Bayesian Graphical Models

DEFF Research Database (Denmark)

Jensen, Finn Verner; Nielsen, Thomas Dyhre

2016-01-01

Mathematically, a Bayesian graphical model is a compact representation of the joint probability distribution for a set of variables. The most frequently used type of Bayesian graphical models are Bayesian networks. The structural part of a Bayesian graphical model is a graph consisting of nodes...

Transferability of hydrological models and ensemble averaging methods between contrasting climatic periods

Science.gov (United States)

Broderick, Ciaran; Matthews, Tom; Wilby, Robert L.; Bastola, Satish; Murphy, Conor

2016-10-01

Understanding hydrological model predictive capabilities under contrasting climate conditions enables more robust decision making. Using Differential Split Sample Testing (DSST), we analyze the performance of six hydrological models for 37 Irish catchments under climate conditions unlike those used for model training. Additionally, we consider four ensemble averaging techniques when examining interperiod transferability. DSST is conducted using 2/3 year noncontinuous blocks of (i) the wettest/driest years on record based on precipitation totals and (ii) years with a more/less pronounced seasonal precipitation regime. Model transferability between contrasting regimes was found to vary depending on the testing scenario, catchment, and evaluation criteria considered. As expected, the ensemble average outperformed most individual ensemble members. However, averaging techniques differed considerably in the number of times they surpassed the best individual model member. Bayesian Model Averaging (BMA) and the Granger-Ramanathan Averaging (GRA) method were found to outperform the simple arithmetic mean (SAM) and Akaike Information Criteria Averaging (AICA). Here GRA performed better than the best individual model in 51%-86% of cases (according to the Nash-Sutcliffe criterion). When assessing model predictive skill under climate change conditions we recommend (i) setting up DSST to select the best available analogues of expected annual mean and seasonal climate conditions; (ii) applying multiple performance criteria; (iii) testing transferability using a diverse set of catchments; and (iv) using a multimodel ensemble in conjunction with an appropriate averaging technique. Given the computational efficiency and performance of GRA relative to BMA, the former is recommended as the preferred ensemble averaging technique for climate assessment.

Using Bayesian Model Averaging (BMA) to calibrate probabilistic surface temperature forecasts over Iran

Energy Technology Data Exchange (ETDEWEB)

Soltanzadeh, I. [Tehran Univ. (Iran, Islamic Republic of). Inst. of Geophysics; Azadi, M.; Vakili, G.A. [Atmospheric Science and Meteorological Research Center (ASMERC), Teheran (Iran, Islamic Republic of)

2011-07-01

Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast. (orig.)

Using Bayesian Model Averaging (BMA to calibrate probabilistic surface temperature forecasts over Iran

Directory of Open Access Journals (Sweden)

I. Soltanzadeh

2011-07-01

Full Text Available Using Bayesian Model Averaging (BMA, an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM, with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP Global Forecast System (GFS and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009 over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.

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

KAUST Repository

Ait-El-Fquih, Boujemaa

2016-08-12

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

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

KAUST Repository

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

2016-01-01

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

An ensemble model of QSAR tools for regulatory risk assessment.

Science.gov (United States)

Pradeep, Prachi; Povinelli, Richard J; White, Shannon; Merrill, Stephen J

2016-01-01

Quantitative structure activity relationships (QSARs) are theoretical models that relate a quantitative measure of chemical structure to a physical property or a biological effect. QSAR predictions can be used for chemical risk assessment for protection of human and environmental health, which makes them interesting to regulators, especially in the absence of experimental data. For compatibility with regulatory use, QSAR models should be transparent, reproducible and optimized to minimize the number of false negatives. In silico QSAR tools are gaining wide acceptance as a faster alternative to otherwise time-consuming clinical and animal testing methods. However, different QSAR tools often make conflicting predictions for a given chemical and may also vary in their predictive performance across different chemical datasets. In a regulatory context, conflicting predictions raise interpretation, validation and adequacy concerns. To address these concerns, ensemble learning techniques in the machine learning paradigm can be used to integrate predictions from multiple tools. By leveraging various underlying QSAR algorithms and training datasets, the resulting consensus prediction should yield better overall predictive ability. We present a novel ensemble QSAR model using Bayesian classification. The model allows for varying a cut-off parameter that allows for a selection in the desirable trade-off between model sensitivity and specificity. The predictive performance of the ensemble model is compared with four in silico tools (Toxtree, Lazar, OECD Toolbox, and Danish QSAR) to predict carcinogenicity for a dataset of air toxins (332 chemicals) and a subset of the gold carcinogenic potency database (480 chemicals). Leave-one-out cross validation results show that the ensemble model achieves the best trade-off between sensitivity and specificity (accuracy: 83.8 % and 80.4 %, and balanced accuracy: 80.6 % and 80.8 %) and highest inter-rater agreement [kappa ( κ ): 0

Bayesian signal processing classical, modern, and particle filtering methods

CERN Document Server

Candy, James V

2016-01-01

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

On the proper use of Ensembles for Predictive Uncertainty assessment

Science.gov (United States)

Todini, Ezio; Coccia, Gabriele; Ortiz, Enrique

2015-04-01

uncertainty of the ensemble mean and that of the ensemble spread. The results of this new approach are illustrated by using data and forecasts from an operational real time flood forecasting. Coccia, G. and Todini, E. 2011. Recent developments in predictive uncertainty assessment based on the Model Conditional Processor approach. Hydrology and Earth System Sciences, 15, 3253-3274. doi:10.5194/hess-15-3253-2011. Krzysztofowicz, R. 1999 Bayesian theory of probabilistic forecasting via deterministic hydrologic model, Water Resour. Res., 35, 2739-2750. Raftery, A. E., T. Gneiting, F. Balabdaoui, and M. Polakowski, 2005. Using Bayesian model averaging to calibrate forecast ensembles, Mon. Weather Rev., 133, 1155-1174. Reggiani, P., Renner, M., Weerts, A., and van Gelder, P., 2009. Uncertainty assessment via Bayesian revision of ensemble streamflow predictions in the operational river Rhine forecasting system, Water Resour. Res., 45, W02428, doi:10.1029/2007WR006758. Todini E. 2004. Role and treatment of uncertainty in real-time flood forecasting. Hydrological Processes 18(14), 2743_2746 Todini, E. 2008. A model conditional processor to assess predictive uncertainty in flood forecasting. Intl. J. River Basin Management, 6(2): 123-137.

An ensemble-based dynamic Bayesian averaging approach for discharge simulations using multiple global precipitation products and hydrological models

Science.gov (United States)

Qi, Wei; Liu, Junguo; Yang, Hong; Sweetapple, Chris

2018-03-01

Global precipitation products are very important datasets in flow simulations, especially in poorly gauged regions. Uncertainties resulting from precipitation products, hydrological models and their combinations vary with time and data magnitude, and undermine their application to flow simulations. However, previous studies have not quantified these uncertainties individually and explicitly. This study developed an ensemble-based dynamic Bayesian averaging approach (e-Bay) for deterministic discharge simulations using multiple global precipitation products and hydrological models. In this approach, the joint probability of precipitation products and hydrological models being correct is quantified based on uncertainties in maximum and mean estimation, posterior probability is quantified as functions of the magnitude and timing of discharges, and the law of total probability is implemented to calculate expected discharges. Six global fine-resolution precipitation products and two hydrological models of different complexities are included in an illustrative application. e-Bay can effectively quantify uncertainties and therefore generate better deterministic discharges than traditional approaches (weighted average methods with equal and varying weights and maximum likelihood approach). The mean Nash-Sutcliffe Efficiency values of e-Bay are up to 0.97 and 0.85 in training and validation periods respectively, which are at least 0.06 and 0.13 higher than traditional approaches. In addition, with increased training data, assessment criteria values of e-Bay show smaller fluctuations than traditional approaches and its performance becomes outstanding. The proposed e-Bay approach bridges the gap between global precipitation products and their pragmatic applications to discharge simulations, and is beneficial to water resources management in ungauged or poorly gauged regions across the world.

Bayesian modeling using WinBUGS

CERN Document Server

Ntzoufras, Ioannis

2009-01-01

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

Quantum ensembles of quantum classifiers.

Science.gov (United States)

Schuld, Maria; Petruccione, Francesco

2018-02-09

Quantum machine learning witnesses an increasing amount of quantum algorithms for data-driven decision making, a problem with potential applications ranging from automated image recognition to medical diagnosis. Many of those algorithms are implementations of quantum classifiers, or models for the classification of data inputs with a quantum computer. Following the success of collective decision making with ensembles in classical machine learning, this paper introduces the concept of quantum ensembles of quantum classifiers. Creating the ensemble corresponds to a state preparation routine, after which the quantum classifiers are evaluated in parallel and their combined decision is accessed by a single-qubit measurement. This framework naturally allows for exponentially large ensembles in which - similar to Bayesian learning - the individual classifiers do not have to be trained. As an example, we analyse an exponentially large quantum ensemble in which each classifier is weighed according to its performance in classifying the training data, leading to new results for quantum as well as classical machine learning.

Multicomponent ensemble models to forecast induced seismicity

Science.gov (United States)

Király-Proag, E.; Gischig, V.; Zechar, J. D.; Wiemer, S.

2018-01-01

In recent years, human-induced seismicity has become a more and more relevant topic due to its economic and social implications. Several models and approaches have been developed to explain underlying physical processes or forecast induced seismicity. They range from simple statistical models to coupled numerical models incorporating complex physics. We advocate the need for forecast testing as currently the best method for ascertaining if models are capable to reasonably accounting for key physical governing processes—or not. Moreover, operational forecast models are of great interest to help on-site decision-making in projects entailing induced earthquakes. We previously introduced a standardized framework following the guidelines of the Collaboratory for the Study of Earthquake Predictability, the Induced Seismicity Test Bench, to test, validate, and rank induced seismicity models. In this study, we describe how to construct multicomponent ensemble models based on Bayesian weightings that deliver more accurate forecasts than individual models in the case of Basel 2006 and Soultz-sous-Forêts 2004 enhanced geothermal stimulation projects. For this, we examine five calibrated variants of two significantly different model groups: (1) Shapiro and Smoothed Seismicity based on the seismogenic index, simple modified Omori-law-type seismicity decay, and temporally weighted smoothed seismicity; (2) Hydraulics and Seismicity based on numerically modelled pore pressure evolution that triggers seismicity using the Mohr-Coulomb failure criterion. We also demonstrate how the individual and ensemble models would perform as part of an operational Adaptive Traffic Light System. Investigating seismicity forecasts based on a range of potential injection scenarios, we use forecast periods of different durations to compute the occurrence probabilities of seismic events M ≥ 3. We show that in the case of the Basel 2006 geothermal stimulation the models forecast hazardous levels

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

DEFF Research Database (Denmark)

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

2012-01-01

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

Effect of land model ensemble versus coupled model ensemble on the simulation of precipitation climatology and variability

Science.gov (United States)

Wei, Jiangfeng; Dirmeyer, Paul A.; Yang, Zong-Liang; Chen, Haishan

2017-10-01

Through a series of model simulations with an atmospheric general circulation model coupled to three different land surface models, this study investigates the impacts of land model ensembles and coupled model ensemble on precipitation simulation. It is found that coupling an ensemble of land models to an atmospheric model has a very minor impact on the improvement of precipitation climatology and variability, but a simple ensemble average of the precipitation from three individually coupled land-atmosphere models produces better results, especially for precipitation variability. The generally weak impact of land processes on precipitation should be the main reason that the land model ensembles do not improve precipitation simulation. However, if there are big biases in the land surface model or land surface data set, correcting them could improve the simulated climate, especially for well-constrained regional climate simulations.

Extensions and applications of ensemble-of-trees methods in machine learning

Science.gov (United States)

Bleich, Justin

Ensemble-of-trees algorithms have emerged to the forefront of machine learning due to their ability to generate high forecasting accuracy for a wide array of regression and classification problems. Classic ensemble methodologies such as random forests (RF) and stochastic gradient boosting (SGB) rely on algorithmic procedures to generate fits to data. In contrast, more recent ensemble techniques such as Bayesian Additive Regression Trees (BART) and Dynamic Trees (DT) focus on an underlying Bayesian probability model to generate the fits. These new probability model-based approaches show much promise versus their algorithmic counterparts, but also offer substantial room for improvement. The first part of this thesis focuses on methodological advances for ensemble-of-trees techniques with an emphasis on the more recent Bayesian approaches. In particular, we focus on extensions of BART in four distinct ways. First, we develop a more robust implementation of BART for both research and application. We then develop a principled approach to variable selection for BART as well as the ability to naturally incorporate prior information on important covariates into the algorithm. Next, we propose a method for handling missing data that relies on the recursive structure of decision trees and does not require imputation. Last, we relax the assumption of homoskedasticity in the BART model to allow for parametric modeling of heteroskedasticity. The second part of this thesis returns to the classic algorithmic approaches in the context of classification problems with asymmetric costs of forecasting errors. First we consider the performance of RF and SGB more broadly and demonstrate its superiority to logistic regression for applications in criminology with asymmetric costs. Next, we use RF to forecast unplanned hospital readmissions upon patient discharge with asymmetric costs taken into account. Finally, we explore the construction of stable decision trees for forecasts of

Wind power application research on the fusion of the determination and ensemble prediction

Science.gov (United States)

Lan, Shi; Lina, Xu; Yuzhu, Hao

2017-07-01

The fused product of wind speed for the wind farm is designed through the use of wind speed products of ensemble prediction from the European Centre for Medium-Range Weather Forecasts (ECMWF) and professional numerical model products on wind power based on Mesoscale Model5 (MM5) and Beijing Rapid Update Cycle (BJ-RUC), which are suitable for short-term wind power forecasting and electric dispatch. The single-valued forecast is formed by calculating the different ensemble statistics of the Bayesian probabilistic forecasting representing the uncertainty of ECMWF ensemble prediction. Using autoregressive integrated moving average (ARIMA) model to improve the time resolution of the single-valued forecast, and based on the Bayesian model averaging (BMA) and the deterministic numerical model prediction, the optimal wind speed forecasting curve and the confidence interval are provided. The result shows that the fusion forecast has made obvious improvement to the accuracy relative to the existing numerical forecasting products. Compared with the 0-24 h existing deterministic forecast in the validation period, the mean absolute error (MAE) is decreased by 24.3 % and the correlation coefficient (R) is increased by 12.5 %. In comparison with the ECMWF ensemble forecast, the MAE is reduced by 11.7 %, and R is increased 14.5 %. Additionally, MAE did not increase with the prolongation of the forecast ahead.

Advanced Atmospheric Ensemble Modeling Techniques

Energy Technology Data Exchange (ETDEWEB)

Buckley, R. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Chiswell, S. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Kurzeja, R. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Maze, G. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Viner, B. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL); Werth, D. [Savannah River Site (SRS), Aiken, SC (United States). Savannah River National Lab. (SRNL)

2017-09-29

Ensemble modeling (EM), the creation of multiple atmospheric simulations for a given time period, has become an essential tool for characterizing uncertainties in model predictions. We explore two novel ensemble modeling techniques: (1) perturbation of model parameters (Adaptive Programming, AP), and (2) data assimilation (Ensemble Kalman Filter, EnKF). The current research is an extension to work from last year and examines transport on a small spatial scale (<100 km) in complex terrain, for more rigorous testing of the ensemble technique. Two different release cases were studied, a coastal release (SF6) and an inland release (Freon) which consisted of two release times. Observations of tracer concentration and meteorology are used to judge the ensemble results. In addition, adaptive grid techniques have been developed to reduce required computing resources for transport calculations. Using a 20- member ensemble, the standard approach generated downwind transport that was quantitatively good for both releases; however, the EnKF method produced additional improvement for the coastal release where the spatial and temporal differences due to interior valley heating lead to the inland movement of the plume. The AP technique showed improvements for both release cases, with more improvement shown in the inland release. This research demonstrated that transport accuracy can be improved when models are adapted to a particular location/time or when important local data is assimilated into the simulation and enhances SRNL’s capability in atmospheric transport modeling in support of its current customer base and local site missions, as well as our ability to attract new customers within the intelligence community.

Reproducing multi-model ensemble average with Ensemble-averaged Reconstructed Forcings (ERF) in regional climate modeling

Science.gov (United States)

Erfanian, A.; Fomenko, L.; Wang, G.

2016-12-01

Multi-model ensemble (MME) average is considered the most reliable for simulating both present-day and future climates. It has been a primary reference for making conclusions in major coordinated studies i.e. IPCC Assessment Reports and CORDEX. The biases of individual models cancel out each other in MME average, enabling the ensemble mean to outperform individual members in simulating the mean climate. This enhancement however comes with tremendous computational cost, which is especially inhibiting for regional climate modeling as model uncertainties can originate from both RCMs and the driving GCMs. Here we propose the Ensemble-based Reconstructed Forcings (ERF) approach to regional climate modeling that achieves a similar level of bias reduction at a fraction of cost compared with the conventional MME approach. The new method constructs a single set of initial and boundary conditions (IBCs) by averaging the IBCs of multiple GCMs, and drives the RCM with this ensemble average of IBCs to conduct a single run. Using a regional climate model (RegCM4.3.4-CLM4.5), we tested the method over West Africa for multiple combination of (up to six) GCMs. Our results indicate that the performance of the ERF method is comparable to that of the MME average in simulating the mean climate. The bias reduction seen in ERF simulations is achieved by using more realistic IBCs in solving the system of equations underlying the RCM physics and dynamics. This endows the new method with a theoretical advantage in addition to reducing computational cost. The ERF output is an unaltered solution of the RCM as opposed to a climate state that might not be physically plausible due to the averaging of multiple solutions with the conventional MME approach. The ERF approach should be considered for use in major international efforts such as CORDEX. Key words: Multi-model ensemble, ensemble analysis, ERF, regional climate modeling

Bayesian flood forecasting methods: A review

Science.gov (United States)

Han, Shasha; Coulibaly, Paulin

2017-08-01

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

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

Science.gov (United States)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

Modeling Dynamic Systems with Efficient Ensembles of Process-Based Models.

Directory of Open Access Journals (Sweden)

Nikola Simidjievski

Full Text Available Ensembles are a well established machine learning paradigm, leading to accurate and robust models, predominantly applied to predictive modeling tasks. Ensemble models comprise a finite set of diverse predictive models whose combined output is expected to yield an improved predictive performance as compared to an individual model. In this paper, we propose a new method for learning ensembles of process-based models of dynamic systems. The process-based modeling paradigm employs domain-specific knowledge to automatically learn models of dynamic systems from time-series observational data. Previous work has shown that ensembles based on sampling observational data (i.e., bagging and boosting, significantly improve predictive performance of process-based models. However, this improvement comes at the cost of a substantial increase of the computational time needed for learning. To address this problem, the paper proposes a method that aims at efficiently learning ensembles of process-based models, while maintaining their accurate long-term predictive performance. This is achieved by constructing ensembles with sampling domain-specific knowledge instead of sampling data. We apply the proposed method to and evaluate its performance on a set of problems of automated predictive modeling in three lake ecosystems using a library of process-based knowledge for modeling population dynamics. The experimental results identify the optimal design decisions regarding the learning algorithm. The results also show that the proposed ensembles yield significantly more accurate predictions of population dynamics as compared to individual process-based models. Finally, while their predictive performance is comparable to the one of ensembles obtained with the state-of-the-art methods of bagging and boosting, they are substantially more efficient.

Probabilistic forecasting and Bayesian data assimilation

CERN Document Server

Reich, Sebastian

2015-01-01

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

Bayesian data assimilation for stochastic multiscale models of transport in porous media.

Energy Technology Data Exchange (ETDEWEB)

Marzouk, Youssef M. (Massachusetts Institute of Technology, Cambridge, MA); van Bloemen Waanders, Bart Gustaaf (Sandia National Laboratories, Albuquerque NM); Parno, Matthew (Massachusetts Institute of Technology, Cambridge, MA); Ray, Jaideep; Lefantzi, Sophia; Salazar, Luke (Sandia National Laboratories, Albuquerque NM); McKenna, Sean Andrew (Sandia National Laboratories, Albuquerque NM); Klise, Katherine A. (Sandia National Laboratories, Albuquerque NM)

2011-10-01

We investigate Bayesian techniques that can be used to reconstruct field variables from partial observations. In particular, we target fields that exhibit spatial structures with a large spectrum of lengthscales. Contemporary methods typically describe the field on a grid and estimate structures which can be resolved by it. In contrast, we address the reconstruction of grid-resolved structures as well as estimation of statistical summaries of subgrid structures, which are smaller than the grid resolution. We perform this in two different ways (a) via a physical (phenomenological), parameterized subgrid model that summarizes the impact of the unresolved scales at the coarse level and (b) via multiscale finite elements, where specially designed prolongation and restriction operators establish the interscale link between the same problem defined on a coarse and fine mesh. The estimation problem is posed as a Bayesian inverse problem. Dimensionality reduction is performed by projecting the field to be inferred on a suitable orthogonal basis set, viz. the Karhunen-Loeve expansion of a multiGaussian. We first demonstrate our techniques on the reconstruction of a binary medium consisting of a matrix with embedded inclusions, which are too small to be grid-resolved. The reconstruction is performed using an adaptive Markov chain Monte Carlo method. We find that the posterior distributions of the inferred parameters are approximately Gaussian. We exploit this finding to reconstruct a permeability field with long, but narrow embedded fractures (which are too fine to be grid-resolved) using scalable ensemble Kalman filters; this also allows us to address larger grids. Ensemble Kalman filtering is then used to estimate the values of hydraulic conductivity and specific yield in a model of the High Plains Aquifer in Kansas. Strong conditioning of the spatial structure of the parameters and the non-linear aspects of the water table aquifer create difficulty for the ensemble Kalman

WE-E-BRE-05: Ensemble of Graphical Models for Predicting Radiation Pneumontis Risk

Energy Technology Data Exchange (ETDEWEB)

Lee, S; Ybarra, N; Jeyaseelan, K; El Naqa, I [McGill University, Montreal, Quebec (Canada); Faria, S; Kopek, N [Montreal General Hospital, Montreal, Quebec (Canada)

2014-06-15

Purpose: We propose a prior knowledge-based approach to construct an interaction graph of biological and dosimetric radiation pneumontis (RP) covariates for the purpose of developing a RP risk classifier. Methods: We recruited 59 NSCLC patients who received curative radiotherapy with minimum 6 month follow-up. 16 RP events was observed (CTCAE grade ≥2). Blood serum was collected from every patient before (pre-RT) and during RT (mid-RT). From each sample the concentration of the following five candidate biomarkers were taken as covariates: alpha-2-macroglobulin (α2M), angiotensin converting enzyme (ACE), transforming growth factor β (TGF-β), interleukin-6 (IL-6), and osteopontin (OPN). Dose-volumetric parameters were also included as covariates. The number of biological and dosimetric covariates was reduced by a variable selection scheme implemented by L1-regularized logistic regression (LASSO). Posterior probability distribution of interaction graphs between the selected variables was estimated from the data under the literature-based prior knowledge to weight more heavily the graphs that contain the expected associations. A graph ensemble was formed by averaging the most probable graphs weighted by their posterior, creating a Bayesian Network (BN)-based RP risk classifier. Results: The LASSO selected the following 7 RP covariates: (1) pre-RT concentration level of α2M, (2) α2M level mid- RT/pre-RT, (3) pre-RT IL6 level, (4) IL6 level mid-RT/pre-RT, (5) ACE mid-RT/pre-RT, (6) PTV volume, and (7) mean lung dose (MLD). The ensemble BN model achieved the maximum sensitivity/specificity of 81%/84% and outperformed univariate dosimetric predictors as shown by larger AUC values (0.78∼0.81) compared with MLD (0.61), V20 (0.65) and V30 (0.70). The ensembles obtained by incorporating the prior knowledge improved classification performance for the ensemble size 5∼50. Conclusion: We demonstrated a probabilistic ensemble method to detect robust associations between

Bayesian models: A statistical primer for ecologists

Science.gov (United States)

Hobbs, N. Thompson; Hooten, Mevin B.

2015-01-01

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

Technical Note: Probabilistically constraining proxy age–depth models within a Bayesian hierarchical reconstruction model

Directory of Open Access Journals (Sweden)

J. P. Werner

2015-03-01

Full Text Available Reconstructions of the late-Holocene climate rely heavily upon proxies that are assumed to be accurately dated by layer counting, such as measurements of tree rings, ice cores, and varved lake sediments. Considerable advances could be achieved if time-uncertain proxies were able to be included within these multiproxy reconstructions, and if time uncertainties were recognized and correctly modeled for proxies commonly treated as free of age model errors. Current approaches for accounting for time uncertainty are generally limited to repeating the reconstruction using each one of an ensemble of age models, thereby inflating the final estimated uncertainty – in effect, each possible age model is given equal weighting. Uncertainties can be reduced by exploiting the inferred space–time covariance structure of the climate to re-weight the possible age models. Here, we demonstrate how Bayesian hierarchical climate reconstruction models can be augmented to account for time-uncertain proxies. Critically, although a priori all age models are given equal probability of being correct, the probabilities associated with the age models are formally updated within the Bayesian framework, thereby reducing uncertainties. Numerical experiments show that updating the age model probabilities decreases uncertainty in the resulting reconstructions, as compared with the current de facto standard of sampling over all age models, provided there is sufficient information from other data sources in the spatial region of the time-uncertain proxy. This approach can readily be generalized to non-layer-counted proxies, such as those derived from marine sediments.

Bayesian quantitative precipitation forecasts in terms of quantiles

Science.gov (United States)

Bentzien, Sabrina; Friederichs, Petra

2014-05-01

Ensemble prediction systems (EPS) for numerical weather predictions on the mesoscale are particularly developed to obtain probabilistic guidance for high impact weather. An EPS not only issues a deterministic future state of the atmosphere but a sample of possible future states. Ensemble postprocessing then translates such a sample of forecasts into probabilistic measures. This study focus on probabilistic quantitative precipitation forecasts in terms of quantiles. Quantiles are particular suitable to describe precipitation at various locations, since no assumption is required on the distribution of precipitation. The focus is on the prediction during high-impact events and related to the Volkswagen Stiftung funded project WEX-MOP (Mesoscale Weather Extremes - Theory, Spatial Modeling and Prediction). Quantile forecasts are derived from the raw ensemble and via quantile regression. Neighborhood method and time-lagging are effective tools to inexpensively increase the ensemble spread, which results in more reliable forecasts especially for extreme precipitation events. Since an EPS provides a large amount of potentially informative predictors, a variable selection is required in order to obtain a stable statistical model. A Bayesian formulation of quantile regression allows for inference about the selection of predictive covariates by the use of appropriate prior distributions. Moreover, the implementation of an additional process layer for the regression parameters accounts for spatial variations of the parameters. Bayesian quantile regression and its spatially adaptive extension is illustrated for the German-focused mesoscale weather prediction ensemble COSMO-DE-EPS, which runs (pre)operationally since December 2010 at the German Meteorological Service (DWD). Objective out-of-sample verification uses the quantile score (QS), a weighted absolute error between quantile forecasts and observations. The QS is a proper scoring function and can be decomposed into

Ensemble Kalman filtering with one-step-ahead smoothing

KAUST Repository

Raboudi, Naila F.

2018-01-11

The ensemble Kalman filter (EnKF) is widely used for sequential data assimilation. It operates as a succession of forecast and analysis steps. In realistic large-scale applications, EnKFs are implemented with small ensembles and poorly known model error statistics. This limits their representativeness of the background error covariances and, thus, their performance. This work explores the efficiency of the one-step-ahead (OSA) smoothing formulation of the Bayesian filtering problem to enhance the data assimilation performance of EnKFs. Filtering with OSA smoothing introduces an updated step with future observations, conditioning the ensemble sampling with more information. This should provide an improved background ensemble in the analysis step, which may help to mitigate the suboptimal character of EnKF-based methods. Here, the authors demonstrate the efficiency of a stochastic EnKF with OSA smoothing for state estimation. They then introduce a deterministic-like EnKF-OSA based on the singular evolutive interpolated ensemble Kalman (SEIK) filter. The authors show that the proposed SEIK-OSA outperforms both SEIK, as it efficiently exploits the data twice, and the stochastic EnKF-OSA, as it avoids observational error undersampling. They present extensive assimilation results from numerical experiments conducted with the Lorenz-96 model to demonstrate SEIK-OSA’s capabilities.

Reliability of multi-model and structurally different single-model ensembles

Energy Technology Data Exchange (ETDEWEB)

Yokohata, Tokuta [National Institute for Environmental Studies, Center for Global Environmental Research, Tsukuba, Ibaraki (Japan); Annan, James D.; Hargreaves, Julia C. [Japan Agency for Marine-Earth Science and Technology, Research Institute for Global Change, Yokohama, Kanagawa (Japan); Collins, Matthew [University of Exeter, College of Engineering, Mathematics and Physical Sciences, Exeter (United Kingdom); Jackson, Charles S.; Tobis, Michael [The University of Texas at Austin, Institute of Geophysics, 10100 Burnet Rd., ROC-196, Mail Code R2200, Austin, TX (United States); Webb, Mark J. [Met Office Hadley Centre, Exeter (United Kingdom)

2012-08-15

The performance of several state-of-the-art climate model ensembles, including two multi-model ensembles (MMEs) and four structurally different (perturbed parameter) single model ensembles (SMEs), are investigated for the first time using the rank histogram approach. In this method, the reliability of a model ensemble is evaluated from the point of view of whether the observations can be regarded as being sampled from the ensemble. Our analysis reveals that, in the MMEs, the climate variables we investigated are broadly reliable on the global scale, with a tendency towards overdispersion. On the other hand, in the SMEs, the reliability differs depending on the ensemble and variable field considered. In general, the mean state and historical trend of surface air temperature, and mean state of precipitation are reliable in the SMEs. However, variables such as sea level pressure or top-of-atmosphere clear-sky shortwave radiation do not cover a sufficiently wide range in some. It is not possible to assess whether this is a fundamental feature of SMEs generated with particular model, or a consequence of the algorithm used to select and perturb the values of the parameters. As under-dispersion is a potentially more serious issue when using ensembles to make projections, we recommend the application of rank histograms to assess reliability when designing and running perturbed physics SMEs. (orig.)

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

NARCIS (Netherlands)

Borsboom, D.; Haig, B.D.

2013-01-01

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

Three-model ensemble wind prediction in southern Italy

Science.gov (United States)

Torcasio, Rosa Claudia; Federico, Stefano; Calidonna, Claudia Roberta; Avolio, Elenio; Drofa, Oxana; Landi, Tony Christian; Malguzzi, Piero; Buzzi, Andrea; Bonasoni, Paolo

2016-03-01

Quality of wind prediction is of great importance since a good wind forecast allows the prediction of available wind power, improving the penetration of renewable energies into the energy market. Here, a 1-year (1 December 2012 to 30 November 2013) three-model ensemble (TME) experiment for wind prediction is considered. The models employed, run operationally at National Research Council - Institute of Atmospheric Sciences and Climate (CNR-ISAC), are RAMS (Regional Atmospheric Modelling System), BOLAM (BOlogna Limited Area Model), and MOLOCH (MOdello LOCale in H coordinates). The area considered for the study is southern Italy and the measurements used for the forecast verification are those of the GTS (Global Telecommunication System). Comparison with observations is made every 3 h up to 48 h of forecast lead time. Results show that the three-model ensemble outperforms the forecast of each individual model. The RMSE improvement compared to the best model is between 22 and 30 %, depending on the season. It is also shown that the three-model ensemble outperforms the IFS (Integrated Forecasting System) of the ECMWF (European Centre for Medium-Range Weather Forecast) for the surface wind forecasts. Notably, the three-model ensemble forecast performs better than each unbiased model, showing the added value of the ensemble technique. Finally, the sensitivity of the three-model ensemble RMSE to the length of the training period is analysed.

Bayesian analysis of CCDM models

Science.gov (United States)

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

2017-09-01

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

Bayesian analysis of CCDM models

Energy Technology Data Exchange (ETDEWEB)

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

2017-09-01

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

Gridded Calibration of Ensemble Wind Vector Forecasts Using Ensemble Model Output Statistics

Science.gov (United States)

Lazarus, S. M.; Holman, B. P.; Splitt, M. E.

2017-12-01

A computationally efficient method is developed that performs gridded post processing of ensemble wind vector forecasts. An expansive set of idealized WRF model simulations are generated to provide physically consistent high resolution winds over a coastal domain characterized by an intricate land / water mask. Ensemble model output statistics (EMOS) is used to calibrate the ensemble wind vector forecasts at observation locations. The local EMOS predictive parameters (mean and variance) are then spread throughout the grid utilizing flow-dependent statistical relationships extracted from the downscaled WRF winds. Using data withdrawal and 28 east central Florida stations, the method is applied to one year of 24 h wind forecasts from the Global Ensemble Forecast System (GEFS). Compared to the raw GEFS, the approach improves both the deterministic and probabilistic forecast skill. Analysis of multivariate rank histograms indicate the post processed forecasts are calibrated. Two downscaling case studies are presented, a quiescent easterly flow event and a frontal passage. Strengths and weaknesses of the approach are presented and discussed.

Efficient Kernel-Based Ensemble Gaussian Mixture Filtering

KAUST Repository

Liu, Bo

2015-11-11

We consider the Bayesian filtering problem for data assimilation following the kernel-based ensemble Gaussian-mixture filtering (EnGMF) approach introduced by Anderson and Anderson (1999). In this approach, the posterior distribution of the system state is propagated with the model using the ensemble Monte Carlo method, providing a forecast ensemble that is then used to construct a prior Gaussian-mixture (GM) based on the kernel density estimator. This results in two update steps: a Kalman filter (KF)-like update of the ensemble members and a particle filter (PF)-like update of the weights, followed by a resampling step to start a new forecast cycle. After formulating EnGMF for any observational operator, we analyze the influence of the bandwidth parameter of the kernel function on the covariance of the posterior distribution. We then focus on two aspects: i) the efficient implementation of EnGMF with (relatively) small ensembles, where we propose a new deterministic resampling strategy preserving the first two moments of the posterior GM to limit the sampling error; and ii) the analysis of the effect of the bandwidth parameter on contributions of KF and PF updates and on the weights variance. Numerical results using the Lorenz-96 model are presented to assess the behavior of EnGMF with deterministic resampling, study its sensitivity to different parameters and settings, and evaluate its performance against ensemble KFs. The proposed EnGMF approach with deterministic resampling suggests improved estimates in all tested scenarios, and is shown to require less localization and to be less sensitive to the choice of filtering parameters.

Ensemble inequivalence: Landau theory and the ABC model

International Nuclear Information System (INIS)

Cohen, O; Mukamel, D

2012-01-01

It is well known that systems with long-range interactions may exhibit different phase diagrams when studied within two different ensembles. In many of the previously studied examples of ensemble inequivalence, the phase diagrams differ only when the transition in one of the ensembles is first order. By contrast, in a recent study of a generalized ABC model, the canonical and grand-canonical ensembles of the model were shown to differ even when they both exhibit a continuous transition. Here we show that the order of the transition where ensemble inequivalence may occur is related to the symmetry properties of the order parameter associated with the transition. This is done by analyzing the Landau expansion of a generic model with long-range interactions. The conclusions drawn from the generic analysis are demonstrated for the ABC model by explicit calculation of its Landau expansion. (paper)

Lessons from Climate Modeling on the Design and Use of Ensembles for Crop Modeling

Science.gov (United States)

Wallach, Daniel; Mearns, Linda O.; Ruane, Alexander C.; Roetter, Reimund P.; Asseng, Senthold

2016-01-01

Working with ensembles of crop models is a recent but important development in crop modeling which promises to lead to better uncertainty estimates for model projections and predictions, better predictions using the ensemble mean or median, and closer collaboration within the modeling community. There are numerous open questions about the best way to create and analyze such ensembles. Much can be learned from the field of climate modeling, given its much longer experience with ensembles. We draw on that experience to identify questions and make propositions that should help make ensemble modeling with crop models more rigorous and informative. The propositions include defining criteria for acceptance of models in a crop MME, exploring criteria for evaluating the degree of relatedness of models in a MME, studying the effect of number of models in the ensemble, development of a statistical model of model sampling, creation of a repository for MME results, studies of possible differential weighting of models in an ensemble, creation of single model ensembles based on sampling from the uncertainty distribution of parameter values or inputs specifically oriented toward uncertainty estimation, the creation of super ensembles that sample more than one source of uncertainty, the analysis of super ensemble results to obtain information on total uncertainty and the separate contributions of different sources of uncertainty and finally further investigation of the use of the multi-model mean or median as a predictor.

Design ensemble machine learning model for breast cancer diagnosis.

Science.gov (United States)

Hsieh, Sheau-Ling; Hsieh, Sung-Huai; Cheng, Po-Hsun; Chen, Chi-Huang; Hsu, Kai-Ping; Lee, I-Shun; Wang, Zhenyu; Lai, Feipei

2012-10-01

In this paper, we classify the breast cancer of medical diagnostic data. Information gain has been adapted for feature selections. Neural fuzzy (NF), k-nearest neighbor (KNN), quadratic classifier (QC), each single model scheme as well as their associated, ensemble ones have been developed for classifications. In addition, a combined ensemble model with these three schemes has been constructed for further validations. The experimental results indicate that the ensemble learning performs better than individual single ones. Moreover, the combined ensemble model illustrates the highest accuracy of classifications for the breast cancer among all models.

Modeling task-specific neuronal ensembles improves decoding of grasp

Science.gov (United States)

Smith, Ryan J.; Soares, Alcimar B.; Rouse, Adam G.; Schieber, Marc H.; Thakor, Nitish V.

2018-06-01

Objective. Dexterous movement involves the activation and coordination of networks of neuronal populations across multiple cortical regions. Attempts to model firing of individual neurons commonly treat the firing rate as directly modulating with motor behavior. However, motor behavior may additionally be associated with modulations in the activity and functional connectivity of neurons in a broader ensemble. Accounting for variations in neural ensemble connectivity may provide additional information about the behavior being performed. Approach. In this study, we examined neural ensemble activity in primary motor cortex (M1) and premotor cortex (PM) of two male rhesus monkeys during performance of a center-out reach, grasp and manipulate task. We constructed point process encoding models of neuronal firing that incorporated task-specific variations in the baseline firing rate as well as variations in functional connectivity with the neural ensemble. Models were evaluated both in terms of their encoding capabilities and their ability to properly classify the grasp being performed. Main results. Task-specific ensemble models correctly predicted the performed grasp with over 95% accuracy and were shown to outperform models of neuronal activity that assume only a variable baseline firing rate. Task-specific ensemble models exhibited superior decoding performance in 82% of units in both monkeys (p  <  0.01). Inclusion of ensemble activity also broadly improved the ability of models to describe observed spiking. Encoding performance of task-specific ensemble models, measured by spike timing predictability, improved upon baseline models in 62% of units. Significance. These results suggest that additional discriminative information about motor behavior found in the variations in functional connectivity of neuronal ensembles located in motor-related cortical regions is relevant to decode complex tasks such as grasping objects, and may serve the basis for more

Bayesian Parameter Estimation via Filtering and Functional Approximations

KAUST Repository

Matthies, Hermann G.

2016-11-25

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

Bayesian Parameter Estimation via Filtering and Functional Approximations

KAUST Repository

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

2016-01-01

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

Hierarchical Bayesian Modeling of Fluid-Induced Seismicity

Science.gov (United States)

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

2017-11-01

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

Unsupervised Learning in an Ensemble of Spiking Neural Networks Mediated by ITDP.

Directory of Open Access Journals (Sweden)

Yoonsik Shim

2016-10-01

Full Text Available We propose a biologically plausible architecture for unsupervised ensemble learning in a population of spiking neural network classifiers. A mixture of experts type organisation is shown to be effective, with the individual classifier outputs combined via a gating network whose operation is driven by input timing dependent plasticity (ITDP. The ITDP gating mechanism is based on recent experimental findings. An abstract, analytically tractable model of the ITDP driven ensemble architecture is derived from a logical model based on the probabilities of neural firing events. A detailed analysis of this model provides insights that allow it to be extended into a full, biologically plausible, computational implementation of the architecture which is demonstrated on a visual classification task. The extended model makes use of a style of spiking network, first introduced as a model of cortical microcircuits, that is capable of Bayesian inference, effectively performing expectation maximization. The unsupervised ensemble learning mechanism, based around such spiking expectation maximization (SEM networks whose combined outputs are mediated by ITDP, is shown to perform the visual classification task well and to generalize to unseen data. The combined ensemble performance is significantly better than that of the individual classifiers, validating the ensemble architecture and learning mechanisms. The properties of the full model are analysed in the light of extensive experiments with the classification task, including an investigation into the influence of different input feature selection schemes and a comparison with a hierarchical STDP based ensemble architecture.

Unsupervised Learning in an Ensemble of Spiking Neural Networks Mediated by ITDP.

Science.gov (United States)

Shim, Yoonsik; Philippides, Andrew; Staras, Kevin; Husbands, Phil

2016-10-01

We propose a biologically plausible architecture for unsupervised ensemble learning in a population of spiking neural network classifiers. A mixture of experts type organisation is shown to be effective, with the individual classifier outputs combined via a gating network whose operation is driven by input timing dependent plasticity (ITDP). The ITDP gating mechanism is based on recent experimental findings. An abstract, analytically tractable model of the ITDP driven ensemble architecture is derived from a logical model based on the probabilities of neural firing events. A detailed analysis of this model provides insights that allow it to be extended into a full, biologically plausible, computational implementation of the architecture which is demonstrated on a visual classification task. The extended model makes use of a style of spiking network, first introduced as a model of cortical microcircuits, that is capable of Bayesian inference, effectively performing expectation maximization. The unsupervised ensemble learning mechanism, based around such spiking expectation maximization (SEM) networks whose combined outputs are mediated by ITDP, is shown to perform the visual classification task well and to generalize to unseen data. The combined ensemble performance is significantly better than that of the individual classifiers, validating the ensemble architecture and learning mechanisms. The properties of the full model are analysed in the light of extensive experiments with the classification task, including an investigation into the influence of different input feature selection schemes and a comparison with a hierarchical STDP based ensemble architecture.

Nonparametric Bayesian Modeling of Complex Networks

DEFF Research Database (Denmark)

Schmidt, Mikkel Nørgaard; Mørup, Morten

2013-01-01

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

A novel Bayesian learning method for information aggregation in modular neural networks

DEFF Research Database (Denmark)

Wang, Pan; Xu, Lida; Zhou, Shang-Ming

2010-01-01

Modular neural network is a popular neural network model which has many successful applications. In this paper, a sequential Bayesian learning (SBL) is proposed for modular neural networks aiming at efficiently aggregating the outputs of members of the ensemble. The experimental results on eight...... benchmark problems have demonstrated that the proposed method can perform information aggregation efficiently in data modeling....

A Simple Approach to Account for Climate Model Interdependence in Multi-Model Ensembles

Science.gov (United States)

Herger, N.; Abramowitz, G.; Angelil, O. M.; Knutti, R.; Sanderson, B.

2016-12-01

Multi-model ensembles are an indispensable tool for future climate projection and its uncertainty quantification. Ensembles containing multiple climate models generally have increased skill, consistency and reliability. Due to the lack of agreed-on alternatives, most scientists use the equally-weighted multi-model mean as they subscribe to model democracy ("one model, one vote").Different research groups are known to share sections of code, parameterizations in their model, literature, or even whole model components. Therefore, individual model runs do not represent truly independent estimates. Ignoring this dependence structure might lead to a false model consensus, wrong estimation of uncertainty and effective number of independent models.Here, we present a way to partially address this problem by selecting a subset of CMIP5 model runs so that its climatological mean minimizes the RMSE compared to a given observation product. Due to the cancelling out of errors, regional biases in the ensemble mean are reduced significantly.Using a model-as-truth experiment we demonstrate that those regional biases persist into the future and we are not fitting noise, thus providing improved observationally-constrained projections of the 21st century. The optimally selected ensemble shows significantly higher global mean surface temperature projections than the original ensemble, where all the model runs are considered. Moreover, the spread is decreased well beyond that expected from the decreased ensemble size.Several previous studies have recommended an ensemble selection approach based on performance ranking of the model runs. Here, we show that this approach can perform even worse than randomly selecting ensemble members and can thus be harmful. We suggest that accounting for interdependence in the ensemble selection process is a necessary step for robust projections for use in impact assessments, adaptation and mitigation of climate change.

A multi-model ensemble approach to seabed mapping

Science.gov (United States)

Diesing, Markus; Stephens, David

2015-06-01

Seabed habitat mapping based on swath acoustic data and ground-truth samples is an emergent and active marine science discipline. Significant progress could be achieved by transferring techniques and approaches that have been successfully developed and employed in such fields as terrestrial land cover mapping. One such promising approach is the multiple classifier system, which aims at improving classification performance by combining the outputs of several classifiers. Here we present results of a multi-model ensemble applied to multibeam acoustic data covering more than 5000 km2 of seabed in the North Sea with the aim to derive accurate spatial predictions of seabed substrate. A suite of six machine learning classifiers (k-Nearest Neighbour, Support Vector Machine, Classification Tree, Random Forest, Neural Network and Naïve Bayes) was trained with ground-truth sample data classified into seabed substrate classes and their prediction accuracy was assessed with an independent set of samples. The three and five best performing models were combined to classifier ensembles. Both ensembles led to increased prediction accuracy as compared to the best performing single classifier. The improvements were however not statistically significant at the 5% level. Although the three-model ensemble did not perform significantly better than its individual component models, we noticed that the five-model ensemble did perform significantly better than three of the five component models. A classifier ensemble might therefore be an effective strategy to improve classification performance. Another advantage is the fact that the agreement in predicted substrate class between the individual models of the ensemble could be used as a measure of confidence. We propose a simple and spatially explicit measure of confidence that is based on model agreement and prediction accuracy.

Applying a Multi-Model Ensemble Method for Long-Term Runoff Prediction under Climate Change Scenarios for the Yellow River Basin, China

Directory of Open Access Journals (Sweden)

Linus Zhang

2018-03-01

Full Text Available Given the substantial impacts that are expected due to climate change, it is crucial that accurate rainfall–runoff results are provided for various decision-making purposes. However, these modeling results often generate uncertainty or bias due to the imperfect character of individual models. In this paper, a genetic algorithm together with a Bayesian model averaging method are employed to provide a multi-model ensemble (MME and combined runoff prediction under climate change scenarios produced from eight rainfall–runoff models for the Yellow River Basin. The results show that the multi-model ensemble method, especially the genetic algorithm method, can produce more reliable predictions than the other considered rainfall–runoff models. These results show that it is possible to reduce the uncertainty and thus improve the accuracy for future projections using different models because an MME approach evens out the bias involved in the individual model. For the study area, the final combined predictions reveal that less runoff is expected under most climatic scenarios, which will threaten water security of the basin.

Predicting protein subcellular locations using hierarchical ensemble of Bayesian classifiers based on Markov chains

Directory of Open Access Journals (Sweden)

Eils Roland

2006-06-01

Full Text Available Abstract Background The subcellular location of a protein is closely related to its function. It would be worthwhile to develop a method to predict the subcellular location for a given protein when only the amino acid sequence of the protein is known. Although many efforts have been made to predict subcellular location from sequence information only, there is the need for further research to improve the accuracy of prediction. Results A novel method called HensBC is introduced to predict protein subcellular location. HensBC is a recursive algorithm which constructs a hierarchical ensemble of classifiers. The classifiers used are Bayesian classifiers based on Markov chain models. We tested our method on six various datasets; among them are Gram-negative bacteria dataset, data for discriminating outer membrane proteins and apoptosis proteins dataset. We observed that our method can predict the subcellular location with high accuracy. Another advantage of the proposed method is that it can improve the accuracy of the prediction of some classes with few sequences in training and is therefore useful for datasets with imbalanced distribution of classes. Conclusion This study introduces an algorithm which uses only the primary sequence of a protein to predict its subcellular location. The proposed recursive scheme represents an interesting methodology for learning and combining classifiers. The method is computationally efficient and competitive with the previously reported approaches in terms of prediction accuracies as empirical results indicate. The code for the software is available upon request.

An ensemble approach to predicting the impact of vaccination on rotavirus disease in Niger.

Science.gov (United States)

Park, Jaewoo; Goldstein, Joshua; Haran, Murali; Ferrari, Matthew

2017-10-13

Recently developed vaccines provide a new way of controlling rotavirus in sub-Saharan Africa. Models for the transmission dynamics of rotavirus are critical both for estimating current burden from imperfect surveillance and for assessing potential effects of vaccine intervention strategies. We examine rotavirus infection in the Maradi area in southern Niger using hospital surveillance data provided by Epicentre collected over two years. Additionally, a cluster survey of households in the region allows us to estimate the proportion of children with diarrhea who consulted at a health structure. Model fit and future projections are necessarily particular to a given model; thus, where there are competing models for the underlying epidemiology an ensemble approach can account for that uncertainty. We compare our results across several variants of Susceptible-Infectious-Recovered (SIR) compartmental models to quantify the impact of modeling assumptions on our estimates. Model-specific parameters are estimated by Bayesian inference using Markov chain Monte Carlo. We then use Bayesian model averaging to generate ensemble estimates of the current dynamics, including estimates of R 0 , the burden of infection in the region, as well as the impact of vaccination on both the short-term dynamics and the long-term reduction of rotavirus incidence under varying levels of coverage. The ensemble of models predicts that the current burden of severe rotavirus disease is 2.6-3.7% of the population each year and that a 2-dose vaccine schedule achieving 70% coverage could reduce burden by 39-42%. Copyright © 2017. Published by Elsevier Ltd.

Robust bayesian analysis of an autoregressive model with ...

African Journals Online (AJOL)

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

Pauci ex tanto numero: reducing redundancy in multi-model ensembles

Science.gov (United States)

Solazzo, E.; Riccio, A.; Kioutsioukis, I.; Galmarini, S.

2013-02-01

We explicitly address the fundamental issue of member diversity in multi-model ensembles. To date no attempts in this direction are documented within the air quality (AQ) community, although the extensive use of ensembles in this field. Common biases and redundancy are the two issues directly deriving from lack of independence, undermining the significance of a multi-model ensemble, and are the subject of this study. Shared biases among models will determine a biased ensemble, making therefore essential the errors of the ensemble members to be independent so that bias can cancel out. Redundancy derives from having too large a portion of common variance among the members of the ensemble, producing overconfidence in the predictions and underestimation of the uncertainty. The two issues of common biases and redundancy are analysed in detail using the AQMEII ensemble of AQ model results for four air pollutants in two European regions. We show that models share large portions of bias and variance, extending well beyond those induced by common inputs. We make use of several techniques to further show that subsets of models can explain the same amount of variance as the full ensemble with the advantage of being poorly correlated. Selecting the members for generating skilful, non-redundant ensembles from such subsets proved, however, non-trivial. We propose and discuss various methods of member selection and rate the ensemble performance they produce. In most cases, the full ensemble is outscored by the reduced ones. We conclude that, although independence of outputs may not always guarantee enhancement of scores (but this depends upon the skill being investigated) we discourage selecting the members of the ensemble simply on the basis of scores, that is, independence and skills need to be considered disjointly.

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

Science.gov (United States)

Jones, Matt; Love, Bradley C

2011-08-01

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

Ensemble atmospheric dispersion modeling for emergency response consequence assessments

International Nuclear Information System (INIS)

Addis, R.P.; Buckley, R.L.

2003-01-01

Full text: Prognostic atmospheric dispersion models are used to generate consequence assessments, which assist decision-makers in the event of a release from a nuclear facility. Differences in the forecast wind fields generated by various meteorological agencies, differences in the transport and diffusion models themselves, as well as differences in the way these models treat the release source term, all may result in differences in the simulated plumes. This talk will address the U.S. participation in the European ENSEMBLE project, and present a perspective an how ensemble techniques may be used to enable atmospheric modelers to provide decision-makers with a more realistic understanding of how both the atmosphere and the models behave. Meteorological forecasts generated by numerical models from national and multinational meteorological agencies provide individual realizations of three-dimensional, time dependent atmospheric wind fields. These wind fields may be used to drive atmospheric dispersion (transport and diffusion) models, or they may be used to initiate other, finer resolution meteorological models, which in turn drive dispersion models. Many modeling agencies now utilize ensemble-modeling techniques to determine how sensitive the prognostic fields are to minor perturbations in the model parameters. However, the European Union programs RTMOD and ENSEMBLE are the first projects to utilize a WEB based ensemble approach to interpret the output from atmospheric dispersion models. The ensembles produced are different from those generated by meteorological forecasting centers in that they are ensembles of dispersion model outputs from many different atmospheric transport and diffusion models utilizing prognostic atmospheric fields from several different forecast centers. As such, they enable a decision-maker to consider the uncertainty in the plume transport and growth as a result of the differences in the forecast wind fields as well as the differences in the

Pauci ex tanto numero: reduce redundancy in multi-model ensembles

Science.gov (United States)

Solazzo, E.; Riccio, A.; Kioutsioukis, I.; Galmarini, S.

2013-08-01

We explicitly address the fundamental issue of member diversity in multi-model ensembles. To date, no attempts in this direction have been documented within the air quality (AQ) community despite the extensive use of ensembles in this field. Common biases and redundancy are the two issues directly deriving from lack of independence, undermining the significance of a multi-model ensemble, and are the subject of this study. Shared, dependant biases among models do not cancel out but will instead determine a biased ensemble. Redundancy derives from having too large a portion of common variance among the members of the ensemble, producing overconfidence in the predictions and underestimation of the uncertainty. The two issues of common biases and redundancy are analysed in detail using the AQMEII ensemble of AQ model results for four air pollutants in two European regions. We show that models share large portions of bias and variance, extending well beyond those induced by common inputs. We make use of several techniques to further show that subsets of models can explain the same amount of variance as the full ensemble with the advantage of being poorly correlated. Selecting the members for generating skilful, non-redundant ensembles from such subsets proved, however, non-trivial. We propose and discuss various methods of member selection and rate the ensemble performance they produce. In most cases, the full ensemble is outscored by the reduced ones. We conclude that, although independence of outputs may not always guarantee enhancement of scores (but this depends upon the skill being investigated), we discourage selecting the members of the ensemble simply on the basis of scores; that is, independence and skills need to be considered disjointly.

Skill of Global Raw and Postprocessed Ensemble Predictions of Rainfall over Northern Tropical Africa

Science.gov (United States)

Vogel, Peter; Knippertz, Peter; Fink, Andreas H.; Schlueter, Andreas; Gneiting, Tilmann

2018-04-01

Accumulated precipitation forecasts are of high socioeconomic importance for agriculturally dominated societies in northern tropical Africa. In this study, we analyze the performance of nine operational global ensemble prediction systems (EPSs) relative to climatology-based forecasts for 1 to 5-day accumulated precipitation based on the monsoon seasons 2007-2014 for three regions within northern tropical Africa. To assess the full potential of raw ensemble forecasts across spatial scales, we apply state-of-the-art statistical postprocessing methods in form of Bayesian Model Averaging (BMA) and Ensemble Model Output Statistics (EMOS), and verify against station and spatially aggregated, satellite-based gridded observations. Raw ensemble forecasts are uncalibrated, unreliable, and underperform relative to climatology, independently of region, accumulation time, monsoon season, and ensemble. Differences between raw ensemble and climatological forecasts are large, and partly stem from poor prediction for low precipitation amounts. BMA and EMOS postprocessed forecasts are calibrated, reliable, and strongly improve on the raw ensembles, but - somewhat disappointingly - typically do not outperform climatology. Most EPSs exhibit slight improvements over the period 2007-2014, but overall have little added value compared to climatology. We suspect that the parametrization of convection is a potential cause for the sobering lack of ensemble forecast skill in a region dominated by mesoscale convective systems.

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

Sparse Event Modeling with Hierarchical Bayesian Kernel Methods

Science.gov (United States)

2016-01-05

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

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

Science.gov (United States)

2017-09-01

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

Bayesian models a statistical primer for ecologists

CERN Document Server

Hobbs, N Thompson

2015-01-01

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

Selecting a climate model subset to optimise key ensemble properties

Directory of Open Access Journals (Sweden)

N. Herger

2018-02-01

Full Text Available End users studying impacts and risks caused by human-induced climate change are often presented with large multi-model ensembles of climate projections whose composition and size are arbitrarily determined. An efficient and versatile method that finds a subset which maintains certain key properties from the full ensemble is needed, but very little work has been done in this area. Therefore, users typically make their own somewhat subjective subset choices and commonly use the equally weighted model mean as a best estimate. However, different climate model simulations cannot necessarily be regarded as independent estimates due to the presence of duplicated code and shared development history. Here, we present an efficient and flexible tool that makes better use of the ensemble as a whole by finding a subset with improved mean performance compared to the multi-model mean while at the same time maintaining the spread and addressing the problem of model interdependence. Out-of-sample skill and reliability are demonstrated using model-as-truth experiments. This approach is illustrated with one set of optimisation criteria but we also highlight the flexibility of cost functions, depending on the focus of different users. The technique is useful for a range of applications that, for example, minimise present-day bias to obtain an accurate ensemble mean, reduce dependence in ensemble spread, maximise future spread, ensure good performance of individual models in an ensemble, reduce the ensemble size while maintaining important ensemble characteristics, or optimise several of these at the same time. As in any calibration exercise, the final ensemble is sensitive to the metric, observational product, and pre-processing steps used.

Selecting a climate model subset to optimise key ensemble properties

Science.gov (United States)

Herger, Nadja; Abramowitz, Gab; Knutti, Reto; Angélil, Oliver; Lehmann, Karsten; Sanderson, Benjamin M.

2018-02-01

End users studying impacts and risks caused by human-induced climate change are often presented with large multi-model ensembles of climate projections whose composition and size are arbitrarily determined. An efficient and versatile method that finds a subset which maintains certain key properties from the full ensemble is needed, but very little work has been done in this area. Therefore, users typically make their own somewhat subjective subset choices and commonly use the equally weighted model mean as a best estimate. However, different climate model simulations cannot necessarily be regarded as independent estimates due to the presence of duplicated code and shared development history. Here, we present an efficient and flexible tool that makes better use of the ensemble as a whole by finding a subset with improved mean performance compared to the multi-model mean while at the same time maintaining the spread and addressing the problem of model interdependence. Out-of-sample skill and reliability are demonstrated using model-as-truth experiments. This approach is illustrated with one set of optimisation criteria but we also highlight the flexibility of cost functions, depending on the focus of different users. The technique is useful for a range of applications that, for example, minimise present-day bias to obtain an accurate ensemble mean, reduce dependence in ensemble spread, maximise future spread, ensure good performance of individual models in an ensemble, reduce the ensemble size while maintaining important ensemble characteristics, or optimise several of these at the same time. As in any calibration exercise, the final ensemble is sensitive to the metric, observational product, and pre-processing steps used.

Bayesian methodology for reliability model acceptance

International Nuclear Information System (INIS)

Zhang Ruoxue; Mahadevan, Sankaran

2003-01-01

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

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

Science.gov (United States)

Costa, Veber; Fernandes, Wilson

2017-11-01

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

Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.

Science.gov (United States)

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

2013-04-01

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

Multi-objective optimization for generating a weighted multi-model ensemble

Science.gov (United States)

Lee, H.

2017-12-01

Many studies have demonstrated that multi-model ensembles generally show better skill than each ensemble member. When generating weighted multi-model ensembles, the first step is measuring the performance of individual model simulations using observations. There is a consensus on the assignment of weighting factors based on a single evaluation metric. When considering only one evaluation metric, the weighting factor for each model is proportional to a performance score or inversely proportional to an error for the model. While this conventional approach can provide appropriate combinations of multiple models, the approach confronts a big challenge when there are multiple metrics under consideration. When considering multiple evaluation metrics, it is obvious that a simple averaging of multiple performance scores or model ranks does not address the trade-off problem between conflicting metrics. So far, there seems to be no best method to generate weighted multi-model ensembles based on multiple performance metrics. The current study applies the multi-objective optimization, a mathematical process that provides a set of optimal trade-off solutions based on a range of evaluation metrics, to combining multiple performance metrics for the global climate models and their dynamically downscaled regional climate simulations over North America and generating a weighted multi-model ensemble. NASA satellite data and the Regional Climate Model Evaluation System (RCMES) software toolkit are used for assessment of the climate simulations. Overall, the performance of each model differs markedly with strong seasonal dependence. Because of the considerable variability across the climate simulations, it is important to evaluate models systematically and make future projections by assigning optimized weighting factors to the models with relatively good performance. Our results indicate that the optimally weighted multi-model ensemble always shows better performance than an arithmetic

A Bayesian model for binary Markov chains

Directory of Open Access Journals (Sweden)

Belkheir Essebbar

2004-02-01

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

A short-term ensemble wind speed forecasting system for wind power applications

Science.gov (United States)

Baidya Roy, S.; Traiteur, J. J.; Callicutt, D.; Smith, M.

2011-12-01

This study develops an adaptive, blended forecasting system to provide accurate wind speed forecasts 1 hour ahead of time for wind power applications. The system consists of an ensemble of 21 forecasts with different configurations of the Weather Research and Forecasting Single Column Model (WRFSCM) and a persistence model. The ensemble is calibrated against observations for a 2 month period (June-July, 2008) at a potential wind farm site in Illinois using the Bayesian Model Averaging (BMA) technique. The forecasting system is evaluated against observations for August 2008 at the same site. The calibrated ensemble forecasts significantly outperform the forecasts from the uncalibrated ensemble while significantly reducing forecast uncertainty under all environmental stability conditions. The system also generates significantly better forecasts than persistence, autoregressive (AR) and autoregressive moving average (ARMA) models during the morning transition and the diurnal convective regimes. This forecasting system is computationally more efficient than traditional numerical weather prediction models and can generate a calibrated forecast, including model runs and calibration, in approximately 1 minute. Currently, hour-ahead wind speed forecasts are almost exclusively produced using statistical models. However, numerical models have several distinct advantages over statistical models including the potential to provide turbulence forecasts. Hence, there is an urgent need to explore the role of numerical models in short-term wind speed forecasting. This work is a step in that direction and is likely to trigger a debate within the wind speed forecasting community.

Bayesian error estimation in density-functional theory

DEFF Research Database (Denmark)

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

2005-01-01

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

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

Science.gov (United States)

Kaplan, David; Lee, Chansoon

2018-01-01

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

Bayesian modeling of ChIP-chip data using latent variables.

KAUST Repository

Wu, Mingqi

2009-10-26

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

An educational model for ensemble streamflow simulation and uncertainty analysis

Directory of Open Access Journals (Sweden)

A. AghaKouchak

2013-02-01

Full Text Available This paper presents the hands-on modeling toolbox, HBV-Ensemble, designed as a complement to theoretical hydrology lectures, to teach hydrological processes and their uncertainties. The HBV-Ensemble can be used for in-class lab practices and homework assignments, and assessment of students' understanding of hydrological processes. Using this modeling toolbox, students can gain more insights into how hydrological processes (e.g., precipitation, snowmelt and snow accumulation, soil moisture, evapotranspiration and runoff generation are interconnected. The educational toolbox includes a MATLAB Graphical User Interface (GUI and an ensemble simulation scheme that can be used for teaching uncertainty analysis, parameter estimation, ensemble simulation and model sensitivity. HBV-Ensemble was administered in a class for both in-class instruction and a final project, and students submitted their feedback about the toolbox. The results indicate that this educational software had a positive impact on students understanding and knowledge of uncertainty in hydrological modeling.

Bayesian inverse modeling of the atmospheric transport and emissions of a controlled tracer release from a nuclear power plant

International Nuclear Information System (INIS)

Lucas, Donald D.; Simpson, Matthew; Cameron-Smith, Philip; Baskett, Ronald L.

2017-01-01

Probability distribution functions (PDFs) of model inputs that affect the transport and dispersion of a trace gas released from a coastal California nuclear power plant are quantified using ensemble simulations, machine-learning algorithms, and Bayesian inversion. The PDFs are constrained by observations of tracer concentrations and account for uncertainty in meteorology, transport, diffusion, and emissions. Meteorological uncertainty is calculated using an ensemble of simulations of the Weather Research and Forecasting (WRF) model that samples five categories of model inputs (initialization time, boundary layer physics, land surface model, nudging options, and reanalysis data). The WRF output is used to drive tens of thousands of FLEXPART dispersion simulations that sample a uniform distribution of six emissions inputs. Machine-learning algorithms are trained on the ensemble data and used to quantify the sources of ensemble variability and to infer, via inverse modeling, the values of the 11 model inputs most consistent with tracer measurements. We find a substantial ensemble spread in tracer concentrations (factors of 10 to 10 3 ), most of which is due to changing emissions inputs (about 80 %), though the cumulative effects of meteorological variations are not negligible. The performance of the inverse method is verified using synthetic observations generated from arbitrarily selected simulations. When applied to measurements from a controlled tracer release experiment, the inverse method satisfactorily determines the location, start time, duration and amount. In a 2 km x 2 km area of possible locations, the actual location is determined to within 200 m. The start time is determined to within 5 min out of 2 h, and the duration to within 50 min out of 4 h. Over a range of release amounts of 10 to 1000 kg, the estimated amount exceeds the actual amount of 146 kg by only 32 kg. The inversion also estimates probabilities of different WRF configurations. To best match

Bayesian inverse modeling of the atmospheric transport and emissions of a controlled tracer release from a nuclear power plant

Energy Technology Data Exchange (ETDEWEB)

Lucas, Donald D.; Simpson, Matthew; Cameron-Smith, Philip; Baskett, Ronald L. [Lawrence Livermore National Laboratory, Livermore, CA (United States)

2017-07-01

Probability distribution functions (PDFs) of model inputs that affect the transport and dispersion of a trace gas released from a coastal California nuclear power plant are quantified using ensemble simulations, machine-learning algorithms, and Bayesian inversion. The PDFs are constrained by observations of tracer concentrations and account for uncertainty in meteorology, transport, diffusion, and emissions. Meteorological uncertainty is calculated using an ensemble of simulations of the Weather Research and Forecasting (WRF) model that samples five categories of model inputs (initialization time, boundary layer physics, land surface model, nudging options, and reanalysis data). The WRF output is used to drive tens of thousands of FLEXPART dispersion simulations that sample a uniform distribution of six emissions inputs. Machine-learning algorithms are trained on the ensemble data and used to quantify the sources of ensemble variability and to infer, via inverse modeling, the values of the 11 model inputs most consistent with tracer measurements. We find a substantial ensemble spread in tracer concentrations (factors of 10 to 10{sup 3}), most of which is due to changing emissions inputs (about 80 %), though the cumulative effects of meteorological variations are not negligible. The performance of the inverse method is verified using synthetic observations generated from arbitrarily selected simulations. When applied to measurements from a controlled tracer release experiment, the inverse method satisfactorily determines the location, start time, duration and amount. In a 2 km x 2 km area of possible locations, the actual location is determined to within 200 m. The start time is determined to within 5 min out of 2 h, and the duration to within 50 min out of 4 h. Over a range of release amounts of 10 to 1000 kg, the estimated amount exceeds the actual amount of 146 kg by only 32 kg. The inversion also estimates probabilities of different WRF configurations. To best

SAChES: Scalable Adaptive Chain-Ensemble Sampling.

Energy Technology Data Exchange (ETDEWEB)

Swiler, Laura Painton [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Ray, Jaideep [Sandia National Lab. (SNL-CA), Livermore, CA (United States); Ebeida, Mohamed Salah [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Huang, Maoyi [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Hou, Zhangshuan [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Bao, Jie [Pacific Northwest National Lab. (PNNL), Richland, WA (United States); Ren, Huiying [Pacific Northwest National Lab. (PNNL), Richland, WA (United States)

2017-08-01

We present the development of a parallel Markov Chain Monte Carlo (MCMC) method called SAChES, Scalable Adaptive Chain-Ensemble Sampling. This capability is targed to Bayesian calibration of com- putationally expensive simulation models. SAChES involves a hybrid of two methods: Differential Evo- lution Monte Carlo followed by Adaptive Metropolis. Both methods involve parallel chains. Differential evolution allows one to explore high-dimensional parameter spaces using loosely coupled (i.e., largely asynchronous) chains. Loose coupling allows the use of large chain ensembles, with far more chains than the number of parameters to explore. This reduces per-chain sampling burden, enables high-dimensional inversions and the use of computationally expensive forward models. The large number of chains can also ameliorate the impact of silent-errors, which may affect only a few chains. The chain ensemble can also be sampled to provide an initial condition when an aberrant chain is re-spawned. Adaptive Metropolis takes the best points from the differential evolution and efficiently hones in on the poste- rior density. The multitude of chains in SAChES is leveraged to (1) enable efficient exploration of the parameter space; and (2) ensure robustness to silent errors which may be unavoidable in extreme-scale computational platforms of the future. This report outlines SAChES, describes four papers that are the result of the project, and discusses some additional results.

A Bayesian Model of the Memory Colour Effect.

Science.gov (United States)

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

2018-01-01

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

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

DEFF Research Database (Denmark)

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

2011-01-01

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

A Bayesian alternative for multi-objective ecohydrological model specification

Science.gov (United States)

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

2018-01-01

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

A note on the multi model super ensemble technique for reducing forecast errors

International Nuclear Information System (INIS)

Kantha, L.; Carniel, S.; Sclavo, M.

2008-01-01

The multi model super ensemble (S E) technique has been used with considerable success to improve meteorological forecasts and is now being applied to ocean models. Although the technique has been shown to produce deterministic forecasts that can be superior to the individual models in the ensemble or a simple multi model ensemble forecast, there is a clear need to understand its strengths and limitations. This paper is an attempt to do so in simple, easily understood contexts. The results demonstrate that the S E forecast is almost always better than the simple ensemble forecast, the degree of improvement depending on the properties of the models in the ensemble. However, the skill of the S E forecast with respect to the true forecast depends on a number of factors, principal among which is the skill of the models in the ensemble. As can be expected, if the ensemble consists of models with poor skill, the S E forecast will also be poor, although better than the ensemble forecast. On the other hand, the inclusion of even a single skillful model in the ensemble increases the forecast skill significantly.

Multi-model ensembles for assessment of flood losses and associated uncertainty

Science.gov (United States)

Figueiredo, Rui; Schröter, Kai; Weiss-Motz, Alexander; Martina, Mario L. V.; Kreibich, Heidi

2018-05-01

Flood loss modelling is a crucial part of risk assessments. However, it is subject to large uncertainty that is often neglected. Most models available in the literature are deterministic, providing only single point estimates of flood loss, and large disparities tend to exist among them. Adopting any one such model in a risk assessment context is likely to lead to inaccurate loss estimates and sub-optimal decision-making. In this paper, we propose the use of multi-model ensembles to address these issues. This approach, which has been applied successfully in other scientific fields, is based on the combination of different model outputs with the aim of improving the skill and usefulness of predictions. We first propose a model rating framework to support ensemble construction, based on a probability tree of model properties, which establishes relative degrees of belief between candidate models. Using 20 flood loss models in two test cases, we then construct numerous multi-model ensembles, based both on the rating framework and on a stochastic method, differing in terms of participating members, ensemble size and model weights. We evaluate the performance of ensemble means, as well as their probabilistic skill and reliability. Our results demonstrate that well-designed multi-model ensembles represent a pragmatic approach to consistently obtain more accurate flood loss estimates and reliable probability distributions of model uncertainty.

Ensemble modeling for aromatic production in Escherichia coli.

Directory of Open Access Journals (Sweden)

Matthew L Rizk

2009-09-01

Full Text Available Ensemble Modeling (EM is a recently developed method for metabolic modeling, particularly for utilizing the effect of enzyme tuning data on the production of a specific compound to refine the model. This approach is used here to investigate the production of aromatic products in Escherichia coli. Instead of using dynamic metabolite data to fit a model, the EM approach uses phenotypic data (effects of enzyme overexpression or knockouts on the steady state production rate to screen possible models. These data are routinely generated during strain design. An ensemble of models is constructed that all reach the same steady state and are based on the same mechanistic framework at the elementary reaction level. The behavior of the models spans the kinetics allowable by thermodynamics. Then by using existing data from the literature for the overexpression of genes coding for transketolase (Tkt, transaldolase (Tal, and phosphoenolpyruvate synthase (Pps to screen the ensemble, we arrive at a set of models that properly describes the known enzyme overexpression phenotypes. This subset of models becomes more predictive as additional data are used to refine the models. The final ensemble of models demonstrates the characteristic of the cell that Tkt is the first rate controlling step, and correctly predicts that only after Tkt is overexpressed does an increase in Pps increase the production rate of aromatics. This work demonstrates that EM is able to capture the result of enzyme overexpression on aromatic producing bacteria by successfully utilizing routinely generated enzyme tuning data to guide model learning.

HIGH-RESOLUTION ATMOSPHERIC ENSEMBLE MODELING AT SRNL

Energy Technology Data Exchange (ETDEWEB)

Buckley, R.; Werth, D.; Chiswell, S.; Etherton, B.

2011-05-10

The High-Resolution Mid-Atlantic Forecasting Ensemble (HME) is a federated effort to improve operational forecasts related to precipitation, convection and boundary layer evolution, and fire weather utilizing data and computing resources from a diverse group of cooperating institutions in order to create a mesoscale ensemble from independent members. Collaborating organizations involved in the project include universities, National Weather Service offices, and national laboratories, including the Savannah River National Laboratory (SRNL). The ensemble system is produced from an overlapping numerical weather prediction model domain and parameter subsets provided by each contributing member. The coordination, synthesis, and dissemination of the ensemble information are performed by the Renaissance Computing Institute (RENCI) at the University of North Carolina-Chapel Hill. This paper discusses background related to the HME effort, SRNL participation, and example results available from the RENCI website.

Bayesian disease mapping: hierarchical modeling in spatial epidemiology

National Research Council Canada - National Science Library

Lawson, Andrew

2013-01-01

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

Metainference: A Bayesian inference method for heterogeneous systems.

Science.gov (United States)

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

2016-01-01

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

Ensemble models of neutrophil trafficking in severe sepsis.

Directory of Open Access Journals (Sweden)

Sang Ok Song

Full Text Available A hallmark of severe sepsis is systemic inflammation which activates leukocytes and can result in their misdirection. This leads to both impaired migration to the locus of infection and increased infiltration into healthy tissues. In order to better understand the pathophysiologic mechanisms involved, we developed a coarse-grained phenomenological model of the acute inflammatory response in CLP (cecal ligation and puncture-induced sepsis in rats. This model incorporates distinct neutrophil kinetic responses to the inflammatory stimulus and the dynamic interactions between components of a compartmentalized inflammatory response. Ensembles of model parameter sets consistent with experimental observations were statistically generated using a Markov-Chain Monte Carlo sampling. Prediction uncertainty in the model states was quantified over the resulting ensemble parameter sets. Forward simulation of the parameter ensembles successfully captured experimental features and predicted that systemically activated circulating neutrophils display impaired migration to the tissue and neutrophil sequestration in the lung, consequently contributing to tissue damage and mortality. Principal component and multiple regression analyses of the parameter ensembles estimated from survivor and non-survivor cohorts provide insight into pathologic mechanisms dictating outcome in sepsis. Furthermore, the model was extended to incorporate hypothetical mechanisms by which immune modulation using extracorporeal blood purification results in improved outcome in septic rats. Simulations identified a sub-population (about 18% of the treated population that benefited from blood purification. Survivors displayed enhanced neutrophil migration to tissue and reduced sequestration of lung neutrophils, contributing to improved outcome. The model ensemble presented herein provides a platform for generating and testing hypotheses in silico, as well as motivating further experimental

A Bayesian approach to model uncertainty

International Nuclear Information System (INIS)

Buslik, A.

1994-01-01

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

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

Directory of Open Access Journals (Sweden)

Hashem Salarzadeh Jenatabadi

2016-11-01

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

Simultaneous calibration of ensemble river flow predictions over an entire range of lead times

Science.gov (United States)

Hemri, S.; Fundel, F.; Zappa, M.

2013-10-01

Probabilistic estimates of future water levels and river discharge are usually simulated with hydrologic models using ensemble weather forecasts as main inputs. As hydrologic models are imperfect and the meteorological ensembles tend to be biased and underdispersed, the ensemble forecasts for river runoff typically are biased and underdispersed, too. Thus, in order to achieve both reliable and sharp predictions statistical postprocessing is required. In this work Bayesian model averaging (BMA) is applied to statistically postprocess ensemble runoff raw forecasts for a catchment in Switzerland, at lead times ranging from 1 to 240 h. The raw forecasts have been obtained using deterministic and ensemble forcing meteorological models with different forecast lead time ranges. First, BMA is applied based on mixtures of univariate normal distributions, subject to the assumption of independence between distinct lead times. Then, the independence assumption is relaxed in order to estimate multivariate runoff forecasts over the entire range of lead times simultaneously, based on a BMA version that uses multivariate normal distributions. Since river runoff is a highly skewed variable, Box-Cox transformations are applied in order to achieve approximate normality. Both univariate and multivariate BMA approaches are able to generate well calibrated probabilistic forecasts that are considerably sharper than climatological forecasts. Additionally, multivariate BMA provides a promising approach for incorporating temporal dependencies into the postprocessed forecasts. Its major advantage against univariate BMA is an increase in reliability when the forecast system is changing due to model availability.

Bootstrap prediction and Bayesian prediction under misspecified models

OpenAIRE

Fushiki, Tadayoshi

2005-01-01

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

Data assimilation in integrated hydrological modeling using ensemble Kalman filtering

DEFF Research Database (Denmark)

Rasmussen, Jørn; Madsen, H.; Jensen, Karsten Høgh

2015-01-01

Groundwater head and stream discharge is assimilated using the ensemble transform Kalman filter in an integrated hydrological model with the aim of studying the relationship between the filter performance and the ensemble size. In an attempt to reduce the required number of ensemble members...... and estimating parameters requires a much larger ensemble size than just assimilating groundwater head observations. However, the required ensemble size can be greatly reduced with the use of adaptive localization, which by far outperforms distance-based localization. The study is conducted using synthetic data...

Bayesian Modeling of a Human MMORPG Player

Science.gov (United States)

Synnaeve, Gabriel; Bessière, Pierre

2011-03-01

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

Bayesian inference of chemical kinetic models from proposed reactions

KAUST Repository

Galagali, Nikhil

2015-02-01

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

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

Science.gov (United States)

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

2012-04-01

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

A Single-column Model Ensemble Approach Applied to the TWP-ICE Experiment

Science.gov (United States)

Davies, L.; Jakob, C.; Cheung, K.; DelGenio, A.; Hill, A.; Hume, T.; Keane, R. J.; Komori, T.; Larson, V. E.; Lin, Y.;

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

Directory of Open Access Journals (Sweden)

Liangdong Hu

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

Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method

Science.gov (United States)

Tsai, F. T. C.; Elshall, A. S.

2014-12-01

Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.

Towards an Australian ensemble streamflow forecasting system for flood prediction and water management

Science.gov (United States)

Bennett, J.; David, R. E.; Wang, Q.; Li, M.; Shrestha, D. L.

2016-12-01

Flood forecasting in Australia has historically relied on deterministic forecasting models run only when floods are imminent, with considerable forecaster input and interpretation. These now co-existed with a continually available 7-day streamflow forecasting service (also deterministic) aimed at operational water management applications such as environmental flow releases. The 7-day service is not optimised for flood prediction. We describe progress on developing a system for ensemble streamflow forecasting that is suitable for both flood prediction and water management applications. Precipitation uncertainty is handled through post-processing of Numerical Weather Prediction (NWP) output with a Bayesian rainfall post-processor (RPP). The RPP corrects biases, downscales NWP output, and produces reliable ensemble spread. Ensemble precipitation forecasts are used to force a semi-distributed conceptual rainfall-runoff model. Uncertainty in precipitation forecasts is insufficient to reliably describe streamflow forecast uncertainty, particularly at shorter lead-times. We characterise hydrological prediction uncertainty separately with a 4-stage error model. The error model relies on data transformation to ensure residuals are homoscedastic and symmetrically distributed. To ensure streamflow forecasts are accurate and reliable, the residuals are modelled using a mixture-Gaussian distribution with distinct parameters for the rising and falling limbs of the forecast hydrograph. In a case study of the Murray River in south-eastern Australia, we show ensemble predictions of floods generally have lower errors than deterministic forecasting methods. We also discuss some of the challenges in operationalising short-term ensemble streamflow forecasts in Australia, including meeting the needs for accurate predictions across all flow ranges and comparing forecasts generated by event and continuous hydrological models.

A tutorial introduction to Bayesian models of cognitive development.

Science.gov (United States)

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

2011-09-01

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

Using synchronization in multi-model ensembles to improve prediction

Science.gov (United States)

Hiemstra, P.; Selten, F.

2012-04-01

In recent decades, many climate models have been developed to understand and predict the behavior of the Earth's climate system. Although these models are all based on the same basic physical principles, they still show different behavior. This is for example caused by the choice of how to parametrize sub-grid scale processes. One method to combine these imperfect models, is to run a multi-model ensemble. The models are given identical initial conditions and are integrated forward in time. A multi-model estimate can for example be a weighted mean of the ensemble members. We propose to go a step further, and try to obtain synchronization between the imperfect models by connecting the multi-model ensemble, and exchanging information. The combined multi-model ensemble is also known as a supermodel. The supermodel has learned from observations how to optimally exchange information between the ensemble members. In this study we focused on the density and formulation of the onnections within the supermodel. The main question was whether we could obtain syn-chronization between two climate models when connecting only a subset of their state spaces. Limiting the connected subspace has two advantages: 1) it limits the transfer of data (bytes) between the ensemble, which can be a limiting factor in large scale climate models, and 2) learning the optimal connection strategy from observations is easier. To answer the research question, we connected two identical quasi-geostrohic (QG) atmospheric models to each other, where the model have different initial conditions. The QG model is a qualitatively realistic simulation of the winter flow on the Northern hemisphere, has three layers and uses a spectral imple-mentation. We connected the models in the original spherical harmonical state space, and in linear combinations of these spherical harmonics, i.e. Empirical Orthogonal Functions (EOFs). We show that when connecting through spherical harmonics, we only need to connect 28% of

Noodles: a tool for visualization of numerical weather model ensemble uncertainty.

Science.gov (United States)

Sanyal, Jibonananda; Zhang, Song; Dyer, Jamie; Mercer, Andrew; Amburn, Philip; Moorhead, Robert J

2010-01-01

Numerical weather prediction ensembles are routinely used for operational weather forecasting. The members of these ensembles are individual simulations with either slightly perturbed initial conditions or different model parameterizations, or occasionally both. Multi-member ensemble output is usually large, multivariate, and challenging to interpret interactively. Forecast meteorologists are interested in understanding the uncertainties associated with numerical weather prediction; specifically variability between the ensemble members. Currently, visualization of ensemble members is mostly accomplished through spaghetti plots of a single mid-troposphere pressure surface height contour. In order to explore new uncertainty visualization methods, the Weather Research and Forecasting (WRF) model was used to create a 48-hour, 18 member parameterization ensemble of the 13 March 1993 "Superstorm". A tool was designed to interactively explore the ensemble uncertainty of three important weather variables: water-vapor mixing ratio, perturbation potential temperature, and perturbation pressure. Uncertainty was quantified using individual ensemble member standard deviation, inter-quartile range, and the width of the 95% confidence interval. Bootstrapping was employed to overcome the dependence on normality in the uncertainty metrics. A coordinated view of ribbon and glyph-based uncertainty visualization, spaghetti plots, iso-pressure colormaps, and data transect plots was provided to two meteorologists for expert evaluation. They found it useful in assessing uncertainty in the data, especially in finding outliers in the ensemble run and therefore avoiding the WRF parameterizations that lead to these outliers. Additionally, the meteorologists could identify spatial regions where the uncertainty was significantly high, allowing for identification of poorly simulated storm environments and physical interpretation of these model issues.

Accurate phenotyping: Reconciling approaches through Bayesian model averaging.

Directory of Open Access Journals (Sweden)

Carla Chia-Ming Chen

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

Modeling polydispersive ensembles of diamond nanoparticles

International Nuclear Information System (INIS)

Barnard, Amanda S

2013-01-01

While significant progress has been made toward production of monodispersed samples of a variety of nanoparticles, in cases such as diamond nanoparticles (nanodiamonds) a significant degree of polydispersivity persists, so scaling-up of laboratory applications to industrial levels has its challenges. In many cases, however, monodispersivity is not essential for reliable application, provided that the inevitable uncertainties are just as predictable as the functional properties. As computational methods of materials design are becoming more widespread, there is a growing need for robust methods for modeling ensembles of nanoparticles, that capture the structural complexity characteristic of real specimens. In this paper we present a simple statistical approach to modeling of ensembles of nanoparticles, and apply it to nanodiamond, based on sets of individual simulations that have been carefully selected to describe specific structural sources that are responsible for scattering of fundamental properties, and that are typically difficult to eliminate experimentally. For the purposes of demonstration we show how scattering in the Fermi energy and the electronic band gap are related to different structural variations (sources), and how these results can be combined strategically to yield statistically significant predictions of the properties of an entire ensemble of nanodiamonds, rather than merely one individual ‘model’ particle or a non-representative sub-set. (paper)

Analyzing the impact of changing size and composition of a crop model ensemble

Science.gov (United States)

Rodríguez, Alfredo

2017-04-01

The use of an ensemble of crop growth simulation models is a practice recently adopted in order to quantify aspects of uncertainties in model simulations. Yet, while the climate modelling community has extensively investigated the properties of model ensembles and their implications, this has hardly been investigated for crop model ensembles (Wallach et al., 2016). In their ensemble of 27 wheat models, Martre et al. (2015) found that the accuracy of the multi-model ensemble-average only increases up to an ensemble size of ca. 10, but does not improve when including more models in the analysis. However, even when this number of members is reached, questions about the impact of the addition or removal of a member to/from the ensemble arise. When selecting ensemble members, identifying members with poor performance or giving implausible results can make a large difference on the outcome. The objective of this study is to set up a methodology that defines indicators to show the effects of changing the ensemble composition and size on simulation results, when a selection procedure of ensemble members is applied. Ensemble mean or median, and variance are measures used to depict ensemble results among other indicators. We are utilizing simulations from an ensemble of wheat models that have been used to construct impact response surfaces (Pirttioja et al., 2015) (IRSs). These show the response of an impact variable (e.g., crop yield) to systematic changes in two explanatory variables (e.g., precipitation and temperature). Using these, we compare different sub-ensembles in terms of the mean, median and spread, and also by comparing IRSs. The methodology developed here allows comparing an ensemble before and after applying any procedure that changes the ensemble composition and size by measuring the impact of this decision on the ensemble central tendency measures. The methodology could also be further developed to compare the effect of changing ensemble composition and size

Bayesian inference method for stochastic damage accumulation modeling

International Nuclear Information System (INIS)

Jiang, Xiaomo; Yuan, Yong; Liu, Xian

2013-01-01

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

Improving wave forecasting by integrating ensemble modelling and machine learning

Science.gov (United States)

O'Donncha, F.; Zhang, Y.; James, S. C.

2017-12-01

Modern smart-grid networks use technologies to instantly relay information on supply and demand to support effective decision making. Integration of renewable-energy resources with these systems demands accurate forecasting of energy production (and demand) capacities. For wave-energy converters, this requires wave-condition forecasting to enable estimates of energy production. Current operational wave forecasting systems exhibit substantial errors with wave-height RMSEs of 40 to 60 cm being typical, which limits the reliability of energy-generation predictions thereby impeding integration with the distribution grid. In this study, we integrate physics-based models with statistical learning aggregation techniques that combine forecasts from multiple, independent models into a single "best-estimate" prediction of the true state. The Simulating Waves Nearshore physics-based model is used to compute wind- and currents-augmented waves in the Monterey Bay area. Ensembles are developed based on multiple simulations perturbing input data (wave characteristics supplied at the model boundaries and winds) to the model. A learning-aggregation technique uses past observations and past model forecasts to calculate a weight for each model. The aggregated forecasts are compared to observation data to quantify the performance of the model ensemble and aggregation techniques. The appropriately weighted ensemble model outperforms an individual ensemble member with regard to forecasting wave conditions.

Applied Bayesian modelling

CERN Document Server

Congdon, Peter

2014-01-01

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

Modelling of JET diagnostics using Bayesian Graphical Models

Energy Technology Data Exchange (ETDEWEB)

Svensson, J. [IPP Greifswald, Greifswald (Germany); Ford, O. [Imperial College, London (United Kingdom); McDonald, D.; Hole, M.; Nessi, G. von; Meakins, A.; Brix, M.; Thomsen, H.; Werner, A.; Sirinelli, A.

2011-07-01

The mapping between physics parameters (such as densities, currents, flows, temperatures etc) defining the plasma 'state' under a given model and the raw observations of each plasma diagnostic will 1) depend on the particular physics model used, 2) is inherently probabilistic, from uncertainties on both observations and instrumental aspects of the mapping, such as calibrations, instrument functions etc. A flexible and principled way of modelling such interconnected probabilistic systems is through so called Bayesian graphical models. Being an amalgam between graph theory and probability theory, Bayesian graphical models can simulate the complex interconnections between physics models and diagnostic observations from multiple heterogeneous diagnostic systems, making it relatively easy to optimally combine the observations from multiple diagnostics for joint inference on parameters of the underlying physics model, which in itself can be represented as part of the graph. At JET about 10 diagnostic systems have to date been modelled in this way, and has lead to a number of new results, including: the reconstruction of the flux surface topology and q-profiles without any specific equilibrium assumption, using information from a number of different diagnostic systems; profile inversions taking into account the uncertainties in the flux surface positions and a substantial increase in accuracy of JET electron density and temperature profiles, including improved pedestal resolution, through the joint analysis of three diagnostic systems. It is believed that the Bayesian graph approach could potentially be utilised for very large sets of diagnostics, providing a generic data analysis framework for nuclear fusion experiments, that would be able to optimally utilize the information from multiple diagnostics simultaneously, and where the explicit graph representation of the connections to underlying physics models could be used for sophisticated model testing. This

When mechanism matters: Bayesian forecasting using models of ecological diffusion

Science.gov (United States)

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

2017-01-01

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

MVL spatiotemporal analysis for model intercomparison in EPS: application to the DEMETER multi-model ensemble

Science.gov (United States)

Fernández, J.; Primo, C.; Cofiño, A. S.; Gutiérrez, J. M.; Rodríguez, M. A.

2009-08-01

In a recent paper, Gutiérrez et al. (Nonlinear Process Geophys 15(1):109-114, 2008) introduced a new characterization of spatiotemporal error growth—the so called mean-variance logarithmic (MVL) diagram—and applied it to study ensemble prediction systems (EPS); in particular, they analyzed single-model ensembles obtained by perturbing the initial conditions. In the present work, the MVL diagram is applied to multi-model ensembles analyzing also the effect of model formulation differences. To this aim, the MVL diagram is systematically applied to the multi-model ensemble produced in the EU-funded DEMETER project. It is shown that the shared building blocks (atmospheric and ocean components) impose similar dynamics among different models and, thus, contribute to poorly sampling the model formulation uncertainty. This dynamical similarity should be taken into account, at least as a pre-screening process, before applying any objective weighting method.

Statistical modelling of railway track geometry degradation using Hierarchical Bayesian models

International Nuclear Information System (INIS)

Andrade, A.R.; Teixeira, P.F.

2015-01-01

Railway maintenance planners require a predictive model that can assess the railway track geometry degradation. The present paper uses a Hierarchical Bayesian model as a tool to model the main two quality indicators related to railway track geometry degradation: the standard deviation of longitudinal level defects and the standard deviation of horizontal alignment defects. Hierarchical Bayesian Models (HBM) are flexible statistical models that allow specifying different spatially correlated components between consecutive track sections, namely for the deterioration rates and the initial qualities parameters. HBM are developed for both quality indicators, conducting an extensive comparison between candidate models and a sensitivity analysis on prior distributions. HBM is applied to provide an overall assessment of the degradation of railway track geometry, for the main Portuguese railway line Lisbon–Oporto. - Highlights: • Rail track geometry degradation is analysed using Hierarchical Bayesian models. • A Gibbs sampling strategy is put forward to estimate the HBM. • Model comparison and sensitivity analysis find the most suitable model. • We applied the most suitable model to all the segments of the main Portuguese line. • Tackling spatial correlations using CAR structures lead to a better model fit

Testing adaptive toolbox models: a Bayesian hierarchical approach.

Science.gov (United States)

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

2013-01-01

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

Probabilistic Space Weather Forecasting: a Bayesian Perspective

Science.gov (United States)

Camporeale, E.; Chandorkar, M.; Borovsky, J.; Care', A.

2017-12-01

Most of the Space Weather forecasts, both at operational and research level, are not probabilistic in nature. Unfortunately, a prediction that does not provide a confidence level is not very useful in a decision-making scenario. Nowadays, forecast models range from purely data-driven, machine learning algorithms, to physics-based approximation of first-principle equations (and everything that sits in between). Uncertainties pervade all such models, at every level: from the raw data to finite-precision implementation of numerical methods. The most rigorous way of quantifying the propagation of uncertainties is by embracing a Bayesian probabilistic approach. One of the simplest and most robust machine learning technique in the Bayesian framework is Gaussian Process regression and classification. Here, we present the application of Gaussian Processes to the problems of the DST geomagnetic index forecast, the solar wind type classification, and the estimation of diffusion parameters in radiation belt modeling. In each of these very diverse problems, the GP approach rigorously provide forecasts in the form of predictive distributions. In turn, these distributions can be used as input for ensemble simulations in order to quantify the amplification of uncertainties. We show that we have achieved excellent results in all of the standard metrics to evaluate our models, with very modest computational cost.

Sensitivity of fluvial sediment source apportionment to mixing model assumptions: A Bayesian model comparison.

Science.gov (United States)

Cooper, Richard J; Krueger, Tobias; Hiscock, Kevin M; Rawlins, Barry G

2014-11-01

Mixing models have become increasingly common tools for apportioning fluvial sediment load to various sediment sources across catchments using a wide variety of Bayesian and frequentist modeling approaches. In this study, we demonstrate how different model setups can impact upon resulting source apportionment estimates in a Bayesian framework via a one-factor-at-a-time (OFAT) sensitivity analysis. We formulate 13 versions of a mixing model, each with different error assumptions and model structural choices, and apply them to sediment geochemistry data from the River Blackwater, Norfolk, UK, to apportion suspended particulate matter (SPM) contributions from three sources (arable topsoils, road verges, and subsurface material) under base flow conditions between August 2012 and August 2013. Whilst all 13 models estimate subsurface sources to be the largest contributor of SPM (median ∼76%), comparison of apportionment estimates reveal varying degrees of sensitivity to changing priors, inclusion of covariance terms, incorporation of time-variant distributions, and methods of proportion characterization. We also demonstrate differences in apportionment results between a full and an empirical Bayesian setup, and between a Bayesian and a frequentist optimization approach. This OFAT sensitivity analysis reveals that mixing model structural choices and error assumptions can significantly impact upon sediment source apportionment results, with estimated median contributions in this study varying by up to 21% between model versions. Users of mixing models are therefore strongly advised to carefully consider and justify their choice of model structure prior to conducting sediment source apportionment investigations. An OFAT sensitivity analysis of sediment fingerprinting mixing models is conductedBayesian models display high sensitivity to error assumptions and structural choicesSource apportionment results differ between Bayesian and frequentist approaches.

Model dependence and its effect on ensemble projections in CMIP5

Science.gov (United States)

Abramowitz, G.; Bishop, C.

2013-12-01

Conceptually, the notion of model dependence within climate model ensembles is relatively simple - modelling groups share a literature base, parametrisations, data sets and even model code - the potential for dependence in sampling different climate futures is clear. How though can this conceptual problem inform a practical solution that demonstrably improves the ensemble mean and ensemble variance as an estimate of system uncertainty? While some research has already focused on error correlation or error covariance as a candidate to improve ensemble mean estimates, a complete definition of independence must at least implicitly subscribe to an ensemble interpretation paradigm, such as the 'truth-plus-error', 'indistinguishable', or more recently 'replicate Earth' paradigm. Using a definition of model dependence based on error covariance within the replicate Earth paradigm, this presentation will show that accounting for dependence in surface air temperature gives cooler projections in CMIP5 - by as much as 20% globally in some RCPs - although results differ significantly for each RCP, especially regionally. The fact that the change afforded by accounting for dependence across different RCPs is different is not an inconsistent result. Different numbers of submissions to each RCP by different modelling groups mean that differences in projections from different RCPs are not entirely about RCP forcing conditions - they also reflect different sampling strategies.

Application of Entropy Ensemble Filter in Neural Network Forecasts of Tropical Pacific Sea Surface Temperatures

Directory of Open Access Journals (Sweden)

Hossein Foroozand

2018-03-01

Full Text Available Recently, the Entropy Ensemble Filter (EEF method was proposed to mitigate the computational cost of the Bootstrap AGGregatING (bagging method. This method uses the most informative training data sets in the model ensemble rather than all ensemble members created by the conventional bagging. In this study, we evaluate, for the first time, the application of the EEF method in Neural Network (NN modeling of El Nino-southern oscillation. Specifically, we forecast the first five principal components (PCs of sea surface temperature monthly anomaly fields over tropical Pacific, at different lead times (from 3 to 15 months, with a three-month increment for the period 1979–2017. We apply the EEF method in a multiple-linear regression (MLR model and two NN models, one using Bayesian regularization and one Levenberg-Marquardt algorithm for training, and evaluate their performance and computational efficiency relative to the same models with conventional bagging. All models perform equally well at the lead time of 3 and 6 months, while at higher lead times, the MLR model’s skill deteriorates faster than the nonlinear models. The neural network models with both bagging methods produce equally successful forecasts with the same computational efficiency. It remains to be shown whether this finding is sensitive to the dataset size.

Fully probabilistic design of hierarchical Bayesian models

Czech Academy of Sciences Publication Activity Database

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

2016-01-01

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

Ensemble Kinetic Modeling of Metabolic Networks from Dynamic Metabolic Profiles

Directory of Open Access Journals (Sweden)

Gengjie Jia

2012-11-01

Full Text Available Kinetic modeling of metabolic pathways has important applications in metabolic engineering, but significant challenges still remain. The difficulties faced vary from finding best-fit parameters in a highly multidimensional search space to incomplete parameter identifiability. To meet some of these challenges, an ensemble modeling method is developed for characterizing a subset of kinetic parameters that give statistically equivalent goodness-of-fit to time series concentration data. The method is based on the incremental identification approach, where the parameter estimation is done in a step-wise manner. Numerical efficacy is achieved by reducing the dimensionality of parameter space and using efficient random parameter exploration algorithms. The shift toward using model ensembles, instead of the traditional “best-fit” models, is necessary to directly account for model uncertainty during the application of such models. The performance of the ensemble modeling approach has been demonstrated in the modeling of a generic branched pathway and the trehalose pathway in Saccharomyces cerevisiae using generalized mass action (GMA kinetics.

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

Science.gov (United States)

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

2013-04-01

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

Bayesian spatial modeling of HIV mortality via zero-inflated Poisson models.

Science.gov (United States)

Musal, Muzaffer; Aktekin, Tevfik

2013-01-30

In this paper, we investigate the effects of poverty and inequality on the number of HIV-related deaths in 62 New York counties via Bayesian zero-inflated Poisson models that exhibit spatial dependence. We quantify inequality via the Theil index and poverty via the ratios of two Census 2000 variables, the number of people under the poverty line and the number of people for whom poverty status is determined, in each Zip Code Tabulation Area. The purpose of this study was to investigate the effects of inequality and poverty in addition to spatial dependence between neighboring regions on HIV mortality rate, which can lead to improved health resource allocation decisions. In modeling county-specific HIV counts, we propose Bayesian zero-inflated Poisson models whose rates are functions of both covariate and spatial/random effects. To show how the proposed models work, we used three different publicly available data sets: TIGER Shapefiles, Census 2000, and mortality index files. In addition, we introduce parameter estimation issues of Bayesian zero-inflated Poisson models and discuss MCMC method implications. Copyright © 2012 John Wiley & Sons, Ltd.

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

CERN Document Server

Hilbe, Joseph M; Ishida, Emille E O

2017-01-01

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

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

Science.gov (United States)

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

2017-01-01

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

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

Directory of Open Access Journals (Sweden)

Hashem Salarzadeh Jenatabadi

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

Development of uncertainty-based work injury model using Bayesian structural equation modelling.

Science.gov (United States)

Chatterjee, Snehamoy

2014-01-01

This paper proposed a Bayesian method-based structural equation model (SEM) of miners' work injury for an underground coal mine in India. The environmental and behavioural variables for work injury were identified and causal relationships were developed. For Bayesian modelling, prior distributions of SEM parameters are necessary to develop the model. In this paper, two approaches were adopted to obtain prior distribution for factor loading parameters and structural parameters of SEM. In the first approach, the prior distributions were considered as a fixed distribution function with specific parameter values, whereas, in the second approach, prior distributions of the parameters were generated from experts' opinions. The posterior distributions of these parameters were obtained by applying Bayesian rule. The Markov Chain Monte Carlo sampling in the form Gibbs sampling was applied for sampling from the posterior distribution. The results revealed that all coefficients of structural and measurement model parameters are statistically significant in experts' opinion-based priors, whereas, two coefficients are not statistically significant when fixed prior-based distributions are applied. The error statistics reveals that Bayesian structural model provides reasonably good fit of work injury with high coefficient of determination (0.91) and less mean squared error as compared to traditional SEM.

Multimodel Ensembles of Wheat Growth: Many Models are Better than One

Science.gov (United States)

Martre, Pierre; Wallach, Daniel; Asseng, Senthold; Ewert, Frank; Jones, James W.; Rotter, Reimund P.; Boote, Kenneth J.; Ruane, Alexander C.; Thorburn, Peter J.; Cammarano, Davide;

Multimodel Ensembles of Wheat Growth: More Models are Better than One

Science.gov (United States)

Martre, Pierre; Wallach, Daniel; Asseng, Senthold; Ewert, Frank; Jones, James W.; Rotter, Reimund P.; Boote, Kenneth J.; Ruane, Alex C.; Thorburn, Peter J.; Cammarano, Davide;

Bayesian Modelling of Functional Whole Brain Connectivity

DEFF Research Database (Denmark)

Røge, Rasmus

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

Translating Uncertain Sea Level Projections Into Infrastructure Impacts Using a Bayesian Framework

Science.gov (United States)

Moftakhari, Hamed; AghaKouchak, Amir; Sanders, Brett F.; Matthew, Richard A.; Mazdiyasni, Omid

2017-12-01

Climate change may affect ocean-driven coastal flooding regimes by both raising the mean sea level (msl) and altering ocean-atmosphere interactions. For reliable projections of coastal flood risk, information provided by different climate models must be considered in addition to associated uncertainties. In this paper, we propose a framework to project future coastal water levels and quantify the resulting flooding hazard to infrastructure. We use Bayesian Model Averaging to generate a weighted ensemble of storm surge predictions from eight climate models for two coastal counties in California. The resulting ensembles combined with msl projections, and predicted astronomical tides are then used to quantify changes in the likelihood of road flooding under representative concentration pathways 4.5 and 8.5 in the near-future (1998-2063) and mid-future (2018-2083). The results show that road flooding rates will be significantly higher in the near-future and mid-future compared to the recent past (1950-2015) if adaptation measures are not implemented.

Bayesian network modeling of operator's state recognition process

International Nuclear Information System (INIS)

Hatakeyama, Naoki; Furuta, Kazuo

2000-01-01

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

Merging information from multi-model flood projections in a hierarchical Bayesian framework

Science.gov (United States)

Le Vine, Nataliya

2016-04-01

Multi-model ensembles are becoming widely accepted for flood frequency change analysis. The use of multiple models results in large uncertainty around estimates of flood magnitudes, due to both uncertainty in model selection and natural variability of river flow. The challenge is therefore to extract the most meaningful signal from the multi-model predictions, accounting for both model quality and uncertainties in individual model estimates. The study demonstrates the potential of a recently proposed hierarchical Bayesian approach to combine information from multiple models. The approach facilitates explicit treatment of shared multi-model discrepancy as well as the probabilistic nature of the flood estimates, by treating the available models as a sample from a hypothetical complete (but unobserved) set of models. The advantages of the approach are: 1) to insure an adequate 'baseline' conditions with which to compare future changes; 2) to reduce flood estimate uncertainty; 3) to maximize use of statistical information in circumstances where multiple weak predictions individually lack power, but collectively provide meaningful information; 4) to adjust multi-model consistency criteria when model biases are large; and 5) to explicitly consider the influence of the (model performance) stationarity assumption. Moreover, the analysis indicates that reducing shared model discrepancy is the key to further reduction of uncertainty in the flood frequency analysis. The findings are of value regarding how conclusions about changing exposure to flooding are drawn, and to flood frequency change attribution studies.

A study of finite mixture model: Bayesian approach on financial time series data

Science.gov (United States)

Phoong, Seuk-Yen; Ismail, Mohd Tahir

2014-07-01

Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.

An Efficient State–Parameter Filtering Scheme Combining Ensemble Kalman and Particle Filters

KAUST Repository

Ait-El-Fquih, Boujemaa

2017-12-11

This work addresses the state-parameter filtering problem for dynamical systems with relatively large-dimensional state and low-dimensional parameters\\' vector. A Bayesian filtering algorithm combining the strengths of the particle filter (PF) and the ensemble Kalman filter (EnKF) is proposed. At each assimilation cycle of the proposed EnKF-PF, the PF is first used to sample the parameters\\' ensemble followed by the EnKF to compute the state ensemble conditional on the resulting parameters\\' ensemble. The proposed scheme is expected to be more efficient than the traditional state augmentation techniques, which suffer from the curse of dimensionality and inconsistency that is particularly pronounced when the state is a strongly nonlinear function of the parameters. In the new scheme, the EnKF and PF interact via their ensembles\\' members, in contrast with the recently introduced two-stage EnKF-PF (TS-EnKF-PF), which exchanges point estimates between EnKF and PF while requiring almost double the computational load. Numerical experiments are conducted with the Lorenz-96 model to assess the behavior of the proposed filter and to evaluate its performances against the joint PF, joint EnKF, and TS-EnKF-PF. Numerical results suggest that the EnKF-PF performs best in all tested scenarios. It was further found to be more robust, successfully estimating both state and parameters in different sensitivity experiments.

An Efficient State–Parameter Filtering Scheme Combining Ensemble Kalman and Particle Filters

KAUST Repository

Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim

2017-01-01

This work addresses the state-parameter filtering problem for dynamical systems with relatively large-dimensional state and low-dimensional parameters' vector. A Bayesian filtering algorithm combining the strengths of the particle filter (PF) and the ensemble Kalman filter (EnKF) is proposed. At each assimilation cycle of the proposed EnKF-PF, the PF is first used to sample the parameters' ensemble followed by the EnKF to compute the state ensemble conditional on the resulting parameters' ensemble. The proposed scheme is expected to be more efficient than the traditional state augmentation techniques, which suffer from the curse of dimensionality and inconsistency that is particularly pronounced when the state is a strongly nonlinear function of the parameters. In the new scheme, the EnKF and PF interact via their ensembles' members, in contrast with the recently introduced two-stage EnKF-PF (TS-EnKF-PF), which exchanges point estimates between EnKF and PF while requiring almost double the computational load. Numerical experiments are conducted with the Lorenz-96 model to assess the behavior of the proposed filter and to evaluate its performances against the joint PF, joint EnKF, and TS-EnKF-PF. Numerical results suggest that the EnKF-PF performs best in all tested scenarios. It was further found to be more robust, successfully estimating both state and parameters in different sensitivity experiments.

Bayesian Plackett-Luce Mixture Models for Partially Ranked Data.

Science.gov (United States)

Mollica, Cristina; Tardella, Luca

2017-06-01

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

Network structure exploration via Bayesian nonparametric models

International Nuclear Information System (INIS)

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

2015-01-01

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

Single-particle model of a strongly driven, dense, nanoscale quantum ensemble

Science.gov (United States)

DiLoreto, C. S.; Rangan, C.

2018-01-01

We study the effects of interatomic interactions on the quantum dynamics of a dense, nanoscale, atomic ensemble driven by a strong electromagnetic field. We use a self-consistent, mean-field technique based on the pseudospectral time-domain method and a full, three-directional basis to solve the coupled Maxwell-Liouville equations. We find that interatomic interactions generate a decoherence in the state of an ensemble on a much faster time scale than the excited-state lifetime of individual atoms. We present a single-particle model of the driven, dense ensemble by incorporating interactions into a dephasing rate. This single-particle model reproduces the essential physics of the full simulation and is an efficient way of rapidly estimating the collective dynamics of a dense ensemble.

Ensemble streamflow assimilation with the National Water Model.

Science.gov (United States)

Rafieeinasab, A.; McCreight, J. L.; Noh, S.; Seo, D. J.; Gochis, D.

2017-12-01

Through case studies of flooding across the US, we compare the performance of the National Water Model (NWM) data assimilation (DA) scheme to that of a newly implemented ensemble Kalman filter approach. The NOAA National Water Model (NWM) is an operational implementation of the community WRF-Hydro modeling system. As of August 2016, the NWM forecasts of distributed hydrologic states and fluxes (including soil moisture, snowpack, ET, and ponded water) over the contiguous United States have been publicly disseminated by the National Center for Environmental Prediction (NCEP) . It also provides streamflow forecasts at more than 2.7 million river reaches up to 30 days in advance. The NWM employs a nudging scheme to assimilate more than 6,000 USGS streamflow observations and provide initial conditions for its forecasts. A problem with nudging is how the forecasts relax quickly to open-loop bias in the forecast. This has been partially addressed by an experimental bias correction approach which was found to have issues with phase errors during flooding events. In this work, we present an ensemble streamflow data assimilation approach combining new channel-only capabilities of the NWM and HydroDART (a coupling of the offline WRF-Hydro model and NCAR's Data Assimilation Research Testbed; DART). Our approach focuses on the single model state of discharge and incorporates error distributions on channel-influxes (overland and groundwater) in the assimilation via an ensemble Kalman filter (EnKF). In order to avoid filter degeneracy associated with a limited number of ensemble at large scale, DART's covariance inflation (Anderson, 2009) and localization capabilities are implemented and evaluated. The current NWM data assimilation scheme is compared to preliminary results from the EnKF application for several flooding case studies across the US.

Multi-criterion model ensemble of CMIP5 surface air temperature over China

Science.gov (United States)

Yang, Tiantian; Tao, Yumeng; Li, Jingjing; Zhu, Qian; Su, Lu; He, Xiaojia; Zhang, Xiaoming

2018-05-01

The global circulation models (GCMs) are useful tools for simulating climate change, projecting future temperature changes, and therefore, supporting the preparation of national climate adaptation plans. However, different GCMs are not always in agreement with each other over various regions. The reason is that GCMs' configurations, module characteristics, and dynamic forcings vary from one to another. Model ensemble techniques are extensively used to post-process the outputs from GCMs and improve the variability of model outputs. Root-mean-square error (RMSE), correlation coefficient (CC, or R) and uncertainty are commonly used statistics for evaluating the performances of GCMs. However, the simultaneous achievements of all satisfactory statistics cannot be guaranteed in using many model ensemble techniques. In this paper, we propose a multi-model ensemble framework, using a state-of-art evolutionary multi-objective optimization algorithm (termed MOSPD), to evaluate different characteristics of ensemble candidates and to provide comprehensive trade-off information for different model ensemble solutions. A case study of optimizing the surface air temperature (SAT) ensemble solutions over different geographical regions of China is carried out. The data covers from the period of 1900 to 2100, and the projections of SAT are analyzed with regard to three different statistical indices (i.e., RMSE, CC, and uncertainty). Among the derived ensemble solutions, the trade-off information is further analyzed with a robust Pareto front with respect to different statistics. The comparison results over historical period (1900-2005) show that the optimized solutions are superior over that obtained simple model average, as well as any single GCM output. The improvements of statistics are varying for different climatic regions over China. Future projection (2006-2100) with the proposed ensemble method identifies that the largest (smallest) temperature changes will happen in the

Bayesian network as a modelling tool for risk management in agriculture

DEFF Research Database (Denmark)

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

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

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

Science.gov (United States)

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

2017-04-01

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

Improved ensemble-mean forecast skills of ENSO events by a zero-mean stochastic model-error model of an intermediate coupled model

Science.gov (United States)

Zheng, F.; Zhu, J.

2015-12-01

To perform an ensemble-based ENSO probabilistic forecast, the crucial issue is to design a reliable ensemble prediction strategy that should include the major uncertainties of a forecast system. In this study, we developed a new general ensemble perturbation technique to improve the ensemble-mean predictive skill of forecasting ENSO using an intermediate coupled model (ICM). The model uncertainties are first estimated and analyzed from EnKF analysis results through assimilating observed SST. Then, based on the pre-analyzed properties of the model errors, a zero-mean stochastic model-error model is developed to mainly represent the model uncertainties induced by some important physical processes missed in the coupled model (i.e., stochastic atmospheric forcing/MJO, extra-tropical cooling and warming, Indian Ocean Dipole mode, etc.). Each member of an ensemble forecast is perturbed by the stochastic model-error model at each step during the 12-month forecast process, and the stochastical perturbations are added into the modeled physical fields to mimic the presence of these high-frequency stochastic noises and model biases and their effect on the predictability of the coupled system. The impacts of stochastic model-error perturbations on ENSO deterministic predictions are examined by performing two sets of 21-yr retrospective forecast experiments. The two forecast schemes are differentiated by whether they considered the model stochastic perturbations, with both initialized by the ensemble-mean analysis states from EnKF. The comparison results suggest that the stochastic model-error perturbations have significant and positive impacts on improving the ensemble-mean prediction skills during the entire 12-month forecast process. Because the nonlinear feature of the coupled model can induce the nonlinear growth of the added stochastic model errors with model integration, especially through the nonlinear heating mechanism with the vertical advection term of the model, the

Fast model updating coupling Bayesian inference and PGD model reduction

Science.gov (United States)

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

2018-04-01

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

Technical note: Bayesian calibration of dynamic ruminant nutrition models.

Science.gov (United States)

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

2016-08-01

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

Biological ensemble modeling to evaluate potential futures of living marine resources

DEFF Research Database (Denmark)

Gårdmark, Anna; Lindegren, Martin; Neuenfeldt, Stefan

2013-01-01

) as an example. The core of the approach is to expose an ensemble of models with different ecological assumptions to climate forcing, using multiple realizations of each climate scenario. We simulated the long-term response of cod to future fishing and climate change in seven ecological models ranging from...... model assumptions from the statistical uncertainty of future climate, and (3) identified results common for the whole model ensemble. Species interactions greatly influenced the simulated response of cod to fishing and climate, as well as the degree to which the statistical uncertainty of climate...... in all models, intense fishing prevented recovery, and climate change further decreased the cod population. Our study demonstrates how the biological ensemble modeling approach makes it possible to evaluate the relative importance of different sources of uncertainty in future species responses, as well...

Distributed Bayesian Networks for User Modeling

DEFF Research Database (Denmark)

Tedesco, Roberto; Dolog, Peter; Nejdl, Wolfgang

2006-01-01

The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used by such ada......The World Wide Web is a popular platform for providing eLearning applications to a wide spectrum of users. However – as users differ in their preferences, background, requirements, and goals – applications should provide personalization mechanisms. In the Web context, user models used...... by such adaptive applications are often partial fragments of an overall user model. The fragments have then to be collected and merged into a global user profile. In this paper we investigate and present algorithms able to cope with distributed, fragmented user models – based on Bayesian Networks – in the context...... of Web-based eLearning platforms. The scenario we are tackling assumes learners who use several systems over time, which are able to create partial Bayesian Networks for user models based on the local system context. In particular, we focus on how to merge these partial user models. Our merge mechanism...

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

NARCIS (Netherlands)

Mohammadi, A.; Wit, E.C.

2017-01-01

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

Development of dynamic Bayesian models for web application test management

Science.gov (United States)

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

2018-03-01

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

Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

Science.gov (United States)

Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.

2012-12-01

This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.

Bayesian uncertainty analyses of probabilistic risk models

International Nuclear Information System (INIS)

Pulkkinen, U.

1989-01-01

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

Bayesian Recurrent Neural Network for Language Modeling.

Science.gov (United States)

Chien, Jen-Tzung; Ku, Yuan-Chu

2016-02-01

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

Modelling machine ensembles with discrete event dynamical system theory

Science.gov (United States)

Hunter, Dan

1990-01-01

Discrete Event Dynamical System (DEDS) theory can be utilized as a control strategy for future complex machine ensembles that will be required for in-space construction. The control strategy involves orchestrating a set of interactive submachines to perform a set of tasks for a given set of constraints such as minimum time, minimum energy, or maximum machine utilization. Machine ensembles can be hierarchically modeled as a global model that combines the operations of the individual submachines. These submachines are represented in the global model as local models. Local models, from the perspective of DEDS theory , are described by the following: a set of system and transition states, an event alphabet that portrays actions that takes a submachine from one state to another, an initial system state, a partial function that maps the current state and event alphabet to the next state, and the time required for the event to occur. Each submachine in the machine ensemble is presented by a unique local model. The global model combines the local models such that the local models can operate in parallel under the additional logistic and physical constraints due to submachine interactions. The global model is constructed from the states, events, event functions, and timing requirements of the local models. Supervisory control can be implemented in the global model by various methods such as task scheduling (open-loop control) or implementing a feedback DEDS controller (closed-loop control).

Bayesian Inference of High-Dimensional Dynamical Ocean Models

Science.gov (United States)

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

2015-12-01

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

Post-processing of multi-model ensemble river discharge forecasts using censored EMOS

Science.gov (United States)

Hemri, Stephan; Lisniak, Dmytro; Klein, Bastian

2014-05-01

When forecasting water levels and river discharge, ensemble weather forecasts are used as meteorological input to hydrologic process models. As hydrologic models are imperfect and the input ensembles tend to be biased and underdispersed, the output ensemble forecasts for river runoff typically are biased and underdispersed, too. Thus, statistical post-processing is required in order to achieve calibrated and sharp predictions. Standard post-processing methods such as Ensemble Model Output Statistics (EMOS) that have their origins in meteorological forecasting are now increasingly being used in hydrologic applications. Here we consider two sub-catchments of River Rhine, for which the forecasting system of the Federal Institute of Hydrology (BfG) uses runoff data that are censored below predefined thresholds. To address this methodological challenge, we develop a censored EMOS method that is tailored to such data. The censored EMOS forecast distribution can be understood as a mixture of a point mass at the censoring threshold and a continuous part based on a truncated normal distribution. Parameter estimates of the censored EMOS model are obtained by minimizing the Continuous Ranked Probability Score (CRPS) over the training dataset. Model fitting on Box-Cox transformed data allows us to take account of the positive skewness of river discharge distributions. In order to achieve realistic forecast scenarios over an entire range of lead-times, there is a need for multivariate extensions. To this end, we smooth the marginal parameter estimates over lead-times. In order to obtain realistic scenarios of discharge evolution over time, the marginal distributions have to be linked with each other. To this end, the multivariate dependence structure can either be adopted from the raw ensemble like in Ensemble Copula Coupling (ECC), or be estimated from observations in a training period. The censored EMOS model has been applied to multi-model ensemble forecasts issued on a

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

Energy Technology Data Exchange (ETDEWEB)

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

2010-05-23

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

A new ensemble model for short term wind power prediction

DEFF Research Database (Denmark)

Madsen, Henrik; Albu, Razvan-Daniel; Felea, Ioan

2012-01-01

As the objective of this study, a non-linear ensemble system is used to develop a new model for predicting wind speed in short-term time scale. Short-term wind power prediction becomes an extremely important field of research for the energy sector. Regardless of the recent advancements in the re-search...... of prediction models, it was observed that different models have different capabilities and also no single model is suitable under all situations. The idea behind EPS (ensemble prediction systems) is to take advantage of the unique features of each subsystem to detain diverse patterns that exist in the dataset...

Visualizing projected Climate Changes - the CMIP5 Multi-Model Ensemble

Science.gov (United States)

Böttinger, Michael; Eyring, Veronika; Lauer, Axel; Meier-Fleischer, Karin

2017-04-01

Large ensembles add an additional dimension to climate model simulations. Internal variability of the climate system can be assessed for example by multiple climate model simulations with small variations in the initial conditions or by analyzing the spread in large ensembles made by multiple climate models under common protocols. This spread is often used as a measure of uncertainty in climate projections. In the context of the fifth phase of the WCRP's Coupled Model Intercomparison Project (CMIP5), more than 40 different coupled climate models were employed to carry out a coordinated set of experiments. Time series of the development of integral quantities such as the global mean temperature change for all models visualize the spread in the multi-model ensemble. A similar approach can be applied to 2D-visualizations of projected climate changes such as latitude-longitude maps showing the multi-model mean of the ensemble by adding a graphical representation of the uncertainty information. This has been demonstrated for example with static figures in chapter 12 of the last IPCC report (AR5) using different so-called stippling and hatching techniques. In this work, we focus on animated visualizations of multi-model ensemble climate projections carried out within CMIP5 as a way of communicating climate change results to the scientific community as well as to the public. We take a closer look at measures of robustness or uncertainty used in recent publications suitable for animated visualizations. Specifically, we use the ESMValTool [1] to process and prepare the CMIP5 multi-model data in combination with standard visualization tools such as NCL and the commercial 3D visualization software Avizo to create the animations. We compare different visualization techniques such as height fields or shading with transparency for creating animated visualization of ensemble mean changes in temperature and precipitation including corresponding robustness measures. [1] Eyring, V

MACC regional multi-model ensemble simulations of birch pollen dispersion in Europe

NARCIS (Netherlands)

Sofiev, M.; Berger, U.; Prank, M.; Vira, J.; Arteta, J.; Belmonte, J.; Bergmann, K.C.; Chéroux, F.; Elbern, H.; Friese, E.; Galan, C.; Gehrig, R.; Khvorostyanov, D.; Kranenburg, R.; Kumar, U.; Marécal, V.; Meleux, F.; Menut, L.; Pessi, A.M.; Robertson, L.; Ritenberga, O.; Rodinkova, V.; Saarto, A.; Segers, A.; Severova, E.; Sauliene, I.; Siljamo, P.; Steensen, B.M.; Teinemaa, E.; Thibaudon, M.; Peuch, V.H.

2015-01-01

This paper presents the first ensemble modelling experiment in relation to birch pollen in Europe. The seven-model European ensemble of MACC-ENS, tested in trial simulations over the flowering season of 2010, was run through the flowering season of 2013. The simulations have been compared with

Dynamic Metabolic Model Building Based on the Ensemble Modeling Approach

Energy Technology Data Exchange (ETDEWEB)

Liao, James C. [Univ. of California, Los Angeles, CA (United States)

2016-10-01

Ensemble modeling of kinetic systems addresses the challenges of kinetic model construction, with respect to parameter value selection, and still allows for the rich insights possible from kinetic models. This project aimed to show that constructing, implementing, and analyzing such models is a useful tool for the metabolic engineering toolkit, and that they can result in actionable insights from models. Key concepts are developed and deliverable publications and results are presented.

Application of a predictive Bayesian model to environmental accounting.

Science.gov (United States)

Anex, R P; Englehardt, J D

2001-03-30

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

Modelling of population dynamics of red king crab using Bayesian approach

Directory of Open Access Journals (Sweden)

Bakanev Sergey ...

2012-10-01

Modeling population dynamics based on the Bayesian approach enables to successfully resolve the above issues. The integration of the data from various studies into a unified model based on Bayesian parameter estimation method provides a much more detailed description of the processes occurring in the population.

Bayesian methods for data analysis

CERN Document Server

Carlin, Bradley P.

2009-01-01

Approaches for statistical inference Introduction Motivating Vignettes Defining the Approaches The Bayes-Frequentist Controversy Some Basic Bayesian Models The Bayes approach Introduction Prior Distributions Bayesian Inference Hierarchical Modeling Model Assessment Nonparametric Methods Bayesian computation Introduction Asymptotic Methods Noniterative Monte Carlo Methods Markov Chain Monte Carlo Methods Model criticism and selection Bayesian Modeling Bayesian Robustness Model Assessment Bayes Factors via Marginal Density Estimation Bayes Factors

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

Science.gov (United States)

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

Ensemble hydro-meteorological forecasting for early warning of floods and scheduling of hydropower production

Science.gov (United States)

Solvang Johansen, Stian; Steinsland, Ingelin; Engeland, Kolbjørn

2016-04-01

Running hydrological models with precipitation and temperature ensemble forcing to generate ensembles of streamflow is a commonly used method in operational hydrology. Evaluations of streamflow ensembles have however revealed that the ensembles are biased with respect to both mean and spread. Thus postprocessing of the ensembles is needed in order to improve the forecast skill. The aims of this study is (i) to to evaluate how postprocessing of streamflow ensembles works for Norwegian catchments within different hydrological regimes and to (ii) demonstrate how post processed streamflow ensembles are used operationally by a hydropower producer. These aims were achieved by postprocessing forecasted daily discharge for 10 lead-times for 20 catchments in Norway by using EPS forcing from ECMWF applied the semi-distributed HBV-model dividing each catchment into 10 elevation zones. Statkraft Energi uses forecasts from these catchments for scheduling hydropower production. The catchments represent different hydrological regimes. Some catchments have stable winter condition with winter low flow and a major flood event during spring or early summer caused by snow melting. Others has a more mixed snow-rain regime, often with a secondary flood season during autumn, and in the coastal areas, the stream flow is dominated by rain, and the main flood season is autumn and winter. For post processing, a Bayesian model averaging model (BMA) close to (Kleiber et al 2011) is used. The model creates a predictive PDF that is a weighted average of PDFs centered on the individual bias corrected forecasts. The weights are here equal since all ensemble members come from the same model, and thus have the same probability. For modeling streamflow, the gamma distribution is chosen as a predictive PDF. The bias correction parameters and the PDF parameters are estimated using a 30-day sliding window training period. Preliminary results show that the improvement varies between catchments depending

With or without a conductor: Comparative analysis of leadership models in the musical ensemble

Directory of Open Access Journals (Sweden)

Kovačević Mia

2016-01-01

Full Text Available In search of innovative models of work organization and therefore the artistic process of one musical ensemble, in the last ten years musical ensembles have developed examples of non-traditional artistic-performing decisions and organizational practice. The paper is conceived as a research and analysis of the dominant models of leadership (i.e. organizing, conducting business applicable on the music ensembles and experiences of the musicians. The aim is to recognize and define leadership styles that encourage the increase of motivation and productivity of musicians within the musical ensemble. The paper will specifically investigate the relationship and differences between the two dominant models of leadership, leadership of conductor and collaborative leadership. At the same time, the paper describes and analyses an experiment that was conducted by the Ensemble Metamorphosis, which applied into their work two dominant models of leadership. In an effort to increase the motivation and productivity of musicians, Ensemble Metamorphosis also searched for a new management model of work organization and a new model of leadership. The aim of this paper was therefore to investigate the effects of leadership models that improve the artistic quality, motivation of the musicians, psychological climate and overall increase productivity of musical organization.

Bayesian network modelling of upper gastrointestinal bleeding

Science.gov (United States)

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

2013-09-01

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

Observation-based Quantitative Uncertainty Estimation for Realtime Tsunami Inundation Forecast using ABIC and Ensemble Simulation

Science.gov (United States)

Takagawa, T.

2016-12-01

An ensemble forecasting scheme for tsunami inundation is presented. The scheme consists of three elemental methods. The first is a hierarchical Bayesian inversion using Akaike's Bayesian Information Criterion (ABIC). The second is Montecarlo sampling from a probability density function of multidimensional normal distribution. The third is ensamble analysis of tsunami inundation simulations with multiple tsunami sources. Simulation based validation of the model was conducted. A tsunami scenario of M9.1 Nankai earthquake was chosen as a target of validation. Tsunami inundation around Nagoya Port was estimated by using synthetic tsunami waveforms at offshore GPS buoys. The error of estimation of tsunami inundation area was about 10% even if we used only ten minutes observation data. The estimation accuracy of waveforms on/off land and spatial distribution of maximum tsunami inundation depth is demonstrated.

Bayesian models for comparative analysis integrating phylogenetic uncertainty

Directory of Open Access Journals (Sweden)

Villemereuil Pierre de

2012-06-01

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

Bayesian models for comparative analysis integrating phylogenetic uncertainty

Science.gov (United States)

2012-01-01

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

Dispersion Modeling Using Ensemble Forecasts Compared to ETEX Measurements.

Science.gov (United States)

Straume, Anne Grete; N'dri Koffi, Ernest; Nodop, Katrin

1998-11-01

Numerous numerical models are developed to predict long-range transport of hazardous air pollution in connection with accidental releases. When evaluating and improving such a model, it is important to detect uncertainties connected to the meteorological input data. A Lagrangian dispersion model, the Severe Nuclear Accident Program, is used here to investigate the effect of errors in the meteorological input data due to analysis error. An ensemble forecast, produced at the European Centre for Medium-Range Weather Forecasts, is then used as model input. The ensemble forecast members are generated by perturbing the initial meteorological fields of the weather forecast. The perturbations are calculated from singular vectors meant to represent possible forecast developments generated by instabilities in the atmospheric flow during the early part of the forecast. The instabilities are generated by errors in the analyzed fields. Puff predictions from the dispersion model, using ensemble forecast input, are compared, and a large spread in the predicted puff evolutions is found. This shows that the quality of the meteorological input data is important for the success of the dispersion model. In order to evaluate the dispersion model, the calculations are compared with measurements from the European Tracer Experiment. The model manages to predict the measured puff evolution concerning shape and time of arrival to a fairly high extent, up to 60 h after the start of the release. The modeled puff is still too narrow in the advection direction.

Bayesian Inference of a Multivariate Regression Model

Directory of Open Access Journals (Sweden)

Marick S. Sinay

2014-01-01

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

Quantification of uncertainty in flood risk assessment for flood protection planning: a Bayesian approach

Science.gov (United States)

Dittes, Beatrice; Špačková, Olga; Ebrahimian, Negin; Kaiser, Maria; Rieger, Wolfgang; Disse, Markus; Straub, Daniel

2017-04-01

Flood risk estimates are subject to significant uncertainties, e.g. due to limited records of historic flood events, uncertainty in flood modeling, uncertain impact of climate change or uncertainty in the exposure and loss estimates. In traditional design of flood protection systems, these uncertainties are typically just accounted for implicitly, based on engineering judgment. In the AdaptRisk project, we develop a fully quantitative framework for planning of flood protection systems under current and future uncertainties using quantitative pre-posterior Bayesian decision analysis. In this contribution, we focus on the quantification of the uncertainties and study their relative influence on the flood risk estimate and on the planning of flood protection systems. The following uncertainty components are included using a Bayesian approach: 1) inherent and statistical (i.e. limited record length) uncertainty; 2) climate uncertainty that can be learned from an ensemble of GCM-RCM models; 3) estimates of climate uncertainty components not covered in 2), such as bias correction, incomplete ensemble, local specifics not captured by the GCM-RCM models; 4) uncertainty in the inundation modelling; 5) uncertainty in damage estimation. We also investigate how these uncertainties are possibly reduced in the future when new evidence - such as new climate models, observed extreme events, and socio-economic data - becomes available. Finally, we look into how this new evidence influences the risk assessment and effectivity of flood protection systems. We demonstrate our methodology for a pre-alpine catchment in southern Germany: the Mangfall catchment in Bavaria that includes the city of Rosenheim, which suffered significant losses during the 2013 flood event.

Spatial and spatio-temporal bayesian models with R - INLA

CERN Document Server

Blangiardo, Marta

2015-01-01

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

Bayesian log-periodic model for financial crashes

DEFF Research Database (Denmark)

Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar

2014-01-01

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

Modelling dependable systems using hybrid Bayesian networks

International Nuclear Information System (INIS)

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

2008-01-01

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

On the incidence of meteorological and hydrological processors: Effect of resolution, sharpness and reliability of hydrological ensemble forecasts

Science.gov (United States)

Abaza, Mabrouk; Anctil, François; Fortin, Vincent; Perreault, Luc

2017-12-01

Meteorological and hydrological ensemble prediction systems are imperfect. Their outputs could often be improved through the use of a statistical processor, opening up the question of the necessity of using both processors (meteorological and hydrological), only one of them, or none. This experiment compares the predictive distributions from four hydrological ensemble prediction systems (H-EPS) utilising the Ensemble Kalman filter (EnKF) probabilistic sequential data assimilation scheme. They differ in the inclusion or not of the Distribution Based Scaling (DBS) method for post-processing meteorological forecasts and the ensemble Bayesian Model Averaging (ensemble BMA) method for hydrological forecast post-processing. The experiment is implemented on three large watersheds and relies on the combination of two meteorological reforecast products: the 4-member Canadian reforecasts from the Canadian Centre for Meteorological and Environmental Prediction (CCMEP) and the 10-member American reforecasts from the National Oceanic and Atmospheric Administration (NOAA), leading to 14 members at each time step. Results show that all four tested H-EPS lead to resolution and sharpness values that are quite similar, with an advantage to DBS + EnKF. The ensemble BMA is unable to compensate for any bias left in the precipitation ensemble forecasts. On the other hand, it succeeds in calibrating ensemble members that are otherwise under-dispersed. If reliability is preferred over resolution and sharpness, DBS + EnKF + ensemble BMA performs best, making use of both processors in the H-EPS system. Conversely, for enhanced resolution and sharpness, DBS is the preferred method.

Research & development and growth: A Bayesian model averaging analysis

Czech Academy of Sciences Publication Activity Database

Horváth, Roman

2011-01-01

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

Sensitivity of Global Methane Bayesian Inversion to Surface Observation Data Sets and Chemical-Transport Model Resolution

Science.gov (United States)

Lew, E. J.; Butenhoff, C. L.; Karmakar, S.; Rice, A. L.; Khalil, A. K.

2017-12-01

Methane is the second most important greenhouse gas after carbon dioxide. In efforts to control emissions, a careful examination of the methane budget and source strengths is required. To determine methane surface fluxes, Bayesian methods are often used to provide top-down constraints. Inverse modeling derives unknown fluxes using observed methane concentrations, a chemical transport model (CTM) and prior information. The Bayesian inversion reduces prior flux uncertainties by exploiting information content in the data. While the Bayesian formalism produces internal error estimates of source fluxes, systematic or external errors that arise from user choices in the inversion scheme are often much larger. Here we examine model sensitivity and uncertainty of our inversion under different observation data sets and CTM grid resolution. We compare posterior surface fluxes using the data product GLOBALVIEW-CH4 against the event-level molar mixing ratio data available from NOAA. GLOBALVIEW-CH4 is a collection of CH4 concentration estimates from 221 sites, collected by 12 laboratories, that have been interpolated and extracted to provide weekly records from 1984-2008. Differently, the event-level NOAA data records methane mixing ratios field measurements from 102 sites, containing sampling frequency irregularities and gaps in time. Furthermore, the sampling platform types used by the data sets may influence the posterior flux estimates, namely fixed surface, tower, ship and aircraft sites. To explore the sensitivity of the posterior surface fluxes to the observation network geometry, inversions composed of all sites, only aircraft, only ship, only tower and only fixed surface sites, are performed and compared. Also, we investigate the sensitivity of the error reduction associated with the resolution of the GEOS-Chem simulation (4°×5° vs 2°×2.5°) used to calculate the response matrix. Using a higher resolution grid decreased the model-data error at most sites, thereby

Predicting lymphatic filariasis transmission and elimination dynamics using a multi-model ensemble framework

Directory of Open Access Journals (Sweden)

Morgan E. Smith

2017-03-01

Full Text Available Mathematical models of parasite transmission provide powerful tools for assessing the impacts of interventions. Owing to complexity and uncertainty, no single model may capture all features of transmission and elimination dynamics. Multi-model ensemble modelling offers a framework to help overcome biases of single models. We report on the development of a first multi-model ensemble of three lymphatic filariasis (LF models (EPIFIL, LYMFASIM, and TRANSFIL, and evaluate its predictive performance in comparison with that of the constituents using calibration and validation data from three case study sites, one each from the three major LF endemic regions: Africa, Southeast Asia and Papua New Guinea (PNG. We assessed the performance of the respective models for predicting the outcomes of annual MDA strategies for various baseline scenarios thought to exemplify the current endemic conditions in the three regions. The results show that the constructed multi-model ensemble outperformed the single models when evaluated across all sites. Single models that best fitted calibration data tended to do less well in simulating the out-of-sample, or validation, intervention data. Scenario modelling results demonstrate that the multi-model ensemble is able to compensate for variance between single models in order to produce more plausible predictions of intervention impacts. Our results highlight the value of an ensemble approach to modelling parasite control dynamics. However, its optimal use will require further methodological improvements as well as consideration of the organizational mechanisms required to ensure that modelling results and data are shared effectively between all stakeholders.

Estimation of the uncertainty of a climate model using an ensemble simulation

Science.gov (United States)

Barth, A.; Mathiot, P.; Goosse, H.

2012-04-01

The atmospheric forcings play an important role in the study of the ocean and sea-ice dynamics of the Southern Ocean. Error in the atmospheric forcings will inevitably result in uncertain model results. The sensitivity of the model results to errors in the atmospheric forcings are studied with ensemble simulations using multivariate perturbations of the atmospheric forcing fields. The numerical ocean model used is the NEMO-LIM in a global configuration with an horizontal resolution of 2°. NCEP reanalyses are used to provide air temperature and wind data to force the ocean model over the last 50 years. A climatological mean is used to prescribe relative humidity, cloud cover and precipitation. In a first step, the model results is compared with OSTIA SST and OSI SAF sea ice concentration of the southern hemisphere. The seasonal behavior of the RMS difference and bias in SST and ice concentration is highlighted as well as the regions with relatively high RMS errors and biases such as the Antarctic Circumpolar Current and near the ice-edge. Ensemble simulations are performed to statistically characterize the model error due to uncertainties in the atmospheric forcings. Such information is a crucial element for future data assimilation experiments. Ensemble simulations are performed with perturbed air temperature and wind forcings. A Fourier decomposition of the NCEP wind vectors and air temperature for 2007 is used to generate ensemble perturbations. The perturbations are scaled such that the resulting ensemble spread matches approximately the RMS differences between the satellite SST and sea ice concentration. The ensemble spread and covariance are analyzed for the minimum and maximum sea ice extent. It is shown that errors in the atmospheric forcings can extend to several hundred meters in depth near the Antarctic Circumpolar Current.

Assessment of Surface Air Temperature over China Using Multi-criterion Model Ensemble Framework

Science.gov (United States)

Li, J.; Zhu, Q.; Su, L.; He, X.; Zhang, X.

2017-12-01

The General Circulation Models (GCMs) are designed to simulate the present climate and project future trends. It has been noticed that the performances of GCMs are not always in agreement with each other over different regions. Model ensemble techniques have been developed to post-process the GCMs' outputs and improve their prediction reliabilities. To evaluate the performances of GCMs, root-mean-square error, correlation coefficient, and uncertainty are commonly used statistical measures. However, the simultaneous achievements of these satisfactory statistics cannot be guaranteed when using many model ensemble techniques. Meanwhile, uncertainties and future scenarios are critical for Water-Energy management and operation. In this study, a new multi-model ensemble framework was proposed. It uses a state-of-art evolutionary multi-objective optimization algorithm, termed Multi-Objective Complex Evolution Global Optimization with Principle Component Analysis and Crowding Distance (MOSPD), to derive optimal GCM ensembles and demonstrate the trade-offs among various solutions. Such trade-off information was further analyzed with a robust Pareto front with respect to different statistical measures. A case study was conducted to optimize the surface air temperature (SAT) ensemble solutions over seven geographical regions of China for the historical period (1900-2005) and future projection (2006-2100). The results showed that the ensemble solutions derived with MOSPD algorithm are superior over the simple model average and any single model output during the historical simulation period. For the future prediction, the proposed ensemble framework identified that the largest SAT change would occur in the South Central China under RCP 2.6 scenario, North Eastern China under RCP 4.5 scenario, and North Western China under RCP 8.5 scenario, while the smallest SAT change would occur in the Inner Mongolia under RCP 2.6 scenario, South Central China under RCP 4.5 scenario, and

Bayesian model calibration of computational models in velocimetry diagnosed dynamic compression experiments.

Energy Technology Data Exchange (ETDEWEB)

Brown, Justin [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Hund, Lauren [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

2017-02-01

Dynamic compression experiments are being performed on complicated materials using increasingly complex drivers. The data produced in these experiments are beginning to reach a regime where traditional analysis techniques break down; requiring the solution of an inverse problem. A common measurement in dynamic experiments is an interface velocity as a function of time, and often this functional output can be simulated using a hydrodynamics code. Bayesian model calibration is a statistical framework to estimate inputs into a computational model in the presence of multiple uncertainties, making it well suited to measurements of this type. In this article, we apply Bayesian model calibration to high pressure (250 GPa) ramp compression measurements in tantalum. We address several issues speci c to this calibration including the functional nature of the output as well as parameter and model discrepancy identi ability. Speci cally, we propose scaling the likelihood function by an e ective sample size rather than modeling the autocorrelation function to accommodate the functional output and propose sensitivity analyses using the notion of `modularization' to assess the impact of experiment-speci c nuisance input parameters on estimates of material properties. We conclude that the proposed Bayesian model calibration procedure results in simple, fast, and valid inferences on the equation of state parameters for tantalum.

Modelling climate impact on floods under future emission scenarios using an ensemble of climate model projections

Science.gov (United States)

Wetterhall, F.; Cloke, H. L.; He, Y.; Freer, J.; Pappenberger, F.

2012-04-01

Evidence provided by modelled assessments of climate change impact on flooding is fundamental to water resource and flood risk decision making. Impact models usually rely on climate projections from Global and Regional Climate Models, and there is no doubt that these provide a useful assessment of future climate change. However, cascading ensembles of climate projections into impact models is not straightforward because of problems of coarse resolution in Global and Regional Climate Models (GCM/RCM) and the deficiencies in modelling high-intensity precipitation events. Thus decisions must be made on how to appropriately pre-process the meteorological variables from GCM/RCMs, such as selection of downscaling methods and application of Model Output Statistics (MOS). In this paper a grand ensemble of projections from several GCM/RCM are used to drive a hydrological model and analyse the resulting future flood projections for the Upper Severn, UK. The impact and implications of applying MOS techniques to precipitation as well as hydrological model parameter uncertainty is taken into account. The resultant grand ensemble of future river discharge projections from the RCM/GCM-hydrological model chain is evaluated against a response surface technique combined with a perturbed physics experiment creating a probabilisic ensemble climate model outputs. The ensemble distribution of results show that future risk of flooding in the Upper Severn increases compared to present conditions, however, the study highlights that the uncertainties are large and that strong assumptions were made in using Model Output Statistics to produce the estimates of future discharge. The importance of analysing on a seasonal basis rather than just annual is highlighted. The inability of the RCMs (and GCMs) to produce realistic precipitation patterns, even in present conditions, is a major caveat of local climate impact studies on flooding, and this should be a focus for future development.

Maritime piracy situation modelling with dynamic Bayesian networks

CSIR Research Space (South Africa)

Dabrowski, James M

2015-05-01

Full Text Available A generative model for modelling maritime vessel behaviour is proposed. The model is a novel variant of the dynamic Bayesian network (DBN). The proposed DBN is in the form of a switching linear dynamic system (SLDS) that has been extended into a...

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

Science.gov (United States)

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

2017-03-10

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

Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier–Stokes simulations: A data-driven, physics-informed Bayesian approach

International Nuclear Information System (INIS)

Xiao, H.; Wu, J.-L.; Wang, J.-X.; Sun, R.; Roy, C.J.

2016-01-01

Despite their well-known limitations, Reynolds-Averaged Navier–Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations. Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach has

Quantifying and reducing model-form uncertainties in Reynolds-averaged Navier–Stokes simulations: A data-driven, physics-informed Bayesian approach

Energy Technology Data Exchange (ETDEWEB)

Xiao, H., E-mail: hengxiao@vt.edu; Wu, J.-L.; Wang, J.-X.; Sun, R.; Roy, C.J.

2016-11-01

Despite their well-known limitations, Reynolds-Averaged Navier–Stokes (RANS) models are still the workhorse tools for turbulent flow simulations in today's engineering analysis, design and optimization. While the predictive capability of RANS models depends on many factors, for many practical flows the turbulence models are by far the largest source of uncertainty. As RANS models are used in the design and safety evaluation of many mission-critical systems such as airplanes and nuclear power plants, quantifying their model-form uncertainties has significant implications in enabling risk-informed decision-making. In this work we develop a data-driven, physics-informed Bayesian framework for quantifying model-form uncertainties in RANS simulations. Uncertainties are introduced directly to the Reynolds stresses and are represented with compact parameterization accounting for empirical prior knowledge and physical constraints (e.g., realizability, smoothness, and symmetry). An iterative ensemble Kalman method is used to assimilate the prior knowledge and observation data in a Bayesian framework, and to propagate them to posterior distributions of velocities and other Quantities of Interest (QoIs). We use two representative cases, the flow over periodic hills and the flow in a square duct, to evaluate the performance of the proposed framework. Both cases are challenging for standard RANS turbulence models. Simulation results suggest that, even with very sparse observations, the obtained posterior mean velocities and other QoIs have significantly better agreement with the benchmark data compared to the baseline results. At most locations the posterior distribution adequately captures the true model error within the developed model form uncertainty bounds. The framework is a major improvement over existing black-box, physics-neutral methods for model-form uncertainty quantification, where prior knowledge and details of the models are not exploited. This approach

Hierarchical Bayesian Models of Subtask Learning

Science.gov (United States)

Anglim, Jeromy; Wynton, Sarah K. A.

2015-01-01

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

Real­-Time Ensemble Forecasting of Coronal Mass Ejections Using the Wsa-Enlil+Cone Model

Science.gov (United States)

Mays, M. L.; Taktakishvili, A.; Pulkkinen, A. A.; Odstrcil, D.; MacNeice, P. J.; Rastaetter, L.; LaSota, J. A.

2014-12-01

Ensemble forecasting of coronal mass ejections (CMEs) provides significant information in that it provides an estimation of the spread or uncertainty in CME arrival time predictions. Real-time ensemble modeling of CME propagation is performed by forecasters at the Space Weather Research Center (SWRC) using the WSA-ENLIL+cone model available at the Community Coordinated Modeling Center (CCMC). To estimate the effect of uncertainties in determining CME input parameters on arrival time predictions, a distribution of n (routinely n=48) CME input parameter sets are generated using the CCMC Stereo CME Analysis Tool (StereoCAT) which employs geometrical triangulation techniques. These input parameters are used to perform n different simulations yielding an ensemble of solar wind parameters at various locations of interest, including a probability distribution of CME arrival times (for hits), and geomagnetic storm strength (for Earth-directed hits). We present the results of ensemble simulations for a total of 38 CME events in 2013-2014. For 28 of the ensemble runs containing hits, the observed CME arrival was within the range of ensemble arrival time predictions for 14 runs (half). The average arrival time prediction was computed for each of the 28 ensembles predicting hits and using the actual arrival time, an average absolute error of 10.0 hours (RMSE=11.4 hours) was found for all 28 ensembles, which is comparable to current forecasting errors. Some considerations for the accuracy of ensemble CME arrival time predictions include the importance of the initial distribution of CME input parameters, particularly the mean and spread. When the observed arrivals are not within the predicted range, this still allows the ruling out of prediction errors caused by tested CME input parameters. Prediction errors can also arise from ambient model parameters such as the accuracy of the solar wind background, and other limitations. Additionally the ensemble modeling sysem was used to

Evaluation of ensemble precipitation forecasts generated through post-processing in a Canadian catchment

Science.gov (United States)

Jha, Sanjeev K.; Shrestha, Durga L.; Stadnyk, Tricia A.; Coulibaly, Paulin

2018-03-01

Flooding in Canada is often caused by heavy rainfall during the snowmelt period. Hydrologic forecast centers rely on precipitation forecasts obtained from numerical weather prediction (NWP) models to enforce hydrological models for streamflow forecasting. The uncertainties in raw quantitative precipitation forecasts (QPFs) are enhanced by physiography and orography effects over a diverse landscape, particularly in the western catchments of Canada. A Bayesian post-processing approach called rainfall post-processing (RPP), developed in Australia (Robertson et al., 2013; Shrestha et al., 2015), has been applied to assess its forecast performance in a Canadian catchment. Raw QPFs obtained from two sources, Global Ensemble Forecasting System (GEFS) Reforecast 2 project, from the National Centers for Environmental Prediction, and Global Deterministic Forecast System (GDPS), from Environment and Climate Change Canada, are used in this study. The study period from January 2013 to December 2015 covered a major flood event in Calgary, Alberta, Canada. Post-processed results show that the RPP is able to remove the bias and reduce the errors of both GEFS and GDPS forecasts. Ensembles generated from the RPP reliably quantify the forecast uncertainty.

Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.

Science.gov (United States)

Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J

2010-12-01

Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies

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

Science.gov (United States)

Levy, Roy

2014-01-01

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

Bayesian estimation of parameters in a regional hydrological model

Directory of Open Access Journals (Sweden)

K. Engeland

2002-01-01

Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis

Using simulation to interpret experimental data in terms of protein conformational ensembles.

Science.gov (United States)

Allison, Jane R

2017-04-01

In their biological environment, proteins are dynamic molecules, necessitating an ensemble structural description. Molecular dynamics simulations and solution-state experiments provide complimentary information in the form of atomically detailed coordinates and averaged or distributions of structural properties or related quantities. Recently, increases in the temporal and spatial scale of conformational sampling and comparison of the more diverse conformational ensembles thus generated have revealed the importance of sampling rare events. Excitingly, new methods based on maximum entropy and Bayesian inference are promising to provide a statistically sound mechanism for combining experimental data with molecular dynamics simulations. Copyright © 2016 Elsevier Ltd. All rights reserved.

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

DEFF Research Database (Denmark)

Quinonero, Joaquin; Girard, Agathe; Larsen, Jan

2003-01-01

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

Sparse Estimation Using Bayesian Hierarchical Prior Modeling for Real and Complex Linear Models

DEFF Research Database (Denmark)

Pedersen, Niels Lovmand; Manchón, Carles Navarro; Badiu, Mihai Alin

2015-01-01

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex-valued m......In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the relative scarcity of formal tools for SBL in complex...... error, and robustness in low and medium signal-to-noise ratio regimes....

Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

KAUST Repository

Liang, Faming

2013-06-01

This article presents a new prior setting for high-dimensional generalized linear models, which leads to a Bayesian subset regression (BSR) with the maximum a posteriori model approximately equivalent to the minimum extended Bayesian information criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening and consistency with the existing sure independence screening (SIS) and iterative sure independence screening (ISIS) procedures. However, since the proposed procedure makes use of joint information from all predictors, it generally outperforms SIS and ISIS in real applications. This article also makes extensive comparisons of BSR with the popular penalized likelihood methods, including Lasso, elastic net, SIS, and ISIS. The numerical results indicate that BSR can generally outperform the penalized likelihood methods. The models selected by BSR tend to be sparser and, more importantly, of higher prediction ability. In addition, the performance of the penalized likelihood methods tends to deteriorate as the number of predictors increases, while this is not significant for BSR. Supplementary materials for this article are available online. © 2013 American Statistical Association.

An Ensemble Analysis of Antarctic Glacial Isostatic Adjustment and Sea Level

Science.gov (United States)

Lecavalier, B.; Tarasov, L.

2016-12-01

Inferences of past ice sheet evolution that lack any uncertainty assessment (implicit or explicit), have little value. A developing technique for explicit uncertainty quantification of glacial systems is Bayesian calibration of models against large observational data-sets (Tarasov et al., 2012). The foundation for a Bayesian calibration of a 3D glacial systems model (GSM) for Antarctica has recently been completed (Briggs et al., 2013; 2014; Briggs and Tarasov, 2013). Bayesian calibration thoroughly samples model uncertainties against fits to observational data to generate a probability distribution for the Antarctic Ice Sheet deglaciation with explicit and well-defined confidence intervals. To have validity as a complete inference of past ice sheet evolution, Bayesian calibration requires a model that "brackets reality".Past work has shown the GSM to have likely inadequate range of grounding line migration in certain sectors as well as persistent ice thickness biases in topographically complex regions (Briggs et al., 2014). To advance towards full calibration, these deficiencies are being addressed through a number of model developments. The grounding line scheme has been revised (Pollard and DeConto, 2012), the horizontal resolution is increased to 20 km, and boundary conditions are updated. The basal drag representation now includes the sub-grid treatment of the thermo-mechanical impacts of high basal roughness. Parametric uncertainties in basal drag for regions that are presently marine have been re-evaluated. The impact of past changes in ocean temperature on sub ice shelf melt is explicitly incorporated in the current ocean forcing parametric scheme. Uncertainties in earth rheology are also probed to robustly quantify uncertainties affiliated with glacial isostatic adjustment. The ensemble analysis of the Antarctic glacial system provides dynamical bounds on past and present Antarctica glacial isostatic adjustment and sea level contributions. This research

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

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

2017-07-01

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

Bayesian Dimensionality Assessment for the Multidimensional Nominal Response Model

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Javier Revuelta

2017-06-01

Full Text Available This article introduces Bayesian estimation and evaluation procedures for the multidimensional nominal response model. The utility of this model is to perform a nominal factor analysis of items that consist of a finite number of unordered response categories. The key aspect of the model, in comparison with traditional factorial model, is that there is a slope for each response category on the latent dimensions, instead of having slopes associated to the items. The extended parameterization of the multidimensional nominal response model requires large samples for estimation. When sample size is of a moderate or small size, some of these parameters may be weakly empirically identifiable and the estimation algorithm may run into difficulties. We propose a Bayesian MCMC inferential algorithm to estimate the parameters and the number of dimensions underlying the multidimensional nominal response model. Two Bayesian approaches to model evaluation were compared: discrepancy statistics (DIC, WAICC, and LOO that provide an indication of the relative merit of different models, and the standardized generalized discrepancy measure that requires resampling data and is computationally more involved. A simulation study was conducted to compare these two approaches, and the results show that the standardized generalized discrepancy measure can be used to reliably estimate the dimensionality of the model whereas the discrepancy statistics are questionable. The paper also includes an example with real data in the context of learning styles, in which the model is used to conduct an exploratory factor analysis of nominal data.

Bayesian non parametric modelling of Higgs pair production

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Scarpa Bruno

2017-01-01

Full Text Available Statistical classification models are commonly used to separate a signal from a background. In this talk we face the problem of isolating the signal of Higgs pair production using the decay channel in which each boson decays into a pair of b-quarks. Typically in this context non parametric methods are used, such as Random Forests or different types of boosting tools. We remain in the same non-parametric framework, but we propose to face the problem following a Bayesian approach. A Dirichlet process is used as prior for the random effects in a logit model which is fitted by leveraging the Polya-Gamma data augmentation. Refinements of the model include the insertion in the simple model of P-splines to relate explanatory variables with the response and the use of Bayesian trees (BART to describe the atoms in the Dirichlet process.

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

DEFF Research Database (Denmark)

Vehtari, Aki; Mononen, Tommi; Tolvanen, Ville

2016-01-01

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

Optimization of Bayesian Emission tomographic reconstruction for region of interest quantitation

International Nuclear Information System (INIS)

Qi, Jinyi

2003-01-01

Region of interest (ROI) quantitation is an important task in emission tomography (e.g., positron emission tomography and single photon emission computed tomography). It is essential for exploring clinical factors such as tumor activity, growth rate, and the efficacy of therapeutic interventions. Bayesian methods based on the maximum a posteriori principle (or called penalized maximum likelihood methods) have been developed for emission image reconstructions to deal with the low signal to noise ratio of the emission data. Similar to the filter cut-off frequency in the filtered backprojection method, the smoothing parameter of the image prior in Bayesian reconstruction controls the resolution and noise trade-off and hence affects ROI quantitation. In this paper we present an approach for choosing the optimum smoothing parameter in Bayesian reconstruction for ROI quantitation. Bayesian reconstructions are difficult to analyze because the resolution and noise properties are nonlinear and object-dependent. Building on the recent progress on deriving the approximate expressions for the local impulse response function and the covariance matrix, we derived simplied theoretical expressions for the bias, the variance, and the ensemble mean squared error (EMSE) of the ROI quantitation. One problem in evaluating ROI quantitation is that the truth is often required for calculating the bias. This is overcome by using ensemble distribution of the activity inside the ROI and computing the average EMSE. The resulting expressions allow fast evaluation of the image quality for different smoothing parameters. The optimum smoothing parameter of the image prior can then be selected to minimize the EMSE

Bayesian artificial intelligence

CERN Document Server

Korb, Kevin B

2010-01-01

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

Validation of precipitation over Japan during 1985-2004 simulated by three regional climate models and two multi-model ensemble means

Energy Technology Data Exchange (ETDEWEB)

Ishizaki, Yasuhiro [Meteorological Research Institute, Tsukuba (Japan); National Institute for Environmental Studies, Tsukuba (Japan); Nakaegawa, Toshiyuki; Takayabu, Izuru [Meteorological Research Institute, Tsukuba (Japan)

2012-07-15

We dynamically downscaled Japanese reanalysis data (JRA-25) for 60 regions of Japan using three regional climate models (RCMs): the Non-Hydrostatic Regional Climate Model (NHRCM), modified RAMS version 4.3 (NRAMS), and modified Weather Research and Forecasting model (TWRF). We validated their simulations of the precipitation climatology and interannual variations of summer and winter precipitation. We also validated precipitation for two multi-model ensemble means: the arithmetic ensemble mean (AEM) and an ensemble mean weighted according to model reliability. In the 60 regions NRAMS simulated both the winter and summer climatological precipitation better than JRA-25, and NHRCM simulated the wintertime precipitation better than JRA-25. TWRF, however, overestimated precipitation in the 60 regions in both the winter and summer, and NHRCM overestimated precipitation in the summer. The three RCMs simulated interannual variations, particularly summer precipitation, better than JRA-25. AEM simulated both climatological precipitation and interannual variations during the two seasons more realistically than JRA-25 and the three RCMs overall, but the best RCM was often superior to the AEM result. In contrast, the weighted ensemble mean skills were usually superior to those of the best RCM. Thus, both RCMs and multi-model ensemble means, especially multi-model ensemble means weighted according to model reliability, are powerful tools for simulating seasonal and interannual variability of precipitation in Japan under the current climate. (orig.)

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

KAUST Repository

Jin, Ick Hoon

2014-03-01

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

Towards a GME ensemble forecasting system: Ensemble initialization using the breeding technique

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Jan D. Keller

2008-12-01

Full Text Available The quantitative forecast of precipitation requires a probabilistic background particularly with regard to forecast lead times of more than 3 days. As only ensemble simulations can provide useful information of the underlying probability density function, we built a new ensemble forecasting system (GME-EFS based on the GME model of the German Meteorological Service (DWD. For the generation of appropriate initial ensemble perturbations we chose the breeding technique developed by Toth and Kalnay (1993, 1997, which develops perturbations by estimating the regions of largest model error induced uncertainty. This method is applied and tested in the framework of quasi-operational forecasts for a three month period in 2007. The performance of the resulting ensemble forecasts are compared to the operational ensemble prediction systems ECMWF EPS and NCEP GFS by means of ensemble spread of free atmosphere parameters (geopotential and temperature and ensemble skill of precipitation forecasting. This comparison indicates that the GME ensemble forecasting system (GME-EFS provides reasonable forecasts with spread skill score comparable to that of the NCEP GFS. An analysis with the continuous ranked probability score exhibits a lack of resolution for the GME forecasts compared to the operational ensembles. However, with significant enhancements during the 3 month test period, the first results of our work with the GME-EFS indicate possibilities for further development as well as the potential for later operational usage.

Assessment of managed aquifer recharge potential using ensembles of local models.

Science.gov (United States)

Smith, Anthony J; Pollock, Daniel W

2012-01-01

A simple quantitative approach for assessing the artificial recharge potential of large regions using spatial ensembles of local models is proposed. The method extends existing qualitative approaches and enables rapid assessments within a programmable environment. Spatial discretization of a water resource region into continuous local domains allows simple local models to be applied independently in each domain using lumped parameters. The ensemble results can be analyzed directly or combined with other quantitative and thematic information and visualized as regional suitability maps. A case study considers the hydraulic potential for surface infiltration across a large water resource region using a published analytic model for basin recharge. The model solution was implemented within a geographic information system and evaluated independently in >21,000 local domains using lumped parameters derived from existing regional datasets. Computer execution times to run the whole ensemble and process the results were in the order of a few minutes. Relevant aspects of the case study results and general conclusions concerning the utility and limitations of the method are discussed. © 2011, CSIRO. Ground Water © 2011, National Ground Water Association.

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

Science.gov (United States)

Newton, Richard; Wernisch, Lorenz

2017-08-11

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

Bayesian geostatistical modeling of leishmaniasis incidence in Brazil.

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Dimitrios-Alexios Karagiannis-Voules

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

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

CERN Document Server

Gustafson, Paul

2015-01-01

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

Bayesian nonparametric hierarchical modeling.

Science.gov (United States)

Dunson, David B

2009-04-01

In biomedical research, hierarchical models are very widely used to accommodate dependence in multivariate and longitudinal data and for borrowing of information across data from different sources. A primary concern in hierarchical modeling is sensitivity to parametric assumptions, such as linearity and normality of the random effects. Parametric assumptions on latent variable distributions can be challenging to check and are typically unwarranted, given available prior knowledge. This article reviews some recent developments in Bayesian nonparametric methods motivated by complex, multivariate and functional data collected in biomedical studies. The author provides a brief review of flexible parametric approaches relying on finite mixtures and latent class modeling. Dirichlet process mixture models are motivated by the need to generalize these approaches to avoid assuming a fixed finite number of classes. Focusing on an epidemiology application, the author illustrates the practical utility and potential of nonparametric Bayes methods.

Bayesian Model Selection under Time Constraints

Science.gov (United States)

Hoege, M.; Nowak, W.; Illman, W. A.

2017-12-01

Bayesian model selection (BMS) provides a consistent framework for rating and comparing models in multi-model inference. In cases where models of vastly different complexity compete with each other, we also face vastly different computational runtimes of such models. For instance, time series of a quantity of interest can be simulated by an autoregressive process model that takes even less than a second for one run, or by a partial differential equations-based model with runtimes up to several hours or even days. The classical BMS is based on a quantity called Bayesian model evidence (BME). It determines the model weights in the selection process and resembles a trade-off between bias of a model and its complexity. However, in practice, the runtime of models is another weight relevant factor for model selection. Hence, we believe that it should be included, leading to an overall trade-off problem between bias, variance and computing effort. We approach this triple trade-off from the viewpoint of our ability to generate realizations of the models under a given computational budget. One way to obtain BME values is through sampling-based integration techniques. We argue with the fact that more expensive models can be sampled much less under time constraints than faster models (in straight proportion to their runtime). The computed evidence in favor of a more expensive model is statistically less significant than the evidence computed in favor of a faster model, since sampling-based strategies are always subject to statistical sampling error. We present a straightforward way to include this misbalance into the model weights that are the basis for model selection. Our approach follows directly from the idea of insufficient significance. It is based on a computationally cheap bootstrapping error estimate of model evidence and is easy to implement. The approach is illustrated in a small synthetic modeling study.

A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.

Science.gov (United States)

Houseman, E Andres; Virji, M Abbas

2017-08-01

Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

Science.gov (United States)

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open

One-Step Dynamic Classifier Ensemble Model for Customer Value Segmentation with Missing Values

Directory of Open Access Journals (Sweden)

Jin Xiao

2014-01-01

Full Text Available Scientific customer value segmentation (CVS is the base of efficient customer relationship management, and customer credit scoring, fraud detection, and churn prediction all belong to CVS. In real CVS, the customer data usually include lots of missing values, which may affect the performance of CVS model greatly. This study proposes a one-step dynamic classifier ensemble model for missing values (ODCEM model. On the one hand, ODCEM integrates the preprocess of missing values and the classification modeling into one step; on the other hand, it utilizes multiple classifiers ensemble technology in constructing the classification models. The empirical results in credit scoring dataset “German” from UCI and the real customer churn prediction dataset “China churn” show that the ODCEM outperforms four commonly used “two-step” models and the ensemble based model LMF and can provide better decision support for market managers.

Competing risk models in reliability systems, a Weibull distribution model with Bayesian analysis approach

International Nuclear Information System (INIS)

Iskandar, Ismed; Gondokaryono, Yudi Satria

2016-01-01

In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range

Bayesian methods for hackers probabilistic programming and Bayesian inference

CERN Document Server

Davidson-Pilon, Cameron

2016-01-01

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

An ensemble approach to simulate CO2 emissions from natural fires

Science.gov (United States)

Eliseev, A. V.; Mokhov, I. I.; Chernokulsky, A. V.

2014-06-01

This paper presents ensemble simulations with the global climate model developed at the A. M. Obukhov Institute of Atmospheric Physics, Russian Academy of Sciences (IAP RAS CM). These simulations are forced by historical reconstructions of concentrations of well-mixed greenhouse gases (CO2, CH4, and N2O), sulfate aerosols (both in the troposphere and stratosphere), extent of crops and pastures, and total solar irradiance for AD 850-2005 (hereafter all years are taken as being AD) and by the Representative Concentration Pathway (RCP) scenarios for the same forcing agents until the year 2300. Our model implements GlobFIRM (Global FIRe Model) as a scheme for calculating characteristics of natural fires. Comparing to the original GlobFIRM model, in our implementation, the scheme is extended by a module accounting for CO2 release from soil during fires. The novel approach of our paper is to simulate natural fires in an ensemble fashion. Different ensemble members in the present paper are constructed by varying the values of parameters of the natural fires module. These members are constrained by the GFED-3.1 data set for the burnt area and CO2 release from fires and further subjected to Bayesian averaging. Our simulations are the first coupled model assessment of future changes in gross characteristics of natural fires. In our model, the present-day (1998-2011) global area burnt due to natural fires is (2.1 ± 0.4) × 106 km2 yr-1 (ensemble mean and intra-ensemble standard deviation are presented), and the respective CO2 emissions to the atmosphere are (1.4 ± 0.2) Pg C yr-1. The latter value is in agreement with the corresponding GFED estimates. The area burnt by natural fires is generally larger than the GFED estimates except in boreal Eurasia, where it is realistic, and in Australia, where it is smaller than these estimates. Regionally, the modelled CO2 emissions are larger (smaller) than the GFED estimates in Europe (in the tropics and north-eastern Eurasia). From

Modelling of drug release from ensembles of aspirin microcapsules ...

African Journals Online (AJOL)

Purpose: In order to determine the drug release profile of an ensemble of aspirin crystals or microcapsules from its particle distribution a mathematical model that considered the individual release characteristics of the component single particles was developed. The model assumed that under sink conditions the release ...

Ensemble Sampling

OpenAIRE

Lu, Xiuyuan; Van Roy, Benjamin

2017-01-01

Thompson sampling has emerged as an effective heuristic for a broad range of online decision problems. In its basic form, the algorithm requires computing and sampling from a posterior distribution over models, which is tractable only for simple special cases. This paper develops ensemble sampling, which aims to approximate Thompson sampling while maintaining tractability even in the face of complex models such as neural networks. Ensemble sampling dramatically expands on the range of applica...

Predicting water main failures using Bayesian model averaging and survival modelling approach

International Nuclear Information System (INIS)

Kabir, Golam; Tesfamariam, Solomon; Sadiq, Rehan

2015-01-01

To develop an effective preventive or proactive repair and replacement action plan, water utilities often rely on water main failure prediction models. However, in predicting the failure of water mains, uncertainty is inherent regardless of the quality and quantity of data used in the model. To improve the understanding of water main failure, a Bayesian framework is developed for predicting the failure of water mains considering uncertainties. In this study, Bayesian model averaging method (BMA) is presented to identify the influential pipe-dependent and time-dependent covariates considering model uncertainties whereas Bayesian Weibull Proportional Hazard Model (BWPHM) is applied to develop the survival curves and to predict the failure rates of water mains. To accredit the proposed framework, it is implemented to predict the failure of cast iron (CI) and ductile iron (DI) pipes of the water distribution network of the City of Calgary, Alberta, Canada. Results indicate that the predicted 95% uncertainty bounds of the proposed BWPHMs capture effectively the observed breaks for both CI and DI water mains. Moreover, the performance of the proposed BWPHMs are better compare to the Cox-Proportional Hazard Model (Cox-PHM) for considering Weibull distribution for the baseline hazard function and model uncertainties. - Highlights: • Prioritize rehabilitation and replacements (R/R) strategies of water mains. • Consider the uncertainties for the failure prediction. • Improve the prediction capability of the water mains failure models. • Identify the influential and appropriate covariates for different models. • Determine the effects of the covariates on failure

Bayesian disease mapping: hierarchical modeling in spatial epidemiology

National Research Council Canada - National Science Library

Lawson, Andrew

2013-01-01

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

Cluster-based analysis of multi-model climate ensembles

Science.gov (United States)

Hyde, Richard; Hossaini, Ryan; Leeson, Amber A.

2018-06-01

Clustering - the automated grouping of similar data - can provide powerful and unique insight into large and complex data sets, in a fast and computationally efficient manner. While clustering has been used in a variety of fields (from medical image processing to economics), its application within atmospheric science has been fairly limited to date, and the potential benefits of the application of advanced clustering techniques to climate data (both model output and observations) has yet to be fully realised. In this paper, we explore the specific application of clustering to a multi-model climate ensemble. We hypothesise that clustering techniques can provide (a) a flexible, data-driven method of testing model-observation agreement and (b) a mechanism with which to identify model development priorities. We focus our analysis on chemistry-climate model (CCM) output of tropospheric ozone - an important greenhouse gas - from the recent Atmospheric Chemistry and Climate Model Intercomparison Project (ACCMIP). Tropospheric column ozone from the ACCMIP ensemble was clustered using the Data Density based Clustering (DDC) algorithm. We find that a multi-model mean (MMM) calculated using members of the most-populous cluster identified at each location offers a reduction of up to ˜ 20 % in the global absolute mean bias between the MMM and an observed satellite-based tropospheric ozone climatology, with respect to a simple, all-model MMM. On a spatial basis, the bias is reduced at ˜ 62 % of all locations, with the largest bias reductions occurring in the Northern Hemisphere - where ozone concentrations are relatively large. However, the bias is unchanged at 9 % of all locations and increases at 29 %, particularly in the Southern Hemisphere. The latter demonstrates that although cluster-based subsampling acts to remove outlier model data, such data may in fact be closer to observed values in some locations. We further demonstrate that clustering can provide a viable and

A deep learning-based multi-model ensemble method for cancer prediction.

Science.gov (United States)

Xiao, Yawen; Wu, Jun; Lin, Zongli; Zhao, Xiaodong

2018-01-01

Cancer is a complex worldwide health problem associated with high mortality. With the rapid development of the high-throughput sequencing technology and the application of various machine learning methods that have emerged in recent years, progress in cancer prediction has been increasingly made based on gene expression, providing insight into effective and accurate treatment decision making. Thus, developing machine learning methods, which can successfully distinguish cancer patients from healthy persons, is of great current interest. However, among the classification methods applied to cancer prediction so far, no one method outperforms all the others. In this paper, we demonstrate a new strategy, which applies deep learning to an ensemble approach that incorporates multiple different machine learning models. We supply informative gene data selected by differential gene expression analysis to five different classification models. Then, a deep learning method is employed to ensemble the outputs of the five classifiers. The proposed deep learning-based multi-model ensemble method was tested on three public RNA-seq data sets of three kinds of cancers, Lung Adenocarcinoma, Stomach Adenocarcinoma and Breast Invasive Carcinoma. The test results indicate that it increases the prediction accuracy of cancer for all the tested RNA-seq data sets as compared to using a single classifier or the majority voting algorithm. By taking full advantage of different classifiers, the proposed deep learning-based multi-model ensemble method is shown to be accurate and effective for cancer prediction. Copyright © 2017 Elsevier B.V. All rights reserved.

The role of model dynamics in ensemble Kalman filter performance for chaotic systems

Science.gov (United States)

Ng, G.-H.C.; McLaughlin, D.; Entekhabi, D.; Ahanin, A.

2011-01-01

The ensemble Kalman filter (EnKF) is susceptible to losing track of observations, or 'diverging', when applied to large chaotic systems such as atmospheric and ocean models. Past studies have demonstrated the adverse impact of sampling error during the filter's update step. We examine how system dynamics affect EnKF performance, and whether the absence of certain dynamic features in the ensemble may lead to divergence. The EnKF is applied to a simple chaotic model, and ensembles are checked against singular vectors of the tangent linear model, corresponding to short-term growth and Lyapunov vectors, corresponding to long-term growth. Results show that the ensemble strongly aligns itself with the subspace spanned by unstable Lyapunov vectors. Furthermore, the filter avoids divergence only if the full linearized long-term unstable subspace is spanned. However, short-term dynamics also become important as non-linearity in the system increases. Non-linear movement prevents errors in the long-term stable subspace from decaying indefinitely. If these errors then undergo linear intermittent growth, a small ensemble may fail to properly represent all important modes, causing filter divergence. A combination of long and short-term growth dynamics are thus critical to EnKF performance. These findings can help in developing practical robust filters based on model dynamics. ?? 2011 The Authors Tellus A ?? 2011 John Wiley & Sons A/S.

Bayesian Uncertainty Quantification for Subsurface Inversion Using a Multiscale Hierarchical Model

KAUST Repository

Mondal, Anirban

2014-07-03

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

Characterizing economic trends by Bayesian stochastic model specification search

DEFF Research Database (Denmark)

Grassi, Stefano; Proietti, Tommaso

We extend a recently proposed Bayesian model selection technique, known as stochastic model specification search, for characterising the nature of the trend in macroeconomic time series. In particular, we focus on autoregressive models with possibly time-varying intercept and slope and decide on ...

Bayesian inference of chemical kinetic models from proposed reactions

KAUST Repository

Galagali, Nikhil; Marzouk, Youssef M.

2015-01-01

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

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

Science.gov (United States)

Balfer, Jenny; Bajorath, Jürgen

2014-09-22

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

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

Science.gov (United States)

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

2017-08-01

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

Ensemble Data Mining Methods

Science.gov (United States)

Oza, Nikunj C.

2004-01-01

Ensemble Data Mining Methods, also known as Committee Methods or Model Combiners, are machine learning methods that leverage the power of multiple models to achieve better prediction accuracy than any of the individual models could on their own. The basic goal when designing an ensemble is the same as when establishing a committee of people: each member of the committee should be as competent as possible, but the members should be complementary to one another. If the members are not complementary, Le., if they always agree, then the committee is unnecessary---any one member is sufficient. If the members are complementary, then when one or a few members make an error, the probability is high that the remaining members can correct this error. Research in ensemble methods has largely revolved around designing ensembles consisting of competent yet complementary models.

Ensemble Modeling for Robustness Analysis in engineering non-native metabolic pathways.

Science.gov (United States)

Lee, Yun; Lafontaine Rivera, Jimmy G; Liao, James C

2014-09-01

Metabolic pathways in cells must be sufficiently robust to tolerate fluctuations in expression levels and changes in environmental conditions. Perturbations in expression levels may lead to system failure due to the disappearance of a stable steady state. Increasing evidence has suggested that biological networks have evolved such that they are intrinsically robust in their network structure. In this article, we presented Ensemble Modeling for Robustness Analysis (EMRA), which combines a continuation method with the Ensemble Modeling approach, for investigating the robustness issue of non-native pathways. EMRA investigates a large ensemble of reference models with different parameters, and determines the effects of parameter drifting until a bifurcation point, beyond which a stable steady state disappears and system failure occurs. A pathway is considered to have high bifurcational robustness if the probability of system failure is low in the ensemble. To demonstrate the utility of EMRA, we investigate the bifurcational robustness of two synthetic central metabolic pathways that achieve carbon conservation: non-oxidative glycolysis and reverse glyoxylate cycle. With EMRA, we determined the probability of system failure of each design and demonstrated that alternative designs of these pathways indeed display varying degrees of bifurcational robustness. Furthermore, we demonstrated that target selection for flux improvement should consider the trade-offs between robustness and performance. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

Fast and accurate Bayesian model criticism and conflict diagnostics using R-INLA

KAUST Repository

Ferkingstad, Egil

2017-10-16

Bayesian hierarchical models are increasingly popular for realistic modelling and analysis of complex data. This trend is accompanied by the need for flexible, general and computationally efficient methods for model criticism and conflict detection. Usually, a Bayesian hierarchical model incorporates a grouping of the individual data points, as, for example, with individuals in repeated measurement data. In such cases, the following question arises: Are any of the groups “outliers,” or in conflict with the remaining groups? Existing general approaches aiming to answer such questions tend to be extremely computationally demanding when model fitting is based on Markov chain Monte Carlo. We show how group-level model criticism and conflict detection can be carried out quickly and accurately through integrated nested Laplace approximations (INLA). The new method is implemented as a part of the open-source R-INLA package for Bayesian computing (http://r-inla.org).

A Bayesian Markov geostatistical model for estimation of hydrogeological properties

International Nuclear Information System (INIS)

Rosen, L.; Gustafson, G.

1996-01-01

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

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

Science.gov (United States)

Yang, Ziheng; Zhu, Tianqi

2018-02-20

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

Bayesian inference model for fatigue life of laminated composites

DEFF Research Database (Denmark)

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

2016-01-01

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

DPpackage: Bayesian Semi- and Nonparametric Modeling in R

Directory of Open Access Journals (Sweden)

Alejandro Jara

2011-04-01

Full Text Available Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian nonparametric and semiparametric models in R, DPpackage. Currently, DPpackage includes models for marginal and conditional density estimation, receiver operating characteristic curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison and for eliciting the precision parameter of the Dirichlet process prior, and a general purpose Metropolis sampling algorithm. To maximize computational efficiency, the actual sampling for each model is carried out using compiled C, C++ or Fortran code.

Impact of censoring on learning Bayesian networks in survival modelling.

Science.gov (United States)

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

2009-11-01

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

Utilising Tree-Based Ensemble Learning for Speaker Segmentation

DEFF Research Database (Denmark)

Abou-Zleikha, Mohamed; Tan, Zheng-Hua; Christensen, Mads Græsbøll

2014-01-01

In audio and speech processing, accurate detection of the changing points between multiple speakers in speech segments is an important stage for several applications such as speaker identification and tracking. Bayesian Information Criteria (BIC)-based approaches are the most traditionally used...... for a certain condition, the model becomes biased to the data used for training limiting the model’s generalisation ability. In this paper, we propose a BIC-based tuning-free approach for speaker segmentation through the use of ensemble-based learning. A forest of segmentation trees is constructed in which each...... tree is trained using a sampled version of the speech segment. During the tree construction process, a set of randomly selected points in the input sequence is examined as potential segmentation points. The point that yields the highest ΔBIC is chosen and the same process is repeated for the resultant...

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

Science.gov (United States)

Liang, Yulan; Kelemen, Arpad

2016-08-01

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

Ensemble modeling of E. coli in the Charles River, Boston, Massachusetts, USA.

Science.gov (United States)

Hellweger, F L

2007-01-01

A case study of ensemble modeling of Escherichia coli (E. coli) densities in surface waters in the context of public health risk prediction is presented. The output of two different models, mechanistic and empirical, are combined and compared to data. The mechanistic model is a high-resolution, time-variable, three-dimensional coupled hydrodynamic and water quality model. It generally reproduces the mechanisms of E. coli fate and transport in the river, including the presence and absence of a plume in the study area under similar input, but different hydrodynamic conditions caused by the operation of a downstream dam and wind. At the time series station, the model has a root mean square error (RMSE) of 370 CFU/100mL, a total error rate (with respect to the EPA-recommended single sample criteria value of 235 CFU/100mL) (TER) of 15% and negative error rate (NER) of 30%. The empirical model is based on multiple linear regression using the forcing functions of the mechanistic model as independent variables. It has better overall performance (at the time series station), due to a strong correlation of E. coli density with upstream inflow for this time period (RMSE =200 CFU/100mL, TER =13%, NER =1.6%). However, the model is mechanistically incorrect in that it predicts decreasing densities with increasing Combined Sewer Overflow (CSO) input. The two models are fundamentally different and their errors are uncorrelated (R(2) =0.02), which motivates their combination in an ensemble. Two combination approaches, a geometric mean ensemble (GME) and an "either exceeds" ensemble (EEE), are explored. The GME model outperforms the mechanistic and empirical models in terms of RMSE (190 CFU/100mL) and TER (11%), but has a higher NER (23%). The EEE has relatively high TER (16%), but low NER (0.8%) and may be the best method for a conservative prediction. The study demonstrates the potential utility of ensemble modeling for pathogen indicators, but significant further research is

Bayesian approach to inverse statistical mechanics

Science.gov (United States)

Habeck, Michael

2014-05-01

Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.

Ensemble data assimilation in the Red Sea: sensitivity to ensemble selection and atmospheric forcing

KAUST Repository

Toye, Habib

2017-05-26

We present our efforts to build an ensemble data assimilation and forecasting system for the Red Sea. The system consists of the high-resolution Massachusetts Institute of Technology general circulation model (MITgcm) to simulate ocean circulation and of the Data Research Testbed (DART) for ensemble data assimilation. DART has been configured to integrate all members of an ensemble adjustment Kalman filter (EAKF) in parallel, based on which we adapted the ensemble operations in DART to use an invariant ensemble, i.e., an ensemble Optimal Interpolation (EnOI) algorithm. This approach requires only single forward model integration in the forecast step and therefore saves substantial computational cost. To deal with the strong seasonal variability of the Red Sea, the EnOI ensemble is then seasonally selected from a climatology of long-term model outputs. Observations of remote sensing sea surface height (SSH) and sea surface temperature (SST) are assimilated every 3 days. Real-time atmospheric fields from the National Center for Environmental Prediction (NCEP) and the European Center for Medium-Range Weather Forecasts (ECMWF) are used as forcing in different assimilation experiments. We investigate the behaviors of the EAKF and (seasonal-) EnOI and compare their performances for assimilating and forecasting the circulation of the Red Sea. We further assess the sensitivity of the assimilation system to various filtering parameters (ensemble size, inflation) and atmospheric forcing.

Clustered iterative stochastic ensemble method for multi-modal calibration of subsurface flow models

KAUST Repository

Elsheikh, Ahmed H.

2013-05-01

A novel multi-modal parameter estimation algorithm is introduced. Parameter estimation is an ill-posed inverse problem that might admit many different solutions. This is attributed to the limited amount of measured data used to constrain the inverse problem. The proposed multi-modal model calibration algorithm uses an iterative stochastic ensemble method (ISEM) for parameter estimation. ISEM employs an ensemble of directional derivatives within a Gauss-Newton iteration for nonlinear parameter estimation. ISEM is augmented with a clustering step based on k-means algorithm to form sub-ensembles. These sub-ensembles are used to explore different parts of the search space. Clusters are updated at regular intervals of the algorithm to allow merging of close clusters approaching the same local minima. Numerical testing demonstrates the potential of the proposed algorithm in dealing with multi-modal nonlinear parameter estimation for subsurface flow models. © 2013 Elsevier B.V.

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

International Nuclear Information System (INIS)

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

2013-01-01

Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss–Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates

An iterative stochastic ensemble method for parameter estimation of subsurface flow models

KAUST Repository

Elsheikh, Ahmed H.

2013-06-01

Parameter estimation for subsurface flow models is an essential step for maximizing the value of numerical simulations for future prediction and the development of effective control strategies. We propose the iterative stochastic ensemble method (ISEM) as a general method for parameter estimation based on stochastic estimation of gradients using an ensemble of directional derivatives. ISEM eliminates the need for adjoint coding and deals with the numerical simulator as a blackbox. The proposed method employs directional derivatives within a Gauss-Newton iteration. The update equation in ISEM resembles the update step in ensemble Kalman filter, however the inverse of the output covariance matrix in ISEM is regularized using standard truncated singular value decomposition or Tikhonov regularization. We also investigate the performance of a set of shrinkage based covariance estimators within ISEM. The proposed method is successfully applied on several nonlinear parameter estimation problems for subsurface flow models. The efficiency of the proposed algorithm is demonstrated by the small size of utilized ensembles and in terms of error convergence rates. © 2013 Elsevier Inc.

Canonical Ensemble Model for Black Hole Horizon of Schwarzschild ...

Indian Academy of Sciences (India)

Abstract. In this paper, we use the canonical ensemble model to discuss the radiation of a Schwarzschild–de Sitter black hole on the black hole horizon. Using this model, we calculate the probability distribution from function of the emission shell. And the statistical meaning which compare with the distribution function is ...

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

DEFF Research Database (Denmark)

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

2012-01-01

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

Evidence on Features of a DSGE Business Cycle Model from Bayesian Model Averaging

NARCIS (Netherlands)

R.W. Strachan (Rodney); H.K. van Dijk (Herman)

2012-01-01

textabstractThe empirical support for features of a Dynamic Stochastic General Equilibrium model with two technology shocks is valuated using Bayesian model averaging over vector autoregressions. The model features include equilibria, restrictions on long-run responses, a structural break of unknown

Predicting coastal cliff erosion using a Bayesian probabilistic model

Science.gov (United States)

Hapke, Cheryl J.; Plant, Nathaniel G.

2010-01-01

Regional coastal cliff retreat is difficult to model due to the episodic nature of failures and the along-shore variability of retreat events. There is a growing demand, however, for predictive models that can be used to forecast areas vulnerable to coastal erosion hazards. Increasingly, probabilistic models are being employed that require data sets of high temporal density to define the joint probability density function that relates forcing variables (e.g. wave conditions) and initial conditions (e.g. cliff geometry) to erosion events. In this study we use a multi-parameter Bayesian network to investigate correlations between key variables that control and influence variations in cliff retreat processes. The network uses Bayesian statistical methods to estimate event probabilities using existing observations. Within this framework, we forecast the spatial distribution of cliff retreat along two stretches of cliffed coast in Southern California. The input parameters are the height and slope of the cliff, a descriptor of material strength based on the dominant cliff-forming lithology, and the long-term cliff erosion rate that represents prior behavior. The model is forced using predicted wave impact hours. Results demonstrate that the Bayesian approach is well-suited to the forward modeling of coastal cliff retreat, with the correct outcomes forecast in 70–90% of the modeled transects. The model also performs well in identifying specific locations of high cliff erosion, thus providing a foundation for hazard mapping. This approach can be employed to predict cliff erosion at time-scales ranging from storm events to the impacts of sea-level rise at the century-scale.

On combination of strict Bayesian principles with model reduction technique or how stochastic model calibration can become feasible for large-scale applications

Science.gov (United States)

Oladyshkin, S.; Schroeder, P.; Class, H.; Nowak, W.

2013-12-01

Predicting underground carbon dioxide (CO2) storage represents a challenging problem in a complex dynamic system. Due to lacking information about reservoir parameters, quantification of uncertainties may become the dominant question in risk assessment. Calibration on past observed data from pilot-scale test injection can improve the predictive power of the involved geological, flow, and transport models. The current work performs history matching to pressure time series from a pilot storage site operated in Europe, maintained during an injection period. Simulation of compressible two-phase flow and transport (CO2/brine) in the considered site is computationally very demanding, requiring about 12 days of CPU time for an individual model run. For that reason, brute-force approaches for calibration are not feasible. In the current work, we explore an advanced framework for history matching based on the arbitrary polynomial chaos expansion (aPC) and strict Bayesian principles. The aPC [1] offers a drastic but accurate stochastic model reduction. Unlike many previous chaos expansions, it can handle arbitrary probability distribution shapes of uncertain parameters, and can therefore handle directly the statistical information appearing during the matching procedure. We capture the dependence of model output on these multipliers with the expansion-based reduced model. In our study we keep the spatial heterogeneity suggested by geophysical methods, but consider uncertainty in the magnitude of permeability trough zone-wise permeability multipliers. Next combined the aPC with Bootstrap filtering (a brute-force but fully accurate Bayesian updating mechanism) in order to perform the matching. In comparison to (Ensemble) Kalman Filters, our method accounts for higher-order statistical moments and for the non-linearity of both the forward model and the inversion, and thus allows a rigorous quantification of calibrated model uncertainty. The usually high computational costs of

Bayesian Estimation of the Logistic Positive Exponent IRT Model

Science.gov (United States)

Bolfarine, Heleno; Bazan, Jorge Luis

2010-01-01

A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric…

Evaluation of ensemble precipitation forecasts generated through post-processing in a Canadian catchment

Directory of Open Access Journals (Sweden)

S. K. Jha

2018-03-01

Full Text Available Flooding in Canada is often caused by heavy rainfall during the snowmelt period. Hydrologic forecast centers rely on precipitation forecasts obtained from numerical weather prediction (NWP models to enforce hydrological models for streamflow forecasting. The uncertainties in raw quantitative precipitation forecasts (QPFs are enhanced by physiography and orography effects over a diverse landscape, particularly in the western catchments of Canada. A Bayesian post-processing approach called rainfall post-processing (RPP, developed in Australia (Robertson et al., 2013; Shrestha et al., 2015, has been applied to assess its forecast performance in a Canadian catchment. Raw QPFs obtained from two sources, Global Ensemble Forecasting System (GEFS Reforecast 2 project, from the National Centers for Environmental Prediction, and Global Deterministic Forecast System (GDPS, from Environment and Climate Change Canada, are used in this study. The study period from January 2013 to December 2015 covered a major flood event in Calgary, Alberta, Canada. Post-processed results show that the RPP is able to remove the bias and reduce the errors of both GEFS and GDPS forecasts. Ensembles generated from the RPP reliably quantify the forecast uncertainty.

Improving a Deep Learning based RGB-D Object Recognition Model by Ensemble Learning

DEFF Research Database (Denmark)

Aakerberg, Andreas; Nasrollahi, Kamal; Heder, Thomas

2018-01-01

Augmenting RGB images with depth information is a well-known method to significantly improve the recognition accuracy of object recognition models. Another method to im- prove the performance of visual recognition models is ensemble learning. However, this method has not been widely explored...... in combination with deep convolutional neural network based RGB-D object recognition models. Hence, in this paper, we form different ensembles of complementary deep convolutional neural network models, and show that this can be used to increase the recognition performance beyond existing limits. Experiments...

Constrained bayesian inference of project performance models

OpenAIRE

Sunmola, Funlade

2013-01-01

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

Generalized rate-code model for neuron ensembles with finite populations

International Nuclear Information System (INIS)

Hasegawa, Hideo

2007-01-01

We have proposed a generalized Langevin-type rate-code model subjected to multiplicative noise, in order to study stationary and dynamical properties of an ensemble containing a finite number N of neurons. Calculations using the Fokker-Planck equation have shown that, owing to the multiplicative noise, our rate model yields various kinds of stationary non-Gaussian distributions such as Γ, inverse-Gaussian-like, and log-normal-like distributions, which have been experimentally observed. The dynamical properties of the rate model have been studied with the use of the augmented moment method (AMM), which was previously proposed by the author from a macroscopic point of view for finite-unit stochastic systems. In the AMM, the original N-dimensional stochastic differential equations (DEs) are transformed into three-dimensional deterministic DEs for the means and fluctuations of local and global variables. The dynamical responses of the neuron ensemble to pulse and sinusoidal inputs calculated by the AMM are in good agreement with those obtained by direct simulation. The synchronization in the neuronal ensemble is discussed. The variabilities of the firing rate and of the interspike interval are shown to increase with increasing magnitude of multiplicative noise, which may be a conceivable origin of the observed large variability in cortical neurons

Combination of Bayesian Network and Overlay Model in User Modeling

Directory of Open Access Journals (Sweden)

Loc Nguyen

2009-12-01

Full Text Available The core of adaptive system is user model containing personal information such as knowledge, learning styles, goals… which is requisite for learning personalized process. There are many modeling approaches, for example: stereotype, overlay, plan recognition… but they don’t bring out the solid method for reasoning from user model. This paper introduces the statistical method that combines Bayesian network and overlay modeling so that it is able to infer user’s knowledge from evidences collected during user’s learning process.

Ensembles of gustatory cortical neurons anticipate and discriminate between tastants in a single lick

Directory of Open Access Journals (Sweden)

Jennifer R Stapleton

2007-10-01

Full Text Available The gustatory cortex (GC processes chemosensory and somatosensory information and is involved in learning and anticipation. Previously we found that a subpopulation of GC neurons responded to tastants in a single lick (Stapleton et al., 2006. Here we extend this investigation to determine if small ensembles of GC neurons, obtained while rats received blocks of tastants on a fixed ratio schedule (FR5, can discriminate between tastants and their concentrations after a single 50 µL delivery. In the FR5 schedule subjects received tastants every fifth (reinforced lick and the intervening licks were unreinforced. The ensemble firing patterns were analyzed with a Bayesian generalized linear model whose parameters included the firing rates and temporal patterns of the spike trains. We found that when both the temporal and rate parameters were included, 12 of 13 ensembles correctly identified single tastant deliveries. We also found that the activity during the unreinforced licks contained signals regarding the identity of the upcoming tastant, which suggests that GC neurons contain anticipatory information about the next tastant delivery. To support this finding we performed experiments in which tastant delivery was randomized within each block and found that the neural activity following the unreinforced licks did not predict the upcoming tastant. Collectively, these results suggest that after a single lick ensembles of GC neurons can discriminate between tastants, that they may utilize both temporal and rate information, and when the tastant delivery is repetitive ensembles contain information about the identity of the upcoming tastant delivery.

Bayesian Option Pricing using Mixed Normal Heteroskedasticity Models

DEFF Research Database (Denmark)

Rombouts, Jeroen; Stentoft, Lars

2014-01-01

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

Operational modal analysis modeling, Bayesian inference, uncertainty laws

CERN Document Server

Au, Siu-Kui

2017-01-01

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

Force Sensor Based Tool Condition Monitoring Using a Heterogeneous Ensemble Learning Model

Directory of Open Access Journals (Sweden)

Guofeng Wang

2014-11-01

Full Text Available Tool condition monitoring (TCM plays an important role in improving machining efficiency and guaranteeing workpiece quality. In order to realize reliable recognition of the tool condition, a robust classifier needs to be constructed to depict the relationship between tool wear states and sensory information. However, because of the complexity of the machining process and the uncertainty of the tool wear evolution, it is hard for a single classifier to fit all the collected samples without sacrificing generalization ability. In this paper, heterogeneous ensemble learning is proposed to realize tool condition monitoring in which the support vector machine (SVM, hidden Markov model (HMM and radius basis function (RBF are selected as base classifiers and a stacking ensemble strategy is further used to reflect the relationship between the outputs of these base classifiers and tool wear states. Based on the heterogeneous ensemble learning classifier, an online monitoring system is constructed in which the harmonic features are extracted from force signals and a minimal redundancy and maximal relevance (mRMR algorithm is utilized to select the most prominent features. To verify the effectiveness of the proposed method, a titanium alloy milling experiment was carried out and samples with different tool wear states were collected to build the proposed heterogeneous ensemble learning classifier. Moreover, the homogeneous ensemble learning model and majority voting strategy are also adopted to make a comparison. The analysis and comparison results show that the proposed heterogeneous ensemble learning classifier performs better in both classification accuracy and stability.

Bayesian Network Models in Cyber Security: A Systematic Review

NARCIS (Netherlands)

Chockalingam, S.; Pieters, W.; Herdeiro Teixeira, A.M.; van Gelder, P.H.A.J.M.; Lipmaa, Helger; Mitrokotsa, Aikaterini; Matulevicius, Raimundas

2017-01-01

Bayesian Networks (BNs) are an increasingly popular modelling technique in cyber security especially due to their capability to overcome data limitations. This is also instantiated by the growth of BN models development in cyber security. However, a comprehensive comparison and analysis of these

Rainfall estimation with TFR model using Ensemble Kalman filter

Science.gov (United States)

Asyiqotur Rohmah, Nabila; Apriliani, Erna

2018-03-01

Rainfall fluctuation can affect condition of other environment, correlated with economic activity and public health. The increasing of global average temperature is influenced by the increasing of CO2 in the atmosphere, which caused climate change. Meanwhile, the forests as carbon sinks that help keep the carbon cycle and climate change mitigation. Climate change caused by rainfall intensity deviations can affect the economy of a region, and even countries. It encourages research on rainfall associated with an area of forest. In this study, the mathematics model that used is a model which describes the global temperatures, forest cover, and seasonal rainfall called the TFR (temperature, forest cover, and rainfall) model. The model will be discretized first, and then it will be estimated by the method of Ensemble Kalman Filter (EnKF). The result shows that the more ensembles used in estimation, the better the result is. Also, the accurateness of simulation result is influenced by measurement variable. If a variable is measurement data, the result of simulation is better.

Ensemble-based flash-flood modelling: Taking into account hydrodynamic parameters and initial soil moisture uncertainties

Science.gov (United States)

Edouard, Simon; Vincendon, Béatrice; Ducrocq, Véronique

2018-05-01

Intense precipitation events in the Mediterranean often lead to devastating flash floods (FF). FF modelling is affected by several kinds of uncertainties and Hydrological Ensemble Prediction Systems (HEPS) are designed to take those uncertainties into account. The major source of uncertainty comes from rainfall forcing and convective-scale meteorological ensemble prediction systems can manage it for forecasting purpose. But other sources are related to the hydrological modelling part of the HEPS. This study focuses on the uncertainties arising from the hydrological model parameters and initial soil moisture with aim to design an ensemble-based version of an hydrological model dedicated to Mediterranean fast responding rivers simulations, the ISBA-TOP coupled system. The first step consists in identifying the parameters that have the strongest influence on FF simulations by assuming perfect precipitation. A sensitivity study is carried out first using a synthetic framework and then for several real events and several catchments. Perturbation methods varying the most sensitive parameters as well as initial soil moisture allow designing an ensemble-based version of ISBA-TOP. The first results of this system on some real events are presented. The direct perspective of this work will be to drive this ensemble-based version with the members of a convective-scale meteorological ensemble prediction system to design a complete HEPS for FF forecasting.

Adversarial life testing: A Bayesian negotiation model

International Nuclear Information System (INIS)

Rufo, M.J.; Martín, J.; Pérez, C.J.

2014-01-01

Life testing is a procedure intended for facilitating the process of making decisions in the context of industrial reliability. On the other hand, negotiation is a process of making joint decisions that has one of its main foundations in decision theory. A Bayesian sequential model of negotiation in the context of adversarial life testing is proposed. This model considers a general setting for which a manufacturer offers a product batch to a consumer. It is assumed that the reliability of the product is measured in terms of its lifetime. Furthermore, both the manufacturer and the consumer have to use their own information with respect to the quality of the product. Under these assumptions, two situations can be analyzed. For both of them, the main aim is to accept or reject the product batch based on the product reliability. This topic is related to a reliability demonstration problem. The procedure is applied to a class of distributions that belong to the exponential family. Thus, a unified framework addressing the main topics in the considered Bayesian model is presented. An illustrative example shows that the proposed technique can be easily applied in practice

BAYESIAN FORECASTS COMBINATION TO IMPROVE THE ROMANIAN INFLATION PREDICTIONS BASED ON ECONOMETRIC MODELS

Directory of Open Access Journals (Sweden)

Mihaela Simionescu

2014-12-01

Full Text Available There are many types of econometric models used in predicting the inflation rate, but in this study we used a Bayesian shrinkage combination approach. This methodology is used in order to improve the predictions accuracy by including information that is not captured by the econometric models. Therefore, experts’ forecasts are utilized as prior information, for Romania these predictions being provided by Institute for Economic Forecasting (Dobrescu macromodel, National Commission for Prognosis and European Commission. The empirical results for Romanian inflation show the superiority of a fixed effects model compared to other types of econometric models like VAR, Bayesian VAR, simultaneous equations model, dynamic model, log-linear model. The Bayesian combinations that used experts’ predictions as priors, when the shrinkage parameter tends to infinite, improved the accuracy of all forecasts based on individual models, outperforming also zero and equal weights predictions and naïve forecasts.

Bayesian Modeling of ChIP-chip Data Through a High-Order Ising Model

KAUST Repository

Mo, Qianxing

2010-01-29

ChIP-chip experiments are procedures that combine chromatin immunoprecipitation (ChIP) and DNA microarray (chip) technology to study a variety of biological problems, including protein-DNA interaction, histone modification, and DNA methylation. The most important feature of ChIP-chip data is that the intensity measurements of probes are spatially correlated because the DNA fragments are hybridized to neighboring probes in the experiments. We propose a simple, but powerful Bayesian hierarchical approach to ChIP-chip data through an Ising model with high-order interactions. The proposed method naturally takes into account the intrinsic spatial structure of the data and can be used to analyze data from multiple platforms with different genomic resolutions. The model parameters are estimated using the Gibbs sampler. The proposed method is illustrated using two publicly available data sets from Affymetrix and Agilent platforms, and compared with three alternative Bayesian methods, namely, Bayesian hierarchical model, hierarchical gamma mixture model, and Tilemap hidden Markov model. The numerical results indicate that the proposed method performs as well as the other three methods for the data from Affymetrix tiling arrays, but significantly outperforms the other three methods for the data from Agilent promoter arrays. In addition, we find that the proposed method has better operating characteristics in terms of sensitivities and false discovery rates under various scenarios. © 2010, The International Biometric Society.

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

Assessing uncertainties in crop and pasture ensemble model simulations of productivity and N2 O emissions.

Science.gov (United States)

Ehrhardt, Fiona; Soussana, Jean-François; Bellocchi, Gianni; Grace, Peter; McAuliffe, Russel; Recous, Sylvie; Sándor, Renáta; Smith, Pete; Snow, Val; de Antoni Migliorati, Massimiliano; Basso, Bruno; Bhatia, Arti; Brilli, Lorenzo; Doltra, Jordi; Dorich, Christopher D; Doro, Luca; Fitton, Nuala; Giacomini, Sandro J; Grant, Brian; Harrison, Matthew T; Jones, Stephanie K; Kirschbaum, Miko U F; Klumpp, Katja; Laville, Patricia; Léonard, Joël; Liebig, Mark; Lieffering, Mark; Martin, Raphaël; Massad, Raia S; Meier, Elizabeth; Merbold, Lutz; Moore, Andrew D; Myrgiotis, Vasileios; Newton, Paul; Pattey, Elizabeth; Rolinski, Susanne; Sharp, Joanna; Smith, Ward N; Wu, Lianhai; Zhang, Qing

2018-02-01

Simulation models are extensively used to predict agricultural productivity and greenhouse gas emissions. However, the uncertainties of (reduced) model ensemble simulations have not been assessed systematically for variables affecting food security and climate change mitigation, within multi-species agricultural contexts. We report an international model comparison and benchmarking exercise, showing the potential of multi-model ensembles to predict productivity and nitrous oxide (N 2 O) emissions for wheat, maize, rice and temperate grasslands. Using a multi-stage modelling protocol, from blind simulations (stage 1) to partial (stages 2-4) and full calibration (stage 5), 24 process-based biogeochemical models were assessed individually or as an ensemble against long-term experimental data from four temperate grassland and five arable crop rotation sites spanning four continents. Comparisons were performed by reference to the experimental uncertainties of observed yields and N 2 O emissions. Results showed that across sites and crop/grassland types, 23%-40% of the uncalibrated individual models were within two standard deviations (SD) of observed yields, while 42 (rice) to 96% (grasslands) of the models were within 1 SD of observed N 2 O emissions. At stage 1, ensembles formed by the three lowest prediction model errors predicted both yields and N 2 O emissions within experimental uncertainties for 44% and 33% of the crop and grassland growth cycles, respectively. Partial model calibration (stages 2-4) markedly reduced prediction errors of the full model ensemble E-median for crop grain yields (from 36% at stage 1 down to 4% on average) and grassland productivity (from 44% to 27%) and to a lesser and more variable extent for N 2 O emissions. Yield-scaled N 2 O emissions (N 2 O emissions divided by crop yields) were ranked accurately by three-model ensembles across crop species and field sites. The potential of using process-based model ensembles to predict jointly

CarcinoPred-EL: Novel models for predicting the carcinogenicity of chemicals using molecular fingerprints and ensemble learning methods.

Science.gov (United States)

Zhang, Li; Ai, Haixin; Chen, Wen; Yin, Zimo; Hu, Huan; Zhu, Junfeng; Zhao, Jian; Zhao, Qi; Liu, Hongsheng

2017-05-18

Carcinogenicity refers to a highly toxic end point of certain chemicals, and has become an important issue in the drug development process. In this study, three novel ensemble classification models, namely Ensemble SVM, Ensemble RF, and Ensemble XGBoost, were developed to predict carcinogenicity of chemicals using seven types of molecular fingerprints and three machine learning methods based on a dataset containing 1003 diverse compounds with rat carcinogenicity. Among these three models, Ensemble XGBoost is found to be the best, giving an average accuracy of 70.1 ± 2.9%, sensitivity of 67.0 ± 5.0%, and specificity of 73.1 ± 4.4% in five-fold cross-validation and an accuracy of 70.0%, sensitivity of 65.2%, and specificity of 76.5% in external validation. In comparison with some recent methods, the ensemble models outperform some machine learning-based approaches and yield equal accuracy and higher specificity but lower sensitivity than rule-based expert systems. It is also found that the ensemble models could be further improved if more data were available. As an application, the ensemble models are employed to discover potential carcinogens in the DrugBank database. The results indicate that the proposed models are helpful in predicting the carcinogenicity of chemicals. A web server called CarcinoPred-EL has been built for these models ( http://ccsipb.lnu.edu.cn/toxicity/CarcinoPred-EL/ ).

MODEL SISTEM PREDIKSI ENSEMBLE TOTAL HUJAN BULANAN DENGAN NILAI PEMBOBOT (KASUS WILAYAH KABUPATEN INDRAMAYU

Directory of Open Access Journals (Sweden)

Yunus Subagyo Swarinoto

2014-08-01

Full Text Available Manajemen air menjadi sangat penting khususnya di wilayah yang rentan terhadap ketersediaan air. Mengingat hujan di atas normal dapat mengakibatkan banjir, sedangkan hujan di bawah normal mengakibatkan kekeringan. Untuk itu prediksi unsur iklim hujan ini menjadi penting. Model sistem prediksi ensemble berbasis model sistem prediksi tunggal ANFIS, Wavelet-ANFIS, Wavelet ARIMA, dan ARIMA total hujan bulanan telah disimulasikan di wilayah Kabupaten Indramayu. Model sistem prediksi ensemble total hujan bulanan ini dibentuk dengan teknik pembobotan. Nilai pembobot didasarkan pada nilai koefisien korelasi Pearson (r yang diperoleh selama masa pelatihan dengan series data 1991-2000. Hasil pengolahan data 2001-2009 menunjukkan kisaran nilai r didapat 0,45-0,83 untuk ANFIS; 0,20-0,53 untuk Wavelet-ANFIS; 0,50-0,95 untuk Wavelet-ARIMA; 0,14-0,66 untuk ARIMA; dan 0,58-0,94 untuk Ensemble. Secara spasial, luaran model sistem prediksi ensemble total hujan bulanan di wilayah Kabupaten Indramayu menunjukkan hasil yang konsisten lebih baik daripada luaran model sistem prediksi tunggal pembentuknya.   Water management is very important especially for region which is vulnarable to the water availability. Above normal rainfal condition causes flood, meanwhile below normal one triggers to the drought occurences. Coping with this situation, the rainfall prediction output is needed. The ensemble prediction system model (EPSM based on several single prediction system models (SPSMs such as ANFIS, Wavelet-ANFIS, Wavelet ARIMA, and ARIMA on monthly rainfall total, has been simulated within Indramayu district. The EPSM was developed and based on the weighting technique. This weighting is computed based on the value of Pearson correlation coefficient (r which has been gained during the training period of 1991-2000. Results of 2001-2009 model running show the value of r are 0,45-0,83 for ANFIS; 0,20-0,53 for Wavelet- ANFIS;  0,50-0,95 for Wavelet-ARIMA; 0,14-0,66 for

Thermodynamic state ensemble models of cis-regulation.

Directory of Open Access Journals (Sweden)

Marc S Sherman

Full Text Available A major goal in computational biology is to develop models that accurately predict a gene's expression from its surrounding regulatory DNA. Here we present one class of such models, thermodynamic state ensemble models. We describe the biochemical derivation of the thermodynamic framework in simple terms, and lay out the mathematical components that comprise each model. These components include (1 the possible states of a promoter, where a state is defined as a particular arrangement of transcription factors bound to a DNA promoter, (2 the binding constants that describe the affinity of the protein-protein and protein-DNA interactions that occur in each state, and (3 whether each state is capable of transcribing. Using these components, we demonstrate how to compute a cis-regulatory function that encodes the probability of a promoter being active. Our intention is to provide enough detail so that readers with little background in thermodynamics can compose their own cis-regulatory functions. To facilitate this goal, we also describe a matrix form of the model that can be easily coded in any programming language. This formalism has great flexibility, which we show by illustrating how phenomena such as competition between transcription factors and cooperativity are readily incorporated into these models. Using this framework, we also demonstrate that Michaelis-like functions, another class of cis-regulatory models, are a subset of the thermodynamic framework with specific assumptions. By recasting Michaelis-like functions as thermodynamic functions, we emphasize the relationship between these models and delineate the specific circumstances representable by each approach. Application of thermodynamic state ensemble models is likely to be an important tool in unraveling the physical basis of combinatorial cis-regulation and in generating formalisms that accurately predict gene expression from DNA sequence.

Bayesian semiparametric regression models to characterize molecular evolution

Directory of Open Access Journals (Sweden)

Datta Saheli

2012-10-01

Full Text Available Abstract Background Statistical models and methods that associate changes in the physicochemical properties of amino acids with natural selection at the molecular level typically do not take into account the correlations between such properties. We propose a Bayesian hierarchical regression model with a generalization of the Dirichlet process prior on the distribution of the regression coefficients that describes the relationship between the changes in amino acid distances and natural selection in protein-coding DNA sequence alignments. Results The Bayesian semiparametric approach is illustrated with simulated data and the abalone lysin sperm data. Our method identifies groups of properties which, for this particular dataset, have a similar effect on evolution. The model also provides nonparametric site-specific estimates for the strength of conservation of these properties. Conclusions The model described here is distinguished by its ability to handle a large number of amino acid properties simultaneously, while taking into account that such data can be correlated. The multi-level clustering ability of the model allows for appealing interpretations of the results in terms of properties that are roughly equivalent from the standpoint of molecular evolution.

A model ensemble for projecting multi‐decadal coastal cliff retreat during the 21st century

Science.gov (United States)

Limber, Patrick; Barnard, Patrick; Vitousek, Sean; Erikson, Li

2018-01-01

Sea cliff retreat rates are expected to accelerate with rising sea levels during the 21st century. Here we develop an approach for a multi‐model ensemble that efficiently projects time‐averaged sea cliff retreat over multi‐decadal time scales and large (>50 km) spatial scales. The ensemble consists of five simple 1‐D models adapted from the literature that relate sea cliff retreat to wave impacts, sea level rise (SLR), historical cliff behavior, and cross‐shore profile geometry. Ensemble predictions are based on Monte Carlo simulations of each individual model, which account for the uncertainty of model parameters. The consensus of the individual models also weights uncertainty, such that uncertainty is greater when predictions from different models do not agree. A calibrated, but unvalidated, ensemble was applied to the 475 km‐long coastline of Southern California (USA), with 4 SLR scenarios of 0.5, 0.93, 1.5, and 2 m by 2100. Results suggest that future retreat rates could increase relative to mean historical rates by more than two‐fold for the higher SLR scenarios, causing an average total land loss of 19 – 41 m by 2100. However, model uncertainty ranges from +/‐ 5 – 15 m, reflecting the inherent difficulties of projecting cliff retreat over multiple decades. To enhance ensemble performance, future work could include weighting each model by its skill in matching observations in different morphological settings

A Bayesian modelling method for post-processing daily sub-seasonal to seasonal rainfall forecasts from global climate models and evaluation for 12 Australian catchments

Science.gov (United States)

Schepen, Andrew; Zhao, Tongtiegang; Wang, Quan J.; Robertson, David E.

2018-03-01

Rainfall forecasts are an integral part of hydrological forecasting systems at sub-seasonal to seasonal timescales. In seasonal forecasting, global climate models (GCMs) are now the go-to source for rainfall forecasts. For hydrological applications however, GCM forecasts are often biased and unreliable in uncertainty spread, and calibration is therefore required before use. There are sophisticated statistical techniques for calibrating monthly and seasonal aggregations of the forecasts. However, calibration of seasonal forecasts at the daily time step typically uses very simple statistical methods or climate analogue methods. These methods generally lack the sophistication to achieve unbiased, reliable and coherent forecasts of daily amounts and seasonal accumulated totals. In this study, we propose and evaluate a Rainfall Post-Processing method for Seasonal forecasts (RPP-S), which is based on the Bayesian joint probability modelling approach for calibrating daily forecasts and the Schaake Shuffle for connecting the daily ensemble members of different lead times. We apply the method to post-process ACCESS-S forecasts for 12 perennial and ephemeral catchments across Australia and for 12 initialisation dates. RPP-S significantly reduces bias in raw forecasts and improves both skill and reliability. RPP-S forecasts are also more skilful and reliable than forecasts derived from ACCESS-S forecasts that have been post-processed using quantile mapping, especially for monthly and seasonal accumulations. Several opportunities to improve the robustness and skill of RPP-S are identified. The new RPP-S post-processed forecasts will be used in ensemble sub-seasonal to seasonal streamflow applications.

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.

Impacts of calibration strategies and ensemble methods on ensemble flood forecasting over Lanjiang basin, Southeast China

Science.gov (United States)

Liu, Li; Xu, Yue-Ping

2017-04-01

Ensemble flood forecasting driven by numerical weather prediction products is becoming more commonly used in operational flood forecasting applications.In this study, a hydrological ensemble flood forecasting system based on Variable Infiltration Capacity (VIC) model and quantitative precipitation forecasts from TIGGE dataset is constructed for Lanjiang Basin, Southeast China. The impacts of calibration strategies and ensemble methods on the performance of the system are then evaluated.The hydrological model is optimized by parallel programmed ɛ-NSGAII multi-objective algorithm and two respectively parameterized models are determined to simulate daily flows and peak flows coupled with a modular approach.The results indicatethat the ɛ-NSGAII algorithm permits more efficient optimization and rational determination on parameter setting.It is demonstrated that the multimodel ensemble streamflow mean have better skills than the best singlemodel ensemble mean (ECMWF) and the multimodel ensembles weighted on members and skill scores outperform other multimodel ensembles. For typical flood event, it is proved that the flood can be predicted 3-4 days in advance, but the flows in rising limb can be captured with only 1-2 days ahead due to the flash feature. With respect to peak flows selected by Peaks Over Threshold approach, the ensemble means from either singlemodel or multimodels are generally underestimated as the extreme values are smoothed out by ensemble process.

A Fault Diagnosis Methodology for Gear Pump Based on EEMD and Bayesian Network.

Science.gov (United States)

Liu, Zengkai; Liu, Yonghong; Shan, Hongkai; Cai, Baoping; Huang, Qing

2015-01-01

This paper proposes a fault diagnosis methodology for a gear pump based on the ensemble empirical mode decomposition (EEMD) method and the Bayesian network. Essentially, the presented scheme is a multi-source information fusion based methodology. Compared with the conventional fault diagnosis with only EEMD, the proposed method is able to take advantage of all useful information besides sensor signals. The presented diagnostic Bayesian network consists of a fault layer, a fault feature layer and a multi-source information layer. Vibration signals from sensor measurement are decomposed by the EEMD method and the energy of intrinsic mode functions (IMFs) are calculated as fault features. These features are added into the fault feature layer in the Bayesian network. The other sources of useful information are added to the information layer. The generalized three-layer Bayesian network can be developed by fully incorporating faults and fault symptoms as well as other useful information such as naked eye inspection and maintenance records. Therefore, diagnostic accuracy and capacity can be improved. The proposed methodology is applied to the fault diagnosis of a gear pump and the structure and parameters of the Bayesian network is established. Compared with artificial neural network and support vector machine classification algorithms, the proposed model has the best diagnostic performance when sensor data is used only. A case study has demonstrated that some information from human observation or system repair records is very helpful to the fault diagnosis. It is effective and efficient in diagnosing faults based on uncertain, incomplete information.

Bayesian image reconstruction in SPECT using higher order mechanical models as priors

International Nuclear Information System (INIS)

Lee, S.J.; Gindi, G.; Rangarajan, A.

1995-01-01

While the ML-EM (maximum-likelihood-expectation maximization) algorithm for reconstruction for emission tomography is unstable due to the ill-posed nature of the problem, Bayesian reconstruction methods overcome this instability by introducing prior information, often in the form of a spatial smoothness regularizer. More elaborate forms of smoothness constraints may be used to extend the role of the prior beyond that of a stabilizer in order to capture actual spatial information about the object. Previously proposed forms of such prior distributions were based on the assumption of a piecewise constant source distribution. Here, the authors propose an extension to a piecewise linear model--the weak plate--which is more expressive than the piecewise constant model. The weak plate prior not only preserves edges but also allows for piecewise ramplike regions in the reconstruction. Indeed, for the application in SPECT, such ramplike regions are observed in ground-truth source distributions in the form of primate autoradiographs of rCBF radionuclides. To incorporate the weak plate prior in a MAP approach, the authors model the prior as a Gibbs distribution and use a GEM formulation for the optimization. They compare quantitative performance of the ML-EM algorithm, a GEM algorithm with a prior favoring piecewise constant regions, and a GEM algorithm with the weak plate prior. Pointwise and regional bias and variance of ensemble image reconstructions are used as indications of image quality. The results show that the weak plate and membrane priors exhibit improved bias and variance relative to ML-EM techniques

Bayesian meta-analysis models for microarray data: a comparative study

Directory of Open Access Journals (Sweden)

Song Joon J

2007-03-01

Full Text Available Abstract Background With the growing abundance of microarray data, statistical methods are increasingly needed to integrate results across studies. Two common approaches for meta-analysis of microarrays include either combining gene expression measures across studies or combining summaries such as p-values, probabilities or ranks. Here, we compare two Bayesian meta-analysis models that are analogous to these methods. Results Two Bayesian meta-analysis models for microarray data have recently been introduced. The first model combines standardized gene expression measures across studies into an overall mean, accounting for inter-study variability, while the second combines probabilities of differential expression without combining expression values. Both models produce the gene-specific posterior probability of differential expression, which is the basis for inference. Since the standardized expression integration model includes inter-study variability, it may improve accuracy of results versus the probability integration model. However, due to the small number of studies typical in microarray meta-analyses, the variability between studies is challenging to estimate. The probability integration model eliminates the need to model variability between studies, and thus its implementation is more straightforward. We found in simulations of two and five studies that combining probabilities outperformed combining standardized gene expression measures for three comparison values: the percent of true discovered genes in meta-analysis versus individual studies; the percent of true genes omitted in meta-analysis versus separate studies, and the number of true discovered genes for fixed levels of Bayesian false discovery. We identified similar results when pooling two independent studies of Bacillus subtilis. We assumed that each study was produced from the same microarray platform with only two conditions: a treatment and control, and that the data sets

Centralized Bayesian reliability modelling with sensor networks

Czech Academy of Sciences Publication Activity Database

Dedecius, Kamil; Sečkárová, Vladimíra

2013-01-01

Roč. 19, č. 5 (2013), s. 471-482 ISSN 1387-3954 R&D Projects: GA MŠk 7D12004 Grant - others:GA MŠk(CZ) SVV-265315 Keywords : Bayesian modelling * Sensor network * Reliability Subject RIV: BD - Theory of Information Impact factor: 0.984, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/dedecius-0392551.pdf

EnsembleGraph: Interactive Visual Analysis of Spatial-Temporal Behavior for Ensemble Simulation Data

Energy Technology Data Exchange (ETDEWEB)

Shu, Qingya; Guo, Hanqi; Che, Limei; Yuan, Xiaoru; Liu, Junfeng; Liang, Jie

2016-04-19

We present a novel visualization framework—EnsembleGraph— for analyzing ensemble simulation data, in order to help scientists understand behavior similarities between ensemble members over space and time. A graph-based representation is used to visualize individual spatiotemporal regions with similar behaviors, which are extracted by hierarchical clustering algorithms. A user interface with multiple-linked views is provided, which enables users to explore, locate, and compare regions that have similar behaviors between and then users can investigate and analyze the selected regions in detail. The driving application of this paper is the studies on regional emission influences over tropospheric ozone, which is based on ensemble simulations conducted with different anthropogenic emission absences using the MOZART-4 (model of ozone and related tracers, version 4) model. We demonstrate the effectiveness of our method by visualizing the MOZART-4 ensemble simulation data and evaluating the relative regional emission influences on tropospheric ozone concentrations. Positive feedbacks from domain experts and two case studies prove efficiency of our method.

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

Science.gov (United States)

Molitor, John

2012-03-01

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

Flexible Bayesian Dynamic Modeling of Covariance and Correlation Matrices

KAUST Repository

Lan, Shiwei; Holbrook, Andrew; Fortin, Norbert J.; Ombao, Hernando; Shahbaba, Babak

2017-01-01

Modeling covariance (and correlation) matrices is a challenging problem due to the large dimensionality and positive-definiteness constraint. In this paper, we propose a novel Bayesian framework based on decomposing the covariance matrix

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.

Ensemble catchment hydrological modelling for climate change impact analysis

Science.gov (United States)

Vansteenkiste, Thomas; Ntegeka, Victor; Willems, Patrick

2014-05-01

It is vital to investigate how the hydrological model structure affects the climate change impact given that future changes not in the range for which the models were calibrated or validated are likely. Thus an ensemble modelling approach which involves a diversity of models with different structures such as spatial resolutions and process descriptions is crucial. The ensemble modelling approach was applied to a set of models: from the lumped conceptual models NAM, PDM and VHM, an intermediate detailed and distributed model WetSpa, to the highly detailed and fully distributed model MIKE-SHE. Explicit focus was given to the high and low flow extremes. All models were calibrated for sub flows and quick flows derived from rainfall and potential evapotranspiration (ETo) time series. In general, all models were able to produce reliable estimates of the flow regimes under the current climate for extreme peak and low flows. An intercomparison of the low and high flow changes under changed climatic conditions was made using climate scenarios tailored for extremes. Tailoring was important for two reasons. First, since the use of many scenarios was not feasible it was necessary to construct few scenarios that would reasonably represent the range of extreme impacts. Second, scenarios would be more informative as changes in high and low flows would be easily traced to changes of ETo and rainfall; the tailored scenarios are constructed using seasonal changes that are defined using different levels of magnitude (high, mean and low) for rainfall and ETo. After simulation of these climate scenarios in the five hydrological models, close agreement was found among the models. The different models predicted similar range of peak flow changes. For the low flows, however, the differences in the projected impact range by different hydrological models was larger, particularly for the drier scenarios. This suggests that the hydrological model structure is critical in low flow predictions

Application of Bayesian Model Selection for Metal Yield Models using ALEGRA and Dakota.

Energy Technology Data Exchange (ETDEWEB)

Portone, Teresa; Niederhaus, John Henry; Sanchez, Jason James; Swiler, Laura Painton

2018-02-01

This report introduces the concepts of Bayesian model selection, which provides a systematic means of calibrating and selecting an optimal model to represent a phenomenon. This has many potential applications, including for comparing constitutive models. The ideas described herein are applied to a model selection problem between different yield models for hardened steel under extreme loading conditions.

River Flow Prediction Using the Nearest Neighbor Probabilistic Ensemble Method

Directory of Open Access Journals (Sweden)

H. Sanikhani

2016-02-01

Full Text Available Introduction: In the recent years, researchers interested on probabilistic forecasting of hydrologic variables such river flow.A probabilistic approach aims at quantifying the prediction reliability through a probability distribution function or a prediction interval for the unknown future value. The evaluation of the uncertainty associated to the forecast is seen as a fundamental information, not only to correctly assess the prediction, but also to compare forecasts from different methods and to evaluate actions and decisions conditionally on the expected values. Several probabilistic approaches have been proposed in the literature, including (1 methods that use resampling techniques to assess parameter and model uncertainty, such as the Metropolis algorithm or the Generalized Likelihood Uncertainty Estimation (GLUE methodology for an application to runoff prediction, (2 methods based on processing the forecast errors of past data to produce the probability distributions of future values and (3 methods that evaluate how the uncertainty propagates from the rainfall forecast to the river discharge prediction, as the Bayesian forecasting system. Materials and Methods: In this study, two different probabilistic methods are used for river flow prediction.Then the uncertainty related to the forecast is quantified. One approach is based on linear predictors and in the other, nearest neighbor was used. The nonlinear probabilistic ensemble can be used for nonlinear time series analysis using locally linear predictors, while NNPE utilize a method adapted for one step ahead nearest neighbor methods. In this regard, daily river discharge (twelve years of Dizaj and Mashin Stations on Baranduz-Chay basin in west Azerbijan and Zard-River basin in Khouzestan provinces were used, respectively. The first six years of data was applied for fitting the model. The next three years was used to calibration and the remained three yeas utilized for testing the models

Advances in Applications of Hierarchical Bayesian Methods with Hydrological Models

Science.gov (United States)

Alexander, R. B.; Schwarz, G. E.; Boyer, E. W.

2017-12-01

Mechanistic and empirical watershed models are increasingly used to inform water resource decisions. Growing access to historical stream measurements and data from in-situ sensor technologies has increased the need for improved techniques for coupling models with hydrological measurements. Techniques that account for the intrinsic uncertainties of both models and measurements are especially needed. Hierarchical Bayesian methods provide an efficient modeling tool for quantifying model and prediction uncertainties, including those associated with measurements. Hierarchical methods can also be used to explore spatial and temporal variations in model parameters and uncertainties that are informed by hydrological measurements. We used hierarchical Bayesian methods to develop a hybrid (statistical-mechanistic) SPARROW (SPAtially Referenced Regression On Watershed attributes) model of long-term mean annual streamflow across diverse environmental and climatic drainages in 18 U.S. hydrological regions. Our application illustrates the use of a new generation of Bayesian methods that offer more advanced computational efficiencies than the prior generation. Evaluations of the effects of hierarchical (regional) variations in model coefficients and uncertainties on model accuracy indicates improved prediction accuracies (median of 10-50%) but primarily in humid eastern regions, where model uncertainties are one-third of those in arid western regions. Generally moderate regional variability is observed for most hierarchical coefficients. Accounting for measurement and structural uncertainties, using hierarchical state-space techniques, revealed the effects of spatially-heterogeneous, latent hydrological processes in the "localized" drainages between calibration sites; this improved model precision, with only minor changes in regional coefficients. Our study can inform advances in the use of hierarchical methods with hydrological models to improve their integration with stream

Improving sub-pixel imperviousness change prediction by ensembling heterogeneous non-linear regression models

Science.gov (United States)

Drzewiecki, Wojciech

2016-12-01

In this work nine non-linear regression models were compared for sub-pixel impervious surface area mapping from Landsat images. The comparison was done in three study areas both for accuracy of imperviousness coverage evaluation in individual points in time and accuracy of imperviousness change assessment. The performance of individual machine learning algorithms (Cubist, Random Forest, stochastic gradient boosting of regression trees, k-nearest neighbors regression, random k-nearest neighbors regression, Multivariate Adaptive Regression Splines, averaged neural networks, and support vector machines with polynomial and radial kernels) was also compared with the performance of heterogeneous model ensembles constructed from the best models trained using particular techniques. The results proved that in case of sub-pixel evaluation the most accurate prediction of change may not necessarily be based on the most accurate individual assessments. When single methods are considered, based on obtained results Cubist algorithm may be advised for Landsat based mapping of imperviousness for single dates. However, Random Forest may be endorsed when the most reliable evaluation of imperviousness change is the primary goal. It gave lower accuracies for individual assessments, but better prediction of change due to more correlated errors of individual predictions. Heterogeneous model ensembles performed for individual time points assessments at least as well as the best individual models. In case of imperviousness change assessment the ensembles always outperformed single model approaches. It means that it is possible to improve the accuracy of sub-pixel imperviousness change assessment using ensembles of heterogeneous non-linear regression models.

A Pseudo-Bayesian Model for Stock Returns In Financial Crises

Directory of Open Access Journals (Sweden)

Eric S. Fung

2011-12-01

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

A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network

Science.gov (United States)

Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.

2018-02-01

Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.

Bayesian biostatistics

CERN Document Server

Lesaffre, Emmanuel

2012-01-01

The growth of biostatistics has been phenomenal in recent years and has been marked by considerable technical innovation in both methodology and computational practicality. One area that has experienced significant growth is Bayesian methods. The growing use of Bayesian methodology has taken place partly due to an increasing number of practitioners valuing the Bayesian paradigm as matching that of scientific discovery. In addition, computational advances have allowed for more complex models to be fitted routinely to realistic data sets. Through examples, exercises and a combination of introd

Ensemble method for dengue prediction.

Science.gov (United States)

Buczak, Anna L; Baugher, Benjamin; Moniz, Linda J; Bagley, Thomas; Babin, Steven M; Guven, Erhan

2018-01-01

In the 2015 NOAA Dengue Challenge, participants made three dengue target predictions for two locations (Iquitos, Peru, and San Juan, Puerto Rico) during four dengue seasons: 1) peak height (i.e., maximum weekly number of cases during a transmission season; 2) peak week (i.e., week in which the maximum weekly number of cases occurred); and 3) total number of cases reported during a transmission season. A dengue transmission season is the 12-month period commencing with the location-specific, historical week with the lowest number of cases. At the beginning of the Dengue Challenge, participants were provided with the same input data for developing the models, with the prediction testing data provided at a later date. Our approach used ensemble models created by combining three disparate types of component models: 1) two-dimensional Method of Analogues models incorporating both dengue and climate data; 2) additive seasonal Holt-Winters models with and without wavelet smoothing; and 3) simple historical models. Of the individual component models created, those with the best performance on the prior four years of data were incorporated into the ensemble models. There were separate ensembles for predicting each of the three targets at each of the two locations. Our ensemble models scored higher for peak height and total dengue case counts reported in a transmission season for Iquitos than all other models submitted to the Dengue Challenge. However, the ensemble models did not do nearly as well when predicting the peak week. The Dengue Challenge organizers scored the dengue predictions of the Challenge participant groups. Our ensemble approach was the best in predicting the total number of dengue cases reported for transmission season and peak height for Iquitos, Peru.

Ensemble method for dengue prediction.

Directory of Open Access Journals (Sweden)

Anna L Buczak

Full Text Available In the 2015 NOAA Dengue Challenge, participants made three dengue target predictions for two locations (Iquitos, Peru, and San Juan, Puerto Rico during four dengue seasons: 1 peak height (i.e., maximum weekly number of cases during a transmission season; 2 peak week (i.e., week in which the maximum weekly number of cases occurred; and 3 total number of cases reported during a transmission season. A dengue transmission season is the 12-month period commencing with the location-specific, historical week with the lowest number of cases. At the beginning of the Dengue Challenge, participants were provided with the same input data for developing the models, with the prediction testing data provided at a later date.Our approach used ensemble models created by combining three disparate types of component models: 1 two-dimensional Method of Analogues models incorporating both dengue and climate data; 2 additive seasonal Holt-Winters models with and without wavelet smoothing; and 3 simple historical models. Of the individual component models created, those with the best performance on the prior four years of data were incorporated into the ensemble models. There were separate ensembles for predicting each of the three targets at each of the two locations.Our ensemble models scored higher for peak height and total dengue case counts reported in a transmission season for Iquitos than all other models submitted to the Dengue Challenge. However, the ensemble models did not do nearly as well when predicting the peak week.The Dengue Challenge organizers scored the dengue predictions of the Challenge participant groups. Our ensemble approach was the best in predicting the total number of dengue cases reported for transmission season and peak height for Iquitos, Peru.

The egg model - a geological ensemble for reservoir simulation

NARCIS (Netherlands)

Jansen, J.D.; Fonseca, R.M.; Kahrobaei, S.; Siraj, M.M.; Essen, van G.M.; Hof, Van den P.M.J.

2014-01-01

The ‘Egg Model’ is a synthetic reservoir model consisting of an ensemble of 101 relatively small three-dimensional realizations of a channelized oil reservoir produced under water flooding conditions with eight water injectors and four oil producers. It has been used in numerous publications to

A Bayesian modelling method for post-processing daily sub-seasonal to seasonal rainfall forecasts from global climate models and evaluation for 12 Australian catchments

Directory of Open Access Journals (Sweden)

A. Schepen

2018-03-01

Full Text Available Rainfall forecasts are an integral part of hydrological forecasting systems at sub-seasonal to seasonal timescales. In seasonal forecasting, global climate models (GCMs are now the go-to source for rainfall forecasts. For hydrological applications however, GCM forecasts are often biased and unreliable in uncertainty spread, and calibration is therefore required before use. There are sophisticated statistical techniques for calibrating monthly and seasonal aggregations of the forecasts. However, calibration of seasonal forecasts at the daily time step typically uses very simple statistical methods or climate analogue methods. These methods generally lack the sophistication to achieve unbiased, reliable and coherent forecasts of daily amounts and seasonal accumulated totals. In this study, we propose and evaluate a Rainfall Post-Processing method for Seasonal forecasts (RPP-S, which is based on the Bayesian joint probability modelling approach for calibrating daily forecasts and the Schaake Shuffle for connecting the daily ensemble members of different lead times. We apply the method to post-process ACCESS-S forecasts for 12 perennial and ephemeral catchments across Australia and for 12 initialisation dates. RPP-S significantly reduces bias in raw forecasts and improves both skill and reliability. RPP-S forecasts are also more skilful and reliable than forecasts derived from ACCESS-S forecasts that have been post-processed using quantile mapping, especially for monthly and seasonal accumulations. Several opportunities to improve the robustness and skill of RPP-S are identified. The new RPP-S post-processed forecasts will be used in ensemble sub-seasonal to seasonal streamflow applications.

Inventory model using bayesian dynamic linear model for demand forecasting

Directory of Open Access Journals (Sweden)

Marisol Valencia-Cárdenas

2014-12-01

Full Text Available An important factor of manufacturing process is the inventory management of terminated product. Constantly, industry is looking for better alternatives to establish an adequate plan of production and stored quantities, with optimal cost, getting quantities in a time horizon, which permits to define resources and logistics with anticipation, needed to distribute products on time. Total absence of historical data, required by many statistical models to forecast, demands the search for other kind of accurate techniques. This work presents an alternative that not only permits to forecast, in an adjusted way, but also, to provide optimal quantities to produce and store with an optimal cost, using Bayesian statistics. The proposal is illustrated with real data. Palabras clave: estadística bayesiana, optimización, modelo de inventarios, modelo lineal dinámico bayesiano. Keywords: Bayesian statistics, opti

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

DEFF Research Database (Denmark)

Salarzadeh Jenatabadi, Hashem; Babashamsi, Peyman; Khajeheian, Datis

2016-01-01

There are many factors which could influence the sustainability of airlines. The main purpose of this study is to introduce a framework for a financial sustainability index and model it based on structural equation modeling (SEM) with maximum likelihood and Bayesian predictors. The introduced...

Introduction to Hierarchical Bayesian Modeling for Ecological Data

CERN Document Server

Parent, Eric

2012-01-01

Making statistical modeling and inference more accessible to ecologists and related scientists, Introduction to Hierarchical Bayesian Modeling for Ecological Data gives readers a flexible and effective framework to learn about complex ecological processes from various sources of data. It also helps readers get started on building their own statistical models. The text begins with simple models that progressively become more complex and realistic through explanatory covariates and intermediate hidden states variables. When fitting the models to data, the authors gradually present the concepts a

Introduction to Bayesian statistics

CERN Document Server

Bolstad, William M

2017-01-01

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

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

Directory of Open Access Journals (Sweden)

Hea-Jung Kim

2017-06-01

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

A Bayesian perspective on Markovian dynamics and the fluctuation theorem

Science.gov (United States)

Virgo, Nathaniel

2013-08-01

One of E. T. Jaynes' most important achievements was to derive statistical mechanics from the maximum entropy (MaxEnt) method. I re-examine a relatively new result in statistical mechanics, the Evans-Searles fluctuation theorem, from a MaxEnt perspective. This is done in the belief that interpreting such results in Bayesian terms will lead to new advances in statistical physics. The version of the fluctuation theorem that I will discuss applies to discrete, stochastic systems that begin in a non-equilibrium state and relax toward equilibrium. I will show that for such systems the fluctuation theorem can be seen as a consequence of the fact that the equilibrium distribution must obey the property of detailed balance. Although the principle of detailed balance applies only to equilibrium ensembles, it puts constraints on the form of non-equilibrium trajectories. This will be made clear by taking a novel kind of Bayesian perspective, in which the equilibrium distribution is seen as a prior over the system's set of possible trajectories. Non-equilibrium ensembles are calculated from this prior using Bayes' theorem, with the initial conditions playing the role of the data. I will also comment on the implications of this perspective for the question of how to derive the second law.

Coastal aquifer management under parameter uncertainty: Ensemble surrogate modeling based simulation-optimization

Science.gov (United States)

Janardhanan, S.; Datta, B.

2011-12-01

Surrogate models are widely used to develop computationally efficient simulation-optimization models to solve complex groundwater management problems. Artificial intelligence based models are most often used for this purpose where they are trained using predictor-predictand data obtained from a numerical simulation model. Most often this is implemented with the assumption that the parameters and boundary conditions used in the numerical simulation model are perfectly known. However, in most practical situations these values are uncertain. Under these circumstances the application of such approximation surrogates becomes limited. In our study we develop a surrogate model based coupled simulation optimization methodology for determining optimal pumping strategies for coastal aquifers considering parameter uncertainty. An ensemble surrogate modeling approach is used along with multiple realization optimization. The methodology is used to solve a multi-objective coastal aquifer management problem considering two conflicting objectives. Hydraulic conductivity and the aquifer recharge are considered as uncertain values. Three dimensional coupled flow and transport simulation model FEMWATER is used to simulate the aquifer responses for a number of scenarios corresponding to Latin hypercube samples of pumping and uncertain parameters to generate input-output patterns for training the surrogate models. Non-parametric bootstrap sampling of this original data set is used to generate multiple data sets which belong to different regions in the multi-dimensional decision and parameter space. These data sets are used to train and test multiple surrogate models based on genetic programming. The ensemble of surrogate models is then linked to a multi-objective genetic algorithm to solve the pumping optimization problem. Two conflicting objectives, viz, maximizing total pumping from beneficial wells and minimizing the total pumping from barrier wells for hydraulic control of

A comparison of resampling schemes for estimating model observer performance with small ensembles

Science.gov (United States)

Elshahaby, Fatma E. A.; Jha, Abhinav K.; Ghaly, Michael; Frey, Eric C.

2017-09-01

In objective assessment of image quality, an ensemble of images is used to compute the 1st and 2nd order statistics of the data. Often, only a finite number of images is available, leading to the issue of statistical variability in numerical observer performance. Resampling-based strategies can help overcome this issue. In this paper, we compared different combinations of resampling schemes (the leave-one-out (LOO) and the half-train/half-test (HT/HT)) and model observers (the conventional channelized Hotelling observer (CHO), channelized linear discriminant (CLD) and channelized quadratic discriminant). Observer performance was quantified by the area under the ROC curve (AUC). For a binary classification task and for each observer, the AUC value for an ensemble size of 2000 samples per class served as a gold standard for that observer. Results indicated that each observer yielded a different performance depending on the ensemble size and the resampling scheme. For a small ensemble size, the combination [CHO, HT/HT] had more accurate rankings than the combination [CHO, LOO]. Using the LOO scheme, the CLD and CHO had similar performance for large ensembles. However, the CLD outperformed the CHO and gave more accurate rankings for smaller ensembles. As the ensemble size decreased, the performance of the [CHO, LOO] combination seriously deteriorated as opposed to the [CLD, LOO] combination. Thus, it might be desirable to use the CLD with the LOO scheme when smaller ensemble size is available.

Projection of future climate change conditions using IPCC simulations, neural networks and Bayesian statistics. Part 2: Precipitation mean state and seasonal cycle in South America

Energy Technology Data Exchange (ETDEWEB)

Boulanger, Jean-Philippe [LODYC, UMR CNRS/IRD/UPMC, Tour 45-55/Etage 4/Case 100, UPMC, Paris Cedex 05 (France); University of Buenos Aires, Departamento de Ciencias de la Atmosfera y los Oceanos, Facultad de Ciencias Exactas y Naturales, Buenos Aires (Argentina); Martinez, Fernando; Segura, Enrique C. [University of Buenos Aires, Departamento de Computacion, Facultad de Ciencias Exactas y Naturales, Buenos Aires (Argentina)

2007-02-15

Evaluating the response of climate to greenhouse gas forcing is a major objective of the climate community, and the use of large ensemble of simulations is considered as a significant step toward that goal. The present paper thus discusses a new methodology based on neural network to mix ensemble of climate model simulations. Our analysis consists of one simulation of seven Atmosphere-Ocean Global Climate Models, which participated in the IPCC Project and provided at least one simulation for the twentieth century (20c3m) and one simulation for each of three SRES scenarios: A2, A1B and B1. Our statistical method based on neural networks and Bayesian statistics computes a transfer function between models and observations. Such a transfer function was then used to project future conditions and to derive what we would call the optimal ensemble combination for twenty-first century climate change projections. Our approach is therefore based on one statement and one hypothesis. The statement is that an optimal ensemble projection should be built by giving larger weights to models, which have more skill in representing present climate conditions. The hypothesis is that our method based on neural network is actually weighting the models that way. While the statement is actually an open question, which answer may vary according to the region or climate signal under study, our results demonstrate that the neural network approach indeed allows to weighting models according to their skills. As such, our method is an improvement of existing Bayesian methods developed to mix ensembles of simulations. However, the general low skill of climate models in simulating precipitation mean climatology implies that the final projection maps (whatever the method used to compute them) may significantly change in the future as models improve. Therefore, the projection results for late twenty-first century conditions are presented as possible projections based on the &apos

Quantum-Like Bayesian Networks for Modeling Decision Making

Directory of Open Access Journals (Sweden)

Catarina eMoreira

2016-01-01

Full Text Available In this work, we explore an alternative quantum structure to perform quantum probabilistic inferences to accommodate the paradoxical findings of the Sure Thing Principle. We propose a Quantum-Like Bayesian Network, which consists in replacing classical probabilities by quantum probability amplitudes. However, since this approach suffers from the problem of exponential growth of quantum parameters, we also propose a similarity heuristic that automatically fits quantum parameters through vector similarities. This makes the proposed model general and predictive in contrast to the current state of the art models, which cannot be generalized for more complex decision scenarios and that only provide an explanatory nature for the observed paradoxes. In the end, the model that we propose consists in a nonparametric method for estimating inference effects from a statistical point of view. It is a statistical model that is simpler than the previous quantum dynamic and quantum-like models proposed in the literature. We tested the proposed network with several empirical data from the literature, mainly from the Prisoner's Dilemma game and the Two Stage Gambling game. The results obtained show that the proposed quantum Bayesian Network is a general method that can accommodate violations of the laws of classical probability theory and make accurate predictions regarding human decision-making in these scenarios.

A surrogate-based sensitivity quantification and Bayesian inversion of a regional groundwater flow model

Science.gov (United States)

Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor

2018-02-01

Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.

Uncertain Climate Forecasts From Multimodel Ensembles: When to Use Them and When to Ignore Them

OpenAIRE

Jewson, Stephen; Rowlands, Dan

2010-01-01

Uncertainty around multimodel ensemble forecasts of changes in future climate reduces the accuracy of those forecasts. For very uncertain forecasts this effect may mean that the forecasts should not be used. We investigate the use of the well-known Bayesian Information Criterion (BIC) to make the decision as to whether a forecast should be used or ignored.

Assessing an ensemble Kalman filter inference of Manning's n coefficient of an idealized tidal inlet against a polynomial chaos-based MCMC

Science.gov (United States)

Siripatana, Adil; Mayo, Talea; Sraj, Ihab; Knio, Omar; Dawson, Clint; Le Maitre, Olivier; Hoteit, Ibrahim

2017-08-01

Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning's n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and

A joint calibration model for combining predictive distributions

Directory of Open Access Journals (Sweden)

Patrizia Agati

2013-05-01

Full Text Available In many research fields, as for example in probabilistic weather forecasting, valuable predictive information about a future random phenomenon may come from several, possibly heterogeneous, sources. Forecast combining methods have been developed over the years in order to deal with ensembles of sources: the aim is to combine several predictions in such a way to improve forecast accuracy and reduce risk of bad forecasts.In this context, we propose the use of a Bayesian approach to information combining, which consists in treating the predictive probability density functions (pdfs from the individual ensemble members as data in a Bayesian updating problem. The likelihood function is shown to be proportional to the product of the pdfs, adjusted by a joint “calibration function” describing the predicting skill of the sources (Morris, 1977. In this paper, after rephrasing Morris’ algorithm in a predictive context, we propose to model the calibration function in terms of bias, scale and correlation and to estimate its parameters according to the least squares criterion. The performance of our method is investigated and compared with that of Bayesian Model Averaging (Raftery, 2005 on simulated data.

Bayesian inference in mass flow simulations - from back calculation to prediction

Science.gov (United States)

Kofler, Andreas; Fischer, Jan-Thomas; Hellweger, Valentin; Huber, Andreas; Mergili, Martin; Pudasaini, Shiva; Fellin, Wolfgang; Oberguggenberger, Michael

2017-04-01

Mass flow simulations are an integral part of hazard assessment. Determining the hazard potential requires a multidisciplinary approach, including different scientific fields such as geomorphology, meteorology, physics, civil engineering and mathematics. An important task in snow avalanche simulation is to predict process intensities (runout, flow velocity and depth, ...). The application of probabilistic methods allows one to develop a comprehensive simulation concept, ranging from back to forward calculation and finally to prediction of mass flow events. In this context optimized parameter sets for the used simulation model or intensities of the modeled mass flow process (e.g. runout distances) are represented by probability distributions. Existing deterministic flow models, in particular with respect to snow avalanche dynamics, contain several parameters (e.g. friction). Some of these parameters are more conceptual than physical and their direct measurement in the field is hardly possible. Hence, parameters have to be optimized by matching simulation results to field observations. This inverse problem can be solved by a Bayesian approach (Markov chain Monte Carlo). The optimization process yields parameter distributions, that can be utilized for probabilistic reconstruction and prediction of avalanche events. Arising challenges include the limited amount of observations, correlations appearing in model parameters or observed avalanche characteristics (e.g. velocity and runout) and the accurate handling of ensemble simulations, always taking into account the related uncertainties. Here we present an operational Bayesian simulation framework with r.avaflow, the open source GIS simulation model for granular avalanches and debris flows.

Data assimilation for groundwater flow modelling using Unbiased Ensemble Square Root Filter: Case study in Guantao, North China Plain

Science.gov (United States)

Li, N.; Kinzelbach, W.; Li, H.; Li, W.; Chen, F.; Wang, L.

2017-12-01

Data assimilation techniques are widely used in hydrology to improve the reliability of hydrological models and to reduce model predictive uncertainties. This provides critical information for decision makers in water resources management. This study aims to evaluate a data assimilation system for the Guantao groundwater flow model coupled with a one-dimensional soil column simulation (Hydrus 1D) using an Unbiased Ensemble Square Root Filter (UnEnSRF) originating from the Ensemble Kalman Filter (EnKF) to update parameters and states, separately or simultaneously. To simplify the coupling between unsaturated and saturated zone, a linear relationship obtained from analyzing inputs to and outputs from Hydrus 1D is applied in the data assimilation process. Unlike EnKF, the UnEnSRF updates parameter ensemble mean and ensemble perturbations separately. In order to keep the ensemble filter working well during the data assimilation, two factors are introduced in the study. One is called damping factor to dampen the update amplitude of the posterior ensemble mean to avoid nonrealistic values. The other is called inflation factor to relax the posterior ensemble perturbations close to prior to avoid filter inbreeding problems. The sensitivities of the two factors are studied and their favorable values for the Guantao model are determined. The appropriate observation error and ensemble size were also determined to facilitate the further analysis. This study demonstrated that the data assimilation of both model parameters and states gives a smaller model prediction error but with larger uncertainty while the data assimilation of only model states provides a smaller predictive uncertainty but with a larger model prediction error. Data assimilation in a groundwater flow model will improve model prediction and at the same time make the model converge to the true parameters, which provides a successful base for applications in real time modelling or real time controlling strategies

A comparison between Markovian models and Bayesian networks for treating some dependent events in reliability evaluations

International Nuclear Information System (INIS)

Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e

2013-01-01

Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)

A comparison between Markovian models and Bayesian networks for treating some dependent events in reliability evaluations

Energy Technology Data Exchange (ETDEWEB)

Duarte, Juliana P.; Leite, Victor C.; Melo, P.F. Frutuoso e, E-mail: julianapduarte@poli.ufrj.br, E-mail: victor.coppo.leite@poli.ufrj.br, E-mail: frutuoso@nuclear.ufrj.br [Universidade Federal do Rio de Janeiro (UFRJ), Rio de Janeiro, RJ (Brazil)

2013-07-01

Bayesian networks have become a very handy tool for solving problems in various application areas. This paper discusses the use of Bayesian networks to treat dependent events in reliability engineering typically modeled by Markovian models. Dependent events play an important role as, for example, when treating load-sharing systems, bridge systems, common-cause failures, and switching systems (those for which a standby component is activated after the main one fails by means of a switching mechanism). Repair plays an important role in all these cases (as, for example, the number of repairmen). All Bayesian network calculations are performed by means of the Netica™ software, of Norsys Software Corporation, and Fortran 90 to evaluate them over time. The discussion considers the development of time-dependent reliability figures of merit, which are easily obtained, through Markovian models, but not through Bayesian networks, because these latter need probability figures as input and not failure and repair rates. Bayesian networks produced results in very good agreement with those of Markov models and pivotal decomposition. Static and discrete time (DTBN) Bayesian networks were used in order to check their capabilities of modeling specific situations, like switching failures in cold-standby systems. The DTBN was more flexible to modeling systems where the time of occurrence of an event is important, for example, standby failure and repair. However, the static network model showed as good results as DTBN by a much more simplified approach. (author)

bspmma: An R Package for Bayesian Semiparametric Models for Meta-Analysis

Directory of Open Access Journals (Sweden)

Deborah Burr

2012-07-01

Full Text Available We introduce an R package, bspmma, which implements a Dirichlet-based random effects model specific to meta-analysis. In meta-analysis, when combining effect estimates from several heterogeneous studies, it is common to use a random-effects model. The usual frequentist or Bayesian models specify a normal distribution for the true effects. However, in many situations, the effect distribution is not normal, e.g., it can have thick tails, be skewed, or be multi-modal. A Bayesian nonparametric model based on mixtures of Dirichlet process priors has been proposed in the literature, for the purpose of accommodating the non-normality. We review this model and then describe a competitor, a semiparametric version which has the feature that it allows for a well-defined centrality parameter convenient for determining whether the overall effect is significant. This second Bayesian model is based on a different version of the Dirichlet process prior, and we call it the "conditional Dirichlet model". The package contains functions to carry out analyses based on either the ordinary or the conditional Dirichlet model, functions for calculating certain Bayes factors that provide a check on the appropriateness of the conditional Dirichlet model, and functions that enable an empirical Bayes selection of the precision parameter of the Dirichlet process. We illustrate the use of the package on two examples, and give an interpretation of the results in these two different scenarios.

Bayesian near-boundary analysis in basic macroeconomic time series models

NARCIS (Netherlands)

M.D. de Pooter (Michiel); F. Ravazzolo (Francesco); R. Segers (René); H.K. van Dijk (Herman)

2008-01-01

textabstractSeveral lessons learnt from a Bayesian analysis of basic macroeconomic time series models are presented for the situation where some model parameters have substantial posterior probability near the boundary of the parameter region. This feature refers to near-instability within dynamic

A Bayesian framework for risk perception

NARCIS (Netherlands)

van Erp, H.R.N.

2017-01-01

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

Bayesian Spatial Modelling with R-INLA

Directory of Open Access Journals (Sweden)

Finn Lindgren

2015-02-01

Full Text Available The principles behind the interface to continuous domain spatial models in the R- INLA software package for R are described. The integrated nested Laplace approximation (INLA approach proposed by Rue, Martino, and Chopin (2009 is a computationally effective alternative to MCMC for Bayesian inference. INLA is designed for latent Gaussian models, a very wide and flexible class of models ranging from (generalized linear mixed to spatial and spatio-temporal models. Combined with the stochastic partial differential equation approach (SPDE, Lindgren, Rue, and Lindstrm 2011, one can accommodate all kinds of geographically referenced data, including areal and geostatistical ones, as well as spatial point process data. The implementation interface covers stationary spatial mod- els, non-stationary spatial models, and also spatio-temporal models, and is applicable in epidemiology, ecology, environmental risk assessment, as well as general geostatistics.

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

Science.gov (United States)

Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng

2014-01-01

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

Bayesian Sensitivity Analysis of Statistical Models with Missing Data.

Science.gov (United States)

Zhu, Hongtu; Ibrahim, Joseph G; Tang, Niansheng

2014-04-01

Methods for handling missing data depend strongly on the mechanism that generated the missing values, such as missing completely at random (MCAR) or missing at random (MAR), as well as other distributional and modeling assumptions at various stages. It is well known that the resulting estimates and tests may be sensitive to these assumptions as well as to outlying observations. In this paper, we introduce various perturbations to modeling assumptions and individual observations, and then develop a formal sensitivity analysis to assess these perturbations in the Bayesian analysis of statistical models with missing data. We develop a geometric framework, called the Bayesian perturbation manifold, to characterize the intrinsic structure of these perturbations. We propose several intrinsic influence measures to perform sensitivity analysis and quantify the effect of various perturbations to statistical models. We use the proposed sensitivity analysis procedure to systematically investigate the tenability of the non-ignorable missing at random (NMAR) assumption. Simulation studies are conducted to evaluate our methods, and a dataset is analyzed to illustrate the use of our diagnostic measures.

Bayesian models based on test statistics for multiple hypothesis testing problems.

Science.gov (United States)

Ji, Yuan; Lu, Yiling; Mills, Gordon B

2008-04-01

We propose a Bayesian method for the problem of multiple hypothesis testing that is routinely encountered in bioinformatics research, such as the differential gene expression analysis. Our algorithm is based on modeling the distributions of test statistics under both null and alternative hypotheses. We substantially reduce the complexity of the process of defining posterior model probabilities by modeling the test statistics directly instead of modeling the full data. Computationally, we apply a Bayesian FDR approach to control the number of rejections of null hypotheses. To check if our model assumptions for the test statistics are valid for various bioinformatics experiments, we also propose a simple graphical model-assessment tool. Using extensive simulations, we demonstrate the performance of our models and the utility of the model-assessment tool. In the end, we apply the proposed methodology to an siRNA screening and a gene expression experiment.

Bayesian risk-based decision method for model validation under uncertainty

International Nuclear Information System (INIS)

Jiang Xiaomo; Mahadevan, Sankaran

2007-01-01

This paper develops a decision-making methodology for computational model validation, considering the risk of using the current model, data support for the current model, and cost of acquiring new information to improve the model. A Bayesian decision theory-based method is developed for this purpose, using a likelihood ratio as the validation metric for model assessment. An expected risk or cost function is defined as a function of the decision costs, and the likelihood and prior of each hypothesis. The risk is minimized through correctly assigning experimental data to two decision regions based on the comparison of the likelihood ratio with a decision threshold. A Bayesian validation metric is derived based on the risk minimization criterion. Two types of validation tests are considered: pass/fail tests and system response value measurement tests. The methodology is illustrated for the validation of reliability prediction models in a tension bar and an engine blade subjected to high cycle fatigue. The proposed method can effectively integrate optimal experimental design into model validation to simultaneously reduce the cost and improve the accuracy of reliability model assessment

Bayesian spatiotemporal model of fMRI data using transfer functions.

Science.gov (United States)

Quirós, Alicia; Diez, Raquel Montes; Wilson, Simon P

2010-09-01

This research describes a new Bayesian spatiotemporal model to analyse BOLD fMRI studies. In the temporal dimension, we describe the shape of the hemodynamic response function (HRF) with a transfer function model. The spatial continuity and local homogeneity of the evoked responses are modelled by a Gaussian Markov random field prior on the parameter indicating activations. The proposal constitutes an extension of the spatiotemporal model presented in a previous approach [Quirós, A., Montes Diez, R. and Gamerman, D., 2010. Bayesian spatiotemporal model of fMRI data, Neuroimage, 49: 442-456], offering more flexibility in the estimation of the HRF and computational advantages in the resulting MCMC algorithm. Simulations from the model are performed in order to ascertain the performance of the sampling scheme and the ability of the posterior to estimate model parameters, as well as to check the model sensitivity to signal to noise ratio. Results are shown on synthetic data and on a real data set from a block-design fMRI experiment. Copyright (c) 2010 Elsevier Inc. All rights reserved.

Bayesian inference and model comparison for metallic fatigue data

KAUST Repository

Babuška, Ivo

2016-02-23

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

Bayesian inference and model comparison for metallic fatigue data

KAUST Repository

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

2016-01-01

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

On Ensemble Nonlinear Kalman Filtering with Symmetric Analysis Ensembles

KAUST Repository

Luo, Xiaodong

2010-09-19

The ensemble square root filter (EnSRF) [1, 2, 3, 4] is a popular method for data assimilation in high dimensional systems (e.g., geophysics models). Essentially the EnSRF is a Monte Carlo implementation of the conventional Kalman filter (KF) [5, 6]. It is mainly different from the KF at the prediction steps, where it is some ensembles, rather then the means and covariance matrices, of the system state that are propagated forward. In doing this, the EnSRF is computationally more efficient than the KF, since propagating a covariance matrix forward in high dimensional systems is prohibitively expensive. In addition, the EnSRF is also very convenient in implementation. By propagating the ensembles of the system state, the EnSRF can be directly applied to nonlinear systems without any change in comparison to the assimilation procedures in linear systems. However, by adopting the Monte Carlo method, the EnSRF also incurs certain sampling errors. One way to alleviate this problem is to introduce certain symmetry to the ensembles, which can reduce the sampling errors and spurious modes in evaluation of the means and covariances of the ensembles [7]. In this contribution, we present two methods to produce symmetric ensembles. One is based on the unscented transform [8, 9], which leads to the unscented Kalman filter (UKF) [8, 9] and its variant, the ensemble unscented Kalman filter (EnUKF) [7]. The other is based on Stirling’s interpolation formula (SIF), which results in the divided difference filter (DDF) [10]. Here we propose a simplified divided difference filter (sDDF) in the context of ensemble filtering. The similarity and difference between the sDDF and the EnUKF will be discussed. Numerical experiments will also be conducted to investigate the performance of the sDDF and the EnUKF, and compare them to a well‐established EnSRF, the ensemble transform Kalman filter (ETKF) [2].

Robust Bayesian Experimental Design for Conceptual Model Discrimination

Science.gov (United States)

Pham, H. V.; Tsai, F. T. C.

2015-12-01

A robust Bayesian optimal experimental design under uncertainty is presented to provide firm information for model discrimination, given the least number of pumping wells and observation wells. Firm information is the maximum information of a system can be guaranteed from an experimental design. The design is based on the Box-Hill expected entropy decrease (EED) before and after the experiment design and the Bayesian model averaging (BMA) framework. A max-min programming is introduced to choose the robust design that maximizes the minimal Box-Hill EED subject to that the highest expected posterior model probability satisfies a desired probability threshold. The EED is calculated by the Gauss-Hermite quadrature. The BMA method is used to predict future observations and to quantify future observation uncertainty arising from conceptual and parametric uncertainties in calculating EED. Monte Carlo approach is adopted to quantify the uncertainty in the posterior model probabilities. The optimal experimental design is tested by a synthetic 5-layer anisotropic confined aquifer. Nine conceptual groundwater models are constructed due to uncertain geological architecture and boundary condition. High-performance computing is used to enumerate all possible design solutions in order to identify the most plausible groundwater model. Results highlight the impacts of scedasticity in future observation data as well as uncertainty sources on potential pumping and observation locations.