Empirical Likelihood in Nonignorable Covariate-Missing Data Problems.

Science.gov (United States)

Xie, Yanmei; Zhang, Biao

2017-04-20

Missing covariate data occurs often in regression analysis, which frequently arises in the health and social sciences as well as in survey sampling. We study methods for the analysis of a nonignorable covariate-missing data problem in an assumed conditional mean function when some covariates are completely observed but other covariates are missing for some subjects. We adopt the semiparametric perspective of Bartlett et al. (Improving upon the efficiency of complete case analysis when covariates are MNAR. Biostatistics 2014;15:719-30) on regression analyses with nonignorable missing covariates, in which they have introduced the use of two working models, the working probability model of missingness and the working conditional score model. In this paper, we study an empirical likelihood approach to nonignorable covariate-missing data problems with the objective of effectively utilizing the two working models in the analysis of covariate-missing data. We propose a unified approach to constructing a system of unbiased estimating equations, where there are more equations than unknown parameters of interest. One useful feature of these unbiased estimating equations is that they naturally incorporate the incomplete data into the data analysis, making it possible to seek efficient estimation of the parameter of interest even when the working regression function is not specified to be the optimal regression function. We apply the general methodology of empirical likelihood to optimally combine these unbiased estimating equations. We propose three maximum empirical likelihood estimators of the underlying regression parameters and compare their efficiencies with other existing competitors. We present a simulation study to compare the finite-sample performance of various methods with respect to bias, efficiency, and robustness to model misspecification. The proposed empirical likelihood method is also illustrated by an analysis of a data set from the US National Health and

Supplementary Material for: High-Order Composite Likelihood Inference for Max-Stable Distributions and Processes

KAUST Repository

Castruccio, Stefano; Huser, Raphaë l; Genton, Marc G.

2016-01-01

In multivariate or spatial extremes, inference for max-stable processes observed at a large collection of points is a very challenging problem and current approaches typically rely on less expensive composite likelihoods constructed from small subsets of data. In this work, we explore the limits of modern state-of-the-art computational facilities to perform full likelihood inference and to efficiently evaluate high-order composite likelihoods. With extensive simulations, we assess the loss of information of composite likelihood estimators with respect to a full likelihood approach for some widely used multivariate or spatial extreme models, we discuss how to choose composite likelihood truncation to improve the efficiency, and we also provide recommendations for practitioners. This article has supplementary material online.

Likelihood-Based Inference of B Cell Clonal Families.

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Duncan K Ralph

2016-10-01

Full Text Available The human immune system depends on a highly diverse collection of antibody-making B cells. B cell receptor sequence diversity is generated by a random recombination process called "rearrangement" forming progenitor B cells, then a Darwinian process of lineage diversification and selection called "affinity maturation." The resulting receptors can be sequenced in high throughput for research and diagnostics. Such a collection of sequences contains a mixture of various lineages, each of which may be quite numerous, or may consist of only a single member. As a step to understanding the process and result of this diversification, one may wish to reconstruct lineage membership, i.e. to cluster sampled sequences according to which came from the same rearrangement events. We call this clustering problem "clonal family inference." In this paper we describe and validate a likelihood-based framework for clonal family inference based on a multi-hidden Markov Model (multi-HMM framework for B cell receptor sequences. We describe an agglomerative algorithm to find a maximum likelihood clustering, two approximate algorithms with various trade-offs of speed versus accuracy, and a third, fast algorithm for finding specific lineages. We show that under simulation these algorithms greatly improve upon existing clonal family inference methods, and that they also give significantly different clusters than previous methods when applied to two real data sets.

Generalized empirical likelihood methods for analyzing longitudinal data

KAUST Repository

Wang, S.; Qian, L.; Carroll, R. J.

2010-01-01

Efficient estimation of parameters is a major objective in analyzing longitudinal data. We propose two generalized empirical likelihood based methods that take into consideration within-subject correlations. A nonparametric version of the Wilks

Likelihood inference for a fractionally cointegrated vector autoregressive model

DEFF Research Database (Denmark)

Johansen, Søren; Ørregård Nielsen, Morten

2012-01-01

such that the process X_{t} is fractional of order d and cofractional of order d-b; that is, there exist vectors ß for which ß'X_{t} is fractional of order d-b, and no other fractionality order is possible. We define the statistical model by 0inference when the true values satisfy b0¿1/2 and d0-b0......We consider model based inference in a fractionally cointegrated (or cofractional) vector autoregressive model with a restricted constant term, ¿, based on the Gaussian likelihood conditional on initial values. The model nests the I(d) VAR model. We give conditions on the parameters...... process in the parameters when errors are i.i.d. with suitable moment conditions and initial values are bounded. When the limit is deterministic this implies uniform convergence in probability of the conditional likelihood function. If the true value b0>1/2, we prove that the limit distribution of (ß...

Generalized Empirical Likelihood-Based Focused Information Criterion and Model Averaging

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Naoya Sueishi

2013-07-01

Full Text Available This paper develops model selection and averaging methods for moment restriction models. We first propose a focused information criterion based on the generalized empirical likelihood estimator. We address the issue of selecting an optimal model, rather than a correct model, for estimating a specific parameter of interest. Then, this study investigates a generalized empirical likelihood-based model averaging estimator that minimizes the asymptotic mean squared error. A simulation study suggests that our averaging estimator can be a useful alternative to existing post-selection estimators.

Cosmic shear measurement with maximum likelihood and maximum a posteriori inference

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Hall, Alex; Taylor, Andy

2017-06-01

We investigate the problem of noise bias in maximum likelihood and maximum a posteriori estimators for cosmic shear. We derive the leading and next-to-leading order biases and compute them in the context of galaxy ellipticity measurements, extending previous work on maximum likelihood inference for weak lensing. We show that a large part of the bias on these point estimators can be removed using information already contained in the likelihood when a galaxy model is specified, without the need for external calibration. We test these bias-corrected estimators on simulated galaxy images similar to those expected from planned space-based weak lensing surveys, with promising results. We find that the introduction of an intrinsic shape prior can help with mitigation of noise bias, such that the maximum a posteriori estimate can be made less biased than the maximum likelihood estimate. Second-order terms offer a check on the convergence of the estimators, but are largely subdominant. We show how biases propagate to shear estimates, demonstrating in our simple set-up that shear biases can be reduced by orders of magnitude and potentially to within the requirements of planned space-based surveys at mild signal-to-noise ratio. We find that second-order terms can exhibit significant cancellations at low signal-to-noise ratio when Gaussian noise is assumed, which has implications for inferring the performance of shear-measurement algorithms from simplified simulations. We discuss the viability of our point estimators as tools for lensing inference, arguing that they allow for the robust measurement of ellipticity and shear.

Coalescent-based species tree inference from gene tree topologies under incomplete lineage sorting by maximum likelihood.

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Wu, Yufeng

2012-03-01

Incomplete lineage sorting can cause incongruence between the phylogenetic history of genes (the gene tree) and that of the species (the species tree), which can complicate the inference of phylogenies. In this article, I present a new coalescent-based algorithm for species tree inference with maximum likelihood. I first describe an improved method for computing the probability of a gene tree topology given a species tree, which is much faster than an existing algorithm by Degnan and Salter (2005). Based on this method, I develop a practical algorithm that takes a set of gene tree topologies and infers species trees with maximum likelihood. This algorithm searches for the best species tree by starting from initial species trees and performing heuristic search to obtain better trees with higher likelihood. This algorithm, called STELLS (which stands for Species Tree InfErence with Likelihood for Lineage Sorting), has been implemented in a program that is downloadable from the author's web page. The simulation results show that the STELLS algorithm is more accurate than an existing maximum likelihood method for many datasets, especially when there is noise in gene trees. I also show that the STELLS algorithm is efficient and can be applied to real biological datasets. © 2011 The Author. Evolution© 2011 The Society for the Study of Evolution.

Likelihood inference for a nonstationary fractional autoregressive model

DEFF Research Database (Denmark)

Johansen, Søren; Ørregård Nielsen, Morten

2010-01-01

This paper discusses model-based inference in an autoregressive model for fractional processes which allows the process to be fractional of order d or d-b. Fractional differencing involves infinitely many past values and because we are interested in nonstationary processes we model the data X1......,...,X_{T} given the initial values X_{-n}, n=0,1,..., as is usually done. The initial values are not modeled but assumed to be bounded. This represents a considerable generalization relative to all previous work where it is assumed that initial values are zero. For the statistical analysis we assume...... the conditional Gaussian likelihood and for the probability analysis we also condition on initial values but assume that the errors in the autoregressive model are i.i.d. with suitable moment conditions. We analyze the conditional likelihood and its derivatives as stochastic processes in the parameters, including...

A simulation study of likelihood inference procedures in rayleigh distribution with censored data

International Nuclear Information System (INIS)

Baklizi, S. A.; Baker, H. M.

2001-01-01

Inference procedures based on the likelihood function are considered for the one parameter Rayleigh distribution with type1 and type 2 censored data. Using simulation techniques, the finite sample performances of the maximum likelihood estimator and the large sample likelihood interval estimation procedures based on the Wald, the Rao, and the likelihood ratio statistics are investigated. It appears that the maximum likelihood estimator is unbiased. The approximate variance estimates obtained from the asymptotic normal distribution of the maximum likelihood estimator are accurate under type 2 censored data while they tend to be smaller than the actual variances when considering type1 censored data of small size. It appears also that interval estimation based on the Wald and Rao statistics need much more sample size than interval estimation based on the likelihood ratio statistic to attain reasonable accuracy. (authors). 15 refs., 4 tabs

Simple simulation of diffusion bridges with application to likelihood inference for diffusions

DEFF Research Database (Denmark)

Bladt, Mogens; Sørensen, Michael

2014-01-01

the accuracy and efficiency of the approximate method and compare it to exact simulation methods. In the study, our method provides a very good approximation to the distribution of a diffusion bridge for bridges that are likely to occur in applications to statistical inference. To illustrate the usefulness......With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and Bayesian inference for diffusion processes. First a simple......-dimensional diffusions and is applicable to all one-dimensional diffusion processes with finite speed-measure. One advantage of the new approach is that simple simulation methods like the Milstein scheme can be applied to bridge simulation. Another advantage over previous bridge simulation methods is that the proposed...

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan; Genton, Marc G.

2017-01-01

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Gaussian likelihood inference on data from trans-Gaussian random fields with Matérn covariance function

KAUST Repository

Yan, Yuan

2017-07-13

Gaussian likelihood inference has been studied and used extensively in both statistical theory and applications due to its simplicity. However, in practice, the assumption of Gaussianity is rarely met in the analysis of spatial data. In this paper, we study the effect of non-Gaussianity on Gaussian likelihood inference for the parameters of the Matérn covariance model. By using Monte Carlo simulations, we generate spatial data from a Tukey g-and-h random field, a flexible trans-Gaussian random field, with the Matérn covariance function, where g controls skewness and h controls tail heaviness. We use maximum likelihood based on the multivariate Gaussian distribution to estimate the parameters of the Matérn covariance function. We illustrate the effects of non-Gaussianity of the data on the estimated covariance function by means of functional boxplots. Thanks to our tailored simulation design, a comparison of the maximum likelihood estimator under both the increasing and fixed domain asymptotics for spatial data is performed. We find that the maximum likelihood estimator based on Gaussian likelihood is overall satisfying and preferable than the non-distribution-based weighted least squares estimator for data from the Tukey g-and-h random field. We also present the result for Gaussian kriging based on Matérn covariance estimates with data from the Tukey g-and-h random field and observe an overall satisfactory performance.

Inference for the Sharpe Ratio Using a Likelihood-Based Approach

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Ying Liu

2012-01-01

Full Text Available The Sharpe ratio is the prominent risk-adjusted performance measure used by practitioners. Statistical testing of this ratio using its asymptotic distribution has lagged behind its use. In this paper, highly accurate likelihood analysis is applied for inference on the Sharpe ratio. Both the one- and two-sample problems are considered. The methodology has O(n−3/2 distributional accuracy and can be implemented using any parametric return distribution structure. Simulations are provided to demonstrate the method's superior accuracy over existing methods used for testing in the literature.

The phylogenetic likelihood library.

Science.gov (United States)

Flouri, T; Izquierdo-Carrasco, F; Darriba, D; Aberer, A J; Nguyen, L-T; Minh, B Q; Von Haeseler, A; Stamatakis, A

2015-03-01

We introduce the Phylogenetic Likelihood Library (PLL), a highly optimized application programming interface for developing likelihood-based phylogenetic inference and postanalysis software. The PLL implements appropriate data structures and functions that allow users to quickly implement common, error-prone, and labor-intensive tasks, such as likelihood calculations, model parameter as well as branch length optimization, and tree space exploration. The highly optimized and parallelized implementation of the phylogenetic likelihood function and a thorough documentation provide a framework for rapid development of scalable parallel phylogenetic software. By example of two likelihood-based phylogenetic codes we show that the PLL improves the sequential performance of current software by a factor of 2-10 while requiring only 1 month of programming time for integration. We show that, when numerical scaling for preventing floating point underflow is enabled, the double precision likelihood calculations in the PLL are up to 1.9 times faster than those in BEAGLE. On an empirical DNA dataset with 2000 taxa the AVX version of PLL is 4 times faster than BEAGLE (scaling enabled and required). The PLL is available at http://www.libpll.org under the GNU General Public License (GPL). © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

Bayesian interpretation of Generalized empirical likelihood by maximum entropy

OpenAIRE

Rochet , Paul

2011-01-01

We study a parametric estimation problem related to moment condition models. As an alternative to the generalized empirical likelihood (GEL) and the generalized method of moments (GMM), a Bayesian approach to the problem can be adopted, extending the MEM procedure to parametric moment conditions. We show in particular that a large number of GEL estimators can be interpreted as a maximum entropy solution. Moreover, we provide a more general field of applications by proving the method to be rob...

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

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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.

Maximum Likelihood Method for Predicting Environmental Conditions from Assemblage Composition: The R Package bio.infer

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Lester L. Yuan

2007-06-01

Full Text Available This paper provides a brief introduction to the R package bio.infer, a set of scripts that facilitates the use of maximum likelihood (ML methods for predicting environmental conditions from assemblage composition. Environmental conditions can often be inferred from only biological data, and these inferences are useful when other sources of data are unavailable. ML prediction methods are statistically rigorous and applicable to a broader set of problems than more commonly used weighted averaging techniques. However, ML methods require a substantially greater investment of time to program algorithms and to perform computations. This package is designed to reduce the effort required to apply ML prediction methods.

CONSTRUCTING A FLEXIBLE LIKELIHOOD FUNCTION FOR SPECTROSCOPIC INFERENCE

International Nuclear Information System (INIS)

Czekala, Ian; Andrews, Sean M.; Mandel, Kaisey S.; Green, Gregory M.; Hogg, David W.

2015-01-01

We present a modular, extensible likelihood framework for spectroscopic inference based on synthetic model spectra. The subtraction of an imperfect model from a continuously sampled spectrum introduces covariance between adjacent datapoints (pixels) into the residual spectrum. For the high signal-to-noise data with large spectral range that is commonly employed in stellar astrophysics, that covariant structure can lead to dramatically underestimated parameter uncertainties (and, in some cases, biases). We construct a likelihood function that accounts for the structure of the covariance matrix, utilizing the machinery of Gaussian process kernels. This framework specifically addresses the common problem of mismatches in model spectral line strengths (with respect to data) due to intrinsic model imperfections (e.g., in the atomic/molecular databases or opacity prescriptions) by developing a novel local covariance kernel formalism that identifies and self-consistently downweights pathological spectral line “outliers.” By fitting many spectra in a hierarchical manner, these local kernels provide a mechanism to learn about and build data-driven corrections to synthetic spectral libraries. An open-source software implementation of this approach is available at http://iancze.github.io/Starfish, including a sophisticated probabilistic scheme for spectral interpolation when using model libraries that are sparsely sampled in the stellar parameters. We demonstrate some salient features of the framework by fitting the high-resolution V-band spectrum of WASP-14, an F5 dwarf with a transiting exoplanet, and the moderate-resolution K-band spectrum of Gliese 51, an M5 field dwarf

FPGA Acceleration of the phylogenetic likelihood function for Bayesian MCMC inference methods

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Bakos Jason D

2010-04-01

Full Text Available Abstract Background Likelihood (ML-based phylogenetic inference has become a popular method for estimating the evolutionary relationships among species based on genomic sequence data. This method is used in applications such as RAxML, GARLI, MrBayes, PAML, and PAUP. The Phylogenetic Likelihood Function (PLF is an important kernel computation for this method. The PLF consists of a loop with no conditional behavior or dependencies between iterations. As such it contains a high potential for exploiting parallelism using micro-architectural techniques. In this paper, we describe a technique for mapping the PLF and supporting logic onto a Field Programmable Gate Array (FPGA-based co-processor. By leveraging the FPGA's on-chip DSP modules and the high-bandwidth local memory attached to the FPGA, the resultant co-processor can accelerate ML-based methods and outperform state-of-the-art multi-core processors. Results We use the MrBayes 3 tool as a framework for designing our co-processor. For large datasets, we estimate that our accelerated MrBayes, if run on a current-generation FPGA, achieves a 10× speedup relative to software running on a state-of-the-art server-class microprocessor. The FPGA-based implementation achieves its performance by deeply pipelining the likelihood computations, performing multiple floating-point operations in parallel, and through a natural log approximation that is chosen specifically to leverage a deeply pipelined custom architecture. Conclusions Heterogeneous computing, which combines general-purpose processors with special-purpose co-processors such as FPGAs and GPUs, is a promising approach for high-performance phylogeny inference as shown by the growing body of literature in this field. FPGAs in particular are well-suited for this task because of their low power consumption as compared to many-core processors and Graphics Processor Units (GPUs 1.

Philosophy and phylogenetic inference: a comparison of likelihood and parsimony methods in the context of Karl Popper's writings on corroboration.

Science.gov (United States)

de Queiroz, K; Poe, S

2001-06-01

Advocates of cladistic parsimony methods have invoked the philosophy of Karl Popper in an attempt to argue for the superiority of those methods over phylogenetic methods based on Ronald Fisher's statistical principle of likelihood. We argue that the concept of likelihood in general, and its application to problems of phylogenetic inference in particular, are highly compatible with Popper's philosophy. Examination of Popper's writings reveals that his concept of corroboration is, in fact, based on likelihood. Moreover, because probabilistic assumptions are necessary for calculating the probabilities that define Popper's corroboration, likelihood methods of phylogenetic inference--with their explicit probabilistic basis--are easily reconciled with his concept. In contrast, cladistic parsimony methods, at least as described by certain advocates of those methods, are less easily reconciled with Popper's concept of corroboration. If those methods are interpreted as lacking probabilistic assumptions, then they are incompatible with corroboration. Conversely, if parsimony methods are to be considered compatible with corroboration, then they must be interpreted as carrying implicit probabilistic assumptions. Thus, the non-probabilistic interpretation of cladistic parsimony favored by some advocates of those methods is contradicted by an attempt by the same authors to justify parsimony methods in terms of Popper's concept of corroboration. In addition to being compatible with Popperian corroboration, the likelihood approach to phylogenetic inference permits researchers to test the assumptions of their analytical methods (models) in a way that is consistent with Popper's ideas about the provisional nature of background knowledge.

Approximate Likelihood

CERN Multimedia

CERN. Geneva

2015-01-01

Most physics results at the LHC end in a likelihood ratio test. This includes discovery and exclusion for searches as well as mass, cross-section, and coupling measurements. The use of Machine Learning (multivariate) algorithms in HEP is mainly restricted to searches, which can be reduced to classification between two fixed distributions: signal vs. background. I will show how we can extend the use of ML classifiers to distributions parameterized by physical quantities like masses and couplings as well as nuisance parameters associated to systematic uncertainties. This allows for one to approximate the likelihood ratio while still using a high dimensional feature vector for the data. Both the MEM and ABC approaches mentioned above aim to provide inference on model parameters (like cross-sections, masses, couplings, etc.). ABC is fundamentally tied Bayesian inference and focuses on the “likelihood free” setting where only a simulator is available and one cannot directly compute the likelihood for the dat...

Likelihood Inference of Nonlinear Models Based on a Class of Flexible Skewed Distributions

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Xuedong Chen

2014-01-01

Full Text Available This paper deals with the issue of the likelihood inference for nonlinear models with a flexible skew-t-normal (FSTN distribution, which is proposed within a general framework of flexible skew-symmetric (FSS distributions by combining with skew-t-normal (STN distribution. In comparison with the common skewed distributions such as skew normal (SN, and skew-t (ST as well as scale mixtures of skew normal (SMSN, the FSTN distribution can accommodate more flexibility and robustness in the presence of skewed, heavy-tailed, especially multimodal outcomes. However, for this distribution, a usual approach of maximum likelihood estimates based on EM algorithm becomes unavailable and an alternative way is to return to the original Newton-Raphson type method. In order to improve the estimation as well as the way for confidence estimation and hypothesis test for the parameters of interest, a modified Newton-Raphson iterative algorithm is presented in this paper, based on profile likelihood for nonlinear regression models with FSTN distribution, and, then, the confidence interval and hypothesis test are also developed. Furthermore, a real example and simulation are conducted to demonstrate the usefulness and the superiority of our approach.

A Non-standard Empirical Likelihood for Time Series

DEFF Research Database (Denmark)

Nordman, Daniel J.; Bunzel, Helle; Lahiri, Soumendra N.

Standard blockwise empirical likelihood (BEL) for stationary, weakly dependent time series requires specifying a fixed block length as a tuning parameter for setting confidence regions. This aspect can be difficult and impacts coverage accuracy. As an alternative, this paper proposes a new version...... of BEL based on a simple, though non-standard, data-blocking rule which uses a data block of every possible length. Consequently, the method involves no block selection and is also anticipated to exhibit better coverage performance. Its non-standard blocking scheme, however, induces non......-standard asymptotics and requires a significantly different development compared to standard BEL. We establish the large-sample distribution of log-ratio statistics from the new BEL method for calibrating confidence regions for mean or smooth function parameters of time series. This limit law is not the usual chi...

Empirical inference festschrift in honor of Vladimir N. Vapnik

CERN Document Server

Schölkopf, Bernhard; Vovk, Vladimir

2013-01-01

This book honours the outstanding contributions of Vladimir Vapnik, a rare example of a scientist for whom the following statements hold true simultaneously: his work led to the inception of a new field of research, the theory of statistical learning and empirical inference; he has lived to see the field blossom; and he is still as active as ever.

Likelihood inference of non-constant diversification rates with incomplete taxon sampling.

Science.gov (United States)

Höhna, Sebastian

2014-01-01

Large-scale phylogenies provide a valuable source to study background diversification rates and investigate if the rates have changed over time. Unfortunately most large-scale, dated phylogenies are sparsely sampled (fewer than 5% of the described species) and taxon sampling is not uniform. Instead, taxa are frequently sampled to obtain at least one representative per subgroup (e.g. family) and thus to maximize diversity (diversified sampling). So far, such complications have been ignored, potentially biasing the conclusions that have been reached. In this study I derive the likelihood of a birth-death process with non-constant (time-dependent) diversification rates and diversified taxon sampling. Using simulations I test if the true parameters and the sampling method can be recovered when the trees are small or medium sized (fewer than 200 taxa). The results show that the diversification rates can be inferred and the estimates are unbiased for large trees but are biased for small trees (fewer than 50 taxa). Furthermore, model selection by means of Akaike's Information Criterion favors the true model if the true rates differ sufficiently from alternative models (e.g. the birth-death model is recovered if the extinction rate is large and compared to a pure-birth model). Finally, I applied six different diversification rate models--ranging from a constant-rate pure birth process to a decreasing speciation rate birth-death process but excluding any rate shift models--on three large-scale empirical phylogenies (ants, mammals and snakes with respectively 149, 164 and 41 sampled species). All three phylogenies were constructed by diversified taxon sampling, as stated by the authors. However only the snake phylogeny supported diversified taxon sampling. Moreover, a parametric bootstrap test revealed that none of the tested models provided a good fit to the observed data. The model assumptions, such as homogeneous rates across species or no rate shifts, appear to be

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.

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...

Efficient Detection of Repeating Sites to Accelerate Phylogenetic Likelihood Calculations.

Science.gov (United States)

Kobert, K; Stamatakis, A; Flouri, T

2017-03-01

The phylogenetic likelihood function (PLF) is the major computational bottleneck in several applications of evolutionary biology such as phylogenetic inference, species delimitation, model selection, and divergence times estimation. Given the alignment, a tree and the evolutionary model parameters, the likelihood function computes the conditional likelihood vectors for every node of the tree. Vector entries for which all input data are identical result in redundant likelihood operations which, in turn, yield identical conditional values. Such operations can be omitted for improving run-time and, using appropriate data structures, reducing memory usage. We present a fast, novel method for identifying and omitting such redundant operations in phylogenetic likelihood calculations, and assess the performance improvement and memory savings attained by our method. Using empirical and simulated data sets, we show that a prototype implementation of our method yields up to 12-fold speedups and uses up to 78% less memory than one of the fastest and most highly tuned implementations of the PLF currently available. Our method is generic and can seamlessly be integrated into any phylogenetic likelihood implementation. [Algorithms; maximum likelihood; phylogenetic likelihood function; phylogenetics]. © The Author(s) 2016. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood.

Science.gov (United States)

Karabatsos, George

2018-06-01

This article introduces a Bayesian method for testing the axioms of additive conjoint measurement. The method is based on an importance sampling algorithm that performs likelihood-free, approximate Bayesian inference using a synthetic likelihood to overcome the analytical intractability of this testing problem. This new method improves upon previous methods because it provides an omnibus test of the entire hierarchy of cancellation axioms, beyond double cancellation. It does so while accounting for the posterior uncertainty that is inherent in the empirical orderings that are implied by these axioms, together. The new method is illustrated through a test of the cancellation axioms on a classic survey data set, and through the analysis of simulated data.

An empirical likelihood ratio test robust to individual heterogeneity for differential expression analysis of RNA-seq.

Science.gov (United States)

Xu, Maoqi; Chen, Liang

2018-01-01

The individual sample heterogeneity is one of the biggest obstacles in biomarker identification for complex diseases such as cancers. Current statistical models to identify differentially expressed genes between disease and control groups often overlook the substantial human sample heterogeneity. Meanwhile, traditional nonparametric tests lose detailed data information and sacrifice the analysis power, although they are distribution free and robust to heterogeneity. Here, we propose an empirical likelihood ratio test with a mean-variance relationship constraint (ELTSeq) for the differential expression analysis of RNA sequencing (RNA-seq). As a distribution-free nonparametric model, ELTSeq handles individual heterogeneity by estimating an empirical probability for each observation without making any assumption about read-count distribution. It also incorporates a constraint for the read-count overdispersion, which is widely observed in RNA-seq data. ELTSeq demonstrates a significant improvement over existing methods such as edgeR, DESeq, t-tests, Wilcoxon tests and the classic empirical likelihood-ratio test when handling heterogeneous groups. It will significantly advance the transcriptomics studies of cancers and other complex disease. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Supervisory Adaptive Network-Based Fuzzy Inference System (SANFIS Design for Empirical Test of Mobile Robot

Directory of Open Access Journals (Sweden)

Yi-Jen Mon

2012-10-01

Full Text Available A supervisory Adaptive Network-based Fuzzy Inference System (SANFIS is proposed for the empirical control of a mobile robot. This controller includes an ANFIS controller and a supervisory controller. The ANFIS controller is off-line tuned by an adaptive fuzzy inference system, the supervisory controller is designed to compensate for the approximation error between the ANFIS controller and the ideal controller, and drive the trajectory of the system onto a specified surface (called the sliding surface or switching surface while maintaining the trajectory onto this switching surface continuously to guarantee the system stability. This SANFIS controller can achieve favourable empirical control performance of the mobile robot in the empirical tests of driving the mobile robot with a square path. Practical experimental results demonstrate that the proposed SANFIS can achieve better control performance than that achieved using an ANFIS controller for empirical control of the mobile robot.

Likelihood inference of non-constant diversification rates with incomplete taxon sampling.

Directory of Open Access Journals (Sweden)

Sebastian Höhna

Full Text Available Large-scale phylogenies provide a valuable source to study background diversification rates and investigate if the rates have changed over time. Unfortunately most large-scale, dated phylogenies are sparsely sampled (fewer than 5% of the described species and taxon sampling is not uniform. Instead, taxa are frequently sampled to obtain at least one representative per subgroup (e.g. family and thus to maximize diversity (diversified sampling. So far, such complications have been ignored, potentially biasing the conclusions that have been reached. In this study I derive the likelihood of a birth-death process with non-constant (time-dependent diversification rates and diversified taxon sampling. Using simulations I test if the true parameters and the sampling method can be recovered when the trees are small or medium sized (fewer than 200 taxa. The results show that the diversification rates can be inferred and the estimates are unbiased for large trees but are biased for small trees (fewer than 50 taxa. Furthermore, model selection by means of Akaike's Information Criterion favors the true model if the true rates differ sufficiently from alternative models (e.g. the birth-death model is recovered if the extinction rate is large and compared to a pure-birth model. Finally, I applied six different diversification rate models--ranging from a constant-rate pure birth process to a decreasing speciation rate birth-death process but excluding any rate shift models--on three large-scale empirical phylogenies (ants, mammals and snakes with respectively 149, 164 and 41 sampled species. All three phylogenies were constructed by diversified taxon sampling, as stated by the authors. However only the snake phylogeny supported diversified taxon sampling. Moreover, a parametric bootstrap test revealed that none of the tested models provided a good fit to the observed data. The model assumptions, such as homogeneous rates across species or no rate shifts, appear

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.

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.

Inferring causal molecular networks: empirical assessment through a community-based effort.

Science.gov (United States)

Hill, Steven M; Heiser, Laura M; Cokelaer, Thomas; Unger, Michael; Nesser, Nicole K; Carlin, Daniel E; Zhang, Yang; Sokolov, Artem; Paull, Evan O; Wong, Chris K; Graim, Kiley; Bivol, Adrian; Wang, Haizhou; Zhu, Fan; Afsari, Bahman; Danilova, Ludmila V; Favorov, Alexander V; Lee, Wai Shing; Taylor, Dane; Hu, Chenyue W; Long, Byron L; Noren, David P; Bisberg, Alexander J; Mills, Gordon B; Gray, Joe W; Kellen, Michael; Norman, Thea; Friend, Stephen; Qutub, Amina A; Fertig, Elana J; Guan, Yuanfang; Song, Mingzhou; Stuart, Joshua M; Spellman, Paul T; Koeppl, Heinz; Stolovitzky, Gustavo; Saez-Rodriguez, Julio; Mukherjee, Sach

2016-04-01

It remains unclear whether causal, rather than merely correlational, relationships in molecular networks can be inferred in complex biological settings. Here we describe the HPN-DREAM network inference challenge, which focused on learning causal influences in signaling networks. We used phosphoprotein data from cancer cell lines as well as in silico data from a nonlinear dynamical model. Using the phosphoprotein data, we scored more than 2,000 networks submitted by challenge participants. The networks spanned 32 biological contexts and were scored in terms of causal validity with respect to unseen interventional data. A number of approaches were effective, and incorporating known biology was generally advantageous. Additional sub-challenges considered time-course prediction and visualization. Our results suggest that learning causal relationships may be feasible in complex settings such as disease states. Furthermore, our scoring approach provides a practical way to empirically assess inferred molecular networks in a causal sense.

Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form

DEFF Research Database (Denmark)

Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, Robert

We consider the problem of conducting estimation and inference on the parameters of univariate heteroskedastic fractionally integrated time series models. We first extend existing results in the literature, developed for conditional sum-of squares estimators in the context of parametric fractional...... time series models driven by conditionally homoskedastic shocks, to allow for conditional and unconditional heteroskedasticity both of a quite general and unknown form. Global consistency and asymptotic normality are shown to still obtain; however, the covariance matrix of the limiting distribution...... of the estimator now depends on nuisance parameters derived both from the weak dependence and heteroskedasticity present in the shocks. We then investigate classical methods of inference based on the Wald, likelihood ratio and Lagrange multiplier tests for linear hypotheses on either or both of the long and short...

Empirical likelihood-based confidence intervals for the sensitivity of a continuous-scale diagnostic test at a fixed level of specificity.

Science.gov (United States)

Gengsheng Qin; Davis, Angela E; Jing, Bing-Yi

2011-06-01

For a continuous-scale diagnostic test, it is often of interest to find the range of the sensitivity of the test at the cut-off that yields a desired specificity. In this article, we first define a profile empirical likelihood ratio for the sensitivity of a continuous-scale diagnostic test and show that its limiting distribution is a scaled chi-square distribution. We then propose two new empirical likelihood-based confidence intervals for the sensitivity of the test at a fixed level of specificity by using the scaled chi-square distribution. Simulation studies are conducted to compare the finite sample performance of the newly proposed intervals with the existing intervals for the sensitivity in terms of coverage probability. A real example is used to illustrate the application of the recommended methods.

Tapered composite likelihood for spatial max-stable models

KAUST Repository

Sang, Huiyan

2014-05-01

Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.

Tapered composite likelihood for spatial max-stable models

KAUST Repository

Sang, Huiyan; Genton, Marc G.

2014-01-01

Spatial extreme value analysis is useful to environmental studies, in which extreme value phenomena are of interest and meaningful spatial patterns can be discerned. Max-stable process models are able to describe such phenomena. This class of models is asymptotically justified to characterize the spatial dependence among extremes. However, likelihood inference is challenging for such models because their corresponding joint likelihood is unavailable and only bivariate or trivariate distributions are known. In this paper, we propose a tapered composite likelihood approach by utilizing lower dimensional marginal likelihoods for inference on parameters of various max-stable process models. We consider a weighting strategy based on a "taper range" to exclude distant pairs or triples. The "optimal taper range" is selected to maximize various measures of the Godambe information associated with the tapered composite likelihood function. This method substantially reduces the computational cost and improves the efficiency over equally weighted composite likelihood estimators. We illustrate its utility with simulation experiments and an analysis of rainfall data in Switzerland.

Empirical Correction to the Likelihood Ratio Statistic for Structural Equation Modeling with Many Variables.

Science.gov (United States)

Yuan, Ke-Hai; Tian, Yubin; Yanagihara, Hirokazu

2015-06-01

Survey data typically contain many variables. Structural equation modeling (SEM) is commonly used in analyzing such data. The most widely used statistic for evaluating the adequacy of a SEM model is T ML, a slight modification to the likelihood ratio statistic. Under normality assumption, T ML approximately follows a chi-square distribution when the number of observations (N) is large and the number of items or variables (p) is small. However, in practice, p can be rather large while N is always limited due to not having enough participants. Even with a relatively large N, empirical results show that T ML rejects the correct model too often when p is not too small. Various corrections to T ML have been proposed, but they are mostly heuristic. Following the principle of the Bartlett correction, this paper proposes an empirical approach to correct T ML so that the mean of the resulting statistic approximately equals the degrees of freedom of the nominal chi-square distribution. Results show that empirically corrected statistics follow the nominal chi-square distribution much more closely than previously proposed corrections to T ML, and they control type I errors reasonably well whenever N ≥ max(50,2p). The formulations of the empirically corrected statistics are further used to predict type I errors of T ML as reported in the literature, and they perform well.

Approximate maximum likelihood estimation for population genetic inference.

Science.gov (United States)

Bertl, Johanna; Ewing, Gregory; Kosiol, Carolin; Futschik, Andreas

2017-11-27

In many population genetic problems, parameter estimation is obstructed by an intractable likelihood function. Therefore, approximate estimation methods have been developed, and with growing computational power, sampling-based methods became popular. However, these methods such as Approximate Bayesian Computation (ABC) can be inefficient in high-dimensional problems. This led to the development of more sophisticated iterative estimation methods like particle filters. Here, we propose an alternative approach that is based on stochastic approximation. By moving along a simulated gradient or ascent direction, the algorithm produces a sequence of estimates that eventually converges to the maximum likelihood estimate, given a set of observed summary statistics. This strategy does not sample much from low-likelihood regions of the parameter space, and is fast, even when many summary statistics are involved. We put considerable efforts into providing tuning guidelines that improve the robustness and lead to good performance on problems with high-dimensional summary statistics and a low signal-to-noise ratio. We then investigate the performance of our resulting approach and study its properties in simulations. Finally, we re-estimate parameters describing the demographic history of Bornean and Sumatran orang-utans.

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

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

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.

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.

The Reliability and Stability of an Inferred Phylogenetic Tree from Empirical Data.

Science.gov (United States)

Katsura, Yukako; Stanley, Craig E; Kumar, Sudhir; Nei, Masatoshi

2017-03-01

The reliability of a phylogenetic tree obtained from empirical data is usually measured by the bootstrap probability (Pb) of interior branches of the tree. If the bootstrap probability is high for most branches, the tree is considered to be reliable. If some interior branches show relatively low bootstrap probabilities, we are not sure that the inferred tree is really reliable. Here, we propose another quantity measuring the reliability of the tree called the stability of a subtree. This quantity refers to the probability of obtaining a subtree (Ps) of an inferred tree obtained. We then show that if the tree is to be reliable, both Pb and Ps must be high. We also show that Ps is given by a bootstrap probability of the subtree with the closest outgroup sequence, and computer program RESTA for computing the Pb and Ps values will be presented. © The Author 2017. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.

A guideline for the validation of likelihood ratio methods used for forensic evidence evaluation

NARCIS (Netherlands)

Meuwly, Didier; Ramos, Daniel; Haraksim, Rudolf

2017-01-01

This Guideline proposes a protocol for the validation of forensic evaluation methods at the source level, using the Likelihood Ratio framework as defined within the Bayes’ inference model. In the context of the inference of identity of source, the Likelihood Ratio is used to evaluate the strength of

Statistical modelling of survival data with random effects h-likelihood approach

CERN Document Server

Ha, Il Do; Lee, Youngjo

2017-01-01

This book provides a groundbreaking introduction to the likelihood inference for correlated survival data via the hierarchical (or h-) likelihood in order to obtain the (marginal) likelihood and to address the computational difficulties in inferences and extensions. The approach presented in the book overcomes shortcomings in the traditional likelihood-based methods for clustered survival data such as intractable integration. The text includes technical materials such as derivations and proofs in each chapter, as well as recently developed software programs in R (“frailtyHL”), while the real-world data examples together with an R package, “frailtyHL” in CRAN, provide readers with useful hands-on tools. Reviewing new developments since the introduction of the h-likelihood to survival analysis (methods for interval estimation of the individual frailty and for variable selection of the fixed effects in the general class of frailty models) and guiding future directions, the book is of interest to research...

Bayes Empirical Bayes Inference of Amino Acid Sites Under Positive Selection

DEFF Research Database (Denmark)

Yang, Ziheng; Wong, Wendy Shuk Wan; Nielsen, Rasmus

2005-01-01

, with > 1 indicating positive selection. Statistical distributions are used to model the variation in among sites, allowing a subset of sites to have > 1 while the rest of the sequence may be under purifying selection with ... probabilities that a site comes from the site class with > 1. Current implementations, however, use the naive EB (NEB) approach and fail to account for sampling errors in maximum likelihood estimates of model parameters, such as the proportions and ratios for the site classes. In small data sets lacking...... information, this approach may lead to unreliable posterior probability calculations. In this paper, we develop a Bayes empirical Bayes (BEB) approach to the problem, which assigns a prior to the model parameters and integrates over their uncertainties. We compare the new and old methods on real and simulated...

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.

Likelihood based inference for partially observed renewal processes

NARCIS (Netherlands)

van Lieshout, Maria Nicolette Margaretha

2016-01-01

This paper is concerned with inference for renewal processes on the real line that are observed in a broken interval. For such processes, the classic history-based approach cannot be used. Instead, we adapt tools from sequential spatial point process theory to propose a Monte Carlo maximum

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.

Learning Convex Inference of Marginals

OpenAIRE

Domke, Justin

2012-01-01

Graphical models trained using maximum likelihood are a common tool for probabilistic inference of marginal distributions. However, this approach suffers difficulties when either the inference process or the model is approximate. In this paper, the inference process is first defined to be the minimization of a convex function, inspired by free energy approximations. Learning is then done directly in terms of the performance of the inference process at univariate marginal prediction. The main ...

Inferring relationships between pairs of individuals from locus heterozygosities

Directory of Open Access Journals (Sweden)

Spinetti Isabella

2002-11-01

Full Text Available Abstract Background The traditional exact method for inferring relationships between individuals from genetic data is not easily applicable in all situations that may be encountered in several fields of applied genetics. This study describes an approach that gives affordable results and is easily applicable; it is based on the probabilities that two individuals share 0, 1 or both alleles at a locus identical by state. Results We show that these probabilities (zi depend on locus heterozygosity (H, and are scarcely affected by variation of the distribution of allele frequencies. This allows us to obtain empirical curves relating zi's to H for a series of common relationships, so that the likelihood ratio of a pair of relationships between any two individuals, given their genotypes at a locus, is a function of a single parameter, H. Application to large samples of mother-child and full-sib pairs shows that the statistical power of this method to infer the correct relationship is not much lower than the exact method. Analysis of a large database of STR data proves that locus heterozygosity does not vary significantly among Caucasian populations, apart from special cases, so that the likelihood ratio of the more common relationships between pairs of individuals may be obtained by looking at tabulated zi values. Conclusions A simple method is provided, which may be used by any scientist with the help of a calculator or a spreadsheet to compute the likelihood ratios of common alternative relationships between pairs of individuals.

Gaussian copula as a likelihood function for environmental models

Science.gov (United States)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an

Model selection and inference a practical information-theoretic approach

CERN Document Server

Burnham, Kenneth P

1998-01-01

This book is unique in that it covers the philosophy of model-based data analysis and an omnibus strategy for the analysis of empirical data The book introduces information theoretic approaches and focuses critical attention on a priori modeling and the selection of a good approximating model that best represents the inference supported by the data Kullback-Leibler information represents a fundamental quantity in science and is Hirotugu Akaike's basis for model selection The maximized log-likelihood function can be bias-corrected to provide an estimate of expected, relative Kullback-Leibler information This leads to Akaike's Information Criterion (AIC) and various extensions and these are relatively simple and easy to use in practice, but little taught in statistics classes and far less understood in the applied sciences than should be the case The information theoretic approaches provide a unified and rigorous theory, an extension of likelihood theory, an important application of information theory, and are ...

Statistical inference for financial engineering

CERN Document Server

Taniguchi, Masanobu; Ogata, Hiroaki; Taniai, Hiroyuki

2014-01-01

This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear processes, long-memory processes, locally stationary processes etc. are introduced and their optimal estimation is considered as well. This book also includes several statistical approaches, e.g., discriminant analysis, the empirical likelihood method, control variate method, quantile regression, realized volatility etc., which have been recently developed and are considered to be powerful tools for analyzing the financial data, establishing a new bridge between time series and financial engineering. This book is well suited as a professional reference book on finance, statistics and statistical financial engineering. Readers are expected to have an undergraduate-level knowledge of statistics.

Mixing Bayes and empirical Bayes inference to anticipate the realization of engineering concerns about variant system designs

International Nuclear Information System (INIS)

Quigley, John; Walls, Lesley

2011-01-01

Mixing Bayes and Empirical Bayes inference provides reliability estimates for variant system designs by using relevant failure data - observed and anticipated - about engineering changes arising due to modification and innovation. A coherent inference framework is proposed to predict the realization of engineering concerns during product development so that informed decisions can be made about the system design and the analysis conducted to prove reliability. The proposed method involves combining subjective prior distributions for the number of engineering concerns with empirical priors for the non-parametric distribution of time to realize these concerns in such a way that we can cross-tabulate classes of concerns to failure events within time partitions at an appropriate level of granularity. To support efficient implementation, a computationally convenient hypergeometric approximation is developed for the counting distributions appropriate to our underlying stochastic model. The accuracy of our approximation over first-order alternatives is examined, and demonstrated, through an evaluation experiment. An industrial application illustrates model implementation and shows how estimates can be updated using information arising during development test and analysis.

A short proof that phylogenetic tree reconstruction by maximum likelihood is hard.

Science.gov (United States)

Roch, Sebastien

2006-01-01

Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.

A Short Proof that Phylogenetic Tree Reconstruction by Maximum Likelihood is Hard

OpenAIRE

Roch, S.

2005-01-01

Maximum likelihood is one of the most widely used techniques to infer evolutionary histories. Although it is thought to be intractable, a proof of its hardness has been lacking. Here, we give a short proof that computing the maximum likelihood tree is NP-hard by exploiting a connection between likelihood and parsimony observed by Tuffley and Steel.

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

Modeling gene expression measurement error: a quasi-likelihood approach

Directory of Open Access Journals (Sweden)

Strimmer Korbinian

2003-03-01

Full Text Available Abstract Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale. Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood. Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic variance structure of the data. As the quasi-likelihood behaves (almost like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also

Further Evaluation of Covariate Analysis using Empirical Bayes Estimates in Population Pharmacokinetics: the Perception of Shrinkage and Likelihood Ratio Test.

Science.gov (United States)

Xu, Xu Steven; Yuan, Min; Yang, Haitao; Feng, Yan; Xu, Jinfeng; Pinheiro, Jose

2017-01-01

Covariate analysis based on population pharmacokinetics (PPK) is used to identify clinically relevant factors. The likelihood ratio test (LRT) based on nonlinear mixed effect model fits is currently recommended for covariate identification, whereas individual empirical Bayesian estimates (EBEs) are considered unreliable due to the presence of shrinkage. The objectives of this research were to investigate the type I error for LRT and EBE approaches, to confirm the similarity of power between the LRT and EBE approaches from a previous report and to explore the influence of shrinkage on LRT and EBE inferences. Using an oral one-compartment PK model with a single covariate impacting on clearance, we conducted a wide range of simulations according to a two-way factorial design. The results revealed that the EBE-based regression not only provided almost identical power for detecting a covariate effect, but also controlled the false positive rate better than the LRT approach. Shrinkage of EBEs is likely not the root cause for decrease in power or inflated false positive rate although the size of the covariate effect tends to be underestimated at high shrinkage. In summary, contrary to the current recommendations, EBEs may be a better choice for statistical tests in PPK covariate analysis compared to LRT. We proposed a three-step covariate modeling approach for population PK analysis to utilize the advantages of EBEs while overcoming their shortcomings, which allows not only markedly reducing the run time for population PK analysis, but also providing more accurate covariate tests.

Empirical likelihood based detection procedure for change point in mean residual life functions under random censorship.

Science.gov (United States)

Chen, Ying-Ju; Ning, Wei; Gupta, Arjun K

2016-05-01

The mean residual life (MRL) function is one of the basic parameters of interest in survival analysis that describes the expected remaining time of an individual after a certain age. The study of changes in the MRL function is practical and interesting because it may help us to identify some factors such as age and gender that may influence the remaining lifetimes of patients after receiving a certain surgery. In this paper, we propose a detection procedure based on the empirical likelihood for the changes in MRL functions with right censored data. Two real examples are also given: Veterans' administration lung cancer study and Stanford heart transplant to illustrate the detecting procedure. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

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....

Statistical detection of EEG synchrony using empirical bayesian inference.

Directory of Open Access Journals (Sweden)

Archana K Singh

Full Text Available There is growing interest in understanding how the brain utilizes synchronized oscillatory activity to integrate information across functionally connected regions. Computing phase-locking values (PLV between EEG signals is a popular method for quantifying such synchronizations and elucidating their role in cognitive tasks. However, high-dimensionality in PLV data incurs a serious multiple testing problem. Standard multiple testing methods in neuroimaging research (e.g., false discovery rate, FDR suffer severe loss of power, because they fail to exploit complex dependence structure between hypotheses that vary in spectral, temporal and spatial dimension. Previously, we showed that a hierarchical FDR and optimal discovery procedures could be effectively applied for PLV analysis to provide better power than FDR. In this article, we revisit the multiple comparison problem from a new Empirical Bayes perspective and propose the application of the local FDR method (locFDR; Efron, 2001 for PLV synchrony analysis to compute FDR as a posterior probability that an observed statistic belongs to a null hypothesis. We demonstrate the application of Efron's Empirical Bayes approach for PLV synchrony analysis for the first time. We use simulations to validate the specificity and sensitivity of locFDR and a real EEG dataset from a visual search study for experimental validation. We also compare locFDR with hierarchical FDR and optimal discovery procedures in both simulation and experimental analyses. Our simulation results showed that the locFDR can effectively control false positives without compromising on the power of PLV synchrony inference. Our results from the application locFDR on experiment data detected more significant discoveries than our previously proposed methods whereas the standard FDR method failed to detect any significant discoveries.

Statistical detection of EEG synchrony using empirical bayesian inference.

Science.gov (United States)

Singh, Archana K; Asoh, Hideki; Takeda, Yuji; Phillips, Steven

2015-01-01

There is growing interest in understanding how the brain utilizes synchronized oscillatory activity to integrate information across functionally connected regions. Computing phase-locking values (PLV) between EEG signals is a popular method for quantifying such synchronizations and elucidating their role in cognitive tasks. However, high-dimensionality in PLV data incurs a serious multiple testing problem. Standard multiple testing methods in neuroimaging research (e.g., false discovery rate, FDR) suffer severe loss of power, because they fail to exploit complex dependence structure between hypotheses that vary in spectral, temporal and spatial dimension. Previously, we showed that a hierarchical FDR and optimal discovery procedures could be effectively applied for PLV analysis to provide better power than FDR. In this article, we revisit the multiple comparison problem from a new Empirical Bayes perspective and propose the application of the local FDR method (locFDR; Efron, 2001) for PLV synchrony analysis to compute FDR as a posterior probability that an observed statistic belongs to a null hypothesis. We demonstrate the application of Efron's Empirical Bayes approach for PLV synchrony analysis for the first time. We use simulations to validate the specificity and sensitivity of locFDR and a real EEG dataset from a visual search study for experimental validation. We also compare locFDR with hierarchical FDR and optimal discovery procedures in both simulation and experimental analyses. Our simulation results showed that the locFDR can effectively control false positives without compromising on the power of PLV synchrony inference. Our results from the application locFDR on experiment data detected more significant discoveries than our previously proposed methods whereas the standard FDR method failed to detect any significant discoveries.

Likelihood-Based Inference in Nonlinear Error-Correction Models

DEFF Research Database (Denmark)

Kristensen, Dennis; Rahbæk, Anders

We consider a class of vector nonlinear error correction models where the transfer function (or loadings) of the stationary relation- ships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long- run cointegration parameters, and the short-run parameters. Asymp- totic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normaity can be found. A simulation study...

Empirical training for conditional random fields

NARCIS (Netherlands)

Zhu, Zhemin; Hiemstra, Djoerd; Apers, Peter M.G.; Wombacher, Andreas

2013-01-01

In this paper (Zhu et al., 2013), we present a practi- cally scalable training method for CRFs called Empir- ical Training (EP). We show that the standard train- ing with unregularized log likelihood can have many maximum likelihood estimations (MLEs). Empirical training has a unique closed form MLE

Computation of the Likelihood in Biallelic Diffusion Models Using Orthogonal Polynomials

Directory of Open Access Journals (Sweden)

Claus Vogl

2014-11-01

Full Text Available In population genetics, parameters describing forces such as mutation, migration and drift are generally inferred from molecular data. Lately, approximate methods based on simulations and summary statistics have been widely applied for such inference, even though these methods waste information. In contrast, probabilistic methods of inference can be shown to be optimal, if their assumptions are met. In genomic regions where recombination rates are high relative to mutation rates, polymorphic nucleotide sites can be assumed to evolve independently from each other. The distribution of allele frequencies at a large number of such sites has been called “allele-frequency spectrum” or “site-frequency spectrum” (SFS. Conditional on the allelic proportions, the likelihoods of such data can be modeled as binomial. A simple model representing the evolution of allelic proportions is the biallelic mutation-drift or mutation-directional selection-drift diffusion model. With series of orthogonal polynomials, specifically Jacobi and Gegenbauer polynomials, or the related spheroidal wave function, the diffusion equations can be solved efficiently. In the neutral case, the product of the binomial likelihoods with the sum of such polynomials leads to finite series of polynomials, i.e., relatively simple equations, from which the exact likelihoods can be calculated. In this article, the use of orthogonal polynomials for inferring population genetic parameters is investigated.

PALM: a paralleled and integrated framework for phylogenetic inference with automatic likelihood model selectors.

Directory of Open Access Journals (Sweden)

Shu-Hwa Chen

Full Text Available BACKGROUND: Selecting an appropriate substitution model and deriving a tree topology for a given sequence set are essential in phylogenetic analysis. However, such time consuming, computationally intensive tasks rely on knowledge of substitution model theories and related expertise to run through all possible combinations of several separate programs. To ensure a thorough and efficient analysis and avert tedious manipulations of various programs, this work presents an intuitive framework, the phylogenetic reconstruction with automatic likelihood model selectors (PALM, with convincing, updated algorithms and a best-fit model selection mechanism for seamless phylogenetic analysis. METHODOLOGY: As an integrated framework of ClustalW, PhyML, MODELTEST, ProtTest, and several in-house programs, PALM evaluates the fitness of 56 substitution models for nucleotide sequences and 112 substitution models for protein sequences with scores in various criteria. The input for PALM can be either sequences in FASTA format or a sequence alignment file in PHYLIP format. To accelerate the computing of maximum likelihood and bootstrapping, this work integrates MPICH2/PhyML, PalmMonitor and Palm job controller across several machines with multiple processors and adopts the task parallelism approach. Moreover, an intuitive and interactive web component, PalmTree, is developed for displaying and operating the output tree with options of tree rooting, branches swapping, viewing the branch length values, and viewing bootstrapping score, as well as removing nodes to restart analysis iteratively. SIGNIFICANCE: The workflow of PALM is straightforward and coherent. Via a succinct, user-friendly interface, researchers unfamiliar with phylogenetic analysis can easily use this server to submit sequences, retrieve the output, and re-submit a job based on a previous result if some sequences are to be deleted or added for phylogenetic reconstruction. PALM results in an inference of

Inference of directional selection and mutation parameters assuming equilibrium.

Science.gov (United States)

Vogl, Claus; Bergman, Juraj

2015-12-01

In a classical study, Wright (1931) proposed a model for the evolution of a biallelic locus under the influence of mutation, directional selection and drift. He derived the equilibrium distribution of the allelic proportion conditional on the scaled mutation rate, the mutation bias and the scaled strength of directional selection. The equilibrium distribution can be used for inference of these parameters with genome-wide datasets of "site frequency spectra" (SFS). Assuming that the scaled mutation rate is low, Wright's model can be approximated by a boundary-mutation model, where mutations are introduced into the population exclusively from sites fixed for the preferred or unpreferred allelic states. With the boundary-mutation model, inference can be partitioned: (i) the shape of the SFS distribution within the polymorphic region is determined by random drift and directional selection, but not by the mutation parameters, such that inference of the selection parameter relies exclusively on the polymorphic sites in the SFS; (ii) the mutation parameters can be inferred from the amount of polymorphic and monomorphic preferred and unpreferred alleles, conditional on the selection parameter. Herein, we derive maximum likelihood estimators for the mutation and selection parameters in equilibrium and apply the method to simulated SFS data as well as empirical data from a Madagascar population of Drosophila simulans. Copyright © 2015 Elsevier Inc. All rights reserved.

Estimating rate of occurrence of rare events with empirical bayes: A railway application

International Nuclear Information System (INIS)

Quigley, John; Bedford, Tim; Walls, Lesley

2007-01-01

Classical approaches to estimating the rate of occurrence of events perform poorly when data are few. Maximum likelihood estimators result in overly optimistic point estimates of zero for situations where there have been no events. Alternative empirical-based approaches have been proposed based on median estimators or non-informative prior distributions. While these alternatives offer an improvement over point estimates of zero, they can be overly conservative. Empirical Bayes procedures offer an unbiased approach through pooling data across different hazards to support stronger statistical inference. This paper considers the application of Empirical Bayes to high consequence low-frequency events, where estimates are required for risk mitigation decision support such as as low as reasonably possible. A summary of empirical Bayes methods is given and the choices of estimation procedures to obtain interval estimates are discussed. The approaches illustrated within the case study are based on the estimation of the rate of occurrence of train derailments within the UK. The usefulness of empirical Bayes within this context is discussed

Empirical Information Metrics for Prediction Power and Experiment Planning

Directory of Open Access Journals (Sweden)

Christopher Lee

2011-01-01

Full Text Available In principle, information theory could provide useful metrics for statistical inference. In practice this is impeded by divergent assumptions: Information theory assumes the joint distribution of variables of interest is known, whereas in statistical inference it is hidden and is the goal of inference. To integrate these approaches we note a common theme they share, namely the measurement of prediction power. We generalize this concept as an information metric, subject to several requirements: Calculation of the metric must be objective or model-free; unbiased; convergent; probabilistically bounded; and low in computational complexity. Unfortunately, widely used model selection metrics such as Maximum Likelihood, the Akaike Information Criterion and Bayesian Information Criterion do not necessarily meet all these requirements. We define four distinct empirical information metrics measured via sampling, with explicit Law of Large Numbers convergence guarantees, which meet these requirements: Ie, the empirical information, a measure of average prediction power; Ib, the overfitting bias information, which measures selection bias in the modeling procedure; Ip, the potential information, which measures the total remaining information in the observations not yet discovered by the model; and Im, the model information, which measures the model’s extrapolation prediction power. Finally, we show that Ip + Ie, Ip + Im, and Ie — Im are fixed constants for a given observed dataset (i.e. prediction target, independent of the model, and thus represent a fundamental subdivision of the total information contained in the observations. We discuss the application of these metrics to modeling and experiment planning.    

Forward and backward inference in spatial cognition.

Directory of Open Access Journals (Sweden)

Will D Penny

Full Text Available This paper shows that the various computations underlying spatial cognition can be implemented using statistical inference in a single probabilistic model. Inference is implemented using a common set of 'lower-level' computations involving forward and backward inference over time. For example, to estimate where you are in a known environment, forward inference is used to optimally combine location estimates from path integration with those from sensory input. To decide which way to turn to reach a goal, forward inference is used to compute the likelihood of reaching that goal under each option. To work out which environment you are in, forward inference is used to compute the likelihood of sensory observations under the different hypotheses. For reaching sensory goals that require a chaining together of decisions, forward inference can be used to compute a state trajectory that will lead to that goal, and backward inference to refine the route and estimate control signals that produce the required trajectory. We propose that these computations are reflected in recent findings of pattern replay in the mammalian brain. Specifically, that theta sequences reflect decision making, theta flickering reflects model selection, and remote replay reflects route and motor planning. We also propose a mapping of the above computational processes onto lateral and medial entorhinal cortex and hippocampus.

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...

Stability of maximum-likelihood-based clustering methods: exploring the backbone of classifications

International Nuclear Information System (INIS)

Mungan, Muhittin; Ramasco, José J

2010-01-01

Components of complex systems are often classified according to the way they interact with each other. In graph theory such groups are known as clusters or communities. Many different techniques have been recently proposed to detect them, some of which involve inference methods using either Bayesian or maximum likelihood approaches. In this paper, we study a statistical model designed for detecting clusters based on connection similarity. The basic assumption of the model is that the graph was generated by a certain grouping of the nodes and an expectation maximization algorithm is employed to infer that grouping. We show that the method admits further development to yield a stability analysis of the groupings that quantifies the extent to which each node influences its neighbors' group membership. Our approach naturally allows for the identification of the key elements responsible for the grouping and their resilience to changes in the network. Given the generality of the assumptions underlying the statistical model, such nodes are likely to play special roles in the original system. We illustrate this point by analyzing several empirical networks for which further information about the properties of the nodes is available. The search and identification of stabilizing nodes constitutes thus a novel technique to characterize the relevance of nodes in complex networks

Likelihood-based inference for cointegration with nonlinear error-correction

DEFF Research Database (Denmark)

Kristensen, Dennis; Rahbek, Anders Christian

2010-01-01

We consider a class of nonlinear vector error correction models where the transfer function (or loadings) of the stationary relationships is nonlinear. This includes in particular the smooth transition models. A general representation theorem is given which establishes the dynamic properties...... and a linear trend in general. Gaussian likelihood-based estimators are considered for the long-run cointegration parameters, and the short-run parameters. Asymptotic theory is provided for these and it is discussed to what extend asymptotic normality and mixed normality can be found. A simulation study...

Robust Gaussian Process Regression with a Student-t Likelihood

NARCIS (Netherlands)

Jylänki, P.P.; Vanhatalo, J.; Vehtari, A.

2011-01-01

This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model, which has a non-log-concave likelihood. The challenge with the Student-t model is the analytically intractable inference which is why several approximative methods have

Use of empirical likelihood to calibrate auxiliary information in partly linear monotone regression models.

Science.gov (United States)

Chen, Baojiang; Qin, Jing

2014-05-10

In statistical analysis, a regression model is needed if one is interested in finding the relationship between a response variable and covariates. When the response depends on the covariate, then it may also depend on the function of this covariate. If one has no knowledge of this functional form but expect for monotonic increasing or decreasing, then the isotonic regression model is preferable. Estimation of parameters for isotonic regression models is based on the pool-adjacent-violators algorithm (PAVA), where the monotonicity constraints are built in. With missing data, people often employ the augmented estimating method to improve estimation efficiency by incorporating auxiliary information through a working regression model. However, under the framework of the isotonic regression model, the PAVA does not work as the monotonicity constraints are violated. In this paper, we develop an empirical likelihood-based method for isotonic regression model to incorporate the auxiliary information. Because the monotonicity constraints still hold, the PAVA can be used for parameter estimation. Simulation studies demonstrate that the proposed method can yield more efficient estimates, and in some situations, the efficiency improvement is substantial. We apply this method to a dementia study. Copyright © 2013 John Wiley & Sons, Ltd.

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

Mixed normal inference on multicointegration

NARCIS (Netherlands)

Boswijk, H.P.

2009-01-01

Asymptotic likelihood analysis of cointegration in I(2) models, see Johansen (1997, 2006), Boswijk (2000) and Paruolo (2000), has shown that inference on most parameters is mixed normal, implying hypothesis test statistics with an asymptotic 2 null distribution. The asymptotic distribution of the

Dimension-Independent Likelihood-Informed MCMC

KAUST Repository

Cui, Tiangang; Law, Kody; Marzouk, Youssef

2015-01-01

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.

Dimension-Independent Likelihood-Informed MCMC

KAUST Repository

Cui, Tiangang

2015-01-07

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters, which in principle can be described as functions. By exploiting low-dimensional structure in the change from prior to posterior [distributions], we introduce a suite of MCMC samplers that can adapt to the complex structure of the posterior distribution, yet are well-defined on function space. Posterior sampling in nonlinear inverse problems arising from various partial di erential equations and also a stochastic differential equation are used to demonstrate the e ciency of these dimension-independent likelihood-informed samplers.

Inference for shared-frailty survival models with left-truncated data

NARCIS (Netherlands)

van den Berg, G.J.; Drepper, B.

2016-01-01

Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with left-truncated

LIKELIHOOD ESTIMATION OF PARAMETERS USING SIMULTANEOUSLY MONITORED PROCESSES

DEFF Research Database (Denmark)

Friis-Hansen, Peter; Ditlevsen, Ove Dalager

2004-01-01

The topic is maximum likelihood inference from several simultaneously monitored response processes of a structure to obtain knowledge about the parameters of other not monitored but important response processes when the structure is subject to some Gaussian load field in space and time. The consi....... The considered example is a ship sailing with a given speed through a Gaussian wave field....

Estimation and inference in the same-different test

DEFF Research Database (Denmark)

Christensen, Rune Haubo Bojesen; Brockhoff, Per B.

2009-01-01

as well as similarity. We show that the likelihood root statistic is equivalent to the well known G(2) likelihood ratio statistic for tests of no difference. As an additional practical tool, we introduce the profile likelihood curve to provide a convenient graphical summary of the information in the data......Inference for the Thurstonian delta in the same-different protocol via the well known Wald statistic is shown to be inappropriate in a wide range of situations. We introduce the likelihood root statistic as an alternative to the Wald statistic to produce CIs and p-values for assessing difference...

Deep Learning for Population Genetic Inference.

Science.gov (United States)

Sheehan, Sara; Song, Yun S

2016-03-01

Given genomic variation data from multiple individuals, computing the likelihood of complex population genetic models is often infeasible. To circumvent this problem, we introduce a novel likelihood-free inference framework by applying deep learning, a powerful modern technique in machine learning. Deep learning makes use of multilayer neural networks to learn a feature-based function from the input (e.g., hundreds of correlated summary statistics of data) to the output (e.g., population genetic parameters of interest). We demonstrate that deep learning can be effectively employed for population genetic inference and learning informative features of data. As a concrete application, we focus on the challenging problem of jointly inferring natural selection and demography (in the form of a population size change history). Our method is able to separate the global nature of demography from the local nature of selection, without sequential steps for these two factors. Studying demography and selection jointly is motivated by Drosophila, where pervasive selection confounds demographic analysis. We apply our method to 197 African Drosophila melanogaster genomes from Zambia to infer both their overall demography, and regions of their genome under selection. We find many regions of the genome that have experienced hard sweeps, and fewer under selection on standing variation (soft sweep) or balancing selection. Interestingly, we find that soft sweeps and balancing selection occur more frequently closer to the centromere of each chromosome. In addition, our demographic inference suggests that previously estimated bottlenecks for African Drosophila melanogaster are too extreme.

Automatic physical inference with information maximizing neural networks

Science.gov (United States)

Charnock, Tom; Lavaux, Guilhem; Wandelt, Benjamin D.

2018-04-01

Compressing large data sets to a manageable number of summaries that are informative about the underlying parameters vastly simplifies both frequentist and Bayesian inference. When only simulations are available, these summaries are typically chosen heuristically, so they may inadvertently miss important information. We introduce a simulation-based machine learning technique that trains artificial neural networks to find nonlinear functionals of data that maximize Fisher information: information maximizing neural networks (IMNNs). In test cases where the posterior can be derived exactly, likelihood-free inference based on automatically derived IMNN summaries produces nearly exact posteriors, showing that these summaries are good approximations to sufficient statistics. In a series of numerical examples of increasing complexity and astrophysical relevance we show that IMNNs are robustly capable of automatically finding optimal, nonlinear summaries of the data even in cases where linear compression fails: inferring the variance of Gaussian signal in the presence of noise, inferring cosmological parameters from mock simulations of the Lyman-α forest in quasar spectra, and inferring frequency-domain parameters from LISA-like detections of gravitational waveforms. In this final case, the IMNN summary outperforms linear data compression by avoiding the introduction of spurious likelihood maxima. We anticipate that the automatic physical inference method described in this paper will be essential to obtain both accurate and precise cosmological parameter estimates from complex and large astronomical data sets, including those from LSST and Euclid.

Likelihood estimators for multivariate extremes

KAUST Repository

Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.

2015-01-01

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.

Likelihood estimators for multivariate extremes

KAUST Repository

Huser, Raphaël

2015-11-17

The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.

LASER: A Maximum Likelihood Toolkit for Detecting Temporal Shifts in Diversification Rates From Molecular Phylogenies

Directory of Open Access Journals (Sweden)

Daniel L. Rabosky

2006-01-01

Full Text Available Rates of species origination and extinction can vary over time during evolutionary radiations, and it is possible to reconstruct the history of diversification using molecular phylogenies of extant taxa only. Maximum likelihood methods provide a useful framework for inferring temporal variation in diversification rates. LASER is a package for the R programming environment that implements maximum likelihood methods based on the birth-death process to test whether diversification rates have changed over time. LASER contrasts the likelihood of phylogenetic data under models where diversification rates have changed over time to alternative models where rates have remained constant over time. Major strengths of the package include the ability to detect temporal increases in diversification rates and the inference of diversification parameters under multiple rate-variable models of diversification. The program and associated documentation are freely available from the R package archive at http://cran.r-project.org.

A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses

Science.gov (United States)

Vasdekis, Vassilis G. S.; Cagnone, Silvia; Moustaki, Irini

2012-01-01

The paper proposes a composite likelihood estimation approach that uses bivariate instead of multivariate marginal probabilities for ordinal longitudinal responses using a latent variable model. The model considers time-dependent latent variables and item-specific random effects to be accountable for the interdependencies of the multivariate…

Deep Learning for Population Genetic Inference.

Directory of Open Access Journals (Sweden)

Sara Sheehan

2016-03-01

Full Text Available Given genomic variation data from multiple individuals, computing the likelihood of complex population genetic models is often infeasible. To circumvent this problem, we introduce a novel likelihood-free inference framework by applying deep learning, a powerful modern technique in machine learning. Deep learning makes use of multilayer neural networks to learn a feature-based function from the input (e.g., hundreds of correlated summary statistics of data to the output (e.g., population genetic parameters of interest. We demonstrate that deep learning can be effectively employed for population genetic inference and learning informative features of data. As a concrete application, we focus on the challenging problem of jointly inferring natural selection and demography (in the form of a population size change history. Our method is able to separate the global nature of demography from the local nature of selection, without sequential steps for these two factors. Studying demography and selection jointly is motivated by Drosophila, where pervasive selection confounds demographic analysis. We apply our method to 197 African Drosophila melanogaster genomes from Zambia to infer both their overall demography, and regions of their genome under selection. We find many regions of the genome that have experienced hard sweeps, and fewer under selection on standing variation (soft sweep or balancing selection. Interestingly, we find that soft sweeps and balancing selection occur more frequently closer to the centromere of each chromosome. In addition, our demographic inference suggests that previously estimated bottlenecks for African Drosophila melanogaster are too extreme.

Deep Learning for Population Genetic Inference

Science.gov (United States)

Sheehan, Sara; Song, Yun S.

2016-01-01

Given genomic variation data from multiple individuals, computing the likelihood of complex population genetic models is often infeasible. To circumvent this problem, we introduce a novel likelihood-free inference framework by applying deep learning, a powerful modern technique in machine learning. Deep learning makes use of multilayer neural networks to learn a feature-based function from the input (e.g., hundreds of correlated summary statistics of data) to the output (e.g., population genetic parameters of interest). We demonstrate that deep learning can be effectively employed for population genetic inference and learning informative features of data. As a concrete application, we focus on the challenging problem of jointly inferring natural selection and demography (in the form of a population size change history). Our method is able to separate the global nature of demography from the local nature of selection, without sequential steps for these two factors. Studying demography and selection jointly is motivated by Drosophila, where pervasive selection confounds demographic analysis. We apply our method to 197 African Drosophila melanogaster genomes from Zambia to infer both their overall demography, and regions of their genome under selection. We find many regions of the genome that have experienced hard sweeps, and fewer under selection on standing variation (soft sweep) or balancing selection. Interestingly, we find that soft sweeps and balancing selection occur more frequently closer to the centromere of each chromosome. In addition, our demographic inference suggests that previously estimated bottlenecks for African Drosophila melanogaster are too extreme. PMID:27018908

Practical Statistics for LHC Physicists: Descriptive Statistics, Probability and Likelihood (1/3)

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.

Multimodel inference and adaptive management

Science.gov (United States)

Rehme, S.E.; Powell, L.A.; Allen, Craig R.

2011-01-01

Ecology is an inherently complex science coping with correlated variables, nonlinear interactions and multiple scales of pattern and process, making it difficult for experiments to result in clear, strong inference. Natural resource managers, policy makers, and stakeholders rely on science to provide timely and accurate management recommendations. However, the time necessary to untangle the complexities of interactions within ecosystems is often far greater than the time available to make management decisions. One method of coping with this problem is multimodel inference. Multimodel inference assesses uncertainty by calculating likelihoods among multiple competing hypotheses, but multimodel inference results are often equivocal. Despite this, there may be pressure for ecologists to provide management recommendations regardless of the strength of their study’s inference. We reviewed papers in the Journal of Wildlife Management (JWM) and the journal Conservation Biology (CB) to quantify the prevalence of multimodel inference approaches, the resulting inference (weak versus strong), and how authors dealt with the uncertainty. Thirty-eight percent and 14%, respectively, of articles in the JWM and CB used multimodel inference approaches. Strong inference was rarely observed, with only 7% of JWM and 20% of CB articles resulting in strong inference. We found the majority of weak inference papers in both journals (59%) gave specific management recommendations. Model selection uncertainty was ignored in most recommendations for management. We suggest that adaptive management is an ideal method to resolve uncertainty when research results in weak inference.

Empirical direction in design and analysis

CERN Document Server

Anderson, Norman H

2001-01-01

The goal of Norman H. Anderson's new book is to help students develop skills of scientific inference. To accomplish this he organized the book around the ""Experimental Pyramid""--six levels that represent a hierarchy of considerations in empirical investigation--conceptual framework, phenomena, behavior, measurement, design, and statistical inference. To facilitate conceptual and empirical understanding, Anderson de-emphasizes computational formulas and null hypothesis testing. Other features include: *emphasis on visual inspection as a basic skill in experimental analysis to help student

Semiparametric mixtures in case-controlstudies

NARCIS (Netherlands)

Murphy, S.A.; van der Vaart, A.W.

2001-01-01

We consider likelihood based inference in a class of logistic models for case-control studies with a partially observed covariate. The likelihood is a combination of a nonparametric mixture, a parametric likelihood, and an empirical likelihood. We prove the asymptotic normality of the maximum

Multiple Improvements of Multiple Imputation Likelihood Ratio Tests

OpenAIRE

Chan, Kin Wai; Meng, Xiao-Li

2017-01-01

Multiple imputation (MI) inference handles missing data by first properly imputing the missing values $m$ times, and then combining the $m$ analysis results from applying a complete-data procedure to each of the completed datasets. However, the existing method for combining likelihood ratio tests has multiple defects: (i) the combined test statistic can be negative in practice when the reference null distribution is a standard $F$ distribution; (ii) it is not invariant to re-parametrization; ...

Statistical Inference for a Class of Multivariate Negative Binomial Distributions

DEFF Research Database (Denmark)

Rubak, Ege H.; Møller, Jesper; McCullagh, Peter

This paper considers statistical inference procedures for a class of models for positively correlated count variables called -permanental random fields, and which can be viewed as a family of multivariate negative binomial distributions. Their appealing probabilistic properties have earlier been...... studied in the literature, while this is the first statistical paper on -permanental random fields. The focus is on maximum likelihood estimation, maximum quasi-likelihood estimation and on maximum composite likelihood estimation based on uni- and bivariate distributions. Furthermore, new results...

Inferring the photometric and size evolution of galaxies from image simulations. I. Method

Science.gov (United States)

Carassou, Sébastien; de Lapparent, Valérie; Bertin, Emmanuel; Le Borgne, Damien

2017-09-01

Context. Current constraints on models of galaxy evolution rely on morphometric catalogs extracted from multi-band photometric surveys. However, these catalogs are altered by selection effects that are difficult to model, that correlate in non trivial ways, and that can lead to contradictory predictions if not taken into account carefully. Aims: To address this issue, we have developed a new approach combining parametric Bayesian indirect likelihood (pBIL) techniques and empirical modeling with realistic image simulations that reproduce a large fraction of these selection effects. This allows us to perform a direct comparison between observed and simulated images and to infer robust constraints on model parameters. Methods: We use a semi-empirical forward model to generate a distribution of mock galaxies from a set of physical parameters. These galaxies are passed through an image simulator reproducing the instrumental characteristics of any survey and are then extracted in the same way as the observed data. The discrepancy between the simulated and observed data is quantified, and minimized with a custom sampling process based on adaptive Markov chain Monte Carlo methods. Results: Using synthetic data matching most of the properties of a Canada-France-Hawaii Telescope Legacy Survey Deep field, we demonstrate the robustness and internal consistency of our approach by inferring the parameters governing the size and luminosity functions and their evolutions for different realistic populations of galaxies. We also compare the results of our approach with those obtained from the classical spectral energy distribution fitting and photometric redshift approach. Conclusions: Our pipeline infers efficiently the luminosity and size distribution and evolution parameters with a very limited number of observables (three photometric bands). When compared to SED fitting based on the same set of observables, our method yields results that are more accurate and free from

Maximum likelihood of phylogenetic networks.

Science.gov (United States)

Jin, Guohua; Nakhleh, Luay; Snir, Sagi; Tuller, Tamir

2006-11-01

Horizontal gene transfer (HGT) is believed to be ubiquitous among bacteria, and plays a major role in their genome diversification as well as their ability to develop resistance to antibiotics. In light of its evolutionary significance and implications for human health, developing accurate and efficient methods for detecting and reconstructing HGT is imperative. In this article we provide a new HGT-oriented likelihood framework for many problems that involve phylogeny-based HGT detection and reconstruction. Beside the formulation of various likelihood criteria, we show that most of these problems are NP-hard, and offer heuristics for efficient and accurate reconstruction of HGT under these criteria. We implemented our heuristics and used them to analyze biological as well as synthetic data. In both cases, our criteria and heuristics exhibited very good performance with respect to identifying the correct number of HGT events as well as inferring their correct location on the species tree. Implementation of the criteria as well as heuristics and hardness proofs are available from the authors upon request. Hardness proofs can also be downloaded at http://www.cs.tau.ac.il/~tamirtul/MLNET/Supp-ML.pdf

Statistical inferences for bearings life using sudden death test

Directory of Open Access Journals (Sweden)

Morariu Cristin-Olimpiu

2017-01-01

Full Text Available In this paper we propose a calculus method for reliability indicators estimation and a complete statistical inferences for three parameters Weibull distribution of bearings life. Using experimental values regarding the durability of bearings tested on stands by the sudden death tests involves a series of particularities of the estimation using maximum likelihood method and statistical inference accomplishment. The paper detailing these features and also provides an example calculation.

Validation of Likelihood Ratio Methods Used for Forensic Evidence Evaluation: Application in Forensic Fingerprints

NARCIS (Netherlands)

Haraksim, Rudolf

2014-01-01

In this chapter the Likelihood Ratio (LR) inference model will be introduced, the theoretical aspects of probabilities will be discussed and the validation framework for LR methods used for forensic evidence evaluation will be presented. Prior to introducing the validation framework, following

Robust Demographic Inference from Genomic and SNP Data

Science.gov (United States)

Excoffier, Laurent; Dupanloup, Isabelle; Huerta-Sánchez, Emilia; Sousa, Vitor C.; Foll, Matthieu

2013-01-01

We introduce a flexible and robust simulation-based framework to infer demographic parameters from the site frequency spectrum (SFS) computed on large genomic datasets. We show that our composite-likelihood approach allows one to study evolutionary models of arbitrary complexity, which cannot be tackled by other current likelihood-based methods. For simple scenarios, our approach compares favorably in terms of accuracy and speed with , the current reference in the field, while showing better convergence properties for complex models. We first apply our methodology to non-coding genomic SNP data from four human populations. To infer their demographic history, we compare neutral evolutionary models of increasing complexity, including unsampled populations. We further show the versatility of our framework by extending it to the inference of demographic parameters from SNP chips with known ascertainment, such as that recently released by Affymetrix to study human origins. Whereas previous ways of handling ascertained SNPs were either restricted to a single population or only allowed the inference of divergence time between a pair of populations, our framework can correctly infer parameters of more complex models including the divergence of several populations, bottlenecks and migration. We apply this approach to the reconstruction of African demography using two distinct ascertained human SNP panels studied under two evolutionary models. The two SNP panels lead to globally very similar estimates and confidence intervals, and suggest an ancient divergence (>110 Ky) between Yoruba and San populations. Our methodology appears well suited to the study of complex scenarios from large genomic data sets. PMID:24204310

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

Generalized linear models with random effects unified analysis via H-likelihood

CERN Document Server

Lee, Youngjo; Pawitan, Yudi

2006-01-01

Since their introduction in 1972, generalized linear models (GLMs) have proven useful in the generalization of classical normal models. Presenting methods for fitting GLMs with random effects to data, Generalized Linear Models with Random Effects: Unified Analysis via H-likelihood explores a wide range of applications, including combining information over trials (meta-analysis), analysis of frailty models for survival data, genetic epidemiology, and analysis of spatial and temporal models with correlated errors.Written by pioneering authorities in the field, this reference provides an introduction to various theories and examines likelihood inference and GLMs. The authors show how to extend the class of GLMs while retaining as much simplicity as possible. By maximizing and deriving other quantities from h-likelihood, they also demonstrate how to use a single algorithm for all members of the class, resulting in a faster algorithm as compared to existing alternatives. Complementing theory with examples, many of...

Comparisons of likelihood and machine learning methods of individual classification

Science.gov (United States)

Guinand, B.; Topchy, A.; Page, K.S.; Burnham-Curtis, M. K.; Punch, W.F.; Scribner, K.T.

2002-01-01

Classification methods used in machine learning (e.g., artificial neural networks, decision trees, and k-nearest neighbor clustering) are rarely used with population genetic data. We compare different nonparametric machine learning techniques with parametric likelihood estimations commonly employed in population genetics for purposes of assigning individuals to their population of origin (“assignment tests”). Classifier accuracy was compared across simulated data sets representing different levels of population differentiation (low and high FST), number of loci surveyed (5 and 10), and allelic diversity (average of three or eight alleles per locus). Empirical data for the lake trout (Salvelinus namaycush) exhibiting levels of population differentiation comparable to those used in simulations were examined to further evaluate and compare classification methods. Classification error rates associated with artificial neural networks and likelihood estimators were lower for simulated data sets compared to k-nearest neighbor and decision tree classifiers over the entire range of parameters considered. Artificial neural networks only marginally outperformed the likelihood method for simulated data (0–2.8% lower error rates). The relative performance of each machine learning classifier improved relative likelihood estimators for empirical data sets, suggesting an ability to “learn” and utilize properties of empirical genotypic arrays intrinsic to each population. Likelihood-based estimation methods provide a more accessible option for reliable assignment of individuals to the population of origin due to the intricacies in development and evaluation of artificial neural networks. In recent years, characterization of highly polymorphic molecular markers such as mini- and microsatellites and development of novel methods of analysis have enabled researchers to extend investigations of ecological and evolutionary processes below the population level to the level of

L.U.St: a tool for approximated maximum likelihood supertree reconstruction.

Science.gov (United States)

Akanni, Wasiu A; Creevey, Christopher J; Wilkinson, Mark; Pisani, Davide

2014-06-12

Supertrees combine disparate, partially overlapping trees to generate a synthesis that provides a high level perspective that cannot be attained from the inspection of individual phylogenies. Supertrees can be seen as meta-analytical tools that can be used to make inferences based on results of previous scientific studies. Their meta-analytical application has increased in popularity since it was realised that the power of statistical tests for the study of evolutionary trends critically depends on the use of taxon-dense phylogenies. Further to that, supertrees have found applications in phylogenomics where they are used to combine gene trees and recover species phylogenies based on genome-scale data sets. Here, we present the L.U.St package, a python tool for approximate maximum likelihood supertree inference and illustrate its application using a genomic data set for the placental mammals. L.U.St allows the calculation of the approximate likelihood of a supertree, given a set of input trees, performs heuristic searches to look for the supertree of highest likelihood, and performs statistical tests of two or more supertrees. To this end, L.U.St implements a winning sites test allowing ranking of a collection of a-priori selected hypotheses, given as a collection of input supertree topologies. It also outputs a file of input-tree-wise likelihood scores that can be used as input to CONSEL for calculation of standard tests of two trees (e.g. Kishino-Hasegawa, Shimidoara-Hasegawa and Approximately Unbiased tests). This is the first fully parametric implementation of a supertree method, it has clearly understood properties, and provides several advantages over currently available supertree approaches. It is easy to implement and works on any platform that has python installed. bitBucket page - https://afro-juju@bitbucket.org/afro-juju/l.u.st.git. Davide.Pisani@bristol.ac.uk.

Corporate governance effect on financial distress likelihood: Evidence from Spain

Directory of Open Access Journals (Sweden)

Montserrat Manzaneque

2016-01-01

Full Text Available The paper explores some mechanisms of corporate governance (ownership and board characteristics in Spanish listed companies and their impact on the likelihood of financial distress. An empirical study was conducted between 2007 and 2012 using a matched-pairs research design with 308 observations, with half of them classified as distressed and non-distressed. Based on the previous study by Pindado, Rodrigues, and De la Torre (2008, a broader concept of bankruptcy is used to define business failure. Employing several conditional logistic models, as well as to other previous studies on bankruptcy, the results confirm that in difficult situations prior to bankruptcy, the impact of board ownership and proportion of independent directors on business failure likelihood are similar to those exerted in more extreme situations. These results go one step further, to offer a negative relationship between board size and the likelihood of financial distress. This result is interpreted as a form of creating diversity and to improve the access to the information and resources, especially in contexts where the ownership is highly concentrated and large shareholders have a great power to influence the board structure. However, the results confirm that ownership concentration does not have a significant impact on financial distress likelihood in the Spanish context. It is argued that large shareholders are passive as regards an enhanced monitoring of management and, alternatively, they do not have enough incentives to hold back the financial distress. These findings have important implications in the Spanish context, where several changes in the regulatory listing requirements have been carried out with respect to corporate governance, and where there is no empirical evidence regarding this respect.

Fisher information and statistical inference for phase-type distributions

DEFF Research Database (Denmark)

Bladt, Mogens; Esparza, Luz Judith R; Nielsen, Bo Friis

2011-01-01

This paper is concerned with statistical inference for both continuous and discrete phase-type distributions. We consider maximum likelihood estimation, where traditionally the expectation-maximization (EM) algorithm has been employed. Certain numerical aspects of this method are revised and we...

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.

Practical Statistics for LHC Physicists: Frequentist Inference (2/3)

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.

Statistical inference based on divergence measures

CERN Document Server

Pardo, Leandro

2005-01-01

The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that divergence statistics have become a very good alternative to the classical likelihood ratio test and the Pearson-type statistic in discrete models, many statisticians remain unaware of this powerful approach.Statistical Inference Based on Divergence Measures explores classical problems of statistical inference, such as estimation and hypothesis testing, on the basis of measures of entropy and divergence. The first two chapters form an overview, from a statistical perspective, of the most important measures of entropy and divergence and study their properties. The author then examines the statistical analysis of discrete multivariate data with emphasis is on problems in contingency tables and loglinear models using phi-divergence test statistics as well as minimum phi-divergence estimators. The final chapter looks at testing in general populations, prese...

Using DNA fingerprints to infer familial relationships within NHANES III households.

Science.gov (United States)

Katki, Hormuzd A; Sanders, Christopher L; Graubard, Barry I; Bergen, Andrew W

2010-06-01

Developing, targeting, and evaluating genomic strategies for population-based disease prevention require population-based data. In response to this urgent need, genotyping has been conducted within the Third National Health and Nutrition Examination (NHANES III), the nationally-representative household-interview health survey in the U.S. However, before these genetic analyses can occur, family relationships within households must be accurately ascertained. Unfortunately, reported family relationships within NHANES III households based on questionnaire data are incomplete and inconclusive with regards to actual biological relatedness of family members. We inferred family relationships within households using DNA fingerprints (Identifiler(R)) that contain the DNA loci used by law enforcement agencies for forensic identification of individuals. However, performance of these loci for relationship inference is not well understood. We evaluated two competing statistical methods for relationship inference on pairs of household members: an exact likelihood ratio relying on allele frequencies to an Identical By State (IBS) likelihood ratio that only requires matching alleles. We modified these methods to account for genotyping errors and population substructure. The two methods usually agree on the rankings of the most likely relationships. However, the IBS method underestimates the likelihood ratio by not accounting for the informativeness of matching rare alleles. The likelihood ratio is sensitive to estimates of population substructure, and parent-child relationships are sensitive to the specified genotyping error rate. These loci were unable to distinguish second-degree relationships and cousins from being unrelated. The genetic data is also useful for verifying reported relationships and identifying data quality issues. An important by-product is the first explicitly nationally-representative estimates of allele frequencies at these ubiquitous forensic loci.

A Nuclear Ribosomal DNA Phylogeny of Acer Inferred with Maximum Likelihood, Splits Graphs, and Motif Analysis of 606 Sequences

Directory of Open Access Journals (Sweden)

Guido W. Grimm

2006-01-01

Full Text Available The multi-copy internal transcribed spacer (ITS region of nuclear ribosomal DNA is widely used to infer phylogenetic relationships among closely related taxa. Here we use maximum likelihood (ML and splits graph analyses to extract phylogenetic information from ~ 600 mostly cloned ITS sequences, representing 81 species and subspecies of Acer, and both species of its sister Dipteronia. Additional analyses compared sequence motifs in Acer and several hundred Anacardiaceae, Burseraceae, Meliaceae, Rutaceae, and Sapindaceae ITS sequences in GenBank. We also assessed the effects of using smaller data sets of consensus sequences with ambiguity coding (accounting for within-species variation instead of the full (partly redundant original sequences. Neighbor-nets and bipartition networks were used to visualize conflict among character state patterns. Species clusters observed in the trees and networks largely agree with morphology-based classifications; of de Jong’s (1994 16 sections, nine are supported in neighbor-net and bipartition networks, and ten by sequence motifs and the ML tree; of his 19 series, 14 are supported in networks, motifs, and the ML tree. Most nodes had higher bootstrap support with matrices of 105 or 40 consensus sequences than with the original matrix. Within-taxon ITS divergence did not differ between diploid and polyploid Acer, and there was little evidence of differentiated parental ITS haplotypes, suggesting that concerted evolution in Acer acts rapidly.

A Nuclear Ribosomal DNA Phylogeny of Acer Inferred with Maximum Likelihood, Splits Graphs, and Motif Analysis of 606 Sequences

Science.gov (United States)

Grimm, Guido W.; Renner, Susanne S.; Stamatakis, Alexandros; Hemleben, Vera

2007-01-01

The multi-copy internal transcribed spacer (ITS) region of nuclear ribosomal DNA is widely used to infer phylogenetic relationships among closely related taxa. Here we use maximum likelihood (ML) and splits graph analyses to extract phylogenetic information from ~ 600 mostly cloned ITS sequences, representing 81 species and subspecies of Acer, and both species of its sister Dipteronia. Additional analyses compared sequence motifs in Acer and several hundred Anacardiaceae, Burseraceae, Meliaceae, Rutaceae, and Sapindaceae ITS sequences in GenBank. We also assessed the effects of using smaller data sets of consensus sequences with ambiguity coding (accounting for within-species variation) instead of the full (partly redundant) original sequences. Neighbor-nets and bipartition networks were used to visualize conflict among character state patterns. Species clusters observed in the trees and networks largely agree with morphology-based classifications; of de Jong’s (1994) 16 sections, nine are supported in neighbor-net and bipartition networks, and ten by sequence motifs and the ML tree; of his 19 series, 14 are supported in networks, motifs, and the ML tree. Most nodes had higher bootstrap support with matrices of 105 or 40 consensus sequences than with the original matrix. Within-taxon ITS divergence did not differ between diploid and polyploid Acer, and there was little evidence of differentiated parental ITS haplotypes, suggesting that concerted evolution in Acer acts rapidly. PMID:19455198

Dissociating response conflict and error likelihood in anterior cingulate cortex.

Science.gov (United States)

Yeung, Nick; Nieuwenhuis, Sander

2009-11-18

Neuroimaging studies consistently report activity in anterior cingulate cortex (ACC) in conditions of high cognitive demand, leading to the view that ACC plays a crucial role in the control of cognitive processes. According to one prominent theory, the sensitivity of ACC to task difficulty reflects its role in monitoring for the occurrence of competition, or "conflict," between responses to signal the need for increased cognitive control. However, a contrasting theory proposes that ACC is the recipient rather than source of monitoring signals, and that ACC activity observed in relation to task demand reflects the role of this region in learning about the likelihood of errors. Response conflict and error likelihood are typically confounded, making the theories difficult to distinguish empirically. The present research therefore used detailed computational simulations to derive contrasting predictions regarding ACC activity and error rate as a function of response speed. The simulations demonstrated a clear dissociation between conflict and error likelihood: fast response trials are associated with low conflict but high error likelihood, whereas slow response trials show the opposite pattern. Using the N2 component as an index of ACC activity, an EEG study demonstrated that when conflict and error likelihood are dissociated in this way, ACC activity tracks conflict and is negatively correlated with error likelihood. These findings support the conflict-monitoring theory and suggest that, in speeded decision tasks, ACC activity reflects current task demands rather than the retrospective coding of past performance.

Bacterial clonal diagnostics as a tool for evidence-based empiric antibiotic selection.

Science.gov (United States)

Tchesnokova, Veronika; Avagyan, Hovhannes; Rechkina, Elena; Chan, Diana; Muradova, Mariya; Haile, Helen Ghirmai; Radey, Matthew; Weissman, Scott; Riddell, Kim; Scholes, Delia; Johnson, James R; Sokurenko, Evgeni V

2017-01-01

Despite the known clonal distribution of antibiotic resistance in many bacteria, empiric (pre-culture) antibiotic selection still relies heavily on species-level cumulative antibiograms, resulting in overuse of broad-spectrum agents and excessive antibiotic/pathogen mismatch. Urinary tract infections (UTIs), which account for a large share of antibiotic use, are caused predominantly by Escherichia coli, a highly clonal pathogen. In an observational clinical cohort study of urgent care patients with suspected UTI, we assessed the potential for E. coli clonal-level antibiograms to improve empiric antibiotic selection. A novel PCR-based clonotyping assay was applied to fresh urine samples to rapidly detect E. coli and the urine strain's clonotype. Based on a database of clonotype-specific antibiograms, the acceptability of various antibiotics for empiric therapy was inferred using a 20%, 10%, and 30% allowed resistance threshold. The test's performance characteristics and possible effects on prescribing were assessed. The rapid test identified E. coli clonotypes directly in patients' urine within 25-35 minutes, with high specificity and sensitivity compared to culture. Antibiotic selection based on a clonotype-specific antibiogram could reduce the relative likelihood of antibiotic/pathogen mismatch by ≥ 60%. Compared to observed prescribing patterns, clonal diagnostics-guided antibiotic selection could safely double the use of trimethoprim/sulfamethoxazole and minimize fluoroquinolone use. In summary, a rapid clonotyping test showed promise for improving empiric antibiotic prescribing for E. coli UTI, including reversing preferential use of fluoroquinolones over trimethoprim/sulfamethoxazole. The clonal diagnostics approach merges epidemiologic surveillance, antimicrobial stewardship, and molecular diagnostics to bring evidence-based medicine directly to the point of care.

Statistical inference for noisy nonlinear ecological dynamic systems.

Science.gov (United States)

Wood, Simon N

2010-08-26

Chaotic ecological dynamic systems defy conventional statistical analysis. Systems with near-chaotic dynamics are little better. Such systems are almost invariably driven by endogenous dynamic processes plus demographic and environmental process noise, and are only observable with error. Their sensitivity to history means that minute changes in the driving noise realization, or the system parameters, will cause drastic changes in the system trajectory. This sensitivity is inherited and amplified by the joint probability density of the observable data and the process noise, rendering it useless as the basis for obtaining measures of statistical fit. Because the joint density is the basis for the fit measures used by all conventional statistical methods, this is a major theoretical shortcoming. The inability to make well-founded statistical inferences about biological dynamic models in the chaotic and near-chaotic regimes, other than on an ad hoc basis, leaves dynamic theory without the methods of quantitative validation that are essential tools in the rest of biological science. Here I show that this impasse can be resolved in a simple and general manner, using a method that requires only the ability to simulate the observed data on a system from the dynamic model about which inferences are required. The raw data series are reduced to phase-insensitive summary statistics, quantifying local dynamic structure and the distribution of observations. Simulation is used to obtain the mean and the covariance matrix of the statistics, given model parameters, allowing the construction of a 'synthetic likelihood' that assesses model fit. This likelihood can be explored using a straightforward Markov chain Monte Carlo sampler, but one further post-processing step returns pure likelihood-based inference. I apply the method to establish the dynamic nature of the fluctuations in Nicholson's classic blowfly experiments.

Examples in parametric inference with R

CERN Document Server

Dixit, Ulhas Jayram

2016-01-01

This book discusses examples in parametric inference with R. Combining basic theory with modern approaches, it presents the latest developments and trends in statistical inference for students who do not have an advanced mathematical and statistical background. The topics discussed in the book are fundamental and common to many fields of statistical inference and thus serve as a point of departure for in-depth study. The book is divided into eight chapters: Chapter 1 provides an overview of topics on sufficiency and completeness, while Chapter 2 briefly discusses unbiased estimation. Chapter 3 focuses on the study of moments and maximum likelihood estimators, and Chapter 4 presents bounds for the variance. In Chapter 5, topics on consistent estimator are discussed. Chapter 6 discusses Bayes, while Chapter 7 studies some more powerful tests. Lastly, Chapter 8 examines unbiased and other tests. Senior undergraduate and graduate students in statistics and mathematics, and those who have taken an introductory cou...

Fast maximum likelihood estimation of mutation rates using a birth-death process.

Science.gov (United States)

Wu, Xiaowei; Zhu, Hongxiao

2015-02-07

Since fluctuation analysis was first introduced by Luria and Delbrück in 1943, it has been widely used to make inference about spontaneous mutation rates in cultured cells. Under certain model assumptions, the probability distribution of the number of mutants that appear in a fluctuation experiment can be derived explicitly, which provides the basis of mutation rate estimation. It has been shown that, among various existing estimators, the maximum likelihood estimator usually demonstrates some desirable properties such as consistency and lower mean squared error. However, its application in real experimental data is often hindered by slow computation of likelihood due to the recursive form of the mutant-count distribution. We propose a fast maximum likelihood estimator of mutation rates, MLE-BD, based on a birth-death process model with non-differential growth assumption. Simulation studies demonstrate that, compared with the conventional maximum likelihood estimator derived from the Luria-Delbrück distribution, MLE-BD achieves substantial improvement on computational speed and is applicable to arbitrarily large number of mutants. In addition, it still retains good accuracy on point estimation. Published by Elsevier Ltd.

A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood.

Science.gov (United States)

Enström, Rickard; Schmaltz, Rodney

2017-01-01

From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific 'problem music' like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals' risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety.

Cycle-Based Cluster Variational Method for Direct and Inverse Inference

Science.gov (United States)

Furtlehner, Cyril; Decelle, Aurélien

2016-08-01

Large scale inference problems of practical interest can often be addressed with help of Markov random fields. This requires to solve in principle two related problems: the first one is to find offline the parameters of the MRF from empirical data (inverse problem); the second one (direct problem) is to set up the inference algorithm to make it as precise, robust and efficient as possible. In this work we address both the direct and inverse problem with mean-field methods of statistical physics, going beyond the Bethe approximation and associated belief propagation algorithm. We elaborate on the idea that loop corrections to belief propagation can be dealt with in a systematic way on pairwise Markov random fields, by using the elements of a cycle basis to define regions in a generalized belief propagation setting. For the direct problem, the region graph is specified in such a way as to avoid feed-back loops as much as possible by selecting a minimal cycle basis. Following this line we are led to propose a two-level algorithm, where a belief propagation algorithm is run alternatively at the level of each cycle and at the inter-region level. Next we observe that the inverse problem can be addressed region by region independently, with one small inverse problem per region to be solved. It turns out that each elementary inverse problem on the loop geometry can be solved efficiently. In particular in the random Ising context we propose two complementary methods based respectively on fixed point equations and on a one-parameter log likelihood function minimization. Numerical experiments confirm the effectiveness of this approach both for the direct and inverse MRF inference. Heterogeneous problems of size up to 10^5 are addressed in a reasonable computational time, notably with better convergence properties than ordinary belief propagation.

Statistical inference for extended or shortened phase II studies based on Simon's two-stage designs.

Science.gov (United States)

Zhao, Junjun; Yu, Menggang; Feng, Xi-Ping

2015-06-07

Simon's two-stage designs are popular choices for conducting phase II clinical trials, especially in the oncology trials to reduce the number of patients placed on ineffective experimental therapies. Recently Koyama and Chen (2008) discussed how to conduct proper inference for such studies because they found that inference procedures used with Simon's designs almost always ignore the actual sampling plan used. In particular, they proposed an inference method for studies when the actual second stage sample sizes differ from planned ones. We consider an alternative inference method based on likelihood ratio. In particular, we order permissible sample paths under Simon's two-stage designs using their corresponding conditional likelihood. In this way, we can calculate p-values using the common definition: the probability of obtaining a test statistic value at least as extreme as that observed under the null hypothesis. In addition to providing inference for a couple of scenarios where Koyama and Chen's method can be difficult to apply, the resulting estimate based on our method appears to have certain advantage in terms of inference properties in many numerical simulations. It generally led to smaller biases and narrower confidence intervals while maintaining similar coverages. We also illustrated the two methods in a real data setting. Inference procedures used with Simon's designs almost always ignore the actual sampling plan. Reported P-values, point estimates and confidence intervals for the response rate are not usually adjusted for the design's adaptiveness. Proper statistical inference procedures should be used.

Maximum Likelihood and Restricted Likelihood Solutions in Multiple-Method Studies.

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Rukhin, Andrew L

2011-01-01

A formulation of the problem of combining data from several sources is discussed in terms of random effects models. The unknown measurement precision is assumed not to be the same for all methods. We investigate maximum likelihood solutions in this model. By representing the likelihood equations as simultaneous polynomial equations, the exact form of the Groebner basis for their stationary points is derived when there are two methods. A parametrization of these solutions which allows their comparison is suggested. A numerical method for solving likelihood equations is outlined, and an alternative to the maximum likelihood method, the restricted maximum likelihood, is studied. In the situation when methods variances are considered to be known an upper bound on the between-method variance is obtained. The relationship between likelihood equations and moment-type equations is also discussed.

Efficient Bayesian inference for ARFIMA processes

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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.

Bootstrapping phylogenies inferred from rearrangement data

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Lin Yu

2012-08-01

Full Text Available Abstract Background Large-scale sequencing of genomes has enabled the inference of phylogenies based on the evolution of genomic architecture, under such events as rearrangements, duplications, and losses. Many evolutionary models and associated algorithms have been designed over the last few years and have found use in comparative genomics and phylogenetic inference. However, the assessment of phylogenies built from such data has not been properly addressed to date. The standard method used in sequence-based phylogenetic inference is the bootstrap, but it relies on a large number of homologous characters that can be resampled; yet in the case of rearrangements, the entire genome is a single character. Alternatives such as the jackknife suffer from the same problem, while likelihood tests cannot be applied in the absence of well established probabilistic models. Results We present a new approach to the assessment of distance-based phylogenetic inference from whole-genome data; our approach combines features of the jackknife and the bootstrap and remains nonparametric. For each feature of our method, we give an equivalent feature in the sequence-based framework; we also present the results of extensive experimental testing, in both sequence-based and genome-based frameworks. Through the feature-by-feature comparison and the experimental results, we show that our bootstrapping approach is on par with the classic phylogenetic bootstrap used in sequence-based reconstruction, and we establish the clear superiority of the classic bootstrap for sequence data and of our corresponding new approach for rearrangement data over proposed variants. Finally, we test our approach on a small dataset of mammalian genomes, verifying that the support values match current thinking about the respective branches. Conclusions Our method is the first to provide a standard of assessment to match that of the classic phylogenetic bootstrap for aligned sequences. Its

Bootstrapping phylogenies inferred from rearrangement data.

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Lin, Yu; Rajan, Vaibhav; Moret, Bernard Me

2012-08-29

Large-scale sequencing of genomes has enabled the inference of phylogenies based on the evolution of genomic architecture, under such events as rearrangements, duplications, and losses. Many evolutionary models and associated algorithms have been designed over the last few years and have found use in comparative genomics and phylogenetic inference. However, the assessment of phylogenies built from such data has not been properly addressed to date. The standard method used in sequence-based phylogenetic inference is the bootstrap, but it relies on a large number of homologous characters that can be resampled; yet in the case of rearrangements, the entire genome is a single character. Alternatives such as the jackknife suffer from the same problem, while likelihood tests cannot be applied in the absence of well established probabilistic models. We present a new approach to the assessment of distance-based phylogenetic inference from whole-genome data; our approach combines features of the jackknife and the bootstrap and remains nonparametric. For each feature of our method, we give an equivalent feature in the sequence-based framework; we also present the results of extensive experimental testing, in both sequence-based and genome-based frameworks. Through the feature-by-feature comparison and the experimental results, we show that our bootstrapping approach is on par with the classic phylogenetic bootstrap used in sequence-based reconstruction, and we establish the clear superiority of the classic bootstrap for sequence data and of our corresponding new approach for rearrangement data over proposed variants. Finally, we test our approach on a small dataset of mammalian genomes, verifying that the support values match current thinking about the respective branches. Our method is the first to provide a standard of assessment to match that of the classic phylogenetic bootstrap for aligned sequences. Its support values follow a similar scale and its receiver

Efficient simulation and likelihood methods for non-neutral multi-allele models.

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Joyce, Paul; Genz, Alan; Buzbas, Erkan Ozge

2012-06-01

Throughout the 1980s, Simon Tavaré made numerous significant contributions to population genetics theory. As genetic data, in particular DNA sequence, became more readily available, a need to connect population-genetic models to data became the central issue. The seminal work of Griffiths and Tavaré (1994a , 1994b , 1994c) was among the first to develop a likelihood method to estimate the population-genetic parameters using full DNA sequences. Now, we are in the genomics era where methods need to scale-up to handle massive data sets, and Tavaré has led the way to new approaches. However, performing statistical inference under non-neutral models has proved elusive. In tribute to Simon Tavaré, we present an article in spirit of his work that provides a computationally tractable method for simulating and analyzing data under a class of non-neutral population-genetic models. Computational methods for approximating likelihood functions and generating samples under a class of allele-frequency based non-neutral parent-independent mutation models were proposed by Donnelly, Nordborg, and Joyce (DNJ) (Donnelly et al., 2001). DNJ (2001) simulated samples of allele frequencies from non-neutral models using neutral models as auxiliary distribution in a rejection algorithm. However, patterns of allele frequencies produced by neutral models are dissimilar to patterns of allele frequencies produced by non-neutral models, making the rejection method inefficient. For example, in some cases the methods in DNJ (2001) require 10(9) rejections before a sample from the non-neutral model is accepted. Our method simulates samples directly from the distribution of non-neutral models, making simulation methods a practical tool to study the behavior of the likelihood and to perform inference on the strength of selection.

Phylodynamic Inference with Kernel ABC and Its Application to HIV Epidemiology.

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Poon, Art F Y

2015-09-01

The shapes of phylogenetic trees relating virus populations are determined by the adaptation of viruses within each host, and by the transmission of viruses among hosts. Phylodynamic inference attempts to reverse this flow of information, estimating parameters of these processes from the shape of a virus phylogeny reconstructed from a sample of genetic sequences from the epidemic. A key challenge to phylodynamic inference is quantifying the similarity between two trees in an efficient and comprehensive way. In this study, I demonstrate that a new distance measure, based on a subset tree kernel function from computational linguistics, confers a significant improvement over previous measures of tree shape for classifying trees generated under different epidemiological scenarios. Next, I incorporate this kernel-based distance measure into an approximate Bayesian computation (ABC) framework for phylodynamic inference. ABC bypasses the need for an analytical solution of model likelihood, as it only requires the ability to simulate data from the model. I validate this "kernel-ABC" method for phylodynamic inference by estimating parameters from data simulated under a simple epidemiological model. Results indicate that kernel-ABC attained greater accuracy for parameters associated with virus transmission than leading software on the same data sets. Finally, I apply the kernel-ABC framework to study a recent outbreak of a recombinant HIV subtype in China. Kernel-ABC provides a versatile framework for phylodynamic inference because it can fit a broader range of models than methods that rely on the computation of exact likelihoods. © The Author 2015. Published by Oxford University Press on behalf of the Society for Molecular Biology and Evolution.

Failed refutations: further comments on parsimony and likelihood methods and their relationship to Popper's degree of corroboration.

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de Queiroz, Kevin; Poe, Steven

2003-06-01

Kluge's (2001, Syst. Biol. 50:322-330) continued arguments that phylogenetic methods based on the statistical principle of likelihood are incompatible with the philosophy of science described by Karl Popper are based on false premises related to Kluge's misrepresentations of Popper's philosophy. Contrary to Kluge's conjectures, likelihood methods are not inherently verificationist; they do not treat every instance of a hypothesis as confirmation of that hypothesis. The historical nature of phylogeny does not preclude phylogenetic hypotheses from being evaluated using the probability of evidence. The low absolute probabilities of hypotheses are irrelevant to the correct interpretation of Popper's concept termed degree of corroboration, which is defined entirely in terms of relative probabilities. Popper did not advocate minimizing background knowledge; in any case, the background knowledge of both parsimony and likelihood methods consists of the general assumption of descent with modification and additional assumptions that are deterministic, concerning which tree is considered most highly corroborated. Although parsimony methods do not assume (in the sense of entailing) that homoplasy is rare, they do assume (in the sense of requiring to obtain a correct phylogenetic inference) certain things about patterns of homoplasy. Both parsimony and likelihood methods assume (in the sense of implying by the manner in which they operate) various things about evolutionary processes, although violation of those assumptions does not always cause the methods to yield incorrect phylogenetic inferences. Test severity is increased by sampling additional relevant characters rather than by character reanalysis, although either interpretation is compatible with the use of phylogenetic likelihood methods. Neither parsimony nor likelihood methods assess test severity (critical evidence) when used to identify a most highly corroborated tree(s) based on a single method or model and a

Penalized likelihood and multi-objective spatial scans for the detection and inference of irregular clusters

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Fonseca Carlos M

2010-10-01

Full Text Available Abstract Background Irregularly shaped spatial clusters are difficult to delineate. A cluster found by an algorithm often spreads through large portions of the map, impacting its geographical meaning. Penalized likelihood methods for Kulldorff's spatial scan statistics have been used to control the excessive freedom of the shape of clusters. Penalty functions based on cluster geometry and non-connectivity have been proposed recently. Another approach involves the use of a multi-objective algorithm to maximize two objectives: the spatial scan statistics and the geometric penalty function. Results & Discussion We present a novel scan statistic algorithm employing a function based on the graph topology to penalize the presence of under-populated disconnection nodes in candidate clusters, the disconnection nodes cohesion function. A disconnection node is defined as a region within a cluster, such that its removal disconnects the cluster. By applying this function, the most geographically meaningful clusters are sifted through the immense set of possible irregularly shaped candidate cluster solutions. To evaluate the statistical significance of solutions for multi-objective scans, a statistical approach based on the concept of attainment function is used. In this paper we compared different penalized likelihoods employing the geometric and non-connectivity regularity functions and the novel disconnection nodes cohesion function. We also build multi-objective scans using those three functions and compare them with the previous penalized likelihood scans. An application is presented using comprehensive state-wide data for Chagas' disease in puerperal women in Minas Gerais state, Brazil. Conclusions We show that, compared to the other single-objective algorithms, multi-objective scans present better performance, regarding power, sensitivity and positive predicted value. The multi-objective non-connectivity scan is faster and better suited for the

Bacterial clonal diagnostics as a tool for evidence-based empiric antibiotic selection.

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Veronika Tchesnokova

Full Text Available Despite the known clonal distribution of antibiotic resistance in many bacteria, empiric (pre-culture antibiotic selection still relies heavily on species-level cumulative antibiograms, resulting in overuse of broad-spectrum agents and excessive antibiotic/pathogen mismatch. Urinary tract infections (UTIs, which account for a large share of antibiotic use, are caused predominantly by Escherichia coli, a highly clonal pathogen. In an observational clinical cohort study of urgent care patients with suspected UTI, we assessed the potential for E. coli clonal-level antibiograms to improve empiric antibiotic selection. A novel PCR-based clonotyping assay was applied to fresh urine samples to rapidly detect E. coli and the urine strain's clonotype. Based on a database of clonotype-specific antibiograms, the acceptability of various antibiotics for empiric therapy was inferred using a 20%, 10%, and 30% allowed resistance threshold. The test's performance characteristics and possible effects on prescribing were assessed. The rapid test identified E. coli clonotypes directly in patients' urine within 25-35 minutes, with high specificity and sensitivity compared to culture. Antibiotic selection based on a clonotype-specific antibiogram could reduce the relative likelihood of antibiotic/pathogen mismatch by ≥ 60%. Compared to observed prescribing patterns, clonal diagnostics-guided antibiotic selection could safely double the use of trimethoprim/sulfamethoxazole and minimize fluoroquinolone use. In summary, a rapid clonotyping test showed promise for improving empiric antibiotic prescribing for E. coli UTI, including reversing preferential use of fluoroquinolones over trimethoprim/sulfamethoxazole. The clonal diagnostics approach merges epidemiologic surveillance, antimicrobial stewardship, and molecular diagnostics to bring evidence-based medicine directly to the point of care.

A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood

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Enström, Rickard; Schmaltz, Rodney

2017-01-01

From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific ‘problem music’ like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals’ risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety. PMID:28539908

A Walk on the Wild Side: The Impact of Music on Risk-Taking Likelihood

Directory of Open Access Journals (Sweden)

Rickard Enström

2017-05-01

Full Text Available From a marketing perspective, there has been substantial interest in on the role of risk-perception on consumer behavior. Specific ‘problem music’ like rap and heavy metal has long been associated with delinquent behavior, including violence, drug use, and promiscuous sex. Although individuals’ risk preferences have been investigated across a range of decision-making situations, there has been little empirical work demonstrating the direct role music may have on the likelihood of engaging in risky activities. In the exploratory study reported here, we assessed the impact of listening to different styles of music while assessing risk-taking likelihood through a psychometric scale. Risk-taking likelihood was measured across ethical, financial, health and safety, recreational and social domains. Through the means of a canonical correlation analysis, the multivariate relationship between different music styles and individual risk-taking likelihood across the different domains is discussed. Our results indicate that listening to different types of music does influence risk-taking likelihood, though not in areas of health and safety.

Bayesian Inference and Online Learning in Poisson Neuronal Networks.

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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.

Empirical Bayes Approaches to Multivariate Fuzzy Partitions.

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Woodbury, Max A.; Manton, Kenneth G.

1991-01-01

An empirical Bayes-maximum likelihood estimation procedure is presented for the application of fuzzy partition models in describing high dimensional discrete response data. The model describes individuals in terms of partial membership in multiple latent categories that represent bounded discrete spaces. (SLD)

HIERARCHICAL PROBABILISTIC INFERENCE OF COSMIC SHEAR

International Nuclear Information System (INIS)

Schneider, Michael D.; Dawson, William A.; Hogg, David W.; Marshall, Philip J.; Bard, Deborah J.; Meyers, Joshua; Lang, Dustin

2015-01-01

Point estimators for the shearing of galaxy images induced by gravitational lensing involve a complex inverse problem in the presence of noise, pixelization, and model uncertainties. We present a probabilistic forward modeling approach to gravitational lensing inference that has the potential to mitigate the biased inferences in most common point estimators and is practical for upcoming lensing surveys. The first part of our statistical framework requires specification of a likelihood function for the pixel data in an imaging survey given parameterized models for the galaxies in the images. We derive the lensing shear posterior by marginalizing over all intrinsic galaxy properties that contribute to the pixel data (i.e., not limited to galaxy ellipticities) and learn the distributions for the intrinsic galaxy properties via hierarchical inference with a suitably flexible conditional probabilitiy distribution specification. We use importance sampling to separate the modeling of small imaging areas from the global shear inference, thereby rendering our algorithm computationally tractable for large surveys. With simple numerical examples we demonstrate the improvements in accuracy from our importance sampling approach, as well as the significance of the conditional distribution specification for the intrinsic galaxy properties when the data are generated from an unknown number of distinct galaxy populations with different morphological characteristics

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

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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

Inferring Demographic History Using Two-Locus Statistics.

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Ragsdale, Aaron P; Gutenkunst, Ryan N

2017-06-01

Population demographic history may be learned from contemporary genetic variation data. Methods based on aggregating the statistics of many single loci into an allele frequency spectrum (AFS) have proven powerful, but such methods ignore potentially informative patterns of linkage disequilibrium (LD) between neighboring loci. To leverage such patterns, we developed a composite-likelihood framework for inferring demographic history from aggregated statistics of pairs of loci. Using this framework, we show that two-locus statistics are more sensitive to demographic history than single-locus statistics such as the AFS. In particular, two-locus statistics escape the notorious confounding of depth and duration of a bottleneck, and they provide a means to estimate effective population size based on the recombination rather than mutation rate. We applied our approach to a Zambian population of Drosophila melanogaster Notably, using both single- and two-locus statistics, we inferred a substantially lower ancestral effective population size than previous works and did not infer a bottleneck history. Together, our results demonstrate the broad potential for two-locus statistics to enable powerful population genetic inference. Copyright © 2017 by the Genetics Society of America.

Statistical inference for discrete-time samples from affine stochastic delay differential equations

DEFF Research Database (Denmark)

Küchler, Uwe; Sørensen, Michael

2013-01-01

Statistical inference for discrete time observations of an affine stochastic delay differential equation is considered. The main focus is on maximum pseudo-likelihood estimators, which are easy to calculate in practice. A more general class of prediction-based estimating functions is investigated...

Sampling of systematic errors to estimate likelihood weights in nuclear data uncertainty propagation

International Nuclear Information System (INIS)

Helgesson, P.; Sjöstrand, H.; Koning, A.J.; Rydén, J.; Rochman, D.; Alhassan, E.; Pomp, S.

2016-01-01

In methodologies for nuclear data (ND) uncertainty assessment and propagation based on random sampling, likelihood weights can be used to infer experimental information into the distributions for the ND. As the included number of correlated experimental points grows large, the computational time for the matrix inversion involved in obtaining the likelihood can become a practical problem. There are also other problems related to the conventional computation of the likelihood, e.g., the assumption that all experimental uncertainties are Gaussian. In this study, a way to estimate the likelihood which avoids matrix inversion is investigated; instead, the experimental correlations are included by sampling of systematic errors. It is shown that the model underlying the sampling methodology (using univariate normal distributions for random and systematic errors) implies a multivariate Gaussian for the experimental points (i.e., the conventional model). It is also shown that the likelihood estimates obtained through sampling of systematic errors approach the likelihood obtained with matrix inversion as the sample size for the systematic errors grows large. In studied practical cases, it is seen that the estimates for the likelihood weights converge impractically slowly with the sample size, compared to matrix inversion. The computational time is estimated to be greater than for matrix inversion in cases with more experimental points, too. Hence, the sampling of systematic errors has little potential to compete with matrix inversion in cases where the latter is applicable. Nevertheless, the underlying model and the likelihood estimates can be easier to intuitively interpret than the conventional model and the likelihood function involving the inverted covariance matrix. Therefore, this work can both have pedagogical value and be used to help motivating the conventional assumption of a multivariate Gaussian for experimental data. The sampling of systematic errors could also

Network Model-Assisted Inference from Respondent-Driven Sampling Data.

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Gile, Krista J; Handcock, Mark S

2015-06-01

Respondent-Driven Sampling is a widely-used method for sampling hard-to-reach human populations by link-tracing over their social networks. Inference from such data requires specialized techniques because the sampling process is both partially beyond the control of the researcher, and partially implicitly defined. Therefore, it is not generally possible to directly compute the sampling weights for traditional design-based inference, and likelihood inference requires modeling the complex sampling process. As an alternative, we introduce a model-assisted approach, resulting in a design-based estimator leveraging a working network model. We derive a new class of estimators for population means and a corresponding bootstrap standard error estimator. We demonstrate improved performance compared to existing estimators, including adjustment for an initial convenience sample. We also apply the method and an extension to the estimation of HIV prevalence in a high-risk population.

DREAM3: network inference using dynamic context likelihood of relatedness and the inferelator.

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Aviv Madar

2010-03-01

Full Text Available Many current works aiming to learn regulatory networks from systems biology data must balance model complexity with respect to data availability and quality. Methods that learn regulatory associations based on unit-less metrics, such as Mutual Information, are attractive in that they scale well and reduce the number of free parameters (model complexity per interaction to a minimum. In contrast, methods for learning regulatory networks based on explicit dynamical models are more complex and scale less gracefully, but are attractive as they may allow direct prediction of transcriptional dynamics and resolve the directionality of many regulatory interactions.We aim to investigate whether scalable information based methods (like the Context Likelihood of Relatedness method and more explicit dynamical models (like Inferelator 1.0 prove synergistic when combined. We test a pipeline where a novel modification of the Context Likelihood of Relatedness (mixed-CLR, modified to use time series data is first used to define likely regulatory interactions and then Inferelator 1.0 is used for final model selection and to build an explicit dynamical model.Our method ranked 2nd out of 22 in the DREAM3 100-gene in silico networks challenge. Mixed-CLR and Inferelator 1.0 are complementary, demonstrating a large performance gain relative to any single tested method, with precision being especially high at low recall values. Partitioning the provided data set into four groups (knock-down, knock-out, time-series, and combined revealed that using comprehensive knock-out data alone provides optimal performance. Inferelator 1.0 proved particularly powerful at resolving the directionality of regulatory interactions, i.e. "who regulates who" (approximately of identified true positives were correctly resolved. Performance drops for high in-degree genes, i.e. as the number of regulators per target gene increases, but not with out-degree, i.e. performance is not affected by

Maximum likelihood estimation of phase-type distributions

DEFF Research Database (Denmark)

Esparza, Luz Judith R

for both univariate and multivariate cases. Methods like the EM algorithm and Markov chain Monte Carlo are applied for this purpose. Furthermore, this thesis provides explicit formulae for computing the Fisher information matrix for discrete and continuous phase-type distributions, which is needed to find......This work is concerned with the statistical inference of phase-type distributions and the analysis of distributions with rational Laplace transform, known as matrix-exponential distributions. The thesis is focused on the estimation of the maximum likelihood parameters of phase-type distributions...... confidence regions for their estimated parameters. Finally, a new general class of distributions, called bilateral matrix-exponential distributions, is defined. These distributions have the entire real line as domain and can be used, for instance, for modelling. In addition, this class of distributions...

Inference of R 0 and Transmission Heterogeneity from the Size Distribution of Stuttering Chains

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Blumberg, Seth; Lloyd-Smith, James O.

2013-01-01

For many infectious disease processes such as emerging zoonoses and vaccine-preventable diseases, and infections occur as self-limited stuttering transmission chains. A mechanistic understanding of transmission is essential for characterizing the risk of emerging diseases and monitoring spatio-temporal dynamics. Thus methods for inferring and the degree of heterogeneity in transmission from stuttering chain data have important applications in disease surveillance and management. Previous researchers have used chain size distributions to infer , but estimation of the degree of individual-level variation in infectiousness (as quantified by the dispersion parameter, ) has typically required contact tracing data. Utilizing branching process theory along with a negative binomial offspring distribution, we demonstrate how maximum likelihood estimation can be applied to chain size data to infer both and the dispersion parameter that characterizes heterogeneity. While the maximum likelihood value for is a simple function of the average chain size, the associated confidence intervals are dependent on the inferred degree of transmission heterogeneity. As demonstrated for monkeypox data from the Democratic Republic of Congo, this impacts when a statistically significant change in is detectable. In addition, by allowing for superspreading events, inference of shifts the threshold above which a transmission chain should be considered anomalously large for a given value of (thus reducing the probability of false alarms about pathogen adaptation). Our analysis of monkeypox also clarifies the various ways that imperfect observation can impact inference of transmission parameters, and highlights the need to quantitatively evaluate whether observation is likely to significantly bias results. PMID:23658504

Using empirical Bayes predictors from generalized linear mixed models to test and visualize associations among longitudinal outcomes.

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Mikulich-Gilbertson, Susan K; Wagner, Brandie D; Grunwald, Gary K; Riggs, Paula D; Zerbe, Gary O

2018-01-01

Medical research is often designed to investigate changes in a collection of response variables that are measured repeatedly on the same subjects. The multivariate generalized linear mixed model (MGLMM) can be used to evaluate random coefficient associations (e.g. simple correlations, partial regression coefficients) among outcomes that may be non-normal and differently distributed by specifying a multivariate normal distribution for their random effects and then evaluating the latent relationship between them. Empirical Bayes predictors are readily available for each subject from any mixed model and are observable and hence, plotable. Here, we evaluate whether second-stage association analyses of empirical Bayes predictors from a MGLMM, provide a good approximation and visual representation of these latent association analyses using medical examples and simulations. Additionally, we compare these results with association analyses of empirical Bayes predictors generated from separate mixed models for each outcome, a procedure that could circumvent computational problems that arise when the dimension of the joint covariance matrix of random effects is large and prohibits estimation of latent associations. As has been shown in other analytic contexts, the p-values for all second-stage coefficients that were determined by naively assuming normality of empirical Bayes predictors provide a good approximation to p-values determined via permutation analysis. Analyzing outcomes that are interrelated with separate models in the first stage and then associating the resulting empirical Bayes predictors in a second stage results in different mean and covariance parameter estimates from the maximum likelihood estimates generated by a MGLMM. The potential for erroneous inference from using results from these separate models increases as the magnitude of the association among the outcomes increases. Thus if computable, scatterplots of the conditionally independent empirical Bayes

Deformation of log-likelihood loss function for multiclass boosting.

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Kanamori, Takafumi

2010-09-01

The purpose of this paper is to study loss functions in multiclass classification. In classification problems, the decision function is estimated by minimizing an empirical loss function, and then, the output label is predicted by using the estimated decision function. We propose a class of loss functions which is obtained by a deformation of the log-likelihood loss function. There are four main reasons why we focus on the deformed log-likelihood loss function: (1) this is a class of loss functions which has not been deeply investigated so far, (2) in terms of computation, a boosting algorithm with a pseudo-loss is available to minimize the proposed loss function, (3) the proposed loss functions provide a clear correspondence between the decision functions and conditional probabilities of output labels, (4) the proposed loss functions satisfy the statistical consistency of the classification error rate which is a desirable property in classification problems. Based on (3), we show that the deformed log-likelihood loss provides a model of mislabeling which is useful as a statistical model of medical diagnostics. We also propose a robust loss function against outliers in multiclass classification based on our approach. The robust loss function is a natural extension of the existing robust loss function for binary classification. A model of mislabeling and a robust loss function are useful to cope with noisy data. Some numerical studies are presented to show the robustness of the proposed loss function. A mathematical characterization of the deformed log-likelihood loss function is also presented. Copyright 2010 Elsevier Ltd. All rights reserved.

Network Model-Assisted Inference from Respondent-Driven Sampling Data

Science.gov (United States)

Gile, Krista J.; Handcock, Mark S.

2015-01-01

Summary Respondent-Driven Sampling is a widely-used method for sampling hard-to-reach human populations by link-tracing over their social networks. Inference from such data requires specialized techniques because the sampling process is both partially beyond the control of the researcher, and partially implicitly defined. Therefore, it is not generally possible to directly compute the sampling weights for traditional design-based inference, and likelihood inference requires modeling the complex sampling process. As an alternative, we introduce a model-assisted approach, resulting in a design-based estimator leveraging a working network model. We derive a new class of estimators for population means and a corresponding bootstrap standard error estimator. We demonstrate improved performance compared to existing estimators, including adjustment for an initial convenience sample. We also apply the method and an extension to the estimation of HIV prevalence in a high-risk population. PMID:26640328

Quantifying the Establishment Likelihood of Invasive Alien Species Introductions Through Ports with Application to Honeybees in Australia.

Science.gov (United States)

Heersink, Daniel K; Caley, Peter; Paini, Dean R; Barry, Simon C

2016-05-01

The cost of an uncontrolled incursion of invasive alien species (IAS) arising from undetected entry through ports can be substantial, and knowledge of port-specific risks is needed to help allocate limited surveillance resources. Quantifying the establishment likelihood of such an incursion requires quantifying the ability of a species to enter, establish, and spread. Estimation of the approach rate of IAS into ports provides a measure of likelihood of entry. Data on the approach rate of IAS are typically sparse, and the combinations of risk factors relating to country of origin and port of arrival diverse. This presents challenges to making formal statistical inference on establishment likelihood. Here we demonstrate how these challenges can be overcome with judicious use of mixed-effects models when estimating the incursion likelihood into Australia of the European (Apis mellifera) and Asian (A. cerana) honeybees, along with the invasive parasites of biosecurity concern they host (e.g., Varroa destructor). Our results demonstrate how skewed the establishment likelihood is, with one-tenth of the ports accounting for 80% or more of the likelihood for both species. These results have been utilized by biosecurity agencies in the allocation of resources to the surveillance of maritime ports. © 2015 Society for Risk Analysis.

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.

A likelihood-based time series modeling approach for application in dendrochronology to examine the growth-climate relations and forest disturbance history

Science.gov (United States)

A time series intervention analysis (TSIA) of dendrochronological data to infer the tree growth-climate-disturbance relations and forest disturbance history is described. Maximum likelihood is used to estimate the parameters of a structural time series model with components for ...

Difference-of-Convex optimization for variational kl-corrected inference in dirichlet process mixtures

DEFF Research Database (Denmark)

Bonnevie, Rasmus; Schmidt, Mikkel Nørgaard; Mørup, Morten

2017-01-01

Variational methods for approximate inference in Bayesian models optimise a lower bound on the marginal likelihood, but the optimization problem often suffers from being nonconvex and high-dimensional. This can be alleviated by working in a collapsed domain where a part of the parameter space...

PROCOV: maximum likelihood estimation of protein phylogeny under covarion models and site-specific covarion pattern analysis

Directory of Open Access Journals (Sweden)

Wang Huai-Chun

2009-09-01

Full Text Available Abstract Background The covarion hypothesis of molecular evolution holds that selective pressures on a given amino acid or nucleotide site are dependent on the identity of other sites in the molecule that change throughout time, resulting in changes of evolutionary rates of sites along the branches of a phylogenetic tree. At the sequence level, covarion-like evolution at a site manifests as conservation of nucleotide or amino acid states among some homologs where the states are not conserved in other homologs (or groups of homologs. Covarion-like evolution has been shown to relate to changes in functions at sites in different clades, and, if ignored, can adversely affect the accuracy of phylogenetic inference. Results PROCOV (protein covarion analysis is a software tool that implements a number of previously proposed covarion models of protein evolution for phylogenetic inference in a maximum likelihood framework. Several algorithmic and implementation improvements in this tool over previous versions make computationally expensive tree searches with covarion models more efficient and analyses of large phylogenomic data sets tractable. PROCOV can be used to identify covarion sites by comparing the site likelihoods under the covarion process to the corresponding site likelihoods under a rates-across-sites (RAS process. Those sites with the greatest log-likelihood difference between a 'covarion' and an RAS process were found to be of functional or structural significance in a dataset of bacterial and eukaryotic elongation factors. Conclusion Covarion models implemented in PROCOV may be especially useful for phylogenetic estimation when ancient divergences between sequences have occurred and rates of evolution at sites are likely to have changed over the tree. It can also be used to study lineage-specific functional shifts in protein families that result in changes in the patterns of site variability among subtrees.

Analysis of Minute Features in Speckled Imagery with Maximum Likelihood Estimation

Directory of Open Access Journals (Sweden)

Alejandro C. Frery

2004-12-01

Full Text Available This paper deals with numerical problems arising when performing maximum likelihood parameter estimation in speckled imagery using small samples. The noise that appears in images obtained with coherent illumination, as is the case of sonar, laser, ultrasound-B, and synthetic aperture radar, is called speckle, and it can neither be assumed Gaussian nor additive. The properties of speckle noise are well described by the multiplicative model, a statistical framework from which stem several important distributions. Amongst these distributions, one is regarded as the universal model for speckled data, namely, the 𝒢0 law. This paper deals with amplitude data, so the 𝒢A0 distribution will be used. The literature reports that techniques for obtaining estimates (maximum likelihood, based on moments and on order statistics of the parameters of the 𝒢A0 distribution require samples of hundreds, even thousands, of observations in order to obtain sensible values. This is verified for maximum likelihood estimation, and a proposal based on alternate optimization is made to alleviate this situation. The proposal is assessed with real and simulated data, showing that the convergence problems are no longer present. A Monte Carlo experiment is devised to estimate the quality of maximum likelihood estimators in small samples, and real data is successfully analyzed with the proposed alternated procedure. Stylized empirical influence functions are computed and used to choose a strategy for computing maximum likelihood estimates that is resistant to outliers.

Inference of R(0 and transmission heterogeneity from the size distribution of stuttering chains.

Directory of Open Access Journals (Sweden)

Seth Blumberg

Full Text Available For many infectious disease processes such as emerging zoonoses and vaccine-preventable diseases, [Formula: see text] and infections occur as self-limited stuttering transmission chains. A mechanistic understanding of transmission is essential for characterizing the risk of emerging diseases and monitoring spatio-temporal dynamics. Thus methods for inferring [Formula: see text] and the degree of heterogeneity in transmission from stuttering chain data have important applications in disease surveillance and management. Previous researchers have used chain size distributions to infer [Formula: see text], but estimation of the degree of individual-level variation in infectiousness (as quantified by the dispersion parameter, [Formula: see text] has typically required contact tracing data. Utilizing branching process theory along with a negative binomial offspring distribution, we demonstrate how maximum likelihood estimation can be applied to chain size data to infer both [Formula: see text] and the dispersion parameter that characterizes heterogeneity. While the maximum likelihood value for [Formula: see text] is a simple function of the average chain size, the associated confidence intervals are dependent on the inferred degree of transmission heterogeneity. As demonstrated for monkeypox data from the Democratic Republic of Congo, this impacts when a statistically significant change in [Formula: see text] is detectable. In addition, by allowing for superspreading events, inference of [Formula: see text] shifts the threshold above which a transmission chain should be considered anomalously large for a given value of [Formula: see text] (thus reducing the probability of false alarms about pathogen adaptation. Our analysis of monkeypox also clarifies the various ways that imperfect observation can impact inference of transmission parameters, and highlights the need to quantitatively evaluate whether observation is likely to significantly bias results.

Likelihood inference for COM-Poisson cure rate model with interval-censored data and Weibull lifetimes.

Science.gov (United States)

Pal, Suvra; Balakrishnan, N

2017-10-01

In this paper, we consider a competing cause scenario and assume the number of competing causes to follow a Conway-Maxwell Poisson distribution which can capture both over and under dispersion that is usually encountered in discrete data. Assuming the population of interest having a component cure and the form of the data to be interval censored, as opposed to the usually considered right-censored data, the main contribution is in developing the steps of the expectation maximization algorithm for the determination of the maximum likelihood estimates of the model parameters of the flexible Conway-Maxwell Poisson cure rate model with Weibull lifetimes. An extensive Monte Carlo simulation study is carried out to demonstrate the performance of the proposed estimation method. Model discrimination within the Conway-Maxwell Poisson distribution is addressed using the likelihood ratio test and information-based criteria to select a suitable competing cause distribution that provides the best fit to the data. A simulation study is also carried out to demonstrate the loss in efficiency when selecting an improper competing cause distribution which justifies the use of a flexible family of distributions for the number of competing causes. Finally, the proposed methodology and the flexibility of the Conway-Maxwell Poisson distribution are illustrated with two known data sets from the literature: smoking cessation data and breast cosmesis data.

Maximum likelihood estimation and EM algorithm of Copas-like selection model for publication bias correction.

Science.gov (United States)

Ning, Jing; Chen, Yong; Piao, Jin

2017-07-01

Publication bias occurs when the published research results are systematically unrepresentative of the population of studies that have been conducted, and is a potential threat to meaningful meta-analysis. The Copas selection model provides a flexible framework for correcting estimates and offers considerable insight into the publication bias. However, maximizing the observed likelihood under the Copas selection model is challenging because the observed data contain very little information on the latent variable. In this article, we study a Copas-like selection model and propose an expectation-maximization (EM) algorithm for estimation based on the full likelihood. Empirical simulation studies show that the EM algorithm and its associated inferential procedure performs well and avoids the non-convergence problem when maximizing the observed likelihood. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Aspects of likelihood inference

OpenAIRE

Reid, Nancy

2013-01-01

Comment: Published in at http://dx.doi.org/10.3150/12-BEJSP03 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

Climate reconstruction analysis using coexistence likelihood estimation (CRACLE): a method for the estimation of climate using vegetation.

Science.gov (United States)

Harbert, Robert S; Nixon, Kevin C

2015-08-01

• Plant distributions have long been understood to be correlated with the environmental conditions to which species are adapted. Climate is one of the major components driving species distributions. Therefore, it is expected that the plants coexisting in a community are reflective of the local environment, particularly climate.• Presented here is a method for the estimation of climate from local plant species coexistence data. The method, Climate Reconstruction Analysis using Coexistence Likelihood Estimation (CRACLE), is a likelihood-based method that employs specimen collection data at a global scale for the inference of species climate tolerance. CRACLE calculates the maximum joint likelihood of coexistence given individual species climate tolerance characterization to estimate the expected climate.• Plant distribution data for more than 4000 species were used to show that this method accurately infers expected climate profiles for 165 sites with diverse climatic conditions. Estimates differ from the WorldClim global climate model by less than 1.5°C on average for mean annual temperature and less than ∼250 mm for mean annual precipitation. This is a significant improvement upon other plant-based climate-proxy methods.• CRACLE validates long hypothesized interactions between climate and local associations of plant species. Furthermore, CRACLE successfully estimates climate that is consistent with the widely used WorldClim model and therefore may be applied to the quantitative estimation of paleoclimate in future studies. © 2015 Botanical Society of America, Inc.

Physician Bayesian updating from personal beliefs about the base rate and likelihood ratio.

Science.gov (United States)

Rottman, Benjamin Margolin

2017-02-01

Whether humans can accurately make decisions in line with Bayes' rule has been one of the most important yet contentious topics in cognitive psychology. Though a number of paradigms have been used for studying Bayesian updating, rarely have subjects been allowed to use their own preexisting beliefs about the prior and the likelihood. A study is reported in which physicians judged the posttest probability of a diagnosis for a patient vignette after receiving a test result, and the physicians' posttest judgments were compared to the normative posttest calculated from their own beliefs in the sensitivity and false positive rate of the test (likelihood ratio) and prior probability of the diagnosis. On the one hand, the posttest judgments were strongly related to the physicians' beliefs about both the prior probability as well as the likelihood ratio, and the priors were used considerably more strongly than in previous research. On the other hand, both the prior and the likelihoods were still not used quite as much as they should have been, and there was evidence of other nonnormative aspects to the updating, such as updating independent of the likelihood beliefs. By focusing on how physicians use their own prior beliefs for Bayesian updating, this study provides insight into how well experts perform probabilistic inference in settings in which they rely upon their own prior beliefs rather than experimenter-provided cues. It suggests that there is reason to be optimistic about experts' abilities, but that there is still considerable need for improvement.

Empirical projection-based basis-component decomposition method

Science.gov (United States)

Brendel, Bernhard; Roessl, Ewald; Schlomka, Jens-Peter; Proksa, Roland

2009-02-01

Advances in the development of semiconductor based, photon-counting x-ray detectors stimulate research in the domain of energy-resolving pre-clinical and clinical computed tomography (CT). For counting detectors acquiring x-ray attenuation in at least three different energy windows, an extended basis component decomposition can be performed in which in addition to the conventional approach of Alvarez and Macovski a third basis component is introduced, e.g., a gadolinium based CT contrast material. After the decomposition of the measured projection data into the basis component projections, conventional filtered-backprojection reconstruction is performed to obtain the basis-component images. In recent work, this basis component decomposition was obtained by maximizing the likelihood-function of the measurements. This procedure is time consuming and often unstable for excessively noisy data or low intrinsic energy resolution of the detector. Therefore, alternative procedures are of interest. Here, we introduce a generalization of the idea of empirical dual-energy processing published by Stenner et al. to multi-energy, photon-counting CT raw data. Instead of working in the image-domain, we use prior spectral knowledge about the acquisition system (tube spectra, bin sensitivities) to parameterize the line-integrals of the basis component decomposition directly in the projection domain. We compare this empirical approach with the maximum-likelihood (ML) approach considering image noise and image bias (artifacts) and see that only moderate noise increase is to be expected for small bias in the empirical approach. Given the drastic reduction of pre-processing time, the empirical approach is considered a viable alternative to the ML approach.

A Network Inference Workflow Applied to Virulence-Related Processes in Salmonella typhimurium

Energy Technology Data Exchange (ETDEWEB)

Taylor, Ronald C.; Singhal, Mudita; Weller, Jennifer B.; Khoshnevis, Saeed; Shi, Liang; McDermott, Jason E.

2009-04-20

Inference of the structure of mRNA transcriptional regulatory networks, protein regulatory or interaction networks, and protein activation/inactivation-based signal transduction networks are critical tasks in systems biology. In this article we discuss a workflow for the reconstruction of parts of the transcriptional regulatory network of the pathogenic bacterium Salmonella typhimurium based on the information contained in sets of microarray gene expression data now available for that organism, and describe our results obtained by following this workflow. The primary tool is one of the network inference algorithms deployed in the Software Environment for BIological Network Inference (SEBINI). Specifically, we selected the algorithm called Context Likelihood of Relatedness (CLR), which uses the mutual information contained in the gene expression data to infer regulatory connections. The associated analysis pipeline automatically stores the inferred edges from the CLR runs within SEBINI and, upon request, transfers the inferred edges into either Cytoscape or the plug-in Collective Analysis of Biological of Biological Interaction Networks (CABIN) tool for further post-analysis of the inferred regulatory edges. The following article presents the outcome of this workflow, as well as the protocols followed for microarray data collection, data cleansing, and network inference. Our analysis revealed several interesting interactions, functional groups, metabolic pathways, and regulons in S. typhimurium.

Empirical intrinsic geometry for nonlinear modeling and time series filtering.

Science.gov (United States)

Talmon, Ronen; Coifman, Ronald R

2013-07-30

In this paper, we present a method for time series analysis based on empirical intrinsic geometry (EIG). EIG enables one to reveal the low-dimensional parametric manifold as well as to infer the underlying dynamics of high-dimensional time series. By incorporating concepts of information geometry, this method extends existing geometric analysis tools to support stochastic settings and parametrizes the geometry of empirical distributions. However, the statistical models are not required as priors; hence, EIG may be applied to a wide range of real signals without existing definitive models. We show that the inferred model is noise-resilient and invariant under different observation and instrumental modalities. In addition, we show that it can be extended efficiently to newly acquired measurements in a sequential manner. These two advantages enable us to revisit the Bayesian approach and incorporate empirical dynamics and intrinsic geometry into a nonlinear filtering framework. We show applications to nonlinear and non-Gaussian tracking problems as well as to acoustic signal localization.

Indirect Inference for Stochastic Differential Equations Based on Moment Expansions

KAUST Repository

Ballesio, Marco

2016-01-06

We provide an indirect inference method to estimate the parameters of timehomogeneous scalar diffusion and jump diffusion processes. We obtain a system of ODEs that approximate the time evolution of the first two moments of the process by the approximation of the stochastic model applying a second order Taylor expansion of the SDE s infinitesimal generator in the Dynkin s formula. This method allows a simple and efficient procedure to infer the parameters of such stochastic processes given the data by the maximization of the likelihood of an approximating Gaussian process described by the two moments equations. Finally, we perform numerical experiments for two datasets arising from organic and inorganic fouling deposition phenomena.

Learning and inference in a nonequilibrium Ising model with hidden nodes.

Science.gov (United States)

Dunn, Benjamin; Roudi, Yasser

2013-02-01

We study inference and reconstruction of couplings in a partially observed kinetic Ising model. With hidden spins, calculating the likelihood of a sequence of observed spin configurations requires performing a trace over the configurations of the hidden ones. This, as we show, can be represented as a path integral. Using this representation, we demonstrate that systematic approximate inference and learning rules can be derived using dynamical mean-field theory. Although naive mean-field theory leads to an unstable learning rule, taking into account Gaussian corrections allows learning the couplings involving hidden nodes. It also improves learning of the couplings between the observed nodes compared to when hidden nodes are ignored.

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...

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions

Science.gov (United States)

Peters, B. C., Jr.; Walker, H. F.

1978-01-01

This paper addresses the problem of obtaining numerically maximum-likelihood estimates of the parameters for a mixture of normal distributions. In recent literature, a certain successive-approximations procedure, based on the likelihood equations, was shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, we introduce a general iterative procedure, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. We show that, with probability 1 as the sample size grows large, this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. We also show that the step-size which yields optimal local convergence rates for large samples is determined in a sense by the 'separation' of the component normal densities and is bounded below by a number between 1 and 2.

Inference in Complex Systems Using Multi-Phase MCMC Sampling With Gradient Matching Burn-in

OpenAIRE

Lazarus, Alan; Husmeier, Dirk; Papamarkou, Theodore

2017-01-01

We propose a novel method for parameter inference that builds on the current research in gradient matching surrogate likelihood spaces. Adopting a three phase technique, we demonstrate that it is possible to obtain parameter estimates of limited bias whilst still adopting the paradigm of the computationally cheap surrogate approximation.

Judging a book by its cover: gay men's use of perceptible characteristics to infer antibody status.

Science.gov (United States)

Gold, R S; Skinner, M J

1996-01-01

This study investigated gay men's use of perceptible characteristics to infer antibody status. Participants (n = 66) read brief descriptions of men they did not know and estimated the likelihood that they were HIV-infected. Each description highlighted one of 6 characteristics: physical attractiveness, intelligence/education level, healthy appearance and lifestyle, personality, a combination of the preceding, and wealth. Three versions of each sketch were used; they depicted the man in positive, neutral, and negative terms respectively. There were significant differences in the ratings for the 3 versions in the case of every characteristic except wealth. In general, the negative version elicited higher ratings (corresponding to a greater likelihood that the man was HIV-positive) than either the positive or neutral versions; in the case of physical attractiveness, the positive version elicited higher ratings than the neutral version. Results are discussed in relation to earlier findings regarding gay men's inferences during sexual encounters, of antibody status from perceptible characteristic; to possible differences between AIDS-related thinking during sexual encounters and in the cold light of day; and to educational techniques that might be used to counter inferences of this type.

Pointwise probability reinforcements for robust statistical inference.

Science.gov (United States)

Frénay, Benoît; Verleysen, Michel

2014-02-01

Statistical inference using machine learning techniques may be difficult with small datasets because of abnormally frequent data (AFDs). AFDs are observations that are much more frequent in the training sample that they should be, with respect to their theoretical probability, and include e.g. outliers. Estimates of parameters tend to be biased towards models which support such data. This paper proposes to introduce pointwise probability reinforcements (PPRs): the probability of each observation is reinforced by a PPR and a regularisation allows controlling the amount of reinforcement which compensates for AFDs. The proposed solution is very generic, since it can be used to robustify any statistical inference method which can be formulated as a likelihood maximisation. Experiments show that PPRs can be easily used to tackle regression, classification and projection: models are freed from the influence of outliers. Moreover, outliers can be filtered manually since an abnormality degree is obtained for each observation. Copyright © 2013 Elsevier Ltd. All rights reserved.

Critical examination of logical formulations in quantum theory. Statistical inference and Hilbertian distance between quantum states

International Nuclear Information System (INIS)

Hadjisawas, Nicolas.

1982-01-01

After a critical study of the logical quantum mechanics formulations of Jauch and Piron, classical and quantum versions of statistical inference are studied. In order to do this, the significance of the Jaynes and Kulback principles (maximum likelihood, least squares principles) is revealed from the theorems established. In the quantum mechanics inference problem, a ''distance'' between states is defined. This concept is used to solve the quantum equivalent of the classical problem studied by Kulback. The ''projection postulate'' proposition is subsequently deduced [fr

Asymptotic inference for waiting times and patiences in queues with abandonment

DEFF Research Database (Denmark)

Gorst-Rasmussen, Anders; Hansen, Martin Bøgsted

2009-01-01

Motivated by applications in call center management, we propose a framework based on empirical process techniques for inference about waiting time and patience distributions in multiserver queues with abandonment. The framework rigorises heuristics based on survival analysis of independent...

An iterative procedure for obtaining maximum-likelihood estimates of the parameters for a mixture of normal distributions, 2

Science.gov (United States)

Peters, B. C., Jr.; Walker, H. F.

1976-01-01

The problem of obtaining numerically maximum likelihood estimates of the parameters for a mixture of normal distributions is addressed. In recent literature, a certain successive approximations procedure, based on the likelihood equations, is shown empirically to be effective in numerically approximating such maximum-likelihood estimates; however, the reliability of this procedure was not established theoretically. Here, a general iterative procedure is introduced, of the generalized steepest-ascent (deflected-gradient) type, which is just the procedure known in the literature when the step-size is taken to be 1. With probability 1 as the sample size grows large, it is shown that this procedure converges locally to the strongly consistent maximum-likelihood estimate whenever the step-size lies between 0 and 2. The step-size which yields optimal local convergence rates for large samples is determined in a sense by the separation of the component normal densities and is bounded below by a number between 1 and 2.

Statistical inference for imperfect maintenance models with missing data

International Nuclear Information System (INIS)

Dijoux, Yann; Fouladirad, Mitra; Nguyen, Dinh Tuan

2016-01-01

The paper considers complex industrial systems with incomplete maintenance history. A corrective maintenance is performed after the occurrence of a failure and its efficiency is assumed to be imperfect. In maintenance analysis, the databases are not necessarily complete. Specifically, the observations are assumed to be window-censored. This situation arises relatively frequently after the purchase of a second-hand unit or in the absence of maintenance record during the burn-in phase. The joint assessment of the wear-out of the system and the maintenance efficiency is investigated under missing data. A review along with extensions of statistical inference procedures from an observation window are proposed in the case of perfect and minimal repair using the renewal and Poisson theories, respectively. Virtual age models are employed to model imperfect repair. In this framework, new estimation procedures are developed. In particular, maximum likelihood estimation methods are derived for the most classical virtual age models. The benefits of the new estimation procedures are highlighted by numerical simulations and an application to a real data set. - Highlights: • New estimation procedures for window-censored observations and imperfect repair. • Extensions of inference methods for perfect and minimal repair with missing data. • Overview of maximum likelihood method with complete and incomplete observations. • Benefits of the new procedures highlighted by simulation studies and real application.

Weighted profile likelihood-based confidence interval for the difference between two proportions with paired binomial data.

Science.gov (United States)

Pradhan, Vivek; Saha, Krishna K; Banerjee, Tathagata; Evans, John C

2014-07-30

Inference on the difference between two binomial proportions in the paired binomial setting is often an important problem in many biomedical investigations. Tang et al. (2010, Statistics in Medicine) discussed six methods to construct confidence intervals (henceforth, we abbreviate it as CI) for the difference between two proportions in paired binomial setting using method of variance estimates recovery. In this article, we propose weighted profile likelihood-based CIs for the difference between proportions of a paired binomial distribution. However, instead of the usual likelihood, we use weighted likelihood that is essentially making adjustments to the cell frequencies of a 2 × 2 table in the spirit of Agresti and Min (2005, Statistics in Medicine). We then conduct numerical studies to compare the performances of the proposed CIs with that of Tang et al. and Agresti and Min in terms of coverage probabilities and expected lengths. Our numerical study clearly indicates that the weighted profile likelihood-based intervals and Jeffreys interval (cf. Tang et al.) are superior in terms of achieving the nominal level, and in terms of expected lengths, they are competitive. Finally, we illustrate the use of the proposed CIs with real-life examples. Copyright © 2014 John Wiley & Sons, Ltd.

Asymptotic inference for waiting times and patiences in queues with abandonment

DEFF Research Database (Denmark)

Gorst-Rasmussen, Anders; Hansen, Martin Bøgsted

Motivated by applications in call center management, we propose a framework based on empirical process techniques for inference about the waiting time and patience distribution in multiserver queues with abandonment. The framework rigorises heuristics based on survival analysis of independent...

Updated logistic regression equations for the calculation of post-fire debris-flow likelihood in the western United States

Science.gov (United States)

Staley, Dennis M.; Negri, Jacquelyn A.; Kean, Jason W.; Laber, Jayme L.; Tillery, Anne C.; Youberg, Ann M.

2016-06-30

Wildfire can significantly alter the hydrologic response of a watershed to the extent that even modest rainstorms can generate dangerous flash floods and debris flows. To reduce public exposure to hazard, the U.S. Geological Survey produces post-fire debris-flow hazard assessments for select fires in the western United States. We use publicly available geospatial data describing basin morphology, burn severity, soil properties, and rainfall characteristics to estimate the statistical likelihood that debris flows will occur in response to a storm of a given rainfall intensity. Using an empirical database and refined geospatial analysis methods, we defined new equations for the prediction of debris-flow likelihood using logistic regression methods. We showed that the new logistic regression model outperformed previous models used to predict debris-flow likelihood.

Causal inference of asynchronous audiovisual speech

Directory of Open Access Journals (Sweden)

John F Magnotti

2013-11-01

Full Text Available During speech perception, humans integrate auditory information from the voice with visual information from the face. This multisensory integration increases perceptual precision, but only if the two cues come from the same talker; this requirement has been largely ignored by current models of speech perception. We describe a generative model of multisensory speech perception that includes this critical step of determining the likelihood that the voice and face information have a common cause. A key feature of the model is that it is based on a principled analysis of how an observer should solve this causal inference problem using the asynchrony between two cues and the reliability of the cues. This allows the model to make predictions abut the behavior of subjects performing a synchrony judgment task, predictive power that does not exist in other approaches, such as post hoc fitting of Gaussian curves to behavioral data. We tested the model predictions against the performance of 37 subjects performing a synchrony judgment task viewing audiovisual speech under a variety of manipulations, including varying asynchronies, intelligibility, and visual cue reliability. The causal inference model outperformed the Gaussian model across two experiments, providing a better fit to the behavioral data with fewer parameters. Because the causal inference model is derived from a principled understanding of the task, model parameters are directly interpretable in terms of stimulus and subject properties.

Hierarchy-associated semantic-rule inference framework for classifying indoor scenes

Science.gov (United States)

Yu, Dan; Liu, Peng; Ye, Zhipeng; Tang, Xianglong; Zhao, Wei

2016-03-01

Typically, the initial task of classifying indoor scenes is challenging, because the spatial layout and decoration of a scene can vary considerably. Recent efforts at classifying object relationships commonly depend on the results of scene annotation and predefined rules, making classification inflexible. Furthermore, annotation results are easily affected by external factors. Inspired by human cognition, a scene-classification framework was proposed using the empirically based annotation (EBA) and a match-over rule-based (MRB) inference system. The semantic hierarchy of images is exploited by EBA to construct rules empirically for MRB classification. The problem of scene classification is divided into low-level annotation and high-level inference from a macro perspective. Low-level annotation involves detecting the semantic hierarchy and annotating the scene with a deformable-parts model and a bag-of-visual-words model. In high-level inference, hierarchical rules are extracted to train the decision tree for classification. The categories of testing samples are generated from the parts to the whole. Compared with traditional classification strategies, the proposed semantic hierarchy and corresponding rules reduce the effect of a variable background and improve the classification performance. The proposed framework was evaluated on a popular indoor scene dataset, and the experimental results demonstrate its effectiveness.

A Cautionary Analysis of STAPLE Using Direct Inference of Segmentation Truth

DEFF Research Database (Denmark)

Van Leemput, Koen; Sabuncu, Mert R.

2014-01-01

In this paper we analyze the properties of the well-known segmentation fusion algorithm STAPLE, using a novel inference technique that analytically marginalizes out all model parameters. We demonstrate both theoretically and empirically that when the number of raters is large, or when consensus r...

Psychotic Experiences and Overhasty Inferences Are Related to Maladaptive Learning.

Directory of Open Access Journals (Sweden)

Heiner Stuke

2017-01-01

Full Text Available Theoretical accounts suggest that an alteration in the brain's learning mechanisms might lead to overhasty inferences, resulting in psychotic symptoms. Here, we sought to elucidate the suggested link between maladaptive learning and psychosis. Ninety-eight healthy individuals with varying degrees of delusional ideation and hallucinatory experiences performed a probabilistic reasoning task that allowed us to quantify overhasty inferences. Replicating previous results, we found a relationship between psychotic experiences and overhasty inferences during probabilistic reasoning. Computational modelling revealed that the behavioral data was best explained by a novel computational learning model that formalizes the adaptiveness of learning by a non-linear distortion of prediction error processing, where an increased non-linearity implies a growing resilience against learning from surprising and thus unreliable information (large prediction errors. Most importantly, a decreased adaptiveness of learning predicted delusional ideation and hallucinatory experiences. Our current findings provide a formal description of the computational mechanisms underlying overhasty inferences, thereby empirically substantiating theories that link psychosis to maladaptive learning.

Logic of likelihood

International Nuclear Information System (INIS)

Wall, M.J.W.

1992-01-01

The notion of open-quotes probabilityclose quotes is generalized to that of open-quotes likelihood,close quotes and a natural logical structure is shown to exist for any physical theory which predicts likelihoods. Two physically based axioms are given for this logical structure to form an orthomodular poset, with an order-determining set of states. The results strengthen the basis of the quantum logic approach to axiomatic quantum theory. 25 refs

Dimension-independent likelihood-informed MCMC

KAUST Repository

Cui, Tiangang

2015-10-08

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

Dimension-independent likelihood-informed MCMC

KAUST Repository

Cui, Tiangang; Law, Kody; Marzouk, Youssef M.

2015-01-01

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

MEGA5: Molecular Evolutionary Genetics Analysis Using Maximum Likelihood, Evolutionary Distance, and Maximum Parsimony Methods

Science.gov (United States)

Tamura, Koichiro; Peterson, Daniel; Peterson, Nicholas; Stecher, Glen; Nei, Masatoshi; Kumar, Sudhir

2011-01-01

Comparative analysis of molecular sequence data is essential for reconstructing the evolutionary histories of species and inferring the nature and extent of selective forces shaping the evolution of genes and species. Here, we announce the release of Molecular Evolutionary Genetics Analysis version 5 (MEGA5), which is a user-friendly software for mining online databases, building sequence alignments and phylogenetic trees, and using methods of evolutionary bioinformatics in basic biology, biomedicine, and evolution. The newest addition in MEGA5 is a collection of maximum likelihood (ML) analyses for inferring evolutionary trees, selecting best-fit substitution models (nucleotide or amino acid), inferring ancestral states and sequences (along with probabilities), and estimating evolutionary rates site-by-site. In computer simulation analyses, ML tree inference algorithms in MEGA5 compared favorably with other software packages in terms of computational efficiency and the accuracy of the estimates of phylogenetic trees, substitution parameters, and rate variation among sites. The MEGA user interface has now been enhanced to be activity driven to make it easier for the use of both beginners and experienced scientists. This version of MEGA is intended for the Windows platform, and it has been configured for effective use on Mac OS X and Linux desktops. It is available free of charge from http://www.megasoftware.net. PMID:21546353

Causation in risk assessment and management: models, inference, biases, and a microbial risk-benefit case study.

Science.gov (United States)

Cox, L A; Ricci, P F

2005-04-01

Causal inference of exposure-response relations from data is a challenging aspect of risk assessment with important implications for public and private risk management. Such inference, which is fundamentally empirical and based on exposure (or dose)-response models, seldom arises from a single set of data; rather, it requires integrating heterogeneous information from diverse sources and disciplines including epidemiology, toxicology, and cell and molecular biology. The causal aspects we discuss focus on these three aspects: drawing sound inferences about causal relations from one or more observational studies; addressing and resolving biases that can affect a single multivariate empirical exposure-response study; and applying the results from these considerations to the microbiological risk management of human health risks and benefits of a ban on antibiotic use in animals, in the context of banning enrofloxacin or macrolides, antibiotics used against bacterial illnesses in poultry, and the effects of such bans on changing the risk of human food-borne campylobacteriosis infections. The purposes of this paper are to describe novel causal methods for assessing empirical causation and inference; exemplify how to deal with biases that routinely arise in multivariate exposure- or dose-response modeling; and provide a simplified discussion of a case study of causal inference using microbial risk analysis as an example. The case study supports the conclusion that the human health benefits from a ban are unlikely to be greater than the excess human health risks that it could create, even when accounting for uncertainty. We conclude that quantitative causal analysis of risks is a preferable to qualitative assessments because it does not involve unjustified loss of information and is sound under the inferential use of risk results by management.

Local Likelihood Approach for High-Dimensional Peaks-Over-Threshold Inference

KAUST Repository

Baki, Zhuldyzay

2018-05-14

Global warming is affecting the Earth climate year by year, the biggest difference being observable in increasing temperatures in the World Ocean. Following the long- term global ocean warming trend, average sea surface temperatures across the global tropics and subtropics have increased by 0.4–1◦C in the last 40 years. These rates become even higher in semi-enclosed southern seas, such as the Red Sea, threaten- ing the survival of thermal-sensitive species. As average sea surface temperatures are projected to continue to rise, careful study of future developments of extreme temper- atures is paramount for the sustainability of marine ecosystem and biodiversity. In this thesis, we use Extreme-Value Theory to study sea surface temperature extremes from a gridded dataset comprising 16703 locations over the Red Sea. The data were provided by Operational SST and Sea Ice Analysis (OSTIA), a satellite-based data system designed for numerical weather prediction. After pre-processing the data to account for seasonality and global trends, we analyze the marginal distribution of ex- tremes, defined as observations exceeding a high spatially varying threshold, using the Generalized Pareto distribution. This model allows us to extrapolate beyond the ob- served data to compute the 100-year return levels over the entire Red Sea, confirming the increasing trend of extreme temperatures. To understand the dynamics govern- ing the dependence of extreme temperatures in the Red Sea, we propose a flexible local approach based on R-Pareto processes, which extend the univariate Generalized Pareto distribution to the spatial setting. Assuming that the sea surface temperature varies smoothly over space, we perform inference based on the gradient score method over small regional neighborhoods, in which the data are assumed to be stationary in space. This approach allows us to capture spatial non-stationarity, and to reduce the overall computational cost by taking advantage of

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...

Indirect inference with time series observed with error

DEFF Research Database (Denmark)

Rossi, Eduardo; Santucci de Magistris, Paolo

estimation. We propose to solve this inconsistency by jointly estimating the nuisance and the structural parameters. Under standard assumptions, this estimator is consistent and asymptotically normal. A condition for the identification of ARMA plus noise is obtained. The proposed methodology is used......We analyze the properties of the indirect inference estimator when the observed series are contaminated by measurement error. We show that the indirect inference estimates are asymptotically biased when the nuisance parameters of the measurement error distribution are neglected in the indirect...... to estimate the parameters of continuous-time stochastic volatility models with auxiliary specifications based on realized volatility measures. Monte Carlo simulations shows the bias reduction of the indirect estimates obtained when the microstructure noise is explicitly modeled. Finally, an empirical...

Explanation in causal inference methods for mediation and interaction

CERN Document Server

VanderWeele, Tyler

2015-01-01

A comprehensive examination of methods for mediation and interaction, VanderWeele's book is the first to approach this topic from the perspective of causal inference. Numerous software tools are provided, and the text is both accessible and easy to read, with examples drawn from diverse fields. The result is an essential reference for anyone conducting empirical research in the biomedical or social sciences.

Maximum-likelihood model averaging to profile clustering of site types across discrete linear sequences.

Directory of Open Access Journals (Sweden)

Zhang Zhang

2009-06-01

Full Text Available A major analytical challenge in computational biology is the detection and description of clusters of specified site types, such as polymorphic or substituted sites within DNA or protein sequences. Progress has been stymied by a lack of suitable methods to detect clusters and to estimate the extent of clustering in discrete linear sequences, particularly when there is no a priori specification of cluster size or cluster count. Here we derive and demonstrate a maximum likelihood method of hierarchical clustering. Our method incorporates a tripartite divide-and-conquer strategy that models sequence heterogeneity, delineates clusters, and yields a profile of the level of clustering associated with each site. The clustering model may be evaluated via model selection using the Akaike Information Criterion, the corrected Akaike Information Criterion, and the Bayesian Information Criterion. Furthermore, model averaging using weighted model likelihoods may be applied to incorporate model uncertainty into the profile of heterogeneity across sites. We evaluated our method by examining its performance on a number of simulated datasets as well as on empirical polymorphism data from diverse natural alleles of the Drosophila alcohol dehydrogenase gene. Our method yielded greater power for the detection of clustered sites across a breadth of parameter ranges, and achieved better accuracy and precision of estimation of clusters, than did the existing empirical cumulative distribution function statistics.

Inferring network structure from cascades

Science.gov (United States)

Ghonge, Sushrut; Vural, Dervis Can

2017-07-01

Many physical, biological, and social phenomena can be described by cascades taking place on a network. Often, the activity can be empirically observed, but not the underlying network of interactions. In this paper we offer three topological methods to infer the structure of any directed network given a set of cascade arrival times. Our formulas hold for a very general class of models where the activation probability of a node is a generic function of its degree and the number of its active neighbors. We report high success rates for synthetic and real networks, for several different cascade models.

Neandertal admixture in Eurasia confirmed by maximum-likelihood analysis of three genomes.

Science.gov (United States)

Lohse, Konrad; Frantz, Laurent A F

2014-04-01

Although there has been much interest in estimating histories of divergence and admixture from genomic data, it has proved difficult to distinguish recent admixture from long-term structure in the ancestral population. Thus, recent genome-wide analyses based on summary statistics have sparked controversy about the possibility of interbreeding between Neandertals and modern humans in Eurasia. Here we derive the probability of full mutational configurations in nonrecombining sequence blocks under both admixture and ancestral structure scenarios. Dividing the genome into short blocks gives an efficient way to compute maximum-likelihood estimates of parameters. We apply this likelihood scheme to triplets of human and Neandertal genomes and compare the relative support for a model of admixture from Neandertals into Eurasian populations after their expansion out of Africa against a history of persistent structure in their common ancestral population in Africa. Our analysis allows us to conclusively reject a model of ancestral structure in Africa and instead reveals strong support for Neandertal admixture in Eurasia at a higher rate (3.4-7.3%) than suggested previously. Using analysis and simulations we show that our inference is more powerful than previous summary statistics and robust to realistic levels of recombination.

Integrated empirical ethics: loss of normativity?

Science.gov (United States)

van der Scheer, Lieke; Widdershoven, Guy

2004-01-01

An important discussion in contemporary ethics concerns the relevance of empirical research for ethics. Specifically, two crucial questions pertain, respectively, to the possibility of inferring normative statements from descriptive statements, and to the danger of a loss of normativity if normative statements should be based on empirical research. Here we take part in the debate and defend integrated empirical ethical research: research in which normative guidelines are established on the basis of empirical research and in which the guidelines are empirically evaluated by focusing on observable consequences. We argue that in our concrete example normative statements are not derived from descriptive statements, but are developed within a process of reflection and dialogue that goes on within a specific praxis. Moreover, we show that the distinction in experience between the desirable and the undesirable precludes relativism. The normative guidelines so developed are both critical and normative: they help in choosing the right action and in evaluating that action. Finally, following Aristotle, we plead for a return to the view that morality and ethics are inherently related to one another, and for an acknowledgment of the fact that moral judgments have their origin in experience which is always related to historical and cultural circumstances.

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)

Outcome-Dependent Sampling Design and Inference for Cox's Proportional Hazards Model.

Science.gov (United States)

Yu, Jichang; Liu, Yanyan; Cai, Jianwen; Sandler, Dale P; Zhou, Haibo

2016-11-01

We propose a cost-effective outcome-dependent sampling design for the failure time data and develop an efficient inference procedure for data collected with this design. To account for the biased sampling scheme, we derive estimators from a weighted partial likelihood estimating equation. The proposed estimators for regression parameters are shown to be consistent and asymptotically normally distributed. A criteria that can be used to optimally implement the ODS design in practice is proposed and studied. The small sample performance of the proposed method is evaluated by simulation studies. The proposed design and inference procedure is shown to be statistically more powerful than existing alternative designs with the same sample sizes. We illustrate the proposed method with an existing real data from the Cancer Incidence and Mortality of Uranium Miners Study.

The logical primitives of thought: Empirical foundations for compositional cognitive models.

Science.gov (United States)

Piantadosi, Steven T; Tenenbaum, Joshua B; Goodman, Noah D

2016-07-01

The notion of a compositional language of thought (LOT) has been central in computational accounts of cognition from earliest attempts (Boole, 1854; Fodor, 1975) to the present day (Feldman, 2000; Penn, Holyoak, & Povinelli, 2008; Fodor, 2008; Kemp, 2012; Goodman, Tenenbaum, & Gerstenberg, 2015). Recent modeling work shows how statistical inferences over compositionally structured hypothesis spaces might explain learning and development across a variety of domains. However, the primitive components of such representations are typically assumed a priori by modelers and theoreticians rather than determined empirically. We show how different sets of LOT primitives, embedded in a psychologically realistic approximate Bayesian inference framework, systematically predict distinct learning curves in rule-based concept learning experiments. We use this feature of LOT models to design a set of large-scale concept learning experiments that can determine the most likely primitives for psychological concepts involving Boolean connectives and quantification. Subjects' inferences are most consistent with a rich (nonminimal) set of Boolean operations, including first-order, but not second-order, quantification. Our results more generally show how specific LOT theories can be distinguished empirically. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

A model independent safeguard against background mismodeling for statistical inference

Energy Technology Data Exchange (ETDEWEB)

Priel, Nadav; Landsman, Hagar; Manfredini, Alessandro; Budnik, Ranny [Department of Particle Physics and Astrophysics, Weizmann Institute of Science, Herzl St. 234, Rehovot (Israel); Rauch, Ludwig, E-mail: nadav.priel@weizmann.ac.il, E-mail: rauch@mpi-hd.mpg.de, E-mail: hagar.landsman@weizmann.ac.il, E-mail: alessandro.manfredini@weizmann.ac.il, E-mail: ran.budnik@weizmann.ac.il [Teilchen- und Astroteilchenphysik, Max-Planck-Institut für Kernphysik, Saupfercheckweg 1, 69117 Heidelberg (Germany)

2017-05-01

We propose a safeguard procedure for statistical inference that provides universal protection against mismodeling of the background. The method quantifies and incorporates the signal-like residuals of the background model into the likelihood function, using information available in a calibration dataset. This prevents possible false discovery claims that may arise through unknown mismodeling, and corrects the bias in limit setting created by overestimated or underestimated background. We demonstrate how the method removes the bias created by an incomplete background model using three realistic case studies.

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.

Short Tree, Long Tree, Right Tree, Wrong Tree: New Acquisition Bias Corrections for Inferring SNP Phylogenies.

Science.gov (United States)

Leaché, Adam D; Banbury, Barbara L; Felsenstein, Joseph; de Oca, Adrián Nieto-Montes; Stamatakis, Alexandros

2015-11-01

Single nucleotide polymorphisms (SNPs) are useful markers for phylogenetic studies owing in part to their ubiquity throughout the genome and ease of collection. Restriction site associated DNA sequencing (RADseq) methods are becoming increasingly popular for SNP data collection, but an assessment of the best practises for using these data in phylogenetics is lacking. We use computer simulations, and new double digest RADseq (ddRADseq) data for the lizard family Phrynosomatidae, to investigate the accuracy of RAD loci for phylogenetic inference. We compare the two primary ways RAD loci are used during phylogenetic analysis, including the analysis of full sequences (i.e., SNPs together with invariant sites), or the analysis of SNPs on their own after excluding invariant sites. We find that using full sequences rather than just SNPs is preferable from the perspectives of branch length and topological accuracy, but not of computational time. We introduce two new acquisition bias corrections for dealing with alignments composed exclusively of SNPs, a conditional likelihood method and a reconstituted DNA approach. The conditional likelihood method conditions on the presence of variable characters only (the number of invariant sites that are unsampled but known to exist is not considered), while the reconstituted DNA approach requires the user to specify the exact number of unsampled invariant sites prior to the analysis. Under simulation, branch length biases increase with the amount of missing data for both acquisition bias correction methods, but branch length accuracy is much improved in the reconstituted DNA approach compared to the conditional likelihood approach. Phylogenetic analyses of the empirical data using concatenation or a coalescent-based species tree approach provide strong support for many of the accepted relationships among phrynosomatid lizards, suggesting that RAD loci contain useful phylogenetic signal across a range of divergence times despite the

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.

A maximum likelihood framework for protein design

Directory of Open Access Journals (Sweden)

Philippe Hervé

2006-06-01

Full Text Available Abstract Background The aim of protein design is to predict amino-acid sequences compatible with a given target structure. Traditionally envisioned as a purely thermodynamic question, this problem can also be understood in a wider context, where additional constraints are captured by learning the sequence patterns displayed by natural proteins of known conformation. In this latter perspective, however, we still need a theoretical formalization of the question, leading to general and efficient learning methods, and allowing for the selection of fast and accurate objective functions quantifying sequence/structure compatibility. Results We propose a formulation of the protein design problem in terms of model-based statistical inference. Our framework uses the maximum likelihood principle to optimize the unknown parameters of a statistical potential, which we call an inverse potential to contrast with classical potentials used for structure prediction. We propose an implementation based on Markov chain Monte Carlo, in which the likelihood is maximized by gradient descent and is numerically estimated by thermodynamic integration. The fit of the models is evaluated by cross-validation. We apply this to a simple pairwise contact potential, supplemented with a solvent-accessibility term, and show that the resulting models have a better predictive power than currently available pairwise potentials. Furthermore, the model comparison method presented here allows one to measure the relative contribution of each component of the potential, and to choose the optimal number of accessibility classes, which turns out to be much higher than classically considered. Conclusion Altogether, this reformulation makes it possible to test a wide diversity of models, using different forms of potentials, or accounting for other factors than just the constraint of thermodynamic stability. Ultimately, such model-based statistical analyses may help to understand the forces

Maximum-Entropy Inference with a Programmable Annealer

Science.gov (United States)

Chancellor, Nicholas; Szoke, Szilard; Vinci, Walter; Aeppli, Gabriel; Warburton, Paul A.

2016-03-01

Optimisation problems typically involve finding the ground state (i.e. the minimum energy configuration) of a cost function with respect to many variables. If the variables are corrupted by noise then this maximises the likelihood that the solution is correct. The maximum entropy solution on the other hand takes the form of a Boltzmann distribution over the ground and excited states of the cost function to correct for noise. Here we use a programmable annealer for the information decoding problem which we simulate as a random Ising model in a field. We show experimentally that finite temperature maximum entropy decoding can give slightly better bit-error-rates than the maximum likelihood approach, confirming that useful information can be extracted from the excited states of the annealer. Furthermore we introduce a bit-by-bit analytical method which is agnostic to the specific application and use it to show that the annealer samples from a highly Boltzmann-like distribution. Machines of this kind are therefore candidates for use in a variety of machine learning applications which exploit maximum entropy inference, including language processing and image recognition.

A guideline for the validation of likelihood ratio methods used for forensic evidence evaluation.

Science.gov (United States)

Meuwly, Didier; Ramos, Daniel; Haraksim, Rudolf

2017-07-01

This Guideline proposes a protocol for the validation of forensic evaluation methods at the source level, using the Likelihood Ratio framework as defined within the Bayes' inference model. In the context of the inference of identity of source, the Likelihood Ratio is used to evaluate the strength of the evidence for a trace specimen, e.g. a fingermark, and a reference specimen, e.g. a fingerprint, to originate from common or different sources. Some theoretical aspects of probabilities necessary for this Guideline were discussed prior to its elaboration, which started after a workshop of forensic researchers and practitioners involved in this topic. In the workshop, the following questions were addressed: "which aspects of a forensic evaluation scenario need to be validated?", "what is the role of the LR as part of a decision process?" and "how to deal with uncertainty in the LR calculation?". The questions: "what to validate?" focuses on the validation methods and criteria and "how to validate?" deals with the implementation of the validation protocol. Answers to these questions were deemed necessary with several objectives. First, concepts typical for validation standards [1], such as performance characteristics, performance metrics and validation criteria, will be adapted or applied by analogy to the LR framework. Second, a validation strategy will be defined. Third, validation methods will be described. Finally, a validation protocol and an example of validation report will be proposed, which can be applied to the forensic fields developing and validating LR methods for the evaluation of the strength of evidence at source level under the following propositions. Copyright © 2016. Published by Elsevier B.V.

Using MOEA with Redistribution and Consensus Branches to Infer Phylogenies.

Science.gov (United States)

Min, Xiaoping; Zhang, Mouzhao; Yuan, Sisi; Ge, Shengxiang; Liu, Xiangrong; Zeng, Xiangxiang; Xia, Ningshao

2017-12-26

In recent years, to infer phylogenies, which are NP-hard problems, more and more research has focused on using metaheuristics. Maximum Parsimony and Maximum Likelihood are two effective ways to conduct inference. Based on these methods, which can also be considered as the optimal criteria for phylogenies, various kinds of multi-objective metaheuristics have been used to reconstruct phylogenies. However, combining these two time-consuming methods results in those multi-objective metaheuristics being slower than a single objective. Therefore, we propose a novel, multi-objective optimization algorithm, MOEA-RC, to accelerate the processes of rebuilding phylogenies using structural information of elites in current populations. We compare MOEA-RC with two representative multi-objective algorithms, MOEA/D and NAGA-II, and a non-consensus version of MOEA-RC on three real-world datasets. The result is, within a given number of iterations, MOEA-RC achieves better solutions than the other algorithms.

Active inference, sensory attenuation and illusions.

Science.gov (United States)

Brown, Harriet; Adams, Rick A; Parees, Isabel; Edwards, Mark; Friston, Karl

2013-11-01

Active inference provides a simple and neurobiologically plausible account of how action and perception are coupled in producing (Bayes) optimal behaviour. This can be seen most easily as minimising prediction error: we can either change our predictions to explain sensory input through perception. Alternatively, we can actively change sensory input to fulfil our predictions. In active inference, this action is mediated by classical reflex arcs that minimise proprioceptive prediction error created by descending proprioceptive predictions. However, this creates a conflict between action and perception; in that, self-generated movements require predictions to override the sensory evidence that one is not actually moving. However, ignoring sensory evidence means that externally generated sensations will not be perceived. Conversely, attending to (proprioceptive and somatosensory) sensations enables the detection of externally generated events but precludes generation of actions. This conflict can be resolved by attenuating the precision of sensory evidence during movement or, equivalently, attending away from the consequences of self-made acts. We propose that this Bayes optimal withdrawal of precise sensory evidence during movement is the cause of psychophysical sensory attenuation. Furthermore, it explains the force-matching illusion and reproduces empirical results almost exactly. Finally, if attenuation is removed, the force-matching illusion disappears and false (delusional) inferences about agency emerge. This is important, given the negative correlation between sensory attenuation and delusional beliefs in normal subjects--and the reduction in the magnitude of the illusion in schizophrenia. Active inference therefore links the neuromodulatory optimisation of precision to sensory attenuation and illusory phenomena during the attribution of agency in normal subjects. It also provides a functional account of deficits in syndromes characterised by false inference

Dark Energy Survey Year 1 Results: Multi-Probe Methodology and Simulated Likelihood Analyses

Energy Technology Data Exchange (ETDEWEB)

Krause, E.; et al.

2017-06-28

We present the methodology for and detail the implementation of the Dark Energy Survey (DES) 3x2pt DES Year 1 (Y1) analysis, which combines configuration-space two-point statistics from three different cosmological probes: cosmic shear, galaxy-galaxy lensing, and galaxy clustering, using data from the first year of DES observations. We have developed two independent modeling pipelines and describe the code validation process. We derive expressions for analytical real-space multi-probe covariances, and describe their validation with numerical simulations. We stress-test the inference pipelines in simulated likelihood analyses that vary 6-7 cosmology parameters plus 20 nuisance parameters and precisely resemble the analysis to be presented in the DES 3x2pt analysis paper, using a variety of simulated input data vectors with varying assumptions. We find that any disagreement between pipelines leads to changes in assigned likelihood $\\Delta \\chi^2 \\le 0.045$ with respect to the statistical error of the DES Y1 data vector. We also find that angular binning and survey mask do not impact our analytic covariance at a significant level. We determine lower bounds on scales used for analysis of galaxy clustering (8 Mpc$~h^{-1}$) and galaxy-galaxy lensing (12 Mpc$~h^{-1}$) such that the impact of modeling uncertainties in the non-linear regime is well below statistical errors, and show that our analysis choices are robust against a variety of systematics. These tests demonstrate that we have a robust analysis pipeline that yields unbiased cosmological parameter inferences for the flagship 3x2pt DES Y1 analysis. We emphasize that the level of independent code development and subsequent code comparison as demonstrated in this paper is necessary to produce credible constraints from increasingly complex multi-probe analyses of current data.

Likelihood-based inference for discretely observed birth-death-shift processes, with applications to evolution of mobile genetic elements.

Science.gov (United States)

Xu, Jason; Guttorp, Peter; Kato-Maeda, Midori; Minin, Vladimir N

2015-12-01

Continuous-time birth-death-shift (BDS) processes are frequently used in stochastic modeling, with many applications in ecology and epidemiology. In particular, such processes can model evolutionary dynamics of transposable elements-important genetic markers in molecular epidemiology. Estimation of the effects of individual covariates on the birth, death, and shift rates of the process can be accomplished by analyzing patient data, but inferring these rates in a discretely and unevenly observed setting presents computational challenges. We propose a multi-type branching process approximation to BDS processes and develop a corresponding expectation maximization algorithm, where we use spectral techniques to reduce calculation of expected sufficient statistics to low-dimensional integration. These techniques yield an efficient and robust optimization routine for inferring the rates of the BDS process, and apply broadly to multi-type branching processes whose rates can depend on many covariates. After rigorously testing our methodology in simulation studies, we apply our method to study intrapatient time evolution of IS6110 transposable element, a genetic marker frequently used during estimation of epidemiological clusters of Mycobacterium tuberculosis infections. © 2015, The International Biometric Society.

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.

MetaPIGA v2.0: maximum likelihood large phylogeny estimation using the metapopulation genetic algorithm and other stochastic heuristics.

Science.gov (United States)

Helaers, Raphaël; Milinkovitch, Michel C

2010-07-15

The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s) but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood), including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA) together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these algorithms. MetaPIGA v2.0 gives access both to high

Outcome-Dependent Sampling Design and Inference for Cox’s Proportional Hazards Model

Science.gov (United States)

Yu, Jichang; Liu, Yanyan; Cai, Jianwen; Sandler, Dale P.; Zhou, Haibo

2016-01-01

We propose a cost-effective outcome-dependent sampling design for the failure time data and develop an efficient inference procedure for data collected with this design. To account for the biased sampling scheme, we derive estimators from a weighted partial likelihood estimating equation. The proposed estimators for regression parameters are shown to be consistent and asymptotically normally distributed. A criteria that can be used to optimally implement the ODS design in practice is proposed and studied. The small sample performance of the proposed method is evaluated by simulation studies. The proposed design and inference procedure is shown to be statistically more powerful than existing alternative designs with the same sample sizes. We illustrate the proposed method with an existing real data from the Cancer Incidence and Mortality of Uranium Miners Study. PMID:28090134

The Prior Can Often Only Be Understood in the Context of the Likelihood

Directory of Open Access Journals (Sweden)

Andrew Gelman

2017-10-01

Full Text Available A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys’ priors, reference priors, maximum entropy priors, and weakly informative priors. These methods, however, often manifest a key conceptual tension in prior modeling: a model encoding true prior information should be chosen without reference to the model of the measurement process, but almost all common prior modeling techniques are implicitly motivated by a reference likelihood. In this paper we resolve this apparent paradox by placing the choice of prior into the context of the entire Bayesian analysis, from inference to prediction to model evaluation.

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.

Post-model selection inference and model averaging

Directory of Open Access Journals (Sweden)

Georges Nguefack-Tsague

2011-07-01

Full Text Available Although model selection is routinely used in practice nowadays, little is known about its precise effects on any subsequent inference that is carried out. The same goes for the effects induced by the closely related technique of model averaging. This paper is concerned with the use of the same data first to select a model and then to carry out inference, in particular point estimation and point prediction. The properties of the resulting estimator, called a post-model-selection estimator (PMSE, are hard to derive. Using selection criteria such as hypothesis testing, AIC, BIC, HQ and Cp, we illustrate that, in terms of risk function, no single PMSE dominates the others. The same conclusion holds more generally for any penalised likelihood information criterion. We also compare various model averaging schemes and show that no single one dominates the others in terms of risk function. Since PMSEs can be regarded as a special case of model averaging, with 0-1 random-weights, we propose a connection between the two theories, in the frequentist approach, by taking account of the selection procedure when performing model averaging. We illustrate the point by simulating a simple linear regression model.

MXLKID: a maximum likelihood parameter identifier

International Nuclear Information System (INIS)

Gavel, D.T.

1980-07-01

MXLKID (MaXimum LiKelihood IDentifier) is a computer program designed to identify unknown parameters in a nonlinear dynamic system. Using noisy measurement data from the system, the maximum likelihood identifier computes a likelihood function (LF). Identification of system parameters is accomplished by maximizing the LF with respect to the parameters. The main body of this report briefly summarizes the maximum likelihood technique and gives instructions and examples for running the MXLKID program. MXLKID is implemented LRLTRAN on the CDC7600 computer at LLNL. A detailed mathematical description of the algorithm is given in the appendices. 24 figures, 6 tables

The equivalence of information-theoretic and likelihood-based methods for neural dimensionality reduction.

Directory of Open Access Journals (Sweden)

Ross S Williamson

2015-04-01

Full Text Available Stimulus dimensionality-reduction methods in neuroscience seek to identify a low-dimensional space of stimulus features that affect a neuron's probability of spiking. One popular method, known as maximally informative dimensions (MID, uses an information-theoretic quantity known as "single-spike information" to identify this space. Here we examine MID from a model-based perspective. We show that MID is a maximum-likelihood estimator for the parameters of a linear-nonlinear-Poisson (LNP model, and that the empirical single-spike information corresponds to the normalized log-likelihood under a Poisson model. This equivalence implies that MID does not necessarily find maximally informative stimulus dimensions when spiking is not well described as Poisson. We provide several examples to illustrate this shortcoming, and derive a lower bound on the information lost when spiking is Bernoulli in discrete time bins. To overcome this limitation, we introduce model-based dimensionality reduction methods for neurons with non-Poisson firing statistics, and show that they can be framed equivalently in likelihood-based or information-theoretic terms. Finally, we show how to overcome practical limitations on the number of stimulus dimensions that MID can estimate by constraining the form of the non-parametric nonlinearity in an LNP model. We illustrate these methods with simulations and data from primate visual cortex.

Efficient Maximum Likelihood Estimation for Pedigree Data with the Sum-Product Algorithm.

Science.gov (United States)

Engelhardt, Alexander; Rieger, Anna; Tresch, Achim; Mansmann, Ulrich

2016-01-01

We analyze data sets consisting of pedigrees with age at onset of colorectal cancer (CRC) as phenotype. The occurrence of familial clusters of CRC suggests the existence of a latent, inheritable risk factor. We aimed to compute the probability of a family possessing this risk factor as well as the hazard rate increase for these risk factor carriers. Due to the inheritability of this risk factor, the estimation necessitates a costly marginalization of the likelihood. We propose an improved EM algorithm by applying factor graphs and the sum-product algorithm in the E-step. This reduces the computational complexity from exponential to linear in the number of family members. Our algorithm is as precise as a direct likelihood maximization in a simulation study and a real family study on CRC risk. For 250 simulated families of size 19 and 21, the runtime of our algorithm is faster by a factor of 4 and 29, respectively. On the largest family (23 members) in the real data, our algorithm is 6 times faster. We introduce a flexible and runtime-efficient tool for statistical inference in biomedical event data with latent variables that opens the door for advanced analyses of pedigree data. © 2017 S. Karger AG, Basel.

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...

Application of the method of maximum likelihood to the determination of cepheid radii

International Nuclear Information System (INIS)

Balona, L.A.

1977-01-01

A method is described whereby the radius of any pulsating star can be obtained by applying the Principle of Maximum Likelihood. The relative merits of this method and of the usual Baade-Wesselink method are discussed in an Appendix. The new method is applied to 54 well-observed cepheids which include a number of spectroscopic binaries and two W Vir stars. An empirical period-radius relation is constructed and discussed in terms of two recent period-luminosity-colour calibrations. It is shown that the new method gives radii with an error of no more than 10 per cent. (author)

Likelihood devices in spatial statistics

NARCIS (Netherlands)

Zwet, E.W. van

1999-01-01

One of the main themes of this thesis is the application to spatial data of modern semi- and nonparametric methods. Another, closely related theme is maximum likelihood estimation from spatial data. Maximum likelihood estimation is not common practice in spatial statistics. The method of moments

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

NARCIS (Netherlands)

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

2017-01-01

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

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

NARCIS (Netherlands)

Grünwald, P.; van Ommen, T.

2017-01-01

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

DarkBit. A GAMBIT module for computing dark matter observables and likelihoods

Energy Technology Data Exchange (ETDEWEB)

Bringmann, Torsten; Dal, Lars A. [University of Oslo, Department of Physics, Oslo (Norway); Conrad, Jan; Edsjoe, Joakim; Farmer, Ben [AlbaNova University Centre, Oskar Klein Centre for Cosmoparticle Physics, Stockholm (Sweden); Stockholm University, Department of Physics, Stockholm (Sweden); Cornell, Jonathan M. [McGill University, Department of Physics, Montreal, QC (Canada); Kahlhoefer, Felix; Wild, Sebastian [DESY, Hamburg (Germany); Kvellestad, Anders; Savage, Christopher [NORDITA, Stockholm (Sweden); Putze, Antje [LAPTh, Universite de Savoie, CNRS, Annecy-le-Vieux (France); Scott, Pat [Blackett Laboratory, Imperial College London, Department of Physics, London (United Kingdom); Weniger, Christoph [University of Amsterdam, GRAPPA, Institute of Physics, Amsterdam (Netherlands); White, Martin [University of Adelaide, Department of Physics, Adelaide, SA (Australia); Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale, Parkville (Australia); Collaboration: The GAMBIT Dark Matter Workgroup

2017-12-15

We introduce DarkBit, an advanced software code for computing dark matter constraints on various extensions to the Standard Model of particle physics, comprising both new native code and interfaces to external packages. This release includes a dedicated signal yield calculator for gamma-ray observations, which significantly extends current tools by implementing a cascade-decay Monte Carlo, as well as a dedicated likelihood calculator for current and future experiments (gamLike). This provides a general solution for studying complex particle physics models that predict dark matter annihilation to a multitude of final states. We also supply a direct detection package that models a large range of direct detection experiments (DDCalc), and that provides the corresponding likelihoods for arbitrary combinations of spin-independent and spin-dependent scattering processes. Finally, we provide custom relic density routines along with interfaces to DarkSUSY, micrOMEGAs, and the neutrino telescope likelihood package nulike. DarkBit is written in the framework of the Global And Modular Beyond the Standard Model Inference Tool (GAMBIT), providing seamless integration into a comprehensive statistical fitting framework that allows users to explore new models with both particle and astrophysics constraints, and a consistent treatment of systematic uncertainties. In this paper we describe its main functionality, provide a guide to getting started quickly, and show illustrative examples for results obtained with DarkBit (both as a stand-alone tool and as a GAMBIT module). This includes a quantitative comparison between two of the main dark matter codes (DarkSUSY and micrOMEGAs), and application of DarkBit's advanced direct and indirect detection routines to a simple effective dark matter model. (orig.)

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.

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.

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.

Breast cancer risk in atomic bomb survivors from multi-model inference with incidence data 1958-1998

International Nuclear Information System (INIS)

Kaiser, J.C.; Jacob, P.; Meckbach, R.; Cullings, H.M.

2012-01-01

Breast cancer risk from radiation exposure has been analyzed in the cohort of Japanese a-bomb survivors using empirical models and mechanistic two-step clonal expansion (TSCE) models with incidence data from 1958 to 1998. TSCE models rely on a phenomenological representation of cell transition processes on the path to cancer. They describe the data as good as empirical models and this fact has been exploited for risk assessment. Adequate models of both types have been selected with a statistical protocol based on parsimonious parameter deployment and their risk estimates have been combined using multi-model inference techniques. TSCE models relate the radiation risk to cell processes which are controlled by age-increasing rates of initiating mutations and by changes in hormone levels due to menopause. For exposure at young age, they predict an enhanced excess relative risk (ERR) whereas the preferred empirical model shows no dependence on age at exposure. At attained age 70, the multi-model median of the ERR at 1 Gy decreases moderately from 1.2 Gy"-"1 (90% CI 0.72; 2.1) for exposure at age 25 to a 30% lower value for exposure at age 55. For cohort strata with few cases, where model predictions diverge, uncertainty intervals from multi-model inference are enhanced by up to a factor of 1.6 compared to the preferred empirical model. Multi-model inference provides a joint risk estimate from several plausible models rather than relying on a single model of choice. It produces more reliable point estimates and improves the characterization of uncertainties. The method is recommended for risk assessment in practical radiation protection. (orig.)

Breast cancer risk in atomic bomb survivors from multi-model inference with incidence data 1958-1998

Energy Technology Data Exchange (ETDEWEB)

Kaiser, J.C.; Jacob, P.; Meckbach, R. [Institute of Radiation Protection, Helmholtz-Zentrum Muenchen, German Research Centre for Environmental Health, Neuherberg (Germany); Cullings, H.M. [Radiation Effects Research Foundation, Department of Statistics, Hiroshima (Japan)

2012-03-15

Breast cancer risk from radiation exposure has been analyzed in the cohort of Japanese a-bomb survivors using empirical models and mechanistic two-step clonal expansion (TSCE) models with incidence data from 1958 to 1998. TSCE models rely on a phenomenological representation of cell transition processes on the path to cancer. They describe the data as good as empirical models and this fact has been exploited for risk assessment. Adequate models of both types have been selected with a statistical protocol based on parsimonious parameter deployment and their risk estimates have been combined using multi-model inference techniques. TSCE models relate the radiation risk to cell processes which are controlled by age-increasing rates of initiating mutations and by changes in hormone levels due to menopause. For exposure at young age, they predict an enhanced excess relative risk (ERR) whereas the preferred empirical model shows no dependence on age at exposure. At attained age 70, the multi-model median of the ERR at 1 Gy decreases moderately from 1.2 Gy{sup -1} (90% CI 0.72; 2.1) for exposure at age 25 to a 30% lower value for exposure at age 55. For cohort strata with few cases, where model predictions diverge, uncertainty intervals from multi-model inference are enhanced by up to a factor of 1.6 compared to the preferred empirical model. Multi-model inference provides a joint risk estimate from several plausible models rather than relying on a single model of choice. It produces more reliable point estimates and improves the characterization of uncertainties. The method is recommended for risk assessment in practical radiation protection. (orig.)

Population genetics inference for longitudinally-sampled mutants under strong selection.

Science.gov (United States)

Lacerda, Miguel; Seoighe, Cathal

2014-11-01

Longitudinal allele frequency data are becoming increasingly prevalent. Such samples permit statistical inference of the population genetics parameters that influence the fate of mutant variants. To infer these parameters by maximum likelihood, the mutant frequency is often assumed to evolve according to the Wright-Fisher model. For computational reasons, this discrete model is commonly approximated by a diffusion process that requires the assumption that the forces of natural selection and mutation are weak. This assumption is not always appropriate. For example, mutations that impart drug resistance in pathogens may evolve under strong selective pressure. Here, we present an alternative approximation to the mutant-frequency distribution that does not make any assumptions about the magnitude of selection or mutation and is much more computationally efficient than the standard diffusion approximation. Simulation studies are used to compare the performance of our method to that of the Wright-Fisher and Gaussian diffusion approximations. For large populations, our method is found to provide a much better approximation to the mutant-frequency distribution when selection is strong, while all three methods perform comparably when selection is weak. Importantly, maximum-likelihood estimates of the selection coefficient are severely attenuated when selection is strong under the two diffusion models, but not when our method is used. This is further demonstrated with an application to mutant-frequency data from an experimental study of bacteriophage evolution. We therefore recommend our method for estimating the selection coefficient when the effective population size is too large to utilize the discrete Wright-Fisher model. Copyright © 2014 by the Genetics Society of America.

INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

KAUST Repository

Elkantassi, Soumaya

2017-10-03

Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

INFERENCE AND SENSITIVITY IN STOCHASTIC WIND POWER FORECAST MODELS.

KAUST Repository

Elkantassi, Soumaya; Kalligiannaki, Evangelia; Tempone, Raul

2017-01-01

Reliable forecasting of wind power generation is crucial to optimal control of costs in generation of electricity with respect to the electricity demand. Here, we propose and analyze stochastic wind power forecast models described by parametrized stochastic differential equations, which introduce appropriate fluctuations in numerical forecast outputs. We use an approximate maximum likelihood method to infer the model parameters taking into account the time correlated sets of data. Furthermore, we study the validity and sensitivity of the parameters for each model. We applied our models to Uruguayan wind power production as determined by historical data and corresponding numerical forecasts for the period of March 1 to May 31, 2016.

Maximum likelihood versus likelihood-free quantum system identification in the atom maser

International Nuclear Information System (INIS)

Catana, Catalin; Kypraios, Theodore; Guţă, Mădălin

2014-01-01

We consider the problem of estimating a dynamical parameter of a Markovian quantum open system (the atom maser), by performing continuous time measurements in the system's output (outgoing atoms). Two estimation methods are investigated and compared. Firstly, the maximum likelihood estimator (MLE) takes into account the full measurement data and is asymptotically optimal in terms of its mean square error. Secondly, the ‘likelihood-free’ method of approximate Bayesian computation (ABC) produces an approximation of the posterior distribution for a given set of summary statistics, by sampling trajectories at different parameter values and comparing them with the measurement data via chosen statistics. Building on previous results which showed that atom counts are poor statistics for certain values of the Rabi angle, we apply MLE to the full measurement data and estimate its Fisher information. We then select several correlation statistics such as waiting times, distribution of successive identical detections, and use them as input of the ABC algorithm. The resulting posterior distribution follows closely the data likelihood, showing that the selected statistics capture ‘most’ statistical information about the Rabi angle. (paper)

Maximum likelihood inference of small trees in the presence of long branches.

Science.gov (United States)

Parks, Sarah L; Goldman, Nick

2014-09-01

The statistical basis of maximum likelihood (ML), its robustness, and the fact that it appears to suffer less from biases lead to it being one of the most popular methods for tree reconstruction. Despite its popularity, very few analytical solutions for ML exist, so biases suffered by ML are not well understood. One possible bias is long branch attraction (LBA), a regularly cited term generally used to describe a propensity for long branches to be joined together in estimated trees. Although initially mentioned in connection with inconsistency of parsimony, LBA has been claimed to affect all major phylogenetic reconstruction methods, including ML. Despite the widespread use of this term in the literature, exactly what LBA is and what may be causing it is poorly understood, even for simple evolutionary models and small model trees. Studies looking at LBA have focused on the effect of two long branches on tree reconstruction. However, to understand the effect of two long branches it is also important to understand the effect of just one long branch. If ML struggles to reconstruct one long branch, then this may have an impact on LBA. In this study, we look at the effect of one long branch on three-taxon tree reconstruction. We show that, counterintuitively, long branches are preferentially placed at the tips of the tree. This can be understood through the use of analytical solutions to the ML equation and distance matrix methods. We go on to look at the placement of two long branches on four-taxon trees, showing that there is no attraction between long branches, but that for extreme branch lengths long branches are joined together disproportionally often. These results illustrate that even small model trees are still interesting to help understand how ML phylogenetic reconstruction works, and that LBA is a complicated phenomenon that deserves further study. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.

Obtaining reliable Likelihood Ratio tests from simulated likelihood functions

DEFF Research Database (Denmark)

Andersen, Laura Mørch

It is standard practice by researchers and the default option in many statistical programs to base test statistics for mixed models on simulations using asymmetric draws (e.g. Halton draws). This paper shows that when the estimated likelihood functions depend on standard deviations of mixed param...

A nonparametric empirical Bayes framework for large-scale multiple testing.

Science.gov (United States)

Martin, Ryan; Tokdar, Surya T

2012-07-01

We propose a flexible and identifiable version of the 2-groups model, motivated by hierarchical Bayes considerations, that features an empirical null and a semiparametric mixture model for the nonnull cases. We use a computationally efficient predictive recursion (PR) marginal likelihood procedure to estimate the model parameters, even the nonparametric mixing distribution. This leads to a nonparametric empirical Bayes testing procedure, which we call PRtest, based on thresholding the estimated local false discovery rates. Simulations and real data examples demonstrate that, compared to existing approaches, PRtest's careful handling of the nonnull density can give a much better fit in the tails of the mixture distribution which, in turn, can lead to more realistic conclusions.

Empiric auto-titrating CPAP in people with suspected obstructive sleep apnea.

Science.gov (United States)

Drummond, Fitzgerald; Doelken, Peter; Ahmed, Qanta A; Gilbert, Gregory E; Strange, Charlie; Herpel, Laura; Frye, Michael D

2010-04-15

Efficient diagnosis and treatment of obstructive sleep apnea (OSA) can be difficult because of time delays imposed by clinic visits and serial overnight polysomnography. In some cases, it may be desirable to initiate treatment for suspected OSA prior to polysomnography. Our objective was to compare the improvement of daytime sleepiness and sleep-related quality of life of patients with high clinical likelihood of having OSA who were randomly assigned to receive empiric auto-titrating continuous positive airway pressure (CPAP) while awaiting polysomnogram versus current usual care. Serial patients referred for overnight polysomnography who had high clinical likelihood of having OSA were randomly assigned to usual care or immediate initiation of auto-titrating CPAP. Epworth Sleepiness Scale (ESS) scores and the Functional Outcomes of Sleep Questionnaire (FOSQ) scores were obtained at baseline, 1 month after randomization, and again after initiation of fixed CPAP in control subjects and after the sleep study in auto-CPAP patients. One hundred nine patients were randomized. Baseline demographics, daytime sleepiness, and sleep-related quality of life scores were similar between groups. One-month ESS and FOSQ scores were improved in the group empirically treated with auto-titrating CPAP. ESS scores improved in the first month by a mean of -3.2 (confidence interval -1.6 to -4.8, p life in a cohort of patients awaiting polysomnography who had a high pretest probability of having OSA. Additional studies are needed to evaluate the applicability of empiric treatment to other populations.

Computation of the Likelihood of Joint Site Frequency Spectra Using Orthogonal Polynomials

Directory of Open Access Journals (Sweden)

Claus Vogl

2016-02-01

Full Text Available In population genetics, information about evolutionary forces, e.g., mutation, selection and genetic drift, is often inferred from DNA sequence information. Generally, DNA consists of two long strands of nucleotides or sites that pair via the complementary bases cytosine and guanine (C and G, on the one hand, and adenine and thymine (A and T, on the other. With whole genome sequencing, most genomic information stored in the DNA has become available for multiple individuals of one or more populations, at least in humans and model species, such as fruit flies of the genus Drosophila. In a genome-wide sample of L sites for M (haploid individuals, the state of each site may be made binary, by binning the complementary bases, e.g., C with G to C/G, and contrasting C/G to A/T, to obtain a “site frequency spectrum” (SFS. Two such samples of either a single population from different time-points or two related populations from a single time-point are called joint site frequency spectra (joint SFS. While mathematical models describing the interplay of mutation, drift and selection have been available for more than 80 years, calculation of exact likelihoods from joint SFS is difficult. Sufficient statistics for inference of, e.g., mutation or selection parameters that would make use of all the information in the genomic data are rarely available. Hence, often suites of crude summary statistics are combined in simulation-based computational approaches. In this article, we use a bi-allelic boundary-mutation and drift population genetic model to compute the transition probabilities of joint SFS using orthogonal polynomials. This allows inference of population genetic parameters, such as the mutation rate (scaled by the population size and the time separating the two samples. We apply this inference method to a population dataset of neutrally-evolving short intronic sites from six DNA sequences of the fruit fly Drosophila melanogaster and the reference

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.

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.

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.

Causal learning and inference as a rational process: the new synthesis.

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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.

Inference for exponentiated general class of distributions based on record values

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Samah N. Sindi

2017-09-01

Full Text Available The main objective of this paper is to suggest and study a new exponentiated general class (EGC of distributions. Maximum likelihood, Bayesian and empirical Bayesian estimators of the parameter of the EGC of distributions based on lower record values are obtained. Furthermore, Bayesian prediction of future records is considered. Based on lower record values, the exponentiated Weibull distribution, its special cases of distributions and exponentiated Gompertz distribution are applied to the EGC of distributions.  

Optimized Large-scale CMB Likelihood and Quadratic Maximum Likelihood Power Spectrum Estimation

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Gjerløw, E.; Colombo, L. P. L.; Eriksen, H. K.; Górski, K. M.; Gruppuso, A.; Jewell, J. B.; Plaszczynski, S.; Wehus, I. K.

2015-11-01

We revisit the problem of exact cosmic microwave background (CMB) likelihood and power spectrum estimation with the goal of minimizing computational costs through linear compression. This idea was originally proposed for CMB purposes by Tegmark et al., and here we develop it into a fully functioning computational framework for large-scale polarization analysis, adopting WMAP as a working example. We compare five different linear bases (pixel space, harmonic space, noise covariance eigenvectors, signal-to-noise covariance eigenvectors, and signal-plus-noise covariance eigenvectors) in terms of compression efficiency, and find that the computationally most efficient basis is the signal-to-noise eigenvector basis, which is closely related to the Karhunen-Loeve and Principal Component transforms, in agreement with previous suggestions. For this basis, the information in 6836 unmasked WMAP sky map pixels can be compressed into a smaller set of 3102 modes, with a maximum error increase of any single multipole of 3.8% at ℓ ≤ 32 and a maximum shift in the mean values of a joint distribution of an amplitude-tilt model of 0.006σ. This compression reduces the computational cost of a single likelihood evaluation by a factor of 5, from 38 to 7.5 CPU seconds, and it also results in a more robust likelihood by implicitly regularizing nearly degenerate modes. Finally, we use the same compression framework to formulate a numerically stable and computationally efficient variation of the Quadratic Maximum Likelihood implementation, which requires less than 3 GB of memory and 2 CPU minutes per iteration for ℓ ≤ 32, rendering low-ℓ QML CMB power spectrum analysis fully tractable on a standard laptop.

MetaPIGA v2.0: maximum likelihood large phylogeny estimation using the metapopulation genetic algorithm and other stochastic heuristics

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Milinkovitch Michel C

2010-07-01

Full Text Available Abstract Background The development, in the last decade, of stochastic heuristics implemented in robust application softwares has made large phylogeny inference a key step in most comparative studies involving molecular sequences. Still, the choice of a phylogeny inference software is often dictated by a combination of parameters not related to the raw performance of the implemented algorithm(s but rather by practical issues such as ergonomics and/or the availability of specific functionalities. Results Here, we present MetaPIGA v2.0, a robust implementation of several stochastic heuristics for large phylogeny inference (under maximum likelihood, including a Simulated Annealing algorithm, a classical Genetic Algorithm, and the Metapopulation Genetic Algorithm (metaGA together with complex substitution models, discrete Gamma rate heterogeneity, and the possibility to partition data. MetaPIGA v2.0 also implements the Likelihood Ratio Test, the Akaike Information Criterion, and the Bayesian Information Criterion for automated selection of substitution models that best fit the data. Heuristics and substitution models are highly customizable through manual batch files and command line processing. However, MetaPIGA v2.0 also offers an extensive graphical user interface for parameters setting, generating and running batch files, following run progress, and manipulating result trees. MetaPIGA v2.0 uses standard formats for data sets and trees, is platform independent, runs in 32 and 64-bits systems, and takes advantage of multiprocessor and multicore computers. Conclusions The metaGA resolves the major problem inherent to classical Genetic Algorithms by maintaining high inter-population variation even under strong intra-population selection. Implementation of the metaGA together with additional stochastic heuristics into a single software will allow rigorous optimization of each heuristic as well as a meaningful comparison of performances among these

Predictive Distribution of the Dirichlet Mixture Model by the Local Variational Inference Method

DEFF Research Database (Denmark)

Ma, Zhanyu; Leijon, Arne; Tan, Zheng-Hua

2014-01-01

the predictive likelihood of the new upcoming data, especially when the amount of training data is small. The Bayesian estimation of a Dirichlet mixture model (DMM) is, in general, not analytically tractable. In our previous work, we have proposed a global variational inference-based method for approximately...... calculating the posterior distributions of the parameters in the DMM analytically. In this paper, we extend our previous study for the DMM and propose an algorithm to calculate the predictive distribution of the DMM with the local variational inference (LVI) method. The true predictive distribution of the DMM...... is analytically intractable. By considering the concave property of the multivariate inverse beta function, we introduce an upper-bound to the true predictive distribution. As the global minimum of this upper-bound exists, the problem is reduced to seek an approximation to the true predictive distribution...

Fusion And Inference From Multiple And Massive Disparate Distributed Dynamic Data Sets

Science.gov (United States)

2017-07-01

computational execution together form a comprehensive, widely- applicable paradigm for statistical graph inference. Approved for Public Release; Distribution...always involve challenging empirical modeling and implementation issues. Our project has propelled the mathematical development, statistical design...D. J., and Sussman, D. L., “A limit theorem for scaled eigenvectors of random dot product graphs,” Sankhya A. Mathemat - ical Statistics and

Extreme deconvolution: Inferring complete distribution functions from noisy, heterogeneous and incomplete observations

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Bovy Jo; Hogg, David W.; Roweis, Sam T.

2011-06-01

We generalize the well-known mixtures of Gaussians approach to density estimation and the accompanying Expectation-Maximization technique for finding the maximum likelihood parameters of the mixture to the case where each data point carries an individual d-dimensional uncertainty covariance and has unique missing data properties. This algorithm reconstructs the error-deconvolved or "underlying" distribution function common to all samples, even when the individual data points are samples from different distributions, obtained by convolving the underlying distribution with the heteroskedastic uncertainty distribution of the data point and projecting out the missing data directions. We show how this basic algorithm can be extended with conjugate priors on all of the model parameters and a "split-and-"erge- procedure designed to avoid local maxima of the likelihood. We demonstrate the full method by applying it to the problem of inferring the three-dimensional veloc! ity distribution of stars near the Sun from noisy two-dimensional, transverse velocity measurements from the Hipparcos satellite.

Composite likelihood estimation of demographic parameters

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Garrigan Daniel

2009-11-01

Full Text Available Abstract Background Most existing likelihood-based methods for fitting historical demographic models to DNA sequence polymorphism data to do not scale feasibly up to the level of whole-genome data sets. Computational economies can be achieved by incorporating two forms of pseudo-likelihood: composite and approximate likelihood methods. Composite likelihood enables scaling up to large data sets because it takes the product of marginal likelihoods as an estimator of the likelihood of the complete data set. This approach is especially useful when a large number of genomic regions constitutes the data set. Additionally, approximate likelihood methods can reduce the dimensionality of the data by summarizing the information in the original data by either a sufficient statistic, or a set of statistics. Both composite and approximate likelihood methods hold promise for analyzing large data sets or for use in situations where the underlying demographic model is complex and has many parameters. This paper considers a simple demographic model of allopatric divergence between two populations, in which one of the population is hypothesized to have experienced a founder event, or population bottleneck. A large resequencing data set from human populations is summarized by the joint frequency spectrum, which is a matrix of the genomic frequency spectrum of derived base frequencies in two populations. A Bayesian Metropolis-coupled Markov chain Monte Carlo (MCMCMC method for parameter estimation is developed that uses both composite and likelihood methods and is applied to the three different pairwise combinations of the human population resequence data. The accuracy of the method is also tested on data sets sampled from a simulated population model with known parameters. Results The Bayesian MCMCMC method also estimates the ratio of effective population size for the X chromosome versus that of the autosomes. The method is shown to estimate, with reasonable

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

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Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

A rational inference approach to group and individual-level sentence comprehension performance in aphasia.

Science.gov (United States)

Warren, Tessa; Dickey, Michael Walsh; Liburd, Teljer L

2017-07-01

The rational inference, or noisy channel, account of language comprehension predicts that comprehenders are sensitive to the probabilities of different interpretations for a given sentence and adapt as these probabilities change (Gibson, Bergen & Piantadosi, 2013). This account provides an important new perspective on aphasic sentence comprehension: aphasia may increase the likelihood of sentence distortion, leading people with aphasia (PWA) to rely more on the prior probability of an interpretation and less on the form or structure of the sentence (Gibson, Sandberg, Fedorenko, Bergen & Kiran, 2015). We report the results of a sentence-picture matching experiment that tested the predictions of the rational inference account and other current models of aphasic sentence comprehension across a variety of sentence structures. Consistent with the rational inference account, PWA showed similar sensitivity to the probability of particular kinds of form distortions as age-matched controls, yet overall their interpretations relied more on prior probability and less on sentence form. As predicted by rational inference, but not by other models of sentence comprehension in aphasia, PWA's interpretations were more faithful to the form for active and passive sentences than for direct object and prepositional object sentences. However contra rational inference, there was no evidence that individual PWA's severity of syntactic or semantic impairment predicted their sensitivity to form versus the prior probability of a sentence, as cued by semantics. These findings confirm and extend previous findings that suggest the rational inference account holds promise for explaining aphasic and neurotypical comprehension, but they also raise new challenges for the account. Copyright © 2017 Elsevier Ltd. All rights reserved.

pplacer: linear time maximum-likelihood and Bayesian phylogenetic placement of sequences onto a fixed reference tree

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Kodner Robin B

2010-10-01

Full Text Available Abstract Background Likelihood-based phylogenetic inference is generally considered to be the most reliable classification method for unknown sequences. However, traditional likelihood-based phylogenetic methods cannot be applied to large volumes of short reads from next-generation sequencing due to computational complexity issues and lack of phylogenetic signal. "Phylogenetic placement," where a reference tree is fixed and the unknown query sequences are placed onto the tree via a reference alignment, is a way to bring the inferential power offered by likelihood-based approaches to large data sets. Results This paper introduces pplacer, a software package for phylogenetic placement and subsequent visualization. The algorithm can place twenty thousand short reads on a reference tree of one thousand taxa per hour per processor, has essentially linear time and memory complexity in the number of reference taxa, and is easy to run in parallel. Pplacer features calculation of the posterior probability of a placement on an edge, which is a statistically rigorous way of quantifying uncertainty on an edge-by-edge basis. It also can inform the user of the positional uncertainty for query sequences by calculating expected distance between placement locations, which is crucial in the estimation of uncertainty with a well-sampled reference tree. The software provides visualizations using branch thickness and color to represent number of placements and their uncertainty. A simulation study using reads generated from 631 COG alignments shows a high level of accuracy for phylogenetic placement over a wide range of alignment diversity, and the power of edge uncertainty estimates to measure placement confidence. Conclusions Pplacer enables efficient phylogenetic placement and subsequent visualization, making likelihood-based phylogenetics methodology practical for large collections of reads; it is freely available as source code, binaries, and a web service.

On the insufficiency of arbitrarily precise covariance matrices: non-Gaussian weak-lensing likelihoods

Science.gov (United States)

Sellentin, Elena; Heavens, Alan F.

2018-01-01

We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in a data set, and then measures the non-Gaussian correlations that remain. This procedure flags pairs of data points that depend on each other in a non-Gaussian fashion, and thereby identifies where the assumption of a Gaussian likelihood breaks down. Using this diagnosis, we find that non-Gaussian correlations in the CFHTLenS cosmic shear correlation functions are significant. With a simple exclusion of the most contaminated data points, the posterior for s8 is shifted without broadening, but we find no significant reduction in the tension with s8 derived from Planck cosmic microwave background data. However, we also show that the one-point distributions of the correlation statistics are noticeably skewed, such that sound weak-lensing data sets are intrinsically likely to lead to a systematically low lensing amplitude being inferred. The detected non-Gaussianities get larger with increasing angular scale such that for future wide-angle surveys such as Euclid or LSST, with their very small statistical errors, the large-scale modes are expected to be increasingly affected. The shifts in posteriors may then not be negligible and we recommend that these diagnostic tests be run as part of future analyses.

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.

Application of Generalized Student’s T-Distribution In Modeling The Distribution of Empirical Return Rates on Selected Stock Exchange Indexes

Directory of Open Access Journals (Sweden)

Purczyńskiz Jan

2014-07-01

Full Text Available This paper examines the application of the so called generalized Student’s t-distribution in modeling the distribution of empirical return rates on selected Warsaw stock exchange indexes. It deals with distribution parameters by means of the method of logarithmic moments, the maximum likelihood method and the method of moments. Generalized Student’s t-distribution ensures better fitting to empirical data than the classical Student’s t-distribution.

The Laplace Likelihood Ratio Test for Heteroscedasticity

Directory of Open Access Journals (Sweden)

J. Martin van Zyl

2011-01-01

Full Text Available It is shown that the likelihood ratio test for heteroscedasticity, assuming the Laplace distribution, gives good results for Gaussian and fat-tailed data. The likelihood ratio test, assuming normality, is very sensitive to any deviation from normality, especially when the observations are from a distribution with fat tails. Such a likelihood test can also be used as a robust test for a constant variance in residuals or a time series if the data is partitioned into groups.

A combinatorial perspective of the protein inference problem.

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Yang, Chao; He, Zengyou; Yu, Weichuan

2013-01-01

In a shotgun proteomics experiment, proteins are the most biologically meaningful output. The success of proteomics studies depends on the ability to accurately and efficiently identify proteins. Many methods have been proposed to facilitate the identification of proteins from peptide identification results. However, the relationship between protein identification and peptide identification has not been thoroughly explained before. In this paper, we devote ourselves to a combinatorial perspective of the protein inference problem. We employ combinatorial mathematics to calculate the conditional protein probabilities (protein probability means the probability that a protein is correctly identified) under three assumptions, which lead to a lower bound, an upper bound, and an empirical estimation of protein probabilities, respectively. The combinatorial perspective enables us to obtain an analytical expression for protein inference. Our method achieves comparable results with ProteinProphet in a more efficient manner in experiments on two data sets of standard protein mixtures and two data sets of real samples. Based on our model, we study the impact of unique peptides and degenerate peptides (degenerate peptides are peptides shared by at least two proteins) on protein probabilities. Meanwhile, we also study the relationship between our model and ProteinProphet. We name our program ProteinInfer. Its Java source code, our supplementary document and experimental results are available at: >http://bioinformatics.ust.hk/proteininfer.

Probabilistic inference of ecohydrological parameters using observations from point to satellite scales

Science.gov (United States)

Bassiouni, Maoya; Higgins, Chad W.; Still, Christopher J.; Good, Stephen P.

2018-06-01

Vegetation controls on soil moisture dynamics are challenging to measure and translate into scale- and site-specific ecohydrological parameters for simple soil water balance models. We hypothesize that empirical probability density functions (pdfs) of relative soil moisture or soil saturation encode sufficient information to determine these ecohydrological parameters. Further, these parameters can be estimated through inverse modeling of the analytical equation for soil saturation pdfs, derived from the commonly used stochastic soil water balance framework. We developed a generalizable Bayesian inference framework to estimate ecohydrological parameters consistent with empirical soil saturation pdfs derived from observations at point, footprint, and satellite scales. We applied the inference method to four sites with different land cover and climate assuming (i) an annual rainfall pattern and (ii) a wet season rainfall pattern with a dry season of negligible rainfall. The Nash-Sutcliffe efficiencies of the analytical model's fit to soil observations ranged from 0.89 to 0.99. The coefficient of variation of posterior parameter distributions ranged from interest. In these cases, model inversion converged more slowly but ultimately provided better goodness of fit and lower uncertainty. Results were robust using as few as 100 daily observations randomly sampled from the full records, demonstrating the advantage of analyzing soil saturation pdfs instead of time series to estimate ecohydrological parameters from sparse records. Our work combines modeling and empirical approaches in ecohydrology and provides a simple framework to obtain scale- and site-specific analytical descriptions of soil moisture dynamics consistent with soil moisture observations.

Applying a multiobjective metaheuristic inspired by honey bees to phylogenetic inference.

Science.gov (United States)

Santander-Jiménez, Sergio; Vega-Rodríguez, Miguel A

2013-10-01

The development of increasingly popular multiobjective metaheuristics has allowed bioinformaticians to deal with optimization problems in computational biology where multiple objective functions must be taken into account. One of the most relevant research topics that can benefit from these techniques is phylogenetic inference. Throughout the years, different researchers have proposed their own view about the reconstruction of ancestral evolutionary relationships among species. As a result, biologists often report different phylogenetic trees from a same dataset when considering distinct optimality principles. In this work, we detail a multiobjective swarm intelligence approach based on the novel Artificial Bee Colony algorithm for inferring phylogenies. The aim of this paper is to propose a complementary view of phylogenetics according to the maximum parsimony and maximum likelihood criteria, in order to generate a set of phylogenetic trees that represent a compromise between these principles. Experimental results on a variety of nucleotide data sets and statistical studies highlight the relevance of the proposal with regard to other multiobjective algorithms and state-of-the-art biological methods. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

ReplacementMatrix: a web server for maximum-likelihood estimation of amino acid replacement rate matrices.

Science.gov (United States)

Dang, Cuong Cao; Lefort, Vincent; Le, Vinh Sy; Le, Quang Si; Gascuel, Olivier

2011-10-01

Amino acid replacement rate matrices are an essential basis of protein studies (e.g. in phylogenetics and alignment). A number of general purpose matrices have been proposed (e.g. JTT, WAG, LG) since the seminal work of Margaret Dayhoff and co-workers. However, it has been shown that matrices specific to certain protein groups (e.g. mitochondrial) or life domains (e.g. viruses) differ significantly from general average matrices, and thus perform better when applied to the data to which they are dedicated. This Web server implements the maximum-likelihood estimation procedure that was used to estimate LG, and provides a number of tools and facilities. Users upload a set of multiple protein alignments from their domain of interest and receive the resulting matrix by email, along with statistics and comparisons with other matrices. A non-parametric bootstrap is performed optionally to assess the variability of replacement rate estimates. Maximum-likelihood trees, inferred using the estimated rate matrix, are also computed optionally for each input alignment. Finely tuned procedures and up-to-date ML software (PhyML 3.0, XRATE) are combined to perform all these heavy calculations on our clusters. http://www.atgc-montpellier.fr/ReplacementMatrix/ olivier.gascuel@lirmm.fr Supplementary data are available at http://www.atgc-montpellier.fr/ReplacementMatrix/

Causal Inference and Model Selection in Complex Settings

Science.gov (United States)

Zhao, Shandong

Propensity score methods have become a part of the standard toolkit for applied researchers who wish to ascertain causal effects from observational data. While they were originally developed for binary treatments, several researchers have proposed generalizations of the propensity score methodology for non-binary treatment regimes. In this article, we firstly review three main methods that generalize propensity scores in this direction, namely, inverse propensity weighting (IPW), the propensity function (P-FUNCTION), and the generalized propensity score (GPS), along with recent extensions of the GPS that aim to improve its robustness. We compare the assumptions, theoretical properties, and empirical performance of these methods. We propose three new methods that provide robust causal estimation based on the P-FUNCTION and GPS. While our proposed P-FUNCTION-based estimator preforms well, we generally advise caution in that all available methods can be biased by model misspecification and extrapolation. In a related line of research, we consider adjustment for posttreatment covariates in causal inference. Even in a randomized experiment, observations might have different compliance performance under treatment and control assignment. This posttreatment covariate cannot be adjusted using standard statistical methods. We review the principal stratification framework which allows for modeling this effect as part of its Bayesian hierarchical models. We generalize the current model to add the possibility of adjusting for pretreatment covariates. We also propose a new estimator of the average treatment effect over the entire population. In a third line of research, we discuss the spectral line detection problem in high energy astrophysics. We carefully review how this problem can be statistically formulated as a precise hypothesis test with point null hypothesis, why a usual likelihood ratio test does not apply for problem of this nature, and a doable fix to correctly

Generalized least squares and empirical Bayes estimation in regional partial duration series index-flood modeling

DEFF Research Database (Denmark)

Madsen, Henrik; Rosbjerg, Dan

1997-01-01

parameters is inferred from regional data using generalized least squares (GLS) regression. Two different Bayesian T-year event estimators are introduced: a linear estimator that requires only some moments of the prior distributions to be specified and a parametric estimator that is based on specified......A regional estimation procedure that combines the index-flood concept with an empirical Bayes method for inferring regional information is introduced. The model is based on the partial duration series approach with generalized Pareto (GP) distributed exceedances. The prior information of the model...

Phylogenetic inference with weighted codon evolutionary distances.

Science.gov (United States)

Criscuolo, Alexis; Michel, Christian J

2009-04-01

We develop a new approach to estimate a matrix of pairwise evolutionary distances from a codon-based alignment based on a codon evolutionary model. The method first computes a standard distance matrix for each of the three codon positions. Then these three distance matrices are weighted according to an estimate of the global evolutionary rate of each codon position and averaged into a unique distance matrix. Using a large set of both real and simulated codon-based alignments of nucleotide sequences, we show that this approach leads to distance matrices that have a significantly better treelikeness compared to those obtained by standard nucleotide evolutionary distances. We also propose an alternative weighting to eliminate the part of the noise often associated with some codon positions, particularly the third position, which is known to induce a fast evolutionary rate. Simulation results show that fast distance-based tree reconstruction algorithms on distance matrices based on this codon position weighting can lead to phylogenetic trees that are at least as accurate as, if not better, than those inferred by maximum likelihood. Finally, a well-known multigene dataset composed of eight yeast species and 106 codon-based alignments is reanalyzed and shows that our codon evolutionary distances allow building a phylogenetic tree which is similar to those obtained by non-distance-based methods (e.g., maximum parsimony and maximum likelihood) and also significantly improved compared to standard nucleotide evolutionary distance estimates.

Bottlenecks and Hubs in Inferred Networks Are Important for Virulence in Salmonella typhimurium

Energy Technology Data Exchange (ETDEWEB)

McDermott, Jason E.; Taylor, Ronald C.; Yoon, Hyunjin; Heffron, Fred

2009-02-01

Recent advances in experimental methods have provided sufficient data to consider systems as large networks of interconnected components. High-throughput determination of protein-protein interaction networks has led to the observation that topological bottlenecks, that is proteins defined by high centrality in the network, are enriched in proteins with systems-level phenotypes such as essentiality. Global transcriptional profiling by microarray analysis has been used extensively to characterize systems, for example, cellular response to environmental conditions and genetic mutations. These transcriptomic datasets have been used to infer regulatory and functional relationship networks based on co-regulation. We use the context likelihood of relatedness (CLR) method to infer networks from two datasets gathered from the pathogen Salmonella typhimurium; one under a range of environmental culture conditions and the other from deletions of 15 regulators found to be essential in virulence. Bottleneck nodes were identified from these inferred networks and we show that these nodes are significantly more likely to be essential for virulence than their non-bottleneck counterparts. A network generated using Pearson correlation did not display this behavior. Overall this study demonstrates that topology of networks inferred from global transcriptional profiles provides information about the systems-level roles of bottleneck genes. Analysis of the differences between the two CLR-derived networks suggests that the bottleneck nodes are either mediators of transitions between system states or sentinels that reflect the dynamics of these transitions.

Drawing causal inferences using propensity scores: a practical guide for community psychologists.

Science.gov (United States)

Lanza, Stephanie T; Moore, Julia E; Butera, Nicole M

2013-12-01

Confounding present in observational data impede community psychologists' ability to draw causal inferences. This paper describes propensity score methods as a conceptually straightforward approach to drawing causal inferences from observational data. A step-by-step demonstration of three propensity score methods-weighting, matching, and subclassification-is presented in the context of an empirical examination of the causal effect of preschool experiences (Head Start vs. parental care) on reading development in kindergarten. Although the unadjusted population estimate indicated that children with parental care had substantially higher reading scores than children who attended Head Start, all propensity score adjustments reduce the size of this overall causal effect by more than half. The causal effect was also defined and estimated among children who attended Head Start. Results provide no evidence for improved reading if those children had instead received parental care. We carefully define different causal effects and discuss their respective policy implications, summarize advantages and limitations of each propensity score method, and provide SAS and R syntax so that community psychologists may conduct causal inference in their own research.

Statistical inference of the generation probability of T-cell receptors from sequence repertoires.

Science.gov (United States)

Murugan, Anand; Mora, Thierry; Walczak, Aleksandra M; Callan, Curtis G

2012-10-02

Stochastic rearrangement of germline V-, D-, and J-genes to create variable coding sequence for certain cell surface receptors is at the origin of immune system diversity. This process, known as "VDJ recombination", is implemented via a series of stochastic molecular events involving gene choices and random nucleotide insertions between, and deletions from, genes. We use large sequence repertoires of the variable CDR3 region of human CD4+ T-cell receptor beta chains to infer the statistical properties of these basic biochemical events. Because any given CDR3 sequence can be produced in multiple ways, the probability distribution of hidden recombination events cannot be inferred directly from the observed sequences; we therefore develop a maximum likelihood inference method to achieve this end. To separate the properties of the molecular rearrangement mechanism from the effects of selection, we focus on nonproductive CDR3 sequences in T-cell DNA. We infer the joint distribution of the various generative events that occur when a new T-cell receptor gene is created. We find a rich picture of correlation (and absence thereof), providing insight into the molecular mechanisms involved. The generative event statistics are consistent between individuals, suggesting a universal biochemical process. Our probabilistic model predicts the generation probability of any specific CDR3 sequence by the primitive recombination process, allowing us to quantify the potential diversity of the T-cell repertoire and to understand why some sequences are shared between individuals. We argue that the use of formal statistical inference methods, of the kind presented in this paper, will be essential for quantitative understanding of the generation and evolution of diversity in the adaptive immune system.

Partial inversion of elliptic operator to speed up computation of likelihood in Bayesian inference

KAUST Repository

Litvinenko, Alexander

2017-08-09

In this paper, we speed up the solution of inverse problems in Bayesian settings. By computing the likelihood, the most expensive part of the Bayesian formula, one compares the available measurement data with the simulated data. To get simulated data, repeated solution of the forward problem is required. This could be a great challenge. Often, the available measurement is a functional $F(u)$ of the solution $u$ or a small part of $u$. Typical examples of $F(u)$ are the solution in a point, solution on a coarser grid, in a small subdomain, the mean value in a subdomain. It is a waste of computational resources to evaluate, first, the whole solution and then compute a part of it. In this work, we compute the functional $F(u)$ direct, without computing the full inverse operator and without computing the whole solution $u$. The main ingredients of the developed approach are the hierarchical domain decomposition technique, the finite element method and the Schur complements. To speed up computations and to reduce the storage cost, we approximate the forward operator and the Schur complement in the hierarchical matrix format. Applying the hierarchical matrix technique, we reduced the computing cost to $\\\\mathcal{O}(k^2n \\\\log^2 n)$, where $k\\\\ll n$ and $n$ is the number of degrees of freedom. Up to the $\\\\H$-matrix accuracy, the computation of the functional $F(u)$ is exact. To reduce the computational resources further, we can approximate $F(u)$ on, for instance, multiple coarse meshes. The offered method is well suited for solving multiscale problems. A disadvantage of this method is the assumption that one has to have access to the discretisation and to the procedure of assembling the Galerkin matrix.

ColliderBit. A GAMBIT module for the calculation of high-energy collider observables and likelihoods

Energy Technology Data Exchange (ETDEWEB)

Balazs, Csaba [Monash University, School of Physics and Astronomy, Melbourne, VIC (Australia); Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); Buckley, Andy [University of Glasgow, SUPA, School of Physics and Astronomy, Glasgow (United Kingdom); Dal, Lars A.; Krislock, Abram; Raklev, Are [University of Oslo, Department of Physics, Oslo (Norway); Farmer, Ben [AlbaNova University Centre, Oskar Klein Centre for Cosmoparticle Physics, Stockholm (Sweden); Jackson, Paul; Murnane, Daniel; White, Martin [Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); University of Adelaide, Department of Physics, Adelaide, SA (Australia); Kvellestad, Anders [NORDITA, Stockholm (Sweden); Putze, Antje [Universite de Savoie, LAPTh, Annecy-le-Vieux (France); Rogan, Christopher [Harvard University, Department of Physics, Cambridge, MA (United States); Saavedra, Aldo [Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); The University of Sydney, Faculty of Engineering and Information Technologies, Centre for Translational Data Science, School of Physics, Sydney, NSW (Australia); Scott, Pat [Imperial College London, Blackett Laboratory, Department of Physics, London (United Kingdom); Weniger, Christoph [University of Amsterdam, GRAPPA, Institute of Physics, Amsterdam (Netherlands); Collaboration: The GAMBIT Scanner Workgroup

2017-11-15

We describe ColliderBit, a new code for the calculation of high energy collider observables in theories of physics beyond the Standard Model (BSM). ColliderBit features a generic interface to BSM models, a unique parallelised Monte Carlo event generation scheme suitable for large-scale supercomputer applications, and a number of LHC analyses, covering a reasonable range of the BSM signatures currently sought by ATLAS and CMS. ColliderBit also calculates likelihoods for Higgs sector observables, and LEP searches for BSM particles. These features are provided by a combination of new code unique toColliderBit, and interfaces to existing state-of-the-art public codes. ColliderBit is both an important part of the GAMBIT framework for BSM inference, and a standalone tool for efficiently applying collider constraints to theories of new physics. (orig.)

Interpretable inference on the mixed effect model with the Box-Cox transformation.

Science.gov (United States)

Maruo, K; Yamaguchi, Y; Noma, H; Gosho, M

2017-07-10

We derived results for inference on parameters of the marginal model of the mixed effect model with the Box-Cox transformation based on the asymptotic theory approach. We also provided a robust variance estimator of the maximum likelihood estimator of the parameters of this model in consideration of the model misspecifications. Using these results, we developed an inference procedure for the difference of the model median between treatment groups at the specified occasion in the context of mixed effects models for repeated measures analysis for randomized clinical trials, which provided interpretable estimates of the treatment effect. From simulation studies, it was shown that our proposed method controlled type I error of the statistical test for the model median difference in almost all the situations and had moderate or high performance for power compared with the existing methods. We illustrated our method with cluster of differentiation 4 (CD4) data in an AIDS clinical trial, where the interpretability of the analysis results based on our proposed method is demonstrated. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Cytoprophet: a Cytoscape plug-in for protein and domain interaction networks inference.

Science.gov (United States)

Morcos, Faruck; Lamanna, Charles; Sikora, Marcin; Izaguirre, Jesús

2008-10-01

Cytoprophet is a software tool that allows prediction and visualization of protein and domain interaction networks. It is implemented as a plug-in of Cytoscape, an open source software framework for analysis and visualization of molecular networks. Cytoprophet implements three algorithms that predict new potential physical interactions using the domain composition of proteins and experimental assays. The algorithms for protein and domain interaction inference include maximum likelihood estimation (MLE) using expectation maximization (EM); the set cover approach maximum specificity set cover (MSSC) and the sum-product algorithm (SPA). After accepting an input set of proteins with Uniprot ID/Accession numbers and a selected prediction algorithm, Cytoprophet draws a network of potential interactions with probability scores and GO distances as edge attributes. A network of domain interactions between the domains of the initial protein list can also be generated. Cytoprophet was designed to take advantage of the visual capabilities of Cytoscape and be simple to use. An example of inference in a signaling network of myxobacterium Myxococcus xanthus is presented and available at Cytoprophet's website. http://cytoprophet.cse.nd.edu.

The Multivariate Generalised von Mises Distribution: Inference and Applications

DEFF Research Database (Denmark)

Navarro, Alexandre Khae Wu; Frellsen, Jes; Turner, Richard

2017-01-01

Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by extending some standard probabilistic modelling tools to the c......Circular variables arise in a multitude of data-modelling contexts ranging from robotics to the social sciences, but they have been largely overlooked by the machine learning community. This paper partially redresses this imbalance by extending some standard probabilistic modelling tools....... These models can leverage standard modelling tools (e.g. kernel functions and automatic relevance determination). Third, we show that the posterior distribution in these models is a mGvM distribution which enables development of an efficient variational free-energy scheme for performing approximate inference...... and approximate maximum-likelihood learning....

New robust statistical procedures for the polytomous logistic regression models.

Science.gov (United States)

Castilla, Elena; Ghosh, Abhik; Martin, Nirian; Pardo, Leandro

2018-05-17

This article derives a new family of estimators, namely the minimum density power divergence estimators, as a robust generalization of the maximum likelihood estimator for the polytomous logistic regression model. Based on these estimators, a family of Wald-type test statistics for linear hypotheses is introduced. Robustness properties of both the proposed estimators and the test statistics are theoretically studied through the classical influence function analysis. Appropriate real life examples are presented to justify the requirement of suitable robust statistical procedures in place of the likelihood based inference for the polytomous logistic regression model. The validity of the theoretical results established in the article are further confirmed empirically through suitable simulation studies. Finally, an approach for the data-driven selection of the robustness tuning parameter is proposed with empirical justifications. © 2018, The International Biometric Society.

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.

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.

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

Posterior distributions for likelihood ratios in forensic science.

Science.gov (United States)

van den Hout, Ardo; Alberink, Ivo

2016-09-01

Evaluation of evidence in forensic science is discussed using posterior distributions for likelihood ratios. Instead of eliminating the uncertainty by integrating (Bayes factor) or by conditioning on parameter values, uncertainty in the likelihood ratio is retained by parameter uncertainty derived from posterior distributions. A posterior distribution for a likelihood ratio can be summarised by the median and credible intervals. Using the posterior mean of the distribution is not recommended. An analysis of forensic data for body height estimation is undertaken. The posterior likelihood approach has been criticised both theoretically and with respect to applicability. This paper addresses the latter and illustrates an interesting application area. Copyright © 2016 The Chartered Society of Forensic Sciences. Published by Elsevier Ireland Ltd. All rights reserved.

Straight line fitting and predictions: On a marginal likelihood approach to linear regression and errors-in-variables models

Science.gov (United States)

Christiansen, Bo

2015-04-01

Linear regression methods are without doubt the most used approaches to describe and predict data in the physical sciences. They are often good first order approximations and they are in general easier to apply and interpret than more advanced methods. However, even the properties of univariate regression can lead to debate over the appropriateness of various models as witnessed by the recent discussion about climate reconstruction methods. Before linear regression is applied important choices have to be made regarding the origins of the noise terms and regarding which of the two variables under consideration that should be treated as the independent variable. These decisions are often not easy to make but they may have a considerable impact on the results. We seek to give a unified probabilistic - Bayesian with flat priors - treatment of univariate linear regression and prediction by taking, as starting point, the general errors-in-variables model (Christiansen, J. Clim., 27, 2014-2031, 2014). Other versions of linear regression can be obtained as limits of this model. We derive the likelihood of the model parameters and predictands of the general errors-in-variables model by marginalizing over the nuisance parameters. The resulting likelihood is relatively simple and easy to analyze and calculate. The well known unidentifiability of the errors-in-variables model is manifested as the absence of a well-defined maximum in the likelihood. However, this does not mean that probabilistic inference can not be made; the marginal likelihoods of model parameters and the predictands have, in general, well-defined maxima. We also include a probabilistic version of classical calibration and show how it is related to the errors-in-variables model. The results are illustrated by an example from the coupling between the lower stratosphere and the troposphere in the Northern Hemisphere winter.

An Empirical Analysis of the Default Rate of Informal Lending—Evidence from Yiwu, China

Science.gov (United States)

Lu, Wei; Yu, Xiaobo; Du, Juan; Ji, Feng

This study empirically analyzes the underlying factors contributing to the default rate of informal lending. This paper adopts snowball sampling interview to collect data and uses the logistic regression model to explore the specific factors. The results of these analyses validate the explanation of how the informal lending differs from the commercial loan. Factors that contribute to the default rate have particular attributes, while sharing some similarities with commercial bank or FICO credit scoring Index. Finally, our concluding remarks draw some inferences from empirical analysis and speculate as to what this may imply for the role of formal and informal financial sectors.

Penalized Maximum Likelihood Estimation for univariate normal mixture distributions

International Nuclear Information System (INIS)

Ridolfi, A.; Idier, J.

2001-01-01

Due to singularities of the likelihood function, the maximum likelihood approach for the estimation of the parameters of normal mixture models is an acknowledged ill posed optimization problem. Ill posedness is solved by penalizing the likelihood function. In the Bayesian framework, it amounts to incorporating an inverted gamma prior in the likelihood function. A penalized version of the EM algorithm is derived, which is still explicit and which intrinsically assures that the estimates are not singular. Numerical evidence of the latter property is put forward with a test

A likelihood-based biostatistical model for analyzing consumer movement in simultaneous choice experiments.

Science.gov (United States)

Zeilinger, Adam R; Olson, Dawn M; Andow, David A

2014-08-01

Consumer feeding preference among resource choices has critical implications for basic ecological and evolutionary processes, and can be highly relevant to applied problems such as ecological risk assessment and invasion biology. Within consumer choice experiments, also known as feeding preference or cafeteria experiments, measures of relative consumption and measures of consumer movement can provide distinct and complementary insights into the strength, causes, and consequences of preference. Despite the distinct value of inferring preference from measures of consumer movement, rigorous and biologically relevant analytical methods are lacking. We describe a simple, likelihood-based, biostatistical model for analyzing the transient dynamics of consumer movement in a paired-choice experiment. With experimental data consisting of repeated discrete measures of consumer location, the model can be used to estimate constant consumer attraction and leaving rates for two food choices, and differences in choice-specific attraction and leaving rates can be tested using model selection. The model enables calculation of transient and equilibrial probabilities of consumer-resource association, which could be incorporated into larger scale movement models. We explore the effect of experimental design on parameter estimation through stochastic simulation and describe methods to check that data meet model assumptions. Using a dataset of modest sample size, we illustrate the use of the model to draw inferences on consumer preference as well as underlying behavioral mechanisms. Finally, we include a user's guide and computer code scripts in R to facilitate use of the model by other researchers.

Maximum-Likelihood Detection Of Noncoherent CPM

Science.gov (United States)

Divsalar, Dariush; Simon, Marvin K.

1993-01-01

Simplified detectors proposed for use in maximum-likelihood-sequence detection of symbols in alphabet of size M transmitted by uncoded, full-response continuous phase modulation over radio channel with additive white Gaussian noise. Structures of receivers derived from particular interpretation of maximum-likelihood metrics. Receivers include front ends, structures of which depends only on M, analogous to those in receivers of coherent CPM. Parts of receivers following front ends have structures, complexity of which would depend on N.

Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices

OpenAIRE

Eckhard Platen; Renata Rendek

2007-01-01

The aim of this paper is to document some empirical facts related to log-returns of diversified world stock indices when these are denominated in different currencies. Motivated by earlier results, we have obtained the estimated distribution of log-returns for a range of world stock indices over long observation periods. We expand previous studies by applying the maximum likelihood ratio test to the large class of generalized hyperbolic distributions, and investigate the log-returns of a vari...

Likelihood analysis of parity violation in the compound nucleus

International Nuclear Information System (INIS)

Bowman, D.; Sharapov, E.

1993-01-01

We discuss the determination of the root mean-squared matrix element of the parity-violating interaction between compound-nuclear states using likelihood analysis. We briefly review the relevant features of the statistical model of the compound nucleus and the formalism of likelihood analysis. We then discuss the application of likelihood analysis to data on panty-violating longitudinal asymmetries. The reliability of the extracted value of the matrix element and errors assigned to the matrix element is stressed. We treat the situations where the spins of the p-wave resonances are not known and known using experimental data and Monte Carlo techniques. We conclude that likelihood analysis provides a reliable way to determine M and its confidence interval. We briefly discuss some problems associated with the normalization of the likelihood function

A local non-parametric model for trade sign inference

Science.gov (United States)

Blazejewski, Adam; Coggins, Richard

2005-03-01

We investigate a regularity in market order submission strategies for 12 stocks with large market capitalization on the Australian Stock Exchange. The regularity is evidenced by a predictable relationship between the trade sign (trade initiator), size of the trade, and the contents of the limit order book before the trade. We demonstrate this predictability by developing an empirical inference model to classify trades into buyer-initiated and seller-initiated. The model employs a local non-parametric method, k-nearest neighbor, which in the past was used successfully for chaotic time series prediction. The k-nearest neighbor with three predictor variables achieves an average out-of-sample classification accuracy of 71.40%, compared to 63.32% for the linear logistic regression with seven predictor variables. The result suggests that a non-linear approach may produce a more parsimonious trade sign inference model with a higher out-of-sample classification accuracy. Furthermore, for most of our stocks the observed regularity in market order submissions seems to have a memory of at least 30 trading days.

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.

Robust-BD Estimation and Inference for General Partially Linear Models

Directory of Open Access Journals (Sweden)

Chunming Zhang

2017-11-01

Full Text Available The classical quadratic loss for the partially linear model (PLM and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD” estimators of both the parametric and nonparametric components in the general partially linear model (GPLM, which allows the distribution of the response variable to be partially specified, without being fully known. Using the local-polynomial function estimation method, we propose a computationally-efficient procedure for obtaining “robust-BD” estimators and establish the consistency and asymptotic normality of the “robust-BD” estimator of the parametric component β o . For inference procedures of β o in the GPLM, we show that the Wald-type test statistic W n constructed from the “robust-BD” estimators is asymptotically distribution free under the null, whereas the likelihood ratio-type test statistic Λ n is not. This provides an insight into the distinction from the asymptotic equivalence (Fan and Huang 2005 between W n and Λ n in the PLM constructed from profile least-squares estimators using the non-robust quadratic loss. Numerical examples illustrate the computational effectiveness of the proposed “robust-BD” estimators and robust Wald-type test in the appearance of outlying observations.

Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2013-01-01

The stochastic volatility model is one of volatility models which infer latent volatility of asset returns. The Bayesian inference of the stochastic volatility (SV) model is performed by the hybrid Monte Carlo (HMC) algorithm which is superior to other Markov Chain Monte Carlo methods in sampling volatility variables. We perform the HMC simulations of the SV model for two liquid stock returns traded on the Tokyo Stock Exchange and measure the volatilities of those stock returns. Then we calculate the accuracy of the volatility measurement using the realized volatility as a proxy of the true volatility and compare the SV model with the GARCH model which is one of other volatility models. Using the accuracy calculated with the realized volatility we find that empirically the SV model performs better than the GARCH model.

Unbinned likelihood analysis of EGRET observations

International Nuclear Information System (INIS)

Digel, Seth W.

2000-01-01

We present a newly-developed likelihood analysis method for EGRET data that defines the likelihood function without binning the photon data or averaging the instrumental response functions. The standard likelihood analysis applied to EGRET data requires the photons to be binned spatially and in energy, and the point-spread functions to be averaged over energy and inclination angle. The full-width half maximum of the point-spread function increases by about 40% from on-axis to 30 degree sign inclination, and depending on the binning in energy can vary by more than that in a single energy bin. The new unbinned method avoids the loss of information that binning and averaging cause and can properly analyze regions where EGRET viewing periods overlap and photons with different inclination angles would otherwise be combined in the same bin. In the poster, we describe the unbinned analysis method and compare its sensitivity with binned analysis for detecting point sources in EGRET data

Scalable inference for stochastic block models

KAUST Repository

Peng, Chengbin

2017-12-08

Community detection in graphs is widely used in social and biological networks, and the stochastic block model is a powerful probabilistic tool for describing graphs with community structures. However, in the era of "big data," traditional inference algorithms for such a model are increasingly limited due to their high time complexity and poor scalability. In this paper, we propose a multi-stage maximum likelihood approach to recover the latent parameters of the stochastic block model, in time linear with respect to the number of edges. We also propose a parallel algorithm based on message passing. Our algorithm can overlap communication and computation, providing speedup without compromising accuracy as the number of processors grows. For example, to process a real-world graph with about 1.3 million nodes and 10 million edges, our algorithm requires about 6 seconds on 64 cores of a contemporary commodity Linux cluster. Experiments demonstrate that the algorithm can produce high quality results on both benchmark and real-world graphs. An example of finding more meaningful communities is illustrated consequently in comparison with a popular modularity maximization algorithm.

An Empirical Test of Causal Inference Between Role Perceptions, Satisfaction with Work, Performance and Organizational Level

Science.gov (United States)

Szilagyi, Andrew D.

1977-01-01

Attempts to empirically verify the causal source and direction of causal influence between role ambiguity, role conflict and job satisfaction and performance for three organizational levels in a hospital environment. (Author/RK)

Maintaining symmetry of simulated likelihood functions

DEFF Research Database (Denmark)

Andersen, Laura Mørch

This paper suggests solutions to two different types of simulation errors related to Quasi-Monte Carlo integration. Likelihood functions which depend on standard deviations of mixed parameters are symmetric in nature. This paper shows that antithetic draws preserve this symmetry and thereby...... improves precision substantially. Another source of error is that models testing away mixing dimensions must replicate the relevant dimensions of the quasi-random draws in the simulation of the restricted likelihood. These simulation errors are ignored in the standard estimation procedures used today...

Inference of historical changes in migration rate from the lengths of migrant tracts

DEFF Research Database (Denmark)

Pool, John E; Nielsen, Rasmus

2009-01-01

After migrant chromosomes enter a population, they are progressively sliced into smaller pieces by recombination. Therefore, the length distribution of "migrant tracts" (chromosome segments with recent migrant ancestry) contains information about historical patterns of migration. Here we introduce...... a theoretical framework describing the migrant tract length distribution and propose a likelihood inference method to test demographic hypotheses and estimate parameters related to a historical change in migration rate. Applying this method to data from the hybridizing subspecies Mus musculus domesticus and M....... m. musculus, we find evidence for an increase in the rate of hybridization. Our findings could indicate an evolutionary trajectory toward fusion rather than speciation in these taxa....

Belief propagation and replicas for inference and learning in a kinetic Ising model with hidden spins

International Nuclear Information System (INIS)

Battistin, C; Roudi, Y; Hertz, J; Tyrcha, J

2015-01-01

We propose a new algorithm for inferring the state of hidden spins and reconstructing the connections in a synchronous kinetic Ising model, given the observed history. Focusing on the case in which the hidden spins are conditionally independent of each other given the state of observable spins, we show that calculating the likelihood of the data can be simplified by introducing a set of replicated auxiliary spins. Belief propagation (BP) and susceptibility propagation (SusP) can then be used to infer the states of hidden variables and to learn the couplings. We study the convergence and performance of this algorithm for networks with both Gaussian-distributed and binary bonds. We also study how the algorithm behaves as the fraction of hidden nodes and the amount of data are changed, showing that it outperforms the Thouless–Anderson–Palmer (TAP) equations for reconstructing the connections. (paper)

Motives and chances of firm diversification: theory and empirical evidence

International Nuclear Information System (INIS)

Briglauer, W.

2001-11-01

It is beyond controversy that the majority of the largest companies in the industrialized countries perform to a certain extent product diversification strategies. Tying up to this finding the underlying work firstly deals with alternative theoretical and empirical definitions of corporate diversification. Subsequently the theoretical part mainly elaborates an industrial economic framework for categorizing motives of firm diversification. Despite of some inevitable degree of arbitrariness, a relatively widespread and sufficient categorization can be presented. With regards to the relevant economic literature most explanations of product diversification can be classified appropriately. Observing diversification activities one would prima facie infer a positive relationship between product diversification and firm performance, but both, theory and empirical evidence, yield ambiguous results. The empirical part provides a list of existing studies, classified according to the theoretical categorization. In an overview some stylised facts are filtered and discussed consecutively. Most notably, it was found that related diversification strategies significantly outperform strategies of unrelated diversification. At the end of the empirical section econometric methods are applied to agricultural and industrial economic (relating to telecommunication markets) data sets. For the agricultural studies a significantly positive relationship between product diversification and firm performance was found. In contrast no significant results were obtained for the telecommunication markets. (author)

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.

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

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.

The fine-tuning cost of the likelihood in SUSY models

CERN Document Server

Ghilencea, D M

2013-01-01

In SUSY models, the fine tuning of the electroweak (EW) scale with respect to their parameters gamma_i={m_0, m_{1/2}, mu_0, A_0, B_0,...} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Delta of the usual likelihood L and the traditional fine tuning measure Delta of the EW scale. A similar result is obtained for the integrated likelihood over the set {gamma_i}, that can be written as a surface integral of the ratio L/Delta, with the surface in gamma_i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Delta or equivalently, a small chi^2_{new}=chi^2_{old}+2*ln(Delta). This shows the fine-tuning cost to the likelihood ...

Maximum-likelihood estimation of the hyperbolic parameters from grouped observations

DEFF Research Database (Denmark)

Jensen, Jens Ledet

1988-01-01

a least-squares problem. The second procedure Hypesti first approaches the maximum-likelihood estimate by iterating in the profile-log likelihood function for the scale parameter. Close to the maximum of the likelihood function, the estimation is brought to an end by iteration, using all four parameters...

Algorithms of maximum likelihood data clustering with applications

Science.gov (United States)

Giada, Lorenzo; Marsili, Matteo

2002-12-01

We address the problem of data clustering by introducing an unsupervised, parameter-free approach based on maximum likelihood principle. Starting from the observation that data sets belonging to the same cluster share a common information, we construct an expression for the likelihood of any possible cluster structure. The likelihood in turn depends only on the Pearson's coefficient of the data. We discuss clustering algorithms that provide a fast and reliable approximation to maximum likelihood configurations. Compared to standard clustering methods, our approach has the advantages that (i) it is parameter free, (ii) the number of clusters need not be fixed in advance and (iii) the interpretation of the results is transparent. In order to test our approach and compare it with standard clustering algorithms, we analyze two very different data sets: time series of financial market returns and gene expression data. We find that different maximization algorithms produce similar cluster structures whereas the outcome of standard algorithms has a much wider variability.

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.

Likelihood ratio sequential sampling models of recognition memory.

Science.gov (United States)

Osth, Adam F; Dennis, Simon; Heathcote, Andrew

2017-02-01

The mirror effect - a phenomenon whereby a manipulation produces opposite effects on hit and false alarm rates - is benchmark regularity of recognition memory. A likelihood ratio decision process, basing recognition on the relative likelihood that a stimulus is a target or a lure, naturally predicts the mirror effect, and so has been widely adopted in quantitative models of recognition memory. Glanzer, Hilford, and Maloney (2009) demonstrated that likelihood ratio models, assuming Gaussian memory strength, are also capable of explaining regularities observed in receiver-operating characteristics (ROCs), such as greater target than lure variance. Despite its central place in theorising about recognition memory, however, this class of models has not been tested using response time (RT) distributions. In this article, we develop a linear approximation to the likelihood ratio transformation, which we show predicts the same regularities as the exact transformation. This development enabled us to develop a tractable model of recognition-memory RT based on the diffusion decision model (DDM), with inputs (drift rates) provided by an approximate likelihood ratio transformation. We compared this "LR-DDM" to a standard DDM where all targets and lures receive their own drift rate parameters. Both were implemented as hierarchical Bayesian models and applied to four datasets. Model selection taking into account parsimony favored the LR-DDM, which requires fewer parameters than the standard DDM but still fits the data well. These results support log-likelihood based models as providing an elegant explanation of the regularities of recognition memory, not only in terms of choices made but also in terms of the times it takes to make them. Copyright © 2016 Elsevier Inc. All rights reserved.

Practical likelihood analysis for spatial generalized linear mixed models

DEFF Research Database (Denmark)

Bonat, W. H.; Ribeiro, Paulo Justiniano

2016-01-01

We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are......, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages...... of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning...

Maximum likelihood estimation for integrated diffusion processes

DEFF Research Database (Denmark)

Baltazar-Larios, Fernando; Sørensen, Michael

We propose a method for obtaining maximum likelihood estimates of parameters in diffusion models when the data is a discrete time sample of the integral of the process, while no direct observations of the process itself are available. The data are, moreover, assumed to be contaminated...... EM-algorithm to obtain maximum likelihood estimates of the parameters in the diffusion model. As part of the algorithm, we use a recent simple method for approximate simulation of diffusion bridges. In simulation studies for the Ornstein-Uhlenbeck process and the CIR process the proposed method works...... by measurement errors. Integrated volatility is an example of this type of observations. Another example is ice-core data on oxygen isotopes used to investigate paleo-temperatures. The data can be viewed as incomplete observations of a model with a tractable likelihood function. Therefore we propose a simulated...

Abstract: Inference and Interval Estimation for Indirect Effects With Latent Variable Models.

Science.gov (United States)

Falk, Carl F; Biesanz, Jeremy C

2011-11-30

Models specifying indirect effects (or mediation) and structural equation modeling are both popular in the social sciences. Yet relatively little research has compared methods that test for indirect effects among latent variables and provided precise estimates of the effectiveness of different methods. This simulation study provides an extensive comparison of methods for constructing confidence intervals and for making inferences about indirect effects with latent variables. We compared the percentile (PC) bootstrap, bias-corrected (BC) bootstrap, bias-corrected accelerated (BC a ) bootstrap, likelihood-based confidence intervals (Neale & Miller, 1997), partial posterior predictive (Biesanz, Falk, and Savalei, 2010), and joint significance tests based on Wald tests or likelihood ratio tests. All models included three reflective latent variables representing the independent, dependent, and mediating variables. The design included the following fully crossed conditions: (a) sample size: 100, 200, and 500; (b) number of indicators per latent variable: 3 versus 5; (c) reliability per set of indicators: .7 versus .9; (d) and 16 different path combinations for the indirect effect (α = 0, .14, .39, or .59; and β = 0, .14, .39, or .59). Simulations were performed using a WestGrid cluster of 1680 3.06GHz Intel Xeon processors running R and OpenMx. Results based on 1,000 replications per cell and 2,000 resamples per bootstrap method indicated that the BC and BC a bootstrap methods have inflated Type I error rates. Likelihood-based confidence intervals and the PC bootstrap emerged as methods that adequately control Type I error and have good coverage rates.

Earthquake likelihood model testing

Science.gov (United States)

Schorlemmer, D.; Gerstenberger, M.C.; Wiemer, S.; Jackson, D.D.; Rhoades, D.A.

2007-01-01

INTRODUCTIONThe Regional Earthquake Likelihood Models (RELM) project aims to produce and evaluate alternate models of earthquake potential (probability per unit volume, magnitude, and time) for California. Based on differing assumptions, these models are produced to test the validity of their assumptions and to explore which models should be incorporated in seismic hazard and risk evaluation. Tests based on physical and geological criteria are useful but we focus on statistical methods using future earthquake catalog data only. We envision two evaluations: a test of consistency with observed data and a comparison of all pairs of models for relative consistency. Both tests are based on the likelihood method, and both are fully prospective (i.e., the models are not adjusted to fit the test data). To be tested, each model must assign a probability to any possible event within a specified region of space, time, and magnitude. For our tests the models must use a common format: earthquake rates in specified “bins” with location, magnitude, time, and focal mechanism limits.Seismology cannot yet deterministically predict individual earthquakes; however, it should seek the best possible models for forecasting earthquake occurrence. This paper describes the statistical rules of an experiment to examine and test earthquake forecasts. The primary purposes of the tests described below are to evaluate physical models for earthquakes, assure that source models used in seismic hazard and risk studies are consistent with earthquake data, and provide quantitative measures by which models can be assigned weights in a consensus model or be judged as suitable for particular regions.In this paper we develop a statistical method for testing earthquake likelihood models. A companion paper (Schorlemmer and Gerstenberger 2007, this issue) discusses the actual implementation of these tests in the framework of the RELM initiative.Statistical testing of hypotheses is a common task and a

Phylogenetic analysis using parsimony and likelihood methods.

Science.gov (United States)

Yang, Z

1996-02-01

The assumptions underlying the maximum-parsimony (MP) method of phylogenetic tree reconstruction were intuitively examined by studying the way the method works. Computer simulations were performed to corroborate the intuitive examination. Parsimony appears to involve very stringent assumptions concerning the process of sequence evolution, such as constancy of substitution rates between nucleotides, constancy of rates across nucleotide sites, and equal branch lengths in the tree. For practical data analysis, the requirement of equal branch lengths means similar substitution rates among lineages (the existence of an approximate molecular clock), relatively long interior branches, and also few species in the data. However, a small amount of evolution is neither a necessary nor a sufficient requirement of the method. The difficulties involved in the application of current statistical estimation theory to tree reconstruction were discussed, and it was suggested that the approach proposed by Felsenstein (1981, J. Mol. Evol. 17: 368-376) for topology estimation, as well as its many variations and extensions, differs fundamentally from the maximum likelihood estimation of a conventional statistical parameter. Evidence was presented showing that the Felsenstein approach does not share the asymptotic efficiency of the maximum likelihood estimator of a statistical parameter. Computer simulations were performed to study the probability that MP recovers the true tree under a hierarchy of models of nucleotide substitution; its performance relative to the likelihood method was especially noted. The results appeared to support the intuitive examination of the assumptions underlying MP. When a simple model of nucleotide substitution was assumed to generate data, the probability that MP recovers the true topology could be as high as, or even higher than, that for the likelihood method. When the assumed model became more complex and realistic, e.g., when substitution rates were

More than one kind of inference: re-examining what's learned in feature inference and classification.

Science.gov (United States)

Sweller, Naomi; Hayes, Brett K

2010-08-01

Three studies examined how task demands that impact on attention to typical or atypical category features shape the category representations formed through classification learning and inference learning. During training categories were learned via exemplar classification or by inferring missing exemplar features. In the latter condition inferences were made about missing typical features alone (typical feature inference) or about both missing typical and atypical features (mixed feature inference). Classification and mixed feature inference led to the incorporation of typical and atypical features into category representations, with both kinds of features influencing inferences about familiar (Experiments 1 and 2) and novel (Experiment 3) test items. Those in the typical inference condition focused primarily on typical features. Together with formal modelling, these results challenge previous accounts that have characterized inference learning as producing a focus on typical category features. The results show that two different kinds of inference learning are possible and that these are subserved by different kinds of category representations.

Models and Inference for Multivariate Spatial Extremes

KAUST Repository

Vettori, Sabrina

2017-12-07

The development of flexible and interpretable statistical methods is necessary in order to provide appropriate risk assessment measures for extreme events and natural disasters. In this thesis, we address this challenge by contributing to the developing research field of Extreme-Value Theory. We initially study the performance of existing parametric and non-parametric estimators of extremal dependence for multivariate maxima. As the dimensionality increases, non-parametric estimators are more flexible than parametric methods but present some loss in efficiency that we quantify under various scenarios. We introduce a statistical tool which imposes the required shape constraints on non-parametric estimators in high dimensions, significantly improving their performance. Furthermore, by embedding the tree-based max-stable nested logistic distribution in the Bayesian framework, we develop a statistical algorithm that identifies the most likely tree structures representing the data\\'s extremal dependence using the reversible jump Monte Carlo Markov Chain method. A mixture of these trees is then used for uncertainty assessment in prediction through Bayesian model averaging. The computational complexity of full likelihood inference is significantly decreased by deriving a recursive formula for the nested logistic model likelihood. The algorithm performance is verified through simulation experiments which also compare different likelihood procedures. Finally, we extend the nested logistic representation to the spatial framework in order to jointly model multivariate variables collected across a spatial region. This situation emerges often in environmental applications but is not often considered in the current literature. Simulation experiments show that the new class of multivariate max-stable processes is able to detect both the cross and inner spatial dependence of a number of extreme variables at a relatively low computational cost, thanks to its Bayesian hierarchical

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.

Inferring Enceladus' ice shell strength and structure from Tiger Stripe formation

Science.gov (United States)

Rhoden, A.; Hurford, T., Jr.; Spitale, J.; Henning, W. G.

2017-12-01

The tiger stripe fractures (TSFs) of Enceladus are four, roughly parallel, linear fractures that correlate with plume sources and high heat flows measured by Cassini. Diurnal variations of plume eruptions along the TSFs strongly suggest that tides modulate the eruptions. Several attempts have been made to infer Enceladus' ice shell structure, and the mechanical process of plume formation, by matching variations in the plumes' eruptive output with tidal stresses for different interior models. Unfortunately, the many, often degenerate, unknowns make these analyses non-unique. Tidal-interior models that best match the observed plume variability imply very low tidal stresses (<14 kPa), much lower than the 1 MPa tensile strength of ice implied by lab experiments or the 100 kPa threshold inferred for Europa's ice. In addition, the interior models that give the best matches are inconsistent with the constraints from observed librations. To gain more insight into the interior structure and rheology of Enceladus and the role of tidal stress in the development of the south polar terrain, we utilize the orientations of the TSFs themselves as observational constraints on tidal-interior models. While the initial formation of the TSFs has previously been attributed to tidal stress, detailed modeling of their formation has not been performed until now. We compute tidal stresses for a suite of rheologically-layered interior models, consistent with Enceladus' observed librations, and apply a variety of failure conditions. We then compare the measured orientations at 6391 points along the TSFs with the predicted orientations from the tidal models. Ultimately, we compute the likelihood of forming the TSFs with tidal stresses for each model and failure condition. We find that tidal stresses are a good match to the observed orientations of the TSFs and likely led to their formation. We also find that the model with the highest likelihood changes depending on the failure criterion

SEMANTIC PATCH INFERENCE

DEFF Research Database (Denmark)

Andersen, Jesper

2009-01-01

Collateral evolution the problem of updating several library-using programs in response to API changes in the used library. In this dissertation we address the issue of understanding collateral evolutions by automatically inferring a high-level specification of the changes evident in a given set ...... specifications inferred by spdiff in Linux are shown. We find that the inferred specifications concisely capture the actual collateral evolution performed in the examples....

GAMBIT: the global and modular beyond-the-standard-model inference tool

Science.gov (United States)

Athron, Peter; Balazs, Csaba; Bringmann, Torsten; Buckley, Andy; Chrząszcz, Marcin; Conrad, Jan; Cornell, Jonathan M.; Dal, Lars A.; Dickinson, Hugh; Edsjö, Joakim; Farmer, Ben; Gonzalo, Tomás E.; Jackson, Paul; Krislock, Abram; Kvellestad, Anders; Lundberg, Johan; McKay, James; Mahmoudi, Farvah; Martinez, Gregory D.; Putze, Antje; Raklev, Are; Ripken, Joachim; Rogan, Christopher; Saavedra, Aldo; Savage, Christopher; Scott, Pat; Seo, Seon-Hee; Serra, Nicola; Weniger, Christoph; White, Martin; Wild, Sebastian

2017-11-01

We describe the open-source global fitting package GAMBIT: the Global And Modular Beyond-the-Standard-Model Inference Tool. GAMBIT combines extensive calculations of observables and likelihoods in particle and astroparticle physics with a hierarchical model database, advanced tools for automatically building analyses of essentially any model, a flexible and powerful system for interfacing to external codes, a suite of different statistical methods and parameter scanning algorithms, and a host of other utilities designed to make scans faster, safer and more easily-extendible than in the past. Here we give a detailed description of the framework, its design and motivation, and the current models and other specific components presently implemented in GAMBIT. Accompanying papers deal with individual modules and present first GAMBIT results. GAMBIT can be downloaded from gambit.hepforge.org.

GAMBIT. The global and modular beyond-the-standard-model inference tool

Energy Technology Data Exchange (ETDEWEB)

Athron, Peter; Balazs, Csaba [Monash University, School of Physics and Astronomy, Melbourne, VIC (Australia); Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); Bringmann, Torsten; Dal, Lars A.; Gonzalo, Tomas E.; Krislock, Abram; Raklev, Are [University of Oslo, Department of Physics, Oslo (Norway); Buckley, Andy [University of Glasgow, SUPA, School of Physics and Astronomy, Glasgow (United Kingdom); Chrzaszcz, Marcin [Universitaet Zuerich, Physik-Institut, Zurich (Switzerland); Polish Academy of Sciences, H. Niewodniczanski Institute of Nuclear Physics, Krakow (Poland); Conrad, Jan; Edsjoe, Joakim; Farmer, Ben; Lundberg, Johan [AlbaNova University Centre, Oskar Klein Centre for Cosmoparticle Physics, Stockholm (Sweden); Stockholm University, Department of Physics, Stockholm (Sweden); Cornell, Jonathan M. [McGill University, Department of Physics, Montreal, QC (Canada); Dickinson, Hugh [University of Minnesota, Minnesota Institute for Astrophysics, Minneapolis, MN (United States); Jackson, Paul; White, Martin [Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); University of Adelaide, Department of Physics, Adelaide, SA (Australia); Kvellestad, Anders; Savage, Christopher [NORDITA, Stockholm (Sweden); McKay, James [Imperial College London, Blackett Laboratory, Department of Physics, London (United Kingdom); Mahmoudi, Farvah [Univ Lyon, Univ Lyon 1, ENS de Lyon, CNRS, Centre de Recherche Astrophysique de Lyon UMR5574, Saint-Genis-Laval (France); CERN, Theoretical Physics Department, Geneva (Switzerland); Martinez, Gregory D. [University of California, Physics and Astronomy Department, Los Angeles, CA (United States); Putze, Antje [LAPTh, Universite de Savoie, CNRS, Annecy-le-Vieux (France); Ripken, Joachim [Max Planck Institute for Solar System Research, Goettingen (Germany); Rogan, Christopher [Harvard University, Department of Physics, Cambridge, MA (United States); Saavedra, Aldo [Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); The University of Sydney, Faculty of Engineering and Information Technologies, Centre for Translational Data Science, School of Physics, Sydney, NSW (Australia); Scott, Pat [Imperial College London, Blackett Laboratory, Department of Physics, London (United Kingdom); Seo, Seon-Hee [Seoul National University, Department of Physics and Astronomy, Seoul (Korea, Republic of); Serra, Nicola [Universitaet Zuerich, Physik-Institut, Zurich (Switzerland); Weniger, Christoph [University of Amsterdam, GRAPPA, Institute of Physics, Amsterdam (Netherlands); Wild, Sebastian [DESY, Hamburg (Germany); Collaboration: The GAMBIT Collaboration

2017-11-15

We describe the open-source global fitting package GAMBIT: the Global And Modular Beyond-the-Standard-Model Inference Tool. GAMBIT combines extensive calculations of observables and likelihoods in particle and astroparticle physics with a hierarchical model database, advanced tools for automatically building analyses of essentially any model, a flexible and powerful system for interfacing to external codes, a suite of different statistical methods and parameter scanning algorithms, and a host of other utilities designed to make scans faster, safer and more easily-extendible than in the past. Here we give a detailed description of the framework, its design and motivation, and the current models and other specific components presently implemented in GAMBIT. Accompanying papers deal with individual modules and present first GAMBIT results. GAMBIT can be downloaded from gambit.hepforge.org. (orig.)

GAMBIT. The global and modular beyond-the-standard-model inference tool

International Nuclear Information System (INIS)

Athron, Peter; Balazs, Csaba; Bringmann, Torsten; Dal, Lars A.; Gonzalo, Tomas E.; Krislock, Abram; Raklev, Are; Buckley, Andy; Chrzaszcz, Marcin; Conrad, Jan; Edsjoe, Joakim; Farmer, Ben; Lundberg, Johan; Cornell, Jonathan M.; Dickinson, Hugh; Jackson, Paul; White, Martin; Kvellestad, Anders; Savage, Christopher; McKay, James; Mahmoudi, Farvah; Martinez, Gregory D.; Putze, Antje; Ripken, Joachim; Rogan, Christopher; Saavedra, Aldo; Scott, Pat; Seo, Seon-Hee; Serra, Nicola; Weniger, Christoph; Wild, Sebastian

2017-01-01

We describe the open-source global fitting package GAMBIT: the Global And Modular Beyond-the-Standard-Model Inference Tool. GAMBIT combines extensive calculations of observables and likelihoods in particle and astroparticle physics with a hierarchical model database, advanced tools for automatically building analyses of essentially any model, a flexible and powerful system for interfacing to external codes, a suite of different statistical methods and parameter scanning algorithms, and a host of other utilities designed to make scans faster, safer and more easily-extendible than in the past. Here we give a detailed description of the framework, its design and motivation, and the current models and other specific components presently implemented in GAMBIT. Accompanying papers deal with individual modules and present first GAMBIT results. GAMBIT can be downloaded from gambit.hepforge.org. (orig.)

Probabilistic learning and inference in schizophrenia.

Science.gov (United States)

Averbeck, Bruno B; Evans, Simon; Chouhan, Viraj; Bristow, Eleanor; Shergill, Sukhwinder S

2011-04-01

Patients with schizophrenia make decisions on the basis of less evidence when required to collect information to make an inference, a behavior often called jumping to conclusions. The underlying basis for this behavior remains controversial. We examined the cognitive processes underpinning this finding by testing subjects on the beads task, which has been used previously to elicit jumping to conclusions behavior, and a stochastic sequence learning task, with a similar decision theoretic structure. During the sequence learning task, subjects had to learn a sequence of button presses, while receiving a noisy feedback on their choices. We fit a Bayesian decision making model to the sequence task and compared model parameters to the choice behavior in the beads task in both patients and healthy subjects. We found that patients did show a jumping to conclusions style; and those who picked early in the beads task tended to learn less from positive feedback in the sequence task. This favours the likelihood of patients selecting early because they have a low threshold for making decisions, and that they make choices on the basis of relatively little evidence. Published by Elsevier B.V.

Probabilistic learning and inference in schizophrenia

Science.gov (United States)

Averbeck, Bruno B.; Evans, Simon; Chouhan, Viraj; Bristow, Eleanor; Shergill, Sukhwinder S.

2010-01-01

Patients with schizophrenia make decisions on the basis of less evidence when required to collect information to make an inference, a behavior often called jumping to conclusions. The underlying basis for this behaviour remains controversial. We examined the cognitive processes underpinning this finding by testing subjects on the beads task, which has been used previously to elicit jumping to conclusions behaviour, and a stochastic sequence learning task, with a similar decision theoretic structure. During the sequence learning task, subjects had to learn a sequence of button presses, while receiving noisy feedback on their choices. We fit a Bayesian decision making model to the sequence task and compared model parameters to the choice behavior in the beads task in both patients and healthy subjects. We found that patients did show a jumping to conclusions style; and those who picked early in the beads task tended to learn less from positive feedback in the sequence task. This favours the likelihood of patients selecting early because they have a low threshold for making decisions, and that they make choices on the basis of relatively little evidence. PMID:20810252

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.

Nonparametric predictive inference for combining diagnostic tests with parametric copula

Science.gov (United States)

Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

2017-09-01

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

Mathematical inference and control of molecular networks from perturbation experiments

Science.gov (United States)

Mohammed-Rasheed, Mohammed

in order to affect the time evolution of molecular activity in a desirable manner. In this proposal, we address both the inference and control problems of GRNs. In the first part of the thesis, we consider the control problem. We assume that we are given a general topology network structure, whose dynamics follow a discrete-time Markov chain model. We subsequently develop a comprehensive framework for optimal perturbation control of the network. The aim of the perturbation is to drive the network away from undesirable steady-states and to force it to converge to a unique desirable steady-state. The proposed framework does not make any assumptions about the topology of the initial network (e.g., ergodicity, weak and strong connectivity), and is thus applicable to general topology networks. We define the optimal perturbation as the minimum-energy perturbation measured in terms of the Frobenius norm between the initial and perturbed networks. We subsequently demonstrate that there exists at most one optimal perturbation that forces the network into the desirable steady-state. In the event where the optimal perturbation does not exist, we construct a family of sub-optimal perturbations that approximate the optimal solution arbitrarily closely. In the second part of the thesis, we address the inference problem of GRNs from time series data. We model the dynamics of the molecules using a system of ordinary differential equations corrupted by additive white noise. For large-scale networks, we formulate the inference problem as a constrained maximum likelihood estimation problem. We derive the molecular interactions that maximize the likelihood function while constraining the network to be sparse. We further propose a procedure to recover weak interactions based on the Bayesian information criterion. For small-size networks, we investigated the inference of a globally stable 7-gene melanoma genetic regulatory network from genetic perturbation experiments. We considered five

The modified signed likelihood statistic and saddlepoint approximations

DEFF Research Database (Denmark)

Jensen, Jens Ledet

1992-01-01

SUMMARY: For a number of tests in exponential families we show that the use of a normal approximation to the modified signed likelihood ratio statistic r * is equivalent to the use of a saddlepoint approximation. This is also true in a large deviation region where the signed likelihood ratio...... statistic r is of order √ n. © 1992 Biometrika Trust....

Novel Approaches for Phylogenetic Inference from Morphological Data and Total-Evidence Dating in Squamate Reptiles (Lizards, Snakes, and Amphisbaenians).

Science.gov (United States)

Pyron, R Alexander

2017-01-01

Here, I combine previously underutilized models and priors to perform more biologically realistic phylogenetic inference from morphological data, with an example from squamate reptiles. When coding morphological characters, it is often possible to denote ordered states with explicit reference to observed or hypothetical ancestral conditions. Using this logic, we can integrate across character-state labels and estimate meaningful rates of forward and backward transitions from plesiomorphy to apomorphy. I refer to this approach as MkA, for “asymmetric.” The MkA model incorporates the biological reality of limited reversal for many phylogenetically informative characters, and significantly increases likelihoods in the empirical data sets. Despite this, the phylogeny of Squamata remains contentious. Total-evidence analyses using combined morphological and molecular data and the MkA approach tend toward recent consensus estimates supporting a nested Iguania. However, support for this topology is not unambiguous across data sets or analyses, and no mechanism has been proposed to explain the widespread incongruence between partitions, or the hidden support for various topologies in those partitions. Furthermore, different morphological data sets produced by different authors contain both different characters and different states for the same or similar characters, resulting in drastically different placements for many important fossil lineages. Effort is needed to standardize ontology for morphology, resolve incongruence, and estimate a robust phylogeny. The MkA approach provides a preliminary avenue for investigating morphological evolution while accounting for temporal evidence and asymmetry in character-state changes.

Planck intermediate results: XVI. Profile likelihoods for cosmological parameters

DEFF Research Database (Denmark)

Bartlett, J.G.; Cardoso, J.-F.; Delabrouille, J.

2014-01-01

We explore the 2013 Planck likelihood function with a high-precision multi-dimensional minimizer (Minuit). This allows a refinement of the CDM best-fit solution with respect to previously-released results, and the construction of frequentist confidence intervals using profile likelihoods. The agr...

Planck 2013 results. XV. CMB power spectra and likelihood

DEFF Research Database (Denmark)

Tauber, Jan; Bartlett, J.G.; Bucher, M.

2014-01-01

This paper presents the Planck 2013 likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations that accounts for all known relevant uncertainties, both instrumental and astrophysical in nature. We use this likelihood to derive our best...

The behavior of the likelihood ratio test for testing missingness

OpenAIRE

Hens, Niel; Aerts, Marc; Molenberghs, Geert; Thijs, Herbert

2003-01-01

To asses the sensitivity of conclusions to model choices in the context of selection models for non-random dropout, one can oppose the different missing mechanisms to each other; e.g. by the likelihood ratio tests. The finite sample behavior of the null distribution and the power of the likelihood ratio test is studied under a variety of missingness mechanisms. missing data; sensitivity analysis; likelihood ratio test; missing mechanisms

Ego involvement increases doping likelihood.

Science.gov (United States)

Ring, Christopher; Kavussanu, Maria

2018-08-01

Achievement goal theory provides a framework to help understand how individuals behave in achievement contexts, such as sport. Evidence concerning the role of motivation in the decision to use banned performance enhancing substances (i.e., doping) is equivocal on this issue. The extant literature shows that dispositional goal orientation has been weakly and inconsistently associated with doping intention and use. It is possible that goal involvement, which describes the situational motivational state, is a stronger determinant of doping intention. Accordingly, the current study used an experimental design to examine the effects of goal involvement, manipulated using direct instructions and reflective writing, on doping likelihood in hypothetical situations in college athletes. The ego-involving goal increased doping likelihood compared to no goal and a task-involving goal. The present findings provide the first evidence that ego involvement can sway the decision to use doping to improve athletic performance.

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.

EMPIRICAL PREDICTIONS FOR (SUB-)MILLIMETER LINE AND CONTINUUM DEEP FIELDS

Energy Technology Data Exchange (ETDEWEB)

Da Cunha, Elisabete; Walter, Fabian; Decarli, Roberto; Rix, Hans-Walter [Max-Planck-Institut fuer Astronomie, Koenigstuhl 17, D-69117 Heidelberg (Germany); Bertoldi, Frank [Argelander Institute for Astronomy, University of Bonn, Auf dem Huegel 71, D-53121 Bonn (Germany); Carilli, Chris [National Radio Astronomy Observatory, Pete V. Domenici Array Science Center, P.O. Box O, Socorro, NM 87801 (United States); Daddi, Emanuele; Elbaz, David; Sargent, Mark [Laboratoire AIM, CEA/DSM-CNRS-Universite Paris Diderot, Irfu/Service d' Astrophysique, CEA Saclay, Orme des Merisiers, F-91191 Gif-sur-Yvette Cedex (France); Ivison, Rob [UK Astronomy Technology Centre, Royal Observatory, Blackford Hill, Edinburgh EH9 3HJ (United Kingdom); Maiolino, Roberto [Cavendish Laboratory, University of Cambridge, 19 J.J. Thomson Avenue, Cambridge CB3 0HE (United Kingdom); Riechers, Dominik [Astronomy Department, California Institute of Technology, MC 249-17, 1200 East California Boulevard, Pasadena, CA 91125 (United States); Smail, Ian [Institute for Computational Cosmology, Durham University, South Road, Durham DH1 3LE (United Kingdom); Weiss, Axel, E-mail: cunha@mpia.de [Max-Planck-Institut fuer Radioastronomie, Auf dem Huegel 69, D-53121 Bonn (Germany)

2013-03-01

Modern (sub-)millimeter/radio interferometers such as ALMA, JVLA, and the PdBI successor NOEMA will enable us to measure the dust and molecular gas emission from galaxies that have luminosities lower than the Milky Way, out to high redshifts and with unprecedented spatial resolution and sensitivity. This will provide new constraints on the star formation properties and gas reservoir in galaxies throughout cosmic times through dedicated deep field campaigns targeting the CO/[C II] lines and dust continuum emission in the (sub-)millimeter regime. In this paper, we present empirical predictions for such line and continuum deep fields. We base these predictions on the deepest available optical/near-infrared Advanced Camera for Surveys and NICMOS data on the Hubble Ultra Deep Field (over an area of about 12 arcmin{sup 2}). Using a physically motivated spectral energy distribution model, we fit the observed optical/near-infrared emission of 13,099 galaxies with redshifts up to z = 5, and obtain median-likelihood estimates of their stellar mass, star formation rate, dust attenuation, and dust luminosity. We combine the attenuated stellar spectra with a library of infrared emission models spanning a wide range of dust temperatures to derive statistical constraints on the dust emission in the infrared and (sub-)millimeter which are consistent with the observed optical/near-infrared emission in terms of energy balance. This allows us to estimate, for each galaxy, the (sub-)millimeter continuum flux densities in several ALMA, PdBI/NOEMA, and JVLA bands. As a consistency check, we verify that the 850 {mu}m number counts and extragalactic background light derived using our predictions are consistent with previous observations. Using empirical relations between the observed CO/[C II] line luminosities and the infrared luminosity of star-forming galaxies, we infer the luminosity of the CO(1-0) and [C II] lines from the estimated infrared luminosity of each galaxy in our sample

Dynamic Modeling of a Reformed Methanol Fuel Cell System using Empirical Data and Adaptive Neuro-Fuzzy Inference System Models

DEFF Research Database (Denmark)

Justesen, Kristian Kjær; Andreasen, Søren Juhl; Shaker, Hamid Reza

2013-01-01

In this work, a dynamic MATLAB Simulink model of a H3-350 Reformed Methanol Fuel Cell (RMFC) stand-alone battery charger produced by Serenergy is developed on the basis of theoretical and empirical methods. The advantage of RMFC systems is that they use liquid methanol as a fuel instead of gaseous...... of the reforming process are implemented. Models of the cooling flow of the blowers for the fuel cell and the burner which supplies process heat for the reformer are made. The two blowers have a common exhaust, which means that the two blowers influence each other’s output. The models take this into account using...... an empirical approach. Fin efficiency models for the cooling effect of the air are also developed using empirical methods. A fuel cell model is also implemented based on a standard model which is adapted to fit the measured performance of the H3-350 module. All the individual parts of the model are verified...

Dynamic Modeling of a Reformed Methanol Fuel Cell System using Empirical Data and Adaptive Neuro-Fuzzy Inference System Models

DEFF Research Database (Denmark)

Justesen, Kristian Kjær; Andreasen, Søren Juhl; Shaker, Hamid Reza

2014-01-01

In this work, a dynamic MATLAB Simulink model of a H3-350 Reformed Methanol Fuel Cell (RMFC) stand-alone battery charger produced by Serenergy is developed on the basis of theoretical and empirical methods. The advantage of RMFC systems is that they use liquid methanol as a fuel instead of gaseous...... of the reforming process are implemented. Models of the cooling flow of the blowers for the fuel cell and the burner which supplies process heat for the reformer are made. The two blowers have a common exhaust, which means that the two blowers influence each other’s output. The models take this into account using...... an empirical approach. Fin efficiency models for the cooling effect of the air are also developed using empirical methods. A fuel cell model is also implemented based on a standard model which is adapted to fit the measured performance of the H3-350 module. All the individual parts of the model are verified...

Inference of gene regulatory networks with sparse structural equation models exploiting genetic perturbations.

Directory of Open Access Journals (Sweden)

Xiaodong Cai

Full Text Available Integrating genetic perturbations with gene expression data not only improves accuracy of regulatory network topology inference, but also enables learning of causal regulatory relations between genes. Although a number of methods have been developed to integrate both types of data, the desiderata of efficient and powerful algorithms still remains. In this paper, sparse structural equation models (SEMs are employed to integrate both gene expression data and cis-expression quantitative trait loci (cis-eQTL, for modeling gene regulatory networks in accordance with biological evidence about genes regulating or being regulated by a small number of genes. A systematic inference method named sparsity-aware maximum likelihood (SML is developed for SEM estimation. Using simulated directed acyclic or cyclic networks, the SML performance is compared with that of two state-of-the-art algorithms: the adaptive Lasso (AL based scheme, and the QTL-directed dependency graph (QDG method. Computer simulations demonstrate that the novel SML algorithm offers significantly better performance than the AL-based and QDG algorithms across all sample sizes from 100 to 1,000, in terms of detection power and false discovery rate, in all the cases tested that include acyclic or cyclic networks of 10, 30 and 300 genes. The SML method is further applied to infer a network of 39 human genes that are related to the immune function and are chosen to have a reliable eQTL per gene. The resulting network consists of 9 genes and 13 edges. Most of the edges represent interactions reasonably expected from experimental evidence, while the remaining may just indicate the emergence of new interactions. The sparse SEM and efficient SML algorithm provide an effective means of exploiting both gene expression and perturbation data to infer gene regulatory networks. An open-source computer program implementing the SML algorithm is freely available upon request.

Maximum Likelihood based comparison of the specific growth rates for P. aeruginosa and four mutator strains

DEFF Research Database (Denmark)

Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Mandsberg, Lotte Frigaard

2008-01-01

with an exponentially decaying function of the time between observations is suggested. A model with a full covariance structure containing OD-dependent variance and an autocorrelation structure is compared to a model with variance only and with no variance or correlation implemented. It is shown that the model...... are used for parameter estimation. The data is log-transformed such that a linear model can be applied. The transformation changes the variance structure, and hence an OD-dependent variance is implemented in the model. The autocorrelation in the data is demonstrated, and a correlation model...... that best describes data is a model taking into account the full covariance structure. An inference study is made in order to determine whether the growth rate of the five bacteria strains is the same. After applying a likelihood-ratio test to models with a full covariance structure, it is concluded...

Likelihood-ratio-based biometric verification

NARCIS (Netherlands)

Bazen, A.M.; Veldhuis, Raymond N.J.

2002-01-01

This paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that for single-user verification the likelihood ratio is optimal.

Likelihood Ratio-Based Biometric Verification

NARCIS (Netherlands)

Bazen, A.M.; Veldhuis, Raymond N.J.

The paper presents results on optimal similarity measures for biometric verification based on fixed-length feature vectors. First, we show that the verification of a single user is equivalent to the detection problem, which implies that, for single-user verification, the likelihood ratio is optimal.

Likelihood functions for the analysis of single-molecule binned photon sequences

Energy Technology Data Exchange (ETDEWEB)

Gopich, Irina V., E-mail: irinag@niddk.nih.gov [Laboratory of Chemical Physics, National Institute of Diabetes and Digestive and Kidney Diseases, National Institutes of Health, Bethesda, MD 20892 (United States)

2012-03-02

Graphical abstract: Folding of a protein with attached fluorescent dyes, the underlying conformational trajectory of interest, and the observed binned photon trajectory. Highlights: Black-Right-Pointing-Pointer A sequence of photon counts can be analyzed using a likelihood function. Black-Right-Pointing-Pointer The exact likelihood function for a two-state kinetic model is provided. Black-Right-Pointing-Pointer Several approximations are considered for an arbitrary kinetic model. Black-Right-Pointing-Pointer Improved likelihood functions are obtained to treat sequences of FRET efficiencies. - Abstract: We consider the analysis of a class of experiments in which the number of photons in consecutive time intervals is recorded. Sequence of photon counts or, alternatively, of FRET efficiencies can be studied using likelihood-based methods. For a kinetic model of the conformational dynamics and state-dependent Poisson photon statistics, the formalism to calculate the exact likelihood that this model describes such sequences of photons or FRET efficiencies is developed. Explicit analytic expressions for the likelihood function for a two-state kinetic model are provided. The important special case when conformational dynamics are so slow that at most a single transition occurs in a time bin is considered. By making a series of approximations, we eventually recover the likelihood function used in hidden Markov models. In this way, not only is insight gained into the range of validity of this procedure, but also an improved likelihood function can be obtained.

Inference rule and problem solving

Energy Technology Data Exchange (ETDEWEB)

Goto, S

1982-04-01

Intelligent information processing signifies an opportunity of having man's intellectual activity executed on the computer, in which inference, in place of ordinary calculation, is used as the basic operational mechanism for such an information processing. Many inference rules are derived from syllogisms in formal logic. The problem of programming this inference function is referred to as a problem solving. Although logically inference and problem-solving are in close relation, the calculation ability of current computers is on a low level for inferring. For clarifying the relation between inference and computers, nonmonotonic logic has been considered. The paper deals with the above topics. 16 references.

Planck 2013 results. XV. CMB power spectra and likelihood

CERN Document Server

Ade, P.A.R.; Armitage-Caplan, C.; Arnaud, M.; Ashdown, M.; Atrio-Barandela, F.; Aumont, J.; Baccigalupi, C.; Banday, A.J.; Barreiro, R.B.; Bartlett, J.G.; Battaner, E.; Benabed, K.; Benoit, A.; Benoit-Levy, A.; Bernard, J.P.; Bersanelli, M.; Bielewicz, P.; Bobin, J.; Bock, J.J.; Bonaldi, A.; Bonavera, L.; Bond, J.R.; Borrill, J.; Bouchet, F.R.; Boulanger, F.; Bridges, M.; Bucher, M.; Burigana, C.; Butler, R.C.; Calabrese, E.; Cardoso, J.F.; Catalano, A.; Challinor, A.; Chamballu, A.; Chiang, L.Y.; Chiang, H.C.; Christensen, P.R.; Church, S.; Clements, D.L.; Colombi, S.; Colombo, L.P.L.; Combet, C.; Couchot, F.; Coulais, A.; Crill, B.P.; Curto, A.; Cuttaia, F.; Danese, L.; Davies, R.D.; Davis, R.J.; de Bernardis, P.; de Rosa, A.; de Zotti, G.; Delabrouille, J.; Delouis, J.M.; Desert, F.X.; Dickinson, C.; Diego, J.M.; Dole, H.; Donzelli, S.; Dore, O.; Douspis, M.; Dunkley, J.; Dupac, X.; Efstathiou, G.; Elsner, F.; Ensslin, T.A.; Eriksen, H.K.; Finelli, F.; Forni, O.; Frailis, M.; Fraisse, A.A.; Franceschi, E.; Gaier, T.C.; Galeotta, S.; Galli, S.; Ganga, K.; Giard, M.; Giardino, G.; Giraud-Heraud, Y.; Gjerlow, E.; Gonzalez-Nuevo, J.; Gorski, K.M.; Gratton, S.; Gregorio, A.; Gruppuso, A.; Gudmundsson, J.E.; Hansen, F.K.; Hanson, D.; Harrison, D.; Helou, G.; Henrot-Versille, S.; Hernandez-Monteagudo, C.; Herranz, D.; Hildebrandt, S.R.; Hivon, E.; Hobson, M.; Holmes, W.A.; Hornstrup, A.; Hovest, W.; Huffenberger, K.M.; Hurier, G.; Jaffe, T.R.; Jaffe, A.H.; Jewell, J.; Jones, W.C.; Juvela, M.; Keihanen, E.; Keskitalo, R.; Kiiveri, K.; Kisner, T.S.; Kneissl, R.; Knoche, J.; Knox, L.; Kunz, M.; Kurki-Suonio, H.; Lagache, G.; Lahteenmaki, A.; Lamarre, J.M.; Lasenby, A.; Lattanzi, M.; Laureijs, R.J.; Lawrence, C.R.; Le Jeune, M.; Leach, S.; Leahy, J.P.; Leonardi, R.; Leon-Tavares, J.; Lesgourgues, J.; Liguori, M.; Lilje, P.B.; Lindholm, V.; Linden-Vornle, M.; Lopez-Caniego, M.; Lubin, P.M.; Macias-Perez, J.F.; Maffei, B.; Maino, D.; Mandolesi, N.; Marinucci, D.; Maris, M.; Marshall, D.J.; Martin, P.G.; Martinez-Gonzalez, E.; Masi, S.; Matarrese, S.; Matthai, F.; Mazzotta, P.; Meinhold, P.R.; Melchiorri, A.; Mendes, L.; Menegoni, E.; Mennella, A.; Migliaccio, M.; Millea, M.; Mitra, S.; Miville-Deschenes, M.A.; Molinari, D.; Moneti, A.; Montier, L.; Morgante, G.; Mortlock, D.; Moss, A.; Munshi, D.; Naselsky, P.; Nati, F.; Natoli, P.; Netterfield, C.B.; Norgaard-Nielsen, H.U.; Noviello, F.; Novikov, D.; Novikov, I.; O'Dwyer, I.J.; Orieux, F.; Osborne, S.; Oxborrow, C.A.; Paci, F.; Pagano, L.; Pajot, F.; Paladini, R.; Paoletti, D.; Partridge, B.; Pasian, F.; Patanchon, G.; Paykari, P.; Perdereau, O.; Perotto, L.; Perrotta, F.; Piacentini, F.; Piat, M.; Pierpaoli, E.; Pietrobon, D.; Plaszczynski, S.; Pointecouteau, E.; Polenta, G.; Ponthieu, N.; Popa, L.; Poutanen, T.; Pratt, G.W.; Prezeau, G.; Prunet, S.; Puget, J.L.; Rachen, J.P.; Rahlin, A.; Rebolo, R.; Reinecke, M.; Remazeilles, M.; Renault, C.; Ricciardi, S.; Riller, T.; Ringeval, C.; Ristorcelli, I.; Rocha, G.; Rosset, C.; Roudier, G.; Rowan-Robinson, M.; Rubino-Martin, J.A.; Rusholme, B.; Sandri, M.; Sanselme, L.; Santos, D.; Savini, G.; Scott, D.; Seiffert, M.D.; Shellard, E.P.S.; Spencer, L.D.; Starck, J.L.; Stolyarov, V.; Stompor, R.; Sudiwala, R.; Sureau, F.; Sutton, D.; Suur-Uski, A.S.; Sygnet, J.F.; Tauber, J.A.; Tavagnacco, D.; Terenzi, L.; Toffolatti, L.; Tomasi, M.; Tristram, M.; Tucci, M.; Tuovinen, J.; Turler, M.; Valenziano, L.; Valiviita, J.; Van Tent, B.; Varis, J.; Vielva, P.; Villa, F.; Vittorio, N.; Wade, L.A.; Wandelt, B.D.; Wehus, I.K.; White, M.; White, S.D.M.; Yvon, D.; Zacchei, A.; Zonca, A.

2014-01-01

We present the Planck likelihood, a complete statistical description of the two-point correlation function of the CMB temperature fluctuations. We use this likelihood to derive the Planck CMB power spectrum over three decades in l, covering 2 = 50, we employ a correlated Gaussian likelihood approximation based on angular cross-spectra derived from the 100, 143 and 217 GHz channels. We validate our likelihood through an extensive suite of consistency tests, and assess the impact of residual foreground and instrumental uncertainties on cosmological parameters. We find good internal agreement among the high-l cross-spectra with residuals of a few uK^2 at l <= 1000. We compare our results with foreground-cleaned CMB maps, and with cross-spectra derived from the 70 GHz Planck map, and find broad agreement in terms of spectrum residuals and cosmological parameters. The best-fit LCDM cosmology is in excellent agreement with preliminary Planck polarisation spectra. The standard LCDM cosmology is well constrained b...

Principles of Work Sample Testing. 1. A Non-Empirical Taxonomy of Test Uses

Science.gov (United States)

1979-04-01

UNIVERSITY % ’ Bowling Green , Ohio 43403 e April 1979 Contract DAHC 19-77-C-0007 Cj Prepared for U.S. ARMY RESEARCH INSTITUTEfor the BEHAVIORAL and...inferring changes in enotionality, and GSR is said to be a measure of emotion . Much of psychological measurement is derived measurement, but it is...ARI TECHNICAL REPORT TR-79-A8 Principles of Work Sample Testingi I. A Non-Empirical Taxonomy of Test Uses b y Robert M. Guion BOWLING GREEN STATE

Empirical Statistical Power for Testing Multilocus Genotypic Effects under Unbalanced Designs Using a Gibbs Sampler

Directory of Open Access Journals (Sweden)

Chaeyoung Lee

2012-11-01

Full Text Available Epistasis that may explain a large portion of the phenotypic variation for complex economic traits of animals has been ignored in many genetic association studies. A Baysian method was introduced to draw inferences about multilocus genotypic effects based on their marginal posterior distributions by a Gibbs sampler. A simulation study was conducted to provide statistical powers under various unbalanced designs by using this method. Data were simulated by combined designs of number of loci, within genotype variance, and sample size in unbalanced designs with or without null combined genotype cells. Mean empirical statistical power was estimated for testing posterior mean estimate of combined genotype effect. A practical example for obtaining empirical statistical power estimates with a given sample size was provided under unbalanced designs. The empirical statistical powers would be useful for determining an optimal design when interactive associations of multiple loci with complex phenotypes were examined.

A General Model for Estimating Macroevolutionary Landscapes.

Science.gov (United States)

Boucher, Florian C; Démery, Vincent; Conti, Elena; Harmon, Luke J; Uyeda, Josef

2018-03-01

The evolution of quantitative characters over long timescales is often studied using stochastic diffusion models. The current toolbox available to students of macroevolution is however limited to two main models: Brownian motion and the Ornstein-Uhlenbeck process, plus some of their extensions. Here, we present a very general model for inferring the dynamics of quantitative characters evolving under both random diffusion and deterministic forces of any possible shape and strength, which can accommodate interesting evolutionary scenarios like directional trends, disruptive selection, or macroevolutionary landscapes with multiple peaks. This model is based on a general partial differential equation widely used in statistical mechanics: the Fokker-Planck equation, also known in population genetics as the Kolmogorov forward equation. We thus call the model FPK, for Fokker-Planck-Kolmogorov. We first explain how this model can be used to describe macroevolutionary landscapes over which quantitative traits evolve and, more importantly, we detail how it can be fitted to empirical data. Using simulations, we show that the model has good behavior both in terms of discrimination from alternative models and in terms of parameter inference. We provide R code to fit the model to empirical data using either maximum-likelihood or Bayesian estimation, and illustrate the use of this code with two empirical examples of body mass evolution in mammals. FPK should greatly expand the set of macroevolutionary scenarios that can be studied since it opens the way to estimating macroevolutionary landscapes of any conceivable shape. [Adaptation; bounds; diffusion; FPK model; macroevolution; maximum-likelihood estimation; MCMC methods; phylogenetic comparative data; selection.].

Incorporating Nuisance Parameters in Likelihoods for Multisource Spectra

CERN Document Server

Conway, J.S.

2011-01-01

We describe here the general mathematical approach to constructing likelihoods for fitting observed spectra in one or more dimensions with multiple sources, including the effects of systematic uncertainties represented as nuisance parameters, when the likelihood is to be maximized with respect to these parameters. We consider three types of nuisance parameters: simple multiplicative factors, source spectra "morphing" parameters, and parameters representing statistical uncertainties in the predicted source spectra.

Statistical inference with quantum measurements: methodologies for nitrogen vacancy centers in diamond

Science.gov (United States)

Hincks, Ian; Granade, Christopher; Cory, David G.

2018-01-01

The analysis of photon count data from the standard nitrogen vacancy (NV) measurement process is treated as a statistical inference problem. This has applications toward gaining better and more rigorous error bars for tasks such as parameter estimation (e.g. magnetometry), tomography, and randomized benchmarking. We start by providing a summary of the standard phenomenological model of the NV optical process in terms of Lindblad jump operators. This model is used to derive random variables describing emitted photons during measurement, to which finite visibility, dark counts, and imperfect state preparation are added. NV spin-state measurement is then stated as an abstract statistical inference problem consisting of an underlying biased coin obstructed by three Poisson rates. Relevant frequentist and Bayesian estimators are provided, discussed, and quantitatively compared. We show numerically that the risk of the maximum likelihood estimator is well approximated by the Cramér-Rao bound, for which we provide a simple formula. Of the estimators, we in particular promote the Bayes estimator, owing to its slightly better risk performance, and straightforward error propagation into more complex experiments. This is illustrated on experimental data, where quantum Hamiltonian learning is performed and cross-validated in a fully Bayesian setting, and compared to a more traditional weighted least squares fit.

Knowledge and inference

CERN Document Server

Nagao, Makoto

1990-01-01

Knowledge and Inference discusses an important problem for software systems: How do we treat knowledge and ideas on a computer and how do we use inference to solve problems on a computer? The book talks about the problems of knowledge and inference for the purpose of merging artificial intelligence and library science. The book begins by clarifying the concept of """"knowledge"""" from many points of view, followed by a chapter on the current state of library science and the place of artificial intelligence in library science. Subsequent chapters cover central topics in the artificial intellig

Constraint likelihood analysis for a network of gravitational wave detectors

International Nuclear Information System (INIS)

Klimenko, S.; Rakhmanov, M.; Mitselmakher, G.; Mohanty, S.

2005-01-01

We propose a coherent method for detection and reconstruction of gravitational wave signals with a network of interferometric detectors. The method is derived by using the likelihood ratio functional for unknown signal waveforms. In the likelihood analysis, the global maximum of the likelihood ratio over the space of waveforms is used as the detection statistic. We identify a problem with this approach. In the case of an aligned pair of detectors, the detection statistic depends on the cross correlation between the detectors as expected, but this dependence disappears even for infinitesimally small misalignments. We solve the problem by applying constraints on the likelihood functional and obtain a new class of statistics. The resulting method can be applied to data from a network consisting of any number of detectors with arbitrary detector orientations. The method allows us reconstruction of the source coordinates and the waveforms of two polarization components of a gravitational wave. We study the performance of the method with numerical simulations and find the reconstruction of the source coordinates to be more accurate than in the standard likelihood method

Models for inference in dynamic metacommunity systems

Science.gov (United States)

Dorazio, Robert M.; Kery, Marc; Royle, J. Andrew; Plattner, Matthias

2010-01-01

A variety of processes are thought to be involved in the formation and dynamics of species assemblages. For example, various metacommunity theories are based on differences in the relative contributions of dispersal of species among local communities and interactions of species within local communities. Interestingly, metacommunity theories continue to be advanced without much empirical validation. Part of the problem is that statistical models used to analyze typical survey data either fail to specify ecological processes with sufficient complexity or they fail to account for errors in detection of species during sampling. In this paper, we describe a statistical modeling framework for the analysis of metacommunity dynamics that is based on the idea of adopting a unified approach, multispecies occupancy modeling, for computing inferences about individual species, local communities of species, or the entire metacommunity of species. This approach accounts for errors in detection of species during sampling and also allows different metacommunity paradigms to be specified in terms of species- and location-specific probabilities of occurrence, extinction, and colonization: all of which are estimable. In addition, this approach can be used to address inference problems that arise in conservation ecology, such as predicting temporal and spatial changes in biodiversity for use in making conservation decisions. To illustrate, we estimate changes in species composition associated with the species-specific phenologies of flight patterns of butterflies in Switzerland for the purpose of estimating regional differences in biodiversity.

Geometric statistical inference

International Nuclear Information System (INIS)

Periwal, Vipul

1999-01-01

A reparametrization-covariant formulation of the inverse problem of probability is explicitly solved for finite sample sizes. The inferred distribution is explicitly continuous for finite sample size. A geometric solution of the statistical inference problem in higher dimensions is outlined

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

The fine-tuning cost of the likelihood in SUSY models

International Nuclear Information System (INIS)

Ghilencea, D.M.; Ross, G.G.

2013-01-01

In SUSY models, the fine-tuning of the electroweak (EW) scale with respect to their parameters γ i ={m 0 ,m 1/2 ,μ 0 ,A 0 ,B 0 ,…} and the maximal likelihood L to fit the experimental data are usually regarded as two different problems. We show that, if one regards the EW minimum conditions as constraints that fix the EW scale, this commonly held view is not correct and that the likelihood contains all the information about fine-tuning. In this case we show that the corrected likelihood is equal to the ratio L/Δ of the usual likelihood L and the traditional fine-tuning measure Δ of the EW scale. A similar result is obtained for the integrated likelihood over the set {γ i }, that can be written as a surface integral of the ratio L/Δ, with the surface in γ i space determined by the EW minimum constraints. As a result, a large likelihood actually demands a large ratio L/Δ or equivalently, a small χ new 2 =χ old 2 +2lnΔ. This shows the fine-tuning cost to the likelihood (χ new 2 ) of the EW scale stability enforced by SUSY, that is ignored in data fits. A good χ new 2 /d.o.f.≈1 thus demands SUSY models have a fine-tuning amount Δ≪exp(d.o.f./2), which provides a model-independent criterion for acceptable fine-tuning. If this criterion is not met, one can thus rule out SUSY models without a further χ 2 /d.o.f. analysis. Numerical methods to fit the data can easily be adapted to account for this effect.

Seismic inference of 57 stars using full-length Kepler data sets

Directory of Open Access Journals (Sweden)

Creevey Orlagh

2017-01-01

Full Text Available We present stellar properties of 57 stars from a seismic inference using full-length data sets from Kepler (mass, age, radius, distances. These stars comprise active stars, planet-hosts, solar-analogs, and binary systems. We validate the distances derived from the astrometric Gaia-Tycho solution. Ensemble analysis of the stellar properties reveals a trend of mixing-length parameter with the surface gravity and effective temperature. We derive a linear relationship with the seismic quantity ‹r02› to estimate the stellar age. Finally, we define the stellar regimes where the Kjeldsen et al (2008 empirical surface correction for 1D model frequencies is valid.

Reference-dependent risk sensitivity as rational inference.

Science.gov (United States)

Denrell, Jerker C

2015-07-01

Existing explanations of reference-dependent risk sensitivity attribute it to cognitive imperfections and heuristic choice processes. This article shows that behavior consistent with an S-shaped value function could be an implication of rational inferences about the expected values of alternatives. Theoretically, I demonstrate that even a risk-neutral Bayesian decision maker, who is uncertain about the reliability of observations, should use variability in observed outcomes as a predictor of low expected value for outcomes above a reference level, and as a predictor of high expected value for outcomes below a reference level. Empirically, I show that combining past outcomes using an S-shaped value function leads to accurate predictions about future values. The theory also offers a rationale for why risk sensitivity consistent with an inverse S-shaped value function should occur in experiments on decisions from experience with binary payoff distributions. (c) 2015 APA, all rights reserved).

A comparison of likelihood ratio tests and Rao's score test for three separable covariance matrix structures.

Science.gov (United States)

Filipiak, Katarzyna; Klein, Daniel; Roy, Anuradha

2017-01-01

The problem of testing the separability of a covariance matrix against an unstructured variance-covariance matrix is studied in the context of multivariate repeated measures data using Rao's score test (RST). The RST statistic is developed with the first component of the separable structure as a first-order autoregressive (AR(1)) correlation matrix or an unstructured (UN) covariance matrix under the assumption of multivariate normality. It is shown that the distribution of the RST statistic under the null hypothesis of any separability does not depend on the true values of the mean or the unstructured components of the separable structure. A significant advantage of the RST is that it can be performed for small samples, even smaller than the dimension of the data, where the likelihood ratio test (LRT) cannot be used, and it outperforms the standard LRT in a number of contexts. Monte Carlo simulations are then used to study the comparative behavior of the null distribution of the RST statistic, as well as that of the LRT statistic, in terms of sample size considerations, and for the estimation of the empirical percentiles. Our findings are compared with existing results where the first component of the separable structure is a compound symmetry (CS) correlation matrix. It is also shown by simulations that the empirical null distribution of the RST statistic converges faster than the empirical null distribution of the LRT statistic to the limiting χ 2 distribution. The tests are implemented on a real dataset from medical studies. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

The likelihood principle and its proof – a never-ending story…

DEFF Research Database (Denmark)

Jørgensen, Thomas Martini

2015-01-01

An ongoing controversy in philosophy of statistics is the so-called “likelihood principle” essentially stating that all evidence which is obtained from an experiment about an unknown quantity θ is contained in the likelihood function of θ. Common classical statistical methodology, such as the use...... of significance tests, and confidence intervals, depends on the experimental procedure and unrealized events and thus violates the likelihood principle. The likelihood principle was identified by that name and proved in a famous paper by Allan Birnbaum in 1962. However, ever since both the principle itself...... as well as the proof has been highly debated. This presentation will illustrate the debate of both the principle and its proof, from 1962 and up to today. An often-used experiment to illustrate the controversy between classical interpretation and evidential confirmation based on the likelihood principle...

Local likelihood estimation of complex tail dependence structures in high dimensions, applied to US precipitation extremes

KAUST Repository

Camilo, Daniela Castro

2017-10-02

In order to model the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework yields non-trivial tail dependence structures, with a weakening dependence strength as events become more extreme, a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity. This allows us to gain in flexibility, while making inference for such a large and complex dataset feasible. Adopting a local censored likelihood approach, inference is made on a fine spatial grid, and local estimation is performed taking advantage of distributed computing resources and of the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. An extensive simulation study shows that our approach is able to adequately capture complex, non-stationary dependencies, while our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. A comparison between past and current data suggests that extremes in certain areas might be slightly wider in extent nowadays than during the first half of the twentieth century.

Local likelihood estimation of complex tail dependence structures in high dimensions, applied to US precipitation extremes

KAUST Repository

Camilo, Daniela Castro; Huser, Raphaë l

2017-01-01

In order to model the complex non-stationary dependence structure of precipitation extremes over the entire contiguous U.S., we propose a flexible local approach based on factor copula models. Our sub-asymptotic spatial modeling framework yields non-trivial tail dependence structures, with a weakening dependence strength as events become more extreme, a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity. This allows us to gain in flexibility, while making inference for such a large and complex dataset feasible. Adopting a local censored likelihood approach, inference is made on a fine spatial grid, and local estimation is performed taking advantage of distributed computing resources and of the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. An extensive simulation study shows that our approach is able to adequately capture complex, non-stationary dependencies, while our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. A comparison between past and current data suggests that extremes in certain areas might be slightly wider in extent nowadays than during the first half of the twentieth century.

Statistical Models for Inferring Vegetation Composition from Fossil Pollen

Science.gov (United States)

Paciorek, C.; McLachlan, J. S.; Shang, Z.

2011-12-01

Fossil pollen provide information about vegetation composition that can be used to help understand how vegetation has changed over the past. However, these data have not traditionally been analyzed in a way that allows for statistical inference about spatio-temporal patterns and trends. We build a Bayesian hierarchical model called STEPPS (Spatio-Temporal Empirical Prediction from Pollen in Sediments) that predicts forest composition in southern New England, USA, over the last two millenia based on fossil pollen. The critical relationships between abundances of tree taxa in the pollen record and abundances in actual vegetation are estimated using modern (Forest Inventory Analysis) data and (witness tree) data from colonial records. This gives us two time points at which both pollen and direct vegetation data are available. Based on these relationships, and incorporating our uncertainty about them, we predict forest composition using fossil pollen. We estimate the spatial distribution and relative abundances of tree species and draw inference about how these patterns have changed over time. Finally, we describe ongoing work to extend the modeling to the upper Midwest of the U.S., including an approach to infer tree density and thereby estimate the prairie-forest boundary in Minnesota and Wisconsin. This work is part of the PalEON project, which brings together a team of ecosystem modelers, paleoecologists, and statisticians with the goal of reconstructing vegetation responses to climate during the last two millenia in the northeastern and midwestern United States. The estimates from the statistical modeling will be used to assess and calibrate ecosystem models that are used to project ecological changes in response to global change.

An efficient forward–reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Bayer, Christian

2016-02-20

© 2016 Taylor & Francis Group, LLC. ABSTRACT: In this work, we present an extension of the forward–reverse representation introduced by Bayer and Schoenmakers (Annals of Applied Probability, 24(5):1994–2032, 2014) to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, that is, SRNs conditional on their values in the extremes of given time intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the expectation-maximization algorithm to the phase I output. By selecting a set of overdispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

An efficient forward-reverse expectation-maximization algorithm for statistical inference in stochastic reaction networks

KAUST Repository

Vilanova, Pedro

2016-01-07

In this work, we present an extension of the forward-reverse representation introduced in Simulation of forward-reverse stochastic representations for conditional diffusions , a 2014 paper by Bayer and Schoenmakers to the context of stochastic reaction networks (SRNs). We apply this stochastic representation to the computation of efficient approximations of expected values of functionals of SRN bridges, i.e., SRNs conditional on their values in the extremes of given time-intervals. We then employ this SRN bridge-generation technique to the statistical inference problem of approximating reaction propensities based on discretely observed data. To this end, we introduce a two-phase iterative inference method in which, during phase I, we solve a set of deterministic optimization problems where the SRNs are replaced by their reaction-rate ordinary differential equations approximation; then, during phase II, we apply the Monte Carlo version of the Expectation-Maximization algorithm to the phase I output. By selecting a set of over-dispersed seeds as initial points in phase I, the output of parallel runs from our two-phase method is a cluster of approximate maximum likelihood estimates. Our results are supported by numerical examples.

Estimating Longitudinal Dispersion Coefficient of Pollutants Using Adaptive Neuro-Fuzzy Inference System

Directory of Open Access Journals (Sweden)

Hossein Riahi Modvar

2008-09-01

Full Text Available Longitudinal dispersion coefficient in rivers and natural streams is usually estimated by simple inaccurate empirical relations because of the complexity of the phenomenon. In this study, the adaptive neuro-fuzzy inference system (ANFIS is used to develop a new flexible tool for predicting the longitudinal dispersion coefficient. The system has the ability to understand and realize the phenomenon without the need for mathematical governing equations.. The training and testing of this new model are accomplished using a set of available published filed data. Several statistical and graphical criteria are used to check the accuracy of the model. The dispersion coefficient values predicted by the ANFIS model compares satisfactorily with the measured data. The predicted values are also compared with those predicted by existing empirical equations reported in the literature to find that the ANFIS model with R2=0.99 and RMSE=15.18 in training stage and R2=0.91 and RMSE=187.8 in testing stage is superior in predicting the dispersion coefficient to the most accurate empirical equation with R2=0.48 and RMSE=295.7. The proposed methodology is a new approach to estimating dispersion coefficient in streams and can be combined with mathematical models of pollutant transfer or real-time updating of these models.

Hybrid Origins of Citrus Varieties Inferred from DNA Marker Analysis of Nuclear and Organelle Genomes

Science.gov (United States)

Kitajima, Akira; Nonaka, Keisuke; Yoshioka, Terutaka; Ohta, Satoshi; Goto, Shingo; Toyoda, Atsushi; Fujiyama, Asao; Mochizuki, Takako; Nagasaki, Hideki; Kaminuma, Eli; Nakamura, Yasukazu

2016-01-01

Most indigenous citrus varieties are assumed to be natural hybrids, but their parentage has so far been determined in only a few cases because of their wide genetic diversity and the low transferability of DNA markers. Here we infer the parentage of indigenous citrus varieties using simple sequence repeat and indel markers developed from various citrus genome sequence resources. Parentage tests with 122 known hybrids using the selected DNA markers certify their transferability among those hybrids. Identity tests confirm that most variant strains are selected mutants, but we find four types of kunenbo (Citrus nobilis) and three types of tachibana (Citrus tachibana) for which we suggest different origins. Structure analysis with DNA markers that are in Hardy–Weinberg equilibrium deduce three basic taxa coinciding with the current understanding of citrus ancestors. Genotyping analysis of 101 indigenous citrus varieties with 123 selected DNA markers infers the parentages of 22 indigenous citrus varieties including Satsuma, Temple, and iyo, and single parents of 45 indigenous citrus varieties, including kunenbo, C. ichangensis, and Ichang lemon by allele-sharing and parentage tests. Genotyping analysis of chloroplast and mitochondrial genomes using 11 DNA markers classifies their cytoplasmic genotypes into 18 categories and deduces the combination of seed and pollen parents. Likelihood ratio analysis verifies the inferred parentages with significant scores. The reconstructed genealogy identifies 12 types of varieties consisting of Kishu, kunenbo, yuzu, koji, sour orange, dancy, kobeni mikan, sweet orange, tachibana, Cleopatra, willowleaf mandarin, and pummelo, which have played pivotal roles in the occurrence of these indigenous varieties. The inferred parentage of the indigenous varieties confirms their hybrid origins, as found by recent studies. PMID:27902727

Resonance – Journal of Science Education | Indian Academy of ...

Indian Academy of Sciences (India)

Statistical inference; inductive inference; probability model; likelihood function; prior probability; posterior probability; estimation; estimation error; maximum likelihood estimate; maximum a posteriori estimate; penalized likelihood; statistical computing; Bayes theorem; confidence interval.

Goal inferences about robot behavior : goal inferences and human response behaviors

NARCIS (Netherlands)

Broers, H.A.T.; Ham, J.R.C.; Broeders, R.; De Silva, P.; Okada, M.

2014-01-01

This explorative research focused on the goal inferences human observers draw based on a robot's behavior, and the extent to which those inferences predict people's behavior in response to that robot. Results show that different robot behaviors cause different response behavior from people.

A comparative study of covariance selection models for the inference of gene regulatory networks.

Science.gov (United States)

Stifanelli, Patrizia F; Creanza, Teresa M; Anglani, Roberto; Liuzzi, Vania C; Mukherjee, Sayan; Schena, Francesco P; Ancona, Nicola

2013-10-01

The inference, or 'reverse-engineering', of gene regulatory networks from expression data and the description of the complex dependency structures among genes are open issues in modern molecular biology. In this paper we compared three regularized methods of covariance selection for the inference of gene regulatory networks, developed to circumvent the problems raising when the number of observations n is smaller than the number of genes p. The examined approaches provided three alternative estimates of the inverse covariance matrix: (a) the 'PINV' method is based on the Moore-Penrose pseudoinverse, (b) the 'RCM' method performs correlation between regression residuals and (c) 'ℓ(2C)' method maximizes a properly regularized log-likelihood function. Our extensive simulation studies showed that ℓ(2C) outperformed the other two methods having the most predictive partial correlation estimates and the highest values of sensitivity to infer conditional dependencies between genes even when a few number of observations was available. The application of this method for inferring gene networks of the isoprenoid biosynthesis pathways in Arabidopsis thaliana allowed to enlighten a negative partial correlation coefficient between the two hubs in the two isoprenoid pathways and, more importantly, provided an evidence of cross-talk between genes in the plastidial and the cytosolic pathways. When applied to gene expression data relative to a signature of HRAS oncogene in human cell cultures, the method revealed 9 genes (p-value<0.0005) directly interacting with HRAS, sharing the same Ras-responsive binding site for the transcription factor RREB1. This result suggests that the transcriptional activation of these genes is mediated by a common transcription factor downstream of Ras signaling. Software implementing the methods in the form of Matlab scripts are available at: http://users.ba.cnr.it/issia/iesina18/CovSelModelsCodes.zip. Copyright © 2013 The Authors. Published by

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

Nonparametric inference of network structure and dynamics

Science.gov (United States)

Peixoto, Tiago P.

The network structure of complex systems determine their function and serve as evidence for the evolutionary mechanisms that lie behind them. Despite considerable effort in recent years, it remains an open challenge to formulate general descriptions of the large-scale structure of network systems, and how to reliably extract such information from data. Although many approaches have been proposed, few methods attempt to gauge the statistical significance of the uncovered structures, and hence the majority cannot reliably separate actual structure from stochastic fluctuations. Due to the sheer size and high-dimensionality of many networks, this represents a major limitation that prevents meaningful interpretations of the results obtained with such nonstatistical methods. In this talk, I will show how these issues can be tackled in a principled and efficient fashion by formulating appropriate generative models of network structure that can have their parameters inferred from data. By employing a Bayesian description of such models, the inference can be performed in a nonparametric fashion, that does not require any a priori knowledge or ad hoc assumptions about the data. I will show how this approach can be used to perform model comparison, and how hierarchical models yield the most appropriate trade-off between model complexity and quality of fit based on the statistical evidence present in the data. I will also show how this general approach can be elegantly extended to networks with edge attributes, that are embedded in latent spaces, and that change in time. The latter is obtained via a fully dynamic generative network model, based on arbitrary-order Markov chains, that can also be inferred in a nonparametric fashion. Throughout the talk I will illustrate the application of the methods with many empirical networks such as the internet at the autonomous systems level, the global airport network, the network of actors and films, social networks, citations among

Inference for local autocorrelations in locally stationary models.

Science.gov (United States)

Zhao, Zhibiao

2015-04-01

For non-stationary processes, the time-varying correlation structure provides useful insights into the underlying model dynamics. We study estimation and inferences for local autocorrelation process in locally stationary time series. Our constructed simultaneous confidence band can be used to address important hypothesis testing problems, such as whether the local autocorrelation process is indeed time-varying and whether the local autocorrelation is zero. In particular, our result provides an important generalization of the R function acf() to locally stationary Gaussian processes. Simulation studies and two empirical applications are developed. For the global temperature series, we find that the local autocorrelations are time-varying and have a "V" shape during 1910-1960. For the S&P 500 index, we conclude that the returns satisfy the efficient-market hypothesis whereas the magnitudes of returns show significant local autocorrelations.

Inferring gene networks from discrete expression data

KAUST Repository

Zhang, L.

2013-07-18

The modeling of gene networks from transcriptional expression data is an important tool in biomedical research to reveal signaling pathways and to identify treatment targets. Current gene network modeling is primarily based on the use of Gaussian graphical models applied to continuous data, which give a closedformmarginal likelihood. In this paper,we extend network modeling to discrete data, specifically data from serial analysis of gene expression, and RNA-sequencing experiments, both of which generate counts of mRNAtranscripts in cell samples.We propose a generalized linear model to fit the discrete gene expression data and assume that the log ratios of the mean expression levels follow a Gaussian distribution.We restrict the gene network structures to decomposable graphs and derive the graphs by selecting the covariance matrix of the Gaussian distribution with the hyper-inverse Wishart priors. Furthermore, we incorporate prior network models based on gene ontology information, which avails existing biological information on the genes of interest. We conduct simulation studies to examine the performance of our discrete graphical model and apply the method to two real datasets for gene network inference. © The Author 2013. Published by Oxford University Press. All rights reserved.

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...

Factors Associated with Young Adults’ Pregnancy Likelihood

Science.gov (United States)

Kitsantas, Panagiota; Lindley, Lisa L.; Wu, Huichuan

2014-01-01

OBJECTIVES While progress has been made to reduce adolescent pregnancies in the United States, rates of unplanned pregnancy among young adults (18–29 years) remain high. In this study, we assessed factors associated with perceived likelihood of pregnancy (likelihood of getting pregnant/getting partner pregnant in the next year) among sexually experienced young adults who were not trying to get pregnant and had ever used contraceptives. METHODS We conducted a secondary analysis of 660 young adults, 18–29 years old in the United States, from the cross-sectional National Survey of Reproductive and Contraceptive Knowledge. Logistic regression and classification tree analyses were conducted to generate profiles of young adults most likely to report anticipating a pregnancy in the next year. RESULTS Nearly one-third (32%) of young adults indicated they believed they had at least some likelihood of becoming pregnant in the next year. Young adults who believed that avoiding pregnancy was not very important were most likely to report pregnancy likelihood (odds ratio [OR], 5.21; 95% CI, 2.80–9.69), as were young adults for whom avoiding a pregnancy was important but not satisfied with their current contraceptive method (OR, 3.93; 95% CI, 1.67–9.24), attended religious services frequently (OR, 3.0; 95% CI, 1.52–5.94), were uninsured (OR, 2.63; 95% CI, 1.31–5.26), and were likely to have unprotected sex in the next three months (OR, 1.77; 95% CI, 1.04–3.01). DISCUSSION These results may help guide future research and the development of pregnancy prevention interventions targeting sexually experienced young adults. PMID:25782849

Empirical Bayes conditional independence graphs for regulatory network recovery

Science.gov (United States)

Mahdi, Rami; Madduri, Abishek S.; Wang, Guoqing; Strulovici-Barel, Yael; Salit, Jacqueline; Hackett, Neil R.; Crystal, Ronald G.; Mezey, Jason G.

2012-01-01

Motivation: Computational inference methods that make use of graphical models to extract regulatory networks from gene expression data can have difficulty reconstructing dense regions of a network, a consequence of both computational complexity and unreliable parameter estimation when sample size is small. As a result, identification of hub genes is of special difficulty for these methods. Methods: We present a new algorithm, Empirical Light Mutual Min (ELMM), for large network reconstruction that has properties well suited for recovery of graphs with high-degree nodes. ELMM reconstructs the undirected graph of a regulatory network using empirical Bayes conditional independence testing with a heuristic relaxation of independence constraints in dense areas of the graph. This relaxation allows only one gene of a pair with a putative relation to be aware of the network connection, an approach that is aimed at easing multiple testing problems associated with recovering densely connected structures. Results: Using in silico data, we show that ELMM has better performance than commonly used network inference algorithms including GeneNet, ARACNE, FOCI, GENIE3 and GLASSO. We also apply ELMM to reconstruct a network among 5492 genes expressed in human lung airway epithelium of healthy non-smokers, healthy smokers and individuals with chronic obstructive pulmonary disease assayed using microarrays. The analysis identifies dense sub-networks that are consistent with known regulatory relationships in the lung airway and also suggests novel hub regulatory relationships among a number of genes that play roles in oxidative stress and secretion. Availability and implementation: Software for running ELMM is made available at http://mezeylab.cb.bscb.cornell.edu/Software.aspx. Contact: ramimahdi@yahoo.com or jgm45@cornell.edu Supplementary information: Supplementary data are available at Bioinformatics online. PMID:22685074

Statistical inference approach to structural reconstruction of complex networks from binary time series

Science.gov (United States)

Ma, Chuang; Chen, Han-Shuang; Lai, Ying-Cheng; Zhang, Hai-Feng

2018-02-01

Complex networks hosting binary-state dynamics arise in a variety of contexts. In spite of previous works, to fully reconstruct the network structure from observed binary data remains challenging. We articulate a statistical inference based approach to this problem. In particular, exploiting the expectation-maximization (EM) algorithm, we develop a method to ascertain the neighbors of any node in the network based solely on binary data, thereby recovering the full topology of the network. A key ingredient of our method is the maximum-likelihood estimation of the probabilities associated with actual or nonexistent links, and we show that the EM algorithm can distinguish the two kinds of probability values without any ambiguity, insofar as the length of the available binary time series is reasonably long. Our method does not require any a priori knowledge of the detailed dynamical processes, is parameter-free, and is capable of accurate reconstruction even in the presence of noise. We demonstrate the method using combinations of distinct types of binary dynamical processes and network topologies, and provide a physical understanding of the underlying reconstruction mechanism. Our statistical inference based reconstruction method contributes an additional piece to the rapidly expanding "toolbox" of data based reverse engineering of complex networked systems.

From Discovery to Justification: Outline of an Ideal Research Program in Empirical Psychology

Science.gov (United States)

Witte, Erich H.; Zenker, Frank

2017-01-01

The gold standard for an empirical science is the replicability of its research results. But the estimated average replicability rate of key-effects that top-tier psychology journals report falls between 36 and 39% (objective vs. subjective rate; Open Science Collaboration, 2015). So the standard mode of applying null-hypothesis significance testing (NHST) fails to adequately separate stable from random effects. Therefore, NHST does not fully convince as a statistical inference strategy. We argue that the replicability crisis is “home-made” because more sophisticated strategies can deliver results the successful replication of which is sufficiently probable. Thus, we can overcome the replicability crisis by integrating empirical results into genuine research programs. Instead of continuing to narrowly evaluate only the stability of data against random fluctuations (discovery context), such programs evaluate rival hypotheses against stable data (justification context). PMID:29163256

EMR-based medical knowledge representation and inference via Markov random fields and distributed representation learning.

Science.gov (United States)

Zhao, Chao; Jiang, Jingchi; Guan, Yi; Guo, Xitong; He, Bin

2018-05-01

Electronic medical records (EMRs) contain medical knowledge that can be used for clinical decision support (CDS). Our objective is to develop a general system that can extract and represent knowledge contained in EMRs to support three CDS tasks-test recommendation, initial diagnosis, and treatment plan recommendation-given the condition of a patient. We extracted four kinds of medical entities from records and constructed an EMR-based medical knowledge network (EMKN), in which nodes are entities and edges reflect their co-occurrence in a record. Three bipartite subgraphs (bigraphs) were extracted from the EMKN, one to support each task. One part of the bigraph was the given condition (e.g., symptoms), and the other was the condition to be inferred (e.g., diseases). Each bigraph was regarded as a Markov random field (MRF) to support the inference. We proposed three graph-based energy functions and three likelihood-based energy functions. Two of these functions are based on knowledge representation learning and can provide distributed representations of medical entities. Two EMR datasets and three metrics were utilized to evaluate the performance. As a whole, the evaluation results indicate that the proposed system outperformed the baseline methods. The distributed representation of medical entities does reflect similarity relationships with respect to knowledge level. Combining EMKN and MRF is an effective approach for general medical knowledge representation and inference. Different tasks, however, require individually designed energy functions. Copyright © 2018 Elsevier B.V. All rights reserved.

GAMBIT. The global and modular beyond-the-standard-model inference tool. Addendum for GAMBIT 1.1. Mathematica backends, SUSYHD interface and updated likelihoods

Energy Technology Data Exchange (ETDEWEB)

Athron, Peter; Balazs, Csaba [Monash University, School of Physics and Astronomy, Melbourne, VIC (Australia); Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); Bringmann, Torsten; Dal, Lars A.; Gonzalo, Tomas E.; Krislock, Abram; Raklev, Are [University of Oslo, Department of Physics, Oslo (Norway); Buckley, Andy [University of Glasgow, SUPA, School of Physics and Astronomy, Glasgow (United Kingdom); Chrzaszcz, Marcin [Universitaet Zuerich, Physik-Institut, Zurich (Switzerland); Polish Academy of Sciences, H. Niewodniczanski Institute of Nuclear Physics, Krakow (Poland); Conrad, Jan; Edsjoe, Joakim; Farmer, Ben; Lundberg, Johan [AlbaNova University Centre, Oskar Klein Centre for Cosmoparticle Physics, Stockholm (Sweden); Stockholm University, Department of Physics, Stockholm (Sweden); Cornell, Jonathan M. [McGill University, Department of Physics, Montreal, QC (Canada); Dickinson, Hugh [University of Minnesota, Minnesota Institute for Astrophysics, Minneapolis, MN (United States); Jackson, Paul; White, Martin [Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); University of Adelaide, Department of Physics, Adelaide, SA (Australia); Kvellestad, Anders; Savage, Christopher [NORDITA, Stockholm (Sweden); McKay, James [Imperial College London, Department of Physics, Blackett Laboratory, London (United Kingdom); Mahmoudi, Farvah [Lyon 1 Univ., ENS de Lyon, CNRS, Centre de Recherche Astrophysique de Lyon UMR5574, Saint-Genis-Laval (France); CERN, Theoretical Physics Department, Geneva (Switzerland); Institut Universitaire de France, Paris (France); Martinez, Gregory D. [University of California, Physics and Astronomy Department, Los Angeles, CA (United States); Putze, Antje [LAPTh, Universite de Savoie, CNRS, Annecy-le-Vieux (France); Ripken, Joachim [Max Planck Institute for Solar System Research, Goettingen (Germany); Rogan, Christopher [Harvard University, Department of Physics, Cambridge, MA (United States); Saavedra, Aldo [Australian Research Council Centre of Excellence for Particle Physics at the Tera-scale (Australia); University of Sydney, Centre for Translational Data Science, Faculty of Engineering and Information Technologies, School of Physics, Sydney, NSW (Australia); Scott, Pat [Imperial College London, Department of Physics, Blackett Laboratory, London (United Kingdom); Seo, Seon-Hee [Seoul National University, Department of Physics and Astronomy, Seoul (Korea, Republic of); Serra, Nicola [Universitaet Zuerich, Physik-Institut, Zurich (Switzerland); Weniger, Christoph [University of Amsterdam, GRAPPA, Institute of Physics, Amsterdam (Netherlands); Wild, Sebastian [DESY, Hamburg (Germany); Collaboration: The GAMBIT Collaboration

2018-02-15

In Ref. (GAMBIT Collaboration: Athron et. al., Eur. Phys. J. C.arXiv:1705.07908, 2017) we introduced the global-fitting framework GAMBIT. In this addendum, we describe a new minor version increment of this package. GAMBIT 1.1 includes full support for Mathematica backends, which we describe in some detail here. As an example, we backend SUSYHD (Vega and Villadoro, JHEP 07:159, 2015), which calculates the mass of the Higgs boson in the MSSM from effective field theory. We also describe updated likelihoods in PrecisionBit and DarkBit, and updated decay data included in DecayBit. (orig.)

GAMBIT: the global and modular beyond-the-standard-model inference tool. Addendum for GAMBIT 1.1: Mathematica backends, SUSYHD interface and updated likelihoods

Science.gov (United States)

Athron, Peter; Balazs, Csaba; Bringmann, Torsten; Buckley, Andy; Chrząszcz, Marcin; Conrad, Jan; Cornell, Jonathan M.; Dal, Lars A.; Dickinson, Hugh; Edsjö, Joakim; Farmer, Ben; Gonzalo, Tomás E.; Jackson, Paul; Krislock, Abram; Kvellestad, Anders; Lundberg, Johan; McKay, James; Mahmoudi, Farvah; Martinez, Gregory D.; Putze, Antje; Raklev, Are; Ripken, Joachim; Rogan, Christopher; Saavedra, Aldo; Savage, Christopher; Scott, Pat; Seo, Seon-Hee; Serra, Nicola; Weniger, Christoph; White, Martin; Wild, Sebastian

2018-02-01

In Ref. (GAMBIT Collaboration: Athron et. al., Eur. Phys. J. C. arXiv:1705.07908, 2017) we introduced the global-fitting framework GAMBIT. In this addendum, we describe a new minor version increment of this package. GAMBIT 1.1 includes full support for Mathematica backends, which we describe in some detail here. As an example, we backend SUSYHD (Vega and Villadoro, JHEP 07:159, 2015), which calculates the mass of the Higgs boson in the MSSM from effective field theory. We also describe updated likelihoods in PrecisionBit and DarkBit, and updated decay data included in DecayBit.

GAMBIT. The global and modular beyond-the-standard-model inference tool. Addendum for GAMBIT 1.1. Mathematica backends, SUSYHD interface and updated likelihoods

International Nuclear Information System (INIS)

Athron, Peter; Balazs, Csaba; Bringmann, Torsten; Dal, Lars A.; Gonzalo, Tomas E.; Krislock, Abram; Raklev, Are; Buckley, Andy; Chrzaszcz, Marcin; Conrad, Jan; Edsjoe, Joakim; Farmer, Ben; Lundberg, Johan; Cornell, Jonathan M.; Dickinson, Hugh; Jackson, Paul; White, Martin; Kvellestad, Anders; Savage, Christopher; McKay, James; Mahmoudi, Farvah; Martinez, Gregory D.; Putze, Antje; Ripken, Joachim; Rogan, Christopher; Saavedra, Aldo; Scott, Pat; Seo, Seon-Hee; Serra, Nicola; Weniger, Christoph; Wild, Sebastian

2018-01-01

In Ref. (GAMBIT Collaboration: Athron et. al., Eur. Phys. J. C.arXiv:1705.07908, 2017) we introduced the global-fitting framework GAMBIT. In this addendum, we describe a new minor version increment of this package. GAMBIT 1.1 includes full support for Mathematica backends, which we describe in some detail here. As an example, we backend SUSYHD (Vega and Villadoro, JHEP 07:159, 2015), which calculates the mass of the Higgs boson in the MSSM from effective field theory. We also describe updated likelihoods in PrecisionBit and DarkBit, and updated decay data included in DecayBit. (orig.)

On the likelihood function of Gaussian max-stable processes

KAUST Repository

Genton, M. G.; Ma, Y.; Sang, H.

2011-01-01

We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.

On the likelihood function of Gaussian max-stable processes

KAUST Repository

Genton, M. G.

2011-05-24

We derive a closed form expression for the likelihood function of a Gaussian max-stable process indexed by ℝd at p≤d+1 sites, d≥1. We demonstrate the gain in efficiency in the maximum composite likelihood estimators of the covariance matrix from p=2 to p=3 sites in ℝ2 by means of a Monte Carlo simulation study. © 2011 Biometrika Trust.

Perspectives on empirical approaches for ocean color remote sensing of chlorophyll in a changing climate.

Science.gov (United States)

Dierssen, Heidi M

2010-10-05

Phytoplankton biomass and productivity have been continuously monitored from ocean color satellites for over a decade. Yet, the most widely used empirical approach for estimating chlorophyll a (Chl) from satellites can be in error by a factor of 5 or more. Such variability is due to differences in absorption and backscattering properties of phytoplankton and related concentrations of colored-dissolved organic matter (CDOM) and minerals. The empirical algorithms have built-in assumptions that follow the basic precept of biological oceanography--namely, oligotrophic regions with low phytoplankton biomass are populated with small phytoplankton, whereas more productive regions contain larger bloom-forming phytoplankton. With a changing world ocean, phytoplankton composition may shift in response to altered environmental forcing, and CDOM and mineral concentrations may become uncoupled from phytoplankton stocks, creating further uncertainty and error in the empirical approaches. Hence, caution is warranted when using empirically derived Chl to infer climate-related changes in ocean biology. The Southern Ocean is already experiencing climatic shifts and shows substantial errors in satellite-derived Chl for different phytoplankton assemblages. Accurate global assessments of phytoplankton will require improved technology and modeling, enhanced field observations, and ongoing validation of our "eyes in space."

Sampling variability in forensic likelihood-ratio computation: A simulation study

NARCIS (Netherlands)

Ali, Tauseef; Spreeuwers, Lieuwe Jan; Veldhuis, Raymond N.J.; Meuwly, Didier

2015-01-01

Recently, in the forensic biometric community, there is a growing interest to compute a metric called “likelihood- ratio‿ when a pair of biometric specimens is compared using a biometric recognition system. Generally, a biomet- ric recognition system outputs a score and therefore a likelihood-ratio

Probabilistic inductive inference: a survey

OpenAIRE

Ambainis, Andris

2001-01-01

Inductive inference is a recursion-theoretic theory of learning, first developed by E. M. Gold (1967). This paper surveys developments in probabilistic inductive inference. We mainly focus on finite inference of recursive functions, since this simple paradigm has produced the most interesting (and most complex) results.

LAIT: a local ancestry inference toolkit.

Science.gov (United States)

Hui, Daniel; Fang, Zhou; Lin, Jerome; Duan, Qing; Li, Yun; Hu, Ming; Chen, Wei

2017-09-06

Inferring local ancestry in individuals of mixed ancestry has many applications, most notably in identifying disease-susceptible loci that vary among different ethnic groups. Many software packages are available for inferring local ancestry in admixed individuals. However, most of these existing software packages require specific formatted input files and generate output files in various types, yielding practical inconvenience. We developed a tool set, Local Ancestry Inference Toolkit (LAIT), which can convert standardized files into software-specific input file formats as well as standardize and summarize inference results for four popular local ancestry inference software: HAPMIX, LAMP, LAMP-LD, and ELAI. We tested LAIT using both simulated and real data sets and demonstrated that LAIT provides convenience to run multiple local ancestry inference software. In addition, we evaluated the performance of local ancestry software among different supported software packages, mainly focusing on inference accuracy and computational resources used. We provided a toolkit to facilitate the use of local ancestry inference software, especially for users with limited bioinformatics background.

Maximum likelihood estimation of finite mixture model for economic data

Science.gov (United States)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-06-01

Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.

An empirical Bayes method for updating inferences in analysis of quantitative trait loci using information from related genome scans.

Science.gov (United States)

Zhang, Kui; Wiener, Howard; Beasley, Mark; George, Varghese; Amos, Christopher I; Allison, David B

2006-08-01

Individual genome scans for quantitative trait loci (QTL) mapping often suffer from low statistical power and imprecise estimates of QTL location and effect. This lack of precision yields large confidence intervals for QTL location, which are problematic for subsequent fine mapping and positional cloning. In prioritizing areas for follow-up after an initial genome scan and in evaluating the credibility of apparent linkage signals, investigators typically examine the results of other genome scans of the same phenotype and informally update their beliefs about which linkage signals in their scan most merit confidence and follow-up via a subjective-intuitive integration approach. A method that acknowledges the wisdom of this general paradigm but formally borrows information from other scans to increase confidence in objectivity would be a benefit. We developed an empirical Bayes analytic method to integrate information from multiple genome scans. The linkage statistic obtained from a single genome scan study is updated by incorporating statistics from other genome scans as prior information. This technique does not require that all studies have an identical marker map or a common estimated QTL effect. The updated linkage statistic can then be used for the estimation of QTL location and effect. We evaluate the performance of our method by using extensive simulations based on actual marker spacing and allele frequencies from available data. Results indicate that the empirical Bayes method can account for between-study heterogeneity, estimate the QTL location and effect more precisely, and provide narrower confidence intervals than results from any single individual study. We also compared the empirical Bayes method with a method originally developed for meta-analysis (a closely related but distinct purpose). In the face of marked heterogeneity among studies, the empirical Bayes method outperforms the comparator.

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.

Formula I(1 and I(2: Race Tracks for Likelihood Maximization Algorithms of I(1 and I(2 Cointegrated VAR Models

Directory of Open Access Journals (Sweden)

Jurgen A. Doornik

2017-11-01

Full Text Available This paper provides some test cases, called circuits, for the evaluation of Gaussian likelihood maximization algorithms of the cointegrated vector autoregressive model. Both I(1 and I(2 models are considered. The performance of algorithms is compared first in terms of effectiveness, defined as the ability to find the overall maximum. The next step is to compare their efficiency and reliability across experiments. The aim of the paper is to commence a collective learning project by the profession on the actual properties of algorithms for cointegrated vector autoregressive model estimation, in order to improve their quality and, as a consequence, also the reliability of empirical research.

Maximum likelihood estimation of semiparametric mixture component models for competing risks data.

Science.gov (United States)

Choi, Sangbum; Huang, Xuelin

2014-09-01

In the analysis of competing risks data, the cumulative incidence function is a useful quantity to characterize the crude risk of failure from a specific event type. In this article, we consider an efficient semiparametric analysis of mixture component models on cumulative incidence functions. Under the proposed mixture model, latency survival regressions given the event type are performed through a class of semiparametric models that encompasses the proportional hazards model and the proportional odds model, allowing for time-dependent covariates. The marginal proportions of the occurrences of cause-specific events are assessed by a multinomial logistic model. Our mixture modeling approach is advantageous in that it makes a joint estimation of model parameters associated with all competing risks under consideration, satisfying the constraint that the cumulative probability of failing from any cause adds up to one given any covariates. We develop a novel maximum likelihood scheme based on semiparametric regression analysis that facilitates efficient and reliable estimation. Statistical inferences can be conveniently made from the inverse of the observed information matrix. We establish the consistency and asymptotic normality of the proposed estimators. We validate small sample properties with simulations and demonstrate the methodology with a data set from a study of follicular lymphoma. © 2014, The International Biometric Society.

Assessing Compatibility of Direct Detection Data: Halo-Independent Global Likelihood Analyses

CERN Document Server

Gelmini, Graciela B.

2016-10-18

We present two different halo-independent methods utilizing a global maximum likelihood that can assess the compatibility of dark matter direct detection data given a particular dark matter model. The global likelihood we use is comprised of at least one extended likelihood and an arbitrary number of Poisson or Gaussian likelihoods. In the first method we find the global best fit halo function and construct a two sided pointwise confidence band, which can then be compared with those derived from the extended likelihood alone to assess the joint compatibility of the data. In the second method we define a "constrained parameter goodness-of-fit" test statistic, whose $p$-value we then use to define a "plausibility region" (e.g. where $p \\geq 10\\%$). For any halo function not entirely contained within the plausibility region, the level of compatibility of the data is very low (e.g. $p < 10 \\%$). As an example we apply these methods to CDMS-II-Si and SuperCDMS data, assuming dark matter particles with elastic s...

The influence of design characteristics on statistical inference in nonlinear estimation: A simulation study based on survival data and hazard modeling

DEFF Research Database (Denmark)

Andersen, J.S.; Bedaux, J.J.M.; Kooijman, S.A.L.M.

2000-01-01

This paper describes the influence of design characteristics on the statistical inference for an ecotoxicological hazard-based model using simulated survival data. The design characteristics of interest are the number and spacing of observations (counts) in time, the number and spacing of exposure...... concentrations (within c(min) and c(max)), and the initial number of individuals at time 0 in each concentration. A comparison of the coverage probabilities for confidence limits arising from the profile-likelihood approach and the Wald-based approach is carried out. The Wald-based approach is very sensitive...

Simplified likelihood for the re-interpretation of public CMS results

CERN Document Server

The CMS Collaboration

2017-01-01

In this note, a procedure for the construction of simplified likelihoods for the re-interpretation of the results of CMS searches for new physics is presented. The procedure relies on the use of a reduced set of information on the background models used in these searches which can readily be provided by the CMS collaboration. A toy example is used to demonstrate the procedure and its accuracy in reproducing the full likelihood for setting limits in models for physics beyond the standard model. Finally, two representative searches from the CMS collaboration are used to demonstrate the validity of the simplified likelihood approach under realistic conditions.

The aggregate site frequency spectrum for comparative population genomic inference.

Science.gov (United States)

Xue, Alexander T; Hickerson, Michael J

2015-12-01

Understanding how assemblages of species responded to past climate change is a central goal of comparative phylogeography and comparative population genomics, an endeavour that has increasing potential to integrate with community ecology. New sequencing technology now provides the potential to perform complex demographic inference at unprecedented resolution across assemblages of nonmodel species. To this end, we introduce the aggregate site frequency spectrum (aSFS), an expansion of the site frequency spectrum to use single nucleotide polymorphism (SNP) data sets collected from multiple, co-distributed species for assemblage-level demographic inference. We describe how the aSFS is constructed over an arbitrary number of independent population samples and then demonstrate how the aSFS can differentiate various multispecies demographic histories under a wide range of sampling configurations while allowing effective population sizes and expansion magnitudes to vary independently. We subsequently couple the aSFS with a hierarchical approximate Bayesian computation (hABC) framework to estimate degree of temporal synchronicity in expansion times across taxa, including an empirical demonstration with a data set consisting of five populations of the threespine stickleback (Gasterosteus aculeatus). Corroborating what is generally understood about the recent postglacial origins of these populations, the joint aSFS/hABC analysis strongly suggests that the stickleback data are most consistent with synchronous expansion after the Last Glacial Maximum (posterior probability = 0.99). The aSFS will have general application for multilevel statistical frameworks to test models involving assemblages and/or communities, and as large-scale SNP data from nonmodel species become routine, the aSFS expands the potential for powerful next-generation comparative population genomic inference. © 2015 The Authors. Molecular Ecology Published by John Wiley & Sons Ltd.

INFERENCE BUILDING BLOCKS

Science.gov (United States)

2018-02-15

expressed a variety of inference techniques on discrete and continuous distributions: exact inference, importance sampling, Metropolis-Hastings (MH...without redoing any math or rewriting any code. And although our main goal is composable reuse, our performance is also good because we can use...control paths. • The Hakaru language can express mixtures of discrete and continuous distributions, but the current disintegration transformation

Moral Identity Predicts Doping Likelihood via Moral Disengagement and Anticipated Guilt.

Science.gov (United States)

Kavussanu, Maria; Ring, Christopher

2017-08-01

In this study, we integrated elements of social cognitive theory of moral thought and action and the social cognitive model of moral identity to better understand doping likelihood in athletes. Participants (N = 398) recruited from a variety of team sports completed measures of moral identity, moral disengagement, anticipated guilt, and doping likelihood. Moral identity predicted doping likelihood indirectly via moral disengagement and anticipated guilt. Anticipated guilt about potential doping mediated the relationship between moral disengagement and doping likelihood. Our findings provide novel evidence to suggest that athletes, who feel that being a moral person is central to their self-concept, are less likely to use banned substances due to their lower tendency to morally disengage and the more intense feelings of guilt they expect to experience for using banned substances.

Cointegration rank testing under conditional heteroskedasticity

DEFF Research Database (Denmark)

Cavaliere, Giuseppe; Rahbek, Anders Christian; Taylor, Robert M.

2010-01-01

We analyze the properties of the conventional Gaussian-based cointegrating rank tests of Johansen (1996, Likelihood-Based Inference in Cointegrated Vector Autoregressive Models) in the case where the vector of series under test is driven by globally stationary, conditionally heteroskedastic......, relative to tests based on the asymptotic critical values or the i.i.d. bootstrap, the wild bootstrap rank tests perform very well in small samples under a variety of conditionally heteroskedastic innovation processes. An empirical application to the term structure of interest rates is given....

Fractional Yields Inferred from Halo and Thick Disk Stars

Science.gov (United States)

Caimmi, R.

2013-12-01

Linear [Q/H]-[O/H] relations, Q = Na, Mg, Si, Ca, Ti, Cr, Fe, Ni, are inferred from a sample (N=67) of recently studied FGK-type dwarf stars in the solar neighbourhood including different populations (Nissen and Schuster 2010, Ramirez et al. 2012), namely LH (N=24, low-α halo), HH (N=25, high-α halo), KD (N=16, thick disk), and OL (N=2, globular cluster outliers). Regression line slope and intercept estimators and related variance estimators are determined. With regard to the straight line, [Q/H]=a_{Q}[O/H]+b_{Q}, sample stars are displayed along a "main sequence", [Q,O] = [a_{Q},b_{Q},Δ b_{Q}], leaving aside the two OL stars, which, in most cases (e.g. Na), lie outside. The unit slope, a_{Q}=1, implies Q is a primary element synthesised via SNII progenitors in the presence of a universal stellar initial mass function (defined as simple primary element). In this respect, Mg, Si, Ti, show hat a_{Q}=1 within ∓2hatσ_ {hat a_{Q}}; Cr, Fe, Ni, within ∓3hatσ_{hat a_{Q}}; Na, Ca, within ∓ rhatσ_{hat a_{Q}}, r>3. The empirical, differential element abundance distributions are inferred from LH, HH, KD, HA = HH + KD subsamples, where related regression lines represent their theoretical counterparts within the framework of simple MCBR (multistage closed box + reservoir) chemical evolution models. Hence, the fractional yields, hat{p}_{Q}/hat{p}_{O}, are determined and (as an example) a comparison is shown with their theoretical counterparts inferred from SNII progenitor nucleosynthesis under the assumption of a power-law stellar initial mass function. The generalized fractional yields, C_{Q}=Z_{Q}/Z_{O}^{a_{Q}}, are determined regardless of the chemical evolution model. The ratio of outflow to star formation rate is compared for different populations in the framework of simple MCBR models. The opposite situation of element abundance variation entirely due to cosmic scatter is also considered under reasonable assumptions. The related differential element abundance

Logical inference and evaluation

International Nuclear Information System (INIS)

Perey, F.G.

1981-01-01

Most methodologies of evaluation currently used are based upon the theory of statistical inference. It is generally perceived that this theory is not capable of dealing satisfactorily with what are called systematic errors. Theories of logical inference should be capable of treating all of the information available, including that not involving frequency data. A theory of logical inference is presented as an extension of deductive logic via the concept of plausibility and the application of group theory. Some conclusions, based upon the application of this theory to evaluation of data, are also given

Predictors of Self-Reported Likelihood of Working with Older Adults

Science.gov (United States)

Eshbaugh, Elaine M.; Gross, Patricia E.; Satrom, Tatum

2010-01-01

This study examined the self-reported likelihood of working with older adults in a future career among 237 college undergraduates at a midsized Midwestern university. Although aging anxiety was not significantly related to likelihood of working with older adults, those students who had a greater level of death anxiety were less likely than other…

Invariant Versus Classical Quartet Inference When Evolution is Heterogeneous Across Sites and Lineages.

Science.gov (United States)

Fernández-Sánchez, Jesús; Casanellas, Marta

2016-03-01

One reason why classical phylogenetic reconstruction methods fail to correctly infer the underlying topology is because they assume oversimplified models. In this article, we propose a quartet reconstruction method consistent with the most general Markov model of nucleotide substitution, which can also deal with data coming from mixtures on the same topology. Our proposed method uses phylogenetic invariants and provides a system of weights that can be used as input for quartet-based methods. We study its performance on real data and on a wide range of simulated 4-taxon data (both time-homogeneous and nonhomogeneous, with or without among-site rate heterogeneity, and with different branch length settings). We compare it to the classical methods of neighbor-joining (with paralinear distance), maximum likelihood (with different underlying models), and maximum parsimony. Our results show that this method is accurate and robust, has a similar performance to maximum likelihood when data satisfies the assumptions of both methods, and outperform the other methods when these are based on inappropriate substitution models. If alignments are long enough, then it also outperforms other methods when some of its assumptions are violated. © The Author(s) 2015. Published by Oxford University Press, on behalf of the Society of Systematic Biologists. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Statistical theory and inference

CERN Document Server

Olive, David J

2014-01-01

This text is for  a one semester graduate course in statistical theory and covers minimal and complete sufficient statistics, maximum likelihood estimators, method of moments, bias and mean square error, uniform minimum variance estimators and the Cramer-Rao lower bound, an introduction to large sample theory, likelihood ratio tests and uniformly most powerful  tests and the Neyman Pearson Lemma. A major goal of this text is to make these topics much more accessible to students by using the theory of exponential families. Exponential families, indicator functions and the support of the distribution are used throughout the text to simplify the theory. More than 50 ``brand name" distributions are used to illustrate the theory with many examples of exponential families, maximum likelihood estimators and uniformly minimum variance unbiased estimators. There are many homework problems with over 30 pages of solutions.

Anticipating cognitive effort: roles of perceived error-likelihood and time demands.

Science.gov (United States)

Dunn, Timothy L; Inzlicht, Michael; Risko, Evan F

2017-11-13

Why are some actions evaluated as effortful? In the present set of experiments we address this question by examining individuals' perception of effort when faced with a trade-off between two putative cognitive costs: how much time a task takes vs. how error-prone it is. Specifically, we were interested in whether individuals anticipate engaging in a small amount of hard work (i.e., low time requirement, but high error-likelihood) vs. a large amount of easy work (i.e., high time requirement, but low error-likelihood) as being more effortful. In between-subject designs, Experiments 1 through 3 demonstrated that individuals anticipate options that are high in perceived error-likelihood (yet less time consuming) as more effortful than options that are perceived to be more time consuming (yet low in error-likelihood). Further, when asked to evaluate which of the two tasks was (a) more effortful, (b) more error-prone, and (c) more time consuming, effort-based and error-based choices closely tracked one another, but this was not the case for time-based choices. Utilizing a within-subject design, Experiment 4 demonstrated overall similar pattern of judgments as Experiments 1 through 3. However, both judgments of error-likelihood and time demand similarly predicted effort judgments. Results are discussed within the context of extant accounts of cognitive control, with considerations of how error-likelihood and time demands may independently and conjunctively factor into judgments of cognitive effort.

Data mining in forecasting PVT correlations of crude oil systems based on Type1 fuzzy logic inference systems

Science.gov (United States)

El-Sebakhy, Emad A.

2009-09-01

Pressure-volume-temperature properties are very important in the reservoir engineering computations. There are many empirical approaches for predicting various PVT properties based on empirical correlations and statistical regression models. Last decade, researchers utilized neural networks to develop more accurate PVT correlations. These achievements of neural networks open the door to data mining techniques to play a major role in oil and gas industry. Unfortunately, the developed neural networks correlations are often limited, and global correlations are usually less accurate compared to local correlations. Recently, adaptive neuro-fuzzy inference systems have been proposed as a new intelligence framework for both prediction and classification based on fuzzy clustering optimization criterion and ranking. This paper proposes neuro-fuzzy inference systems for estimating PVT properties of crude oil systems. This new framework is an efficient hybrid intelligence machine learning scheme for modeling the kind of uncertainty associated with vagueness and imprecision. We briefly describe the learning steps and the use of the Takagi Sugeno and Kang model and Gustafson-Kessel clustering algorithm with K-detected clusters from the given database. It has featured in a wide range of medical, power control system, and business journals, often with promising results. A comparative study will be carried out to compare their performance of this new framework with the most popular modeling techniques, such as neural networks, nonlinear regression, and the empirical correlations algorithms. The results show that the performance of neuro-fuzzy systems is accurate, reliable, and outperform most of the existing forecasting techniques. Future work can be achieved by using neuro-fuzzy systems for clustering the 3D seismic data, identification of lithofacies types, and other reservoir characterization.

Comparison of artificial intelligence methods and empirical equations to estimate daily solar radiation

Science.gov (United States)

Mehdizadeh, Saeid; Behmanesh, Javad; Khalili, Keivan

2016-08-01

In the present research, three artificial intelligence methods including Gene Expression Programming (GEP), Artificial Neural Networks (ANN) and Adaptive Neuro-Fuzzy Inference System (ANFIS) as well as, 48 empirical equations (10, 12 and 26 equations were temperature-based, sunshine-based and meteorological parameters-based, respectively) were used to estimate daily solar radiation in Kerman, Iran in the period of 1992-2009. To develop the GEP, ANN and ANFIS models, depending on the used empirical equations, various combinations of minimum air temperature, maximum air temperature, mean air temperature, extraterrestrial radiation, actual sunshine duration, maximum possible sunshine duration, sunshine duration ratio, relative humidity and precipitation were considered as inputs in the mentioned intelligent methods. To compare the accuracy of empirical equations and intelligent models, root mean square error (RMSE), mean absolute error (MAE), mean absolute relative error (MARE) and determination coefficient (R2) indices were used. The results showed that in general, sunshine-based and meteorological parameters-based scenarios in ANN and ANFIS models presented high accuracy than mentioned empirical equations. Moreover, the most accurate method in the studied region was ANN11 scenario with five inputs. The values of RMSE, MAE, MARE and R2 indices for the mentioned model were 1.850 MJ m-2 day-1, 1.184 MJ m-2 day-1, 9.58% and 0.935, respectively.

Profile-likelihood Confidence Intervals in Item Response Theory Models.

Science.gov (United States)

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

Inference

DEFF Research Database (Denmark)

Møller, Jesper

(This text written by Jesper Møller, Aalborg University, is submitted for the collection ‘Stochastic Geometry: Highlights, Interactions and New Perspectives', edited by Wilfrid S. Kendall and Ilya Molchanov, to be published by ClarendonPress, Oxford, and planned to appear as Section 4.1 with the ......(This text written by Jesper Møller, Aalborg University, is submitted for the collection ‘Stochastic Geometry: Highlights, Interactions and New Perspectives', edited by Wilfrid S. Kendall and Ilya Molchanov, to be published by ClarendonPress, Oxford, and planned to appear as Section 4.......1 with the title ‘Inference'.) 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 using Markov chain Monte Carlo (MCMC) simulations. Due to space limitations the focus...

Exclusion probabilities and likelihood ratios with applications to mixtures.

Science.gov (United States)

Slooten, Klaas-Jan; Egeland, Thore

2016-01-01

The statistical evidence obtained from mixed DNA profiles can be summarised in several ways in forensic casework including the likelihood ratio (LR) and the Random Man Not Excluded (RMNE) probability. The literature has seen a discussion of the advantages and disadvantages of likelihood ratios and exclusion probabilities, and part of our aim is to bring some clarification to this debate. In a previous paper, we proved that there is a general mathematical relationship between these statistics: RMNE can be expressed as a certain average of the LR, implying that the expected value of the LR, when applied to an actual contributor to the mixture, is at least equal to the inverse of the RMNE. While the mentioned paper presented applications for kinship problems, the current paper demonstrates the relevance for mixture cases, and for this purpose, we prove some new general properties. We also demonstrate how to use the distribution of the likelihood ratio for donors of a mixture, to obtain estimates for exceedance probabilities of the LR for non-donors, of which the RMNE is a special case corresponding to L R>0. In order to derive these results, we need to view the likelihood ratio as a random variable. In this paper, we describe how such a randomization can be achieved. The RMNE is usually invoked only for mixtures without dropout. In mixtures, artefacts like dropout and drop-in are commonly encountered and we address this situation too, illustrating our results with a basic but widely implemented model, a so-called binary model. The precise definitions, modelling and interpretation of the required concepts of dropout and drop-in are not entirely obvious, and we attempt to clarify them here in a general likelihood framework for a binary model.

Targeted learning in data science causal inference for complex longitudinal studies

CERN Document Server

van der Laan, Mark J

2018-01-01

This textbook for graduate students in statistics, data science, and public health deals with the practical challenges that come with big, complex, and dynamic data. It presents a scientific roadmap to translate real-world data science applications into formal statistical estimation problems by using the general template of targeted maximum likelihood estimators. These targeted machine learning algorithms estimate quantities of interest while still providing valid inference. Targeted learning methods within data science area critical component for solving scientific problems in the modern age. The techniques can answer complex questions including optimal rules for assigning treatment based on longitudinal data with time-dependent confounding, as well as other estimands in dependent data structures, such as networks. Included in Targeted Learning in Data Science are demonstrations with soft ware packages and real data sets that present a case that targeted learning is crucial for the next generatio...

Robustness of ancestral sequence reconstruction to phylogenetic uncertainty.

Science.gov (United States)

Hanson-Smith, Victor; Kolaczkowski, Bryan; Thornton, Joseph W

2010-09-01

Ancestral sequence reconstruction (ASR) is widely used to formulate and test hypotheses about the sequences, functions, and structures of ancient genes. Ancestral sequences are usually inferred from an alignment of extant sequences using a maximum likelihood (ML) phylogenetic algorithm, which calculates the most likely ancestral sequence assuming a probabilistic model of sequence evolution and a specific phylogeny--typically the tree with the ML. The true phylogeny is seldom known with certainty, however. ML methods ignore this uncertainty, whereas Bayesian methods incorporate it by integrating the likelihood of each ancestral state over a distribution of possible trees. It is not known whether Bayesian approaches to phylogenetic uncertainty improve the accuracy of inferred ancestral sequences. Here, we use simulation-based experiments under both simplified and empirically derived conditions to compare the accuracy of ASR carried out using ML and Bayesian approaches. We show that incorporating phylogenetic uncertainty by integrating over topologies very rarely changes the inferred ancestral state and does not improve the accuracy of the reconstructed ancestral sequence. Ancestral state reconstructions are robust to uncertainty about the underlying tree because the conditions that produce phylogenetic uncertainty also make the ancestral state identical across plausible trees; conversely, the conditions under which different phylogenies yield different inferred ancestral states produce little or no ambiguity about the true phylogeny. Our results suggest that ML can produce accurate ASRs, even in the face of phylogenetic uncertainty. Using Bayesian integration to incorporate this uncertainty is neither necessary nor beneficial.

Lower complexity bounds for lifted inference

DEFF Research Database (Denmark)

Jaeger, Manfred

2015-01-01

instances of the model. Numerous approaches for such “lifted inference” techniques have been proposed. While it has been demonstrated that these techniques will lead to significantly more efficient inference on some specific models, there are only very recent and still quite restricted results that show...... the feasibility of lifted inference on certain syntactically defined classes of models. Lower complexity bounds that imply some limitations for the feasibility of lifted inference on more expressive model classes were established earlier in Jaeger (2000; Jaeger, M. 2000. On the complexity of inference about...... that under the assumption that NETIME≠ETIME, there is no polynomial lifted inference algorithm for knowledge bases of weighted, quantifier-, and function-free formulas. Further strengthening earlier results, this is also shown to hold for approximate inference and for knowledge bases not containing...

R Package multiPIM: A Causal Inference Approach to Variable Importance Analysis

Directory of Open Access Journals (Sweden)

Stephan J Ritter

2014-04-01

Full Text Available We describe the R package multiPIM, including statistical background, functionality and user options. The package is for variable importance analysis, and is meant primarily for analyzing data from exploratory epidemiological studies, though it could certainly be applied in other areas as well. The approach taken to variable importance comes from the causal inference field, and is different from approaches taken in other R packages. By default, multiPIM uses a double robust targeted maximum likelihood estimator (TMLE of a parameter akin to the attributable risk. Several regression methods/machine learning algorithms are available for estimating the nuisance parameters of the models, including super learner, a meta-learner which combines several different algorithms into one. We describe a simulation in which the double robust TMLE is compared to the graphical computation estimator. We also provide example analyses using two data sets which are included with the package.

Modeling and inferring cleavage patterns in proliferating epithelia.

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Ankit B Patel

2009-06-01

Full Text Available The regulation of cleavage plane orientation is one of the key mechanisms driving epithelial morphogenesis. Still, many aspects of the relationship between local cleavage patterns and tissue-level properties remain poorly understood. Here we develop a topological model that simulates the dynamics of a 2D proliferating epithelium from generation to generation, enabling the exploration of a wide variety of biologically plausible cleavage patterns. We investigate a spectrum of models that incorporate the spatial impact of neighboring cells and the temporal influence of parent cells on the choice of cleavage plane. Our findings show that cleavage patterns generate "signature" equilibrium distributions of polygonal cell shapes. These signatures enable the inference of local cleavage parameters such as neighbor impact, maternal influence, and division symmetry from global observations of the distribution of cell shape. Applying these insights to the proliferating epithelia of five diverse organisms, we find that strong division symmetry and moderate neighbor/maternal influence are required to reproduce the predominance of hexagonal cells and low variability in cell shape seen empirically. Furthermore, we present two distinct cleavage pattern models, one stochastic and one deterministic, that can reproduce the empirical distribution of cell shapes. Although the proliferating epithelia of the five diverse organisms show a highly conserved cell shape distribution, there are multiple plausible cleavage patterns that can generate this distribution, and experimental evidence suggests that indeed plants and fruitflies use distinct division mechanisms.

Likelihood ratio decisions in memory: three implied regularities.

Science.gov (United States)

Glanzer, Murray; Hilford, Andrew; Maloney, Laurence T

2009-06-01

We analyze four general signal detection models for recognition memory that differ in their distributional assumptions. Our analyses show that a basic assumption of signal detection theory, the likelihood ratio decision axis, implies three regularities in recognition memory: (1) the mirror effect, (2) the variance effect, and (3) the z-ROC length effect. For each model, we present the equations that produce the three regularities and show, in computed examples, how they do so. We then show that the regularities appear in data from a range of recognition studies. The analyses and data in our study support the following generalization: Individuals make efficient recognition decisions on the basis of likelihood ratios.

Zero-inflated Poisson model based likelihood ratio test for drug safety signal detection.

Science.gov (United States)

Huang, Lan; Zheng, Dan; Zalkikar, Jyoti; Tiwari, Ram

2017-02-01

In recent decades, numerous methods have been developed for data mining of large drug safety databases, such as Food and Drug Administration's (FDA's) Adverse Event Reporting System, where data matrices are formed by drugs such as columns and adverse events as rows. Often, a large number of cells in these data matrices have zero cell counts and some of them are "true zeros" indicating that the drug-adverse event pairs cannot occur, and these zero counts are distinguished from the other zero counts that are modeled zero counts and simply indicate that the drug-adverse event pairs have not occurred yet or have not been reported yet. In this paper, a zero-inflated Poisson model based likelihood ratio test method is proposed to identify drug-adverse event pairs that have disproportionately high reporting rates, which are also called signals. The maximum likelihood estimates of the model parameters of zero-inflated Poisson model based likelihood ratio test are obtained using the expectation and maximization algorithm. The zero-inflated Poisson model based likelihood ratio test is also modified to handle the stratified analyses for binary and categorical covariates (e.g. gender and age) in the data. The proposed zero-inflated Poisson model based likelihood ratio test method is shown to asymptotically control the type I error and false discovery rate, and its finite sample performance for signal detection is evaluated through a simulation study. The simulation results show that the zero-inflated Poisson model based likelihood ratio test method performs similar to Poisson model based likelihood ratio test method when the estimated percentage of true zeros in the database is small. Both the zero-inflated Poisson model based likelihood ratio test and likelihood ratio test methods are applied to six selected drugs, from the 2006 to 2011 Adverse Event Reporting System database, with varying percentages of observed zero-count cells.

Asymptotic Likelihood Distribution for Correlated & Constrained Systems

CERN Document Server

Agarwal, Ujjwal

2016-01-01

It describes my work as summer student at CERN. The report discusses the asymptotic distribution of the likelihood ratio for total no. of parameters being h and 2 out of these being are constrained and correlated.

Comparison of likelihood testing procedures for parallel systems with covariances

International Nuclear Information System (INIS)

Ayman Baklizi; Isa Daud; Noor Akma Ibrahim

1998-01-01

In this paper we considered investigating and comparing the behavior of the likelihood ratio, the Rao's and the Wald's statistics for testing hypotheses on the parameters of the simple linear regression model based on parallel systems with covariances. These statistics are asymptotically equivalent (Barndorff-Nielsen and Cox, 1994). However, their relative performances in finite samples are generally known. A Monte Carlo experiment is conducted to stimulate the sizes and the powers of these statistics for complete samples and in the presence of time censoring. Comparisons of the statistics are made according to the attainment of assumed size of the test and their powers at various points in the parameter space. The results show that the likelihood ratio statistics appears to have the best performance in terms of the attainment of the assumed size of the test. Power comparisons show that the Rao statistic has some advantage over the Wald statistic in almost all of the space of alternatives while likelihood ratio statistic occupies either the first or the last position in term of power. Overall, the likelihood ratio statistic appears to be more appropriate to the model under study, especially for small sample sizes

Finite mixture model: A maximum likelihood estimation approach on time series data

Science.gov (United States)

Yen, Phoong Seuk; Ismail, Mohd Tahir; Hamzah, Firdaus Mohamad

2014-09-01

Recently, statistician emphasized on the fitting of finite mixture model by using maximum likelihood estimation as it provides asymptotic properties. In addition, it shows consistency properties as the sample sizes increases to infinity. This illustrated that maximum likelihood estimation is an unbiased estimator. Moreover, the estimate parameters obtained from the application of maximum likelihood estimation have smallest variance as compared to others statistical method as the sample sizes increases. Thus, maximum likelihood estimation is adopted in this paper to fit the two-component mixture model in order to explore the relationship between rubber price and exchange rate for Malaysia, Thailand, Philippines and Indonesia. Results described that there is a negative effect among rubber price and exchange rate for all selected countries.

Expert elicitation on ultrafine particles: likelihood of health effects and causal pathways

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Brunekreef Bert

2009-07-01

Full Text Available Abstract Background Exposure to fine ambient particulate matter (PM has consistently been associated with increased morbidity and mortality. The relationship between exposure to ultrafine particles (UFP and health effects is less firmly established. If UFP cause health effects independently from coarser fractions, this could affect health impact assessment of air pollution, which would possibly lead to alternative policy options to be considered to reduce the disease burden of PM. Therefore, we organized an expert elicitation workshop to assess the evidence for a causal relationship between exposure to UFP and health endpoints. Methods An expert elicitation on the health effects of ambient ultrafine particle exposure was carried out, focusing on: 1 the likelihood of causal relationships with key health endpoints, and 2 the likelihood of potential causal pathways for cardiac events. Based on a systematic peer-nomination procedure, fourteen European experts (epidemiologists, toxicologists and clinicians were selected, of whom twelve attended. They were provided with a briefing book containing key literature. After a group discussion, individual expert judgments in the form of ratings of the likelihood of causal relationships and pathways were obtained using a confidence scheme adapted from the one used by the Intergovernmental Panel on Climate Change. Results The likelihood of an independent causal relationship between increased short-term UFP exposure and increased all-cause mortality, hospital admissions for cardiovascular and respiratory diseases, aggravation of asthma symptoms and lung function decrements was rated medium to high by most experts. The likelihood for long-term UFP exposure to be causally related to all cause mortality, cardiovascular and respiratory morbidity and lung cancer was rated slightly lower, mostly medium. The experts rated the likelihood of each of the six identified possible causal pathways separately. Out of these

An Accurate Method for Inferring Relatedness in Large Datasets of Unphased Genotypes via an Embedded Likelihood-Ratio Test

KAUST Repository

Rodriguez, Jesse M.

2013-01-01

Studies that map disease genes rely on accurate annotations that indicate whether individuals in the studied cohorts are related to each other or not. For example, in genome-wide association studies, the cohort members are assumed to be unrelated to one another. Investigators can correct for individuals in a cohort with previously-unknown shared familial descent by detecting genomic segments that are shared between them, which are considered to be identical by descent (IBD). Alternatively, elevated frequencies of IBD segments near a particular locus among affected individuals can be indicative of a disease-associated gene. As genotyping studies grow to use increasingly large sample sizes and meta-analyses begin to include many data sets, accurate and efficient detection of hidden relatedness becomes a challenge. To enable disease-mapping studies of increasingly large cohorts, a fast and accurate method to detect IBD segments is required. We present PARENTE, a novel method for detecting related pairs of individuals and shared haplotypic segments within these pairs. PARENTE is a computationally-efficient method based on an embedded likelihood ratio test. As demonstrated by the results of our simulations, our method exhibits better accuracy than the current state of the art, and can be used for the analysis of large genotyped cohorts. PARENTE\\'s higher accuracy becomes even more significant in more challenging scenarios, such as detecting shorter IBD segments or when an extremely low false-positive rate is required. PARENTE is publicly and freely available at http://parente.stanford.edu/. © 2013 Springer-Verlag.

Adaptive Inference on General Graphical Models

OpenAIRE

Acar, Umut A.; Ihler, Alexander T.; Mettu, Ramgopal; Sumer, Ozgur

2012-01-01

Many algorithms and applications involve repeatedly solving variations of the same inference problem; for example we may want to introduce new evidence to the model or perform updates to conditional dependencies. The goal of adaptive inference is to take advantage of what is preserved in the model and perform inference more rapidly than from scratch. In this paper, we describe techniques for adaptive inference on general graphs that support marginal computation and updates to the conditional ...

Essays on inference in economics, competition, and the rate of profit

Science.gov (United States)

Scharfenaker, Ellis S.

This dissertation is comprised of three papers that demonstrate the role of Bayesian methods of inference and Shannon's information theory in classical political economy. The first chapter explores the empirical distribution of profit rate data from North American firms from 1962-2012. This chapter address the fact that existing methods for sample selection from noisy profit rate data in the industrial organization field of economics tends to be conditional on a covariate's value that risks discarding information. Conditioning sample selection instead on the profit rate data's structure by means of a two component (signal and noise) Bayesian mixture model we find the the profit rate sample to be time stationary Laplace distributed, corroborating earlier estimates of cross section distributions. The second chapter compares alternative probabilistic approaches to discrete (quantal) choice analysis and examines the various ways in which they overlap. In particular, the work on individual choice behavior by Duncan Luce and the extension of this work to quantal response problems by game theoreticians is shown to be related both to the rational inattention work of Christopher Sims through Shannon's information theory as well as to the maximum entropy principle of inference proposed physicist Edwin T. Jaynes. In the third chapter I propose a model of ``classically" competitive firms facing informational entropy constraints in their decisions to potentially enter or exit markets based on profit rate differentials. The result is a three parameter logit quantal response distribution for firm entry and exit decisions. Bayesian methods are used for inference into the the distribution of entry and exit decisions conditional on profit rate deviations and firm level data from Compustat is used to test these predictions.

A note on estimating errors from the likelihood function

International Nuclear Information System (INIS)

Barlow, Roger

2005-01-01

The points at which the log likelihood falls by 12 from its maximum value are often used to give the 'errors' on a result, i.e. the 68% central confidence interval. The validity of this is examined for two simple cases: a lifetime measurement and a Poisson measurement. Results are compared with the exact Neyman construction and with the simple Bartlett approximation. It is shown that the accuracy of the log likelihood method is poor, and the Bartlett construction explains why it is flawed

Inference of RNA polymerase II transcription dynamics from chromatin immunoprecipitation time course data.

Directory of Open Access Journals (Sweden)

Ciira wa Maina

2014-05-01

Full Text Available Gene transcription mediated by RNA polymerase II (pol-II is a key step in gene expression. The dynamics of pol-II moving along the transcribed region influence the rate and timing of gene expression. In this work, we present a probabilistic model of transcription dynamics which is fitted to pol-II occupancy time course data measured using ChIP-Seq. The model can be used to estimate transcription speed and to infer the temporal pol-II activity profile at the gene promoter. Model parameters are estimated using either maximum likelihood estimation or via Bayesian inference using Markov chain Monte Carlo sampling. The Bayesian approach provides confidence intervals for parameter estimates and allows the use of priors that capture domain knowledge, e.g. the expected range of transcription speeds, based on previous experiments. The model describes the movement of pol-II down the gene body and can be used to identify the time of induction for transcriptionally engaged genes. By clustering the inferred promoter activity time profiles, we are able to determine which genes respond quickly to stimuli and group genes that share activity profiles and may therefore be co-regulated. We apply our methodology to biological data obtained using ChIP-seq to measure pol-II occupancy genome-wide when MCF-7 human breast cancer cells are treated with estradiol (E2. The transcription speeds we obtain agree with those obtained previously for smaller numbers of genes with the advantage that our approach can be applied genome-wide. We validate the biological significance of the pol-II promoter activity clusters by investigating cluster-specific transcription factor binding patterns and determining canonical pathway enrichment. We find that rapidly induced genes are enriched for both estrogen receptor alpha (ERα and FOXA1 binding in their proximal promoter regions.

How users adopt healthcare information: An empirical study of an online Q&A community.

Science.gov (United States)

Jin, Jiahua; Yan, Xiangbin; Li, Yijun; Li, Yumei

2016-02-01

The emergence of social media technology has led to the creation of many online healthcare communities, where patients can easily share and look for healthcare-related information from peers who have experienced a similar problem. However, with increased user-generated content, there is a need to constantly analyse which content should be trusted as one sifts through enormous amounts of healthcare information. This study aims to explore patients' healthcare information seeking behavior in online communities. Based on dual-process theory and the knowledge adoption model, we proposed a healthcare information adoption model for online communities. This model highlights that information quality, emotional support, and source credibility are antecedent variables of adoption likelihood of healthcare information, and competition among repliers and involvement of recipients moderate the relationship between the antecedent variables and adoption likelihood. Empirical data were collected from the healthcare module of China's biggest Q&A community-Baidu Knows. Text mining techniques were adopted to calculate the information quality and emotional support contained in each reply text. A binary logistics regression model and hierarchical regression approach were employed to test the proposed conceptual model. Information quality, emotional support, and source credibility have significant and positive impact on healthcare information adoption likelihood, and among these factors, information quality has the biggest impact on a patient's adoption decision. In addition, competition among repliers and involvement of recipients were tested as moderating effects between these antecedent factors and the adoption likelihood. Results indicate competition among repliers positively moderates the relationship between source credibility and adoption likelihood, and recipients' involvement positively moderates the relationship between information quality, source credibility, and adoption

Anomalies and Investor Sentiment: Empirical Evidences in the Brazilian Market

Directory of Open Access Journals (Sweden)

Gustavo Correia Xavier

2017-10-01

Full Text Available This study examined the relationship between investor sentiment and value anomalies in Brazil. In addition, it analyzed if pricing deviations caused by investors with optimistic views are different from those caused by pessimistic investors. The sample included all non-financial firms listed on the B3 (Brasil, Bolsa, Balcão stock exchange from July 1999 to June 2014. We used the Principal Component Analysis multivariate technique to capture the component common to four different proxies for investor sentiment. The study empirically tested the index series and its variation on the return series of Long-Short portfolios of 12 anomaly-based strategies. The study found that the measure of the sentiment index had a partial explanatory power for the anomalies only when included in the CAPM. Yet, when using the index sentiment changes as an explanatory variable, the study found a relationship with future returns, robust to all risk factors. Thus, it is possible to relate investor sentiment index to anomaly-based portfolio returns. When analyzing average returns after optimistic and pessimistic periods, the values we found in our empirical test were not statistically significant enough to infer the possible existence of short-sale constraints.

The inference from a single case: moral versus scientific inferences in implementing new biotechnologies.

Science.gov (United States)

Hofmann, B

2008-06-01

Are there similarities between scientific and moral inference? This is the key question in this article. It takes as its point of departure an instance of one person's story in the media changing both Norwegian public opinion and a brand-new Norwegian law prohibiting the use of saviour siblings. The case appears to falsify existing norms and to establish new ones. The analysis of this case reveals similarities in the modes of inference in science and morals, inasmuch as (a) a single case functions as a counter-example to an existing rule; (b) there is a common presupposition of stability, similarity and order, which makes it possible to reason from a few cases to a general rule; and (c) this makes it possible to hold things together and retain order. In science, these modes of inference are referred to as falsification, induction and consistency. In morals, they have a variety of other names. Hence, even without abandoning the fact-value divide, there appear to be similarities between inference in science and inference in morals, which may encourage communication across the boundaries between "the two cultures" and which are relevant to medical humanities.

Inference of trustworthiness from intuitive moral judgments.

Science.gov (United States)

Everett, Jim A C; Pizarro, David A; Crockett, M J

2016-06-01

Moral judgments play a critical role in motivating and enforcing human cooperation, and research on the proximate mechanisms of moral judgments highlights the importance of intuitive, automatic processes in forming such judgments. Intuitive moral judgments often share characteristics with deontological theories in normative ethics, which argue that certain acts (such as killing) are absolutely wrong, regardless of their consequences. Why do moral intuitions typically follow deontological prescriptions, as opposed to those of other ethical theories? Here, we test a functional explanation for this phenomenon by investigating whether agents who express deontological moral judgments are more valued as social partners. Across 5 studies, we show that people who make characteristically deontological judgments are preferred as social partners, perceived as more moral and trustworthy, and are trusted more in economic games. These findings provide empirical support for a partner choice account of moral intuitions whereby typically deontological judgments confer an adaptive function by increasing a person's likelihood of being chosen as a cooperation partner. Therefore, deontological moral intuitions may represent an evolutionarily prescribed prior that was selected for through partner choice mechanisms. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Efficient Bit-to-Symbol Likelihood Mappings

Science.gov (United States)

Moision, Bruce E.; Nakashima, Michael A.

2010-01-01

This innovation is an efficient algorithm designed to perform bit-to-symbol and symbol-to-bit likelihood mappings that represent a significant portion of the complexity of an error-correction code decoder for high-order constellations. Recent implementation of the algorithm in hardware has yielded an 8- percent reduction in overall area relative to the prior design.

LDR: A Package for Likelihood-Based Sufficient Dimension Reduction

Directory of Open Access Journals (Sweden)

R. Dennis Cook

2011-03-01

Full Text Available We introduce a new mlab software package that implements several recently proposed likelihood-based methods for sufficient dimension reduction. Current capabilities include estimation of reduced subspaces with a fixed dimension d, as well as estimation of d by use of likelihood-ratio testing, permutation testing and information criteria. The methods are suitable for preprocessing data for both regression and classification. Implementations of related estimators are also available. Although the software is more oriented to command-line operation, a graphical user interface is also provided for prototype computations.

Introductory statistical inference

CERN Document Server

Mukhopadhyay, Nitis

2014-01-01

This gracefully organized text reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises, figures, tables, and computer simulations to develop and illustrate concepts. Drills and boxed summaries emphasize and reinforce important ideas and special techniques.Beginning with a review of the basic concepts and methods in probability theory, moments, and moment generating functions, the author moves to more intricate topics. Introductory Statistical Inference studies multivariate random variables, exponential families of dist

Bias correction in the hierarchical likelihood approach to the analysis of multivariate survival data.

Science.gov (United States)

Jeon, Jihyoun; Hsu, Li; Gorfine, Malka

2012-07-01

Frailty models are useful for measuring unobserved heterogeneity in risk of failures across clusters, providing cluster-specific risk prediction. In a frailty model, the latent frailties shared by members within a cluster are assumed to act multiplicatively on the hazard function. In order to obtain parameter and frailty variate estimates, we consider the hierarchical likelihood (H-likelihood) approach (Ha, Lee and Song, 2001. Hierarchical-likelihood approach for frailty models. Biometrika 88, 233-243) in which the latent frailties are treated as "parameters" and estimated jointly with other parameters of interest. We find that the H-likelihood estimators perform well when the censoring rate is low, however, they are substantially biased when the censoring rate is moderate to high. In this paper, we propose a simple and easy-to-implement bias correction method for the H-likelihood estimators under a shared frailty model. We also extend the method to a multivariate frailty model, which incorporates complex dependence structure within clusters. We conduct an extensive simulation study and show that the proposed approach performs very well for censoring rates as high as 80%. We also illustrate the method with a breast cancer data set. Since the H-likelihood is the same as the penalized likelihood function, the proposed bias correction method is also applicable to the penalized likelihood estimators.

Communicating likelihoods and probabilities in forecasts of volcanic eruptions

Science.gov (United States)

Doyle, Emma E. H.; McClure, John; Johnston, David M.; Paton, Douglas

2014-02-01

The issuing of forecasts and warnings of natural hazard events, such as volcanic eruptions, earthquake aftershock sequences and extreme weather often involves the use of probabilistic terms, particularly when communicated by scientific advisory groups to key decision-makers, who can differ greatly in relative expertise and function in the decision making process. Recipients may also differ in their perception of relative importance of political and economic influences on interpretation. Consequently, the interpretation of these probabilistic terms can vary greatly due to the framing of the statements, and whether verbal or numerical terms are used. We present a review from the psychology literature on how the framing of information influences communication of these probability terms. It is also unclear as to how people rate their perception of an event's likelihood throughout a time frame when a forecast time window is stated. Previous research has identified that, when presented with a 10-year time window forecast, participants viewed the likelihood of an event occurring ‘today’ as being of less than that in year 10. Here we show that this skew in perception also occurs for short-term time windows (under one week) that are of most relevance for emergency warnings. In addition, unlike the long-time window statements, the use of the phrasing “within the next…” instead of “in the next…” does not mitigate this skew, nor do we observe significant differences between the perceived likelihoods of scientists and non-scientists. This finding suggests that effects occurring due to the shorter time window may be ‘masking’ any differences in perception due to wording or career background observed for long-time window forecasts. These results have implications for scientific advice, warning forecasts, emergency management decision-making, and public information as any skew in perceived event likelihood towards the end of a forecast time window may result in

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

Active inference, communication and hermeneutics.

Science.gov (United States)

Friston, Karl J; Frith, Christopher D

2015-07-01

Hermeneutics refers to interpretation and translation of text (typically ancient scriptures) but also applies to verbal and non-verbal communication. In a psychological setting it nicely frames the problem of inferring the intended content of a communication. In this paper, we offer a solution to the problem of neural hermeneutics based upon active inference. In active inference, action fulfils predictions about how we will behave (e.g., predicting we will speak). Crucially, these predictions can be used to predict both self and others--during speaking and listening respectively. Active inference mandates the suppression of prediction errors by updating an internal model that generates predictions--both at fast timescales (through perceptual inference) and slower timescales (through perceptual learning). If two agents adopt the same model, then--in principle--they can predict each other and minimise their mutual prediction errors. Heuristically, this ensures they are singing from the same hymn sheet. This paper builds upon recent work on active inference and communication to illustrate perceptual learning using simulated birdsongs. Our focus here is the neural hermeneutics implicit in learning, where communication facilitates long-term changes in generative models that are trying to predict each other. In other words, communication induces perceptual learning and enables others to (literally) change our minds and vice versa. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.

Pendeteksian Outlier pada Regresi Nonlinier dengan Metode statistik Likelihood Displacement

Directory of Open Access Journals (Sweden)

Siti Tabi'atul Hasanah

2012-11-01

Full Text Available Outlier is an observation that much different (extreme from the other observational data, or data can be interpreted that do not follow the general pattern of the model. Sometimes outliers provide information that can not be provided by other data. That's why outliers should not just be eliminated. Outliers can also be an influential observation. There are many methods that can be used to detect of outliers. In previous studies done on outlier detection of linear regression. Next will be developed detection of outliers in nonlinear regression. Nonlinear regression here is devoted to multiplicative nonlinear regression. To detect is use of statistical method likelihood displacement. Statistical methods abbreviated likelihood displacement (LD is a method to detect outliers by removing the suspected outlier data. To estimate the parameters are used to the maximum likelihood method, so we get the estimate of the maximum. By using LD method is obtained i.e likelihood displacement is thought to contain outliers. Further accuracy of LD method in detecting the outliers are shown by comparing the MSE of LD with the MSE from the regression in general. Statistic test used is Λ. Initial hypothesis was rejected when proved so is an outlier.

Susceptibility, likelihood to be diagnosed, worry and fear for contracting Lyme disease.

Science.gov (United States)

Fogel, Joshua; Chawla, Gurasees S

Risk perception and psychological concerns are relevant for understanding how people view Lyme disease. This study investigates the four separate outcomes of susceptibility, likelihood to be diagnosed, worry, and fear for contracting Lyme disease. University students (n=713) were surveyed about demographics, perceived health, Lyme disease knowledge, Lyme disease preventive behaviors, Lyme disease history, and Lyme disease miscellaneous variables. We found that women were associated with increased susceptibility and fear. Asian/Asian-American race/ethnicity was associated with increased worry and fear. Perceived good health was associated with increased likelihood to be diagnosed, worry, and fear. Correct knowledge was associated with increased susceptibility and likelihood to be diagnosed. Those who typically spend a lot of time outdoors were associated with increased susceptibility, likelihood to be diagnosed, worry, and fear. In conclusion, healthcare providers and public health campaigns should address susceptibility, likelihood to be diagnosed, worry, and fear about Lyme disease, and should particularly target women and Asians/Asian-Americans to address any possible misconceptions and/or offer effective coping strategies. Copyright © 2016 King Saud Bin Abdulaziz University for Health Sciences. Published by Elsevier Ltd. All rights reserved.

Inferring Groups of Objects, Preferred Routes, and Facility Locations from Trajectories

DEFF Research Database (Denmark)

Ceikute, Vaida

(i) infer groups of objects traveling together, (ii) determine routes preferred by local drivers, and (iii) identify attractive facility locations. First, we present framework that efficiently supports online discovery of groups of moving objects that travel together. We adopt a sampling......-independent approach that makes no assumptions about when object positions are sampled and that supports the use of approximate trajectories. The framework’s algorithms exploit density-based clustering to identify groups. Such identified groups are scored based on cardinality and duration. With the use of domination...... and similarity notions, groups of low interest are pruned, and a variety of different, interesting groups are returned. Results from empirical studies with real and synthetic data offer insight into the effectiveness and efficiency of the proposed framework. Next, we view GPS trajectories as trips that represent...

Inference for Local Distributions at High Sampling Frequencies: A Bootstrap Approach

DEFF Research Database (Denmark)

Hounyo, Ulrich; Varneskov, Rasmus T.

of "large" jumps. Our locally dependent wild bootstrap (LDWB) accommodate issues related to the stochastic scale and jumps as well as account for a special block-wise dependence structure induced by sampling errors. We show that the LDWB replicates first and second-order limit theory from the usual...... empirical process and the stochastic scale estimate, respectively, as well as an asymptotic bias. Moreover, we design the LDWB sufficiently general to establish asymptotic equivalence between it and and a nonparametric local block bootstrap, also introduced here, up to second-order distribution theory....... Finally, we introduce LDWB-aided Kolmogorov-Smirnov tests for local Gaussianity as well as local von-Mises statistics, with and without bootstrap inference, and establish their asymptotic validity using the second-order distribution theory. The finite sample performance of CLT and LDWB-aided local...

Optimization methods for logical inference

CERN Document Server

Chandru, Vijay

2011-01-01

Merging logic and mathematics in deductive inference-an innovative, cutting-edge approach. Optimization methods for logical inference? Absolutely, say Vijay Chandru and John Hooker, two major contributors to this rapidly expanding field. And even though ""solving logical inference problems with optimization methods may seem a bit like eating sauerkraut with chopsticks. . . it is the mathematical structure of a problem that determines whether an optimization model can help solve it, not the context in which the problem occurs."" Presenting powerful, proven optimization techniques for logic in

Inference in `poor` languages

Energy Technology Data Exchange (ETDEWEB)

Petrov, S.

1996-10-01

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

The emotion of compassion and the likelihood of its expression in nursing practice.

Science.gov (United States)

Newham, Roger Alan

2017-07-01

Philosophical and empirical work on the nature of the emotions is extensive, and there are many theories of emotions. However, all agree that emotions are not knee jerk reactions to stimuli and are open to rational assessment or warrant. This paper's focus is on the condition or conditions for compassion as an emotion and the likelihood that it or they can be met in nursing practice. Thus, it is attempting to keep, as far as possible, compassion as an emotion separate from both moral norms and professional norms. This is because empirical or causal conditions that can make experiencing and acting out of compassion difficult seem especially relevant in nursing practice. I consider how theories of emotion in general and of compassion in particular are somewhat contested, but all recent accounts agree that emotions are not totally immune to reason. Then, using accounts of constitutive conditions of the emotion of compassion, I will show how they are often likely to be quite fragile or unstable in practice and particularly so within much nursing practice. In addition, some of the conditions for compassion will be shown to be problematic for nursing practice. It is difficult to keep ideas of compassion separate from morality, and this connection is noticeable in the claims made of compassion for nursing and so I will briefly highlight one such connection that of the need for normative theory to give an account of the value that emotions such as compassion presume and that compassionate motivation is separate from moral motivation and may conflict with it. The fragility or instability of the emotion of compassion in practice has implications for both what can be expected and what should be expected of compassion; at least if what is wanted is a realist rather than idealist account of "should." © 2016 John Wiley & Sons Ltd.

Empirical data and moral theory. A plea for integrated empirical ethics.

Science.gov (United States)

Molewijk, Bert; Stiggelbout, Anne M; Otten, Wilma; Dupuis, Heleen M; Kievit, Job

2004-01-01

Ethicists differ considerably in their reasons for using empirical data. This paper presents a brief overview of four traditional approaches to the use of empirical data: "the prescriptive applied ethicists," "the theorists," "the critical applied ethicists," and "the particularists." The main aim of this paper is to introduce a fifth approach of more recent date (i.e. "integrated empirical ethics") and to offer some methodological directives for research in integrated empirical ethics. All five approaches are presented in a table for heuristic purposes. The table consists of eight columns: "view on distinction descriptive-prescriptive sciences," "location of moral authority," "central goal(s)," "types of normativity," "use of empirical data," "method," "interaction empirical data and moral theory," and "cooperation with descriptive sciences." Ethicists can use the table in order to identify their own approach. Reflection on these issues prior to starting research in empirical ethics should lead to harmonization of the different scientific disciplines and effective planning of the final research design. Integrated empirical ethics (IEE) refers to studies in which ethicists and descriptive scientists cooperate together continuously and intensively. Both disciplines try to integrate moral theory and empirical data in order to reach a normative conclusion with respect to a specific social practice. IEE is not wholly prescriptive or wholly descriptive since IEE assumes an interdepence between facts and values and between the empirical and the normative. The paper ends with three suggestions for consideration on some of the future challenges of integrated empirical ethics.

Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots

DEFF Research Database (Denmark)

Jansson, Michael; Nielsen, Morten Ørregaard

In an important generalization of zero frequency autore- gressive unit root tests, Hylleberg, Engle, Granger, and Yoo (1990) developed regression-based tests for unit roots at the seasonal frequencies in quarterly time series. We develop likelihood ratio tests for seasonal unit roots and show...... that these tests are "nearly efficient" in the sense of Elliott, Rothenberg, and Stock (1996), i.e. that their local asymptotic power functions are indistinguishable from the Gaussian power envelope. Currently available nearly efficient testing procedures for seasonal unit roots are regression-based and require...... the choice of a GLS detrending parameter, which our likelihood ratio tests do not....

EI: A Program for Ecological Inference

Directory of Open Access Journals (Sweden)

Gary King

2004-09-01

Full Text Available The program EI provides a method of inferring individual behavior from aggregate data. It implements the statistical procedures, diagnostics, and graphics from the book A Solution to the Ecological Inference Problem: Reconstructing Individual Behavior from Aggregate Data (King 1997. Ecological inference, as traditionally defined, is the process of using aggregate (i.e., "ecological" data to infer discrete individual-level relationships of interest when individual-level data are not available. Ecological inferences are required in political science research when individual-level surveys are unavailable (e.g., local or comparative electoral politics, unreliable (racial politics, insufficient (political geography, or infeasible (political history. They are also required in numerous areas of ma jor significance in public policy (e.g., for applying the Voting Rights Act and other academic disciplines ranging from epidemiology and marketing to sociology and quantitative history.

Maximum Likelihood Blind Channel Estimation for Space-Time Coding Systems

Directory of Open Access Journals (Sweden)

Hakan A. Çırpan

2002-05-01

Full Text Available Sophisticated signal processing techniques have to be developed for capacity enhancement of future wireless communication systems. In recent years, space-time coding is proposed to provide significant capacity gains over the traditional communication systems in fading wireless channels. Space-time codes are obtained by combining channel coding, modulation, transmit diversity, and optional receive diversity in order to provide diversity at the receiver and coding gain without sacrificing the bandwidth. In this paper, we consider the problem of blind estimation of space-time coded signals along with the channel parameters. Both conditional and unconditional maximum likelihood approaches are developed and iterative solutions are proposed. The conditional maximum likelihood algorithm is based on iterative least squares with projection whereas the unconditional maximum likelihood approach is developed by means of finite state Markov process modelling. The performance analysis issues of the proposed methods are studied. Finally, some simulation results are presented.

Perceptual Decision-Making as Probabilistic Inference by Neural Sampling.

Science.gov (United States)

Haefner, Ralf M; Berkes, Pietro; Fiser, József

2016-05-04

We address two main challenges facing systems neuroscience today: understanding the nature and function of cortical feedback between sensory areas and of correlated variability. Starting from the old idea of perception as probabilistic inference, we show how to use knowledge of the psychophysical task to make testable predictions for the influence of feedback signals on early sensory representations. Applying our framework to a two-alternative forced choice task paradigm, we can explain multiple empirical findings that have been hard to account for by the traditional feedforward model of sensory processing, including the task dependence of neural response correlations and the diverging time courses of choice probabilities and psychophysical kernels. Our model makes new predictions and characterizes a component of correlated variability that represents task-related information rather than performance-degrading noise. It demonstrates a normative way to integrate sensory and cognitive components into physiologically testable models of perceptual decision-making. Copyright © 2016 Elsevier Inc. All rights reserved.

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.

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

Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles

DEFF Research Database (Denmark)

Franchi, Massimo; Johansen, Søren

2017-01-01

It is well known that inference on the cointegrating relations in a vector autoregression (CVAR) is difficult in the presence of a near unit root. The test for a given cointegration vector can have rejection probabilities under the null, which vary from the nominal size to more than 90%. This paper...... formulates a CVAR model allowing for many near unit roots and analyses the asymptotic properties of the Gaussian maximum likelihood estimator. Then a critical value adjustment suggested by McCloskey for the test on the cointegrating relations is implemented, and it is found by simulation that it eliminates...... size distortions and has reasonable power for moderate values of the near unit root parameter. The findings are illustrated with an analysis of a number of different bivariate DGPs....

Improved inference on cointegrating vectors in the presence of a near unit root using adjusted quantiles

DEFF Research Database (Denmark)

Franchi, Massimo; Johansen, Søren

It is well known that inference on the cointegrating relations in a vector autoregression (CVAR) is difficult in the presence of a near unit root. The test for a given cointegration vector can have rejection probabilities under the null, which vary from the nominal size to more than 90%. This paper...... formulates a CVAR model allowing for many near unit roots and analyses the asymptotic properties of the Gaussian maximum likelihood estimator. Then a critical value adjustment suggested by McCloskey for the test on the cointegrating relations is implemented, and it is found by simulation that it eliminates...... size distortions and has reasonable power for moderate values of the near unit root parameter. The findings are illustrated with an analysis of a number of different bivariate DGPs....

Inference for multivariate regression model based on multiply imputed synthetic data generated via posterior predictive sampling

Science.gov (United States)

Moura, Ricardo; Sinha, Bimal; Coelho, Carlos A.

2017-06-01

The recent popularity of the use of synthetic data as a Statistical Disclosure Control technique has enabled the development of several methods of generating and analyzing such data, but almost always relying in asymptotic distributions and in consequence being not adequate for small sample datasets. Thus, a likelihood-based exact inference procedure is derived for the matrix of regression coefficients of the multivariate regression model, for multiply imputed synthetic data generated via Posterior Predictive Sampling. Since it is based in exact distributions this procedure may even be used in small sample datasets. Simulation studies compare the results obtained from the proposed exact inferential procedure with the results obtained from an adaptation of Reiters combination rule to multiply imputed synthetic datasets and an application to the 2000 Current Population Survey is discussed.

An Inference Language for Imaging

DEFF Research Database (Denmark)

Pedemonte, Stefano; Catana, Ciprian; Van Leemput, Koen

2014-01-01

We introduce iLang, a language and software framework for probabilistic inference. The iLang framework enables the definition of directed and undirected probabilistic graphical models and the automated synthesis of high performance inference algorithms for imaging applications. The iLang framewor...

Plasma pressure and anisotropy inferred from the Tsyganenkomagnetic field model

Directory of Open Access Journals (Sweden)

F. Cao

Full Text Available A numerical procedure has been developed to deduce the plasma pressure and anisotropy from the Tsyganenko magnetic field model. The Tsyganenko empirical field model, which is based on vast satellite field data, provides a realistic description of magnetic field configuration in the magnetosphere. When the force balance under the static condition is assumed, the electromagnetic J×B force from the Tsyganenko field model can be used to infer the plasma pressure and anisotropy distributions consistent with the field model. It is found that the J×B force obtained from the Tsyganenko field model is not curl-free. The curl-free part of the J×B force in an empirical field model can be balanced by the gradient of the isotropic pressure, while the nonzero curl of the J×B force can only be associated with the pressure anisotropy. The plasma pressure and anisotropy in the near-Earth plasma sheet are numerically calculated to obtain a static equilibrium consistent with the Tsyganenko field model both in the noon-midnight meridian and in the equatorial plane. The plasma pressure distribution deduced from the Tsyganenko 1989 field model is highly anisotropic and shows this feature early in the substorm growth phase. The pressure anisotropy parameter α_P, defined as α_P=1-P_VertP_⊥, is typically ~0.3 at x ≈ -4.5R_E and gradually decreases to a small negative value with an increasing tailward distance. The pressure anisotropy from the Tsyganenko 1989 model accounts for 50% of the cross-tail current at maximum and only in a highly localized region near xsim-10R_E. In comparison, the plasma pressure anisotropy inferred from the Tsyganenko 1987 model is much smaller. We also find that the boundary

Estimation Methods for Non-Homogeneous Regression - Minimum CRPS vs Maximum Likelihood

Science.gov (United States)

Gebetsberger, Manuel; Messner, Jakob W.; Mayr, Georg J.; Zeileis, Achim

2017-04-01

Non-homogeneous regression models are widely used to statistically post-process numerical weather prediction models. Such regression models correct for errors in mean and variance and are capable to forecast a full probability distribution. In order to estimate the corresponding regression coefficients, CRPS minimization is performed in many meteorological post-processing studies since the last decade. In contrast to maximum likelihood estimation, CRPS minimization is claimed to yield more calibrated forecasts. Theoretically, both scoring rules used as an optimization score should be able to locate a similar and unknown optimum. Discrepancies might result from a wrong distributional assumption of the observed quantity. To address this theoretical concept, this study compares maximum likelihood and minimum CRPS estimation for different distributional assumptions. First, a synthetic case study shows that, for an appropriate distributional assumption, both estimation methods yield to similar regression coefficients. The log-likelihood estimator is slightly more efficient. A real world case study for surface temperature forecasts at different sites in Europe confirms these results but shows that surface temperature does not always follow the classical assumption of a Gaussian distribution. KEYWORDS: ensemble post-processing, maximum likelihood estimation, CRPS minimization, probabilistic temperature forecasting, distributional regression models

Factors influencing the stay-exit intention of small livestock farmers: empirical evidence from southern Chile

Directory of Open Access Journals (Sweden)

Luis M. Carter-Leal

2018-04-01

Full Text Available This study analyses the factors driving the stay-exit intention of small livestock farmers located in southern Chile. Technical, economic, and social characteristics from 212 farmers were included in this study. Through an empirical probit model we identified the variables that should be considered when developing rural policies aimed at increasing the likelihood to stay in farming. The results showed that 12 out of the 30 parameters were significant (p<0.10, with an extremely good fit of the model (McFadden pseudo-R2 = 0.25, Count R2 = 75.9%. Particularly, ‘female farmer’, ‘positive expectation about future farming life’, ‘capacity of farm income to cover the expenses of the whole family’, ‘mixed production’, ‘participation in an association’, and ‘distance to the nearest city’ were positively associated with the stay intention. Moreover, our study also indicates that ‘existence of a defined retirement age’, ‘existence of a defined sale price for the farm’, ‘a mixed farm focused on livestock production’, ‘the possibility to make own decisions’, ‘age squared’, and the ‘number of people living at the farm’ were negatively associated with the stay intention. Our empirical findings suggest that farmer characteristics (gender, family size, the farming system (multi-activity production, efficiency, and social aspects of the rural society (associations, protection of agricultural products are also important aspects that should be considered by rural development policies aimed at improving the likelihood of staying, in addition to the technical characteristics of the farming which have been traditionally addressed in developing countries.

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

Science.gov (United States)

Zeng, X.

2015-12-01

A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.

Parallelization of maximum likelihood fits with OpenMP and CUDA

CERN Document Server

Jarp, S; Leduc, J; Nowak, A; Pantaleo, F

2011-01-01

Data analyses based on maximum likelihood fits are commonly used in the high energy physics community for fitting statistical models to data samples. This technique requires the numerical minimization of the negative log-likelihood function. MINUIT is the most common package used for this purpose in the high energy physics community. The main algorithm in this package, MIGRAD, searches the minimum by using the gradient information. The procedure requires several evaluations of the function, depending on the number of free parameters and their initial values. The whole procedure can be very CPU-time consuming in case of complex functions, with several free parameters, many independent variables and large data samples. Therefore, it becomes particularly important to speed-up the evaluation of the negative log-likelihood function. In this paper we present an algorithm and its implementation which benefits from data vectorization and parallelization (based on OpenMP) and which was also ported to Graphics Processi...

Feature Inference Learning and Eyetracking

Science.gov (United States)

Rehder, Bob; Colner, Robert M.; Hoffman, Aaron B.

2009-01-01

Besides traditional supervised classification learning, people can learn categories by inferring the missing features of category members. It has been proposed that feature inference learning promotes learning a category's internal structure (e.g., its typical features and interfeature correlations) whereas classification promotes the learning of…

Unbinned likelihood maximisation framework for neutrino clustering in Python

Energy Technology Data Exchange (ETDEWEB)

Coenders, Stefan [Technische Universitaet Muenchen, Boltzmannstr. 2, 85748 Garching (Germany)

2016-07-01

Albeit having detected an astrophysical neutrino flux with IceCube, sources of astrophysical neutrinos remain hidden up to now. A detection of a neutrino point source is a smoking gun for hadronic processes and acceleration of cosmic rays. The search for neutrino sources has many degrees of freedom, for example steady versus transient, point-like versus extended sources, et cetera. Here, we introduce a Python framework designed for unbinned likelihood maximisations as used in searches for neutrino point sources by IceCube. Implementing source scenarios in a modular way, likelihood searches on various kinds can be implemented in a user-friendly way, without sacrificing speed and memory management.

COSMIC MICROWAVE BACKGROUND LIKELIHOOD APPROXIMATION BY A GAUSSIANIZED BLACKWELL-RAO ESTIMATOR

International Nuclear Information System (INIS)

Rudjord, Oe.; Groeneboom, N. E.; Eriksen, H. K.; Huey, Greg; Gorski, K. M.; Jewell, J. B.

2009-01-01

We introduce a new cosmic microwave background (CMB) temperature likelihood approximation called the Gaussianized Blackwell-Rao estimator. This estimator is derived by transforming the observed marginal power spectrum distributions obtained by the CMB Gibbs sampler into standard univariate Gaussians, and then approximating their joint transformed distribution by a multivariate Gaussian. The method is exact for full-sky coverage and uniform noise and an excellent approximation for sky cuts and scanning patterns relevant for modern satellite experiments such as the Wilkinson Microwave Anisotropy Probe (WMAP) and Planck. The result is a stable, accurate, and computationally very efficient CMB temperature likelihood representation that allows the user to exploit the unique error propagation capabilities of the Gibbs sampler to high ls. A single evaluation of this estimator between l = 2 and 200 takes ∼0.2 CPU milliseconds, while for comparison, a singe pixel space likelihood evaluation between l = 2 and 30 for a map with ∼2500 pixels requires ∼20 s. We apply this tool to the five-year WMAP temperature data, and re-estimate the angular temperature power spectrum, C l , and likelihood, L(C l ), for l ≤ 200, and derive new cosmological parameters for the standard six-parameter ΛCDM model. Our spectrum is in excellent agreement with the official WMAP spectrum, but we find slight differences in the derived cosmological parameters. Most importantly, the spectral index of scalar perturbations is n s = 0.973 ± 0.014, 1.9σ away from unity and 0.6σ higher than the official WMAP result, n s = 0.965 ± 0.014. This suggests that an exact likelihood treatment is required to higher ls than previously believed, reinforcing and extending our conclusions from the three-year WMAP analysis. In that case, we found that the suboptimal likelihood approximation adopted between l = 12 and 30 by the WMAP team biased n s low by 0.4σ, while here we find that the same approximation

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

Spontaneous Facial Mimicry Is Enhanced by the Goal of Inferring Emotional States: Evidence for Moderation of "Automatic" Mimicry by Higher Cognitive Processes.

Science.gov (United States)

Murata, Aiko; Saito, Hisamichi; Schug, Joanna; Ogawa, Kenji; Kameda, Tatsuya

2016-01-01

A number of studies have shown that individuals often spontaneously mimic the facial expressions of others, a tendency known as facial mimicry. This tendency has generally been considered a reflex-like "automatic" response, but several recent studies have shown that the degree of mimicry may be moderated by contextual information. However, the cognitive and motivational factors underlying the contextual moderation of facial mimicry require further empirical investigation. In this study, we present evidence that the degree to which participants spontaneously mimic a target's facial expressions depends on whether participants are motivated to infer the target's emotional state. In the first study we show that facial mimicry, assessed by facial electromyography, occurs more frequently when participants are specifically instructed to infer a target's emotional state than when given no instruction. In the second study, we replicate this effect using the Facial Action Coding System to show that participants are more likely to mimic facial expressions of emotion when they are asked to infer the target's emotional state, rather than make inferences about a physical trait unrelated to emotion. These results provide convergent evidence that the explicit goal of understanding a target's emotional state affects the degree of facial mimicry shown by the perceiver, suggesting moderation of reflex-like motor activities by higher cognitive processes.

Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis

DEFF Research Database (Denmark)

Jansson, Michael; Nielsen, Morten Ørregaard

Seemingly absent from the arsenal of currently available "nearly efficient" testing procedures for the unit root hypothesis, i.e. tests whose local asymptotic power functions are indistinguishable from the Gaussian power envelope, is a test admitting a (quasi-)likelihood ratio interpretation. We...... show that the likelihood ratio unit root test derived in a Gaussian AR(1) model with standard normal innovations is nearly efficient in that model. Moreover, these desirable properties carry over to more complicated models allowing for serially correlated and/or non-Gaussian innovations....

Empirical psychology, common sense, and Kant's empirical markers for moral responsibility.

Science.gov (United States)

Frierson, Patrick

2008-12-01

This paper explains the empirical markers by which Kant thinks that one can identify moral responsibility. After explaining the problem of discerning such markers within a Kantian framework I briefly explain Kant's empirical psychology. I then argue that Kant's empirical markers for moral responsibility--linked to higher faculties of cognition--are not sufficient conditions for moral responsibility, primarily because they are empirical characteristics subject to natural laws. Next. I argue that these markers are not necessary conditions of moral responsibility. Given Kant's transcendental idealism, even an entity that lacks these markers could be free and morally responsible, although as a matter of fact Kant thinks that none are. Given that they are neither necessary nor sufficient conditions, I discuss the status of Kant's claim that higher faculties are empirical markers of moral responsibility. Drawing on connections between Kant's ethical theory and 'common rational cognition' (4:393), I suggest that Kant's theory of empirical markers can be traced to ordinary common sense beliefs about responsibility. This suggestion helps explain both why empirical markers are important and what the limits of empirical psychology are within Kant's account of moral responsibility.

Active Inference and Learning in the Cerebellum.

Science.gov (United States)

Friston, Karl; Herreros, Ivan

2016-09-01

This letter offers a computational account of Pavlovian conditioning in the cerebellum based on active inference and predictive coding. Using eyeblink conditioning as a canonical paradigm, we formulate a minimal generative model that can account for spontaneous blinking, startle responses, and (delay or trace) conditioning. We then establish the face validity of the model using simulated responses to unconditioned and conditioned stimuli to reproduce the sorts of behavior that are observed empirically. The scheme's anatomical validity is then addressed by associating variables in the predictive coding scheme with nuclei and neuronal populations to match the (extrinsic and intrinsic) connectivity of the cerebellar (eyeblink conditioning) system. Finally, we try to establish predictive validity by reproducing selective failures of delay conditioning, trace conditioning, and extinction using (simulated and reversible) focal lesions. Although rather metaphorical, the ensuing scheme can account for a remarkable range of anatomical and neurophysiological aspects of cerebellar circuitry-and the specificity of lesion-deficit mappings that have been established experimentally. From a computational perspective, this work shows how conditioning or learning can be formulated in terms of minimizing variational free energy (or maximizing Bayesian model evidence) using exactly the same principles that underlie predictive coding in perception.

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.

The likelihood ratio as a random variable for linked markers in kinship analysis.

Science.gov (United States)

Egeland, Thore; Slooten, Klaas

2016-11-01

The likelihood ratio is the fundamental quantity that summarizes the evidence in forensic cases. Therefore, it is important to understand the theoretical properties of this statistic. This paper is the last in a series of three, and the first to study linked markers. We show that for all non-inbred pairwise kinship comparisons, the expected likelihood ratio in favor of a type of relatedness depends on the allele frequencies only via the number of alleles, also for linked markers, and also if the true relationship is another one than is tested for by the likelihood ratio. Exact expressions for the expectation and variance are derived for all these cases. Furthermore, we show that the expected likelihood ratio is a non-increasing function if the recombination rate increases between 0 and 0.5 when the actual relationship is the one investigated by the LR. Besides being of theoretical interest, exact expressions such as obtained here can be used for software validation as they allow to verify the correctness up to arbitrary precision. The paper also presents results and advice of practical importance. For example, we argue that the logarithm of the likelihood ratio behaves in a fundamentally different way than the likelihood ratio itself in terms of expectation and variance, in agreement with its interpretation as weight of evidence. Equipped with the results presented and freely available software, one may check calculations and software and also do power calculations.

Distributional Inference

NARCIS (Netherlands)

Kroese, A.H.; van der Meulen, E.A.; Poortema, Klaas; Schaafsma, W.

1995-01-01

The making of statistical inferences in distributional form is conceptionally complicated because the epistemic 'probabilities' assigned are mixtures of fact and fiction. In this respect they are essentially different from 'physical' or 'frequency-theoretic' probabilities. The distributional form is

Continuous Integrated Invariant Inference, Phase I

Data.gov (United States)

National Aeronautics and Space Administration — The proposed project will develop a new technique for invariant inference and embed this and other current invariant inference and checking techniques in an...

Assessing compatibility of direct detection data: halo-independent global likelihood analyses

Energy Technology Data Exchange (ETDEWEB)

Gelmini, Graciela B. [Department of Physics and Astronomy, UCLA,475 Portola Plaza, Los Angeles, CA 90095 (United States); Huh, Ji-Haeng [CERN Theory Division,CH-1211, Geneva 23 (Switzerland); Witte, Samuel J. [Department of Physics and Astronomy, UCLA,475 Portola Plaza, Los Angeles, CA 90095 (United States)

2016-10-18

We present two different halo-independent methods to assess the compatibility of several direct dark matter detection data sets for a given dark matter model using a global likelihood consisting of at least one extended likelihood and an arbitrary number of Gaussian or Poisson likelihoods. In the first method we find the global best fit halo function (we prove that it is a unique piecewise constant function with a number of down steps smaller than or equal to a maximum number that we compute) and construct a two-sided pointwise confidence band at any desired confidence level, which can then be compared with those derived from the extended likelihood alone to assess the joint compatibility of the data. In the second method we define a “constrained parameter goodness-of-fit” test statistic, whose p-value we then use to define a “plausibility region” (e.g. where p≥10%). For any halo function not entirely contained within the plausibility region, the level of compatibility of the data is very low (e.g. p<10%). We illustrate these methods by applying them to CDMS-II-Si and SuperCDMS data, assuming dark matter particles with elastic spin-independent isospin-conserving interactions or exothermic spin-independent isospin-violating interactions.

Estimating uncertainty of inference for validation

Energy Technology Data Exchange (ETDEWEB)

Booker, Jane M [Los Alamos National Laboratory; Langenbrunner, James R [Los Alamos National Laboratory; Hemez, Francois M [Los Alamos National Laboratory; Ross, Timothy J [UNM

2010-09-30

We present a validation process based upon the concept that validation is an inference-making activity. This has always been true, but the association has not been as important before as it is now. Previously, theory had been confirmed by more data, and predictions were possible based on data. The process today is to infer from theory to code and from code to prediction, making the role of prediction somewhat automatic, and a machine function. Validation is defined as determining the degree to which a model and code is an accurate representation of experimental test data. Imbedded in validation is the intention to use the computer code to predict. To predict is to accept the conclusion that an observable final state will manifest; therefore, prediction is an inference whose goodness relies on the validity of the code. Quantifying the uncertainty of a prediction amounts to quantifying the uncertainty of validation, and this involves the characterization of uncertainties inherent in theory/models/codes and the corresponding data. An introduction to inference making and its associated uncertainty is provided as a foundation for the validation problem. A mathematical construction for estimating the uncertainty in the validation inference is then presented, including a possibility distribution constructed to represent the inference uncertainty for validation under uncertainty. The estimation of inference uncertainty for validation is illustrated using data and calculations from Inertial Confinement Fusion (ICF). The ICF measurements of neutron yield and ion temperature were obtained for direct-drive inertial fusion capsules at the Omega laser facility. The glass capsules, containing the fusion gas, were systematically selected with the intent of establishing a reproducible baseline of high-yield 10{sup 13}-10{sup 14} neutron output. The deuterium-tritium ratio in these experiments was varied to study its influence upon yield. This paper on validation inference is the

Imagination perspective affects ratings of the likelihood of occurrence of autobiographical memories.

Science.gov (United States)

Marsh, Benjamin U; Pezdek, Kathy; Lam, Shirley T

2014-07-01