Bayesian method for human ancestry inference applied to Afro-Colombians.

    Science.gov (United States)

    Rishishwar, Lavanya; Conley, Andrew B; Vidakovic, Brani; Jordan, I King

    2015-12-15

    Uniparental genetic markers, mitochondrial DNA (mtDNA) and Y chromosomal DNA, are widely used for the inference of human ancestry. However, the resolution of ancestral origins based on mtDNA haplotypes is limited by the fact that such haplotypes are often found to be distributed across wide geographical regions. We have addressed this issue here by combining two sources of ancestry information that have typically been considered separately: historical records regarding population origins and genetic information on mtDNA haplotypes. To combine these distinct data sources, we applied a Bayesian approach that considers historical records, in the form of prior probabilities, together with data on the geographical distribution of mtDNA haplotypes, formulated as likelihoods, to yield ancestry assignments from posterior probabilities. This combined evidence Bayesian approach to ancestry assignment was evaluated for its ability to accurately assign sub-continental African ancestral origins to Afro-Colombians based on their mtDNA haplotypes. We demonstrate that the incorporation of historical prior probabilities via this analytical framework can provide for substantially increased resolution in sub-continental African ancestry assignment for members of this population. In addition, a personalized approach to ancestry assignment that involves the tuning of priors to individual mtDNA haplotypes yields even greater resolution for individual ancestry assignment. Despite the fact that Colombia has a large population of Afro-descendants, the ancestry of this community has been understudied relative to populations with primarily European and Native American ancestry. Thus, the application of the kind of combined evidence approach developed here to the study of ancestry in the Afro-Colombian population has the potential to be impactful. The formal Bayesian analytical framework we propose for combining historical and genetic information also has the potential to be widely applied

  20. Bayesian inference of earthquake parameters from buoy data using a polynomial chaos-based surrogate

    KAUST Repository

    Giraldi, Loic

    2017-04-07

    This work addresses the estimation of the parameters of an earthquake model by the consequent tsunami, with an application to the Chile 2010 event. We are particularly interested in the Bayesian inference of the location, the orientation, and the slip of an Okada-based model of the earthquake ocean floor displacement. The tsunami numerical model is based on the GeoClaw software while the observational data is provided by a single DARTⓇ buoy. We propose in this paper a methodology based on polynomial chaos expansion to construct a surrogate model of the wave height at the buoy location. A correlated noise model is first proposed in order to represent the discrepancy between the computational model and the data. This step is necessary, as a classical independent Gaussian noise is shown to be unsuitable for modeling the error, and to prevent convergence of the Markov Chain Monte Carlo sampler. Second, the polynomial chaos model is subsequently improved to handle the variability of the arrival time of the wave, using a preconditioned non-intrusive spectral method. Finally, the construction of a reduced model dedicated to Bayesian inference is proposed. Numerical results are presented and discussed.

  1. Characteristics of SiC neutron sensor spectrum unfolding process based on Bayesian inference

    Energy Technology Data Exchange (ETDEWEB)

    Cetnar, Jerzy; Krolikowski, Igor [Faculty of Energy and Fuels AGH - University of Science and Technology, Al. Mickiewicza 30, 30-059 Krakow (Poland); Ottaviani, L. [IM2NP, UMR CNRS 7334, Aix-Marseille University, Case 231 -13397 Marseille Cedex 20 (France); Lyoussi, A. [CEA, DEN, DER, Instrumentation Sensors and Dosimetry Laboratory, Cadarache, F-13108 St-Paul-Lez-Durance (France)

    2015-07-01

    This paper deals with SiC detector signal interpretation in neutron radiation measurements in mixed neutron gamma radiation fields, which is called the detector inverse problem or the spectrum unfolding, and it aims in finding a representation of the primary radiation, based on the measured detector signals. In our novel methodology we resort to Bayesian inference approach. In the developed procedure the resultant spectra is unfolded form detector channels reading, where the estimated neutron fluence in a group structure is obtained with its statistical characteristic comprising of standard deviation and correlation matrix. In the paper we present results of unfolding process for case of D-T neutron source in neutron moderating environment. Discussions of statistical properties of obtained results are presented as well as of the physical meaning of obtained correlation matrix of estimated group fluence. The presented works has been carried out within the I-SMART project, which is part of the KIC InnoEnergy R and D program. (authors)

  2. Coordinate transformation and Polynomial Chaos for the Bayesian inference of a Gaussian process with parametrized prior covariance function

    KAUST Repository

    Sraj, Ihab; Le Maî tre, Olivier P.; Knio, Omar; Hoteit, Ibrahim

    2015-01-01

    using a coordinate transformation to account for the dependence with respect to the covariance hyper-parameters. Polynomial Chaos expansions are employed for the acceleration of the Bayesian inference using similar coordinate transformations, enabling us

  3. Statistical inference an integrated Bayesianlikelihood approach

    CERN Document Server

    Aitkin, Murray

    2010-01-01

    Filling a gap in current Bayesian theory, Statistical Inference: An Integrated Bayesian/Likelihood Approach presents a unified Bayesian treatment of parameter inference and model comparisons that can be used with simple diffuse prior specifications. This novel approach provides new solutions to difficult model comparison problems and offers direct Bayesian counterparts of frequentist t-tests and other standard statistical methods for hypothesis testing.After an overview of the competing theories of statistical inference, the book introduces the Bayes/likelihood approach used throughout. It pre

  4. Bayesian inference of radiation belt loss timescales.

    Science.gov (United States)

    Camporeale, E.; Chandorkar, M.

    2017-12-01

    Electron fluxes in the Earth's radiation belts are routinely studied using the classical quasi-linear radial diffusion model. Although this simplified linear equation has proven to be an indispensable tool in understanding the dynamics of the radiation belt, it requires specification of quantities such as the diffusion coefficient and electron loss timescales that are never directly measured. Researchers have so far assumed a-priori parameterisations for radiation belt quantities and derived the best fit using satellite data. The state of the art in this domain lacks a coherent formulation of this problem in a probabilistic framework. We present some recent progress that we have made in performing Bayesian inference of radial diffusion parameters. We achieve this by making extensive use of the theory connecting Gaussian Processes and linear partial differential equations, and performing Markov Chain Monte Carlo sampling of radial diffusion parameters. These results are important for understanding the role and the propagation of uncertainties in radiation belt simulations and, eventually, for providing a probabilistic forecast of energetic electron fluxes in a Space Weather context.

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

    KAUST Repository

    Contreras, Andres A.

    2016-09-19

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

  6. Bayesian techniques for fatigue life prediction and for inference in linear time dependent PDEs

    KAUST Repository

    Scavino, Marco

    2016-01-08

    In this talk we introduce first the main characteristics of a systematic statistical approach to model calibration, model selection and model ranking when stress-life data are drawn from a collection of records of fatigue experiments. Focusing on Bayesian prediction assessment, we consider fatigue-limit models and random fatigue-limit models under different a priori assumptions. In the second part of the talk, we present a hierarchical Bayesian technique for the inference of the coefficients of time dependent linear PDEs, under the assumption that noisy measurements are available in both the interior of a domain of interest and from boundary conditions. We present a computational technique based on the marginalization of the contribution of the boundary parameters and apply it to inverse heat conduction problems.

  7. Wavelet-Bayesian inference of cosmic strings embedded in the cosmic microwave background

    Science.gov (United States)

    McEwen, J. D.; Feeney, S. M.; Peiris, H. V.; Wiaux, Y.; Ringeval, C.; Bouchet, F. R.

    2017-12-01

    Cosmic strings are a well-motivated extension to the standard cosmological model and could induce a subdominant component in the anisotropies of the cosmic microwave background (CMB), in addition to the standard inflationary component. The detection of strings, while observationally challenging, would provide a direct probe of physics at very high-energy scales. We develop a framework for cosmic string inference from observations of the CMB made over the celestial sphere, performing a Bayesian analysis in wavelet space where the string-induced CMB component has distinct statistical properties to the standard inflationary component. Our wavelet-Bayesian framework provides a principled approach to compute the posterior distribution of the string tension Gμ and the Bayesian evidence ratio comparing the string model to the standard inflationary model. Furthermore, we present a technique to recover an estimate of any string-induced CMB map embedded in observational data. Using Planck-like simulations, we demonstrate the application of our framework and evaluate its performance. The method is sensitive to Gμ ∼ 5 × 10-7 for Nambu-Goto string simulations that include an integrated Sachs-Wolfe contribution only and do not include any recombination effects, before any parameters of the analysis are optimized. The sensitivity of the method compares favourably with other techniques applied to the same simulations.

  8. New Bayesian inference method using two steps of Markov chain Monte Carlo and its application to shock tube experiment data of Furan oxidation

    KAUST Repository

    Kim, Daesang; El Gharamti, Iman; Bisetti, Fabrizio; Farooq, Aamir; Knio, Omar

    2016-01-01

    A new Bayesian inference method has been developed and applied to Furan shock tube experimental data for efficient statistical inferences of the Arrhenius parameters of two OH radical consumption reactions. The collected experimental data, which

  9. Incorporating organ movements in inverse planning: assessing dose uncertainties by Bayesian inference

    International Nuclear Information System (INIS)

    Unkelbach, J; Oelfke, U

    2005-01-01

    We present a method to calculate dose uncertainties due to inter-fraction organ movements in fractionated radiotherapy, i.e. in addition to the expectation value of the dose distribution a variance distribution is calculated. To calculate the expectation value of the dose distribution in the presence of organ movements, one estimates a probability distribution of possible patient geometries. The respective variance of the expected dose distribution arises for two reasons: first, the patient is irradiated with a finite number of fractions only and second, the probability distribution of patient geometries has to be estimated from a small number of images and is therefore not exactly known. To quantify the total dose variance, we propose a method that is based on the principle of Bayesian inference. The method is of particular interest when organ motion is incorporated in inverse IMRT planning by means of inverse planning performed on a probability distribution of patient geometries. In order to make this a robust approach, it turns out that the dose variance should be considered (and minimized) in the optimization process. As an application of the presented concept of Bayesian inference, we compare three approaches to inverse planning based on probability distributions that account for an increasing degree of uncertainty. The Bayes theorem further provides a concept to interpolate between patient specific data and population-based knowledge on organ motion which is relevant since the number of CT images of a patient is typically small

  10. BAYESIAN INFERENCE OF CMB GRAVITATIONAL LENSING

    Energy Technology Data Exchange (ETDEWEB)

    Anderes, Ethan [Department of Statistics, University of California, Davis, CA 95616 (United States); Wandelt, Benjamin D.; Lavaux, Guilhem [Sorbonne Universités, UPMC Univ Paris 06 and CNRS, UMR7095, Institut d’Astrophysique de Paris, F-75014, Paris (France)

    2015-08-01

    The Planck satellite, along with several ground-based telescopes, has mapped the cosmic microwave background (CMB) at sufficient resolution and signal-to-noise so as to allow a detection of the subtle distortions due to the gravitational influence of the intervening matter distribution. A natural modeling approach is to write a Bayesian hierarchical model for the lensed CMB in terms of the unlensed CMB and the lensing potential. So far there has been no feasible algorithm for inferring the posterior distribution of the lensing potential from the lensed CMB map. We propose a solution that allows efficient Markov Chain Monte Carlo sampling from the joint posterior of the lensing potential and the unlensed CMB map using the Hamiltonian Monte Carlo technique. The main conceptual step in the solution is a re-parameterization of CMB lensing in terms of the lensed CMB and the “inverse lensing” potential. We demonstrate a fast implementation on simulated data, including noise and a sky cut, that uses a further acceleration based on a very mild approximation of the inverse lensing potential. We find that the resulting Markov Chain has short correlation lengths and excellent convergence properties, making it promising for applications to high-resolution CMB data sets in the future.

  11. Bayesian inference and decision theory - A framework for decision making in natural resource management

    Science.gov (United States)

    Dorazio, R.M.; Johnson, F.A.

    2003-01-01

    Bayesian inference and decision theory may be used in the solution of relatively complex problems of natural resource management, owing to recent advances in statistical theory and computing. In particular, Markov chain Monte Carlo algorithms provide a computational framework for fitting models of adequate complexity and for evaluating the expected consequences of alternative management actions. We illustrate these features using an example based on management of waterfowl habitat.

  12. How to practise Bayesian statistics outside the Bayesian church: What philosophy for Bayesian statistical modelling?

    NARCIS (Netherlands)

    Borsboom, D.; Haig, B.D.

    2013-01-01

    Unlike most other statistical frameworks, Bayesian statistical inference is wedded to a particular approach in the philosophy of science (see Howson & Urbach, 2006); this approach is called Bayesianism. Rather than being concerned with model fitting, this position in the philosophy of science

  13. Bayesian analysis in plant pathology.

    Science.gov (United States)

    Mila, A L; Carriquiry, A L

    2004-09-01

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

  14. Entropic Inference

    Science.gov (United States)

    Caticha, Ariel

    2011-03-01

    In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a posterior probability distribution is tackled through an eliminative induction process that singles out the logarithmic relative entropy as the unique tool for inference. The resulting method of Maximum relative Entropy (ME), includes as special cases both MaxEnt and Bayes' rule, and therefore unifies the two themes of these workshops—the Maximum Entropy and the Bayesian methods—into a single general inference scheme.

  15. 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...

  16. Bayesian artificial intelligence

    CERN Document Server

    Korb, Kevin B

    2010-01-01

    Updated and expanded, Bayesian Artificial Intelligence, Second Edition provides a practical and accessible introduction to the main concepts, foundation, and applications of Bayesian networks. It focuses on both the causal discovery of networks and Bayesian inference procedures. Adopting a causal interpretation of Bayesian networks, the authors discuss the use of Bayesian networks for causal modeling. They also draw on their own applied research to illustrate various applications of the technology.New to the Second EditionNew chapter on Bayesian network classifiersNew section on object-oriente

  17. Empirical Bayesian inference and model uncertainty

    International Nuclear Information System (INIS)

    Poern, K.

    1994-01-01

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

  18. TYPE Ia SUPERNOVA LIGHT-CURVE INFERENCE: HIERARCHICAL BAYESIAN ANALYSIS IN THE NEAR-INFRARED

    International Nuclear Information System (INIS)

    Mandel, Kaisey S.; Friedman, Andrew S.; Kirshner, Robert P.; Wood-Vasey, W. Michael

    2009-01-01

    We present a comprehensive statistical analysis of the properties of Type Ia supernova (SN Ia) light curves in the near-infrared using recent data from Peters Automated InfraRed Imaging TELescope and the literature. We construct a hierarchical Bayesian framework, incorporating several uncertainties including photometric error, peculiar velocities, dust extinction, and intrinsic variations, for principled and coherent statistical inference. SN Ia light-curve inferences are drawn from the global posterior probability of parameters describing both individual supernovae and the population conditioned on the entire SN Ia NIR data set. The logical structure of the hierarchical model is represented by a directed acyclic graph. Fully Bayesian analysis of the model and data is enabled by an efficient Markov Chain Monte Carlo algorithm exploiting the conditional probabilistic structure using Gibbs sampling. We apply this framework to the JHK s SN Ia light-curve data. A new light-curve model captures the observed J-band light-curve shape variations. The marginal intrinsic variances in peak absolute magnitudes are σ(M J ) = 0.17 ± 0.03, σ(M H ) = 0.11 ± 0.03, and σ(M Ks ) = 0.19 ± 0.04. We describe the first quantitative evidence for correlations between the NIR absolute magnitudes and J-band light-curve shapes, and demonstrate their utility for distance estimation. The average residual in the Hubble diagram for the training set SNe at cz > 2000kms -1 is 0.10 mag. The new application of bootstrap cross-validation to SN Ia light-curve inference tests the sensitivity of the statistical model fit to the finite sample and estimates the prediction error at 0.15 mag. These results demonstrate that SN Ia NIR light curves are as effective as corrected optical light curves, and, because they are less vulnerable to dust absorption, they have great potential as precise and accurate cosmological distance indicators.

  19. Generalized Bayesian inference with sets of conjugate priors for dealing with prior-data conflict : course at Lund University

    NARCIS (Netherlands)

    Walter, G.

    2015-01-01

    In the Bayesian approach to statistical inference, possibly subjective knowledge on model parameters can be expressed by so-called prior distributions. A prior distribution is updated, via Bayes’ Rule, to the so-called posterior distribution, which combines prior information and information from

  20. Hierarchical Bayesian inference of the initial mass function in composite stellar populations

    Science.gov (United States)

    Dries, M.; Trager, S. C.; Koopmans, L. V. E.; Popping, G.; Somerville, R. S.

    2018-03-01

    The initial mass function (IMF) is a key ingredient in many studies of galaxy formation and evolution. Although the IMF is often assumed to be universal, there is continuing evidence that it is not universal. Spectroscopic studies that derive the IMF of the unresolved stellar populations of a galaxy often assume that this spectrum can be described by a single stellar population (SSP). To alleviate these limitations, in this paper we have developed a unique hierarchical Bayesian framework for modelling composite stellar populations (CSPs). Within this framework, we use a parametrized IMF prior to regulate a direct inference of the IMF. We use this new framework to determine the number of SSPs that is required to fit a set of realistic CSP mock spectra. The CSP mock spectra that we use are based on semi-analytic models and have an IMF that varies as a function of stellar velocity dispersion of the galaxy. Our results suggest that using a single SSP biases the determination of the IMF slope to a higher value than the true slope, although the trend with stellar velocity dispersion is overall recovered. If we include more SSPs in the fit, the Bayesian evidence increases significantly and the inferred IMF slopes of our mock spectra converge, within the errors, to their true values. Most of the bias is already removed by using two SSPs instead of one. We show that we can reconstruct the variable IMF of our mock spectra for signal-to-noise ratios exceeding ˜75.

  1. Ancestral sequence reconstruction in primate mitochondrial DNA: compositional bias and effect on functional inference.

    Science.gov (United States)

    Krishnan, Neeraja M; Seligmann, Hervé; Stewart, Caro-Beth; De Koning, A P Jason; Pollock, David D

    2004-10-01

    Reconstruction of ancestral DNA and amino acid sequences is an important means of inferring information about past evolutionary events. Such reconstructions suggest changes in molecular function and evolutionary processes over the course of evolution and are used to infer adaptation and convergence. Maximum likelihood (ML) is generally thought to provide relatively accurate reconstructed sequences compared to parsimony, but both methods lead to the inference of multiple directional changes in nucleotide frequencies in primate mitochondrial DNA (mtDNA). To better understand this surprising result, as well as to better understand how parsimony and ML differ, we constructed a series of computationally simple "conditional pathway" methods that differed in the number of substitutions allowed per site along each branch, and we also evaluated the entire Bayesian posterior frequency distribution of reconstructed ancestral states. We analyzed primate mitochondrial cytochrome b (Cyt-b) and cytochrome oxidase subunit I (COI) genes and found that ML reconstructs ancestral frequencies that are often more different from tip sequences than are parsimony reconstructions. In contrast, frequency reconstructions based on the posterior ensemble more closely resemble extant nucleotide frequencies. Simulations indicate that these differences in ancestral sequence inference are probably due to deterministic bias caused by high uncertainty in the optimization-based ancestral reconstruction methods (parsimony, ML, Bayesian maximum a posteriori). In contrast, ancestral nucleotide frequencies based on an average of the Bayesian set of credible ancestral sequences are much less biased. The methods involving simpler conditional pathway calculations have slightly reduced likelihood values compared to full likelihood calculations, but they can provide fairly unbiased nucleotide reconstructions and may be useful in more complex phylogenetic analyses than considered here due to their speed and

  2. Nonparametric Bayesian inference for mean residual life functions in survival analysis.

    Science.gov (United States)

    Poynor, Valerie; Kottas, Athanasios

    2018-01-19

    Modeling and inference for survival analysis problems typically revolves around different functions related to the survival distribution. Here, we focus on the mean residual life (MRL) function, which provides the expected remaining lifetime given that a subject has survived (i.e. is event-free) up to a particular time. This function is of direct interest in reliability, medical, and actuarial fields. In addition to its practical interpretation, the MRL function characterizes the survival distribution. We develop general Bayesian nonparametric inference for MRL functions built from a Dirichlet process mixture model for the associated survival distribution. The resulting model for the MRL function admits a representation as a mixture of the kernel MRL functions with time-dependent mixture weights. This model structure allows for a wide range of shapes for the MRL function. Particular emphasis is placed on the selection of the mixture kernel, taken to be a gamma distribution, to obtain desirable properties for the MRL function arising from the mixture model. The inference method is illustrated with a data set of two experimental groups and a data set involving right censoring. The supplementary material available at Biostatistics online provides further results on empirical performance of the model, using simulated data examples. © The Author 2018. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

  3. Bayesian modeling using WinBUGS

    CERN Document Server

    Ntzoufras, Ioannis

    2009-01-01

    A hands-on introduction to the principles of Bayesian modeling using WinBUGS Bayesian Modeling Using WinBUGS provides an easily accessible introduction to the use of WinBUGS programming techniques in a variety of Bayesian modeling settings. The author provides an accessible treatment of the topic, offering readers a smooth introduction to the principles of Bayesian modeling with detailed guidance on the practical implementation of key principles. The book begins with a basic introduction to Bayesian inference and the WinBUGS software and goes on to cover key topics, including: Markov Chain Monte Carlo algorithms in Bayesian inference Generalized linear models Bayesian hierarchical models Predictive distribution and model checking Bayesian model and variable evaluation Computational notes and screen captures illustrate the use of both WinBUGS as well as R software to apply the discussed techniques. Exercises at the end of each chapter allow readers to test their understanding of the presented concepts and all ...

  4. Bayesian pedigree inference with small numbers of single nucleotide polymorphisms via a factor-graph representation.

    Science.gov (United States)

    Anderson, Eric C; Ng, Thomas C

    2016-02-01

    We develop a computational framework for addressing pedigree inference problems using small numbers (80-400) of single nucleotide polymorphisms (SNPs). Our approach relaxes the assumptions, which are commonly made, that sampling is complete with respect to the pedigree and that there is no genotyping error. It relies on representing the inferred pedigree as a factor graph and invoking the Sum-Product algorithm to compute and store quantities that allow the joint probability of the data to be rapidly computed under a large class of rearrangements of the pedigree structure. This allows efficient MCMC sampling over the space of pedigrees, and, hence, Bayesian inference of pedigree structure. In this paper we restrict ourselves to inference of pedigrees without loops using SNPs assumed to be unlinked. We present the methodology in general for multigenerational inference, and we illustrate the method by applying it to the inference of full sibling groups in a large sample (n=1157) of Chinook salmon typed at 95 SNPs. The results show that our method provides a better point estimate and estimate of uncertainty than the currently best-available maximum-likelihood sibling reconstruction method. Extensions of this work to more complex scenarios are briefly discussed. Published by Elsevier Inc.

  5. Bayesian Inference of Ecological Interactions from Spatial Data

    Directory of Open Access Journals (Sweden)

    Christopher R. Stephens

    2017-11-01

    Full Text Available The characterization and quantification of ecological interactions and the construction of species’ distributions and their associated ecological niches are of fundamental theoretical and practical importance. In this paper, we discuss a Bayesian inference framework, which, using spatial data, offers a general formalism within which ecological interactions may be characterized and quantified. Interactions are identified through deviations of the spatial distribution of co-occurrences of spatial variables relative to a benchmark for the non-interacting system and based on a statistical ensemble of spatial cells. The formalism allows for the integration of both biotic and abiotic factors of arbitrary resolution. We concentrate on the conceptual and mathematical underpinnings of the formalism, showing how, using the naive Bayes approximation, it can be used to not only compare and contrast the relative contribution from each variable, but also to construct species’ distributions and ecological niches based on an arbitrary variable type. We also show how non-linear interactions between distinct niche variables can be identified and the degree of confounding between variables accounted for.

  6. Statistical comparison of a hybrid approach with approximate and exact inference models for Fusion 2+

    Science.gov (United States)

    Lee, K. David; Wiesenfeld, Eric; Gelfand, Andrew

    2007-04-01

    One of the greatest challenges in modern combat is maintaining a high level of timely Situational Awareness (SA). In many situations, computational complexity and accuracy considerations make the development and deployment of real-time, high-level inference tools very difficult. An innovative hybrid framework that combines Bayesian inference, in the form of Bayesian Networks, and Possibility Theory, in the form of Fuzzy Logic systems, has recently been introduced to provide a rigorous framework for high-level inference. In previous research, the theoretical basis and benefits of the hybrid approach have been developed. However, lacking is a concrete experimental comparison of the hybrid framework with traditional fusion methods, to demonstrate and quantify this benefit. The goal of this research, therefore, is to provide a statistical analysis on the comparison of the accuracy and performance of hybrid network theory, with pure Bayesian and Fuzzy systems and an inexact Bayesian system approximated using Particle Filtering. To accomplish this task, domain specific models will be developed under these different theoretical approaches and then evaluated, via Monte Carlo Simulation, in comparison to situational ground truth to measure accuracy and fidelity. Following this, a rigorous statistical analysis of the performance results will be performed, to quantify the benefit of hybrid inference to other fusion tools.

  7. A parametric interpretation of Bayesian Nonparametric Inference from Gene Genealogies: Linking ecological, population genetics and evolutionary processes.

    Science.gov (United States)

    Ponciano, José Miguel

    2017-11-22

    Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.

  8. Input data for inferring species distributions in Kyphosidae world-wide

    Directory of Open Access Journals (Sweden)

    Steen Wilhelm Knudsen

    2016-09-01

    Full Text Available Input data files for inferring the relationship among the family Kyphosidae, as presented in (Knudsen and Clements, 2016 [1], is here provided together with resulting topologies, to allow the reader to explore the topologies in detail. The input data files comprise seven nexus-files with sequence alignments of mtDNA and nDNA markers for performing Bayesian analysis. A matrix of recoded character states inferred from the morphology examined in museum specimens representing Dichistiidae, Girellidae, Kyphosidae, Microcanthidae and Scorpididae, is also provided, and can be used for performing a parsimonious analysis to infer the relationship among these perciform families. The nucleotide input data files comprise both multiple and single representatives of the various species to allow for inference of the relationship among the species in Kyphosidae and between the families closely related to Kyphosidae. The ‘.xml’-files with various constrained relationships among the families potentially closely related to Kyphosidae are also provided to allow the reader to rerun and explore the results from the stepping-stone analysis. The resulting topologies are supplied in newick-file formats together with input data files for Bayesian analysis, together with ‘.xml’-files. Re-running the input data files in the appropriate software, will enable the reader to examine log-files and tree-files themselves. Keywords: Sea chub, Drummer, Kyphosus, Scorpis, Girella

  9. Multi-Objective data analysis using Bayesian Inference for MagLIF experiments

    Science.gov (United States)

    Knapp, Patrick; Glinksy, Michael; Evans, Matthew; Gom, Matth; Han, Stephanie; Harding, Eric; Slutz, Steve; Hahn, Kelly; Harvey-Thompson, Adam; Geissel, Matthias; Ampleford, David; Jennings, Christopher; Schmit, Paul; Smith, Ian; Schwarz, Jens; Peterson, Kyle; Jones, Brent; Rochau, Gregory; Sinars, Daniel

    2017-10-01

    The MagLIF concept has recently demonstrated Gbar pressures and confinement of charged fusion products at stagnation. We present a new analysis methodology that allows for integration of multiple diagnostics including nuclear, x-ray imaging, and x-ray power to determine the temperature, pressure, liner areal density, and mix fraction. A simplified hot-spot model is used with a Bayesian inference network to determine the most probable model parameters that describe the observations while simultaneously revealing the principal uncertainties in the analysis. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA-0003525.

  10. Bayesian inference for heterogeneous caprock permeability based on above zone pressure monitoring

    Energy Technology Data Exchange (ETDEWEB)

    Namhata, Argha; Small, Mitchell J.; Dilmore, Robert M.; Nakles, David V.; King, Seth

    2017-02-01

    The presence of faults/ fractures or highly permeable zones in the primary sealing caprock of a CO2 storage reservoir can result in leakage of CO2. Monitoring of leakage requires the capability to detect and resolve the onset, location, and volume of leakage in a systematic and timely manner. Pressure-based monitoring possesses such capabilities. This study demonstrates a basis for monitoring network design based on the characterization of CO2 leakage scenarios through an assessment of the integrity and permeability of the caprock inferred from above zone pressure measurements. Four representative heterogeneous fractured seal types are characterized to demonstrate seal permeability ranging from highly permeable to impermeable. Based on Bayesian classification theory, the probability of each fractured caprock scenario given above zone pressure measurements with measurement error is inferred. The sensitivity to injection rate and caprock thickness is also evaluated and the probability of proper classification is calculated. The time required to distinguish between above zone pressure outcomes and the associated leakage scenarios is also computed.

  11. Bayesian, Maximum Parsimony and UPGMA Models for Inferring the Phylogenies of Antelopes Using Mitochondrial Markers

    OpenAIRE

    Khan, Haseeb A.; Arif, Ibrahim A.; Bahkali, Ali H.; Al Farhan, Ahmad H.; Al Homaidan, Ali A.

    2008-01-01

    This investigation was aimed to compare the inference of antelope phylogenies resulting from the 16S rRNA, cytochrome-b (cyt-b) and d-loop segments of mitochondrial DNA using three different computational models including Bayesian (BA), maximum parsimony (MP) and unweighted pair group method with arithmetic mean (UPGMA). The respective nucleotide sequences of three Oryx species (Oryx leucoryx, Oryx dammah and Oryx gazella) and an out-group (Addax nasomaculatus) were aligned and subjected to B...

  12. An efficient Bayesian inference approach to inverse problems based on an adaptive sparse grid collocation method

    International Nuclear Information System (INIS)

    Ma Xiang; Zabaras, Nicholas

    2009-01-01

    A new approach to modeling inverse problems using a Bayesian inference method is introduced. The Bayesian approach considers the unknown parameters as random variables and seeks the probabilistic distribution of the unknowns. By introducing the concept of the stochastic prior state space to the Bayesian formulation, we reformulate the deterministic forward problem as a stochastic one. The adaptive hierarchical sparse grid collocation (ASGC) method is used for constructing an interpolant to the solution of the forward model in this prior space which is large enough to capture all the variability/uncertainty in the posterior distribution of the unknown parameters. This solution can be considered as a function of the random unknowns and serves as a stochastic surrogate model for the likelihood calculation. Hierarchical Bayesian formulation is used to derive the posterior probability density function (PPDF). The spatial model is represented as a convolution of a smooth kernel and a Markov random field. The state space of the PPDF is explored using Markov chain Monte Carlo algorithms to obtain statistics of the unknowns. The likelihood calculation is performed by directly sampling the approximate stochastic solution obtained through the ASGC method. The technique is assessed on two nonlinear inverse problems: source inversion and permeability estimation in flow through porous media

  13. Using Approximate Bayesian Computation to infer sex ratios from acoustic data.

    Science.gov (United States)

    Lehnen, Lisa; Schorcht, Wigbert; Karst, Inken; Biedermann, Martin; Kerth, Gerald; Puechmaille, Sebastien J

    2018-01-01

    Population sex ratios are of high ecological relevance, but are challenging to determine in species lacking conspicuous external cues indicating their sex. Acoustic sexing is an option if vocalizations differ between sexes, but is precluded by overlapping distributions of the values of male and female vocalizations in many species. A method allowing the inference of sex ratios despite such an overlap will therefore greatly increase the information extractable from acoustic data. To meet this demand, we developed a novel approach using Approximate Bayesian Computation (ABC) to infer the sex ratio of populations from acoustic data. Additionally, parameters characterizing the male and female distribution of acoustic values (mean and standard deviation) are inferred. This information is then used to probabilistically assign a sex to a single acoustic signal. We furthermore develop a simpler means of sex ratio estimation based on the exclusion of calls from the overlap zone. Applying our methods to simulated data demonstrates that sex ratio and acoustic parameter characteristics of males and females are reliably inferred by the ABC approach. Applying both the ABC and the exclusion method to empirical datasets (echolocation calls recorded in colonies of lesser horseshoe bats, Rhinolophus hipposideros) provides similar sex ratios as molecular sexing. Our methods aim to facilitate evidence-based conservation, and to benefit scientists investigating ecological or conservation questions related to sex- or group specific behaviour across a wide range of organisms emitting acoustic signals. The developed methodology is non-invasive, low-cost and time-efficient, thus allowing the study of many sites and individuals. We provide an R-script for the easy application of the method and discuss potential future extensions and fields of applications. The script can be easily adapted to account for numerous biological systems by adjusting the type and number of groups to be

  14. Metainference: A Bayesian inference method for heterogeneous systems.

    Science.gov (United States)

    Bonomi, Massimiliano; Camilloni, Carlo; Cavalli, Andrea; Vendruscolo, Michele

    2016-01-01

    Modeling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model and thus to obtain better predictions about the behavior of the corresponding system. This approach, however, is affected by a variety of different errors, especially when a system simultaneously populates an ensemble of different states and experimental data are measured as averages over such states. To address this problem, we present a Bayesian inference method, called "metainference," that is able to deal with errors in experimental measurements and with experimental measurements averaged over multiple states. To achieve this goal, metainference models a finite sample of the distribution of models using a replica approach, in the spirit of the replica-averaging modeling based on the maximum entropy principle. To illustrate the method, we present its application to a heterogeneous model system and to the determination of an ensemble of structures corresponding to the thermal fluctuations of a protein molecule. Metainference thus provides an approach to modeling complex systems with heterogeneous components and interconverting between different states by taking into account all possible sources of errors.

  15. A framework for Bayesian nonparametric inference for causal effects of mediation.

    Science.gov (United States)

    Kim, Chanmin; Daniels, Michael J; Marcus, Bess H; Roy, Jason A

    2017-06-01

    We propose a Bayesian non-parametric (BNP) framework for estimating causal effects of mediation, the natural direct, and indirect, effects. The strategy is to do this in two parts. Part 1 is a flexible model (using BNP) for the observed data distribution. Part 2 is a set of uncheckable assumptions with sensitivity parameters that in conjunction with Part 1 allows identification and estimation of the causal parameters and allows for uncertainty about these assumptions via priors on the sensitivity parameters. For Part 1, we specify a Dirichlet process mixture of multivariate normals as a prior on the joint distribution of the outcome, mediator, and covariates. This approach allows us to obtain a (simple) closed form of each marginal distribution. For Part 2, we consider two sets of assumptions: (a) the standard sequential ignorability (Imai et al., 2010) and (b) weakened set of the conditional independence type assumptions introduced in Daniels et al. (2012) and propose sensitivity analyses for both. We use this approach to assess mediation in a physical activity promotion trial. © 2016, The International Biometric Society.

  16. Perceptual inference.

    Science.gov (United States)

    Aggelopoulos, Nikolaos C

    2015-08-01

    Perceptual inference refers to the ability to infer sensory stimuli from predictions that result from internal neural representations built through prior experience. Methods of Bayesian statistical inference and decision theory model cognition adequately by using error sensing either in guiding action or in "generative" models that predict the sensory information. In this framework, perception can be seen as a process qualitatively distinct from sensation, a process of information evaluation using previously acquired and stored representations (memories) that is guided by sensory feedback. The stored representations can be utilised as internal models of sensory stimuli enabling long term associations, for example in operant conditioning. Evidence for perceptual inference is contributed by such phenomena as the cortical co-localisation of object perception with object memory, the response invariance in the responses of some neurons to variations in the stimulus, as well as from situations in which perception can be dissociated from sensation. In the context of perceptual inference, sensory areas of the cerebral cortex that have been facilitated by a priming signal may be regarded as comparators in a closed feedback loop, similar to the better known motor reflexes in the sensorimotor system. The adult cerebral cortex can be regarded as similar to a servomechanism, in using sensory feedback to correct internal models, producing predictions of the outside world on the basis of past experience. Copyright © 2015 Elsevier Ltd. All rights reserved.

  17. Comments on "A Closed-Form Solution to Tensor Voting: Theory and Applications".

    Science.gov (United States)

    Maggiori, Emmanuel; Lotito, Pablo; Manterola, Hugo Luis; del Fresno, Mariana

    2014-12-01

    We comment on a paper that describes a closed-form formulation to Tensor Voting, a technique to perceptually group clouds of points, usually applied to infer features in images. The authors proved an analytic solution to the technique, a highly relevant contribution considering that the original formulation required numerical integration, a time-consuming task. Their work constitutes the first closed-form expression for the Tensor Voting framework. In this work we first observe that the proposed formulation leads to unexpected results which do not satisfy the constraints for a Tensor Voting output, hence they cannot be interpreted. Given that the closed-form expression is said to be an analytic equivalent solution, unexpected outputs should not be encountered unless there are flaws in the proof. We analyzed the underlying math to find which were the causes of these unexpected results. In this commentary we show that their proposal does not in fact provide a proper analytic solution to Tensor Voting and we indicate the flaws in the proof.

  18. Bayesian Inference for NASA Probabilistic Risk and Reliability Analysis

    Science.gov (United States)

    Dezfuli, Homayoon; Kelly, Dana; Smith, Curtis; Vedros, Kurt; Galyean, William

    2009-01-01

    This document, Bayesian Inference for NASA Probabilistic Risk and Reliability Analysis, is intended to provide guidelines for the collection and evaluation of risk and reliability-related data. It is aimed at scientists and engineers familiar with risk and reliability methods and provides a hands-on approach to the investigation and application of a variety of risk and reliability data assessment methods, tools, and techniques. This document provides both: A broad perspective on data analysis collection and evaluation issues. A narrow focus on the methods to implement a comprehensive information repository. The topics addressed herein cover the fundamentals of how data and information are to be used in risk and reliability analysis models and their potential role in decision making. Understanding these topics is essential to attaining a risk informed decision making environment that is being sought by NASA requirements and procedures such as 8000.4 (Agency Risk Management Procedural Requirements), NPR 8705.05 (Probabilistic Risk Assessment Procedures for NASA Programs and Projects), and the System Safety requirements of NPR 8715.3 (NASA General Safety Program Requirements).

  19. From Neutron Star Observables to the Equation of State. II. Bayesian Inference of Equation of State Pressures

    Science.gov (United States)

    Raithel, Carolyn A.; Özel, Feryal; Psaltis, Dimitrios

    2017-08-01

    One of the key goals of observing neutron stars is to infer the equation of state (EoS) of the cold, ultradense matter in their interiors. Here, we present a Bayesian statistical method of inferring the pressures at five fixed densities, from a sample of mock neutron star masses and radii. We show that while five polytropic segments are needed for maximum flexibility in the absence of any prior knowledge of the EoS, regularizers are also necessary to ensure that simple underlying EoS are not over-parameterized. For ideal data with small measurement uncertainties, we show that the pressure at roughly twice the nuclear saturation density, {ρ }{sat}, can be inferred to within 0.3 dex for many realizations of potential sources of uncertainties. The pressures of more complicated EoS with significant phase transitions can also be inferred to within ˜30%. We also find that marginalizing the multi-dimensional parameter space of pressure to infer a mass-radius relation can lead to biases of nearly 1 km in radius, toward larger radii. Using the full, five-dimensional posterior likelihoods avoids this bias.

  20. Comparison Between Bayesian and Maximum Entropy Analyses of Flow Networks†

    Directory of Open Access Journals (Sweden)

    Steven H. Waldrip

    2017-02-01

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

  1. A bayesian inference-based detection mechanism to defend medical smartphone networks against insider attacks

    DEFF Research Database (Denmark)

    Meng, Weizhi; Li, Wenjuan; Xiang, Yang

    2017-01-01

    and experience for both patients and healthcare workers, and the underlying network architecture to support such devices is also referred to as medical smartphone networks (MSNs). MSNs, similar to other networks, are subject to a wide range of attacks (e.g. leakage of sensitive patient information by a malicious...... insider). In this work, we focus on MSNs and present a compact but efficient trust-based approach using Bayesian inference to identify malicious nodes in such an environment. We then demonstrate the effectiveness of our approach in detecting malicious nodes by evaluating the deployment of our proposed...

  2. Mocapy++ - A toolkit for inference and learning in dynamic Bayesian networks

    Directory of Open Access Journals (Sweden)

    Hamelryck Thomas

    2010-03-01

    Full Text Available Abstract Background Mocapy++ is a toolkit for parameter learning and inference in dynamic Bayesian networks (DBNs. It supports a wide range of DBN architectures and probability distributions, including distributions from directional statistics (the statistics of angles, directions and orientations. Results The program package is freely available under the GNU General Public Licence (GPL from SourceForge http://sourceforge.net/projects/mocapy. The package contains the source for building the Mocapy++ library, several usage examples and the user manual. Conclusions Mocapy++ is especially suitable for constructing probabilistic models of biomolecular structure, due to its support for directional statistics. In particular, it supports the Kent distribution on the sphere and the bivariate von Mises distribution on the torus. These distributions have proven useful to formulate probabilistic models of protein and RNA structure in atomic detail.

  3. The significance test controversy revisited the fiducial Bayesian alternative

    CERN Document Server

    Lecoutre, Bruno

    2014-01-01

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

  4. New PDE-based methods for image enhancement using SOM and Bayesian inference in various discretization schemes

    International Nuclear Information System (INIS)

    Karras, D A; Mertzios, G B

    2009-01-01

    A novel approach is presented in this paper for improving anisotropic diffusion PDE models, based on the Perona–Malik equation. A solution is proposed from an engineering perspective to adaptively estimate the parameters of the regularizing function in this equation. The goal of such a new adaptive diffusion scheme is to better preserve edges when the anisotropic diffusion PDE models are applied to image enhancement tasks. The proposed adaptive parameter estimation in the anisotropic diffusion PDE model involves self-organizing maps and Bayesian inference to define edge probabilities accurately. The proposed modifications attempt to capture not only simple edges but also difficult textural edges and incorporate their probability in the anisotropic diffusion model. In the context of the application of PDE models to image processing such adaptive schemes are closely related to the discrete image representation problem and the investigation of more suitable discretization algorithms using constraints derived from image processing theory. The proposed adaptive anisotropic diffusion model illustrates these concepts when it is numerically approximated by various discretization schemes in a database of magnetic resonance images (MRI), where it is shown to be efficient in image filtering and restoration applications

  5. FuncPatch: a web server for the fast Bayesian inference of conserved functional patches in protein 3D structures.

    Science.gov (United States)

    Huang, Yi-Fei; Golding, G Brian

    2015-02-15

    A number of statistical phylogenetic methods have been developed to infer conserved functional sites or regions in proteins. Many methods, e.g. Rate4Site, apply the standard phylogenetic models to infer site-specific substitution rates and totally ignore the spatial correlation of substitution rates in protein tertiary structures, which may reduce their power to identify conserved functional patches in protein tertiary structures when the sequences used in the analysis are highly similar. The 3D sliding window method has been proposed to infer conserved functional patches in protein tertiary structures, but the window size, which reflects the strength of the spatial correlation, must be predefined and is not inferred from data. We recently developed GP4Rate to solve these problems under the Bayesian framework. Unfortunately, GP4Rate is computationally slow. Here, we present an intuitive web server, FuncPatch, to perform a fast approximate Bayesian inference of conserved functional patches in protein tertiary structures. Both simulations and four case studies based on empirical data suggest that FuncPatch is a good approximation to GP4Rate. However, FuncPatch is orders of magnitudes faster than GP4Rate. In addition, simulations suggest that FuncPatch is potentially a useful tool complementary to Rate4Site, but the 3D sliding window method is less powerful than FuncPatch and Rate4Site. The functional patches predicted by FuncPatch in the four case studies are supported by experimental evidence, which corroborates the usefulness of FuncPatch. The software FuncPatch is freely available at the web site, http://info.mcmaster.ca/yifei/FuncPatch golding@mcmaster.ca Supplementary data are available at Bioinformatics online. © The Author 2014. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

  6. Understanding Computational Bayesian Statistics

    CERN Document Server

    Bolstad, William M

    2011-01-01

    A hands-on introduction to computational statistics from a Bayesian point of view Providing a solid grounding in statistics while uniquely covering the topics from a Bayesian perspective, Understanding Computational Bayesian Statistics successfully guides readers through this new, cutting-edge approach. With its hands-on treatment of the topic, the book shows how samples can be drawn from the posterior distribution when the formula giving its shape is all that is known, and how Bayesian inferences can be based on these samples from the posterior. These ideas are illustrated on common statistic

  7. A Bayesian method for inferring transmission chains in a partially observed epidemic.

    Energy Technology Data Exchange (ETDEWEB)

    Marzouk, Youssef M.; Ray, Jaideep

    2008-10-01

    We present a Bayesian approach for estimating transmission chains and rates in the Abakaliki smallpox epidemic of 1967. The epidemic affected 30 individuals in a community of 74; only the dates of appearance of symptoms were recorded. Our model assumes stochastic transmission of the infections over a social network. Distinct binomial random graphs model intra- and inter-compound social connections, while disease transmission over each link is treated as a Poisson process. Link probabilities and rate parameters are objects of inference. Dates of infection and recovery comprise the remaining unknowns. Distributions for smallpox incubation and recovery periods are obtained from historical data. Using Markov chain Monte Carlo, we explore the joint posterior distribution of the scalar parameters and provide an expected connectivity pattern for the social graph and infection pathway.

  8. Bayesian inversion of a CRN depth profile to infer Quaternary erosion of the northwestern Campine Plateau (NE Belgium

    Directory of Open Access Journals (Sweden)

    E. Laloy

    2017-07-01

    Full Text Available The rate at which low-lying sandy areas in temperate regions, such as the Campine Plateau (NE Belgium, have been eroding during the Quaternary is a matter of debate. Current knowledge on the average pace of landscape evolution in the Campine area is largely based on geological inferences and modern analogies. We performed a Bayesian inversion of an in situ-produced 10Be concentration depth profile to infer the average long-term erosion rate together with two other parameters: the surface exposure age and the inherited 10Be concentration. Compared to the latest advances in probabilistic inversion of cosmogenic radionuclide (CRN data, our approach has the following two innovative components: it (1 uses Markov chain Monte Carlo (MCMC sampling and (2 accounts (under certain assumptions for the contribution of model errors to posterior uncertainty. To investigate to what extent our approach differs from the state of the art in practice, a comparison against the Bayesian inversion method implemented in the CRONUScalc program is made. Both approaches identify similar maximum a posteriori (MAP parameter values, but posterior parameter and predictive uncertainty derived using the method taken in CRONUScalc is moderately underestimated. A simple way for producing more consistent uncertainty estimates with the CRONUScalc-like method in the presence of model errors is therefore suggested. Our inferred erosion rate of 39 ± 8. 9 mm kyr−1 (1σ is relatively large in comparison with landforms that erode under comparable (paleo-climates elsewhere in the world. We evaluate this value in the light of the erodibility of the substrate and sudden base level lowering during the Middle Pleistocene. A denser sampling scheme of a two-nuclide concentration depth profile would allow for better inferred erosion rate resolution, and including more uncertain parameters in the MCMC inversion.

  9. Bayesian inversion of a CRN depth profile to infer Quaternary erosion of the northwestern Campine Plateau (NE Belgium)

    Science.gov (United States)

    Laloy, Eric; Beerten, Koen; Vanacker, Veerle; Christl, Marcus; Rogiers, Bart; Wouters, Laurent

    2017-07-01

    The rate at which low-lying sandy areas in temperate regions, such as the Campine Plateau (NE Belgium), have been eroding during the Quaternary is a matter of debate. Current knowledge on the average pace of landscape evolution in the Campine area is largely based on geological inferences and modern analogies. We performed a Bayesian inversion of an in situ-produced 10Be concentration depth profile to infer the average long-term erosion rate together with two other parameters: the surface exposure age and the inherited 10Be concentration. Compared to the latest advances in probabilistic inversion of cosmogenic radionuclide (CRN) data, our approach has the following two innovative components: it (1) uses Markov chain Monte Carlo (MCMC) sampling and (2) accounts (under certain assumptions) for the contribution of model errors to posterior uncertainty. To investigate to what extent our approach differs from the state of the art in practice, a comparison against the Bayesian inversion method implemented in the CRONUScalc program is made. Both approaches identify similar maximum a posteriori (MAP) parameter values, but posterior parameter and predictive uncertainty derived using the method taken in CRONUScalc is moderately underestimated. A simple way for producing more consistent uncertainty estimates with the CRONUScalc-like method in the presence of model errors is therefore suggested. Our inferred erosion rate of 39 ± 8. 9 mm kyr-1 (1σ) is relatively large in comparison with landforms that erode under comparable (paleo-)climates elsewhere in the world. We evaluate this value in the light of the erodibility of the substrate and sudden base level lowering during the Middle Pleistocene. A denser sampling scheme of a two-nuclide concentration depth profile would allow for better inferred erosion rate resolution, and including more uncertain parameters in the MCMC inversion.

  10. A Bayesian method for characterizing distributed micro-releases: II. inference under model uncertainty with short time-series data.

    Energy Technology Data Exchange (ETDEWEB)

    Marzouk, Youssef; Fast P. (Lawrence Livermore National Laboratory, Livermore, CA); Kraus, M. (Peterson AFB, CO); Ray, J. P.

    2006-01-01

    Terrorist attacks using an aerosolized pathogen preparation have gained credibility as a national security concern after the anthrax attacks of 2001. The ability to characterize such attacks, i.e., to estimate the number of people infected, the time of infection, and the average dose received, is important when planning a medical response. We address this question of characterization by formulating a Bayesian inverse problem predicated on a short time-series of diagnosed patients exhibiting symptoms. To be of relevance to response planning, we limit ourselves to 3-5 days of data. In tests performed with anthrax as the pathogen, we find that these data are usually sufficient, especially if the model of the outbreak used in the inverse problem is an accurate one. In some cases the scarcity of data may initially support outbreak characterizations at odds with the true one, but with sufficient data the correct inferences are recovered; in other words, the inverse problem posed and its solution methodology are consistent. We also explore the effect of model error-situations for which the model used in the inverse problem is only a partially accurate representation of the outbreak; here, the model predictions and the observations differ by more than a random noise. We find that while there is a consistent discrepancy between the inferred and the true characterizations, they are also close enough to be of relevance when planning a response.

  11. Bayesian inference on EMRI signals using low frequency approximations

    International Nuclear Information System (INIS)

    Ali, Asad; Meyer, Renate; Christensen, Nelson; Röver, Christian

    2012-01-01

    Extreme mass ratio inspirals (EMRIs) are thought to be one of the most exciting gravitational wave sources to be detected with LISA. Due to their complicated nature and weak amplitudes the detection and parameter estimation of such sources is a challenging task. In this paper we present a statistical methodology based on Bayesian inference in which the estimation of parameters is carried out by advanced Markov chain Monte Carlo (MCMC) algorithms such as parallel tempering MCMC. We analysed high and medium mass EMRI systems that fall well inside the low frequency range of LISA. In the context of the Mock LISA Data Challenges, our investigation and results are also the first instance in which a fully Markovian algorithm is applied for EMRI searches. Results show that our algorithm worked well in recovering EMRI signals from different (simulated) LISA data sets having single and multiple EMRI sources and holds great promise for posterior computation under more realistic conditions. The search and estimation methods presented in this paper are general in their nature, and can be applied in any other scenario such as AdLIGO, AdVIRGO and Einstein Telescope with their respective response functions. (paper)

  12. Bayesian inference for the distribution of grams of marijuana in a joint.

    Science.gov (United States)

    Ridgeway, Greg; Kilmer, Beau

    2016-08-01

    The average amount of marijuana in a joint is unknown, yet this figure is a critical quantity for creating credible measures of marijuana consumption. It is essential for projecting tax revenues post-legalization, estimating the size of illicit marijuana markets, and learning about how much marijuana users are consuming in order to understand health and behavioral consequences. Arrestee Drug Abuse Monitoring data collected between 2000 and 2010 contain relevant information on 10,628 marijuana transactions, joints and loose marijuana purchases, including the city in which the purchase occurred and the price paid for the marijuana. Using the Brown-Silverman drug pricing model to link marijuana price and weight, we are able to infer the distribution of grams of marijuana in a joint and provide a Bayesian posterior distribution for the mean weight of marijuana in a joint. We estimate that the mean weight of marijuana in a joint is 0.32g (95% Bayesian posterior interval: 0.30-0.35). Our estimate of the mean weight of marijuana in a joint is lower than figures commonly used to make estimates of marijuana consumption. These estimates can be incorporated into drug policy discussions to produce better understanding about illicit marijuana markets, the size of potential legalized marijuana markets, and health and behavior outcomes. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

  13. Bayesian community detection

    DEFF Research Database (Denmark)

    Mørup, Morten; Schmidt, Mikkel N

    2012-01-01

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

  14. Bayesian nonparametric generative models for causal inference with missing at random covariates.

    Science.gov (United States)

    Roy, Jason; Lum, Kirsten J; Zeldow, Bret; Dworkin, Jordan D; Re, Vincent Lo; Daniels, Michael J

    2018-03-26

    We propose a general Bayesian nonparametric (BNP) approach to causal inference in the point treatment setting. The joint distribution of the observed data (outcome, treatment, and confounders) is modeled using an enriched Dirichlet process. The combination of the observed data model and causal assumptions allows us to identify any type of causal effect-differences, ratios, or quantile effects, either marginally or for subpopulations of interest. The proposed BNP model is well-suited for causal inference problems, as it does not require parametric assumptions about the distribution of confounders and naturally leads to a computationally efficient Gibbs sampling algorithm. By flexibly modeling the joint distribution, we are also able to impute (via data augmentation) values for missing covariates within the algorithm under an assumption of ignorable missingness, obviating the need to create separate imputed data sets. This approach for imputing the missing covariates has the additional advantage of guaranteeing congeniality between the imputation model and the analysis model, and because we use a BNP approach, parametric models are avoided for imputation. The performance of the method is assessed using simulation studies. The method is applied to data from a cohort study of human immunodeficiency virus/hepatitis C virus co-infected patients. © 2018, The International Biometric Society.

  15. BayesCLUMPY: BAYESIAN INFERENCE WITH CLUMPY DUSTY TORUS MODELS

    International Nuclear Information System (INIS)

    Asensio Ramos, A.; Ramos Almeida, C.

    2009-01-01

    Our aim is to present a fast and general Bayesian inference framework based on the synergy between machine learning techniques and standard sampling methods and apply it to infer the physical properties of clumpy dusty torus using infrared photometric high spatial resolution observations of active galactic nuclei. We make use of the Metropolis-Hastings Markov Chain Monte Carlo algorithm for sampling the posterior distribution function. Such distribution results from combining all a priori knowledge about the parameters of the model and the information introduced by the observations. The main difficulty resides in the fact that the model used to explain the observations is computationally demanding and the sampling is very time consuming. For this reason, we apply a set of artificial neural networks that are used to approximate and interpolate a database of models. As a consequence, models not present in the original database can be computed ensuring continuity. We focus on the application of this solution scheme to the recently developed public database of clumpy dusty torus models. The machine learning scheme used in this paper allows us to generate any model from the database using only a factor of 10 -4 of the original size of the database and a factor of 10 -3 in computing time. The posterior distribution obtained for each model parameter allows us to investigate how the observations constrain the parameters and which ones remain partially or completely undetermined, providing statistically relevant confidence intervals. As an example, the application to the nuclear region of Centaurus A shows that the optical depth of the clouds, the total number of clouds, and the radial extent of the cloud distribution zone are well constrained using only six filters. The code is freely available from the authors.

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

    Science.gov (United States)

    Dorazio, Robert

    2016-01-01

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

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

    Science.gov (United States)

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

    2018-02-01

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

  18. 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.

  19. 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.

  20. Self-Associations Influence Task-Performance through Bayesian Inference.

    Science.gov (United States)

    Bengtsson, Sara L; Penny, Will D

    2013-01-01

    The way we think about ourselves impacts greatly on our behavior. This paper describes a behavioral study and a computational model that shed new light on this important area. Participants were primed "clever" and "stupid" using a scrambled sentence task, and we measured the effect on response time and error-rate on a rule-association task. First, we observed a confirmation bias effect in that associations to being "stupid" led to a gradual decrease in performance, whereas associations to being "clever" did not. Second, we observed that the activated self-concepts selectively modified attention toward one's performance. There was an early to late double dissociation in RTs in that primed "clever" resulted in RT increase following error responses, whereas primed "stupid" resulted in RT increase following correct responses. We propose a computational model of subjects' behavior based on the logic of the experimental task that involves two processes; memory for rules and the integration of rules with subsequent visual cues. The model incorporates an adaptive decision threshold based on Bayes rule, whereby decision thresholds are increased if integration was inferred to be faulty. Fitting the computational model to experimental data confirmed our hypothesis that priming affects the memory process. This model explains both the confirmation bias and double dissociation effects and demonstrates that Bayesian inferential principles can be used to study the effect of self-concepts on behavior.

  1. Bayesian methods for proteomic biomarker development

    Directory of Open Access Journals (Sweden)

    Belinda Hernández

    2015-12-01

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

  2. An imprecise Dirichlet model for Bayesian analysis of failure data including right-censored observations

    International Nuclear Information System (INIS)

    Coolen, F.P.A.

    1997-01-01

    This paper is intended to make researchers in reliability theory aware of a recently introduced Bayesian model with imprecise prior distributions for statistical inference on failure data, that can also be considered as a robust Bayesian model. The model consists of a multinomial distribution with Dirichlet priors, making the approach basically nonparametric. New results for the model are presented, related to right-censored observations, where estimation based on this model is closely related to the product-limit estimator, which is an important statistical method to deal with reliability or survival data including right-censored observations. As for the product-limit estimator, the model considered in this paper aims at not using any information other than that provided by observed data, but our model fits into the robust Bayesian context which has the advantage that all inferences can be based on probabilities or expectations, or bounds for probabilities or expectations. The model uses a finite partition of the time-axis, and as such it is also related to life-tables

  3. 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…

  4. Plug & Play object oriented Bayesian networks

    DEFF Research Database (Denmark)

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

    2003-01-01

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

  5. 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.

  6. Bayesian electron density inference from JET lithium beam emission spectra using Gaussian processes

    Science.gov (United States)

    Kwak, Sehyun; Svensson, J.; Brix, M.; Ghim, Y.-C.; Contributors, JET

    2017-03-01

    A Bayesian model to infer edge electron density profiles is developed for the JET lithium beam emission spectroscopy (Li-BES) system, measuring Li I (2p-2s) line radiation using 26 channels with  ∼1 cm spatial resolution and 10∼ 20 ms temporal resolution. The density profile is modelled using a Gaussian process prior, and the uncertainty of the density profile is calculated by a Markov Chain Monte Carlo (MCMC) scheme. From the spectra measured by the transmission grating spectrometer, the Li I line intensities are extracted, and modelled as a function of the plasma density by a multi-state model which describes the relevant processes between neutral lithium beam atoms and plasma particles. The spectral model fully takes into account interference filter and instrument effects, that are separately estimated, again using Gaussian processes. The line intensities are inferred based on a spectral model consistent with the measured spectra within their uncertainties, which includes photon statistics and electronic noise. Our newly developed method to infer JET edge electron density profiles has the following advantages in comparison to the conventional method: (i) providing full posterior distributions of edge density profiles, including their associated uncertainties, (ii) the available radial range for density profiles is increased to the full observation range (∼26 cm), (iii) an assumption of monotonic electron density profile is not necessary, (iv) the absolute calibration factor of the diagnostic system is automatically estimated overcoming the limitation of the conventional technique and allowing us to infer the electron density profiles for all pulses without preprocessing the data or an additional boundary condition, and (v) since the full spectrum is modelled, the procedure of modulating the beam to measure the background signal is only necessary for the case of overlapping of the Li I line with impurity lines.

  7. 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.

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

    Science.gov (United States)

    Warner, James E.; Hochhalter, Jacob D.

    2016-01-01

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

  9. Image interpolation via graph-based Bayesian label propagation.

    Science.gov (United States)

    Xianming Liu; Debin Zhao; Jiantao Zhou; Wen Gao; Huifang Sun

    2014-03-01

    In this paper, we propose a novel image interpolation algorithm via graph-based Bayesian label propagation. The basic idea is to first create a graph with known and unknown pixels as vertices and with edge weights encoding the similarity between vertices, then the problem of interpolation converts to how to effectively propagate the label information from known points to unknown ones. This process can be posed as a Bayesian inference, in which we try to combine the principles of local adaptation and global consistency to obtain accurate and robust estimation. Specially, our algorithm first constructs a set of local interpolation models, which predict the intensity labels of all image samples, and a loss term will be minimized to keep the predicted labels of the available low-resolution (LR) samples sufficiently close to the original ones. Then, all of the losses evaluated in local neighborhoods are accumulated together to measure the global consistency on all samples. Moreover, a graph-Laplacian-based manifold regularization term is incorporated to penalize the global smoothness of intensity labels, such smoothing can alleviate the insufficient training of the local models and make them more robust. Finally, we construct a unified objective function to combine together the global loss of the locally linear regression, square error of prediction bias on the available LR samples, and the manifold regularization term. It can be solved with a closed-form solution as a convex optimization problem. Experimental results demonstrate that the proposed method achieves competitive performance with the state-of-the-art image interpolation algorithms.

  10. 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.

  11. qPR: An adaptive partial-report procedure based on Bayesian inference.

    Science.gov (United States)

    Baek, Jongsoo; Lesmes, Luis Andres; Lu, Zhong-Lin

    2016-08-01

    Iconic memory is best assessed with the partial report procedure in which an array of letters appears briefly on the screen and a poststimulus cue directs the observer to report the identity of the cued letter(s). Typically, 6-8 cue delays or 600-800 trials are tested to measure the iconic memory decay function. Here we develop a quick partial report, or qPR, procedure based on a Bayesian adaptive framework to estimate the iconic memory decay function with much reduced testing time. The iconic memory decay function is characterized by an exponential function and a joint probability distribution of its three parameters. Starting with a prior of the parameters, the method selects the stimulus to maximize the expected information gain in the next test trial. It then updates the posterior probability distribution of the parameters based on the observer's response using Bayesian inference. The procedure is reiterated until either the total number of trials or the precision of the parameter estimates reaches a certain criterion. Simulation studies showed that only 100 trials were necessary to reach an average absolute bias of 0.026 and a precision of 0.070 (both in terms of probability correct). A psychophysical validation experiment showed that estimates of the iconic memory decay function obtained with 100 qPR trials exhibited good precision (the half width of the 68.2% credible interval = 0.055) and excellent agreement with those obtained with 1,600 trials of the conventional method of constant stimuli procedure (RMSE = 0.063). Quick partial-report relieves the data collection burden in characterizing iconic memory and makes it possible to assess iconic memory in clinical populations.

  12. Self-associations influence task-performance through Bayesian inference

    Directory of Open Access Journals (Sweden)

    Sara L Bengtsson

    2013-08-01

    Full Text Available The way we think about ourselves impacts greatly on our behaviour. This paper describes a behavioural study and a computational model that sheds new light on this important area. Participants were primed 'clever' and 'stupid' using a scrambled sentence task, and we measured the effect on response time and error-rate on a rule-association task. First, we observed a confirmation bias effect in that associations to being 'stupid' led to a gradual decrease in performance, whereas associations to being 'clever' did not. Second, we observed that the activated self-concepts selectively modified attention towards one's performance. There was an early to late double dissociation in RTs in that primed 'clever' resulted in RT increase following error responses, whereas primed 'stupid' resulted in RT increase following correct responses. We propose a computational model of subjects' behaviour based on the logic of the experimental task that involves two processes; memory for rules and the integration of rules with subsequent visual cues. The model also incorporates an adaptive decision threshold based on Bayes rule, whereby decision thresholds are increased if integration was inferred to be faulty. Fitting the computational model to experimental data confirmed our hypothesis that priming affects the memory process. This model explains both the confirmation bias and double dissociation effects and demonstrates that Bayesian inferential principles can be used to study the effect of self-concepts on behaviour.

  13. Bayesian inferences suggest that Amazon Yunga Natives diverged from Andeans less than 5000 ybp: implications for South American prehistory.

    Science.gov (United States)

    Scliar, Marilia O; Gouveia, Mateus H; Benazzo, Andrea; Ghirotto, Silvia; Fagundes, Nelson J R; Leal, Thiago P; Magalhães, Wagner C S; Pereira, Latife; Rodrigues, Maira R; Soares-Souza, Giordano B; Cabrera, Lilia; Berg, Douglas E; Gilman, Robert H; Bertorelle, Giorgio; Tarazona-Santos, Eduardo

    2014-09-30

    Archaeology reports millenary cultural contacts between Peruvian Coast-Andes and the Amazon Yunga, a rainforest transitional region between Andes and Lower Amazonia. To clarify the relationships between cultural and biological evolution of these populations, in particular between Amazon Yungas and Andeans, we used DNA-sequence data, a model-based Bayesian approach and several statistical validations to infer a set of demographic parameters. We found that the genetic diversity of the Shimaa (an Amazon Yunga population) is a subset of that of Quechuas from Central-Andes. Using the Isolation-with-Migration population genetics model, we inferred that the Shimaa ancestors were a small subgroup that split less than 5300 years ago (after the development of complex societies) from an ancestral Andean population. After the split, the most plausible scenario compatible with our results is that the ancestors of Shimaas moved toward the Peruvian Amazon Yunga and incorporated the culture and language of some of their neighbors, but not a substantial amount of their genes. We validated our results using Approximate Bayesian Computations, posterior predictive tests and the analysis of pseudo-observed datasets. We presented a case study in which model-based Bayesian approaches, combined with necessary statistical validations, shed light into the prehistoric demographic relationship between Andeans and a population from the Amazon Yunga. Our results offer a testable model for the peopling of this large transitional environmental region between the Andes and the Lower Amazonia. However, studies on larger samples and involving more populations of these regions are necessary to confirm if the predominant Andean biological origin of the Shimaas is the rule, and not the exception.

  14. Nonparametric Bayesian Modeling of Complex Networks

    DEFF Research Database (Denmark)

    Schmidt, Mikkel Nørgaard; Mørup, Morten

    2013-01-01

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

  15. A hierarchical method for Bayesian inference of rate parameters from shock tube data: Application to the study of the reaction of hydroxyl with 2-methylfuran

    KAUST Repository

    Kim, Daesang; El Gharamti, Iman; Hantouche, Mireille; Elwardani, Ahmed Elsaid; Farooq, Aamir; Bisetti, Fabrizio; Knio, Omar

    2017-01-01

    We developed a novel two-step hierarchical method for the Bayesian inference of the rate parameters of a target reaction from time-resolved concentration measurements in shock tubes. The method was applied to the calibration of the parameters

  16. Can a significance test be genuinely Bayesian?

    OpenAIRE

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

    2008-01-01

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

  17. Topics in Bayesian statistics and maximum entropy

    International Nuclear Information System (INIS)

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

    1998-12-01

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

  18. Bayesian Analysis for Penalized Spline Regression Using WinBUGS

    Directory of Open Access Journals (Sweden)

    Ciprian M. Crainiceanu

    2005-09-01

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

  19. Inferring Phylogenetic Networks Using PhyloNet.

    Science.gov (United States)

    Wen, Dingqiao; Yu, Yun; Zhu, Jiafan; Nakhleh, Luay

    2018-07-01

    PhyloNet was released in 2008 as a software package for representing and analyzing phylogenetic networks. At the time of its release, the main functionalities in PhyloNet consisted of measures for comparing network topologies and a single heuristic for reconciling gene trees with a species tree. Since then, PhyloNet has grown significantly. The software package now includes a wide array of methods for inferring phylogenetic networks from data sets of unlinked loci while accounting for both reticulation (e.g., hybridization) and incomplete lineage sorting. In particular, PhyloNet now allows for maximum parsimony, maximum likelihood, and Bayesian inference of phylogenetic networks from gene tree estimates. Furthermore, Bayesian inference directly from sequence data (sequence alignments or biallelic markers) is implemented. Maximum parsimony is based on an extension of the "minimizing deep coalescences" criterion to phylogenetic networks, whereas maximum likelihood and Bayesian inference are based on the multispecies network coalescent. All methods allow for multiple individuals per species. As computing the likelihood of a phylogenetic network is computationally hard, PhyloNet allows for evaluation and inference of networks using a pseudolikelihood measure. PhyloNet summarizes the results of the various analyzes and generates phylogenetic networks in the extended Newick format that is readily viewable by existing visualization software.

  20. Bayesian outcome-based strategy classification.

    Science.gov (United States)

    Lee, Michael D

    2016-03-01

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

  1. Bayesian inference and updating of reliability data

    International Nuclear Information System (INIS)

    Sabri, Z.A.; Cullingford, M.C.; David, H.T.; Husseiny, A.A.

    1980-01-01

    A Bayes methodology for inference of reliability values using available but scarce current data is discussed. The method can be used to update failure rates as more information becomes available from field experience, assuming that the performance of a given component (or system) exhibits a nonhomogeneous Poisson process. Bayes' theorem is used to summarize the historical evidence and current component data in the form of a posterior distribution suitable for prediction and for smoothing or interpolation. An example is given. It may be appropriate to apply the methodology developed here to human error data, in which case the exponential model might be used to describe the learning behavior of the operator or maintenance crew personnel

  2. Bayesian networks improve causal environmental ...

    Science.gov (United States)

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

  3. BayesTwin: An R Package for Bayesian Inference of Item-Level Twin Data

    Directory of Open Access Journals (Sweden)

    Inga Schwabe

    2017-11-01

    Full Text Available BayesTwin is an open-source R package that serves as a pipeline to the MCMC program JAGS to perform Bayesian inference on genetically-informative hierarchical twin data. Simultaneously to the biometric model, an item response theory (IRT measurement model is estimated, allowing analysis of the raw phenotypic (item-level data. The integration of such a measurement model is important since earlier research has shown that an analysis based on an aggregated measure (e.g., a sum-score based analysis can lead to an underestimation of heritability and the spurious finding of genotype-environment interactions. The package includes all common biometric and IRT models as well as functions that help plot relevant information or determine whether the analysis was performed well. Funding statement: Partly funded by the PROO grant 411-12-623 from the Netherlands Organisation for Scientific Research (NWO.

  4. Bayesian phylogeography finds its roots.

    Directory of Open Access Journals (Sweden)

    Philippe Lemey

    2009-09-01

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

  5. New Bayesian inference method using two steps of Markov chain Monte Carlo and its application to shock tube experiment data of Furan oxidation

    KAUST Repository

    Kim, Daesang

    2016-01-06

    A new Bayesian inference method has been developed and applied to Furan shock tube experimental data for efficient statistical inferences of the Arrhenius parameters of two OH radical consumption reactions. The collected experimental data, which consist of time series signals of OH radical concentrations of 14 shock tube experiments, may require several days for MCMC computations even with the support of a fast surrogate of the combustion simulation model, while the new method reduces it to several hours by splitting the process into two steps of MCMC: the first inference of rate constants and the second inference of the Arrhenius parameters. Each step has low dimensional parameter spaces and the second step does not need the executions of the combustion simulation. Furthermore, the new approach has more flexibility in choosing the ranges of the inference parameters, and the higher speed and flexibility enable the more accurate inferences and the analyses of the propagation of errors in the measured temperatures and the alignment of the experimental time to the inference results.

  6. A tutorial introduction to Bayesian models of cognitive development.

    Science.gov (United States)

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

    2011-09-01

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

  7. Advances in Bayesian Modeling in Educational Research

    Science.gov (United States)

    Levy, Roy

    2016-01-01

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

  8. A formal model of interpersonal inference

    Directory of Open Access Journals (Sweden)

    Michael eMoutoussis

    2014-03-01

    Full Text Available Introduction: We propose that active Bayesian inference – a general framework for decision-making – can equally be applied to interpersonal exchanges. Social cognition, however, entails special challenges. We address these challenges through a novel formulation of a formal model and demonstrate its psychological significance. Method: We review relevant literature, especially with regards to interpersonal representations, formulate a mathematical model and present a simulation study. The model accommodates normative models from utility theory and places them within the broader setting of Bayesian inference. Crucially, we endow people's prior beliefs, into which utilities are absorbed, with preferences of self and others. The simulation illustrates the model's dynamics and furnishes elementary predictions of the theory. Results: 1. Because beliefs about self and others inform both the desirability and plausibility of outcomes, in this framework interpersonal representations become beliefs that have to be actively inferred. This inference, akin to 'mentalising' in the psychological literature, is based upon the outcomes of interpersonal exchanges. 2. We show how some well-known social-psychological phenomena (e.g. self-serving biases can be explained in terms of active interpersonal inference. 3. Mentalising naturally entails Bayesian updating of how people value social outcomes. Crucially this includes inference about one’s own qualities and preferences. Conclusion: We inaugurate a Bayes optimal framework for modelling intersubject variability in mentalising during interpersonal exchanges. Here, interpersonal representations are endowed with explicit functional and affective properties. We suggest the active inference framework lends itself to the study of psychiatric conditions where mentalising is distorted.

  9. Looking for Sustainable Urban Mobility through Bayesian Networks

    Directory of Open Access Journals (Sweden)

    Giovanni Fusco

    2004-11-01

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

  10. Entropic Inference

    OpenAIRE

    Caticha, Ariel

    2010-01-01

    In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a posterior probability distribution is tackled through an eliminative induction process that singles out the logarithmic relative entropy as the unique tool for inference. The resulting method of Maximum relative Entropy (ME), includes as special cases both MaxEn...

  11. Robust bayesian inference of generalized Pareto distribution ...

    African Journals Online (AJOL)

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

  12. Variational inference & deep learning: A new synthesis

    OpenAIRE

    Kingma, D.P.

    2017-01-01

    In this thesis, Variational Inference and Deep Learning: A New Synthesis, we propose novel solutions to the problems of variational (Bayesian) inference, generative modeling, representation learning, semi-supervised learning, and stochastic optimization.

  13. Variational inference & deep learning : A new synthesis

    NARCIS (Netherlands)

    Kingma, D.P.

    2017-01-01

    In this thesis, Variational Inference and Deep Learning: A New Synthesis, we propose novel solutions to the problems of variational (Bayesian) inference, generative modeling, representation learning, semi-supervised learning, and stochastic optimization.

  14. Model averaging, optimal inference and habit formation

    Directory of Open Access Journals (Sweden)

    Thomas H B FitzGerald

    2014-06-01

    Full Text Available Postulating that the brain performs approximate Bayesian inference generates principled and empirically testable models of neuronal function – the subject of much current interest in neuroscience and related disciplines. Current formulations address inference and learning under some assumed and particular model. In reality, organisms are often faced with an additional challenge – that of determining which model or models of their environment are the best for guiding behaviour. Bayesian model averaging – which says that an agent should weight the predictions of different models according to their evidence – provides a principled way to solve this problem. Importantly, because model evidence is determined by both the accuracy and complexity of the model, optimal inference requires that these be traded off against one another. This means an agent’s behaviour should show an equivalent balance. We hypothesise that Bayesian model averaging plays an important role in cognition, given that it is both optimal and realisable within a plausible neuronal architecture. We outline model averaging and how it might be implemented, and then explore a number of implications for brain and behaviour. In particular, we propose that model averaging can explain a number of apparently suboptimal phenomena within the framework of approximate (bounded Bayesian inference, focussing particularly upon the relationship between goal-directed and habitual behaviour.

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

    Science.gov (United States)

    Hosoya, Haruo

    2012-08-01

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

  16. Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

    Science.gov (United States)

    Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

    2016-04-01

    Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

  17. Bayesian, maximum parsimony and UPGMA models for inferring the phylogenies of antelopes using mitochondrial markers.

    Science.gov (United States)

    Khan, Haseeb A; Arif, Ibrahim A; Bahkali, Ali H; Al Farhan, Ahmad H; Al Homaidan, Ali A

    2008-10-06

    This investigation was aimed to compare the inference of antelope phylogenies resulting from the 16S rRNA, cytochrome-b (cyt-b) and d-loop segments of mitochondrial DNA using three different computational models including Bayesian (BA), maximum parsimony (MP) and unweighted pair group method with arithmetic mean (UPGMA). The respective nucleotide sequences of three Oryx species (Oryx leucoryx, Oryx dammah and Oryx gazella) and an out-group (Addax nasomaculatus) were aligned and subjected to BA, MP and UPGMA models for comparing the topologies of respective phylogenetic trees. The 16S rRNA region possessed the highest frequency of conserved sequences (97.65%) followed by cyt-b (94.22%) and d-loop (87.29%). There were few transitions (2.35%) and none transversions in 16S rRNA as compared to cyt-b (5.61% transitions and 0.17% transversions) and d-loop (11.57% transitions and 1.14% transversions) while comparing the four taxa. All the three mitochondrial segments clearly differentiated the genus Addax from Oryx using the BA or UPGMA models. The topologies of all the gamma-corrected Bayesian trees were identical irrespective of the marker type. The UPGMA trees resulting from 16S rRNA and d-loop sequences were also identical (Oryx dammah grouped with Oryx leucoryx) to Bayesian trees except that the UPGMA tree based on cyt-b showed a slightly different phylogeny (Oryx dammah grouped with Oryx gazella) with a low bootstrap support. However, the MP model failed to differentiate the genus Addax from Oryx. These findings demonstrate the efficiency and robustness of BA and UPGMA methods for phylogenetic analysis of antelopes using mitochondrial markers.

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

    Science.gov (United States)

    Jones, Matt; Love, Bradley C

    2011-08-01

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

  19. Discriminative Bayesian Dictionary Learning for Classification.

    Science.gov (United States)

    Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal

    2016-12-01

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

  20. Bayesian-based localization in inhomogeneous transmission media

    DEFF Research Database (Denmark)

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

    2013-01-01

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

  1. Numerical methods for Bayesian inference in the face of aging

    International Nuclear Information System (INIS)

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

    1996-01-01

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

  2. Congested Link Inference Algorithms in Dynamic Routing IP Network

    Directory of Open Access Journals (Sweden)

    Yu Chen

    2017-01-01

    Full Text Available The performance descending of current congested link inference algorithms is obviously in dynamic routing IP network, such as the most classical algorithm CLINK. To overcome this problem, based on the assumptions of Markov property and time homogeneity, we build a kind of Variable Structure Discrete Dynamic Bayesian (VSDDB network simplified model of dynamic routing IP network. Under the simplified VSDDB model, based on the Bayesian Maximum A Posteriori (BMAP and Rest Bayesian Network Model (RBNM, we proposed an Improved CLINK (ICLINK algorithm. Considering the concurrent phenomenon of multiple link congestion usually happens, we also proposed algorithm CLILRS (Congested Link Inference algorithm based on Lagrangian Relaxation Subgradient to infer the set of congested links. We validated our results by the experiments of analogy, simulation, and actual Internet.

  3. Inference

    DEFF Research Database (Denmark)

    Møller, Jesper

    2010-01-01

    Chapter 9: This contribution concerns statistical inference for parametric models used in stochastic geometry and based on quick and simple simulation free procedures as well as more comprehensive methods based on a maximum likelihood or Bayesian approach combined with markov chain Monte Carlo...... (MCMC) techniques. Due to space limitations the focus is on spatial point processes....

  4. Inference of missing data and chemical model parameters using experimental statistics

    Science.gov (United States)

    Casey, Tiernan; Najm, Habib

    2017-11-01

    A method for determining the joint parameter density of Arrhenius rate expressions through the inference of missing experimental data is presented. This approach proposes noisy hypothetical data sets from target experiments and accepts those which agree with the reported statistics, in the form of nominal parameter values and their associated uncertainties. The data exploration procedure is formalized using Bayesian inference, employing maximum entropy and approximate Bayesian computation methods to arrive at a joint density on data and parameters. The method is demonstrated in the context of reactions in the H2-O2 system for predictive modeling of combustion systems of interest. Work supported by the US DOE BES CSGB. Sandia National Labs is a multimission lab managed and operated by Nat. Technology and Eng'g Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell Intl, for the US DOE NCSA under contract DE-NA-0003525.

  5. Bayesian or Laplacien inference, entropy and information theory and information geometry in data and signal processing

    Science.gov (United States)

    Mohammad-Djafari, Ali

    2015-01-01

    The main object of this tutorial article is first to review the main inference tools using Bayesian approach, Entropy, Information theory and their corresponding geometries. This review is focused mainly on the ways these tools have been used in data, signal and image processing. After a short introduction of the different quantities related to the Bayes rule, the entropy and the Maximum Entropy Principle (MEP), relative entropy and the Kullback-Leibler divergence, Fisher information, we will study their use in different fields of data and signal processing such as: entropy in source separation, Fisher information in model order selection, different Maximum Entropy based methods in time series spectral estimation and finally, general linear inverse problems.

  6. Using polarimetric radar observations and probabilistic inference to develop the Bayesian Observationally-constrained Statistical-physical Scheme (BOSS), a novel microphysical parameterization framework

    Science.gov (United States)

    van Lier-Walqui, M.; Morrison, H.; Kumjian, M. R.; Prat, O. P.

    2016-12-01

    Microphysical parameterization schemes have reached an impressive level of sophistication: numerous prognostic hydrometeor categories, and either size-resolved (bin) particle size distributions, or multiple prognostic moments of the size distribution. Yet, uncertainty in model representation of microphysical processes and the effects of microphysics on numerical simulation of weather has not shown a improvement commensurate with the advanced sophistication of these schemes. We posit that this may be caused by unconstrained assumptions of these schemes, such as ad-hoc parameter value choices and structural uncertainties (e.g. choice of a particular form for the size distribution). We present work on development and observational constraint of a novel microphysical parameterization approach, the Bayesian Observationally-constrained Statistical-physical Scheme (BOSS), which seeks to address these sources of uncertainty. Our framework avoids unnecessary a priori assumptions, and instead relies on observations to provide probabilistic constraint of the scheme structure and sensitivities to environmental and microphysical conditions. We harness the rich microphysical information content of polarimetric radar observations to develop and constrain BOSS within a Bayesian inference framework using a Markov Chain Monte Carlo sampler (see Kumjian et al., this meeting for details on development of an associated polarimetric forward operator). Our work shows how knowledge of microphysical processes is provided by polarimetric radar observations of diverse weather conditions, and which processes remain highly uncertain, even after considering observations.

  7. A cost minimisation and Bayesian inference model predicts startle reflex modulation across species.

    Science.gov (United States)

    Bach, Dominik R

    2015-04-07

    In many species, rapid defensive reflexes are paramount to escaping acute danger. These reflexes are modulated by the state of the environment. This is exemplified in fear-potentiated startle, a more vigorous startle response during conditioned anticipation of an unrelated threatening event. Extant explanations of this phenomenon build on descriptive models of underlying psychological states, or neural processes. Yet, they fail to predict invigorated startle during reward anticipation and instructed attention, and do not explain why startle reflex modulation evolved. Here, we fill this lacuna by developing a normative cost minimisation model based on Bayesian optimality principles. This model predicts the observed pattern of startle modification by rewards, punishments, instructed attention, and several other states. Moreover, the mathematical formalism furnishes predictions that can be tested experimentally. Comparing the model with existing data suggests a specific neural implementation of the underlying computations which yields close approximations to the optimal solution under most circumstances. This analysis puts startle modification into the framework of Bayesian decision theory and predictive coding, and illustrates the importance of an adaptive perspective to interpret defensive behaviour across species. Copyright © 2015 The Author. Published by Elsevier Ltd.. All rights reserved.

  8. Testing adaptive toolbox models: a Bayesian hierarchical approach.

    Science.gov (United States)

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

    2013-01-01

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

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

    Science.gov (United States)

    Du, Yuanwei; Guo, Yubin

    2015-01-01

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

  10. Intricate patterns of phylogenetic relationships in the olive family as inferred from multi-locus plastid and nuclear DNA sequence analyses: a close-up on Chionanthus and Noronhia (Oleaceae).

    Science.gov (United States)

    Hong-Wa, Cynthia; Besnard, Guillaume

    2013-05-01

    Noronhia represents the most successful radiation of the olive family (Oleaceae) in Madagascar with more than 40 named endemic species distributed in all ecoregions from sea level to high mountains. Its position within the subtribe Oleinae has, however, been largely unresolved and its evolutionary history has remained unexplored. In this study, we generated a dataset of plastid (trnL-F, trnT-L, trnS-G, trnK-matK) and nuclear (internal transcribed spacer [ITS]) DNA sequences to infer phylogenetic relationships within Oleinae and to examine evolutionary patterns within Noronhia. Our sample included most species of Noronhia and representatives of the ten other extant genera within the subtribe with an emphasis on Chionanthus. Bayesian inferences and maximum likelihood analyses of plastid and nuclear data indicated several instances of paraphyly and polyphyly within Oleinae, with some geographic signal. Both plastid and ITS data showed a polyphyletic Noronhia that included Indian Ocean species of Chionanthus. They also found close relationships between Noronhia and African Chionanthus. However, the plastid data showed little clear differentiation between Noronhia and the African Chionanthus whereas relationships suggested by the nuclear ITS data were more consistent with taxonomy and geography. We used molecular dating to discriminate between hybridization and lineage sorting/gene duplication as alternative explanations for these topological discordances and to infer the biogeographic history of Noronhia. Hybridization between African Chionanthus and Noronhia could not be ruled out. However, Noronhia has long been established in Madagascar after a likely Cenozoic dispersal from Africa, suggesting any hybridization between representatives of African and Malagasy taxa was ancient. In any case, the African and Indian Ocean Chionanthus and Noronhia together formed a strongly supported monophyletic clade distinct and distant from other Chionanthus, which calls for a revised

  11. Variational Bayesian Learning for Wavelet Independent Component Analysis

    Science.gov (United States)

    Roussos, E.; Roberts, S.; Daubechies, I.

    2005-11-01

    In an exploratory approach to data analysis, it is often useful to consider the observations as generated from a set of latent generators or "sources" via a generally unknown mapping. For the noisy overcomplete case, where we have more sources than observations, the problem becomes extremely ill-posed. Solutions to such inverse problems can, in many cases, be achieved by incorporating prior knowledge about the problem, captured in the form of constraints. This setting is a natural candidate for the application of the Bayesian methodology, allowing us to incorporate "soft" constraints in a natural manner. The work described in this paper is mainly driven by problems in functional magnetic resonance imaging of the brain, for the neuro-scientific goal of extracting relevant "maps" from the data. This can be stated as a `blind' source separation problem. Recent experiments in the field of neuroscience show that these maps are sparse, in some appropriate sense. The separation problem can be solved by independent component analysis (ICA), viewed as a technique for seeking sparse components, assuming appropriate distributions for the sources. We derive a hybrid wavelet-ICA model, transforming the signals into a domain where the modeling assumption of sparsity of the coefficients with respect to a dictionary is natural. We follow a graphical modeling formalism, viewing ICA as a probabilistic generative model. We use hierarchical source and mixing models and apply Bayesian inference to the problem. This allows us to perform model selection in order to infer the complexity of the representation, as well as automatic denoising. Since exact inference and learning in such a model is intractable, we follow a variational Bayesian mean-field approach in the conjugate-exponential family of distributions, for efficient unsupervised learning in multi-dimensional settings. The performance of the proposed algorithm is demonstrated on some representative experiments.

  12. Neuronal integration of dynamic sources: Bayesian learning and Bayesian inference.

    Science.gov (United States)

    Siegelmann, Hava T; Holzman, Lars E

    2010-09-01

    One of the brain's most basic functions is integrating sensory data from diverse sources. This ability causes us to question whether the neural system is computationally capable of intelligently integrating data, not only when sources have known, fixed relative dependencies but also when it must determine such relative weightings based on dynamic conditions, and then use these learned weightings to accurately infer information about the world. We suggest that the brain is, in fact, fully capable of computing this parallel task in a single network and describe a neural inspired circuit with this property. Our implementation suggests the possibility that evidence learning requires a more complex organization of the network than was previously assumed, where neurons have different specialties, whose emergence brings the desired adaptivity seen in human online inference.

  13. A Bayesian random effects discrete-choice model for resource selection: Population-level selection inference

    Science.gov (United States)

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

    2006-01-01

    Bayesian hierarchical discrete-choice model for resource selection can provide managers with 2 components of population-level inference: average population selection and variability of selection. Both components are necessary to make sound management decisions based on animal selection.

  14. Analytic Bayesian solution of the two-stage poisson-type problem in probabilistic risk analysis

    International Nuclear Information System (INIS)

    Frohner, F.H.

    1985-01-01

    The basic purpose of probabilistic risk analysis is to make inferences about the probabilities of various postulated events, with an account of all relevant information such as prior knowledge and operating experience with the specific system under study, as well as experience with other similar systems. Estimation of the failure rate of a Poisson-type system leads to an especially simple Bayesian solution in closed form if the prior probabilty implied by the invariance properties of the problem is properly taken into account. This basic simplicity persists if a more realistic prior, representing order of magnitude knowledge of the rate parameter, is employed instead. Moreover, the more realistic prior allows direct incorporation of experience gained from other similar systems, without need to postulate a statistical model for an underlying ensemble. The analytic formalism is applied to actual nuclear reactor data

  15. How does aging affect recognition-based inference? A hierarchical Bayesian modeling approach.

    Science.gov (United States)

    Horn, Sebastian S; Pachur, Thorsten; Mata, Rui

    2015-01-01

    The recognition heuristic (RH) is a simple strategy for probabilistic inference according to which recognized objects are judged to score higher on a criterion than unrecognized objects. In this article, a hierarchical Bayesian extension of the multinomial r-model is applied to measure use of the RH on the individual participant level and to re-evaluate differences between younger and older adults' strategy reliance across environments. Further, it is explored how individual r-model parameters relate to alternative measures of the use of recognition and other knowledge, such as adherence rates and indices from signal-detection theory (SDT). Both younger and older adults used the RH substantially more often in an environment with high than low recognition validity, reflecting adaptivity in strategy use across environments. In extension of previous analyses (based on adherence rates), hierarchical modeling revealed that in an environment with low recognition validity, (a) older adults had a stronger tendency than younger adults to rely on the RH and (b) variability in RH use between individuals was larger than in an environment with high recognition validity; variability did not differ between age groups. Further, the r-model parameters correlated moderately with an SDT measure expressing how well people can discriminate cases where the RH leads to a correct vs. incorrect inference; this suggests that the r-model and the SDT measures may offer complementary insights into the use of recognition in decision making. In conclusion, younger and older adults are largely adaptive in their application of the RH, but cognitive aging may be associated with an increased tendency to rely on this strategy. Copyright © 2014 Elsevier B.V. All rights reserved.

  16. IMAGINE: Interstellar MAGnetic field INference Engine

    Science.gov (United States)

    Steininger, Theo

    2018-03-01

    IMAGINE (Interstellar MAGnetic field INference Engine) performs inference on generic parametric models of the Galaxy. The modular open source framework uses highly optimized tools and technology such as the MultiNest sampler (ascl:1109.006) and the information field theory framework NIFTy (ascl:1302.013) to create an instance of the Milky Way based on a set of parameters for physical observables, using Bayesian statistics to judge the mismatch between measured data and model prediction. The flexibility of the IMAGINE framework allows for simple refitting for newly available data sets and makes state-of-the-art Bayesian methods easily accessible particularly for random components of the Galactic magnetic field.

  17. UNSUPERVISED TRANSIENT LIGHT CURVE ANALYSIS VIA HIERARCHICAL BAYESIAN INFERENCE

    International Nuclear Information System (INIS)

    Sanders, N. E.; Soderberg, A. M.; Betancourt, M.

    2015-01-01

    Historically, light curve studies of supernovae (SNe) and other transient classes have focused on individual objects with copious and high signal-to-noise observations. In the nascent era of wide field transient searches, objects with detailed observations are decreasing as a fraction of the overall known SN population, and this strategy sacrifices the majority of the information contained in the data about the underlying population of transients. A population level modeling approach, simultaneously fitting all available observations of objects in a transient sub-class of interest, fully mines the data to infer the properties of the population and avoids certain systematic biases. We present a novel hierarchical Bayesian statistical model for population level modeling of transient light curves, and discuss its implementation using an efficient Hamiltonian Monte Carlo technique. As a test case, we apply this model to the Type IIP SN sample from the Pan-STARRS1 Medium Deep Survey, consisting of 18,837 photometric observations of 76 SNe, corresponding to a joint posterior distribution with 9176 parameters under our model. Our hierarchical model fits provide improved constraints on light curve parameters relevant to the physical properties of their progenitor stars relative to modeling individual light curves alone. Moreover, we directly evaluate the probability for occurrence rates of unseen light curve characteristics from the model hyperparameters, addressing observational biases in survey methodology. We view this modeling framework as an unsupervised machine learning technique with the ability to maximize scientific returns from data to be collected by future wide field transient searches like LSST

  18. UNSUPERVISED TRANSIENT LIGHT CURVE ANALYSIS VIA HIERARCHICAL BAYESIAN INFERENCE

    Energy Technology Data Exchange (ETDEWEB)

    Sanders, N. E.; Soderberg, A. M. [Harvard-Smithsonian Center for Astrophysics, 60 Garden Street, Cambridge, MA 02138 (United States); Betancourt, M., E-mail: nsanders@cfa.harvard.edu [Department of Statistics, University of Warwick, Coventry CV4 7AL (United Kingdom)

    2015-02-10

    Historically, light curve studies of supernovae (SNe) and other transient classes have focused on individual objects with copious and high signal-to-noise observations. In the nascent era of wide field transient searches, objects with detailed observations are decreasing as a fraction of the overall known SN population, and this strategy sacrifices the majority of the information contained in the data about the underlying population of transients. A population level modeling approach, simultaneously fitting all available observations of objects in a transient sub-class of interest, fully mines the data to infer the properties of the population and avoids certain systematic biases. We present a novel hierarchical Bayesian statistical model for population level modeling of transient light curves, and discuss its implementation using an efficient Hamiltonian Monte Carlo technique. As a test case, we apply this model to the Type IIP SN sample from the Pan-STARRS1 Medium Deep Survey, consisting of 18,837 photometric observations of 76 SNe, corresponding to a joint posterior distribution with 9176 parameters under our model. Our hierarchical model fits provide improved constraints on light curve parameters relevant to the physical properties of their progenitor stars relative to modeling individual light curves alone. Moreover, we directly evaluate the probability for occurrence rates of unseen light curve characteristics from the model hyperparameters, addressing observational biases in survey methodology. We view this modeling framework as an unsupervised machine learning technique with the ability to maximize scientific returns from data to be collected by future wide field transient searches like LSST.

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

    CERN Document Server

    Au, Siu-Kui

    2017-01-01

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

  20. A Hierarchical Multivariate Bayesian Approach to Ensemble Model output Statistics in Atmospheric Prediction

    Science.gov (United States)

    2017-09-01

    application of statistical inference. Even when human forecasters leverage their professional experience, which is often gained through long periods of... application throughout statistics and Bayesian data analysis. The multivariate form of 2( , )  (e.g., Figure 12) is similarly analytically...data (i.e., no systematic manipulations with analytical functions), it is common in the statistical literature to apply mathematical transformations

  1. Radial anisotropy of Northeast Asia inferred from Bayesian inversions of ambient noise data

    Science.gov (United States)

    Lee, S. J.; Kim, S.; Rhie, J.

    2017-12-01

    The eastern margin of the Eurasia plate exhibits complex tectonic settings due to interactions with the subducting Pacific and Philippine Sea plates and the colliding India plate. Distributed extensional basins and intraplate volcanoes, and their heterogeneous features in the region are not easily explained with a simple mechanism. Observations of radial anisotropy in the entire lithosphere and the part of the asthenosphere provide the most effective evidence for the deformation of the lithosphere and the associated variation of the lithosphere-asthenosphere boundary (LAB). To infer anisotropic structures of crustal and upper-mantle in this region, radial anisotropy is measured using ambient noise data. In a continuation of previous Rayleigh wave tomography study in Northeast Asia, we conduct Love wave tomography to determine radial anisotropy using the Bayesian inversion techniques. Continuous seismic noise recordings of 237 broad-band seismic stations are used and more than 55,000 group and phase velocities of fundamental mode are measured for periods of 5-60 s. Total 8 different types of dispersion maps of Love wave from this study (period 10-60 s), Rayleigh wave from previous tomographic study (Kim et al., 2016; period 8-70 s) and longer period data (period 70-200 s) from a global model (Ekstrom, 2011) are jointly inverted using a hierarchical and transdimensional Bayesian technique. For each grid-node, boundary depths, velocities and anisotropy parameters of layers are sampled simultaneously on the assumption of the layered half-space model. The constructed 3-D radial anisotropy model provides much more details about the crust and upper mantle anisotropic structures, and about the complex undulation of the LAB.

  2. Evaluating Spatial Variability in Sediment and Phosphorus Concentration-Discharge Relationships Using Bayesian Inference and Self-Organizing Maps

    Science.gov (United States)

    Underwood, Kristen L.; Rizzo, Donna M.; Schroth, Andrew W.; Dewoolkar, Mandar M.

    2017-12-01

    Given the variable biogeochemical, physical, and hydrological processes driving fluvial sediment and nutrient export, the water science and management communities need data-driven methods to identify regions prone to production and transport under variable hydrometeorological conditions. We use Bayesian analysis to segment concentration-discharge linear regression models for total suspended solids (TSS) and particulate and dissolved phosphorus (PP, DP) using 22 years of monitoring data from 18 Lake Champlain watersheds. Bayesian inference was leveraged to estimate segmented regression model parameters and identify threshold position. The identified threshold positions demonstrated a considerable range below and above the median discharge—which has been used previously as the default breakpoint in segmented regression models to discern differences between pre and post-threshold export regimes. We then applied a Self-Organizing Map (SOM), which partitioned the watersheds into clusters of TSS, PP, and DP export regimes using watershed characteristics, as well as Bayesian regression intercepts and slopes. A SOM defined two clusters of high-flux basins, one where PP flux was predominantly episodic and hydrologically driven; and another in which the sediment and nutrient sourcing and mobilization were more bimodal, resulting from both hydrologic processes at post-threshold discharges and reactive processes (e.g., nutrient cycling or lateral/vertical exchanges of fine sediment) at prethreshold discharges. A separate DP SOM defined two high-flux clusters exhibiting a bimodal concentration-discharge response, but driven by differing land use. Our novel framework shows promise as a tool with broad management application that provides insights into landscape drivers of riverine solute and sediment export.

  3. Evolutionary inference via the Poisson Indel Process.

    Science.gov (United States)

    Bouchard-Côté, Alexandre; Jordan, Michael I

    2013-01-22

    We address the problem of the joint statistical inference of phylogenetic trees and multiple sequence alignments from unaligned molecular sequences. This problem is generally formulated in terms of string-valued evolutionary processes along the branches of a phylogenetic tree. The classic evolutionary process, the TKF91 model [Thorne JL, Kishino H, Felsenstein J (1991) J Mol Evol 33(2):114-124] is a continuous-time Markov chain model composed of insertion, deletion, and substitution events. Unfortunately, this model gives rise to an intractable computational problem: The computation of the marginal likelihood under the TKF91 model is exponential in the number of taxa. In this work, we present a stochastic process, the Poisson Indel Process (PIP), in which the complexity of this computation is reduced to linear. The Poisson Indel Process is closely related to the TKF91 model, differing only in its treatment of insertions, but it has a global characterization as a Poisson process on the phylogeny. Standard results for Poisson processes allow key computations to be decoupled, which yields the favorable computational profile of inference under the PIP model. We present illustrative experiments in which Bayesian inference under the PIP model is compared with separate inference of phylogenies and alignments.

  4. Modelling Odor Decoding in the Antennal Lobe by Combining Sequential Firing Rate Models with Bayesian Inference.

    Directory of Open Access Journals (Sweden)

    Dario Cuevas Rivera

    2015-10-01

    Full Text Available The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an 'intelligent coincidence detector', which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena.

  5. Bayesian emulation for optimization in multi-step portfolio decisions

    OpenAIRE

    Irie, Kaoru; West, Mike

    2016-01-01

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

  6. Causal inference in biology networks with integrated belief propagation.

    Science.gov (United States)

    Chang, Rui; Karr, Jonathan R; Schadt, Eric E

    2015-01-01

    Inferring causal relationships among molecular and higher order phenotypes is a critical step in elucidating the complexity of living systems. Here we propose a novel method for inferring causality that is no longer constrained by the conditional dependency arguments that limit the ability of statistical causal inference methods to resolve causal relationships within sets of graphical models that are Markov equivalent. Our method utilizes Bayesian belief propagation to infer the responses of perturbation events on molecular traits given a hypothesized graph structure. A distance measure between the inferred response distribution and the observed data is defined to assess the 'fitness' of the hypothesized causal relationships. To test our algorithm, we infer causal relationships within equivalence classes of gene networks in which the form of the functional interactions that are possible are assumed to be nonlinear, given synthetic microarray and RNA sequencing data. We also apply our method to infer causality in real metabolic network with v-structure and feedback loop. We show that our method can recapitulate the causal structure and recover the feedback loop only from steady-state data which conventional method cannot.

  7. Bayesian Predictive Inference of a Proportion Under a Twofold Small-Area Model

    Directory of Open Access Journals (Sweden)

    Nandram Balgobin

    2016-03-01

    Full Text Available We extend the twofold small-area model of Stukel and Rao (1997; 1999 to accommodate binary data. An example is the Third International Mathematics and Science Study (TIMSS, in which pass-fail data for mathematics of students from US schools (clusters are available at the third grade by regions and communities (small areas. We compare the finite population proportions of these small areas. We present a hierarchical Bayesian model in which the firststage binary responses have independent Bernoulli distributions, and each subsequent stage is modeled using a beta distribution, which is parameterized by its mean and a correlation coefficient. This twofold small-area model has an intracluster correlation at the first stage and an intercluster correlation at the second stage. The final-stage mean and all correlations are assumed to be noninformative independent random variables. We show how to infer the finite population proportion of each area. We have applied our models to synthetic TIMSS data to show that the twofold model is preferred over a onefold small-area model that ignores the clustering within areas. We further compare these models using a simulation study, which shows that the intracluster correlation is particularly important.

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

    NARCIS (Netherlands)

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

    2017-01-01

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

  9. Bayesian inference of the heat transfer properties of a wall using experimental data

    KAUST Repository

    Iglesias, Marco

    2016-01-06

    A hierarchical Bayesian inference method is developed to estimate the thermal resistance and volumetric heat capacity of a wall. We apply our methodology to a real case study where measurements are recorded each minute from two temperature probes and two heat flux sensors placed on both sides of a solid brick wall along a period of almost five days. We model the heat transfer through the wall by means of the one-dimensional heat equation with Dirichlet boundary conditions. The initial/boundary conditions for the temperature are approximated by piecewise linear functions. We assume that temperature and heat flux measurements have independent Gaussian noise and derive the joint likelihood of the wall parameters and the initial/boundary conditions. Under the model assumptions, the boundary conditions are marginalized analytically from the joint likelihood. ApproximatedGaussian posterior distributions for the wall parameters and the initial condition parameter are obtained using the Laplace method, after incorporating the available prior information. The information gain is estimated under different experimental setups, to determine the best allocation of resources.

  10. Nonparametric Bayesian inference for multidimensional compound Poisson processes

    NARCIS (Netherlands)

    Gugushvili, S.; van der Meulen, F.; Spreij, P.

    2015-01-01

    Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density r0 and intensity λ0. We take a nonparametric Bayesian approach to the problem and determine posterior contraction rates in this context,

  11. Large-Scale Distributed Bayesian Matrix Factorization using Stochastic Gradient MCMC

    NARCIS (Netherlands)

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

    2015-01-01

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

  12. Diversification of the silverspot butterflies (Nymphalidae) in the Neotropics inferred from multi-locus DNA sequences.

    Science.gov (United States)

    Massardo, Darli; Fornel, Rodrigo; Kronforst, Marcus; Gonçalves, Gislene Lopes; Moreira, Gilson Rudinei Pires

    2015-01-01

    The tribe Heliconiini (Lepidoptera: Nymphalidae) is a diverse group of butterflies distributed throughout the Neotropics, which has been studied extensively, in particular the genus Heliconius. However, most of the other lineages, such as Dione, which are less diverse and considered basal within the group, have received little attention. Basic information, such as species limits and geographical distributions remain uncertain for this genus. Here we used multilocus DNA sequence data and the geographical distribution analysis across the entire range of Dione in the Neotropical region in order to make inferences on the evolutionary history of this poorly explored lineage. Bayesian time-tree reconstruction allows inferring two major diversification events in this tribe around 25mya. Lineages thought to be ancient, such as Dione and Agraulis, are as recent as Heliconius. Dione formed a monophyletic clade, sister to the genus Agraulis. Dione juno, D. glycera and D. moneta were reciprocally monophyletic and formed genetic clusters, with the first two more close related than each other in relation to the third. Divergence time estimates support the hypothesis that speciation in Dione coincided with both the rise of Passifloraceae (the host plants) and the uplift of the Andes. Since the sister species D. glycera and D. moneta are specialized feeders on passion-vine lineages that are endemic to areas located either within or adjacent to the Andes, we inferred that they co-speciated with their host plants during this vicariant event. Copyright © 2014 Elsevier Inc. All rights reserved.

  13. When mechanism matters: Bayesian forecasting using models of ecological diffusion

    Science.gov (United States)

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

    2017-01-01

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

  14. Inference of time-delayed gene regulatory networks based on dynamic Bayesian network hybrid learning method.

    Science.gov (United States)

    Yu, Bin; Xu, Jia-Meng; Li, Shan; Chen, Cheng; Chen, Rui-Xin; Wang, Lei; Zhang, Yan; Wang, Ming-Hui

    2017-10-06

    Gene regulatory networks (GRNs) research reveals complex life phenomena from the perspective of gene interaction, which is an important research field in systems biology. Traditional Bayesian networks have a high computational complexity, and the network structure scoring model has a single feature. Information-based approaches cannot identify the direction of regulation. In order to make up for the shortcomings of the above methods, this paper presents a novel hybrid learning method (DBNCS) based on dynamic Bayesian network (DBN) to construct the multiple time-delayed GRNs for the first time, combining the comprehensive score (CS) with the DBN model. DBNCS algorithm first uses CMI2NI (conditional mutual inclusive information-based network inference) algorithm for network structure profiles learning, namely the construction of search space. Then the redundant regulations are removed by using the recursive optimization algorithm (RO), thereby reduce the false positive rate. Secondly, the network structure profiles are decomposed into a set of cliques without loss, which can significantly reduce the computational complexity. Finally, DBN model is used to identify the direction of gene regulation within the cliques and search for the optimal network structure. The performance of DBNCS algorithm is evaluated by the benchmark GRN datasets from DREAM challenge as well as the SOS DNA repair network in Escherichia coli , and compared with other state-of-the-art methods. The experimental results show the rationality of the algorithm design and the outstanding performance of the GRNs.

  15. Intraspecific relationship within the genus convolvulus l. inferred by rbcl gene using different phylogenetic approaches

    International Nuclear Information System (INIS)

    Kausar, S.; Qamarunnisa, S.

    2016-01-01

    A molecular systematics analysis was conducted using sequence data of chloroplast rbcL gene for the genus Convolvulus L., by distance and character based phylogenetic methods. Fifteen representative members from genus Convolvulus L., were included as in group whereas two members from a sister family Solanaceae were taken as out group to root the tree. Intraspecific relationships within Convolvulus were inferred by distance matrix, maximum parsimony and bayesian analysis. Transition/transversion ratio was also calculated and it was revealed that in the investigated Convolvulus species, transitional changes were more prevalent in rbcL gene. The nature of rbcL gene in the present study was observed to be conserved, as it does not show major variations between examined species. Distance matrix represented the minimal genetic variations between some species (C. glomeratus and C. pyrrhotrichus), thus exhibiting them as close relatives. The result of parsimonious and bayesian analysis revealed almost similar clades however maximum parsimony based tree was unable to establish relationship between some Convolvulus species. The bayesian inference method was found to be the method of choice for establishing intraspecific associations between Convolvulus species using rbcL data as it clearly defined the connections supported by posterior probability values. (author)

  16. Modeling coverage gaps in haplotype frequencies via Bayesian inference to improve stem cell donor selection.

    Science.gov (United States)

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

    2018-05-01

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

  17. Bayesian inference as a tool for analysis of first-principles calculations of complex materials: an application to the melting point of Ti2GaN

    International Nuclear Information System (INIS)

    Davis, Sergio; Gutiérrez, Gonzalo

    2013-01-01

    We present a systematic implementation of the recently developed Z-method for computing melting points of solids, augmented by a Bayesian analysis of the data obtained from molecular dynamics simulations. The use of Bayesian inference allows us to extract valuable information from limited data, reducing the computational cost of drawing the isochoric curve. From this Bayesian Z-method we obtain posterior distributions for the melting temperature T m , the critical superheating temperature T LS and the slopes dT/dE of the liquid and solid phases. The method therefore gives full quantification of the errors in the prediction of the melting point. This procedure is applied to the estimation of the melting point of Ti 2 GaN (one of the so-called MAX phases), a complex, laminar material, by density functional theory molecular dynamics, finding an estimate T m of 2591.61 ± 89.61 K, which is in good agreement with melting points of similar ceramics. (paper)

  18. Bayesian Option Pricing using Mixed Normal Heteroskedasticity Models

    DEFF Research Database (Denmark)

    Rombouts, Jeroen; Stentoft, Lars

    2014-01-01

    Option pricing using mixed normal heteroscedasticity models is considered. It is explained how to perform inference and price options in a Bayesian framework. The approach allows to easily compute risk neutral predictive price densities which take into account parameter uncertainty....... In an application to the S&P 500 index, classical and Bayesian inference is performed on the mixture model using the available return data. Comparing the ML estimates and posterior moments small differences are found. When pricing a rich sample of options on the index, both methods yield similar pricing errors...... measured in dollar and implied standard deviation losses, and it turns out that the impact of parameter uncertainty is minor. Therefore, when it comes to option pricing where large amounts of data are available, the choice of the inference method is unimportant. The results are robust to different...

  19. Bayesian Modelling of fMRI Time Series

    DEFF Research Database (Denmark)

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

    2000-01-01

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

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

    Science.gov (United States)

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

    2017-12-01

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

  1. On a full Bayesian inference for force reconstruction problems

    Science.gov (United States)

    Aucejo, M.; De Smet, O.

    2018-05-01

    In a previous paper, the authors introduced a flexible methodology for reconstructing mechanical sources in the frequency domain from prior local information on both their nature and location over a linear and time invariant structure. The proposed approach was derived from Bayesian statistics, because of its ability in mathematically accounting for experimenter's prior knowledge. However, since only the Maximum a Posteriori estimate was computed, the posterior uncertainty about the regularized solution given the measured vibration field, the mechanical model and the regularization parameter was not assessed. To answer this legitimate question, this paper fully exploits the Bayesian framework to provide, from a Markov Chain Monte Carlo algorithm, credible intervals and other statistical measures (mean, median, mode) for all the parameters of the force reconstruction problem.

  2. Phylogeny Inference of Closely Related Bacterial Genomes: Combining the Features of Both Overlapping Genes and Collinear Genomic Regions

    Science.gov (United States)

    Zhang, Yan-Cong; Lin, Kui

    2015-01-01

    Overlapping genes (OGs) represent one type of widespread genomic feature in bacterial genomes and have been used as rare genomic markers in phylogeny inference of closely related bacterial species. However, the inference may experience a decrease in performance for phylogenomic analysis of too closely or too distantly related genomes. Another drawback of OGs as phylogenetic markers is that they usually take little account of the effects of genomic rearrangement on the similarity estimation, such as intra-chromosome/genome translocations, horizontal gene transfer, and gene losses. To explore such effects on the accuracy of phylogeny reconstruction, we combine phylogenetic signals of OGs with collinear genomic regions, here called locally collinear blocks (LCBs). By putting these together, we refine our previous metric of pairwise similarity between two closely related bacterial genomes. As a case study, we used this new method to reconstruct the phylogenies of 88 Enterobacteriale genomes of the class Gammaproteobacteria. Our results demonstrated that the topological accuracy of the inferred phylogeny was improved when both OGs and LCBs were simultaneously considered, suggesting that combining these two phylogenetic markers may reduce, to some extent, the influence of gene loss on phylogeny inference. Such phylogenomic studies, we believe, will help us to explore a more effective approach to increasing the robustness of phylogeny reconstruction of closely related bacterial organisms. PMID:26715828

  3. Bayesian Averaging is Well-Temperated

    DEFF Research Database (Denmark)

    Hansen, Lars Kai

    2000-01-01

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

  4. A Bayesian Method for Weighted Sampling

    OpenAIRE

    Lo, Albert Y.

    1993-01-01

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

  5. A hierarchical method for Bayesian inference of rate parameters from shock tube data: Application to the study of the reaction of hydroxyl with 2-methylfuran

    KAUST Repository

    Kim, Daesang

    2017-06-22

    We developed a novel two-step hierarchical method for the Bayesian inference of the rate parameters of a target reaction from time-resolved concentration measurements in shock tubes. The method was applied to the calibration of the parameters of the reaction of hydroxyl with 2-methylfuran, which is studied experimentally via absorption measurements of the OH radical\\'s concentration following shock-heating. In the first step of the approach, each shock tube experiment is treated independently to infer the posterior distribution of the rate constant and error hyper-parameter that best explains the OH signal. In the second step, these posterior distributions are sampled to calibrate the parameters appearing in the Arrhenius reaction model for the rate constant. Furthermore, the second step is modified and repeated in order to explore alternative rate constant models and to assess the effect of uncertainties in the reflected shock\\'s temperature. Comparisons of the estimates obtained via the proposed methodology against the common least squares approach are presented. The relative merits of the novel Bayesian framework are highlighted, especially with respect to the opportunity to utilize the posterior distributions of the parameters in future uncertainty quantification studies.

  6. Bayesian soft X-ray tomography using non-stationary Gaussian Processes

    International Nuclear Information System (INIS)

    Li, Dong; Svensson, J.; Thomsen, H.; Werner, A.; Wolf, R.; Medina, F.

    2013-01-01

    In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods

  7. Bayesian soft X-ray tomography using non-stationary Gaussian Processes

    Science.gov (United States)

    Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.

    2013-08-01

    In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

  8. 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

  9. Reconstruction of elongated bubbles fusing the information from multiple optical probes through a Bayesian inference technique

    Energy Technology Data Exchange (ETDEWEB)

    Chakraborty, Shubhankar; Das, Prasanta Kr., E-mail: pkd@mech.iitkgp.ernet.in [Department of Mechanical Engineering, Indian Institute of Technology Kharagpur, Kharagpur 721302 (India); Roy Chaudhuri, Partha [Department of Physics, Indian Institute of Technology Kharagpur, Kharagpur 721302 (India)

    2016-07-15

    In this communication, a novel optical technique has been proposed for the reconstruction of the shape of a Taylor bubble using measurements from multiple arrays of optical sensors. The deviation of an optical beam passing through the bubble depends on the contour of bubble surface. A theoretical model of the deviation of a beam during the traverse of a Taylor bubble through it has been developed. Using this model and the time history of the deviation captured by the sensor array, the bubble shape has been reconstructed. The reconstruction has been performed using an inverse algorithm based on Bayesian inference technique and Markov chain Monte Carlo sampling algorithm. The reconstructed nose shape has been compared with the true shape, extracted through image processing of high speed images. Finally, an error analysis has been performed to pinpoint the sources of the errors.

  10. Multiview Bayesian Correlated Component Analysis

    DEFF Research Database (Denmark)

    Kamronn, Simon Due; Poulsen, Andreas Trier; Hansen, Lars Kai

    2015-01-01

    are identical. Here we propose a hierarchical probabilistic model that can infer the level of universality in such multiview data, from completely unrelated representations, corresponding to canonical correlation analysis, to identical representations as in correlated component analysis. This new model, which...... we denote Bayesian correlated component analysis, evaluates favorably against three relevant algorithms in simulated data. A well-established benchmark EEG data set is used to further validate the new model and infer the variability of spatial representations across multiple subjects....

  11. Bayesian nonparametric adaptive control using Gaussian processes.

    Science.gov (United States)

    Chowdhary, Girish; Kingravi, Hassan A; How, Jonathan P; Vela, Patricio A

    2015-03-01

    Most current model reference adaptive control (MRAC) methods rely on parametric adaptive elements, in which the number of parameters of the adaptive element are fixed a priori, often through expert judgment. An example of such an adaptive element is radial basis function networks (RBFNs), with RBF centers preallocated based on the expected operating domain. If the system operates outside of the expected operating domain, this adaptive element can become noneffective in capturing and canceling the uncertainty, thus rendering the adaptive controller only semiglobal in nature. This paper investigates a Gaussian process-based Bayesian MRAC architecture (GP-MRAC), which leverages the power and flexibility of GP Bayesian nonparametric models of uncertainty. The GP-MRAC does not require the centers to be preallocated, can inherently handle measurement noise, and enables MRAC to handle a broader set of uncertainties, including those that are defined as distributions over functions. We use stochastic stability arguments to show that GP-MRAC guarantees good closed-loop performance with no prior domain knowledge of the uncertainty. Online implementable GP inference methods are compared in numerical simulations against RBFN-MRAC with preallocated centers and are shown to provide better tracking and improved long-term learning.

  12. Closed forms for conformally flat Green's functions

    International Nuclear Information System (INIS)

    Brown, M.R.; Grove, P.G.; Ottewill, A.C.

    1981-01-01

    A closed form is obtained for the massless scalar Green's function on Rindler space. This is related by conformal transformation to the Green's function for a massless, conformally coupled scalar field on the open Einstein universe. A closed form is also obtained for the corresponding Green's function on the Einstein static universe. (author)

  13. Approximate Bayesian computation.

    Directory of Open Access Journals (Sweden)

    Mikael Sunnåker

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

  14. Bayesian Inversion for Large Scale Antarctic Ice Sheet Flow

    KAUST Repository

    Ghattas, Omar

    2015-01-07

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

  15. Bayesian Inversion for Large Scale Antarctic Ice Sheet Flow

    KAUST Repository

    Ghattas, Omar

    2015-01-01

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

  16. Risk-sensitivity in Bayesian sensorimotor integration.

    Directory of Open Access Journals (Sweden)

    Jordi Grau-Moya

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

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

    International Nuclear Information System (INIS)

    Bao Yilan; Huang Gaofeng; Tong Lili; Cao Xuewu

    2012-01-01

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

  18. msBP: An R Package to Perform Bayesian Nonparametric Inference Using Multiscale Bernstein Polynomials Mixtures

    Directory of Open Access Journals (Sweden)

    Antonio Canale

    2017-06-01

    Full Text Available msBP is an R package that implements a new method to perform Bayesian multiscale nonparametric inference introduced by Canale and Dunson (2016. The method, based on mixtures of multiscale beta dictionary densities, overcomes the drawbacks of Pólya trees and inherits many of the advantages of Dirichlet process mixture models. The key idea is that an infinitely-deep binary tree is introduced, with a beta dictionary density assigned to each node of the tree. Using a multiscale stick-breaking characterization, stochastically decreasing weights are assigned to each node. The result is an infinite mixture model. The package msBP implements a series of basic functions to deal with this family of priors such as random densities and numbers generation, creation and manipulation of binary tree objects, and generic functions to plot and print the results. In addition, it implements the Gibbs samplers for posterior computation to perform multiscale density estimation and multiscale testing of group differences described in Canale and Dunson (2016.

  19. Emulation of reionization simulations for Bayesian inference of astrophysics parameters using neural networks

    Science.gov (United States)

    Schmit, C. J.; Pritchard, J. R.

    2018-03-01

    Next generation radio experiments such as LOFAR, HERA, and SKA are expected to probe the Epoch of Reionization (EoR) and claim a first direct detection of the cosmic 21cm signal within the next decade. Data volumes will be enormous and can thus potentially revolutionize our understanding of the early Universe and galaxy formation. However, numerical modelling of the EoR can be prohibitively expensive for Bayesian parameter inference and how to optimally extract information from incoming data is currently unclear. Emulation techniques for fast model evaluations have recently been proposed as a way to bypass costly simulations. We consider the use of artificial neural networks as a blind emulation technique. We study the impact of training duration and training set size on the quality of the network prediction and the resulting best-fitting values of a parameter search. A direct comparison is drawn between our emulation technique and an equivalent analysis using 21CMMC. We find good predictive capabilities of our network using training sets of as low as 100 model evaluations, which is within the capabilities of fully numerical radiative transfer codes.

  20. Bayesian Inference for Neural Electromagnetic Source Localization: Analysis of MEG Visual Evoked Activity

    International Nuclear Information System (INIS)

    George, J.S.; Schmidt, D.M.; Wood, C.C.

    1999-01-01

    We have developed a Bayesian approach to the analysis of neural electromagnetic (MEG/EEG) data that can incorporate or fuse information from other imaging modalities and addresses the ill-posed inverse problem by sarnpliig the many different solutions which could have produced the given data. From these samples one can draw probabilistic inferences about regions of activation. Our source model assumes a variable number of variable size cortical regions of stimulus-correlated activity. An active region consists of locations on the cortical surf ace, within a sphere centered on some location in cortex. The number and radi of active regions can vary to defined maximum values. The goal of the analysis is to determine the posterior probability distribution for the set of parameters that govern the number, location, and extent of active regions. Markov Chain Monte Carlo is used to generate a large sample of sets of parameters distributed according to the posterior distribution. This sample is representative of the many different source distributions that could account for given data, and allows identification of probable (i.e. consistent) features across solutions. Examples of the use of this analysis technique with both simulated and empirical MEG data are presented

  1. Learning Bayesian networks for discrete data

    KAUST Repository

    Liang, Faming

    2009-02-01

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

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

    Science.gov (United States)

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

    2013-08-30

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

  3. Bayesian image restoration, using configurations

    DEFF Research Database (Denmark)

    Thorarinsdottir, Thordis

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

  4. 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.

  5. A dynamic discretization method for reliability inference in Dynamic Bayesian Networks

    International Nuclear Information System (INIS)

    Zhu, Jiandao; Collette, Matthew

    2015-01-01

    The material and modeling parameters that drive structural reliability analysis for marine structures are subject to a significant uncertainty. This is especially true when time-dependent degradation mechanisms such as structural fatigue cracking are considered. Through inspection and monitoring, information such as crack location and size can be obtained to improve these parameters and the corresponding reliability estimates. Dynamic Bayesian Networks (DBNs) are a powerful and flexible tool to model dynamic system behavior and update reliability and uncertainty analysis with life cycle data for problems such as fatigue cracking. However, a central challenge in using DBNs is the need to discretize certain types of continuous random variables to perform network inference while still accurately tracking low-probability failure events. Most existing discretization methods focus on getting the overall shape of the distribution correct, with less emphasis on the tail region. Therefore, a novel scheme is presented specifically to estimate the likelihood of low-probability failure events. The scheme is an iterative algorithm which dynamically partitions the discretization intervals at each iteration. Through applications to two stochastic crack-growth example problems, the algorithm is shown to be robust and accurate. Comparisons are presented between the proposed approach and existing methods for the discretization problem. - Highlights: • A dynamic discretization method is developed for low-probability events in DBNs. • The method is compared to existing approaches on two crack growth problems. • The method is shown to improve on existing methods for low-probability events

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

    Science.gov (United States)

    Brumet, Michael E.

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

  7. A computational Bayesian approach to dependency assessment in system reliability

    International Nuclear Information System (INIS)

    Yontay, Petek; Pan, Rong

    2016-01-01

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

  8. Nonadditive entropy maximization is inconsistent with Bayesian updating

    Science.gov (United States)

    Pressé, Steve

    2014-11-01

    The maximum entropy method—used to infer probabilistic models from data—is a special case of Bayes's model inference prescription which, in turn, is grounded in basic propositional logic. By contrast to the maximum entropy method, the compatibility of nonadditive entropy maximization with Bayes's model inference prescription has never been established. Here we demonstrate that nonadditive entropy maximization is incompatible with Bayesian updating and discuss the immediate implications of this finding. We focus our attention on special cases as illustrations.

  9. Bayesian image restoration, using configurations

    DEFF Research Database (Denmark)

    Thorarinsdottir, Thordis Linda

    2006-01-01

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

  10. 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...

  11. Bayesian inference using WBDev: a tutorial for social scientists

    NARCIS (Netherlands)

    Wetzels, R.; Lee, M.D.; Wagenmakers, E.-J.

    2010-01-01

    Over the last decade, the popularity of Bayesian data analysis in the empirical sciences has greatly increased. This is partly due to the availability of WinBUGS, a free and flexible statistical software package that comes with an array of predefined functions and distributions, allowing users to

  12. ABCtoolbox: a versatile toolkit for approximate Bayesian computations

    Directory of Open Access Journals (Sweden)

    Neuenschwander Samuel

    2010-03-01

    Full Text Available Abstract Background The estimation of demographic parameters from genetic data often requires the computation of likelihoods. However, the likelihood function is computationally intractable for many realistic evolutionary models, and the use of Bayesian inference has therefore been limited to very simple models. The situation changed recently with the advent of Approximate Bayesian Computation (ABC algorithms allowing one to obtain parameter posterior distributions based on simulations not requiring likelihood computations. Results Here we present ABCtoolbox, a series of open source programs to perform Approximate Bayesian Computations (ABC. It implements various ABC algorithms including rejection sampling, MCMC without likelihood, a Particle-based sampler and ABC-GLM. ABCtoolbox is bundled with, but not limited to, a program that allows parameter inference in a population genetics context and the simultaneous use of different types of markers with different ploidy levels. In addition, ABCtoolbox can also interact with most simulation and summary statistics computation programs. The usability of the ABCtoolbox is demonstrated by inferring the evolutionary history of two evolutionary lineages of Microtus arvalis. Using nuclear microsatellites and mitochondrial sequence data in the same estimation procedure enabled us to infer sex-specific population sizes and migration rates and to find that males show smaller population sizes but much higher levels of migration than females. Conclusion ABCtoolbox allows a user to perform all the necessary steps of a full ABC analysis, from parameter sampling from prior distributions, data simulations, computation of summary statistics, estimation of posterior distributions, model choice, validation of the estimation procedure, and visualization of the results.

  13. Subjective Bayesian Beliefs

    DEFF Research Database (Denmark)

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

    2015-01-01

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

  14. The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference

    Directory of Open Access Journals (Sweden)

    Nalan Baştürk

    2017-07-01

    Full Text Available This paper presents the R package MitISEM (mixture of t by importance sampling weighted expectation maximization which provides an automatic and flexible two-stage method to approximate a non-elliptical target density kernel - typically a posterior density kernel - using an adaptive mixture of Student t densities as approximating density. In the first stage a mixture of Student t densities is fitted to the target using an expectation maximization algorithm where each step of the optimization procedure is weighted using importance sampling. In the second stage this mixture density is a candidate density for efficient and robust application of importance sampling or the Metropolis-Hastings (MH method to estimate properties of the target distribution. The package enables Bayesian inference and prediction on model parameters and probabilities, in particular, for models where densities have multi-modal or other non-elliptical shapes like curved ridges. These shapes occur in research topics in several scientific fields. For instance, analysis of DNA data in bio-informatics, obtaining loans in the banking sector by heterogeneous groups in financial economics and analysis of education's effect on earned income in labor economics. The package MitISEM provides also an extended algorithm, 'sequential MitISEM', which substantially decreases computation time when the target density has to be approximated for increasing data samples. This occurs when the posterior or predictive density is updated with new observations and/or when one computes model probabilities using predictive likelihoods. We illustrate the MitISEM algorithm using three canonical statistical and econometric models that are characterized by several types of non-elliptical posterior shapes and that describe well-known data patterns in econometrics and finance. We show that MH using the candidate density obtained by MitISEM outperforms, in terms of numerical efficiency, MH using a simpler

  15. 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.

  16. 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.

  17. Bayesian image restoration for medical images using radon transform

    International Nuclear Information System (INIS)

    Shouno, Hayaru; Okada, Masato

    2010-01-01

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

  18. Application of Bayesian Networks to Diagnostics of Hot Dip Galvanized Coasts

    Directory of Open Access Journals (Sweden)

    A. Adrian

    2007-07-01

    Full Text Available This study presents an output of the application of a probabilistic method of inference based on Bayes' rule in the diagnosis of defects formed during hot-dip galvanising process of casting products. Bayesian cause-effect network for given group of surface defects and its causes was build. Many factors causing defects was taken into consideration like: technological parameters, technological nodes and character of cause. The advantages and drawbacks of a probabilistic method of representation of the incomplete and uncertain empirical knowledge were highlighted.

  19. Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method

    Science.gov (United States)

    Norris, Peter M.; da Silva, Arlindo M.

    2018-01-01

    A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC. PMID:29618847

  20. Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 1: Method

    Science.gov (United States)

    Norris, Peter M.; Da Silva, Arlindo M.

    2016-01-01

    A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

  1. Bayesian interpolation in a dynamic sinusoidal model with application to packet-loss concealment

    DEFF Research Database (Denmark)

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

    2010-01-01

    a Bayesian inference scheme for the missing observations, hidden states and model parameters of the dynamic model. The inference scheme is based on a Markov chain Monte Carlo method known as Gibbs sampler. We illustrate the performance of the inference scheme to the application of packet-loss concealment...

  2. LIKELIHOOD-FREE COSMOLOGICAL INFERENCE WITH TYPE Ia SUPERNOVAE: APPROXIMATE BAYESIAN COMPUTATION FOR A COMPLETE TREATMENT OF UNCERTAINTY

    Energy Technology Data Exchange (ETDEWEB)

    Weyant, Anja; Wood-Vasey, W. Michael [Pittsburgh Particle Physics, Astrophysics, and Cosmology Center (PITT PACC), Physics and Astronomy Department, University of Pittsburgh, Pittsburgh, PA 15260 (United States); Schafer, Chad, E-mail: anw19@pitt.edu [Department of Statistics, Carnegie Mellon University, Pittsburgh, PA 15213 (United States)

    2013-02-20

    Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is an increasing burden placed on adequate modeling; systematic errors in the model will dominate where previously these were swamped by statistical errors. For example, Gaussian distributions are an insufficient representation for errors in quantities like photometric redshifts. Likewise, it can be difficult to quantify analytically the distribution of errors that are introduced in complex fitting codes. Without a simple form for these distributions, it becomes difficult to accurately construct a likelihood function for the data as a function of parameters of interest. Approximate Bayesian computation (ABC) provides a means of probing the posterior distribution when direct calculation of a sufficiently accurate likelihood is intractable. ABC allows one to bypass direct calculation of the likelihood but instead relies upon the ability to simulate the forward process that generated the data. These simulations can naturally incorporate priors placed on nuisance parameters, and hence these can be marginalized in a natural way. We present and discuss ABC methods in the context of supernova cosmology using data from the SDSS-II Supernova Survey. Assuming a flat cosmology and constant dark energy equation of state, we demonstrate that ABC can recover an accurate posterior distribution. Finally, we show that ABC can still produce an accurate posterior distribution when we contaminate the sample with Type IIP supernovae.

  3. LIKELIHOOD-FREE COSMOLOGICAL INFERENCE WITH TYPE Ia SUPERNOVAE: APPROXIMATE BAYESIAN COMPUTATION FOR A COMPLETE TREATMENT OF UNCERTAINTY

    International Nuclear Information System (INIS)

    Weyant, Anja; Wood-Vasey, W. Michael; Schafer, Chad

    2013-01-01

    Cosmological inference becomes increasingly difficult when complex data-generating processes cannot be modeled by simple probability distributions. With the ever-increasing size of data sets in cosmology, there is an increasing burden placed on adequate modeling; systematic errors in the model will dominate where previously these were swamped by statistical errors. For example, Gaussian distributions are an insufficient representation for errors in quantities like photometric redshifts. Likewise, it can be difficult to quantify analytically the distribution of errors that are introduced in complex fitting codes. Without a simple form for these distributions, it becomes difficult to accurately construct a likelihood function for the data as a function of parameters of interest. Approximate Bayesian computation (ABC) provides a means of probing the posterior distribution when direct calculation of a sufficiently accurate likelihood is intractable. ABC allows one to bypass direct calculation of the likelihood but instead relies upon the ability to simulate the forward process that generated the data. These simulations can naturally incorporate priors placed on nuisance parameters, and hence these can be marginalized in a natural way. We present and discuss ABC methods in the context of supernova cosmology using data from the SDSS-II Supernova Survey. Assuming a flat cosmology and constant dark energy equation of state, we demonstrate that ABC can recover an accurate posterior distribution. Finally, we show that ABC can still produce an accurate posterior distribution when we contaminate the sample with Type IIP supernovae.

  4. Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

    Science.gov (United States)

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

    2013-04-01

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

  5. Closed forms and multi-moment maps

    DEFF Research Database (Denmark)

    Madsen, Thomas Bruun; Swann, Andrew Francis

    2013-01-01

    We extend the notion of multi-moment map to geometries defined by closed forms of arbitrary degree. We give fundamental existence and uniqueness results and discuss a number of essential examples, including geometries related to special holonomy. For forms of degree four, multi-moment maps are gu...

  6. 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.

  7. Bayesian posterior distributions without Markov chains.

    Science.gov (United States)

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

    2012-03-01

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

  8. Elastic Properties of Novel Co- and CoNi-Based Superalloys Determined through Bayesian Inference and Resonant Ultrasound Spectroscopy

    Science.gov (United States)

    Goodlet, Brent R.; Mills, Leah; Bales, Ben; Charpagne, Marie-Agathe; Murray, Sean P.; Lenthe, William C.; Petzold, Linda; Pollock, Tresa M.

    2018-06-01

    Bayesian inference is employed to precisely evaluate single crystal elastic properties of novel γ -γ ' Co- and CoNi-based superalloys from simple and non-destructive resonant ultrasound spectroscopy (RUS) measurements. Nine alloys from three Co-, CoNi-, and Ni-based alloy classes were evaluated in the fully aged condition, with one alloy per class also evaluated in the solution heat-treated condition. Comparisons are made between the elastic properties of the three alloy classes and among the alloys of a single class, with the following trends observed. A monotonic rise in the c_{44} (shear) elastic constant by a total of 12 pct is observed between the three alloy classes as Co is substituted for Ni. Elastic anisotropy ( A) is also increased, with a large majority of the nearly 13 pct increase occurring after Co becomes the dominant constituent. Together the five CoNi alloys, with Co:Ni ratios from 1:1 to 1.5:1, exhibited remarkably similar properties with an average A 1.8 pct greater than the Ni-based alloy CMSX-4. Custom code demonstrating a substantial advance over previously reported methods for RUS inversion is also reported here for the first time. CmdStan-RUS is built upon the open-source probabilistic programing language of Stan and formulates the inverse problem using Bayesian methods. Bayesian posterior distributions are efficiently computed with Hamiltonian Monte Carlo (HMC), while initial parameterization is randomly generated from weakly informative prior distributions. Remarkably robust convergence behavior is demonstrated across multiple independent HMC chains in spite of initial parameterization often very far from actual parameter values. Experimental procedures are substantially simplified by allowing any arbitrary misorientation between the specimen and crystal axes, as elastic properties and misorientation are estimated simultaneously.

  9. A Bayesian Reflection on Surfaces

    Directory of Open Access Journals (Sweden)

    David R. Wolf

    1999-10-01

    Full Text Available Abstract: The topic of this paper is a novel Bayesian continuous-basis field representation and inference framework. Within this paper several problems are solved: The maximally informative inference of continuous-basis fields, that is where the basis for the field is itself a continuous object and not representable in a finite manner; the tradeoff between accuracy of representation in terms of information learned, and memory or storage capacity in bits; the approximation of probability distributions so that a maximal amount of information about the object being inferred is preserved; an information theoretic justification for multigrid methodology. The maximally informative field inference framework is described in full generality and denoted the Generalized Kalman Filter. The Generalized Kalman Filter allows the update of field knowledge from previous knowledge at any scale, and new data, to new knowledge at any other scale. An application example instance, the inference of continuous surfaces from measurements (for example, camera image data, is presented.

  10. Bayesian tomography and integrated data analysis in fusion diagnostics

    Science.gov (United States)

    Li, Dong; Dong, Y. B.; Deng, Wei; Shi, Z. B.; Fu, B. Z.; Gao, J. M.; Wang, T. B.; Zhou, Yan; Liu, Yi; Yang, Q. W.; Duan, X. R.

    2016-11-01

    In this article, a Bayesian tomography method using non-stationary Gaussian process for a prior has been introduced. The Bayesian formalism allows quantities which bear uncertainty to be expressed in the probabilistic form so that the uncertainty of a final solution can be fully resolved from the confidence interval of a posterior probability. Moreover, a consistency check of that solution can be performed by checking whether the misfits between predicted and measured data are reasonably within an assumed data error. In particular, the accuracy of reconstructions is significantly improved by using the non-stationary Gaussian process that can adapt to the varying smoothness of emission distribution. The implementation of this method to a soft X-ray diagnostics on HL-2A has been used to explore relevant physics in equilibrium and MHD instability modes. This project is carried out within a large size inference framework, aiming at an integrated analysis of heterogeneous diagnostics.

  11. 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.

  12. Bayesian phylogeny analysis via stochastic approximation Monte Carlo

    KAUST Repository

    Cheon, Sooyoung; Liang, Faming

    2009-01-01

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

  13. Constraining mass anomalies in the interior of spherical bodies using Trans-dimensional Bayesian Hierarchical inference.

    Science.gov (United States)

    Izquierdo, K.; Lekic, V.; Montesi, L.

    2017-12-01

    Gravity inversions are especially important for planetary applications since measurements of the variations in gravitational acceleration are often the only constraint available to map out lateral density variations in the interiors of planets and other Solar system objects. Currently, global gravity data is available for the terrestrial planets and the Moon. Although several methods for inverting these data have been developed and applied, the non-uniqueness of global density models that fit the data has not yet been fully characterized. We make use of Bayesian inference and a Reversible Jump Markov Chain Monte Carlo (RJMCMC) approach to develop a Trans-dimensional Hierarchical Bayesian (THB) inversion algorithm that yields a large sample of models that fit a gravity field. From this group of models, we can determine the most likely value of parameters of a global density model and a measure of the non-uniqueness of each parameter when the number of anomalies describing the gravity field is not fixed a priori. We explore the use of a parallel tempering algorithm and fast multipole method to reduce the number of iterations and computing time needed. We applied this method to a synthetic gravity field of the Moon and a long wavelength synthetic model of density anomalies in the Earth's lower mantle. We obtained a good match between the given gravity field and the gravity field produced by the most likely model in each inversion. The number of anomalies of the models showed parsimony of the algorithm, the value of the noise variance of the input data was retrieved, and the non-uniqueness of the models was quantified. Our results show that the ability to constrain the latitude and longitude of density anomalies, which is excellent at shallow locations (information about the overall density distribution of celestial bodies even when there is no other geophysical data available.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2017-04-15

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

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

    International Nuclear Information System (INIS)

    Kwag, Shinyoung; Gupta, Abhinav

    2017-01-01

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

  16. Closed 1-forms in topology and geometric group theory

    Energy Technology Data Exchange (ETDEWEB)

    Farber, Michael; Schuetz, Dirk [University of Durham, Durham (United Kingdom); Geoghegan, Ross [State University of New York, New York (United States)

    2010-01-01

    In this article we describe relations of the topology of closed 1-forms to the group-theoretic invariants of Bieri-Neumann-Strebel-Renz. Starting with a survey, we extend these Sigma invariants to finite CW-complexes and show that many properties of the group-theoretic version have analogous statements. In particular, we show the relation between Sigma invariants and finiteness properties of certain infinite covering spaces. We also discuss applications of these invariants to the Lusternik-Schnirelmann category of a closed 1-form and to the existence of a non-singular closed 1-form in a given cohomology class on a high-dimensional closed manifold. Bibliography: 32 titles.

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

    DEFF Research Database (Denmark)

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

    2016-01-01

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

  18. Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

    Science.gov (United States)

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

    2017-11-01

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

  19. Macroscopic Models of Clique Tree Growth for Bayesian Networks

    Data.gov (United States)

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

  20. Systematic validation of non-equilibrium thermochemical models using Bayesian inference

    KAUST Repository

    Miki, Kenji; Panesi, Marco; Prudhomme, Serge

    2015-01-01

    and Treanor [3], and Park [4]. Up to 16 uncertain parameters are estimated using Bayesian updating based on the latest absolute volumetric radiance data collected at the Electric Arc Shock Tube (EAST) installed inside the NASA Ames Research Center. Following

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

    Science.gov (United States)

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

    2009-01-01

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

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

    International Nuclear Information System (INIS)

    Hatakeyama, Naoki; Furuta, Kazuo

    2000-01-01

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

  3. Validation of Bayesian analysis of compartmental kinetic models in medical imaging.

    Science.gov (United States)

    Sitek, Arkadiusz; Li, Quanzheng; El Fakhri, Georges; Alpert, Nathaniel M

    2016-10-01

    Kinetic compartmental analysis is frequently used to compute physiologically relevant quantitative values from time series of images. In this paper, a new approach based on Bayesian analysis to obtain information about these parameters is presented and validated. The closed-form of the posterior distribution of kinetic parameters is derived with a hierarchical prior to model the standard deviation of normally distributed noise. Markov chain Monte Carlo methods are used for numerical estimation of the posterior distribution. Computer simulations of the kinetics of F18-fluorodeoxyglucose (FDG) are used to demonstrate drawing statistical inferences about kinetic parameters and to validate the theory and implementation. Additionally, point estimates of kinetic parameters and covariance of those estimates are determined using the classical non-linear least squares approach. Posteriors obtained using methods proposed in this work are accurate as no significant deviation from the expected shape of the posterior was found (one-sided P>0.08). It is demonstrated that the results obtained by the standard non-linear least-square methods fail to provide accurate estimation of uncertainty for the same data set (P<0.0001). The results of this work validate new methods for a computer simulations of FDG kinetics. Results show that in situations where the classical approach fails in accurate estimation of uncertainty, Bayesian estimation provides an accurate information about the uncertainties in the parameters. Although a particular example of FDG kinetics was used in the paper, the methods can be extended for different pharmaceuticals and imaging modalities. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

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

    Directory of Open Access Journals (Sweden)

    Tagade Piyush M.

    2017-06-01

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

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

    Directory of Open Access Journals (Sweden)

    Eila Lindfors

    2011-11-01

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

  6. Inference method using bayesian network for diagnosis of pulmonary nodules

    International Nuclear Information System (INIS)

    Kawagishi, Masami; Iizuka, Yoshio; Yamamoto, Hiroyuki; Yakami, Masahiro; Kubo, Takeshi; Fujimoto, Koji; Togashi, Kaori

    2010-01-01

    This report describes the improvements of a naive Bayes model that infers the diagnosis of pulmonary nodules in chest CT images based on the findings obtained when a radiologist interprets the CT images. We have previously introduced an inference model using a naive Bayes classifier and have reported its clinical value based on evaluation using clinical data. In the present report, we introduce the following improvements to the original inference model: the selection of findings based on correlations and the generation of a model using only these findings, and the introduction of classifiers that integrate several simple classifiers each of which is specialized for specific diagnosis. These improvements were found to increase the inference accuracy by 10.4% (p<.01) as compared to the original model in 100 cases (222 nodules) based on leave-one-out evaluation. (author)

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

    Directory of Open Access Journals (Sweden)

    Mariana Inés Pocovi

    2015-06-01

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

  8. Massive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology

    Science.gov (United States)

    Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

    2018-03-01

    Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data-space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper we use massive asymptotically-optimal data compression to reduce the dimensionality of the data-space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parameterized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate Density Estimation Likelihood-Free Inference with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological datasets.

  9. Approximate Bayesian computation for modular inference problems with many parameters: the example of migration rates.

    Science.gov (United States)

    Aeschbacher, S; Futschik, A; Beaumont, M A

    2013-02-01

    We propose a two-step procedure for estimating multiple migration rates in an approximate Bayesian computation (ABC) framework, accounting for global nuisance parameters. The approach is not limited to migration, but generally of interest for inference problems with multiple parameters and a modular structure (e.g. independent sets of demes or loci). We condition on a known, but complex demographic model of a spatially subdivided population, motivated by the reintroduction of Alpine ibex (Capra ibex) into Switzerland. In the first step, the global parameters ancestral mutation rate and male mating skew have been estimated for the whole population in Aeschbacher et al. (Genetics 2012; 192: 1027). In the second step, we estimate in this study the migration rates independently for clusters of demes putatively connected by migration. For large clusters (many migration rates), ABC faces the problem of too many summary statistics. We therefore assess by simulation if estimation per pair of demes is a valid alternative. We find that the trade-off between reduced dimensionality for the pairwise estimation on the one hand and lower accuracy due to the assumption of pairwise independence on the other depends on the number of migration rates to be inferred: the accuracy of the pairwise approach increases with the number of parameters, relative to the joint estimation approach. To distinguish between low and zero migration, we perform ABC-type model comparison between a model with migration and one without. Applying the approach to microsatellite data from Alpine ibex, we find no evidence for substantial gene flow via migration, except for one pair of demes in one direction. © 2013 Blackwell Publishing Ltd.

  10. Intrinsic and extrinsic motivators of attachment under active inference

    Science.gov (United States)

    Nolte, Tobias; Friston, Karl; Edalat, Abbas

    2018-01-01

    This paper addresses the formation of infant attachment types within the context of active inference: a holistic account of action, perception and learning in the brain. We show how the organised forms of attachment (secure, avoidant and ambivalent) might arise in (Bayesian) infants. Specifically, we show that these distinct forms of attachment emerge from a minimisation of free energy—over interoceptive states relating to internal stress levels—when seeking proximity to caregivers who have a varying impact on these interoceptive states. In line with empirical findings in disrupted patterns of affective communication, we then demonstrate how exteroceptive cues (in the form of caregiver-mediated AMBIANCE affective communication errors, ACE) can result in disorganised forms of attachment in infants of caregivers who consistently increase stress when the infant seeks proximity, but can have an organising (towards ambivalence) effect in infants of inconsistent caregivers. In particular, we differentiate disorganised attachment from avoidance in terms of the high epistemic value of proximity seeking behaviours (resulting from the caregiver’s misleading exteroceptive cues) that preclude the emergence of coherent and organised behavioural policies. Our work, the first to formulate infant attachment in terms of active inference, makes a new testable prediction with regards to the types of affective communication errors that engender ambivalent attachment. PMID:29621266

  11. A Bayesian Nonparametric Approach to Factor Analysis

    DEFF Research Database (Denmark)

    Piatek, Rémi; Papaspiliopoulos, Omiros

    2018-01-01

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

  12. 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.

  13. TESS: an R package for efficiently simulating phylogenetic trees and performing Bayesian inference of lineage diversification rates.

    Science.gov (United States)

    Höhna, Sebastian; May, Michael R; Moore, Brian R

    2016-03-01

    Many fundamental questions in evolutionary biology entail estimating rates of lineage diversification (speciation-extinction) that are modeled using birth-death branching processes. We leverage recent advances in branching-process theory to develop a flexible Bayesian framework for specifying diversification models-where rates are constant, vary continuously, or change episodically through time-and implement numerical methods to estimate parameters of these models from molecular phylogenies, even when species sampling is incomplete. We enable both statistical inference and efficient simulation under these models. We also provide robust methods for comparing the relative and absolute fit of competing branching-process models to a given tree, thereby providing rigorous tests of biological hypotheses regarding patterns and processes of lineage diversification. The source code for TESS is freely available at http://cran.r-project.org/web/packages/TESS/ CONTACT: Sebastian.Hoehna@gmail.com. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

  14. Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

    Energy Technology Data Exchange (ETDEWEB)

    Marzouk, Youssef [Massachusetts Inst. of Technology (MIT), Cambridge, MA (United States)

    2016-08-31

    Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesian inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.

  15. Polynomial Chaos–Based Bayesian Inference of K-Profile Parameterization in a General Circulation Model of the Tropical Pacific

    KAUST Repository

    Sraj, Ihab

    2016-08-26

    The authors present a polynomial chaos (PC)-based Bayesian inference method for quantifying the uncertainties of the K-profile parameterization (KPP) within the MIT general circulation model (MITgcm) of the tropical Pacific. The inference of the uncertain parameters is based on a Markov chain Monte Carlo (MCMC) scheme that utilizes a newly formulated test statistic taking into account the different components representing the structures of turbulent mixing on both daily and seasonal time scales in addition to the data quality, and filters for the effects of parameter perturbations over those as a result of changes in the wind. To avoid the prohibitive computational cost of integrating the MITgcm model at each MCMC iteration, a surrogate model for the test statistic using the PC method is built. Because of the noise in the model predictions, a basis-pursuit-denoising (BPDN) compressed sensing approach is employed to determine the PC coefficients of a representative surrogate model. The PC surrogate is then used to evaluate the test statistic in the MCMC step for sampling the posterior of the uncertain parameters. Results of the posteriors indicate good agreement with the default values for two parameters of the KPP model, namely the critical bulk and gradient Richardson numbers; while the posteriors of the remaining parameters were barely informative. © 2016 American Meteorological Society.

  16. On how to avoid input and structural uncertainties corrupt the inference of hydrological parameters using a Bayesian framework

    Science.gov (United States)

    Hernández, Mario R.; Francés, Félix

    2015-04-01

    One phase of the hydrological models implementation process, significantly contributing to the hydrological predictions uncertainty, is the calibration phase in which values of the unknown model parameters are tuned by optimizing an objective function. An unsuitable error model (e.g. Standard Least Squares or SLS) introduces noise into the estimation of the parameters. The main sources of this noise are the input errors and the hydrological model structural deficiencies. Thus, the biased calibrated parameters cause the divergence model phenomenon, where the errors variance of the (spatially and temporally) forecasted flows far exceeds the errors variance in the fitting period, and provoke the loss of part or all of the physical meaning of the modeled processes. In other words, yielding a calibrated hydrological model which works well, but not for the right reasons. Besides, an unsuitable error model yields a non-reliable predictive uncertainty assessment. Hence, with the aim of prevent all these undesirable effects, this research focuses on the Bayesian joint inference (BJI) of both the hydrological and error model parameters, considering a general additive (GA) error model that allows for correlation, non-stationarity (in variance and bias) and non-normality of model residuals. As hydrological model, it has been used a conceptual distributed model called TETIS, with a particular split structure of the effective model parameters. Bayesian inference has been performed with the aid of a Markov Chain Monte Carlo (MCMC) algorithm called Dream-ZS. MCMC algorithm quantifies the uncertainty of the hydrological and error model parameters by getting the joint posterior probability distribution, conditioned on the observed flows. The BJI methodology is a very powerful and reliable tool, but it must be used correctly this is, if non-stationarity in errors variance and bias is modeled, the Total Laws must be taken into account. The results of this research show that the

  17. Bayesian inference and model comparison for metallic fatigue data

    KAUST Repository

    Babuška, Ivo

    2016-02-23

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

  18. Bayesian inference and model comparison for metallic fatigue data

    KAUST Repository

    Babuška, Ivo; Sawlan, Zaid A; Scavino, Marco; Szabó , Barna; Tempone, Raul

    2016-01-01

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

  19. Can natural selection encode Bayesian priors?

    Science.gov (United States)

    Ramírez, Juan Camilo; Marshall, James A R

    2017-08-07

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

  20. Inference for Ecological Dynamical Systems: A Case Study of Two Endemic Diseases

    Directory of Open Access Journals (Sweden)

    Daniel A. Vasco

    2012-01-01

    Full Text Available A Bayesian Markov chain Monte Carlo method is used to infer parameters for an open stochastic epidemiological model: the Markovian susceptible-infected-recovered (SIR model, which is suitable for modeling and simulating recurrent epidemics. This allows exploring two major problems of inference appearing in many mechanistic population models. First, trajectories of these processes are often only partly observed. For example, during an epidemic the transmission process is only partly observable: one cannot record infection times. Therefore, one only records cases (infections as the observations. As a result some means of imputing or reconstructing individuals in the susceptible cases class must be accomplished. Second, the official reporting of observations (cases in epidemiology is typically done not as they are actually recorded but at some temporal interval over which they have been aggregated. To address these issues, this paper investigates the following problems. Parameter inference for a perfectly sampled open Markovian SIR is first considered. Next inference for an imperfectly observed sample path of the system is studied. Although this second problem has been solved for the case of closed epidemics, it has proven quite difficult for the case of open recurrent epidemics. Lastly, application of the statistical theory is made to measles and pertussis epidemic time series data from 60 UK cities.

  1. Intention Recognition for Partial-Order Plans Using Dynamic Bayesian Networks

    OpenAIRE

    Krauthausen, Peter; Hanebeck, Uwe D.

    2009-01-01

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

  2. Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics

    Science.gov (United States)

    Pohorille, Andrew

    2006-01-01

    The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described

  3. Bayesian models: A statistical primer for ecologists

    Science.gov (United States)

    Hobbs, N. Thompson; Hooten, Mevin B.

    2015-01-01

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

  4. BAYESIAN IMAGE RESTORATION, USING CONFIGURATIONS

    Directory of Open Access Journals (Sweden)

    Thordis Linda Thorarinsdottir

    2011-05-01

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

  5. Reconciling deep calibration and demographic history: bayesian inference of post glacial colonization patterns in Carcinus aestuarii (Nardo, 1847 and C. maenas (Linnaeus, 1758.

    Directory of Open Access Journals (Sweden)

    Ilaria A M Marino

    Full Text Available A precise inference of past demographic histories including dating of demographic events using bayesian methods can only be achieved with the use of appropriate molecular rates and evolutionary models. Using a set of 596 mitochondrial cytochrome c oxidase I (COI sequences of two sister species of European green crabs of the genus Carcinus (C. maenas and C. aestuarii, our study shows how chronologies of past evolutionary events change significantly with the application of revised molecular rates that incorporate biogeographic events for calibration and appropriate demographic priors. A clear signal of demographic expansion was found for both species, dated between 10,000 and 20,000 years ago, which places the expansions events in a time frame following the Last Glacial Maximum (LGM. In the case of C. aestuarii, a population expansion was only inferred for the Adriatic-Ionian, suggestive of a colonization event following the flooding of the Adriatic Sea (18,000 years ago. For C. maenas, the demographic expansion inferred for the continental populations of West and North Europe might result from a northward recolonization from a southern refugium when the ice sheet retreated after the LGM. Collectively, our results highlight the importance of using adequate calibrations and demographic priors in order to avoid considerable overestimates of evolutionary time scales.

  6. Daniel Goodman’s empirical approach to Bayesian statistics

    Science.gov (United States)

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

    2016-01-01

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

  7. Bayesian networks in educational assessment

    CERN Document Server

    Almond, Russell G; Steinberg, Linda S; Yan, Duanli; Williamson, David M

    2015-01-01

    Bayesian inference networks, a synthesis of statistics and expert systems, have advanced reasoning under uncertainty in medicine, business, and social sciences. This innovative volume is the first comprehensive treatment exploring how they can be applied to design and analyze innovative educational assessments. Part I develops Bayes nets’ foundations in assessment, statistics, and graph theory, and works through the real-time updating algorithm. Part II addresses parametric forms for use with assessment, model-checking techniques, and estimation with the EM algorithm and Markov chain Monte Carlo (MCMC). A unique feature is the volume’s grounding in Evidence-Centered Design (ECD) framework for assessment design. This “design forward” approach enables designers to take full advantage of Bayes nets’ modularity and ability to model complex evidentiary relationships that arise from performance in interactive, technology-rich assessments such as simulations. Part III describes ECD, situates Bayes nets as ...

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

    Directory of Open Access Journals (Sweden)

    Lsxmikant-Sambhaji Kokate

    2011-07-01

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

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

    KAUST Repository

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

    2014-01-01

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

  10. Rational hypocrisy: a Bayesian analysis based on informal argumentation and slippery slopes.

    Science.gov (United States)

    Rai, Tage S; Holyoak, Keith J

    2014-01-01

    Moral hypocrisy is typically viewed as an ethical accusation: Someone is applying different moral standards to essentially identical cases, dishonestly claiming that one action is acceptable while otherwise equivalent actions are not. We suggest that in some instances the apparent logical inconsistency stems from different evaluations of a weak argument, rather than dishonesty per se. Extending Corner, Hahn, and Oaksford's (2006) analysis of slippery slope arguments, we develop a Bayesian framework in which accusations of hypocrisy depend on inferences of shared category membership between proposed actions and previous standards, based on prior probabilities that inform the strength of competing hypotheses. Across three experiments, we demonstrate that inferences of hypocrisy increase as perceptions of the likelihood of shared category membership between precedent cases and current cases increase, that these inferences follow established principles of category induction, and that the presence of self-serving motives increases inferences of hypocrisy independent of changes in the actions themselves. Taken together, these results demonstrate that Bayesian analyses of weak arguments may have implications for assessing moral reasoning. © 2014 Cognitive Science Society, Inc.

  11. How delusion is formed?

    Science.gov (United States)

    Park, Jong Suk; Kang, Ung Gu

    2016-02-01

    Traditionally, delusions have been considered to be the products of misinterpretation and irrationality. However, some theorists have argued that delusions are normal or rational cognitive responses to abnormal experiences. That is, when a recently experienced peculiar event is more plausibly explained by an extraordinary hypothesis, confidence in the veracity of this extraordinary explanation is reinforced. As the number of such experiences, driven by the primary disease process in the perceptual domain, increases, this confidence builds and solidifies, forming a delusion. We tried to understand the formation of delusions using a simulation based on Bayesian inference. We found that (1) even if a delusional explanation is only marginally more plausible than a non-delusional one, the repetition of the same experience results in a firm belief in the delusion. (2) The same process explains the systematization of delusions. (3) If the perceived plausibility of the explanation is not consistent but varies over time, the development of a delusion is delayed. Additionally, this model may explain why delusions are not corrected by persuasion or rational explanation. This Bayesian inference perspective can be considered a way to understand delusions in terms of rational human heuristics. However, such experiences of "rationality" can lead to irrational conclusions, depending on the characteristics of the subject. Copyright © 2015 Elsevier Ltd. All rights reserved.

  12. Bayesian approach in MN low dose of radiation counting

    International Nuclear Information System (INIS)

    Serna Berna, A.; Alcaraz, M.; Acevedo, C.; Navarro, J. L.; Alcanzar, M. D.; Canteras, M.

    2006-01-01

    The Micronucleus assay in lymphocytes is a well established technique for the assessment of genetic damage induced by ionizing radiation. Due to the presence of a natural background of MN the net MN is obtained by subtracting this value to the gross value. When very low doses of radiation are given the induced MN is close even lower than the predetermined background value. Furthermore, the damage distribution induced by the radiation follows a Poisson probability distribution. These two facts pose a difficult task to obtain the net counting rate in the exposed situations. It is possible to overcome this problem using a bayesian approach, in which the selection of a priori distributions for the background and net counting rate plays an important role. In the present work we make a detailed analysed using bayesian theory to infer the net counting rate in two different situations: a) when the background is known for an individual sample, using exact value value for the background and Jeffreys prior for the net counting rate, and b) when the background is not known and we make use of a population background distribution as background prior function and constant prior for the net counting rate. (Author)

  13. The anatomy of choice: active inference and agency

    Directory of Open Access Journals (Sweden)

    Karl eFriston

    2013-09-01

    Full Text Available This paper considers agency in the setting of embodied or active inference. In brief, we associate a sense of agency with prior beliefs about action and ask what sorts of beliefs underlie optimal behaviour. In particular, we consider prior beliefs that action minimises the Kullback-Leibler divergence between desired states and attainable states in the future. This allows one to formulate bounded rationality as approximate Bayesian inference that optimises a free energy bound on model evidence. We show that constructs like expected utility, exploration bonuses, softmax choice rules and optimism bias emerge as natural consequences of this formulation. Previous accounts of active inference have focused on predictive coding and Bayesian filtering schemes for minimising free energy. Here, we consider variational Bayes as an alternative scheme that provides formal constraints on the computational anatomy of inference and action – constraints that are remarkably consistent with neuroanatomy. Furthermore, this scheme contextualises optimal decision theory and economic (utilitarian formulations as pure inference problems. For example, expected utility theory emerges as a special case of free energy minimisation, where the sensitivity or inverse temperature (of softmax functions and quantal response equilibria has a unique and Bayes-optimal solution – that minimises free energy. This sensitivity corresponds to the precision of beliefs about behaviour, such that attainable goals are afforded a higher precision or confidence. In turn, this means that optimal behaviour entails a representation of confidence about outcomes that are under an agent's control.

  14. The anatomy of choice: active inference and agency.

    Science.gov (United States)

    Friston, Karl; Schwartenbeck, Philipp; Fitzgerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J

    2013-01-01

    This paper considers agency in the setting of embodied or active inference. In brief, we associate a sense of agency with prior beliefs about action and ask what sorts of beliefs underlie optimal behavior. In particular, we consider prior beliefs that action minimizes the Kullback-Leibler (KL) divergence between desired states and attainable states in the future. This allows one to formulate bounded rationality as approximate Bayesian inference that optimizes a free energy bound on model evidence. We show that constructs like expected utility, exploration bonuses, softmax choice rules and optimism bias emerge as natural consequences of this formulation. Previous accounts of active inference have focused on predictive coding and Bayesian filtering schemes for minimizing free energy. Here, we consider variational Bayes as an alternative scheme that provides formal constraints on the computational anatomy of inference and action-constraints that are remarkably consistent with neuroanatomy. Furthermore, this scheme contextualizes optimal decision theory and economic (utilitarian) formulations as pure inference problems. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (of softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution-that minimizes free energy. This sensitivity corresponds to the precision of beliefs about behavior, such that attainable goals are afforded a higher precision or confidence. In turn, this means that optimal behavior entails a representation of confidence about outcomes that are under an agent's control.

  15. Length Scales in Bayesian Automatic Adaptive Quadrature

    Directory of Open Access Journals (Sweden)

    Adam Gh.

    2016-01-01

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

  16. 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.

  17. A Bayesian method for detecting pairwise associations in compositional data.

    Directory of Open Access Journals (Sweden)

    Emma Schwager

    2017-11-01

    Full Text Available Compositional data consist of vectors of proportions normalized to a constant sum from a basis of unobserved counts. The sum constraint makes inference on correlations between unconstrained features challenging due to the information loss from normalization. However, such correlations are of long-standing interest in fields including ecology. We propose a novel Bayesian framework (BAnOCC: Bayesian Analysis of Compositional Covariance to estimate a sparse precision matrix through a LASSO prior. The resulting posterior, generated by MCMC sampling, allows uncertainty quantification of any function of the precision matrix, including the correlation matrix. We also use a first-order Taylor expansion to approximate the transformation from the unobserved counts to the composition in order to investigate what characteristics of the unobserved counts can make the correlations more or less difficult to infer. On simulated datasets, we show that BAnOCC infers the true network as well as previous methods while offering the advantage of posterior inference. Larger and more realistic simulated datasets further showed that BAnOCC performs well as measured by type I and type II error rates. Finally, we apply BAnOCC to a microbial ecology dataset from the Human Microbiome Project, which in addition to reproducing established ecological results revealed unique, competition-based roles for Proteobacteria in multiple distinct habitats.

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

    Science.gov (United States)

    Furtado-Junior, I; Abrunhosa, F A; Holanda, F C A F; Tavares, M C S

    2016-06-01

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

  19. Bayesian inference for data assimilation using Least-Squares Finite Element methods

    International Nuclear Information System (INIS)

    Dwight, Richard P

    2010-01-01

    It has recently been observed that Least-Squares Finite Element methods (LS-FEMs) can be used to assimilate experimental data into approximations of PDEs in a natural way, as shown by Heyes et al. in the case of incompressible Navier-Stokes flow. The approach was shown to be effective without regularization terms, and can handle substantial noise in the experimental data without filtering. Of great practical importance is that - unlike other data assimilation techniques - it is not significantly more expensive than a single physical simulation. However the method as presented so far in the literature is not set in the context of an inverse problem framework, so that for example the meaning of the final result is unclear. In this paper it is shown that the method can be interpreted as finding a maximum a posteriori (MAP) estimator in a Bayesian approach to data assimilation, with normally distributed observational noise, and a Bayesian prior based on an appropriate norm of the governing equations. In this setting the method may be seen to have several desirable properties: most importantly discretization and modelling error in the simulation code does not affect the solution in limit of complete experimental information, so these errors do not have to be modelled statistically. Also the Bayesian interpretation better justifies the choice of the method, and some useful generalizations become apparent. The technique is applied to incompressible Navier-Stokes flow in a pipe with added velocity data, where its effectiveness, robustness to noise, and application to inverse problems is demonstrated.

  20. Bayesian ensemble refinement by replica simulations and reweighting

    Science.gov (United States)

    Hummer, Gerhard; Köfinger, Jürgen

    2015-12-01

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

  1. 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.

  2. An Overview of Bayesian Methods for Neural Spike Train Analysis

    Directory of Open Access Journals (Sweden)

    Zhe Chen

    2013-01-01

    Full Text Available Neural spike train analysis is an important task in computational neuroscience which aims to understand neural mechanisms and gain insights into neural circuits. With the advancement of multielectrode recording and imaging technologies, it has become increasingly demanding to develop statistical tools for analyzing large neuronal ensemble spike activity. Here we present a tutorial overview of Bayesian methods and their representative applications in neural spike train analysis, at both single neuron and population levels. On the theoretical side, we focus on various approximate Bayesian inference techniques as applied to latent state and parameter estimation. On the application side, the topics include spike sorting, tuning curve estimation, neural encoding and decoding, deconvolution of spike trains from calcium imaging signals, and inference of neuronal functional connectivity and synchrony. Some research challenges and opportunities for neural spike train analysis are discussed.

  3. Bayesian inference reveals positive but subtle effects of experimental fishery closures on marine predator demographics

    Science.gov (United States)

    Barham, Barbara J.; Barham, Peter J.; Campbell, Kate J.; Crawford, Robert J. M.; Grigg, Jennifer; Horswill, Cat; Morris, Taryn L.; Pichegru, Lorien; Steinfurth, Antje; Weller, Florian; Winker, Henning

    2018-01-01

    Global forage-fish landings are increasing, with potentially grave consequences for marine ecosystems. Predators of forage fish may be influenced by this harvest, but the nature of these effects is contentious. Experimental fishery manipulations offer the best solution to quantify population-level impacts, but are rare. We used Bayesian inference to examine changes in chick survival, body condition and population growth rate of endangered African penguins Spheniscus demersus in response to 8 years of alternating time–area closures around two pairs of colonies. Our results demonstrate that fishing closures improved chick survival and condition, after controlling for changing prey availability. However, this effect was inconsistent across sites and years, highlighting the difficultly of assessing management interventions in marine ecosystems. Nevertheless, modelled increases in population growth rates exceeded 1% at one colony; i.e. the threshold considered biologically meaningful by fisheries management in South Africa. Fishing closures evidently can improve the population trend of a forage-fish-dependent predator—we therefore recommend they continue in South Africa and support their application elsewhere. However, detecting demographic gains for mobile marine predators from small no-take zones requires experimental time frames and scales that will often exceed those desired by decision makers. PMID:29343602

  4. Attention in a bayesian framework

    DEFF Research Database (Denmark)

    Whiteley, Louise Emma; Sahani, Maneesh

    2012-01-01

    , and include both selective phenomena, where attention is invoked by cues that point to particular stimuli, and integrative phenomena, where attention is invoked dynamically by endogenous processing. However, most previous Bayesian accounts of attention have focused on describing relatively simple experimental...... selective and integrative roles, and thus cannot be easily extended to complex environments. We suggest that the resource bottleneck stems from the computational intractability of exact perceptual inference in complex settings, and that attention reflects an evolved mechanism for approximate inference which...... can be shaped to refine the local accuracy of perception. We show that this approach extends the simple picture of attention as prior, so as to provide a unified and computationally driven account of both selective and integrative attentional phenomena....

  5. 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.

  6. Conjunction analysis and propositional logic in fMRI data analysis using Bayesian statistics.

    Science.gov (United States)

    Rudert, Thomas; Lohmann, Gabriele

    2008-12-01

    To evaluate logical expressions over different effects in data analyses using the general linear model (GLM) and to evaluate logical expressions over different posterior probability maps (PPMs). In functional magnetic resonance imaging (fMRI) data analysis, the GLM was applied to estimate unknown regression parameters. Based on the GLM, Bayesian statistics can be used to determine the probability of conjunction, disjunction, implication, or any other arbitrary logical expression over different effects or contrast. For second-level inferences, PPMs from individual sessions or subjects are utilized. These PPMs can be combined to a logical expression and its probability can be computed. The methods proposed in this article are applied to data from a STROOP experiment and the methods are compared to conjunction analysis approaches for test-statistics. The combination of Bayesian statistics with propositional logic provides a new approach for data analyses in fMRI. Two different methods are introduced for propositional logic: the first for analyses using the GLM and the second for common inferences about different probability maps. The methods introduced extend the idea of conjunction analysis to a full propositional logic and adapt it from test-statistics to Bayesian statistics. The new approaches allow inferences that are not possible with known standard methods in fMRI. (c) 2008 Wiley-Liss, Inc.

  7. Bayesian assignment of gene ontology terms to gene expression experiments

    Science.gov (United States)

    Sykacek, P.

    2012-01-01

    Motivation: Gene expression assays allow for genome scale analyses of molecular biological mechanisms. State-of-the-art data analysis provides lists of involved genes, either by calculating significance levels of mRNA abundance or by Bayesian assessments of gene activity. A common problem of such approaches is the difficulty of interpreting the biological implication of the resulting gene lists. This lead to an increased interest in methods for inferring high-level biological information. A common approach for representing high level information is by inferring gene ontology (GO) terms which may be attributed to the expression data experiment. Results: This article proposes a probabilistic model for GO term inference. Modelling assumes that gene annotations to GO terms are available and gene involvement in an experiment is represented by a posterior probabilities over gene-specific indicator variables. Such probability measures result from many Bayesian approaches for expression data analysis. The proposed model combines these indicator probabilities in a probabilistic fashion and provides a probabilistic GO term assignment as a result. Experiments on synthetic and microarray data suggest that advantages of the proposed probabilistic GO term inference over statistical test-based approaches are in particular evident for sparsely annotated GO terms and in situations of large uncertainty about gene activity. Provided that appropriate annotations exist, the proposed approach is easily applied to inferring other high level assignments like pathways. Availability: Source code under GPL license is available from the author. Contact: peter.sykacek@boku.ac.at PMID:22962488

  8. Bayesian assignment of gene ontology terms to gene expression experiments.

    Science.gov (United States)

    Sykacek, P

    2012-09-15

    Gene expression assays allow for genome scale analyses of molecular biological mechanisms. State-of-the-art data analysis provides lists of involved genes, either by calculating significance levels of mRNA abundance or by Bayesian assessments of gene activity. A common problem of such approaches is the difficulty of interpreting the biological implication of the resulting gene lists. This lead to an increased interest in methods for inferring high-level biological information. A common approach for representing high level information is by inferring gene ontology (GO) terms which may be attributed to the expression data experiment. This article proposes a probabilistic model for GO term inference. Modelling assumes that gene annotations to GO terms are available and gene involvement in an experiment is represented by a posterior probabilities over gene-specific indicator variables. Such probability measures result from many Bayesian approaches for expression data analysis. The proposed model combines these indicator probabilities in a probabilistic fashion and provides a probabilistic GO term assignment as a result. Experiments on synthetic and microarray data suggest that advantages of the proposed probabilistic GO term inference over statistical test-based approaches are in particular evident for sparsely annotated GO terms and in situations of large uncertainty about gene activity. Provided that appropriate annotations exist, the proposed approach is easily applied to inferring other high level assignments like pathways. Source code under GPL license is available from the author. peter.sykacek@boku.ac.at.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2015-10-15

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

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

    International Nuclear Information System (INIS)

    Choi, Sanhae; Yoon, Jae Young; Hwang, Il Soon

    2015-01-01

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

  11. Statistical inference and Aristotle's Rhetoric.

    Science.gov (United States)

    Macdonald, Ranald R

    2004-11-01

    Formal logic operates in a closed system where all the information relevant to any conclusion is present, whereas this is not the case when one reasons about events and states of the world. Pollard and Richardson drew attention to the fact that the reasoning behind statistical tests does not lead to logically justifiable conclusions. In this paper statistical inferences are defended not by logic but by the standards of everyday reasoning. Aristotle invented formal logic, but argued that people mostly get at the truth with the aid of enthymemes--incomplete syllogisms which include arguing from examples, analogies and signs. It is proposed that statistical tests work in the same way--in that they are based on examples, invoke the analogy of a model and use the size of the effect under test as a sign that the chance hypothesis is unlikely. Of existing theories of statistical inference only a weak version of Fisher's takes this into account. Aristotle anticipated Fisher by producing an argument of the form that there were too many cases in which an outcome went in a particular direction for that direction to be plausibly attributed to chance. We can therefore conclude that Aristotle would have approved of statistical inference and there is a good reason for calling this form of statistical inference classical.

  12. Inferring late-Holocene climate in the Ecuadorian Andes using a chironomid-based temperature inference model

    Science.gov (United States)

    Matthews-Bird, Frazer; Brooks, Stephen J.; Holden, Philip B.; Montoya, Encarni; Gosling, William D.

    2016-06-01

    Presented here is the first chironomid calibration data set for tropical South America. Surface sediments were collected from 59 lakes across Bolivia (15 lakes), Peru (32 lakes), and Ecuador (12 lakes) between 2004 and 2013 over an altitudinal gradient from 150 m above sea level (a.s.l) to 4655 m a.s.l, between 0-17° S and 64-78° W. The study sites cover a mean annual temperature (MAT) gradient of 25 °C. In total, 55 chironomid taxa were identified in the 59 calibration data set lakes. When used as a single explanatory variable, MAT explains 12.9 % of the variance (λ1/λ2 = 1.431). Two inference models were developed using weighted averaging (WA) and Bayesian methods. The best-performing model using conventional statistical methods was a WA (inverse) model (R2jack = 0.890; RMSEPjack = 2.404 °C, RMSEP - root mean squared error of prediction; mean biasjack = -0.017 °C; max biasjack = 4.665 °C). The Bayesian method produced a model with R2jack = 0.909, RMSEPjack = 2.373 °C, mean biasjack = 0.598 °C, and max biasjack = 3.158 °C. Both models were used to infer past temperatures from a ca. 3000-year record from the tropical Andes of Ecuador, Laguna Pindo. Inferred temperatures fluctuated around modern-day conditions but showed significant departures at certain intervals (ca. 1600 cal yr BP; ca. 3000-2500 cal yr BP). Both methods (WA and Bayesian) showed similar patterns of temperature variability; however, the magnitude of fluctuations differed. In general the WA method was more variable and often underestimated Holocene temperatures (by ca. -7 ± 2.5 °C relative to the modern period). The Bayesian method provided temperature anomaly estimates for cool periods that lay within the expected range of the Holocene (ca. -3 ± 3.4 °C). The error associated with both reconstructions is consistent with a constant temperature of 20 °C for the past 3000 years. We would caution, however, against an over-interpretation at this stage. The reconstruction can only

  13. Algorithms for Bayesian network modeling and reliability assessment of infrastructure systems

    International Nuclear Information System (INIS)

    Tien, Iris; Der Kiureghian, Armen

    2016-01-01

    Novel algorithms are developed to enable the modeling of large, complex infrastructure systems as Bayesian networks (BNs). These include a compression algorithm that significantly reduces the memory storage required to construct the BN model, and an updating algorithm that performs inference on compressed matrices. These algorithms address one of the major obstacles to widespread use of BNs for system reliability assessment, namely the exponentially increasing amount of information that needs to be stored as the number of components in the system increases. The proposed compression and inference algorithms are described and applied to example systems to investigate their performance compared to that of existing algorithms. Orders of magnitude savings in memory storage requirement are demonstrated using the new algorithms, enabling BN modeling and reliability analysis of larger infrastructure systems. - Highlights: • Novel algorithms developed for Bayesian network modeling of infrastructure systems. • Algorithm presented to compress information in conditional probability tables. • Updating algorithm presented to perform inference on compressed matrices. • Algorithms applied to example systems to investigate their performance. • Orders of magnitude savings in memory storage requirement demonstrated.

  14. Inverse Problems in a Bayesian Setting

    KAUST Repository

    Matthies, Hermann G.

    2016-02-13

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

  15. Inverse Problems in a Bayesian Setting

    KAUST Repository

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

    2016-01-01

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

  16. The accuracy and clinical feasibility of a new Bayesian-based closed-loop control system for propofol administration using the bispectral index as a controlled variable

    NARCIS (Netherlands)

    De Smet, Tom; Struys, Michel M. R. F.; Neckebroek, Martine M.; Van den Hauwe, Kristof; Bonte, Sjoert; Mortier, Eric P.

    2008-01-01

    BACKGROUND: Closed-loop control of the hypnotic component of anesthesia has been proposed in an attempt to optimize drug delivery. Here, we introduce a newly developed Bayesian-based, patient-individualized, model-based, adaptive control method for bispectral index (BIS) guided propofol infusion

  17. Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

    Science.gov (United States)

    Palacios, Julia A; Minin, Vladimir N

    2013-03-01

    Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.

  18. Bayesian inference of uncertainties in precipitation-streamflow modeling in a snow affected catchment

    Science.gov (United States)

    Koskela, J. J.; Croke, B. W. F.; Koivusalo, H.; Jakeman, A. J.; Kokkonen, T.

    2012-11-01

    Bayesian inference is used to study the effect of precipitation and model structural uncertainty on estimates of model parameters and confidence limits of predictive variables in a conceptual rainfall-runoff model in the snow-fed Rudbäck catchment (142 ha) in southern Finland. The IHACRES model is coupled with a simple degree day model to account for snow accumulation and melt. The posterior probability distribution of the model parameters is sampled by using the Differential Evolution Adaptive Metropolis (DREAM(ZS)) algorithm and the generalized likelihood function. Precipitation uncertainty is taken into account by introducing additional latent variables that were used as multipliers for individual storm events. Results suggest that occasional snow water equivalent (SWE) observations together with daily streamflow observations do not contain enough information to simultaneously identify model parameters, precipitation uncertainty and model structural uncertainty in the Rudbäck catchment. The addition of an autoregressive component to account for model structure error and latent variables having uniform priors to account for input uncertainty lead to dubious posterior distributions of model parameters. Thus our hypothesis that informative priors for latent variables could be replaced by additional SWE data could not be confirmed. The model was found to work adequately in 1-day-ahead simulation mode, but the results were poor in the simulation batch mode. This was caused by the interaction of parameters that were used to describe different sources of uncertainty. The findings may have lessons for other cases where parameterizations are similarly high in relation to available prior information.

  19. Inference from concave stochastic frontiers and the covariance of firm efficiency measures across firms

    International Nuclear Information System (INIS)

    Dashti, Imad

    2003-01-01

    This paper uses a Bayesian stochastic frontier model to obtain confidence intervals on firm efficiency measures of electric utilities rather than the point estimates reported in most previous studies. Results reveal that the stochastic frontier model yields imprecise measures of firm efficiency. However, the application produces much more precise inference on pairwise efficiency comparisons of firms due to a sometimes strong positive covariance of efficiency measures across firms. In addition, we examine the sensitivity to functional form by repeating the analysis for Cobb-Douglas, translog and Fourier frontiers, with and without imposing monotonicity and concavity

  20. From least squares to multilevel modeling: A graphical introduction to Bayesian inference

    Science.gov (United States)

    Loredo, Thomas J.

    2016-01-01

    This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.

  1. Bias correction and Bayesian analysis of aggregate counts in SAGE libraries

    Directory of Open Access Journals (Sweden)

    Briggs William M

    2010-02-01

    Full Text Available Abstract Background Tag-based techniques, such as SAGE, are commonly used to sample the mRNA pool of an organism's transcriptome. Incomplete digestion during the tag formation process may allow for multiple tags to be generated from a given mRNA transcript. The probability of forming a tag varies with its relative location. As a result, the observed tag counts represent a biased sample of the actual transcript pool. In SAGE this bias can be avoided by ignoring all but the 3' most tag but will discard a large fraction of the observed data. Taking this bias into account should allow more of the available data to be used leading to increased statistical power. Results Three new hierarchical models, which directly embed a model for the variation in tag formation probability, are proposed and their associated Bayesian inference algorithms are developed. These models may be applied to libraries at both the tag and aggregate level. Simulation experiments and analysis of real data are used to contrast the accuracy of the various methods. The consequences of tag formation bias are discussed in the context of testing differential expression. A description is given as to how these algorithms can be applied in that context. Conclusions Several Bayesian inference algorithms that account for tag formation effects are compared with the DPB algorithm providing clear evidence of superior performance. The accuracy of inferences when using a particular non-informative prior is found to depend on the expression level of a given gene. The multivariate nature of the approach easily allows both univariate and joint tests of differential expression. Calculations demonstrate the potential for false positive and negative findings due to variation in tag formation probabilities across samples when testing for differential expression.

  2. 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.

  3. Active Inference, homeostatic regulation and adaptive behavioural control.

    Science.gov (United States)

    Pezzulo, Giovanni; Rigoli, Francesco; Friston, Karl

    2015-11-01

    We review a theory of homeostatic regulation and adaptive behavioural control within the Active Inference framework. Our aim is to connect two research streams that are usually considered independently; namely, Active Inference and associative learning theories of animal behaviour. The former uses a probabilistic (Bayesian) formulation of perception and action, while the latter calls on multiple (Pavlovian, habitual, goal-directed) processes for homeostatic and behavioural control. We offer a synthesis these classical processes and cast them as successive hierarchical contextualisations of sensorimotor constructs, using the generative models that underpin Active Inference. This dissolves any apparent mechanistic distinction between the optimization processes that mediate classical control or learning. Furthermore, we generalize the scope of Active Inference by emphasizing interoceptive inference and homeostatic regulation. The ensuing homeostatic (or allostatic) perspective provides an intuitive explanation for how priors act as drives or goals to enslave action, and emphasises the embodied nature of inference. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.

  4. Probability and Bayesian statistics

    CERN Document Server

    1987-01-01

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

  5. Generative inference for cultural evolution.

    Science.gov (United States)

    Kandler, Anne; Powell, Adam

    2018-04-05

    One of the major challenges in cultural evolution is to understand why and how various forms of social learning are used in human populations, both now and in the past. To date, much of the theoretical work on social learning has been done in isolation of data, and consequently many insights focus on revealing the learning processes or the distributions of cultural variants that are expected to have evolved in human populations. In population genetics, recent methodological advances have allowed a greater understanding of the explicit demographic and/or selection mechanisms that underlie observed allele frequency distributions across the globe, and their change through time. In particular, generative frameworks-often using coalescent-based simulation coupled with approximate Bayesian computation (ABC)-have provided robust inferences on the human past, with no reliance on a priori assumptions of equilibrium. Here, we demonstrate the applicability and utility of generative inference approaches to the field of cultural evolution. The framework advocated here uses observed population-level frequency data directly to establish the likely presence or absence of particular hypothesized learning strategies. In this context, we discuss the problem of equifinality and argue that, in the light of sparse cultural data and the multiplicity of possible social learning processes, the exclusion of those processes inconsistent with the observed data might be the most instructive outcome. Finally, we summarize the findings of generative inference approaches applied to a number of case studies.This article is part of the theme issue 'Bridging cultural gaps: interdisciplinary studies in human cultural evolution'. © 2018 The Author(s).

  6. 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

  7. Probabilistic safety assessment model in consideration of human factors based on object-oriented bayesian networks

    International Nuclear Information System (INIS)

    Zhou Zhongbao; Zhou Jinglun; Sun Quan

    2007-01-01

    Effect of Human factors on system safety is increasingly serious, which is often ignored in traditional probabilistic safety assessment methods however. A new probabilistic safety assessment model based on object-oriented Bayesian networks is proposed in this paper. Human factors are integrated into the existed event sequence diagrams. Then the classes of the object-oriented Bayesian networks are constructed which are converted to latent Bayesian networks for inference. Finally, the inference results are integrated into event sequence diagrams for probabilistic safety assessment. The new method is applied to the accident of loss of coolant in a nuclear power plant. the results show that the model is not only applicable to real-time situation assessment, but also applicable to situation assessment based certain amount of information. The modeling complexity is kept down and the new method is appropriate to large complex systems due to the thoughts of object-oriented. (authors)

  8. Phylogeny of Celastrus L. (Celastraceae) inferred from two nuclear and three plastid markers.

    Science.gov (United States)

    Mu, Xian-Yun; Zhao, Liang-Cheng; Zhang, Zhi-Xiang

    2012-09-01

    This is the first comprehensive molecular investigation of the genus Celastrus L. Phylogenetic relationships within the genus were assessed based on sequences of two nuclear (ETS, ITS) and three plastid (psbA-trnH, rpl16 and trnL-F) regions using the Bayesian inference and the maximum parsimony methods. Our results show that Celastrus, together with Tripterygium, formed a maximal supported clade. Within the cluster, Celastrus is composed of a basal clade and a core Celastrus clade, and the latter is consisted of six subclades. Relationships among species are more influenced by latitude than continental distribution patterns. The cauline cyme and lunate seeds are distinct characters to one of the maximal supported subclades. Their close relationship, similar geographical pattern and habitat imply that C. flagellaris may be a potential invasive species threatening C. scandens in North America. Celastrus leiocarpus, C. oblanceifolius and C. rugosus are confirmed as synonyms of C. punctatus, C. aculeatus and C. glaucophyllus, respectively. Discordance between the molecular data and previous morphology-based subgeneric classifications are noted. More works are needed to clarify the relationship between Celastrus and Tripterygium and the species within Celastrus.

  9. 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

  10. The maximum entropy method of moments and Bayesian probability theory

    Science.gov (United States)

    Bretthorst, G. Larry

    2013-08-01

    The problem of density estimation occurs in many disciplines. For example, in MRI it is often necessary to classify the types of tissues in an image. To perform this classification one must first identify the characteristics of the tissues to be classified. These characteristics might be the intensity of a T1 weighted image and in MRI many other types of characteristic weightings (classifiers) may be generated. In a given tissue type there is no single intensity that characterizes the tissue, rather there is a distribution of intensities. Often this distributions can be characterized by a Gaussian, but just as often it is much more complicated. Either way, estimating the distribution of intensities is an inference problem. In the case of a Gaussian distribution, one must estimate the mean and standard deviation. However, in the Non-Gaussian case the shape of the density function itself must be inferred. Three common techniques for estimating density functions are binned histograms [1, 2], kernel density estimation [3, 4], and the maximum entropy method of moments [5, 6]. In the introduction, the maximum entropy method of moments will be reviewed. Some of its problems and conditions under which it fails will be discussed. Then in later sections, the functional form of the maximum entropy method of moments probability distribution will be incorporated into Bayesian probability theory. It will be shown that Bayesian probability theory solves all of the problems with the maximum entropy method of moments. One gets posterior probabilities for the Lagrange multipliers, and, finally, one can put error bars on the resulting estimated density function.

  11. A Bayesian Justification for Random Sampling in Sample Survey

    Directory of Open Access Journals (Sweden)

    Glen Meeden

    2012-07-01

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

  12. Inferring the most probable maps of underground utilities using Bayesian mapping model

    Science.gov (United States)

    Bilal, Muhammad; Khan, Wasiq; Muggleton, Jennifer; Rustighi, Emiliano; Jenks, Hugo; Pennock, Steve R.; Atkins, Phil R.; Cohn, Anthony

    2018-03-01

    Mapping the Underworld (MTU), a major initiative in the UK, is focused on addressing social, environmental and economic consequences raised from the inability to locate buried underground utilities (such as pipes and cables) by developing a multi-sensor mobile device. The aim of MTU device is to locate different types of buried assets in real time with the use of automated data processing techniques and statutory records. The statutory records, even though typically being inaccurate and incomplete, provide useful prior information on what is buried under the ground and where. However, the integration of information from multiple sensors (raw data) with these qualitative maps and their visualization is challenging and requires the implementation of robust machine learning/data fusion approaches. An approach for automated creation of revised maps was developed as a Bayesian Mapping model in this paper by integrating the knowledge extracted from sensors raw data and available statutory records. The combination of statutory records with the hypotheses from sensors was for initial estimation of what might be found underground and roughly where. The maps were (re)constructed using automated image segmentation techniques for hypotheses extraction and Bayesian classification techniques for segment-manhole connections. The model consisting of image segmentation algorithm and various Bayesian classification techniques (segment recognition and expectation maximization (EM) algorithm) provided robust performance on various simulated as well as real sites in terms of predicting linear/non-linear segments and constructing refined 2D/3D maps.

  13. Inferring the Gibbs state of a small quantum system

    International Nuclear Information System (INIS)

    Rau, Jochen

    2011-01-01

    Gibbs states are familiar from statistical mechanics, yet their use is not limited to that domain. For instance, they also feature in the maximum entropy reconstruction of quantum states from incomplete measurement data. Outside the macroscopic realm, however, estimating a Gibbs state is a nontrivial inference task, due to two complicating factors: the proper set of relevant observables might not be evident a priori; and whenever data are gathered from a small sample only, the best estimate for the Lagrange parameters is invariably affected by the experimenter's prior bias. I show how the two issues can be tackled with the help of Bayesian model selection and Bayesian interpolation, respectively, and illustrate the use of these Bayesian techniques with a number of simple examples.

  14. Robustifying Bayesian nonparametric mixtures for count data.

    Science.gov (United States)

    Canale, Antonio; Prünster, Igor

    2017-03-01

    Our motivating application stems from surveys of natural populations and is characterized by large spatial heterogeneity in the counts, which makes parametric approaches to modeling local animal abundance too restrictive. We adopt a Bayesian nonparametric approach based on mixture models and innovate with respect to popular Dirichlet process mixture of Poisson kernels by increasing the model flexibility at the level both of the kernel and the nonparametric mixing measure. This allows to derive accurate and robust estimates of the distribution of local animal abundance and of the corresponding clusters. The application and a simulation study for different scenarios yield also some general methodological implications. Adding flexibility solely at the level of the mixing measure does not improve inferences, since its impact is severely limited by the rigidity of the Poisson kernel with considerable consequences in terms of bias. However, once a kernel more flexible than the Poisson is chosen, inferences can be robustified by choosing a prior more general than the Dirichlet process. Therefore, to improve the performance of Bayesian nonparametric mixtures for count data one has to enrich the model simultaneously at both levels, the kernel and the mixing measure. © 2016, The International Biometric Society.

  15. 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.

  16. Multiple player tracking in sports video: a dual-mode two-way bayesian inference approach with progressive observation modeling.

    Science.gov (United States)

    Xing, Junliang; Ai, Haizhou; Liu, Liwei; Lao, Shihong

    2011-06-01

    Multiple object tracking (MOT) is a very challenging task yet of fundamental importance for many practical applications. In this paper, we focus on the problem of tracking multiple players in sports video which is even more difficult due to the abrupt movements of players and their complex interactions. To handle the difficulties in this problem, we present a new MOT algorithm which contributes both in the observation modeling level and in the tracking strategy level. For the observation modeling, we develop a progressive observation modeling process that is able to provide strong tracking observations and greatly facilitate the tracking task. For the tracking strategy, we propose a dual-mode two-way Bayesian inference approach which dynamically switches between an offline general model and an online dedicated model to deal with single isolated object tracking and multiple occluded object tracking integrally by forward filtering and backward smoothing. Extensive experiments on different kinds of sports videos, including football, basketball, as well as hockey, demonstrate the effectiveness and efficiency of the proposed method.

  17. Causal learning and inference as a rational process: the new synthesis.

    Science.gov (United States)

    Holyoak, Keith J; Cheng, Patricia W

    2011-01-01

    Over the past decade, an active line of research within the field of human causal learning and inference has converged on a general representational framework: causal models integrated with bayesian probabilistic inference. We describe this new synthesis, which views causal learning and inference as a fundamentally rational process, and review a sample of the empirical findings that support the causal framework over associative alternatives. Causal events, like all events in the distal world as opposed to our proximal perceptual input, are inherently unobservable. A central assumption of the causal approach is that humans (and potentially nonhuman animals) have been designed in such a way as to infer the most invariant causal relations for achieving their goals based on observed events. In contrast, the associative approach assumes that learners only acquire associations among important observed events, omitting the representation of the distal relations. By incorporating bayesian inference over distributions of causal strength and causal structures, along with noisy-logical (i.e., causal) functions for integrating the influences of multiple causes on a single effect, human judgments about causal strength and structure can be predicted accurately for relatively simple causal structures. Dynamic models of learning based on the causal framework can explain patterns of acquisition observed with serial presentation of contingency data and are consistent with available neuroimaging data. The approach has been extended to a diverse range of inductive tasks, including category-based and analogical inferences.

  18. BAYESIAN MAGNETOHYDRODYNAMIC SEISMOLOGY OF CORONAL LOOPS

    International Nuclear Information System (INIS)

    Arregui, I.; Asensio Ramos, A.

    2011-01-01

    We perform a Bayesian parameter inference in the context of resonantly damped transverse coronal loop oscillations. The forward problem is solved in terms of parametric results for kink waves in one-dimensional flux tubes in the thin tube and thin boundary approximations. For the inverse problem, we adopt a Bayesian approach to infer the most probable values of the relevant parameters, for given observed periods and damping times, and to extract their confidence levels. The posterior probability distribution functions are obtained by means of Markov Chain Monte Carlo simulations, incorporating observed uncertainties in a consistent manner. We find well-localized solutions in the posterior probability distribution functions for two of the three parameters of interest, namely the Alfven travel time and the transverse inhomogeneity length scale. The obtained estimates for the Alfven travel time are consistent with previous inversion results, but the method enables us to additionally constrain the transverse inhomogeneity length scale and to estimate real error bars for each parameter. When observational estimates for the density contrast are used, the method enables us to fully constrain the three parameters of interest. These results can serve to improve our current estimates of unknown physical parameters in coronal loops and to test the assumed theoretical model.

  19. Bayesian inference data evaluation and decisions

    CERN Document Server

    Harney, Hanns Ludwig

    2016-01-01

    This new edition offers a comprehensive introduction to the analysis of data using Bayes rule. It generalizes Gaussian error intervals to situations in which the data follow distributions other than Gaussian. This is particularly useful when the observed parameter is barely above the background or the histogram of multiparametric data contains many empty bins, so that the determination of the validity of a theory cannot be based on the chi-squared-criterion. In addition to the solutions of practical problems, this approach provides an epistemic insight: the logic of quantum mechanics is obtained as the logic of unbiased inference from counting data. New sections feature factorizing parameters, commuting parameters, observables in quantum mechanics, the art of fitting with coherent and with incoherent alternatives and fitting with multinomial distribution. Additional problems and examples help deepen the knowledge. Requiring no knowledge of quantum mechanics, the book is written on introductory level, with man...

  20. Implementation of a Bayesian Engine for Uncertainty Analysis

    Energy Technology Data Exchange (ETDEWEB)

    Leng Vang; Curtis Smith; Steven Prescott

    2014-08-01

    In probabilistic risk assessment, it is important to have an environment where analysts have access to a shared and secured high performance computing and a statistical analysis tool package. As part of the advanced small modular reactor probabilistic risk analysis framework implementation, we have identified the need for advanced Bayesian computations. However, in order to make this technology available to non-specialists, there is also a need of a simplified tool that allows users to author models and evaluate them within this framework. As a proof-of-concept, we have implemented an advanced open source Bayesian inference tool, OpenBUGS, within the browser-based cloud risk analysis framework that is under development at the Idaho National Laboratory. This development, the “OpenBUGS Scripter” has been implemented as a client side, visual web-based and integrated development environment for creating OpenBUGS language scripts. It depends on the shared server environment to execute the generated scripts and to transmit results back to the user. The visual models are in the form of linked diagrams, from which we automatically create the applicable OpenBUGS script that matches the diagram. These diagrams can be saved locally or stored on the server environment to be shared with other users.

  1. Theory-based Bayesian models of inductive learning and reasoning.

    Science.gov (United States)

    Tenenbaum, Joshua B; Griffiths, Thomas L; Kemp, Charles

    2006-07-01

    Inductive inference allows humans to make powerful generalizations from sparse data when learning about word meanings, unobserved properties, causal relationships, and many other aspects of the world. Traditional accounts of induction emphasize either the power of statistical learning, or the importance of strong constraints from structured domain knowledge, intuitive theories or schemas. We argue that both components are necessary to explain the nature, use and acquisition of human knowledge, and we introduce a theory-based Bayesian framework for modeling inductive learning and reasoning as statistical inferences over structured knowledge representations.

  2. Priming trait inferences through pictures and moving pictures: the impact of open and closed mindsets.

    Science.gov (United States)

    Fiedler, Klaus; Schenck, Wolfram; Watling, Marlin; Menges, Jochen I

    2005-02-01

    A newly developed paradigm for studying spontaneous trait inferences (STI) was applied in 3 experiments. The authors primed dyadic stimulus behaviors involving a subject (S) and an object (O) person through degraded pictures or movies. An encoding task called for the verification of either a graphical feature or a semantic interpretation, which either fit or did not fit the primed behavior. Next, participants had to identify a trait word that appeared gradually behind a mask and that either matched or did not match the primed behavior. STI effects, defined as shorter identification latencies for matching than nonmatching traits, were stronger for S than for O traits, after graphical rather than semantic encoding decisions and after encoding failures. These findings can be explained by assuming that trait inferences are facilitated by open versus closed mindsets supposed to result from distracting (graphical) encoding tasks or encoding failures (involving nonfitting interpretations).

  3. Surrogate based approaches to parameter inference in ocean models

    KAUST Repository

    Knio, Omar

    2016-01-06

    This talk discusses the inference of physical parameters using model surrogates. Attention is focused on the use of sampling schemes to build suitable representations of the dependence of the model response on uncertain input data. Non-intrusive spectral projections and regularized regressions are used for this purpose. A Bayesian inference formalism is then applied to update the uncertain inputs based on available measurements or observations. To perform the update, we consider two alternative approaches, based on the application of Markov Chain Monte Carlo methods or of adjoint-based optimization techniques. We outline the implementation of these techniques to infer dependence of wind drag, bottom drag, and internal mixing coefficients.

  4. Surrogate based approaches to parameter inference in ocean models

    KAUST Repository

    Knio, Omar

    2016-01-01

    This talk discusses the inference of physical parameters using model surrogates. Attention is focused on the use of sampling schemes to build suitable representations of the dependence of the model response on uncertain input data. Non-intrusive spectral projections and regularized regressions are used for this purpose. A Bayesian inference formalism is then applied to update the uncertain inputs based on available measurements or observations. To perform the update, we consider two alternative approaches, based on the application of Markov Chain Monte Carlo methods or of adjoint-based optimization techniques. We outline the implementation of these techniques to infer dependence of wind drag, bottom drag, and internal mixing coefficients.

  5. A Bayesian statistical method for quantifying model form uncertainty and two model combination methods

    International Nuclear Information System (INIS)

    Park, Inseok; Grandhi, Ramana V.

    2014-01-01

    Apart from parametric uncertainty, model form uncertainty as well as prediction error may be involved in the analysis of engineering system. Model form uncertainty, inherently existing in selecting the best approximation from a model set cannot be ignored, especially when the predictions by competing models show significant differences. In this research, a methodology based on maximum likelihood estimation is presented to quantify model form uncertainty using the measured differences of experimental and model outcomes, and is compared with a fully Bayesian estimation to demonstrate its effectiveness. While a method called the adjustment factor approach is utilized to propagate model form uncertainty alone into the prediction of a system response, a method called model averaging is utilized to incorporate both model form uncertainty and prediction error into it. A numerical problem of concrete creep is used to demonstrate the processes for quantifying model form uncertainty and implementing the adjustment factor approach and model averaging. Finally, the presented methodology is applied to characterize the engineering benefits of a laser peening process

  6. Bayesian analysis of Markov point processes

    DEFF Research Database (Denmark)

    Berthelsen, Kasper Klitgaard; Møller, Jesper

    2006-01-01

    Recently Møller, Pettitt, Berthelsen and Reeves introduced a new MCMC methodology for drawing samples from a posterior distribution when the likelihood function is only specified up to a normalising constant. We illustrate the method in the setting of Bayesian inference for Markov point processes...... a partially ordered Markov point process as the auxiliary variable. As the method requires simulation from the "unknown" likelihood, perfect simulation algorithms for spatial point processes become useful....

  7. Bayesian inference for spatio-temporal spike-and-slab priors

    DEFF Research Database (Denmark)

    Andersen, Michael Riis; Vehtari, Aki; Winther, Ole

    2017-01-01

    a transformed Gaussian process on the spike-and-slab probabilities. An expectation propagation (EP) algorithm for posterior inference under the proposed model is derived. For large scale problems, the standard EP algorithm can be prohibitively slow. We therefore introduce three different approximation schemes...

  8. Bayesian Action–Perception Computational Model: Interaction of Production and Recognition of Cursive Letters

    Science.gov (United States)

    Gilet, Estelle; Diard, Julien; Bessière, Pierre

    2011-01-01

    In this paper, we study the collaboration of perception and action representations involved in cursive letter recognition and production. We propose a mathematical formulation for the whole perception–action loop, based on probabilistic modeling and Bayesian inference, which we call the Bayesian Action–Perception (BAP) model. Being a model of both perception and action processes, the purpose of this model is to study the interaction of these processes. More precisely, the model includes a feedback loop from motor production, which implements an internal simulation of movement. Motor knowledge can therefore be involved during perception tasks. In this paper, we formally define the BAP model and show how it solves the following six varied cognitive tasks using Bayesian inference: i) letter recognition (purely sensory), ii) writer recognition, iii) letter production (with different effectors), iv) copying of trajectories, v) copying of letters, and vi) letter recognition (with internal simulation of movements). We present computer simulations of each of these cognitive tasks, and discuss experimental predictions and theoretical developments. PMID:21674043

  9. Enhanced optical alignment of a digital micro mirror device through Bayesian adaptive exploration

    Science.gov (United States)

    Wynne, Kevin B.; Knuth, Kevin H.; Petruccelli, Jonathan

    2017-12-01

    As the use of Digital Micro Mirror Devices (DMDs) becomes more prevalent in optics research, the ability to precisely locate the Fourier "footprint" of an image beam at the Fourier plane becomes a pressing need. In this approach, Bayesian adaptive exploration techniques were employed to characterize the size and position of the beam on a DMD located at the Fourier plane. It couples a Bayesian inference engine with an inquiry engine to implement the search. The inquiry engine explores the DMD by engaging mirrors and recording light intensity values based on the maximization of the expected information gain. Using the data collected from this exploration, the Bayesian inference engine updates the posterior probability describing the beam's characteristics. The process is iterated until the beam is located to within the desired precision. This methodology not only locates the center and radius of the beam with remarkable precision but accomplishes the task in far less time than a brute force search. The employed approach has applications to system alignment for both Fourier processing and coded aperture design.

  10. Enhanced optical alignment of a digital micro mirror device through Bayesian adaptive exploration

    Directory of Open Access Journals (Sweden)

    Kevin B. Wynne

    2017-12-01

    Full Text Available As the use of Digital Micro Mirror Devices (DMDs becomes more prevalent in optics research, the ability to precisely locate the Fourier “footprint” of an image beam at the Fourier plane becomes a pressing need. In this approach, Bayesian adaptive exploration techniques were employed to characterize the size and position of the beam on a DMD located at the Fourier plane. It couples a Bayesian inference engine with an inquiry engine to implement the search. The inquiry engine explores the DMD by engaging mirrors and recording light intensity values based on the maximization of the expected information gain. Using the data collected from this exploration, the Bayesian inference engine updates the posterior probability describing the beam’s characteristics. The process is iterated until the beam is located to within the desired precision. This methodology not only locates the center and radius of the beam with remarkable precision but accomplishes the task in far less time than a brute force search. The employed approach has applications to system alignment for both Fourier processing and coded aperture design.

  11. 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…

  12. 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

  13. 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.

  14. 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.

  15. Closed Form Solution of Synchronous Machine Short Circuit Transients

    Directory of Open Access Journals (Sweden)

    Gibson H.M. Sianipar

    2010-05-01

    Full Text Available This paper presents the closed form solution of the synchronous machine transients undergoing short circuit. That analytic formulation has been derived based on linearity and balanced conditions of the fault. Even though restrictive, the proposed method will serve somehow or other as a new resource for EMTP productivity. Indisputably superior, the closed-form formulation has some features inimitable by discretization such as continuity, accuracy and absolute numerical stability. Moreover, it enables us to calculate states at one specific instant independent of previous states or a snapshot, which any discretization methods cannot do.

  16. On Maximum Entropy and Inference

    Directory of Open Access Journals (Sweden)

    Luigi Gresele

    2017-11-01

    Full Text Available Maximum entropy is a powerful concept that entails a sharp separation between relevant and irrelevant variables. It is typically invoked in inference, once an assumption is made on what the relevant variables are, in order to estimate a model from data, that affords predictions on all other (dependent variables. Conversely, maximum entropy can be invoked to retrieve the relevant variables (sufficient statistics directly from the data, once a model is identified by Bayesian model selection. We explore this approach in the case of spin models with interactions of arbitrary order, and we discuss how relevant interactions can be inferred. In this perspective, the dimensionality of the inference problem is not set by the number of parameters in the model, but by the frequency distribution of the data. We illustrate the method showing its ability to recover the correct model in a few prototype cases and discuss its application on a real dataset.

  17. Bayesian versus frequentist statistical inference for investigating a one-off cancer cluster reported to a health department

    Directory of Open Access Journals (Sweden)

    Wills Rachael A

    2009-05-01

    Full Text Available Abstract Background The problem of silent multiple comparisons is one of the most difficult statistical problems faced by scientists. It is a particular problem for investigating a one-off cancer cluster reported to a health department because any one of hundreds, or possibly thousands, of neighbourhoods, schools, or workplaces could have reported a cluster, which could have been for any one of several types of cancer or any one of several time periods. Methods This paper contrasts the frequentist approach with a Bayesian approach for dealing with silent multiple comparisons in the context of a one-off cluster reported to a health department. Two published cluster investigations were re-analysed using the Dunn-Sidak method to adjust frequentist p-values and confidence intervals for silent multiple comparisons. Bayesian methods were based on the Gamma distribution. Results Bayesian analysis with non-informative priors produced results similar to the frequentist analysis, and suggested that both clusters represented a statistical excess. In the frequentist framework, the statistical significance of both clusters was extremely sensitive to the number of silent multiple comparisons, which can only ever be a subjective "guesstimate". The Bayesian approach is also subjective: whether there is an apparent statistical excess depends on the specified prior. Conclusion In cluster investigations, the frequentist approach is just as subjective as the Bayesian approach, but the Bayesian approach is less ambitious in that it treats the analysis as a synthesis of data and personal judgements (possibly poor ones, rather than objective reality. Bayesian analysis is (arguably a useful tool to support complicated decision-making, because it makes the uncertainty associated with silent multiple comparisons explicit.

  18. Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution

    NARCIS (Netherlands)

    Belitser, E.; Ghosal, S.

    2003-01-01

    We consider the problem of estimating the mean of an infinite-break dimensional normal distribution from the Bayesian perspective. Under the assumption that the unknown true mean satisfies a "smoothness condition," we first derive the convergence rate of the posterior distribution for a prior that

  19. Evaluating Bayesian spatial methods for modelling species distributions with clumped and restricted occurrence data.

    Directory of Open Access Journals (Sweden)

    David W Redding

    Full Text Available Statistical approaches for inferring the spatial distribution of taxa (Species Distribution Models, SDMs commonly rely on available occurrence data, which is often clumped and geographically restricted. Although available SDM methods address some of these factors, they could be more directly and accurately modelled using a spatially-explicit approach. Software to fit models with spatial autocorrelation parameters in SDMs are now widely available, but whether such approaches for inferring SDMs aid predictions compared to other methodologies is unknown. Here, within a simulated environment using 1000 generated species' ranges, we compared the performance of two commonly used non-spatial SDM methods (Maximum Entropy Modelling, MAXENT and boosted regression trees, BRT, to a spatial Bayesian SDM method (fitted using R-INLA, when the underlying data exhibit varying combinations of clumping and geographic restriction. Finally, we tested how any recommended methodological settings designed to account for spatially non-random patterns in the data impact inference. Spatial Bayesian SDM method was the most consistently accurate method, being in the top 2 most accurate methods in 7 out of 8 data sampling scenarios. Within high-coverage sample datasets, all methods performed fairly similarly. When sampling points were randomly spread, BRT had a 1-3% greater accuracy over the other methods and when samples were clumped, the spatial Bayesian SDM method had a 4%-8% better AUC score. Alternatively, when sampling points were restricted to a small section of the true range all methods were on average 10-12% less accurate, with greater variation among the methods. Model inference under the recommended settings to account for autocorrelation was not impacted by clumping or restriction of data, except for the complexity of the spatial regression term in the spatial Bayesian model. Methods, such as those made available by R-INLA, can be successfully used to account

  20. Evaluating Bayesian spatial methods for modelling species distributions with clumped and restricted occurrence data.

    Science.gov (United States)

    Redding, David W; Lucas, Tim C D; Blackburn, Tim M; Jones, Kate E

    2017-01-01

    Statistical approaches for inferring the spatial distribution of taxa (Species Distribution Models, SDMs) commonly rely on available occurrence data, which is often clumped and geographically restricted. Although available SDM methods address some of these factors, they could be more directly and accurately modelled using a spatially-explicit approach. Software to fit models with spatial autocorrelation parameters in SDMs are now widely available, but whether such approaches for inferring SDMs aid predictions compared to other methodologies is unknown. Here, within a simulated environment using 1000 generated species' ranges, we compared the performance of two commonly used non-spatial SDM methods (Maximum Entropy Modelling, MAXENT and boosted regression trees, BRT), to a spatial Bayesian SDM method (fitted using R-INLA), when the underlying data exhibit varying combinations of clumping and geographic restriction. Finally, we tested how any recommended methodological settings designed to account for spatially non-random patterns in the data impact inference. Spatial Bayesian SDM method was the most consistently accurate method, being in the top 2 most accurate methods in 7 out of 8 data sampling scenarios. Within high-coverage sample datasets, all methods performed fairly similarly. When sampling points were randomly spread, BRT had a 1-3% greater accuracy over the other methods and when samples were clumped, the spatial Bayesian SDM method had a 4%-8% better AUC score. Alternatively, when sampling points were restricted to a small section of the true range all methods were on average 10-12% less accurate, with greater variation among the methods. Model inference under the recommended settings to account for autocorrelation was not impacted by clumping or restriction of data, except for the complexity of the spatial regression term in the spatial Bayesian model. Methods, such as those made available by R-INLA, can be successfully used to account for spatial

  1. Practical Bayesian inference a primer for physical scientists

    CERN Document Server

    Bailer-Jones, Coryn A L

    2017-01-01

    Science is fundamentally about learning from data, and doing so in the presence of uncertainty. This volume is an introduction to the major concepts of probability and statistics, and the computational tools for analysing and interpreting data. It describes the Bayesian approach, and explains how this can be used to fit and compare models in a range of problems. Topics covered include regression, parameter estimation, model assessment, and Monte Carlo methods, as well as widely used classical methods such as regularization and hypothesis testing. The emphasis throughout is on the principles, the unifying probabilistic approach, and showing how the methods can be implemented in practice. R code (with explanations) is included and is available online, so readers can reproduce the plots and results for themselves. Aimed primarily at undergraduate and graduate students, these techniques can be applied to a wide range of data analysis problems beyond the scope of this work.

  2. Automated Bayesian model development for frequency detection in biological time series

    Directory of Open Access Journals (Sweden)

    Oldroyd Giles ED

    2011-06-01

    Full Text Available Abstract Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and

  3. Automated Bayesian model development for frequency detection in biological time series.

    Science.gov (United States)

    Granqvist, Emma; Oldroyd, Giles E D; Morris, Richard J

    2011-06-24

    A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time

  4. proportion: A comprehensive R package for inference on single Binomial proportion and Bayesian computations

    Directory of Open Access Journals (Sweden)

    M. Subbiah

    2017-01-01

    Full Text Available Extensive statistical practice has shown the importance and relevance of the inferential problem of estimating probability parameters in a binomial experiment; especially on the issues of competing intervals from frequentist, Bayesian, and Bootstrap approaches. The package written in the free R environment and presented in this paper tries to take care of the issues just highlighted, by pooling a number of widely available and well-performing methods and apporting on them essential variations. A wide range of functions helps users with differing skills to estimate, evaluate, summarize, numerically and graphically, various measures adopting either the frequentist or the Bayesian paradigm.

  5. A Fast Numerical Method for Max-Convolution and the Application to Efficient Max-Product Inference in Bayesian Networks.

    Science.gov (United States)

    Serang, Oliver

    2015-08-01

    Observations depending on sums of random variables are common throughout many fields; however, no efficient solution is currently known for performing max-product inference on these sums of general discrete distributions (max-product inference can be used to obtain maximum a posteriori estimates). The limiting step to max-product inference is the max-convolution problem (sometimes presented in log-transformed form and denoted as "infimal convolution," "min-convolution," or "convolution on the tropical semiring"), for which no O(k log(k)) method is currently known. Presented here is an O(k log(k)) numerical method for estimating the max-convolution of two nonnegative vectors (e.g., two probability mass functions), where k is the length of the larger vector. This numerical max-convolution method is then demonstrated by performing fast max-product inference on a convolution tree, a data structure for performing fast inference given information on the sum of n discrete random variables in O(nk log(nk)log(n)) steps (where each random variable has an arbitrary prior distribution on k contiguous possible states). The numerical max-convolution method can be applied to specialized classes of hidden Markov models to reduce the runtime of computing the Viterbi path from nk(2) to nk log(k), and has potential application to the all-pairs shortest paths problem.

  6. General and Local: Averaged k-Dependence Bayesian Classifiers

    Directory of Open Access Journals (Sweden)

    Limin Wang

    2015-06-01

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

  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. Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

    Science.gov (United States)

    McNally, Kevin; Cotton, Richard; Cocker, John; Jones, Kate; Bartels, Mike; Rick, David; Price, Paul; Loizou, George

    2012-01-01

    There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure. PMID:22719759

  9. Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

    Directory of Open Access Journals (Sweden)

    Kevin McNally

    2012-01-01

    Full Text Available There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure.

  10. 17 CFR 239.14 - Form N-2 for closed end management investment companies registered on Form N-8A.

    Science.gov (United States)

    2010-04-01

    ... management investment companies registered on Form N-8A. 239.14 Section 239.14 Commodity and Securities... Registration Statements § 239.14 Form N-2 for closed end management investment companies registered on Form N... closed end management investment companies registered under the Investment Company Act of 1940 on form N...

  11. Reconstructing consensus Bayesian network structures with application to learning molecular interaction networks

    NARCIS (Netherlands)

    Fröhlich, H.; Klau, G.W.

    2013-01-01

    Bayesian Networks are an established computational approach for data driven network inference. However, experimental data is limited in its availability and corrupted by noise. This leads to an unavoidable uncertainty about the correct network structure. Thus sampling or bootstrap based strategies

  12. Large-Scale Optimization for Bayesian Inference in Complex Systems

    Energy Technology Data Exchange (ETDEWEB)

    Willcox, Karen [MIT; Marzouk, Youssef [MIT

    2013-11-12

    The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT--Sandia component of the SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas--Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as ``reduce then sample'' and ``sample then reduce.'' In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to

  13. Optimal Mortgage Refinancing: A Closed Form Solution.

    Science.gov (United States)

    Agarwal, Sumit; Driscoll, John C; Laibson, David I

    2013-06-01

    We derive the first closed-form optimal refinancing rule: Refinance when the current mortgage interest rate falls below the original rate by at least [Formula: see text] In this formula W (.) is the Lambert W -function, [Formula: see text] ρ is the real discount rate, λ is the expected real rate of exogenous mortgage repayment, σ is the standard deviation of the mortgage rate, κ/M is the ratio of the tax-adjusted refinancing cost and the remaining mortgage value, and τ is the marginal tax rate. This expression is derived by solving a tractable class of refinancing problems. Our quantitative results closely match those reported by researchers using numerical methods.

  14. Slip rates and spatially variable creep on faults of the northern San Andreas system inferred through Bayesian inversion of Global Positioning System data

    Science.gov (United States)

    Murray, Jessica R.; Minson, Sarah E.; Svarc, Jerry L.

    2014-01-01

    Fault creep, depending on its rate and spatial extent, is thought to reduce earthquake hazard by releasing tectonic strain aseismically. We use Bayesian inversion and a newly expanded GPS data set to infer the deep slip rates below assigned locking depths on the San Andreas, Maacama, and Bartlett Springs Faults of Northern California and, for the latter two, the spatially variable interseismic creep rate above the locking depth. We estimate deep slip rates of 21.5 ± 0.5, 13.1 ± 0.8, and 7.5 ± 0.7 mm/yr below 16 km, 9 km, and 13 km on the San Andreas, Maacama, and Bartlett Springs Faults, respectively. We infer that on average the Bartlett Springs fault creeps from the Earth's surface to 13 km depth, and below 5 km the creep rate approaches the deep slip rate. This implies that microseismicity may extend below the locking depth; however, we cannot rule out the presence of locked patches in the seismogenic zone that could generate moderate earthquakes. Our estimated Maacama creep rate, while comparable to the inferred deep slip rate at the Earth's surface, decreases with depth, implying a slip deficit exists. The Maacama deep slip rate estimate, 13.1 mm/yr, exceeds long-term geologic slip rate estimates, perhaps due to distributed off-fault strain or the presence of multiple active fault strands. While our creep rate estimates are relatively insensitive to choice of model locking depth, insufficient independent information regarding locking depths is a source of epistemic uncertainty that impacts deep slip rate estimates.

  15. Comparison of Bayesian clustering and edge detection methods for inferring boundaries in landscape genetics

    Science.gov (United States)

    Safner, T.; Miller, M.P.; McRae, B.H.; Fortin, M.-J.; Manel, S.

    2011-01-01

    Recently, techniques available for identifying clusters of individuals or boundaries between clusters using genetic data from natural populations have expanded rapidly. Consequently, there is a need to evaluate these different techniques. We used spatially-explicit simulation models to compare three spatial Bayesian clustering programs and two edge detection methods. Spatially-structured populations were simulated where a continuous population was subdivided by barriers. We evaluated the ability of each method to correctly identify boundary locations while varying: (i) time after divergence, (ii) strength of isolation by distance, (iii) level of genetic diversity, and (iv) amount of gene flow across barriers. To further evaluate the methods' effectiveness to detect genetic clusters in natural populations, we used previously published data on North American pumas and a European shrub. Our results show that with simulated and empirical data, the Bayesian spatial clustering algorithms outperformed direct edge detection methods. All methods incorrectly detected boundaries in the presence of strong patterns of isolation by distance. Based on this finding, we support the application of Bayesian spatial clustering algorithms for boundary detection in empirical datasets, with necessary tests for the influence of isolation by distance. ?? 2011 by the authors; licensee MDPI, Basel, Switzerland.

  16. A bayesian approach to classification criteria for spectacled eiders

    Science.gov (United States)

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

    1996-01-01

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

  17. Closed form for two-photon free-free transition matrix elements

    Energy Technology Data Exchange (ETDEWEB)

    Karule, Erna E-mail: karule@latnet.lv

    2000-08-01

    Two-photon free-free transitions happen in the multiphoton ionization with more than one excess photon and in Bremsstrahlung. Up to now, the configuration space free-free transition amplitudes have not been written in closed form. We propose a modified Coulomb Green's function (CGF) Sturm ian expansion which allows one to obtain expressions for two-photon radial transition matrix elements in the closed form which are easy to continue analytically to calculate free-free transitions in H.

  18. A Closed-Form Solution to Tensor Voting: Theory and Applications

    OpenAIRE

    Wu, Tai-Pang; Yeung, Sai-Kit; Jia, Jiaya; Tang, Chi-Keung; Medioni, Gerard

    2016-01-01

    We prove a closed-form solution to tensor voting (CFTV): given a point set in any dimensions, our closed-form solution provides an exact, continuous and efficient algorithm for computing a structure-aware tensor that simultaneously achieves salient structure detection and outlier attenuation. Using CFTV, we prove the convergence of tensor voting on a Markov random field (MRF), thus termed as MRFTV, where the structure-aware tensor at each input site reaches a stationary state upon convergence...

  19. A new Bayesian Inference-based Phase Associator for Earthquake Early Warning

    Science.gov (United States)

    Meier, Men-Andrin; Heaton, Thomas; Clinton, John; Wiemer, Stefan

    2013-04-01

    State of the art network-based Earthquake Early Warning (EEW) systems can provide warnings for large magnitude 7+ earthquakes. Although regions in the direct vicinity of the epicenter will not receive warnings prior to damaging shaking, real-time event characterization is available before the destructive S-wave arrival across much of the strongly affected region. In contrast, in the case of the more frequent medium size events, such as the devastating 1994 Mw6.7 Northridge, California, earthquake, providing timely warning to the smaller damage zone is more difficult. For such events the "blind zone" of current systems (e.g. the CISN ShakeAlert system in California) is similar in size to the area over which severe damage occurs. We propose a faster and more robust Bayesian inference-based event associator, that in contrast to the current standard associators (e.g. Earthworm Binder), is tailored to EEW and exploits information other than only phase arrival times. In particular, the associator potentially allows for reliable automated event association with as little as two observations, which, compared to the ShakeAlert system, would speed up the real-time characterizations by about ten seconds and thus reduce the blind zone area by up to 80%. We compile an extensive data set of regional and teleseismic earthquake and noise waveforms spanning a wide range of earthquake magnitudes and tectonic regimes. We pass these waveforms through a causal real-time filterbank with passband filters between 0.1 and 50Hz, and, updating every second from the event detection, extract the maximum amplitudes in each frequency band. Using this dataset, we define distributions of amplitude maxima in each passband as a function of epicentral distance and magnitude. For the real-time data, we pass incoming broadband and strong motion waveforms through the same filterbank and extract an evolving set of maximum amplitudes in each passband. We use the maximum amplitude distributions to check

  20. Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

    Energy Technology Data Exchange (ETDEWEB)

    Sandhu, Rimple [Department of Civil and Environmental Engineering, Carleton University, Ottawa, Ontario (Canada); Poirel, Dominique [Department of Mechanical and Aerospace Engineering, Royal Military College of Canada, Kingston, Ontario (Canada); Pettit, Chris [Department of Aerospace Engineering, United States Naval Academy, Annapolis, MD (United States); Khalil, Mohammad [Department of Civil and Environmental Engineering, Carleton University, Ottawa, Ontario (Canada); Sarkar, Abhijit, E-mail: abhijit.sarkar@carleton.ca [Department of Civil and Environmental Engineering, Carleton University, Ottawa, Ontario (Canada)

    2016-07-01

    A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.

  1. Pushing for the Extreme: Estimation of Poisson Distribution from Low Count Unreplicated Data—How Close Can We Get?

    Directory of Open Access Journals (Sweden)

    Peter Tiňo

    2013-04-01

    Full Text Available Studies of learning algorithms typically concentrate on situations where potentially ever growing training sample is available. Yet, there can be situations (e.g., detection of differentially expressed genes on unreplicated data or estimation of time delay in non-stationary gravitationally lensed photon streams where only extremely small samples can be used in order to perform an inference. On unreplicated data, the inference has to be performed on the smallest sample possible—sample of size 1. We study whether anything useful can be learnt in such extreme situations by concentrating on a Bayesian approach that can account for possible prior information on expected counts. We perform a detailed information theoretic study of such Bayesian estimation and quantify the effect of Bayesian averaging on its first two moments. Finally, to analyze potential benefits of the Bayesian approach, we also consider Maximum Likelihood (ML estimation as a baseline approach. We show both theoretically and empirically that the Bayesian model averaging can be potentially beneficial.

  2. On the criticality of inferred models

    Science.gov (United States)

    Mastromatteo, Iacopo; Marsili, Matteo

    2011-10-01

    Advanced inference techniques allow one to reconstruct a pattern of interaction from high dimensional data sets, from probing simultaneously thousands of units of extended systems—such as cells, neural tissues and financial markets. We focus here on the statistical properties of inferred models and argue that inference procedures are likely to yield models which are close to singular values of parameters, akin to critical points in physics where phase transitions occur. These are points where the response of physical systems to external perturbations, as measured by the susceptibility, is very large and diverges in the limit of infinite size. We show that the reparameterization invariant metrics in the space of probability distributions of these models (the Fisher information) are directly related to the susceptibility of the inferred model. As a result, distinguishable models tend to accumulate close to critical points, where the susceptibility diverges in infinite systems. This region is the one where the estimate of inferred parameters is most stable. In order to illustrate these points, we discuss inference of interacting point processes with application to financial data and show that sensible choices of observation time scales naturally yield models which are close to criticality.

  3. On the criticality of inferred models

    International Nuclear Information System (INIS)

    Mastromatteo, Iacopo; Marsili, Matteo

    2011-01-01

    Advanced inference techniques allow one to reconstruct a pattern of interaction from high dimensional data sets, from probing simultaneously thousands of units of extended systems—such as cells, neural tissues and financial markets. We focus here on the statistical properties of inferred models and argue that inference procedures are likely to yield models which are close to singular values of parameters, akin to critical points in physics where phase transitions occur. These are points where the response of physical systems to external perturbations, as measured by the susceptibility, is very large and diverges in the limit of infinite size. We show that the reparameterization invariant metrics in the space of probability distributions of these models (the Fisher information) are directly related to the susceptibility of the inferred model. As a result, distinguishable models tend to accumulate close to critical points, where the susceptibility diverges in infinite systems. This region is the one where the estimate of inferred parameters is most stable. In order to illustrate these points, we discuss inference of interacting point processes with application to financial data and show that sensible choices of observation time scales naturally yield models which are close to criticality

  4. On parametrised cold dense matter equation of state inference

    Science.gov (United States)

    Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.

    2018-04-01

    Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrised dense matter equations of state. In particular we generalise and examine two inference paradigms from the literature: (i) direct posterior equation of state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective whilst the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilising archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation of state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.

  5. 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.

  6. Strong Bayesian evidence for the normal neutrino hierarchy

    Energy Technology Data Exchange (ETDEWEB)

    Simpson, Fergus; Jimenez, Raul; Verde, Licia [ICCUB, University of Barcelona (UB-IEEC), Marti i Franques 1, Barcelona, 08028 (Spain); Pena-Garay, Carlos, E-mail: fergus2@gmail.com, E-mail: raul.jimenez@icc.ub.edu, E-mail: penagaray@gmail.com, E-mail: liciaverde@icc.ub.edu [I2SysBio, CSIC-UVEG, P.O. 22085, Valencia, 46071 (Spain)

    2017-06-01

    The configuration of the three neutrino masses can take two forms, known as the normal and inverted hierarchies. We compute the Bayesian evidence associated with these two hierarchies. Previous studies found a mild preference for the normal hierarchy, and this was driven by the asymmetric manner in which cosmological data has confined the available parameter space. Here we identify the presence of a second asymmetry, which is imposed by data from neutrino oscillations. By combining constraints on the squared-mass splittings [1] with the limit on the sum of neutrino masses of Σ m {sub ν} < 0.13 eV [2], and using a minimally informative prior on the masses, we infer odds of 42:1 in favour of the normal hierarchy, which is classified as 'strong' in the Jeffreys' scale. We explore how these odds may evolve in light of higher precision cosmological data, and discuss the implications of this finding with regards to the nature of neutrinos. Finally the individual masses are inferred to be m {sub 1}=3.80{sup +26.2}{sub -3.73}meV; m {sub 2}=8.8{sup +18}{sub -1.2}meV; m {sub 3}=50.4{sup +5.8}{sub -1.2}meV (95% credible intervals).

  7. Biogeography of the Pistia clade (Araceae): based on chloroplast and mitochondrial DNA sequences and Bayesian divergence time inference.

    Science.gov (United States)

    Renner, Susanne S; Zhang, Li-Bing

    2004-06-01

    Pistia stratiotes (water lettuce) and Lemna (duckweeds) are the only free-floating aquatic Araceae. The geographic origin and phylogenetic placement of these unrelated aroids present long-standing problems because of their highly modified reproductive structures and wide geographical distributions. We sampled chloroplast (trnL-trnF and rpl20-rps12 spacers, trnL intron) and mitochondrial sequences (nad1 b/c intron) for all genera implicated as close relatives of Pistia by morphological, restriction site, and sequencing data, and present a hypothesis about its geographic origin based on the consensus of trees obtained from the combined data, using Bayesian, maximum likelihood, parsimony, and distance analyses. Of the 14 genera closest to Pistia, only Alocasia, Arisaema, and Typhonium are species-rich, and the latter two were studied previously, facilitating the choice of representatives that span the roots of these genera. Results indicate that Pistia and the Seychelles endemic Protarum sechellarum are the basalmost branches in a grade comprising the tribes Colocasieae (Ariopsis, Steudnera, Remusatia, Alocasia, Colocasia), Arisaemateae (Arisaema, Pinellia), and Areae (Arum, Biarum, Dracunculus, Eminium, Helicodiceros, Theriophonum, Typhonium). Unexpectedly, all Areae genera are embedded in Typhonium, which throws new light on the geographic history of Areae. A Bayesian analysis of divergence times that explores the effects of multiple fossil and geological calibration points indicates that the Pistia lineage is 90 to 76 million years (my) old. The oldest fossils of the Pistia clade, though not Pistia itself, are 45-my-old leaves from Germany; the closest outgroup, Peltandreae (comprising a few species in Florida, the Mediterranean, and Madagascar), is known from 60-my-old leaves from Europe, Kazakhstan, North Dakota, and Tennessee. Based on the geographic ranges of close relatives, Pistia likely originated in the Tethys region, with Protarum then surviving on the

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

    Directory of Open Access Journals (Sweden)

    Richard P Mann

    2012-01-01

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

  9. Spatial variability of coastal wetland resilience to sea-level rise using Bayesian inference

    Science.gov (United States)

    Hardy, T.; Wu, W.

    2017-12-01

    The coastal wetlands in the Northern Gulf of Mexico (NGOM) account for 40% of coastal wetland area in the United States and provide various ecosystem services to the region and broader areas. Increasing rates of relative sea-level rise (RSLR), and reduced sediment input have increased coastal wetland loss in the NGOM, accounting for 80% of coastal wetland loss in the nation. Traditional models for predicting the impact of RSLR on coastal wetlands in the NGOM have focused on coastal erosion driven by geophysical variables only, and/or at small spatial extents. Here we developed a model in Bayesian inference to make probabilistic prediction of wetland loss in the entire NGOM as a function of vegetation productivity and geophysical attributes. We also studied how restoration efforts help maintain the area of coastal wetlands. Vegetation productivity contributes organic matter to wetland sedimentation and was approximated using the remotely sensed normalized difference moisture index (NDMI). The geophysical variables include RSLR, tidal range, river discharge, coastal slope, and wave height. We found a significantly positive relation between wetland loss and RSLR, which varied significantly at different river discharge regimes. There also existed a significantly negative relation between wetland loss and NDMI, indicating that in-situ vegetation productivity contributed to wetland resilience to RSLR. This relation did not vary significantly between river discharge regimes. The spatial relation revealed three areas of high RSLR but relatively low wetland loss; these areas were associated with wetland restoration projects in coastal Louisiana. Two projects were breakwater projects, where hard materials were placed off-shore to reduce wave action and promote sedimentation. And one project was a vegetation planting project used to promote sedimentation and wetland stabilization. We further developed an interactive web tool that allows stakeholders to develop similar wetland

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

    Directory of Open Access Journals (Sweden)

    Richard P Mann

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

  11. Graphical models for inferring single molecule dynamics

    Directory of Open Access Journals (Sweden)

    Gonzalez Ruben L

    2010-10-01

    Full Text Available Abstract Background The recent explosion of experimental techniques in single molecule biophysics has generated a variety of novel time series data requiring equally novel computational tools for analysis and inference. This article describes in general terms how graphical modeling may be used to learn from biophysical time series data using the variational Bayesian expectation maximization algorithm (VBEM. The discussion is illustrated by the example of single-molecule fluorescence resonance energy transfer (smFRET versus time data, where the smFRET time series is modeled as a hidden Markov model (HMM with Gaussian observables. A detailed description of smFRET is provided as well. Results The VBEM algorithm returns the model’s evidence and an approximating posterior parameter distribution given the data. The former provides a metric for model selection via maximum evidence (ME, and the latter a description of the model’s parameters learned from the data. ME/VBEM provide several advantages over the more commonly used approach of maximum likelihood (ML optimized by the expectation maximization (EM algorithm, the most important being a natural form of model selection and a well-posed (non-divergent optimization problem. Conclusions The results demonstrate the utility of graphical modeling for inference of dynamic processes in single molecule biophysics.

  12. Seeded Bayesian Networks: Constructing genetic networks from microarray data

    Directory of Open Access Journals (Sweden)

    Quackenbush John

    2008-07-01

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

  13. Bayesian paradox in homeland security and homeland defense

    Science.gov (United States)

    Jannson, Tomasz; Forrester, Thomas; Wang, Wenjian

    2011-06-01

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

  14. Quantifying Uncertainty in Near Surface Electromagnetic Imaging Using Bayesian Methods

    Science.gov (United States)

    Blatter, D. B.; Ray, A.; Key, K.

    2017-12-01

    Geoscientists commonly use electromagnetic methods to image the Earth's near surface. Field measurements of EM fields are made (often with the aid an artificial EM source) and then used to infer near surface electrical conductivity via a process known as inversion. In geophysics, the standard inversion tool kit is robust and can provide an estimate of the Earth's near surface conductivity that is both geologically reasonable and compatible with the measured field data. However, standard inverse methods struggle to provide a sense of the uncertainty in the estimate they provide. This is because the task of finding an Earth model that explains the data to within measurement error is non-unique - that is, there are many, many such models; but the standard methods provide only one "answer." An alternative method, known as Bayesian inversion, seeks to explore the full range of Earth model parameters that can adequately explain the measured data, rather than attempting to find a single, "ideal" model. Bayesian inverse methods can therefore provide a quantitative assessment of the uncertainty inherent in trying to infer near surface conductivity from noisy, measured field data. This study applies a Bayesian inverse method (called trans-dimensional Markov chain Monte Carlo) to transient airborne EM data previously collected over Taylor Valley - one of the McMurdo Dry Valleys in Antarctica. Our results confirm the reasonableness of previous estimates (made using standard methods) of near surface conductivity beneath Taylor Valley. In addition, we demonstrate quantitatively the uncertainty associated with those estimates. We demonstrate that Bayesian inverse methods can provide quantitative uncertainty to estimates of near surface conductivity.

  15. Bayesian conditional-independence modeling of the AIDS epidemic in England and Wales

    Science.gov (United States)

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

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

  16. OFDM receiver for fast time-varying channels using block-sparse Bayesian learning

    DEFF Research Database (Denmark)

    Barbu, Oana-Elena; Manchón, Carles Navarro; Rom, Christian

    2016-01-01

    characterized with a basis expansion model using a small number of terms. As a result, the channel estimation problem is posed as that of estimating a vector of complex coefficients that exhibits a block-sparse structure, which we solve with tools from block-sparse Bayesian learning. Using variational Bayesian...... inference, we embed the channel estimator in a receiver structure that performs iterative channel and noise precision estimation, intercarrier interference cancellation, detection and decoding. Simulation results illustrate the superior performance of the proposed receiver over state-of-art receivers....

  17. A Bayesian Optimal Design for Sequential Accelerated Degradation Testing

    Directory of Open Access Journals (Sweden)

    Xiaoyang Li

    2017-07-01

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

  18. Aplicação das inferências clássica e bayesiana na estimação dos parâmetros do modelo de densidade populacional de plantas daninhas Application of classic and bayesian inferences on the estimation of weed population density model parameters

    Directory of Open Access Journals (Sweden)

    L.S. Vismara

    2007-12-01

    Full Text Available A dinâmica da população de plantas daninhas pode ser representada por um sistema de equações que relaciona as densidades de sementes produzidas e de plântulas em áreas de cultivo. Os valores dos parâmetros dos modelos podem ser inferidos diretamente de experimentação e análise estatística ou extraídos da literatura. O presente trabalho teve por objetivo estimar os parâmetros do modelo de densidade populacional de plantas daninhas, a partir de um experimento conduzido na área experimental da Embrapa Milho e Sorgo, Sete Lagoas, MG, via os procedimentos de inferências clássica e Bayesiana.Dynamics of weed populations can be described as a system of equations relating the produced seed and seedling densities in crop areas. The model parameter values can be either directly inferred from experimentation and statistical analysis or obtained from the literature. The objective of this work was to estimate the weed population density model parameters based on experimental field data at Embrapa Milho e Sorgo, Sete Lagoas, MG, using classic and Bayesian inferences.

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

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  20. Human Inferences about Sequences: A Minimal Transition Probability Model.

    Directory of Open Access Journals (Sweden)

    Florent Meyniel

    2016-12-01

    Full Text Available The brain constantly infers the causes of the inputs it receives and uses these inferences to generate statistical expectations about future observations. Experimental evidence for these expectations and their violations include explicit reports, sequential effects on reaction times, and mismatch or surprise signals recorded in electrophysiology and functional MRI. Here, we explore the hypothesis that the brain acts as a near-optimal inference device that constantly attempts to infer the time-varying matrix of transition probabilities between the stimuli it receives, even when those stimuli are in fact fully unpredictable. This parsimonious Bayesian model, with a single free parameter, accounts for a broad range of findings on surprise signals, sequential effects and the perception of randomness. Notably, it explains the pervasive asymmetry between repetitions and alternations encountered in those studies. Our analysis suggests that a neural machinery for inferring transition probabilities lies at the core of human sequence knowledge.