Carbon Nanotube Growth Rate Regression using Support Vector Machines and Artificial Neural Networks

DTIC Science & Technology

2014-03-27

intensity D peak. Reprinted with permission from [38]. The SVM classifier is trained using custom written Java code leveraging the Sequential Minimal...Society Encog is a machine learning framework for Java , C++ and .Net applications that supports Bayesian Networks, Hidden Markov Models, SVMs and ANNs [13...SVM classifiers are trained using Weka libraries and leveraging custom written Java code. The data set is created as an Attribute Relationship File

Hand gesture recognition in confined spaces with partial observability and occultation constraints

NASA Astrophysics Data System (ADS)

Shirkhodaie, Amir; Chan, Alex; Hu, Shuowen

2016-05-01

Human activity detection and recognition capabilities have broad applications for military and homeland security. These tasks are very complicated, however, especially when multiple persons are performing concurrent activities in confined spaces that impose significant obstruction, occultation, and observability uncertainty. In this paper, our primary contribution is to present a dedicated taxonomy and kinematic ontology that are developed for in-vehicle group human activities (IVGA). Secondly, we describe a set of hand-observable patterns that represents certain IVGA examples. Thirdly, we propose two classifiers for hand gesture recognition and compare their performance individually and jointly. Finally, we present a variant of Hidden Markov Model for Bayesian tracking, recognition, and annotation of hand motions, which enables spatiotemporal inference to human group activity perception and understanding. To validate our approach, synthetic (graphical data from virtual environment) and real physical environment video imagery are employed to verify the performance of these hand gesture classifiers, while measuring their efficiency and effectiveness based on the proposed Hidden Markov Model for tracking and interpreting dynamic spatiotemporal IVGA scenarios.

On equivalent parameter learning in simplified feature space based on Bayesian asymptotic analysis.

PubMed

Yamazaki, Keisuke

2012-07-01

Parametric models for sequential data, such as hidden Markov models, stochastic context-free grammars, and linear dynamical systems, are widely used in time-series analysis and structural data analysis. Computation of the likelihood function is one of primary considerations in many learning methods. Iterative calculation of the likelihood such as the model selection is still time-consuming though there are effective algorithms based on dynamic programming. The present paper studies parameter learning in a simplified feature space to reduce the computational cost. Simplifying data is a common technique seen in feature selection and dimension reduction though an oversimplified space causes adverse learning results. Therefore, we mathematically investigate a condition of the feature map to have an asymptotically equivalent convergence point of estimated parameters, referred to as the vicarious map. As a demonstration to find vicarious maps, we consider the feature space, which limits the length of data, and derive a necessary length for parameter learning in hidden Markov models. Copyright © 2012 Elsevier Ltd. All rights reserved.

Using Bayesian Nonparametric Hidden Semi-Markov Models to Disentangle Affect Processes during Marital Interaction

PubMed Central

Griffin, William A.; Li, Xun

2016-01-01

Sequential affect dynamics generated during the interaction of intimate dyads, such as married couples, are associated with a cascade of effects—some good and some bad—on each partner, close family members, and other social contacts. Although the effects are well documented, the probabilistic structures associated with micro-social processes connected to the varied outcomes remain enigmatic. Using extant data we developed a method of classifying and subsequently generating couple dynamics using a Hierarchical Dirichlet Process Hidden semi-Markov Model (HDP-HSMM). Our findings indicate that several key aspects of existing models of marital interaction are inadequate: affect state emissions and their durations, along with the expected variability differences between distressed and nondistressed couples are present but highly nuanced; and most surprisingly, heterogeneity among highly satisfied couples necessitate that they be divided into subgroups. We review how this unsupervised learning technique generates plausible dyadic sequences that are sensitive to relationship quality and provide a natural mechanism for computational models of behavioral and affective micro-social processes. PMID:27187319

Studies of regional-scale climate variability and change. Hidden Markov models and coupled ocean-atmosphere modes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghil, M.; Kravtsov, S.; Robertson, A. W.

2008-10-14

This project was a continuation of previous work under DOE CCPP funding, in which we had developed a twin approach of probabilistic network (PN) models (sometimes called dynamic Bayesian networks) and intermediate-complexity coupled ocean-atmosphere models (ICMs) to identify the predictable modes of climate variability and to investigate their impacts on the regional scale. We had developed a family of PNs (similar to Hidden Markov Models) to simulate historical records of daily rainfall, and used them to downscale GCM seasonal predictions. Using an idealized atmospheric model, we had established a novel mechanism through which ocean-induced sea-surface temperature (SST) anomalies might influencemore » large-scale atmospheric circulation patterns on interannual and longer time scales; we had found similar patterns in a hybrid coupled ocean-atmosphere-sea-ice model. The goal of the this continuation project was to build on these ICM results and PN model development to address prediction of rainfall and temperature statistics at the local scale, associated with global climate variability and change, and to investigate the impact of the latter on coupled ocean-atmosphere modes. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling together with the development of associated software; new intermediate coupled models; a new methodology of inverse modeling for linking ICMs with observations and GCM results; and, observational studies of decadal and multi-decadal natural climate results, informed by ICM results.« less

Fuzzy Markov random fields versus chains for multispectral image segmentation.

PubMed

Salzenstein, Fabien; Collet, Christophe

2006-11-01

This paper deals with a comparison of recent statistical models based on fuzzy Markov random fields and chains for multispectral image segmentation. The fuzzy scheme takes into account discrete and continuous classes which model the imprecision of the hidden data. In this framework, we assume the dependence between bands and we express the general model for the covariance matrix. A fuzzy Markov chain model is developed in an unsupervised way. This method is compared with the fuzzy Markovian field model previously proposed by one of the authors. The segmentation task is processed with Bayesian tools, such as the well-known MPM (Mode of Posterior Marginals) criterion. Our goal is to compare the robustness and rapidity for both methods (fuzzy Markov fields versus fuzzy Markov chains). Indeed, such fuzzy-based procedures seem to be a good answer, e.g., for astronomical observations when the patterns present diffuse structures. Moreover, these approaches allow us to process missing data in one or several spectral bands which correspond to specific situations in astronomy. To validate both models, we perform and compare the segmentation on synthetic images and raw multispectral astronomical data.

A novel framework to simulating non-stationary, non-linear, non-Normal hydrological time series using Markov Switching Autoregressive Models

NASA Astrophysics Data System (ADS)

Birkel, C.; Paroli, R.; Spezia, L.; Tetzlaff, D.; Soulsby, C.

2012-12-01

In this paper we present a novel model framework using the class of Markov Switching Autoregressive Models (MSARMs) to examine catchments as complex stochastic systems that exhibit non-stationary, non-linear and non-Normal rainfall-runoff and solute dynamics. Hereby, MSARMs are pairs of stochastic processes, one observed and one unobserved, or hidden. We model the unobserved process as a finite state Markov chain and assume that the observed process, given the hidden Markov chain, is conditionally autoregressive, which means that the current observation depends on its recent past (system memory). The model is fully embedded in a Bayesian analysis based on Markov Chain Monte Carlo (MCMC) algorithms for model selection and uncertainty assessment. Hereby, the autoregressive order and the dimension of the hidden Markov chain state-space are essentially self-selected. The hidden states of the Markov chain represent unobserved levels of variability in the observed process that may result from complex interactions of hydroclimatic variability on the one hand and catchment characteristics affecting water and solute storage on the other. To deal with non-stationarity, additional meteorological and hydrological time series along with a periodic component can be included in the MSARMs as covariates. This extension allows identification of potential underlying drivers of temporal rainfall-runoff and solute dynamics. We applied the MSAR model framework to streamflow and conservative tracer (deuterium and oxygen-18) time series from an intensively monitored 2.3 km2 experimental catchment in eastern Scotland. Statistical time series analysis, in the form of MSARMs, suggested that the streamflow and isotope tracer time series are not controlled by simple linear rules. MSARMs showed that the dependence of current observations on past inputs observed by transport models often in form of the long-tailing of travel time and residence time distributions can be efficiently explained by non-stationarity either of the system input (climatic variability) and/or the complexity of catchment storage characteristics. The statistical model is also capable of reproducing short (event) and longer-term (inter-event) and wet and dry dynamical "hydrological states". These reflect the non-linear transport mechanisms of flow pathways induced by transient climatic and hydrological variables and modified by catchment characteristics. We conclude that MSARMs are a powerful tool to analyze the temporal dynamics of hydrological data, allowing for explicit integration of non-stationary, non-linear and non-Normal characteristics.

Building Simple Hidden Markov Models. Classroom Notes

ERIC Educational Resources Information Center

Ching, Wai-Ki; Ng, Michael K.

2004-01-01

Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.

Driving style recognition method using braking characteristics based on hidden Markov model

PubMed Central

Wu, Chaozhong; Lyu, Nengchao; Huang, Zhen

2017-01-01

Since the advantage of hidden Markov model in dealing with time series data and for the sake of identifying driving style, three driving style (aggressive, moderate and mild) are modeled reasonably through hidden Markov model based on driver braking characteristics to achieve efficient driving style. Firstly, braking impulse and the maximum braking unit area of vacuum booster within a certain time are collected from braking operation, and then general braking and emergency braking characteristics are extracted to code the braking characteristics. Secondly, the braking behavior observation sequence is used to describe the initial parameters of hidden Markov model, and the generation of the hidden Markov model for differentiating and an observation sequence which is trained and judged by the driving style is introduced. Thirdly, the maximum likelihood logarithm could be implied from the observable parameters. The recognition accuracy of algorithm is verified through experiments and two common pattern recognition algorithms. The results showed that the driving style discrimination based on hidden Markov model algorithm could realize effective discriminant of driving style. PMID:28837580

Machine learning in sentiment reconstruction of the simulated stock market

NASA Astrophysics Data System (ADS)

Goykhman, Mikhail; Teimouri, Ali

2018-02-01

In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply the methodology of the Hidden Markov Models and the Recurrent Neural Networks to reconstruct the transition probabilities matrix of the Markov sentiment process and recover the underlying sentiment states from the observed stock price behavior. We demonstrate that the Hidden Markov Model can successfully recover the transition probabilities matrix for the hidden sentiment process of the Markov Chain type. We also demonstrate that the Recurrent Neural Network can successfully recover the hidden sentiment states from the observed simulated stock price time series.

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

PubMed

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.

Dynamic Latent Trait Models with Mixed Hidden Markov Structure for Mixed Longitudinal Outcomes.

PubMed

Zhang, Yue; Berhane, Kiros

2016-01-01

We propose a general Bayesian joint modeling approach to model mixed longitudinal outcomes from the exponential family for taking into account any differential misclassification that may exist among categorical outcomes. Under this framework, outcomes observed without measurement error are related to latent trait variables through generalized linear mixed effect models. The misclassified outcomes are related to the latent class variables, which represent unobserved real states, using mixed hidden Markov models (MHMM). In addition to enabling the estimation of parameters in prevalence, transition and misclassification probabilities, MHMMs capture cluster level heterogeneity. A transition modeling structure allows the latent trait and latent class variables to depend on observed predictors at the same time period and also on latent trait and latent class variables at previous time periods for each individual. Simulation studies are conducted to make comparisons with traditional models in order to illustrate the gains from the proposed approach. The new approach is applied to data from the Southern California Children Health Study (CHS) to jointly model questionnaire based asthma state and multiple lung function measurements in order to gain better insight about the underlying biological mechanism that governs the inter-relationship between asthma state and lung function development.

A hidden Markov model for decoding and the analysis of replay in spike trains.

PubMed

Box, Marc; Jones, Matt W; Whiteley, Nick

2016-12-01

We present a hidden Markov model that describes variation in an animal's position associated with varying levels of activity in action potential spike trains of individual place cell neurons. The model incorporates a coarse-graining of position, which we find to be a more parsimonious description of the system than other models. We use a sequential Monte Carlo algorithm for Bayesian inference of model parameters, including the state space dimension, and we explain how to estimate position from spike train observations (decoding). We obtain greater accuracy over other methods in the conditions of high temporal resolution and small neuronal sample size. We also present a novel, model-based approach to the study of replay: the expression of spike train activity related to behaviour during times of motionlessness or sleep, thought to be integral to the consolidation of long-term memories. We demonstrate how we can detect the time, information content and compression rate of replay events in simulated and real hippocampal data recorded from rats in two different environments, and verify the correlation between the times of detected replay events and of sharp wave/ripples in the local field potential.

Image segmentation using hidden Markov Gauss mixture models.

PubMed

Pyun, Kyungsuk; Lim, Johan; Won, Chee Sun; Gray, Robert M

2007-07-01

Image segmentation is an important tool in image processing and can serve as an efficient front end to sophisticated algorithms and thereby simplify subsequent processing. We develop a multiclass image segmentation method using hidden Markov Gauss mixture models (HMGMMs) and provide examples of segmentation of aerial images and textures. HMGMMs incorporate supervised learning, fitting the observation probability distribution given each class by a Gauss mixture estimated using vector quantization with a minimum discrimination information (MDI) distortion. We formulate the image segmentation problem using a maximum a posteriori criteria and find the hidden states that maximize the posterior density given the observation. We estimate both the hidden Markov parameter and hidden states using a stochastic expectation-maximization algorithm. Our results demonstrate that HMGMM provides better classification in terms of Bayes risk and spatial homogeneity of the classified objects than do several popular methods, including classification and regression trees, learning vector quantization, causal hidden Markov models (HMMs), and multiresolution HMMs. The computational load of HMGMM is similar to that of the causal HMM.

Nonparametric model validations for hidden Markov models with applications in financial econometrics.

PubMed

Zhao, Zhibiao

2011-06-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

PubMed

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Nonparametric model validations for hidden Markov models with applications in financial econometrics

PubMed Central

Zhao, Zhibiao

2011-01-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise. PMID:21750601

A general Bayesian framework for calibrating and evaluating stochastic models of annual multi-site hydrological data

NASA Astrophysics Data System (ADS)

Frost, Andrew J.; Thyer, Mark A.; Srikanthan, R.; Kuczera, George

2007-07-01

SummaryMulti-site simulation of hydrological data are required for drought risk assessment of large multi-reservoir water supply systems. In this paper, a general Bayesian framework is presented for the calibration and evaluation of multi-site hydrological data at annual timescales. Models included within this framework are the hidden Markov model (HMM) and the widely used lag-1 autoregressive (AR(1)) model. These models are extended by the inclusion of a Box-Cox transformation and a spatial correlation function in a multi-site setting. Parameter uncertainty is evaluated using Markov chain Monte Carlo techniques. Models are evaluated by their ability to reproduce a range of important extreme statistics and compared using Bayesian model selection techniques which evaluate model probabilities. The case study, using multi-site annual rainfall data situated within catchments which contribute to Sydney's main water supply, provided the following results: Firstly, in terms of model probabilities and diagnostics, the inclusion of the Box-Cox transformation was preferred. Secondly the AR(1) and HMM performed similarly, while some other proposed AR(1)/HMM models with regionally pooled parameters had greater posterior probability than these two models. The practical significance of parameter and model uncertainty was illustrated using a case study involving drought security analysis for urban water supply. It was shown that ignoring parameter uncertainty resulted in a significant overestimate of reservoir yield and an underestimation of system vulnerability to severe drought.

Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.

PubMed

Sampid, Marius Galabe; Hasim, Haslifah M; Dai, Hongsheng

2018-01-01

In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student's-t innovation, copula functions and extreme value theory. A Bayesian Markov-switching GJR-GARCH(1,1) model that identifies non-constant volatility over time and allows the GARCH parameters to vary over time following a Markov process, is combined with copula functions and EVT to formulate the Bayesian Markov-switching GJR-GARCH(1,1) copula-EVT VaR model, which is then used to forecast the level of risk on financial asset returns. We further propose a new method for threshold selection in EVT analysis, which we term the hybrid method. Empirical and back-testing results show that the proposed VaR models capture VaR reasonably well in periods of calm and in periods of crisis.

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

PubMed

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.

Bayesian ionospheric multi-instrument 3D tomography

NASA Astrophysics Data System (ADS)

Norberg, Johannes; Vierinen, Juha; Roininen, Lassi

2017-04-01

The tomographic reconstruction of ionospheric electron densities is an inverse problem that cannot be solved without relatively strong regularising additional information. % Especially the vertical electron density profile is determined predominantly by the regularisation. % %Often utilised regularisations in ionospheric tomography include smoothness constraints and iterative methods with initial ionospheric models. % Despite its crucial role, the regularisation is often hidden in the algorithm as a numerical procedure without physical understanding. % % The Bayesian methodology provides an interpretative approach for the problem, as the regularisation can be given in a physically meaningful and quantifiable prior probability distribution. % The prior distribution can be based on ionospheric physics, other available ionospheric measurements and their statistics. % Updating the prior with measurements results as the posterior distribution that carries all the available information combined. % From the posterior distribution, the most probable state of the ionosphere can then be solved with the corresponding probability intervals. % Altogether, the Bayesian methodology provides understanding on how strong the given regularisation is, what is the information gained with the measurements and how reliable the final result is. % In addition, the combination of different measurements and temporal development can be taken into account in a very intuitive way. However, a direct implementation of the Bayesian approach requires inversion of large covariance matrices resulting in computational infeasibility. % In the presented method, Gaussian Markov random fields are used to form a sparse matrix approximations for the covariances. % The approach makes the problem computationally feasible while retaining the probabilistic and physical interpretation. Here, the Bayesian method with Gaussian Markov random fields is applied for ionospheric 3D tomography over Northern Europe. % Multi-instrument measurements are utilised from TomoScand receiver network for Low Earth orbit beacon satellite signals, GNSS receiver networks, as well as from EISCAT ionosondes and incoherent scatter radars. % %The performance is demonstrated in three-dimensional spatial domain with temporal development also taken into account.

Generalized species sampling priors with latent Beta reinforcements

PubMed Central

Airoldi, Edoardo M.; Costa, Thiago; Bassetti, Federico; Leisen, Fabrizio; Guindani, Michele

2014-01-01

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a novel and probabilistically coherent family of non-exchangeable species sampling sequences characterized by a tractable predictive probability function with weights driven by a sequence of independent Beta random variables. We compare their theoretical clustering properties with those of the Dirichlet Process and the two parameters Poisson-Dirichlet process. The proposed construction provides a complete characterization of the joint process, differently from existing work. We then propose the use of such process as prior distribution in a hierarchical Bayes modeling framework, and we describe a Markov Chain Monte Carlo sampler for posterior inference. We evaluate the performance of the prior and the robustness of the resulting inference in a simulation study, providing a comparison with popular Dirichlet Processes mixtures and Hidden Markov Models. Finally, we develop an application to the detection of chromosomal aberrations in breast cancer by leveraging array CGH data. PMID:25870462

Machine Learning

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chikkagoudar, Satish; Chatterjee, Samrat; Thomas, Dennis G.

The absence of a robust and unified theory of cyber dynamics presents challenges and opportunities for using machine learning based data-driven approaches to further the understanding of the behavior of such complex systems. Analysts can also use machine learning approaches to gain operational insights. In order to be operationally beneficial, cybersecurity machine learning based models need to have the ability to: (1) represent a real-world system, (2) infer system properties, and (3) learn and adapt based on expert knowledge and observations. Probabilistic models and Probabilistic graphical models provide these necessary properties and are further explored in this chapter. Bayesian Networksmore » and Hidden Markov Models are introduced as an example of a widely used data driven classification/modeling strategy.« less

Temporal BYY encoding, Markovian state spaces, and space dimension determination.

PubMed

Xu, Lei

2004-09-01

As a complementary to those temporal coding approaches of the current major stream, this paper aims at the Markovian state space temporal models from the perspective of the temporal Bayesian Ying-Yang (BYY) learning with both new insights and new results on not only the discrete state featured Hidden Markov model and extensions but also the continuous state featured linear state spaces and extensions, especially with a new learning mechanism that makes selection of the state number or the dimension of state space either automatically during adaptive learning or subsequently after learning via model selection criteria obtained from this mechanism. Experiments are demonstrated to show how the proposed approach works.

Filtering Using Nonlinear Expectations

DTIC Science & Technology

2016-04-16

gives a solution to estimating a Markov chain observed in Gaussian noise when the variance of the noise is unkown. This paper is accepted for the IEEE...Optimization, an A* journal. A short third paper discusses how to estimate a change in the transition dynamics of a noisily observed Markov chain ...The change point time is hidden in a hidden Markov chain , so a second level of discovery is involved. This paper is accepted for Communications in

Bayesian model selection applied to artificial neural networks used for water resources modeling

NASA Astrophysics Data System (ADS)

Kingston, Greer B.; Maier, Holger R.; Lambert, Martin F.

2008-04-01

Artificial neural networks (ANNs) have proven to be extremely valuable tools in the field of water resources engineering. However, one of the most difficult tasks in developing an ANN is determining the optimum level of complexity required to model a given problem, as there is no formal systematic model selection method. This paper presents a Bayesian model selection (BMS) method for ANNs that provides an objective approach for comparing models of varying complexity in order to select the most appropriate ANN structure. The approach uses Markov Chain Monte Carlo posterior simulations to estimate the evidence in favor of competing models and, in this study, three known methods for doing this are compared in terms of their suitability for being incorporated into the proposed BMS framework for ANNs. However, it is acknowledged that it can be particularly difficult to accurately estimate the evidence of ANN models. Therefore, the proposed BMS approach for ANNs incorporates a further check of the evidence results by inspecting the marginal posterior distributions of the hidden-to-output layer weights, which unambiguously indicate any redundancies in the hidden layer nodes. The fact that this check is available is one of the greatest advantages of the proposed approach over conventional model selection methods, which do not provide such a test and instead rely on the modeler's subjective choice of selection criterion. The advantages of a total Bayesian approach to ANN development, including training and model selection, are demonstrated on two synthetic and one real world water resources case study.

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics.

PubMed

Wu, Xiao-Lin; Sun, Chuanyu; Beissinger, Timothy M; Rosa, Guilherme Jm; Weigel, Kent A; Gatti, Natalia de Leon; Gianola, Daniel

2012-09-25

Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs.

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics

PubMed Central

2012-01-01

Background Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Results Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Conclusions Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs. PMID:23009363

Bayesian analysis of non-homogeneous Markov chains: application to mental health data.

PubMed

Sung, Minje; Soyer, Refik; Nhan, Nguyen

2007-07-10

In this paper we present a formal treatment of non-homogeneous Markov chains by introducing a hierarchical Bayesian framework. Our work is motivated by the analysis of correlated categorical data which arise in assessment of psychiatric treatment programs. In our development, we introduce a Markovian structure to describe the non-homogeneity of transition patterns. In doing so, we introduce a logistic regression set-up for Markov chains and incorporate covariates in our model. We present a Bayesian model using Markov chain Monte Carlo methods and develop inference procedures to address issues encountered in the analyses of data from psychiatric treatment programs. Our model and inference procedures are implemented to some real data from a psychiatric treatment study. Copyright 2006 John Wiley & Sons, Ltd.

Dynamics of Weeds in the Soil Seed Bank: A Hidden Markov Model to Estimate Life History Traits from Standing Plant Time Series.

PubMed

Borgy, Benjamin; Reboud, Xavier; Peyrard, Nathalie; Sabbadin, Régis; Gaba, Sabrina

2015-01-01

Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT). Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM) to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality), and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal). The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies.

Dynamics of Weeds in the Soil Seed Bank: A Hidden Markov Model to Estimate Life History Traits from Standing Plant Time Series

PubMed Central

Borgy, Benjamin; Reboud, Xavier; Peyrard, Nathalie; Sabbadin, Régis; Gaba, Sabrina

2015-01-01

Predicting the population dynamics of annual plants is a challenge due to their hidden seed banks in the field. However, such predictions are highly valuable for determining management strategies, specifically in agricultural landscapes. In agroecosystems, most weed seeds survive during unfavourable seasons and persist for several years in the seed bank. This causes difficulties in making accurate predictions of weed population dynamics and life history traits (LHT). Consequently, it is very difficult to identify management strategies that limit both weed populations and species diversity. In this article, we present a method of assessing weed population dynamics from both standing plant time series data and an unknown seed bank. We use a Hidden Markov Model (HMM) to obtain estimates of over 3,080 botanical records for three major LHT: seed survival in the soil, plant establishment (including post-emergence mortality), and seed production of 18 common weed species. Maximum likelihood and Bayesian approaches were complementarily used to estimate LHT values. The results showed that the LHT provided by the HMM enabled fairly accurate estimates of weed populations in different crops. There was a positive correlation between estimated germination rates and an index of the specialisation to the crop type (IndVal). The relationships between estimated LHTs and that between the estimated LHTs and the ecological characteristics of weeds provided insights into weed strategies. For example, a common strategy to cope with agricultural practices in several weeds was to produce less seeds and increase germination rates. This knowledge, especially of LHT for each type of crop, should provide valuable information for developing sustainable weed management strategies. PMID:26427023

Identifying Dynamic Functional Connectivity Changes in Dementia with Lewy Bodies Based on Product Hidden Markov Models.

PubMed

Sourty, Marion; Thoraval, Laurent; Roquet, Daniel; Armspach, Jean-Paul; Foucher, Jack; Blanc, Frédéric

2016-01-01

Exploring time-varying connectivity networks in neurodegenerative disorders is a recent field of research in functional MRI. Dementia with Lewy bodies (DLB) represents 20% of the neurodegenerative forms of dementia. Fluctuations of cognition and vigilance are the key symptoms of DLB. To date, no dynamic functional connectivity (DFC) investigations of this disorder have been performed. In this paper, we refer to the concept of connectivity state as a piecewise stationary configuration of functional connectivity between brain networks. From this concept, we propose a new method for group-level as well as for subject-level studies to compare and characterize connectivity state changes between a set of resting-state networks (RSNs). Dynamic Bayesian networks, statistical and graph theory-based models, enable one to learn dependencies between interacting state-based processes. Product hidden Markov models (PHMM), an instance of dynamic Bayesian networks, are introduced here to capture both statistical and temporal aspects of DFC of a set of RSNs. This analysis was based on sliding-window cross-correlations between seven RSNs extracted from a group independent component analysis performed on 20 healthy elderly subjects and 16 patients with DLB. Statistical models of DFC differed in patients compared to healthy subjects for the occipito-parieto-frontal network, the medial occipital network and the right fronto-parietal network. In addition, pairwise comparisons of DFC of RSNs revealed a decrease of dependency between these two visual networks (occipito-parieto-frontal and medial occipital networks) and the right fronto-parietal control network. The analysis of DFC state changes thus pointed out networks related to the cognitive functions that are known to be impaired in DLB: visual processing as well as attentional and executive functions. Besides this context, product HMM applied to RSNs cross-correlations offers a promising new approach to investigate structural and temporal aspects of brain DFC.

Hidden Markov models and other machine learning approaches in computational molecular biology

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baldi, P.

1995-12-31

This tutorial was one of eight tutorials selected to be presented at the Third International Conference on Intelligent Systems for Molecular Biology which was held in the United Kingdom from July 16 to 19, 1995. Computational tools are increasingly needed to process the massive amounts of data, to organize and classify sequences, to detect weak similarities, to separate coding from non-coding regions, and reconstruct the underlying evolutionary history. The fundamental problem in machine learning is the same as in scientific reasoning in general, as well as statistical modeling: to come up with a good model for the data. In thismore » tutorial four classes of models are reviewed. They are: Hidden Markov models; artificial Neural Networks; Belief Networks; and Stochastic Grammars. When dealing with DNA and protein primary sequences, Hidden Markov models are one of the most flexible and powerful alignments and data base searches. In this tutorial, attention is focused on the theory of Hidden Markov Models, and how to apply them to problems in molecular biology.« less

HIPPI: highly accurate protein family classification with ensembles of HMMs.

PubMed

Nguyen, Nam-Phuong; Nute, Michael; Mirarab, Siavash; Warnow, Tandy

2016-11-11

Given a new biological sequence, detecting membership in a known family is a basic step in many bioinformatics analyses, with applications to protein structure and function prediction and metagenomic taxon identification and abundance profiling, among others. Yet family identification of sequences that are distantly related to sequences in public databases or that are fragmentary remains one of the more difficult analytical problems in bioinformatics. We present a new technique for family identification called HIPPI (Hierarchical Profile Hidden Markov Models for Protein family Identification). HIPPI uses a novel technique to represent a multiple sequence alignment for a given protein family or superfamily by an ensemble of profile hidden Markov models computed using HMMER. An evaluation of HIPPI on the Pfam database shows that HIPPI has better overall precision and recall than blastp, HMMER, and pipelines based on HHsearch, and maintains good accuracy even for fragmentary query sequences and for protein families with low average pairwise sequence identity, both conditions where other methods degrade in accuracy. HIPPI provides accurate protein family identification and is robust to difficult model conditions. Our results, combined with observations from previous studies, show that ensembles of profile Hidden Markov models can better represent multiple sequence alignments than a single profile Hidden Markov model, and thus can improve downstream analyses for various bioinformatic tasks. Further research is needed to determine the best practices for building the ensemble of profile Hidden Markov models. HIPPI is available on GitHub at https://github.com/smirarab/sepp .

Multivariate generalized hidden Markov regression models with random covariates: Physical exercise in an elderly population.

PubMed

Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello

2018-04-22

A time-varying latent variable model is proposed to jointly analyze multivariate mixed-support longitudinal data. The proposal can be viewed as an extension of hidden Markov regression models with fixed covariates (HMRMFCs), which is the state of the art for modelling longitudinal data, with a special focus on the underlying clustering structure. HMRMFCs are inadequate for applications in which a clustering structure can be identified in the distribution of the covariates, as the clustering is independent from the covariates distribution. Here, hidden Markov regression models with random covariates are introduced by explicitly specifying state-specific distributions for the covariates, with the aim of improving the recovering of the clusters in the data with respect to a fixed covariates paradigm. The hidden Markov regression models with random covariates class is defined focusing on the exponential family, in a generalized linear model framework. Model identifiability conditions are sketched, an expectation-maximization algorithm is outlined for parameter estimation, and various implementation and operational issues are discussed. Properties of the estimators of the regression coefficients, as well as of the hidden path parameters, are evaluated through simulation experiments and compared with those of HMRMFCs. The method is applied to physical activity data. Copyright © 2018 John Wiley & Sons, Ltd.

Tracking Problem Solving by Multivariate Pattern Analysis and Hidden Markov Model Algorithms

ERIC Educational Resources Information Center

Anderson, John R.

2012-01-01

Multivariate pattern analysis can be combined with Hidden Markov Model algorithms to track the second-by-second thinking as people solve complex problems. Two applications of this methodology are illustrated with a data set taken from children as they interacted with an intelligent tutoring system for algebra. The first "mind reading" application…

Evaluation of Bayesian estimation of a hidden continuous-time Markov chain model with application to threshold violation in water-quality indicators

USGS Publications Warehouse

Deviney, Frank A.; Rice, Karen; Brown, Donald E.

2012-01-01

Natural resource managers require information concerning  the frequency, duration, and long-term probability of occurrence of water-quality indicator (WQI) violations of defined thresholds. The timing of these threshold crossings often is hidden from the observer, who is restricted to relatively infrequent observations. Here, a model for the hidden process is linked with a model for the observations, and the parameters describing duration, return period, and long-term probability of occurrence are estimated using Bayesian methods. A simulation experiment is performed to evaluate the approach under scenarios based on the equivalent of a total monitoring period of 5-30 years and an observation frequency of 1-50 observations per year. Given constant threshold crossing rate, accuracy and precision of parameter estimates increased with longer total monitoring period and more-frequent observations. Given fixed monitoring period and observation frequency, accuracy and precision of parameter estimates increased with longer times between threshold crossings. For most cases where the long-term probability of being in violation is greater than 0.10, it was determined that at least 600 observations are needed to achieve precise estimates.  An application of the approach is presented using 22 years of quasi-weekly observations of acid-neutralizing capacity from Deep Run, a stream in Shenandoah National Park, Virginia. The time series also was sub-sampled to simulate monthly and semi-monthly sampling protocols. Estimates of the long-term probability of violation were unbiased despite sampling frequency; however, the expected duration and return period were over-estimated using the sub-sampled time series with respect to the full quasi-weekly time series.

Hidden Markov models for character recognition.

PubMed

Vlontzos, J A; Kung, S Y

1992-01-01

A hierarchical system for character recognition with hidden Markov model knowledge sources which solve both the context sensitivity problem and the character instantiation problem is presented. The system achieves 97-99% accuracy using a two-level architecture and has been implemented using a systolic array, thus permitting real-time (1 ms per character) multifont and multisize printed character recognition as well as handwriting recognition.

Comparison of RF spectrum prediction methods for dynamic spectrum access

NASA Astrophysics Data System (ADS)

Kovarskiy, Jacob A.; Martone, Anthony F.; Gallagher, Kyle A.; Sherbondy, Kelly D.; Narayanan, Ram M.

2017-05-01

Dynamic spectrum access (DSA) refers to the adaptive utilization of today's busy electromagnetic spectrum. Cognitive radio/radar technologies require DSA to intelligently transmit and receive information in changing environments. Predicting radio frequency (RF) activity reduces sensing time and energy consumption for identifying usable spectrum. Typical spectrum prediction methods involve modeling spectral statistics with Hidden Markov Models (HMM) or various neural network structures. HMMs describe the time-varying state probabilities of Markov processes as a dynamic Bayesian network. Neural Networks model biological brain neuron connections to perform a wide range of complex and often non-linear computations. This work compares HMM, Multilayer Perceptron (MLP), and Recurrent Neural Network (RNN) algorithms and their ability to perform RF channel state prediction. Monte Carlo simulations on both measured and simulated spectrum data evaluate the performance of these algorithms. Generalizing spectrum occupancy as an alternating renewal process allows Poisson random variables to generate simulated data while energy detection determines the occupancy state of measured RF spectrum data for testing. The results suggest that neural networks achieve better prediction accuracy and prove more adaptable to changing spectral statistics than HMMs given sufficient training data.

STDP Installs in Winner-Take-All Circuits an Online Approximation to Hidden Markov Model Learning

PubMed Central

Kappel, David; Nessler, Bernhard; Maass, Wolfgang

2014-01-01

In order to cross a street without being run over, we need to be able to extract very fast hidden causes of dynamically changing multi-modal sensory stimuli, and to predict their future evolution. We show here that a generic cortical microcircuit motif, pyramidal cells with lateral excitation and inhibition, provides the basis for this difficult but all-important information processing capability. This capability emerges in the presence of noise automatically through effects of STDP on connections between pyramidal cells in Winner-Take-All circuits with lateral excitation. In fact, one can show that these motifs endow cortical microcircuits with functional properties of a hidden Markov model, a generic model for solving such tasks through probabilistic inference. Whereas in engineering applications this model is adapted to specific tasks through offline learning, we show here that a major portion of the functionality of hidden Markov models arises already from online applications of STDP, without any supervision or rewards. We demonstrate the emergent computing capabilities of the model through several computer simulations. The full power of hidden Markov model learning can be attained through reward-gated STDP. This is due to the fact that these mechanisms enable a rejection sampling approximation to theoretically optimal learning. We investigate the possible performance gain that can be achieved with this more accurate learning method for an artificial grammar task. PMID:24675787

Efficient Learning of Continuous-Time Hidden Markov Models for Disease Progression

PubMed Central

Liu, Yu-Ying; Li, Shuang; Li, Fuxin; Song, Le; Rehg, James M.

2016-01-01

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning algorithm for CT-HMM restricts its use to very small models or requires unrealistic constraints on the state transitions. In this paper, we present the first complete characterization of efficient EM-based learning methods for CT-HMM models. We demonstrate that the learning problem consists of two challenges: the estimation of posterior state probabilities and the computation of end-state conditioned statistics. We solve the first challenge by reformulating the estimation problem in terms of an equivalent discrete time-inhomogeneous hidden Markov model. The second challenge is addressed by adapting three approaches from the continuous time Markov chain literature to the CT-HMM domain. We demonstrate the use of CT-HMMs with more than 100 states to visualize and predict disease progression using a glaucoma dataset and an Alzheimer’s disease dataset. PMID:27019571

Modeling Dyadic Processes Using Hidden Markov Models: A Time Series Approach to Mother-Infant Interactions during Infant Immunization

ERIC Educational Resources Information Center

Stifter, Cynthia A.; Rovine, Michael

2015-01-01

The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at 2 and 6?months of age, used hidden Markov modelling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a…

zipHMMlib: a highly optimised HMM library exploiting repetitions in the input to speed up the forward algorithm.

PubMed

Sand, Andreas; Kristiansen, Martin; Pedersen, Christian N S; Mailund, Thomas

2013-11-22

Hidden Markov models are widely used for genome analysis as they combine ease of modelling with efficient analysis algorithms. Calculating the likelihood of a model using the forward algorithm has worst case time complexity linear in the length of the sequence and quadratic in the number of states in the model. For genome analysis, however, the length runs to millions or billions of observations, and when maximising the likelihood hundreds of evaluations are often needed. A time efficient forward algorithm is therefore a key ingredient in an efficient hidden Markov model library. We have built a software library for efficiently computing the likelihood of a hidden Markov model. The library exploits commonly occurring substrings in the input to reuse computations in the forward algorithm. In a pre-processing step our library identifies common substrings and builds a structure over the computations in the forward algorithm which can be reused. This analysis can be saved between uses of the library and is independent of concrete hidden Markov models so one preprocessing can be used to run a number of different models.Using this library, we achieve up to 78 times shorter wall-clock time for realistic whole-genome analyses with a real and reasonably complex hidden Markov model. In one particular case the analysis was performed in less than 8 minutes compared to 9.6 hours for the previously fastest library. We have implemented the preprocessing procedure and forward algorithm as a C++ library, zipHMM, with Python bindings for use in scripts. The library is available at http://birc.au.dk/software/ziphmm/.

Bayesian selection of Markov models for symbol sequences: application to microsaccadic eye movements.

PubMed

Bettenbühl, Mario; Rusconi, Marco; Engbert, Ralf; Holschneider, Matthias

2012-01-01

Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.

A coupled hidden Markov model for disease interactions

PubMed Central

Sherlock, Chris; Xifara, Tatiana; Telfer, Sandra; Begon, Mike

2013-01-01

To investigate interactions between parasite species in a host, a population of field voles was studied longitudinally, with presence or absence of six different parasites measured repeatedly. Although trapping sessions were regular, a different set of voles was caught at each session, leading to incomplete profiles for all subjects. We use a discrete time hidden Markov model for each disease with transition probabilities dependent on covariates via a set of logistic regressions. For each disease the hidden states for each of the other diseases at a given time point form part of the covariate set for the Markov transition probabilities from that time point. This allows us to gauge the influence of each parasite species on the transition probabilities for each of the other parasite species. Inference is performed via a Gibbs sampler, which cycles through each of the diseases, first using an adaptive Metropolis–Hastings step to sample from the conditional posterior of the covariate parameters for that particular disease given the hidden states for all other diseases and then sampling from the hidden states for that disease given the parameters. We find evidence for interactions between several pairs of parasites and of an acquired immune response for two of the parasites. PMID:24223436

A method of hidden Markov model optimization for use with geophysical data sets

NASA Technical Reports Server (NTRS)

Granat, R. A.

2003-01-01

Geophysics research has been faced with a growing need for automated techniques with which to process large quantities of data. A successful tool must meet a number of requirements: it should be consistent, require minimal parameter tuning, and produce scientifically meaningful results in reasonable time. We introduce a hidden Markov model (HMM)-based method for analysis of geophysical data sets that attempts to address these issues.

Three Dimensional Object Recognition Using a Complex Autoregressive Model

DTIC Science & Technology

1993-12-01

3.4.2 Template Matching Algorithm ...................... 3-16 3.4.3 K-Nearest-Neighbor ( KNN ) Techniques ................. 3-25 3.4.4 Hidden Markov Model...Neighbor ( KNN ) Test Results ...................... 4-13 4.2.1 Single-Look 1-NN Testing .......................... 4-14 4.2.2 Multiple-Look 1-NN Testing...4-15 4.2.3 Discussion of KNN Test Results ...................... 4-15 4.3 Hidden Markov Model (HMM) Test Results

Intelligent classifier for dynamic fault patterns based on hidden Markov model

NASA Astrophysics Data System (ADS)

Xu, Bo; Feng, Yuguang; Yu, Jinsong

2006-11-01

It's difficult to build precise mathematical models for complex engineering systems because of the complexity of the structure and dynamics characteristics. Intelligent fault diagnosis introduces artificial intelligence and works in a different way without building the analytical mathematical model of a diagnostic object, so it's a practical approach to solve diagnostic problems of complex systems. This paper presents an intelligent fault diagnosis method, an integrated fault-pattern classifier based on Hidden Markov Model (HMM). This classifier consists of dynamic time warping (DTW) algorithm, self-organizing feature mapping (SOFM) network and Hidden Markov Model. First, after dynamic observation vector in measuring space is processed by DTW, the error vector including the fault feature of being tested system is obtained. Then a SOFM network is used as a feature extractor and vector quantization processor. Finally, fault diagnosis is realized by fault patterns classifying with the Hidden Markov Model classifier. The importing of dynamic time warping solves the problem of feature extracting from dynamic process vectors of complex system such as aeroengine, and makes it come true to diagnose complex system by utilizing dynamic process information. Simulating experiments show that the diagnosis model is easy to extend, and the fault pattern classifier is efficient and is convenient to the detecting and diagnosing of new faults.

Inferring Markov chains: Bayesian estimation, model comparison, entropy rate, and out-of-class modeling.

PubMed

Strelioff, Christopher C; Crutchfield, James P; Hübler, Alfred W

2007-07-01

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer kth order Markov chains, for arbitrary k , from finite data by applying Bayesian methods to both parameter estimation and model-order selection. Extending existing results for multinomial models of discrete data, we connect inference to statistical mechanics through information-theoretic (type theory) techniques. We establish a direct relationship between Bayesian evidence and the partition function which allows for straightforward calculation of the expectation and variance of the conditional relative entropy and the source entropy rate. Finally, we introduce a method that uses finite data-size scaling with model-order comparison to infer the structure of out-of-class processes.

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

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bates, Cameron Russell; Mckigney, Edward Allen

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

Structure and Randomness of Continuous-Time, Discrete-Event Processes

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2017-10-01

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

Semantic Indexing of Multimedia Content Using Visual, Audio, and Text Cues

NASA Astrophysics Data System (ADS)

Adams, W. H.; Iyengar, Giridharan; Lin, Ching-Yung; Naphade, Milind Ramesh; Neti, Chalapathy; Nock, Harriet J.; Smith, John R.

2003-12-01

We present a learning-based approach to the semantic indexing of multimedia content using cues derived from audio, visual, and text features. We approach the problem by developing a set of statistical models for a predefined lexicon. Novel concepts are then mapped in terms of the concepts in the lexicon. To achieve robust detection of concepts, we exploit features from multiple modalities, namely, audio, video, and text. Concept representations are modeled using Gaussian mixture models (GMM), hidden Markov models (HMM), and support vector machines (SVM). Models such as Bayesian networks and SVMs are used in a late-fusion approach to model concepts that are not explicitly modeled in terms of features. Our experiments indicate promise in the proposed classification and fusion methodologies: our proposed fusion scheme achieves more than 10% relative improvement over the best unimodal concept detector.

Traffic Video Image Segmentation Model Based on Bayesian and Spatio-Temporal Markov Random Field

NASA Astrophysics Data System (ADS)

Zhou, Jun; Bao, Xu; Li, Dawei; Yin, Yongwen

2017-10-01

Traffic video image is a kind of dynamic image and its background and foreground is changed at any time, which results in the occlusion. In this case, using the general method is more difficult to get accurate image segmentation. A segmentation algorithm based on Bayesian and Spatio-Temporal Markov Random Field is put forward, which respectively build the energy function model of observation field and label field to motion sequence image with Markov property, then according to Bayesian' rule, use the interaction of label field and observation field, that is the relationship of label field’s prior probability and observation field’s likelihood probability, get the maximum posterior probability of label field’s estimation parameter, use the ICM model to extract the motion object, consequently the process of segmentation is finished. Finally, the segmentation methods of ST - MRF and the Bayesian combined with ST - MRF were analyzed. Experimental results: the segmentation time in Bayesian combined with ST-MRF algorithm is shorter than in ST-MRF, and the computing workload is small, especially in the heavy traffic dynamic scenes the method also can achieve better segmentation effect.

A Hidden Markov Model for Analysis of Frontline Veterinary Data for Emerging Zoonotic Disease Surveillance

PubMed Central

Robertson, Colin; Sawford, Kate; Gunawardana, Walimunige S. N.; Nelson, Trisalyn A.; Nathoo, Farouk; Stephen, Craig

2011-01-01

Surveillance systems tracking health patterns in animals have potential for early warning of infectious disease in humans, yet there are many challenges that remain before this can be realized. Specifically, there remains the challenge of detecting early warning signals for diseases that are not known or are not part of routine surveillance for named diseases. This paper reports on the development of a hidden Markov model for analysis of frontline veterinary sentinel surveillance data from Sri Lanka. Field veterinarians collected data on syndromes and diagnoses using mobile phones. A model for submission patterns accounts for both sentinel-related and disease-related variability. Models for commonly reported cattle diagnoses were estimated separately. Region-specific weekly average prevalence was estimated for each diagnoses and partitioned into normal and abnormal periods. Visualization of state probabilities was used to indicate areas and times of unusual disease prevalence. The analysis suggests that hidden Markov modelling is a useful approach for surveillance datasets from novel populations and/or having little historical baselines. PMID:21949763

Comparison of statistical algorithms for detecting homogeneous river reaches along a longitudinal continuum

NASA Astrophysics Data System (ADS)

Leviandier, Thierry; Alber, A.; Le Ber, F.; Piégay, H.

2012-02-01

Seven methods designed to delineate homogeneous river segments, belonging to four families, namely — tests of homogeneity, contrast enhancing, spatially constrained classification, and hidden Markov models — are compared, firstly on their principles, then on a case study, and on theoretical templates. These templates contain patterns found in the case study but not considered in the standard assumptions of statistical methods, such as gradients and curvilinear structures. The influence of data resolution, noise and weak satisfaction of the assumptions underlying the methods is investigated. The control of the number of reaches obtained in order to achieve meaningful comparisons is discussed. No method is found that outperforms all the others on all trials. However, the methods with sequential algorithms (keeping at order n + 1 all breakpoints found at order n) fail more often than those running complete optimisation at any order. The Hubert-Kehagias method and Hidden Markov Models are the most successful at identifying subpatterns encapsulated within the templates. Ergodic Hidden Markov Models are, moreover, liable to exhibit transition areas.

Monitoring volcano activity through Hidden Markov Model

NASA Astrophysics Data System (ADS)

Cassisi, C.; Montalto, P.; Prestifilippo, M.; Aliotta, M.; Cannata, A.; Patanè, D.

2013-12-01

During 2011-2013, Mt. Etna was mainly characterized by cyclic occurrences of lava fountains, totaling to 38 episodes. During this time interval Etna volcano's states (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN), whose automatic recognition is very useful for monitoring purposes, turned out to be strongly related to the trend of RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area. Since RMS time series behavior is considered to be stochastic, we can try to model the system generating its values, assuming to be a Markov process, by using Hidden Markov models (HMMs). HMMs are a powerful tool in modeling any time-varying series. HMMs analysis seeks to recover the sequence of hidden states from the observed emissions. In our framework, observed emissions are characters generated by the SAX (Symbolic Aggregate approXimation) technique, which maps RMS time series values with discrete literal emissions. The experiments show how it is possible to guess volcano states by means of HMMs and SAX.

Self-Organizing Hidden Markov Model Map (SOHMMM).

PubMed

Ferles, Christos; Stafylopatis, Andreas

2013-12-01

A hybrid approach combining the Self-Organizing Map (SOM) and the Hidden Markov Model (HMM) is presented. The Self-Organizing Hidden Markov Model Map (SOHMMM) establishes a cross-section between the theoretic foundations and algorithmic realizations of its constituents. The respective architectures and learning methodologies are fused in an attempt to meet the increasing requirements imposed by the properties of deoxyribonucleic acid (DNA), ribonucleic acid (RNA), and protein chain molecules. The fusion and synergy of the SOM unsupervised training and the HMM dynamic programming algorithms bring forth a novel on-line gradient descent unsupervised learning algorithm, which is fully integrated into the SOHMMM. Since the SOHMMM carries out probabilistic sequence analysis with little or no prior knowledge, it can have a variety of applications in clustering, dimensionality reduction and visualization of large-scale sequence spaces, and also, in sequence discrimination, search and classification. Two series of experiments based on artificial sequence data and splice junction gene sequences demonstrate the SOHMMM's characteristics and capabilities. Copyright © 2013 Elsevier Ltd. All rights reserved.

A TWO-STATE MIXED HIDDEN MARKOV MODEL FOR RISKY TEENAGE DRIVING BEHAVIOR

PubMed Central

Jackson, John C.; Albert, Paul S.; Zhang, Zhiwei

2016-01-01

This paper proposes a joint model for longitudinal binary and count outcomes. We apply the model to a unique longitudinal study of teen driving where risky driving behavior and the occurrence of crashes or near crashes are measured prospectively over the first 18 months of licensure. Of scientific interest is relating the two processes and predicting crash and near crash outcomes. We propose a two-state mixed hidden Markov model whereby the hidden state characterizes the mean for the joint longitudinal crash/near crash outcomes and elevated g-force events which are a proxy for risky driving. Heterogeneity is introduced in both the conditional model for the count outcomes and the hidden process using a shared random effect. An estimation procedure is presented using the forward–backward algorithm along with adaptive Gaussian quadrature to perform numerical integration. The estimation procedure readily yields hidden state probabilities as well as providing for a broad class of predictors. PMID:27766124

Bayesian Estimation and Inference Using Stochastic Electronics

PubMed Central

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

2016-01-01

In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream. PMID:27047326

Bayesian Estimation and Inference Using Stochastic Electronics.

PubMed

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

2016-01-01

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

(abstract) Modeling Protein Families and Human Genes: Hidden Markov Models and a Little Beyond

NASA Technical Reports Server (NTRS)

Baldi, Pierre

1994-01-01

We will first give a brief overview of Hidden Markov Models (HMMs) and their use in Computational Molecular Biology. In particular, we will describe a detailed application of HMMs to the G-Protein-Coupled-Receptor Superfamily. We will also describe a number of analytical results on HMMs that can be used in discrimination tests and database mining. We will then discuss the limitations of HMMs and some new directions of research. We will conclude with some recent results on the application of HMMs to human gene modeling and parsing.

Detecting critical state before phase transition of complex systems by hidden Markov model

NASA Astrophysics Data System (ADS)

Liu, Rui; Chen, Pei; Li, Yongjun; Chen, Luonan

Identifying the critical state or pre-transition state just before the occurrence of a phase transition is a challenging task, because the state of the system may show little apparent change before this critical transition during the gradual parameter variations. Such dynamics of phase transition is generally composed of three stages, i.e., before-transition state, pre-transition state, and after-transition state, which can be considered as three different Markov processes. Thus, based on this dynamical feature, we present a novel computational method, i.e., hidden Markov model (HMM), to detect the switching point of the two Markov processes from the before-transition state (a stationary Markov process) to the pre-transition state (a time-varying Markov process), thereby identifying the pre-transition state or early-warning signals of the phase transition. To validate the effectiveness, we apply this method to detect the signals of the imminent phase transitions of complex systems based on the simulated datasets, and further identify the pre-transition states as well as their critical modules for three real datasets, i.e., the acute lung injury triggered by phosgene inhalation, MCF-7 human breast cancer caused by heregulin, and HCV-induced dysplasia and hepatocellular carcinoma.

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Neuron’s eye view: Inferring features of complex stimuli from neural responses

PubMed Central

Chen, Xin; Beck, Jeffrey M.

2017-01-01

Experiments that study neural encoding of stimuli at the level of individual neurons typically choose a small set of features present in the world—contrast and luminance for vision, pitch and intensity for sound—and assemble a stimulus set that systematically varies along these dimensions. Subsequent analysis of neural responses to these stimuli typically focuses on regression models, with experimenter-controlled features as predictors and spike counts or firing rates as responses. Unfortunately, this approach requires knowledge in advance about the relevant features coded by a given population of neurons. For domains as complex as social interaction or natural movement, however, the relevant feature space is poorly understood, and an arbitrary a priori choice of features may give rise to confirmation bias. Here, we present a Bayesian model for exploratory data analysis that is capable of automatically identifying the features present in unstructured stimuli based solely on neuronal responses. Our approach is unique within the class of latent state space models of neural activity in that it assumes that firing rates of neurons are sensitive to multiple discrete time-varying features tied to the stimulus, each of which has Markov (or semi-Markov) dynamics. That is, we are modeling neural activity as driven by multiple simultaneous stimulus features rather than intrinsic neural dynamics. We derive a fast variational Bayesian inference algorithm and show that it correctly recovers hidden features in synthetic data, as well as ground-truth stimulus features in a prototypical neural dataset. To demonstrate the utility of the algorithm, we also apply it to cluster neural responses and demonstrate successful recovery of features corresponding to monkeys and faces in the image set. PMID:28827790

Multimodal Speaker Diarization.

PubMed

Noulas, A; Englebienne, G; Krose, B J A

2012-01-01

We present a novel probabilistic framework that fuses information coming from the audio and video modality to perform speaker diarization. The proposed framework is a Dynamic Bayesian Network (DBN) that is an extension of a factorial Hidden Markov Model (fHMM) and models the people appearing in an audiovisual recording as multimodal entities that generate observations in the audio stream, the video stream, and the joint audiovisual space. The framework is very robust to different contexts, makes no assumptions about the location of the recording equipment, and does not require labeled training data as it acquires the model parameters using the Expectation Maximization (EM) algorithm. We apply the proposed model to two meeting videos and a news broadcast video, all of which come from publicly available data sets. The results acquired in speaker diarization are in favor of the proposed multimodal framework, which outperforms the single modality analysis results and improves over the state-of-the-art audio-based speaker diarization.

The adaptive safety analysis and monitoring system

NASA Astrophysics Data System (ADS)

Tu, Haiying; Allanach, Jeffrey; Singh, Satnam; Pattipati, Krishna R.; Willett, Peter

2004-09-01

The Adaptive Safety Analysis and Monitoring (ASAM) system is a hybrid model-based software tool for assisting intelligence analysts to identify terrorist threats, to predict possible evolution of the terrorist activities, and to suggest strategies for countering terrorism. The ASAM system provides a distributed processing structure for gathering, sharing, understanding, and using information to assess and predict terrorist network states. In combination with counter-terrorist network models, it can also suggest feasible actions to inhibit potential terrorist threats. In this paper, we will introduce the architecture of the ASAM system, and discuss the hybrid modeling approach embedded in it, viz., Hidden Markov Models (HMMs) to detect and provide soft evidence on the states of terrorist network nodes based on partial and imperfect observations, and Bayesian networks (BNs) to integrate soft evidence from multiple HMMs. The functionality of the ASAM system is illustrated by way of application to the Indian Airlines Hijacking, as modeled from open sources.

Support-vector-machine tree-based domain knowledge learning toward automated sports video classification

NASA Astrophysics Data System (ADS)

Xiao, Guoqiang; Jiang, Yang; Song, Gang; Jiang, Jianmin

2010-12-01

We propose a support-vector-machine (SVM) tree to hierarchically learn from domain knowledge represented by low-level features toward automatic classification of sports videos. The proposed SVM tree adopts a binary tree structure to exploit the nature of SVM's binary classification, where each internal node is a single SVM learning unit, and each external node represents the classified output type. Such a SVM tree presents a number of advantages, which include: 1. low computing cost; 2. integrated learning and classification while preserving individual SVM's learning strength; and 3. flexibility in both structure and learning modules, where different numbers of nodes and features can be added to address specific learning requirements, and various learning models can be added as individual nodes, such as neural networks, AdaBoost, hidden Markov models, dynamic Bayesian networks, etc. Experiments support that the proposed SVM tree achieves good performances in sports video classifications.

Modeling dyadic processes using Hidden Markov Models: A time series approach to mother-infant interactions during infant immunization.

PubMed

Stifter, Cynthia A; Rovine, Michael

2015-01-01

The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at two and six months of age, used hidden Markov modeling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a 4-state model for the dyadic responses to a two-month inoculation whereas a 6-state model best described the dyadic process at six months. Two of the states at two months and three of the states at six months suggested a progression from high intensity crying to no crying with parents using vestibular and auditory soothing methods. The use of feeding and/or pacifying to soothe the infant characterized one two-month state and two six-month states. These data indicate that with maturation and experience, the mother-infant dyad is becoming more organized around the soothing interaction. Using hidden Markov modeling to describe individual differences, as well as normative processes, is also presented and discussed.

Modeling dyadic processes using Hidden Markov Models: A time series approach to mother-infant interactions during infant immunization

PubMed Central

Stifter, Cynthia A.; Rovine, Michael

2016-01-01

The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at two and six months of age, used hidden Markov modeling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a 4-state model for the dyadic responses to a two-month inoculation whereas a 6-state model best described the dyadic process at six months. Two of the states at two months and three of the states at six months suggested a progression from high intensity crying to no crying with parents using vestibular and auditory soothing methods. The use of feeding and/or pacifying to soothe the infant characterized one two-month state and two six-month states. These data indicate that with maturation and experience, the mother-infant dyad is becoming more organized around the soothing interaction. Using hidden Markov modeling to describe individual differences, as well as normative processes, is also presented and discussed. PMID:27284272

Using hidden Markov models to align multiple sequences.

PubMed

Mount, David W

2009-07-01

A hidden Markov model (HMM) is a probabilistic model of a multiple sequence alignment (msa) of proteins. In the model, each column of symbols in the alignment is represented by a frequency distribution of the symbols (called a "state"), and insertions and deletions are represented by other states. One moves through the model along a particular path from state to state in a Markov chain (i.e., random choice of next move), trying to match a given sequence. The next matching symbol is chosen from each state, recording its probability (frequency) and also the probability of going to that state from a previous one (the transition probability). State and transition probabilities are multiplied to obtain a probability of the given sequence. The hidden nature of the HMM is due to the lack of information about the value of a specific state, which is instead represented by a probability distribution over all possible values. This article discusses the advantages and disadvantages of HMMs in msa and presents algorithms for calculating an HMM and the conditions for producing the best HMM.

Tracking the visual focus of attention for a varying number of wandering people.

PubMed

Smith, Kevin; Ba, Sileye O; Odobez, Jean-Marc; Gatica-Perez, Daniel

2008-07-01

We define and address the problem of finding the visual focus of attention for a varying number of wandering people (VFOA-W), determining where the people's movement is unconstrained. VFOA-W estimation is a new and important problem with mplications for behavior understanding and cognitive science, as well as real-world applications. One such application, which we present in this article, monitors the attention passers-by pay to an outdoor advertisement. Our approach to the VFOA-W problem proposes a multi-person tracking solution based on a dynamic Bayesian network that simultaneously infers the (variable) number of people in a scene, their body locations, their head locations, and their head pose. For efficient inference in the resulting large variable-dimensional state-space we propose a Reversible Jump Markov Chain Monte Carlo (RJMCMC) sampling scheme, as well as a novel global observation model which determines the number of people in the scene and localizes them. We propose a Gaussian Mixture Model (GMM) and Hidden Markov Model (HMM)-based VFOA-W model which use head pose and location information to determine people's focus state. Our models are evaluated for tracking performance and ability to recognize people looking at an outdoor advertisement, with results indicating good performance on sequences where a moderate number of people pass in front of an advertisement.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis-Hastings Markov Chain Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen

2017-06-01

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.

Hideen Markov Models and Neural Networks for Fault Detection in Dynamic Systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic

1994-01-01

None given. (From conclusion): Neural networks plus Hidden Markov Models(HMM)can provide excellene detection and false alarm rate performance in fault detection applications. Modified models allow for novelty detection. Also covers some key contributions of neural network model, and application status.

Behavioral and Temporal Pattern Detection Within Financial Data With Hidden Information

DTIC Science & Technology

2012-02-01

probabilistic pattern detector to monitor the pattern. 15. SUBJECT TERMS Runtime verification, Hidden data, Hidden Markov models, Formal specifications...sequences in many other fields besides financial systems [L, TV, LC, LZ ]. Rather, the technique suggested in this paper is positioned as a hybrid...operation of the pattern detector . Section 7 describes the operation of the probabilistic pattern-matching monitor, and section 8 describes three

A Bayesian model for visual space perception

NASA Technical Reports Server (NTRS)

Curry, R. E.

1972-01-01

A model for visual space perception is proposed that contains desirable features in the theories of Gibson and Brunswik. This model is a Bayesian processor of proximal stimuli which contains three important elements: an internal model of the Markov process describing the knowledge of the distal world, the a priori distribution of the state of the Markov process, and an internal model relating state to proximal stimuli. The universality of the model is discussed and it is compared with signal detection theory models. Experimental results of Kinchla are used as a special case.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

DOE PAGES

Wang, Hongrui; Wang, Cheng; Wang, Ying; ...

2017-04-05

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less

Application of Dynamic naïve Bayesian classifier to comprehensive drought assessment

NASA Astrophysics Data System (ADS)

Park, D. H.; Lee, J. Y.; Lee, J. H.; KIm, T. W.

2017-12-01

Drought monitoring has already been extensively studied due to the widespread impacts and complex causes of drought. The most important component of drought monitoring is to estimate the characteristics and extent of drought by quantitatively measuring the characteristics of drought. Drought assessment considering different aspects of the complicated drought condition and uncertainty of drought index is great significance in accurate drought monitoring. This study used the dynamic Naïve Bayesian Classifier (DNBC) which is an extension of the Hidden Markov Model (HMM), to model and classify drought by using various drought indices for integrated drought assessment. To provide a stable model for combined use of multiple drought indices, this study employed the DNBC to perform multi-index drought assessment by aggregating the effect of different type of drought and considering the inherent uncertainty. Drought classification was performed by the DNBC using several drought indices: Standardized Precipitation Index (SPI), Streamflow Drought Index (SDI), and Normalized Vegetation Supply Water Index (NVSWI)) that reflect meteorological, hydrological, and agricultural drought characteristics. Overall results showed that in comparison unidirectional (SPI, SDI, and NVSWI) or multivariate (Composite Drought Index, CDI) drought assessment, the proposed DNBC was able to synthetically classify of drought considering uncertainty. Model provided method for comprehensive drought assessment with combined use of different drought indices.

Bayesian analysis of experimental epidemics of foot-and-mouth disease.

PubMed Central

Streftaris, George; Gibson, Gavin J.

2004-01-01

We investigate the transmission dynamics of a certain type of foot-and-mouth disease (FMD) virus under experimental conditions. Previous analyses of experimental data from FMD outbreaks in non-homogeneously mixing populations of sheep have suggested a decline in viraemic level through serial passage of the virus, but these do not take into account possible variation in the length of the chain of viral transmission for each animal, which is implicit in the non-observed transmission process. We consider a susceptible-exposed-infectious-removed non-Markovian compartmental model for partially observed epidemic processes, and we employ powerful methodology (Markov chain Monte Carlo) for statistical inference, to address epidemiological issues under a Bayesian framework that accounts for all available information and associated uncertainty in a coherent approach. The analysis allows us to investigate the posterior distribution of the hidden transmission history of the epidemic, and thus to determine the effect of the length of the infection chain on the recorded viraemic levels, based on the posterior distribution of a p-value. Parameter estimates of the epidemiological characteristics of the disease are also obtained. The results reveal a possible decline in viraemia in one of the two experimental outbreaks. Our model also suggests that individual infectivity is related to the level of viraemia. PMID:15306359

Memetic Approaches for Optimizing Hidden Markov Models: A Case Study in Time Series Prediction

NASA Astrophysics Data System (ADS)

Bui, Lam Thu; Barlow, Michael

We propose a methodology for employing memetics (local search) within the framework of evolutionary algorithms to optimize parameters of hidden markov models. With this proposal, the rate and frequency of using local search are automatically changed over time either at a population or individual level. At the population level, we allow the rate of using local search to decay over time to zero (at the final generation). At the individual level, each individual is equipped with information of when it will do local search and for how long. This information evolves over time alongside the main elements of the chromosome representing the individual.

Hidden Markov models of biological primary sequence information.

PubMed Central

Baldi, P; Chauvin, Y; Hunkapiller, T; McClure, M A

1994-01-01

Hidden Markov model (HMM) techniques are used to model families of biological sequences. A smooth and convergent algorithm is introduced to iteratively adapt the transition and emission parameters of the models from the examples in a given family. The HMM approach is applied to three protein families: globins, immunoglobulins, and kinases. In all cases, the models derived capture the important statistical characteristics of the family and can be used for a number of tasks, including multiple alignments, motif detection, and classification. For K sequences of average length N, this approach yields an effective multiple-alignment algorithm which requires O(KN2) operations, linear in the number of sequences. PMID:8302831

Under-reported data analysis with INAR-hidden Markov chains.

PubMed

Fernández-Fontelo, Amanda; Cabaña, Alejandra; Puig, Pedro; Moriña, David

2016-11-20

In this work, we deal with correlated under-reported data through INAR(1)-hidden Markov chain models. These models are very flexible and can be identified through its autocorrelation function, which has a very simple form. A naïve method of parameter estimation is proposed, jointly with the maximum likelihood method based on a revised version of the forward algorithm. The most-probable unobserved time series is reconstructed by means of the Viterbi algorithm. Several examples of application in the field of public health are discussed illustrating the utility of the models. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Self-Organizing Hidden Markov Model Map (SOHMMM): Biological Sequence Clustering and Cluster Visualization.

PubMed

Ferles, Christos; Beaufort, William-Scott; Ferle, Vanessa

2017-01-01

The present study devises mapping methodologies and projection techniques that visualize and demonstrate biological sequence data clustering results. The Sequence Data Density Display (SDDD) and Sequence Likelihood Projection (SLP) visualizations represent the input symbolical sequences in a lower-dimensional space in such a way that the clusters and relations of data elements are depicted graphically. Both operate in combination/synergy with the Self-Organizing Hidden Markov Model Map (SOHMMM). The resulting unified framework is in position to analyze automatically and directly raw sequence data. This analysis is carried out with little, or even complete absence of, prior information/domain knowledge.

Modeling Driver Behavior near Intersections in Hidden Markov Model

PubMed Central

Li, Juan; He, Qinglian; Zhou, Hang; Guan, Yunlin; Dai, Wei

2016-01-01

Intersections are one of the major locations where safety is a big concern to drivers. Inappropriate driver behaviors in response to frequent changes when approaching intersections often lead to intersection-related crashes or collisions. Thus to better understand driver behaviors at intersections, especially in the dilemma zone, a Hidden Markov Model (HMM) is utilized in this study. With the discrete data processing, the observed dynamic data of vehicles are used for the inference of the Hidden Markov Model. The Baum-Welch (B-W) estimation algorithm is applied to calculate the vehicle state transition probability matrix and the observation probability matrix. When combined with the Forward algorithm, the most likely state of the driver can be obtained. Thus the model can be used to measure the stability and risk of driver behavior. It is found that drivers’ behaviors in the dilemma zone are of lower stability and higher risk compared with those in other regions around intersections. In addition to the B-W estimation algorithm, the Viterbi Algorithm is utilized to predict the potential dangers of vehicles. The results can be applied to driving assistance systems to warn drivers to avoid possible accidents. PMID:28009838

Hidden markov model for the prediction of transmembrane proteins using MATLAB.

PubMed

Chaturvedi, Navaneet; Shanker, Sudhanshu; Singh, Vinay Kumar; Sinha, Dhiraj; Pandey, Paras Nath

2011-01-01

Since membranous proteins play a key role in drug targeting therefore transmembrane proteins prediction is active and challenging area of biological sciences. Location based prediction of transmembrane proteins are significant for functional annotation of protein sequences. Hidden markov model based method was widely applied for transmembrane topology prediction. Here we have presented a revised and a better understanding model than an existing one for transmembrane protein prediction. Scripting on MATLAB was built and compiled for parameter estimation of model and applied this model on amino acid sequence to know the transmembrane and its adjacent locations. Estimated model of transmembrane topology was based on TMHMM model architecture. Only 7 super states are defined in the given dataset, which were converted to 96 states on the basis of their length in sequence. Accuracy of the prediction of model was observed about 74 %, is a good enough in the area of transmembrane topology prediction. Therefore we have concluded the hidden markov model plays crucial role in transmembrane helices prediction on MATLAB platform and it could also be useful for drug discovery strategy. The database is available for free at bioinfonavneet@gmail.comvinaysingh@bhu.ac.in.

Poisson-Gaussian Noise Reduction Using the Hidden Markov Model in Contourlet Domain for Fluorescence Microscopy Images

PubMed Central

Yang, Sejung; Lee, Byung-Uk

2015-01-01

In certain image acquisitions processes, like in fluorescence microscopy or astronomy, only a limited number of photons can be collected due to various physical constraints. The resulting images suffer from signal dependent noise, which can be modeled as a Poisson distribution, and a low signal-to-noise ratio. However, the majority of research on noise reduction algorithms focuses on signal independent Gaussian noise. In this paper, we model noise as a combination of Poisson and Gaussian probability distributions to construct a more accurate model and adopt the contourlet transform which provides a sparse representation of the directional components in images. We also apply hidden Markov models with a framework that neatly describes the spatial and interscale dependencies which are the properties of transformation coefficients of natural images. In this paper, an effective denoising algorithm for Poisson-Gaussian noise is proposed using the contourlet transform, hidden Markov models and noise estimation in the transform domain. We supplement the algorithm by cycle spinning and Wiener filtering for further improvements. We finally show experimental results with simulations and fluorescence microscopy images which demonstrate the improved performance of the proposed approach. PMID:26352138

Exact solution of the hidden Markov processes.

PubMed

Saakian, David B

2017-11-01

We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M-1.

Exact solution of the hidden Markov processes

NASA Astrophysics Data System (ADS)

Saakian, David B.

2017-11-01

We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .

Development of reversible jump Markov Chain Monte Carlo algorithm in the Bayesian mixture modeling for microarray data in Indonesia

NASA Astrophysics Data System (ADS)

Astuti, Ani Budi; Iriawan, Nur; Irhamah, Kuswanto, Heri

2017-12-01

In the Bayesian mixture modeling requires stages the identification number of the most appropriate mixture components thus obtained mixture models fit the data through data driven concept. Reversible Jump Markov Chain Monte Carlo (RJMCMC) is a combination of the reversible jump (RJ) concept and the Markov Chain Monte Carlo (MCMC) concept used by some researchers to solve the problem of identifying the number of mixture components which are not known with certainty number. In its application, RJMCMC using the concept of the birth/death and the split-merge with six types of movement, that are w updating, θ updating, z updating, hyperparameter β updating, split-merge for components and birth/death from blank components. The development of the RJMCMC algorithm needs to be done according to the observed case. The purpose of this study is to know the performance of RJMCMC algorithm development in identifying the number of mixture components which are not known with certainty number in the Bayesian mixture modeling for microarray data in Indonesia. The results of this study represent that the concept RJMCMC algorithm development able to properly identify the number of mixture components in the Bayesian normal mixture model wherein the component mixture in the case of microarray data in Indonesia is not known for certain number.

An information hidden model holding cover distributions

NASA Astrophysics Data System (ADS)

Fu, Min; Cai, Chao; Dai, Zuxu

2018-03-01

The goal of steganography is to embed secret data into a cover so no one apart from the sender and intended recipients can find the secret data. Usually, the way the cover changing was decided by a hidden function. There were no existing model could be used to find an optimal function which can greatly reduce the distortion the cover suffered. This paper considers the cover carrying secret message as a random Markov chain, taking the advantages of a deterministic relation between initial distributions and transferring matrix of the Markov chain, and takes the transferring matrix as a constriction to decrease statistical distortion the cover suffered in the process of information hiding. Furthermore, a hidden function is designed and the transferring matrix is also presented to be a matrix from the original cover to the stego cover. Experiment results show that the new model preserves a consistent statistical characterizations of original and stego cover.

Statistical Inference in Hidden Markov Models Using k-Segment Constraints

PubMed Central

Titsias, Michalis K.; Holmes, Christopher C.; Yau, Christopher

2016-01-01

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marginals using the forward–backward algorithm. In this article, we expand the amount of information we could obtain from the posterior distribution of an HMM by introducing linear-time dynamic programming recursions that, conditional on a user-specified constraint in the number of segments, allow us to (i) find MAP sequences, (ii) compute posterior probabilities, and (iii) simulate sample paths. We collectively call these recursions k-segment algorithms and illustrate their utility using simulated and real examples. We also highlight the prospective and retrospective use of k-segment constraints for fitting HMMs or exploring existing model fits. Supplementary materials for this article are available online. PMID:27226674

Bayesian models: A statistical primer for ecologists

USGS Publications Warehouse

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

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

PubMed

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

2017-07-15

There is growing interest in understanding the dynamical properties of functional interactions between distributed brain regions. However, robust estimation of temporal dynamics from functional magnetic resonance imaging (fMRI) data remains challenging due to limitations in extant multivariate methods for modeling time-varying functional interactions between multiple brain areas. Here, we develop a Bayesian generative model for fMRI time-series within the framework of hidden Markov models (HMMs). The model is a dynamic variant of the static factor analysis model (Ghahramani and Beal, 2000). We refer to this model as Bayesian switching factor analysis (BSFA) as it integrates factor analysis into a generative HMM in a unified Bayesian framework. In BSFA, brain dynamic functional networks are represented by latent states which are learnt from the data. Crucially, BSFA is a generative model which estimates the temporal evolution of brain states and transition probabilities between states as a function of time. An attractive feature of BSFA is the automatic determination of the number of latent states via Bayesian model selection arising from penalization of excessively complex models. Key features of BSFA are validated using extensive simulations on carefully designed synthetic data. We further validate BSFA using fingerprint analysis of multisession resting-state fMRI data from the Human Connectome Project (HCP). Our results show that modeling temporal dependencies in the generative model of BSFA results in improved fingerprinting of individual participants. Finally, we apply BSFA to elucidate the dynamic functional organization of the salience, central-executive, and default mode networks-three core neurocognitive systems with central role in cognitive and affective information processing (Menon, 2011). Across two HCP sessions, we demonstrate a high level of dynamic interactions between these networks and determine that the salience network has the highest temporal flexibility among the three networks. Our proposed methods provide a novel and powerful generative model for investigating dynamic brain connectivity. Copyright © 2017 Elsevier Inc. All rights reserved.

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

DTIC Science & Technology

2017-09-01

efficacy of statistical post-processing methods downstream of these dynamical model components with a hierarchical multivariate Bayesian approach to...Bayesian hierarchical modeling, Markov chain Monte Carlo methods , Metropolis algorithm, machine learning, atmospheric prediction 15. NUMBER OF PAGES...scale processes. However, this dissertation explores the efficacy of statistical post-processing methods downstream of these dynamical model components

A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report.

ERIC Educational Resources Information Center

Glas, Cees A. W.; Meijer, Rob R.

A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…

Intelligent data analysis to model and understand live cell time-lapse sequences.

PubMed

Paterson, Allan; Ashtari, M; Ribé, D; Stenbeck, G; Tucker, A

2012-01-01

One important aspect of cellular function, which is at the basis of tissue homeostasis, is the delivery of proteins to their correct destinations. Significant advances in live cell microscopy have allowed tracking of these pathways by following the dynamics of fluorescently labelled proteins in living cells. This paper explores intelligent data analysis techniques to model the dynamic behavior of proteins in living cells as well as to classify different experimental conditions. We use a combination of decision tree classification and hidden Markov models. In particular, we introduce a novel approach to "align" hidden Markov models so that hidden states from different models can be cross-compared. Our models capture the dynamics of two experimental conditions accurately with a stable hidden state for control data and multiple (less stable) states for the experimental data recapitulating the behaviour of particle trajectories within live cell time-lapse data. In addition to having successfully developed an automated framework for the classification of protein transport dynamics from live cell time-lapse data our model allows us to understand the dynamics of a complex trafficking pathway in living cells in culture.

EFFICIENT MODEL-FITTING AND MODEL-COMPARISON FOR HIGH-DIMENSIONAL BAYESIAN GEOSTATISTICAL MODELS. (R826887)

EPA Science Inventory

Geostatistical models are appropriate for spatially distributed data measured at irregularly spaced locations. We propose an efficient Markov chain Monte Carlo (MCMC) algorithm for fitting Bayesian geostatistical models with substantial numbers of unknown parameters to sizable...

BigFoot: Bayesian alignment and phylogenetic footprinting with MCMC

PubMed Central

Satija, Rahul; Novák, Ádám; Miklós, István; Lyngsø, Rune; Hein, Jotun

2009-01-01

Background We have previously combined statistical alignment and phylogenetic footprinting to detect conserved functional elements without assuming a fixed alignment. Considering a probability-weighted distribution of alignments removes sensitivity to alignment errors, properly accommodates regions of alignment uncertainty, and increases the accuracy of functional element prediction. Our method utilized standard dynamic programming hidden markov model algorithms to analyze up to four sequences. Results We present a novel approach, implemented in the software package BigFoot, for performing phylogenetic footprinting on greater numbers of sequences. We have developed a Markov chain Monte Carlo (MCMC) approach which samples both sequence alignments and locations of slowly evolving regions. We implement our method as an extension of the existing StatAlign software package and test it on well-annotated regions controlling the expression of the even-skipped gene in Drosophila and the α-globin gene in vertebrates. The results exhibit how adding additional sequences to the analysis has the potential to improve the accuracy of functional predictions, and demonstrate how BigFoot outperforms existing alignment-based phylogenetic footprinting techniques. Conclusion BigFoot extends a combined alignment and phylogenetic footprinting approach to analyze larger amounts of sequence data using MCMC. Our approach is robust to alignment error and uncertainty and can be applied to a variety of biological datasets. The source code and documentation are publicly available for download from PMID:19715598

BigFoot: Bayesian alignment and phylogenetic footprinting with MCMC.

PubMed

Satija, Rahul; Novák, Adám; Miklós, István; Lyngsø, Rune; Hein, Jotun

2009-08-28

We have previously combined statistical alignment and phylogenetic footprinting to detect conserved functional elements without assuming a fixed alignment. Considering a probability-weighted distribution of alignments removes sensitivity to alignment errors, properly accommodates regions of alignment uncertainty, and increases the accuracy of functional element prediction. Our method utilized standard dynamic programming hidden markov model algorithms to analyze up to four sequences. We present a novel approach, implemented in the software package BigFoot, for performing phylogenetic footprinting on greater numbers of sequences. We have developed a Markov chain Monte Carlo (MCMC) approach which samples both sequence alignments and locations of slowly evolving regions. We implement our method as an extension of the existing StatAlign software package and test it on well-annotated regions controlling the expression of the even-skipped gene in Drosophila and the alpha-globin gene in vertebrates. The results exhibit how adding additional sequences to the analysis has the potential to improve the accuracy of functional predictions, and demonstrate how BigFoot outperforms existing alignment-based phylogenetic footprinting techniques. BigFoot extends a combined alignment and phylogenetic footprinting approach to analyze larger amounts of sequence data using MCMC. Our approach is robust to alignment error and uncertainty and can be applied to a variety of biological datasets. The source code and documentation are publicly available for download from http://www.stats.ox.ac.uk/~satija/BigFoot/

Kazakh Traditional Dance Gesture Recognition

NASA Astrophysics Data System (ADS)

Nussipbekov, A. K.; Amirgaliyev, E. N.; Hahn, Minsoo

2014-04-01

Full body gesture recognition is an important and interdisciplinary research field which is widely used in many application spheres including dance gesture recognition. The rapid growth of technology in recent years brought a lot of contribution in this domain. However it is still challenging task. In this paper we implement Kazakh traditional dance gesture recognition. We use Microsoft Kinect camera to obtain human skeleton and depth information. Then we apply tree-structured Bayesian network and Expectation Maximization algorithm with K-means clustering to calculate conditional linear Gaussians for classifying poses. And finally we use Hidden Markov Model to detect dance gestures. Our main contribution is that we extend Kinect skeleton by adding headwear as a new skeleton joint which is calculated from depth image. This novelty allows us to significantly improve the accuracy of head gesture recognition of a dancer which in turn plays considerable role in whole body gesture recognition. Experimental results show the efficiency of the proposed method and that its performance is comparable to the state-of-the-art system performances.

Hidden Markov models and neural networks for fault detection in dynamic systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic

1994-01-01

Neural networks plus hidden Markov models (HMM) can provide excellent detection and false alarm rate performance in fault detection applications, as shown in this viewgraph presentation. Modified models allow for novelty detection. Key contributions of neural network models are: (1) excellent nonparametric discrimination capability; (2) a good estimator of posterior state probabilities, even in high dimensions, and thus can be embedded within overall probabilistic model (HMM); and (3) simple to implement compared to other nonparametric models. Neural network/HMM monitoring model is currently being integrated with the new Deep Space Network (DSN) antenna controller software and will be on-line monitoring a new DSN 34-m antenna (DSS-24) by July, 1994.

Post processing of optically recognized text via second order hidden Markov model

NASA Astrophysics Data System (ADS)

Poudel, Srijana

In this thesis, we describe a postprocessing system on Optical Character Recognition(OCR) generated text. Second Order Hidden Markov Model (HMM) approach is used to detect and correct the OCR related errors. The reason for choosing the 2nd order HMM is to keep track of the bigrams so that the model can represent the system more accurately. Based on experiments with training data of 159,733 characters and testing of 5,688 characters, the model was able to correct 43.38 % of the errors with a precision of 75.34 %. However, the precision value indicates that the model introduced some new errors, decreasing the correction percentage to 26.4%.

Detecting targets hidden in random forests

NASA Astrophysics Data System (ADS)

Kouritzin, Michael A.; Luo, Dandan; Newton, Fraser; Wu, Biao

2009-05-01

Military tanks, cargo or troop carriers, missile carriers or rocket launchers often hide themselves from detection in the forests. This plagues the detection problem of locating these hidden targets. An electro-optic camera mounted on a surveillance aircraft or unmanned aerial vehicle is used to capture the images of the forests with possible hidden targets, e.g., rocket launchers. We consider random forests of longitudinal and latitudinal correlations. Specifically, foliage coverage is encoded with a binary representation (i.e., foliage or no foliage), and is correlated in adjacent regions. We address the detection problem of camouflaged targets hidden in random forests by building memory into the observations. In particular, we propose an efficient algorithm to generate random forests, ground, and camouflage of hidden targets with two dimensional correlations. The observations are a sequence of snapshots consisting of foliage-obscured ground or target. Theoretically, detection is possible because there are subtle differences in the correlations of the ground and camouflage of the rocket launcher. However, these differences are well beyond human perception. To detect the presence of hidden targets automatically, we develop a Markov representation for these sequences and modify the classical filtering equations to allow the Markov chain observation. Particle filters are used to estimate the position of the targets in combination with a novel random weighting technique. Furthermore, we give positive proof-of-concept simulations.

Bayesian inference based on dual generalized order statistics from the exponentiated Weibull model

NASA Astrophysics Data System (ADS)

Al Sobhi, Mashail M.

2015-02-01

Bayesian estimation for the two parameters and the reliability function of the exponentiated Weibull model are obtained based on dual generalized order statistics (DGOS). Also, Bayesian prediction bounds for future DGOS from exponentiated Weibull model are obtained. The symmetric and asymmetric loss functions are considered for Bayesian computations. The Markov chain Monte Carlo (MCMC) methods are used for computing the Bayes estimates and prediction bounds. The results have been specialized to the lower record values. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation.

Colonoscopy video quality assessment using hidden Markov random fields

NASA Astrophysics Data System (ADS)

Park, Sun Young; Sargent, Dusty; Spofford, Inbar; Vosburgh, Kirby

2011-03-01

With colonoscopy becoming a common procedure for individuals aged 50 or more who are at risk of developing colorectal cancer (CRC), colon video data is being accumulated at an ever increasing rate. However, the clinically valuable information contained in these videos is not being maximally exploited to improve patient care and accelerate the development of new screening methods. One of the well-known difficulties in colonoscopy video analysis is the abundance of frames with no diagnostic information. Approximately 40% - 50% of the frames in a colonoscopy video are contaminated by noise, acquisition errors, glare, blur, and uneven illumination. Therefore, filtering out low quality frames containing no diagnostic information can significantly improve the efficiency of colonoscopy video analysis. To address this challenge, we present a quality assessment algorithm to detect and remove low quality, uninformative frames. The goal of our algorithm is to discard low quality frames while retaining all diagnostically relevant information. Our algorithm is based on a hidden Markov model (HMM) in combination with two measures of data quality to filter out uninformative frames. Furthermore, we present a two-level framework based on an embedded hidden Markov model (EHHM) to incorporate the proposed quality assessment algorithm into a complete, automated diagnostic image analysis system for colonoscopy video.

A Hybrid Generalized Hidden Markov Model-Based Condition Monitoring Approach for Rolling Bearings

PubMed Central

Liu, Jie; Hu, Youmin; Wu, Bo; Wang, Yan; Xie, Fengyun

2017-01-01

The operating condition of rolling bearings affects productivity and quality in the rotating machine process. Developing an effective rolling bearing condition monitoring approach is critical to accurately identify the operating condition. In this paper, a hybrid generalized hidden Markov model-based condition monitoring approach for rolling bearings is proposed, where interval valued features are used to efficiently recognize and classify machine states in the machine process. In the proposed method, vibration signals are decomposed into multiple modes with variational mode decomposition (VMD). Parameters of the VMD, in the form of generalized intervals, provide a concise representation for aleatory and epistemic uncertainty and improve the robustness of identification. The multi-scale permutation entropy method is applied to extract state features from the decomposed signals in different operating conditions. Traditional principal component analysis is adopted to reduce feature size and computational cost. With the extracted features’ information, the generalized hidden Markov model, based on generalized interval probability, is used to recognize and classify the fault types and fault severity levels. Finally, the experiment results show that the proposed method is effective at recognizing and classifying the fault types and fault severity levels of rolling bearings. This monitoring method is also efficient enough to quantify the two uncertainty components. PMID:28524088

Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations

PubMed Central

Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth

2016-01-01

Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Cheong, R. Y.; Gabda, D.

2017-09-01

Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

Algorithms for Hidden Markov Models Restricted to Occurrences of Regular Expressions

PubMed Central

Tataru, Paula; Sand, Andreas; Hobolth, Asger; Mailund, Thomas; Pedersen, Christian N. S.

2013-01-01

Hidden Markov Models (HMMs) are widely used probabilistic models, particularly for annotating sequential data with an underlying hidden structure. Patterns in the annotation are often more relevant to study than the hidden structure itself. A typical HMM analysis consists of annotating the observed data using a decoding algorithm and analyzing the annotation to study patterns of interest. For example, given an HMM modeling genes in DNA sequences, the focus is on occurrences of genes in the annotation. In this paper, we define a pattern through a regular expression and present a restriction of three classical algorithms to take the number of occurrences of the pattern in the hidden sequence into account. We present a new algorithm to compute the distribution of the number of pattern occurrences, and we extend the two most widely used existing decoding algorithms to employ information from this distribution. We show experimentally that the expectation of the distribution of the number of pattern occurrences gives a highly accurate estimate, while the typical procedure can be biased in the sense that the identified number of pattern occurrences does not correspond to the true number. We furthermore show that using this distribution in the decoding algorithms improves the predictive power of the model. PMID:24833225

Reliability modelling and analysis of a multi-state element based on a dynamic Bayesian network

NASA Astrophysics Data System (ADS)

Li, Zhiqiang; Xu, Tingxue; Gu, Junyuan; Dong, Qi; Fu, Linyu

2018-04-01

This paper presents a quantitative reliability modelling and analysis method for multi-state elements based on a combination of the Markov process and a dynamic Bayesian network (DBN), taking perfect repair, imperfect repair and condition-based maintenance (CBM) into consideration. The Markov models of elements without repair and under CBM are established, and an absorbing set is introduced to determine the reliability of the repairable element. According to the state-transition relations between the states determined by the Markov process, a DBN model is built. In addition, its parameters for series and parallel systems, namely, conditional probability tables, can be calculated by referring to the conditional degradation probabilities. Finally, the power of a control unit in a failure model is used as an example. A dynamic fault tree (DFT) is translated into a Bayesian network model, and subsequently extended to a DBN. The results show the state probabilities of an element and the system without repair, with perfect and imperfect repair, and under CBM, with an absorbing set plotted by differential equations and verified. Through referring forward, the reliability value of the control unit is determined in different kinds of modes. Finally, weak nodes are noted in the control unit.

Markov Random Fields, Stochastic Quantization and Image Analysis

DTIC Science & Technology

1990-01-01

Markov random fields based on the lattice Z2 have been extensively used in image analysis in a Bayesian framework as a-priori models for the...of Image Analysis can be given some fundamental justification then there is a remarkable connection between Probabilistic Image Analysis , Statistical Mechanics and Lattice-based Euclidean Quantum Field Theory.

Teaching Markov Chain Monte Carlo: Revealing the Basic Ideas behind the Algorithm

ERIC Educational Resources Information Center

Stewart, Wayne; Stewart, Sepideh

2014-01-01

For many scientists, researchers and students Markov chain Monte Carlo (MCMC) simulation is an important and necessary tool to perform Bayesian analyses. The simulation is often presented as a mathematical algorithm and then translated into an appropriate computer program. However, this can result in overlooking the fundamental and deeper…

A Gibbs sampler for Bayesian analysis of site-occupancy data

USGS Publications Warehouse

Dorazio, Robert M.; Rodriguez, Daniel Taylor

2012-01-01

1. A Bayesian analysis of site-occupancy data containing covariates of species occurrence and species detection probabilities is usually completed using Markov chain Monte Carlo methods in conjunction with software programs that can implement those methods for any statistical model, not just site-occupancy models. Although these software programs are quite flexible, considerable experience is often required to specify a model and to initialize the Markov chain so that summaries of the posterior distribution can be estimated efficiently and accurately. 2. As an alternative to these programs, we develop a Gibbs sampler for Bayesian analysis of site-occupancy data that include covariates of species occurrence and species detection probabilities. This Gibbs sampler is based on a class of site-occupancy models in which probabilities of species occurrence and detection are specified as probit-regression functions of site- and survey-specific covariate measurements. 3. To illustrate the Gibbs sampler, we analyse site-occupancy data of the blue hawker, Aeshna cyanea (Odonata, Aeshnidae), a common dragonfly species in Switzerland. Our analysis includes a comparison of results based on Bayesian and classical (non-Bayesian) methods of inference. We also provide code (based on the R software program) for conducting Bayesian and classical analyses of site-occupancy data.

Tissue multifractality and hidden Markov model based integrated framework for optimum precancer detection

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Sabyasachi; Das, Nandan K.; Kurmi, Indrajit; Pradhan, Asima; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2017-10-01

We report the application of a hidden Markov model (HMM) on multifractal tissue optical properties derived via the Born approximation-based inverse light scattering method for effective discrimination of precancerous human cervical tissue sites from the normal ones. Two global fractal parameters, generalized Hurst exponent and the corresponding singularity spectrum width, computed by multifractal detrended fluctuation analysis (MFDFA), are used here as potential biomarkers. We develop a methodology that makes use of these multifractal parameters by integrating with different statistical classifiers like the HMM and support vector machine (SVM). It is shown that the MFDFA-HMM integrated model achieves significantly better discrimination between normal and different grades of cancer as compared to the MFDFA-SVM integrated model.

Analysis of single ion channel data incorporating time-interval omission and sampling

PubMed Central

The, Yu-Kai; Timmer, Jens

2005-01-01

Hidden Markov models are widely used to describe single channel currents from patch-clamp experiments. The inevitable anti-aliasing filter limits the time resolution of the measurements and therefore the standard hidden Markov model is not adequate anymore. The notion of time-interval omission has been introduced where brief events are not detected. The developed, exact solutions to this problem do not take into account that the measured intervals are limited by the sampling time. In this case the dead-time that specifies the minimal detectable interval length is not defined unambiguously. We show that a wrong choice of the dead-time leads to considerably biased estimates and present the appropriate equations to describe sampled data. PMID:16849220

Parametric inference for biological sequence analysis.

PubMed

Pachter, Lior; Sturmfels, Bernd

2004-11-16

One of the major successes in computational biology has been the unification, by using the graphical model formalism, of a multitude of algorithms for annotating and comparing biological sequences. Graphical models that have been applied to these problems include hidden Markov models for annotation, tree models for phylogenetics, and pair hidden Markov models for alignment. A single algorithm, the sum-product algorithm, solves many of the inference problems that are associated with different statistical models. This article introduces the polytope propagation algorithm for computing the Newton polytope of an observation from a graphical model. This algorithm is a geometric version of the sum-product algorithm and is used to analyze the parametric behavior of maximum a posteriori inference calculations for graphical models.

Hidden Markov model analysis of force/torque information in telemanipulation

NASA Technical Reports Server (NTRS)

Hannaford, Blake; Lee, Paul

1991-01-01

A model for the prediction and analysis of sensor information recorded during robotic performance of telemanipulation tasks is presented. The model uses the hidden Markov model to describe the task structure, the operator's or intelligent controller's goal structure, and the sensor signals. A methodology for constructing the model parameters based on engineering knowledge of the task is described. It is concluded that the model and its optimal state estimation algorithm, the Viterbi algorithm, are very succesful at the task of segmenting the data record into phases corresponding to subgoals of the task. The model provides a rich modeling structure within a statistical framework, which enables it to represent complex systems and be robust to real-world sensory signals.

Adaptive partially hidden Markov models with application to bilevel image coding.

PubMed

Forchhammer, S; Rasmussen, T S

1999-01-01

Partially hidden Markov models (PHMMs) have previously been introduced. The transition and emission/output probabilities from hidden states, as known from the HMMs, are conditioned on the past. This way, the HMM may be applied to images introducing the dependencies of the second dimension by conditioning. In this paper, the PHMM is extended to multiple sequences with a multiple token version and adaptive versions of PHMM coding are presented. The different versions of the PHMM are applied to lossless bilevel image coding. To reduce and optimize the model cost and size, the contexts are organized in trees and effective quantization of the parameters is introduced. The new coding methods achieve results that are better than the JBIG standard on selected test images, although at the cost of increased complexity. By the minimum description length principle, the methods presented for optimizing the code length may apply as guidance for training (P)HMMs for, e.g., segmentation or recognition purposes. Thereby, the PHMM models provide a new approach to image modeling.

Learning Instance-Specific Predictive Models

PubMed Central

Visweswaran, Shyam; Cooper, Gregory F.

2013-01-01

This paper introduces a Bayesian algorithm for constructing predictive models from data that are optimized to predict a target variable well for a particular instance. This algorithm learns Markov blanket models, carries out Bayesian model averaging over a set of models to predict a target variable of the instance at hand, and employs an instance-specific heuristic to locate a set of suitable models to average over. We call this method the instance-specific Markov blanket (ISMB) algorithm. The ISMB algorithm was evaluated on 21 UCI data sets using five different performance measures and its performance was compared to that of several commonly used predictive algorithms, including nave Bayes, C4.5 decision tree, logistic regression, neural networks, k-Nearest Neighbor, Lazy Bayesian Rules, and AdaBoost. Over all the data sets, the ISMB algorithm performed better on average on all performance measures against all the comparison algorithms. PMID:25045325

Complex Sequencing Rules of Birdsong Can be Explained by Simple Hidden Markov Processes

PubMed Central

Katahira, Kentaro; Suzuki, Kenta; Okanoya, Kazuo; Okada, Masato

2011-01-01

Complex sequencing rules observed in birdsongs provide an opportunity to investigate the neural mechanism for generating complex sequential behaviors. To relate the findings from studying birdsongs to other sequential behaviors such as human speech and musical performance, it is crucial to characterize the statistical properties of the sequencing rules in birdsongs. However, the properties of the sequencing rules in birdsongs have not yet been fully addressed. In this study, we investigate the statistical properties of the complex birdsong of the Bengalese finch (Lonchura striata var. domestica). Based on manual-annotated syllable labeles, we first show that there are significant higher-order context dependencies in Bengalese finch songs, that is, which syllable appears next depends on more than one previous syllable. We then analyze acoustic features of the song and show that higher-order context dependencies can be explained using first-order hidden state transition dynamics with redundant hidden states. This model corresponds to hidden Markov models (HMMs), well known statistical models with a large range of application for time series modeling. The song annotation with these models with first-order hidden state dynamics agreed well with manual annotation, the score was comparable to that of a second-order HMM, and surpassed the zeroth-order model (the Gaussian mixture model; GMM), which does not use context information. Our results imply that the hierarchical representation with hidden state dynamics may underlie the neural implementation for generating complex behavioral sequences with higher-order dependencies. PMID:21915345

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

Bayesian Analysis of Biogeography when the Number of Areas is Large

PubMed Central

Landis, Michael J.; Matzke, Nicholas J.; Moore, Brian R.; Huelsenbeck, John P.

2013-01-01

Historical biogeography is increasingly studied from an explicitly statistical perspective, using stochastic models to describe the evolution of species range as a continuous-time Markov process of dispersal between and extinction within a set of discrete geographic areas. The main constraint of these methods is the computational limit on the number of areas that can be specified. We propose a Bayesian approach for inferring biogeographic history that extends the application of biogeographic models to the analysis of more realistic problems that involve a large number of areas. Our solution is based on a “data-augmentation” approach, in which we first populate the tree with a history of biogeographic events that is consistent with the observed species ranges at the tips of the tree. We then calculate the likelihood of a given history by adopting a mechanistic interpretation of the instantaneous-rate matrix, which specifies both the exponential waiting times between biogeographic events and the relative probabilities of each biogeographic change. We develop this approach in a Bayesian framework, marginalizing over all possible biogeographic histories using Markov chain Monte Carlo (MCMC). Besides dramatically increasing the number of areas that can be accommodated in a biogeographic analysis, our method allows the parameters of a given biogeographic model to be estimated and different biogeographic models to be objectively compared. Our approach is implemented in the program, BayArea. [ancestral area analysis; Bayesian biogeographic inference; data augmentation; historical biogeography; Markov chain Monte Carlo.] PMID:23736102

Python Environment for Bayesian Learning: Inferring the Structure of Bayesian Networks from Knowledge and Data

PubMed Central

Shah, Abhik; Woolf, Peter

2009-01-01

Summary In this paper, we introduce pebl, a Python library and application for learning Bayesian network structure from data and prior knowledge that provides features unmatched by alternative software packages: the ability to use interventional data, flexible specification of structural priors, modeling with hidden variables and exploitation of parallel processing. PMID:20161541

Bayesian Estimation of the Logistic Positive Exponent IRT Model

ERIC Educational Resources Information Center

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…

A baker's dozen of new particle flows for nonlinear filters, Bayesian decisions and transport

NASA Astrophysics Data System (ADS)

Daum, Fred; Huang, Jim

2015-05-01

We describe a baker's dozen of new particle flows to compute Bayes' rule for nonlinear filters, Bayesian decisions and learning as well as transport. Several of these new flows were inspired by transport theory, but others were inspired by physics or statistics or Markov chain Monte Carlo methods.

Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

PubMed Central

Nakamura, Tomoaki; Nagai, Takayuki; Mochihashi, Daichi; Kobayashi, Ichiro; Asoh, Hideki; Kaneko, Masahide

2017-01-01

Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM) that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM), the emission distributions of which are Gaussian processes (GPs). Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods. PMID:29311889

Automated brain tumor segmentation using spatial accuracy-weighted hidden Markov Random Field.

PubMed

Nie, Jingxin; Xue, Zhong; Liu, Tianming; Young, Geoffrey S; Setayesh, Kian; Guo, Lei; Wong, Stephen T C

2009-09-01

A variety of algorithms have been proposed for brain tumor segmentation from multi-channel sequences, however, most of them require isotropic or pseudo-isotropic resolution of the MR images. Although co-registration and interpolation of low-resolution sequences, such as T2-weighted images, onto the space of the high-resolution image, such as T1-weighted image, can be performed prior to the segmentation, the results are usually limited by partial volume effects due to interpolation of low-resolution images. To improve the quality of tumor segmentation in clinical applications where low-resolution sequences are commonly used together with high-resolution images, we propose the algorithm based on Spatial accuracy-weighted Hidden Markov random field and Expectation maximization (SHE) approach for both automated tumor and enhanced-tumor segmentation. SHE incorporates the spatial interpolation accuracy of low-resolution images into the optimization procedure of the Hidden Markov Random Field (HMRF) to segment tumor using multi-channel MR images with different resolutions, e.g., high-resolution T1-weighted and low-resolution T2-weighted images. In experiments, we evaluated this algorithm using a set of simulated multi-channel brain MR images with known ground-truth tissue segmentation and also applied it to a dataset of MR images obtained during clinical trials of brain tumor chemotherapy. The results show that more accurate tumor segmentation results can be obtained by comparing with conventional multi-channel segmentation algorithms.

Dfam: a database of repetitive DNA based on profile hidden Markov models.

PubMed

Wheeler, Travis J; Clements, Jody; Eddy, Sean R; Hubley, Robert; Jones, Thomas A; Jurka, Jerzy; Smit, Arian F A; Finn, Robert D

2013-01-01

We present a database of repetitive DNA elements, called Dfam (http://dfam.janelia.org). Many genomes contain a large fraction of repetitive DNA, much of which is made up of remnants of transposable elements (TEs). Accurate annotation of TEs enables research into their biology and can shed light on the evolutionary processes that shape genomes. Identification and masking of TEs can also greatly simplify many downstream genome annotation and sequence analysis tasks. The commonly used TE annotation tools RepeatMasker and Censor depend on sequence homology search tools such as cross_match and BLAST variants, as well as Repbase, a collection of known TE families each represented by a single consensus sequence. Dfam contains entries corresponding to all Repbase TE entries for which instances have been found in the human genome. Each Dfam entry is represented by a profile hidden Markov model, built from alignments generated using RepeatMasker and Repbase. When used in conjunction with the hidden Markov model search tool nhmmer, Dfam produces a 2.9% increase in coverage over consensus sequence search methods on a large human benchmark, while maintaining low false discovery rates, and coverage of the full human genome is 54.5%. The website provides a collection of tools and data views to support improved TE curation and annotation efforts. Dfam is also available for download in flat file format or in the form of MySQL table dumps.

Probabilistic Reasoning Over Seismic Time Series: Volcano Monitoring by Hidden Markov Models at Mt. Etna

NASA Astrophysics Data System (ADS)

Cassisi, Carmelo; Prestifilippo, Michele; Cannata, Andrea; Montalto, Placido; Patanè, Domenico; Privitera, Eugenio

2016-07-01

From January 2011 to December 2015, Mt. Etna was mainly characterized by a cyclic eruptive behavior with more than 40 lava fountains from New South-East Crater. Using the RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area, an automatic recognition of the different states of volcanic activity (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN) has been applied for monitoring purposes. Since values of the RMS time series calculated on the seismic signal are generated from a stochastic process, we can try to model the system generating its sampled values, assumed to be a Markov process, using Hidden Markov Models (HMMs). HMMs analysis seeks to recover the sequence of hidden states from the observations. In our framework, observations are characters generated by the Symbolic Aggregate approXimation (SAX) technique, which maps RMS time series values with symbols of a pre-defined alphabet. The main advantages of the proposed framework, based on HMMs and SAX, with respect to other automatic systems applied on seismic signals at Mt. Etna, are the use of multiple stations and static thresholds to well characterize the volcano states. Its application on a wide seismic dataset of Etna volcano shows the possibility to guess the volcano states. The experimental results show that, in most of the cases, we detected lava fountains in advance.

Skylign: a tool for creating informative, interactive logos representing sequence alignments and profile hidden Markov models

PubMed Central

2014-01-01

Background Logos are commonly used in molecular biology to provide a compact graphical representation of the conservation pattern of a set of sequences. They render the information contained in sequence alignments or profile hidden Markov models by drawing a stack of letters for each position, where the height of the stack corresponds to the conservation at that position, and the height of each letter within a stack depends on the frequency of that letter at that position. Results We present a new tool and web server, called Skylign, which provides a unified framework for creating logos for both sequence alignments and profile hidden Markov models. In addition to static image files, Skylign creates a novel interactive logo plot for inclusion in web pages. These interactive logos enable scrolling, zooming, and inspection of underlying values. Skylign can avoid sampling bias in sequence alignments by down-weighting redundant sequences and by combining observed counts with informed priors. It also simplifies the representation of gap parameters, and can optionally scale letter heights based on alternate calculations of the conservation of a position. Conclusion Skylign is available as a website, a scriptable web service with a RESTful interface, and as a software package for download. Skylign’s interactive logos are easily incorporated into a web page with just a few lines of HTML markup. Skylign may be found at http://skylign.org. PMID:24410852

Estimating Density and Temperature Dependence of Juvenile Vital Rates Using a Hidden Markov Model

PubMed Central

McElderry, Robert M.

2017-01-01

Organisms in the wild have cryptic life stages that are sensitive to changing environmental conditions and can be difficult to survey. In this study, I used mark-recapture methods to repeatedly survey Anaea aidea (Nymphalidae) caterpillars in nature, then modeled caterpillar demography as a hidden Markov process to assess if temporal variability in temperature and density influence the survival and growth of A. aidea over time. Individual encounter histories result from the joint likelihood of being alive and observed in a particular stage, and I have included hidden states by separating demography and observations into parallel and independent processes. I constructed a demographic matrix containing the probabilities of all possible fates for each stage, including hidden states, e.g., eggs and pupae. I observed both dead and live caterpillars with high probability. Peak caterpillar abundance attracted multiple predators, and survival of fifth instars declined as per capita predation rate increased through spring. A time lag between predator and prey abundance was likely the cause of improved fifth instar survival estimated at high density. Growth rates showed an increase with temperature, but the preferred model did not include temperature. This work illustrates how state-space models can include unobservable stages and hidden state processes to evaluate how environmental factors influence vital rates of cryptic life stages in the wild. PMID:28505138

Nonlinear dynamical modes of climate variability: from curves to manifolds

NASA Astrophysics Data System (ADS)

Gavrilov, Andrey; Mukhin, Dmitry; Loskutov, Evgeny; Feigin, Alexander

2016-04-01

The necessity of efficient dimensionality reduction methods capturing dynamical properties of the system from observed data is evident. Recent study shows that nonlinear dynamical mode (NDM) expansion is able to solve this problem and provide adequate phase variables in climate data analysis [1]. A single NDM is logical extension of linear spatio-temporal structure (like empirical orthogonal function pattern): it is constructed as nonlinear transformation of hidden scalar time series to the space of observed variables, i. e. projection of observed dataset onto a nonlinear curve. Both the hidden time series and the parameters of the curve are learned simultaneously using Bayesian approach. The only prior information about the hidden signal is the assumption of its smoothness. The optimal nonlinearity degree and smoothness are found using Bayesian evidence technique. In this work we do further extension and look for vector hidden signals instead of scalar with the same smoothness restriction. As a result we resolve multidimensional manifolds instead of sum of curves. The dimension of the hidden manifold is optimized using also Bayesian evidence. The efficiency of the extension is demonstrated on model examples. Results of application to climate data are demonstrated and discussed. The study is supported by Government of Russian Federation (agreement #14.Z50.31.0033 with the Institute of Applied Physics of RAS). 1. Mukhin, D., Gavrilov, A., Feigin, A., Loskutov, E., & Kurths, J. (2015). Principal nonlinear dynamical modes of climate variability. Scientific Reports, 5, 15510. http://doi.org/10.1038/srep15510

Parsing Social Network Survey Data from Hidden Populations Using Stochastic Context-Free Grammars

PubMed Central

Poon, Art F. Y.; Brouwer, Kimberly C.; Strathdee, Steffanie A.; Firestone-Cruz, Michelle; Lozada, Remedios M.; Kosakovsky Pond, Sergei L.; Heckathorn, Douglas D.; Frost, Simon D. W.

2009-01-01

Background Human populations are structured by social networks, in which individuals tend to form relationships based on shared attributes. Certain attributes that are ambiguous, stigmatized or illegal can create a ÔhiddenÕ population, so-called because its members are difficult to identify. Many hidden populations are also at an elevated risk of exposure to infectious diseases. Consequently, public health agencies are presently adopting modern survey techniques that traverse social networks in hidden populations by soliciting individuals to recruit their peers, e.g., respondent-driven sampling (RDS). The concomitant accumulation of network-based epidemiological data, however, is rapidly outpacing the development of computational methods for analysis. Moreover, current analytical models rely on unrealistic assumptions, e.g., that the traversal of social networks can be modeled by a Markov chain rather than a branching process. Methodology/Principal Findings Here, we develop a new methodology based on stochastic context-free grammars (SCFGs), which are well-suited to modeling tree-like structure of the RDS recruitment process. We apply this methodology to an RDS case study of injection drug users (IDUs) in Tijuana, México, a hidden population at high risk of blood-borne and sexually-transmitted infections (i.e., HIV, hepatitis C virus, syphilis). Survey data were encoded as text strings that were parsed using our custom implementation of the inside-outside algorithm in a publicly-available software package (HyPhy), which uses either expectation maximization or direct optimization methods and permits constraints on model parameters for hypothesis testing. We identified significant latent variability in the recruitment process that violates assumptions of Markov chain-based methods for RDS analysis: firstly, IDUs tended to emulate the recruitment behavior of their own recruiter; and secondly, the recruitment of like peers (homophily) was dependent on the number of recruits. Conclusions SCFGs provide a rich probabilistic language that can articulate complex latent structure in survey data derived from the traversal of social networks. Such structure that has no representation in Markov chain-based models can interfere with the estimation of the composition of hidden populations if left unaccounted for, raising critical implications for the prevention and control of infectious disease epidemics. PMID:19738904

A Bayesian framework for extracting human gait using strong prior knowledge.

PubMed

Zhou, Ziheng; Prügel-Bennett, Adam; Damper, Robert I

2006-11-01

Extracting full-body motion of walking people from monocular video sequences in complex, real-world environments is an important and difficult problem, going beyond simple tracking, whose satisfactory solution demands an appropriate balance between use of prior knowledge and learning from data. We propose a consistent Bayesian framework for introducing strong prior knowledge into a system for extracting human gait. In this work, the strong prior is built from a simple articulated model having both time-invariant (static) and time-variant (dynamic) parameters. The model is easily modified to cater to situations such as walkers wearing clothing that obscures the limbs. The statistics of the parameters are learned from high-quality (indoor laboratory) data and the Bayesian framework then allows us to "bootstrap" to accurate gait extraction on the noisy images typical of cluttered, outdoor scenes. To achieve automatic fitting, we use a hidden Markov model to detect the phases of images in a walking cycle. We demonstrate our approach on silhouettes extracted from fronto-parallel ("sideways on") sequences of walkers under both high-quality indoor and noisy outdoor conditions. As well as high-quality data with synthetic noise and occlusions added, we also test walkers with rucksacks, skirts, and trench coats. Results are quantified in terms of chamfer distance and average pixel error between automatically extracted body points and corresponding hand-labeled points. No one part of the system is novel in itself, but the overall framework makes it feasible to extract gait from very much poorer quality image sequences than hitherto. This is confirmed by comparing person identification by gait using our method and a well-established baseline recognition algorithm.

DM-BLD: differential methylation detection using a hierarchical Bayesian model exploiting local dependency.

PubMed

Wang, Xiao; Gu, Jinghua; Hilakivi-Clarke, Leena; Clarke, Robert; Xuan, Jianhua

2017-01-15

The advent of high-throughput DNA methylation profiling techniques has enabled the possibility of accurate identification of differentially methylated genes for cancer research. The large number of measured loci facilitates whole genome methylation study, yet posing great challenges for differential methylation detection due to the high variability in tumor samples. We have developed a novel probabilistic approach, D: ifferential M: ethylation detection using a hierarchical B: ayesian model exploiting L: ocal D: ependency (DM-BLD), to detect differentially methylated genes based on a Bayesian framework. The DM-BLD approach features a joint model to capture both the local dependency of measured loci and the dependency of methylation change in samples. Specifically, the local dependency is modeled by Leroux conditional autoregressive structure; the dependency of methylation changes is modeled by a discrete Markov random field. A hierarchical Bayesian model is developed to fully take into account the local dependency for differential analysis, in which differential states are embedded as hidden variables. Simulation studies demonstrate that DM-BLD outperforms existing methods for differential methylation detection, particularly when the methylation change is moderate and the variability of methylation in samples is high. DM-BLD has been applied to breast cancer data to identify important methylated genes (such as polycomb target genes and genes involved in transcription factor activity) associated with breast cancer recurrence. A Matlab package of DM-BLD is available at http://www.cbil.ece.vt.edu/software.htm CONTACT: Xuan@vt.eduSupplementary information: Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

A Self-Organizing Incremental Spatiotemporal Associative Memory Networks Model for Problems with Hidden State

PubMed Central

2016-01-01

Identifying the hidden state is important for solving problems with hidden state. We prove any deterministic partially observable Markov decision processes (POMDP) can be represented by a minimal, looping hidden state transition model and propose a heuristic state transition model constructing algorithm. A new spatiotemporal associative memory network (STAMN) is proposed to realize the minimal, looping hidden state transition model. STAMN utilizes the neuroactivity decay to realize the short-term memory, connection weights between different nodes to represent long-term memory, presynaptic potentials, and synchronized activation mechanism to complete identifying and recalling simultaneously. Finally, we give the empirical illustrations of the STAMN and compare the performance of the STAMN model with that of other methods. PMID:27891146

Mixture Hidden Markov Models in Finance Research

NASA Astrophysics Data System (ADS)

Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia

Finite mixture models have proven to be a powerful framework whenever unobserved heterogeneity cannot be ignored. We introduce in finance research the Mixture Hidden Markov Model (MHMM) that takes into account time and space heterogeneity simultaneously. This approach is flexible in the sense that it can deal with the specific features of financial time series data, such as asymmetry, kurtosis, and unobserved heterogeneity. This methodology is applied to model simultaneously 12 time series of Asian stock markets indexes. Because we selected a heterogeneous sample of countries including both developed and emerging countries, we expect that heterogeneity in market returns due to country idiosyncrasies will show up in the results. The best fitting model was the one with two clusters at country level with different dynamics between the two regimes.

Reliability modelling and analysis of a multi-state element based on a dynamic Bayesian network

PubMed Central

Xu, Tingxue; Gu, Junyuan; Dong, Qi; Fu, Linyu

2018-01-01

This paper presents a quantitative reliability modelling and analysis method for multi-state elements based on a combination of the Markov process and a dynamic Bayesian network (DBN), taking perfect repair, imperfect repair and condition-based maintenance (CBM) into consideration. The Markov models of elements without repair and under CBM are established, and an absorbing set is introduced to determine the reliability of the repairable element. According to the state-transition relations between the states determined by the Markov process, a DBN model is built. In addition, its parameters for series and parallel systems, namely, conditional probability tables, can be calculated by referring to the conditional degradation probabilities. Finally, the power of a control unit in a failure model is used as an example. A dynamic fault tree (DFT) is translated into a Bayesian network model, and subsequently extended to a DBN. The results show the state probabilities of an element and the system without repair, with perfect and imperfect repair, and under CBM, with an absorbing set plotted by differential equations and verified. Through referring forward, the reliability value of the control unit is determined in different kinds of modes. Finally, weak nodes are noted in the control unit. PMID:29765629

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

NASA Astrophysics Data System (ADS)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Bao, Jie; Swiler, Laura

2017-12-01

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated - reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

An NCME Instructional Module on Estimating Item Response Theory Models Using Markov Chain Monte Carlo Methods

ERIC Educational Resources Information Center

Kim, Jee-Seon; Bolt, Daniel M.

2007-01-01

The purpose of this ITEMS module is to provide an introduction to Markov chain Monte Carlo (MCMC) estimation for item response models. A brief description of Bayesian inference is followed by an overview of the various facets of MCMC algorithms, including discussion of prior specification, sampling procedures, and methods for evaluating chain…

Derivation of Markov processes that violate detailed balance

NASA Astrophysics Data System (ADS)

Lee, Julian

2018-03-01

Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

A General and Flexible Approach to Estimating the Social Relations Model Using Bayesian Methods

ERIC Educational Resources Information Center

Ludtke, Oliver; Robitzsch, Alexander; Kenny, David A.; Trautwein, Ulrich

2013-01-01

The social relations model (SRM) is a conceptual, methodological, and analytical approach that is widely used to examine dyadic behaviors and interpersonal perception within groups. This article introduces a general and flexible approach to estimating the parameters of the SRM that is based on Bayesian methods using Markov chain Monte Carlo…

A Bayesian model for estimating population means using a link-tracing sampling design.

PubMed

St Clair, Katherine; O'Connell, Daniel

2012-03-01

Link-tracing sampling designs can be used to study human populations that contain "hidden" groups who tend to be linked together by a common social trait. These links can be used to increase the sampling intensity of a hidden domain by tracing links from individuals selected in an initial wave of sampling to additional domain members. Chow and Thompson (2003, Survey Methodology 29, 197-205) derived a Bayesian model to estimate the size or proportion of individuals in the hidden population for certain link-tracing designs. We propose an addition to their model that will allow for the modeling of a quantitative response. We assess properties of our model using a constructed population and a real population of at-risk individuals, both of which contain two domains of hidden and nonhidden individuals. Our results show that our model can produce good point and interval estimates of the population mean and domain means when our population assumptions are satisfied. © 2011, The International Biometric Society.

Fully Bayesian inference for structural MRI: application to segmentation and statistical analysis of T2-hypointensities.

PubMed

Schmidt, Paul; Schmid, Volker J; Gaser, Christian; Buck, Dorothea; Bührlen, Susanne; Förschler, Annette; Mühlau, Mark

2013-01-01

Aiming at iron-related T2-hypointensity, which is related to normal aging and neurodegenerative processes, we here present two practicable approaches, based on Bayesian inference, for preprocessing and statistical analysis of a complex set of structural MRI data. In particular, Markov Chain Monte Carlo methods were used to simulate posterior distributions. First, we rendered a segmentation algorithm that uses outlier detection based on model checking techniques within a Bayesian mixture model. Second, we rendered an analytical tool comprising a Bayesian regression model with smoothness priors (in the form of Gaussian Markov random fields) mitigating the necessity to smooth data prior to statistical analysis. For validation, we used simulated data and MRI data of 27 healthy controls (age: [Formula: see text]; range, [Formula: see text]). We first observed robust segmentation of both simulated T2-hypointensities and gray-matter regions known to be T2-hypointense. Second, simulated data and images of segmented T2-hypointensity were analyzed. We found not only robust identification of simulated effects but also a biologically plausible age-related increase of T2-hypointensity primarily within the dentate nucleus but also within the globus pallidus, substantia nigra, and red nucleus. Our results indicate that fully Bayesian inference can successfully be applied for preprocessing and statistical analysis of structural MRI data.

Phenotypic landscape inference reveals multiple evolutionary paths to C4 photosynthesis

PubMed Central

Williams, Ben P; Johnston, Iain G; Covshoff, Sarah; Hibberd, Julian M

2013-01-01

C4 photosynthesis has independently evolved from the ancestral C3 pathway in at least 60 plant lineages, but, as with other complex traits, how it evolved is unclear. Here we show that the polyphyletic appearance of C4 photosynthesis is associated with diverse and flexible evolutionary paths that group into four major trajectories. We conducted a meta-analysis of 18 lineages containing species that use C3, C4, or intermediate C3–C4 forms of photosynthesis to parameterise a 16-dimensional phenotypic landscape. We then developed and experimentally verified a novel Bayesian approach based on a hidden Markov model that predicts how the C4 phenotype evolved. The alternative evolutionary histories underlying the appearance of C4 photosynthesis were determined by ancestral lineage and initial phenotypic alterations unrelated to photosynthesis. We conclude that the order of C4 trait acquisition is flexible and driven by non-photosynthetic drivers. This flexibility will have facilitated the convergent evolution of this complex trait. DOI: http://dx.doi.org/10.7554/eLife.00961.001 PMID:24082995

Slope Estimation in Noisy Piecewise Linear Functions✩

PubMed Central

Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy

2014-01-01

This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure. PMID:25419020

Subdiffractional tracking of internalized molecules reveals heterogeneous motion states of synaptic vesicles

PubMed Central

Morrow, Isabel C.; Harper, Callista B.

2016-01-01

Our understanding of endocytic pathway dynamics is severely restricted by the diffraction limit of light microscopy. To address this, we implemented a novel technique based on the subdiffractional tracking of internalized molecules (sdTIM). This allowed us to image anti–green fluorescent protein Atto647N-tagged nanobodies trapped in synaptic vesicles (SVs) from live hippocampal nerve terminals expressing vesicle-associated membrane protein 2 (VAMP2)–pHluorin with 36-nm localization precision. Our results showed that, once internalized, VAMP2–pHluorin/Atto647N–tagged nanobodies exhibited a markedly lower mobility than on the plasma membrane, an effect that was reversed upon restimulation in presynapses but not in neighboring axons. Using Bayesian model selection applied to hidden Markov modeling, we found that SVs oscillated between diffusive states or a combination of diffusive and transport states with opposite directionality. Importantly, SVs exhibiting diffusive motion were relatively less likely to switch to the transport motion. These results highlight the potential of the sdTIM technique to provide new insights into the dynamics of endocytic pathways in a wide variety of cellular settings. PMID:27810917

Slope Estimation in Noisy Piecewise Linear Functions.

PubMed

Ingle, Atul; Bucklew, James; Sethares, William; Varghese, Tomy

2015-03-01

This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure.

State Space Model with hidden variables for reconstruction of gene regulatory networks.

PubMed

Wu, Xi; Li, Peng; Wang, Nan; Gong, Ping; Perkins, Edward J; Deng, Youping; Zhang, Chaoyang

2011-01-01

State Space Model (SSM) is a relatively new approach to inferring gene regulatory networks. It requires less computational time than Dynamic Bayesian Networks (DBN). There are two types of variables in the linear SSM, observed variables and hidden variables. SSM uses an iterative method, namely Expectation-Maximization, to infer regulatory relationships from microarray datasets. The hidden variables cannot be directly observed from experiments. How to determine the number of hidden variables has a significant impact on the accuracy of network inference. In this study, we used SSM to infer Gene regulatory networks (GRNs) from synthetic time series datasets, investigated Bayesian Information Criterion (BIC) and Principle Component Analysis (PCA) approaches to determining the number of hidden variables in SSM, and evaluated the performance of SSM in comparison with DBN. True GRNs and synthetic gene expression datasets were generated using GeneNetWeaver. Both DBN and linear SSM were used to infer GRNs from the synthetic datasets. The inferred networks were compared with the true networks. Our results show that inference precision varied with the number of hidden variables. For some regulatory networks, the inference precision of DBN was higher but SSM performed better in other cases. Although the overall performance of the two approaches is compatible, SSM is much faster and capable of inferring much larger networks than DBN. This study provides useful information in handling the hidden variables and improving the inference precision.

Inference of epidemiological parameters from household stratified data

PubMed Central

Walker, James N.; Ross, Joshua V.

2017-01-01

We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters—governing within-household transmission, recovery, and between-household transmission—from data of the day upon which each individual became infectious and the household in which each infection occurred, as might be available from First Few Hundred studies. Each method is a form of Bayesian Markov Chain Monte Carlo that allows us to calculate a joint posterior distribution for all parameters and hence the household reproduction number and the early growth rate of the epidemic. The first method performs exact Bayesian inference using a standard data-augmentation approach; the second performs approximate Bayesian inference based on a likelihood approximation derived from branching processes. These methods are compared for computational efficiency and posteriors from each are compared. The branching process is shown to be a good approximation and remains computationally efficient as the amount of data is increased. PMID:29045456

Semantic Context Detection Using Audio Event Fusion

NASA Astrophysics Data System (ADS)

Chu, Wei-Ta; Cheng, Wen-Huang; Wu, Ja-Ling

2006-12-01

Semantic-level content analysis is a crucial issue in achieving efficient content retrieval and management. We propose a hierarchical approach that models audio events over a time series in order to accomplish semantic context detection. Two levels of modeling, audio event and semantic context modeling, are devised to bridge the gap between physical audio features and semantic concepts. In this work, hidden Markov models (HMMs) are used to model four representative audio events, that is, gunshot, explosion, engine, and car braking, in action movies. At the semantic context level, generative (ergodic hidden Markov model) and discriminative (support vector machine (SVM)) approaches are investigated to fuse the characteristics and correlations among audio events, which provide cues for detecting gunplay and car-chasing scenes. The experimental results demonstrate the effectiveness of the proposed approaches and provide a preliminary framework for information mining by using audio characteristics.

Stylistic gait synthesis based on hidden Markov models

NASA Astrophysics Data System (ADS)

Tilmanne, Joëlle; Moinet, Alexis; Dutoit, Thierry

2012-12-01

In this work we present an expressive gait synthesis system based on hidden Markov models (HMMs), following and modifying a procedure originally developed for speaking style adaptation, in speech synthesis. A large database of neutral motion capture walk sequences was used to train an HMM of average walk. The model was then used for automatic adaptation to a particular style of walk using only a small amount of training data from the target style. The open source toolkit that we adapted for motion modeling also enabled us to take into account the dynamics of the data and to model accurately the duration of each HMM state. We also address the assessment issue and propose a procedure for qualitative user evaluation of the synthesized sequences. Our tests show that the style of these sequences can easily be recognized and look natural to the evaluators.

Final Technical Report for Collaborative Research: Regional climate-change projections through next-generation empirical and dynamical models, DE-FG02-07ER64429

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smyth, Padhraic

2013-07-22

This is the final report for a DOE-funded research project describing the outcome of research on non-homogeneous hidden Markov models (NHMMs) and coupled ocean-atmosphere (O-A) intermediate-complexity models (ICMs) to identify the potentially predictable modes of climate variability, and to investigate their impacts on the regional-scale. The main results consist of extensive development of the hidden Markov models for rainfall simulation and downscaling specifically within the non-stationary climate change context together with the development of parallelized software; application of NHMMs to downscaling of rainfall projections over India; identification and analysis of decadal climate signals in data and models; and, studies ofmore » climate variability in terms of the dynamics of atmospheric flow regimes.« less

Hidden Markov models for fault detection in dynamic systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic J. (Inventor)

1995-01-01

The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) (vertical bar)/x), 1 less than or equal to i isless than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

Hidden Markov models for fault detection in dynamic systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic J. (Inventor)

1993-01-01

The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) perpendicular to x), 1 less than or equal to i is less than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

Inference for finite-sample trajectories in dynamic multi-state site-occupancy models using hidden Markov model smoothing

USGS Publications Warehouse

Fiske, Ian J.; Royle, J. Andrew; Gross, Kevin

2014-01-01

Ecologists and wildlife biologists increasingly use latent variable models to study patterns of species occurrence when detection is imperfect. These models have recently been generalized to accommodate both a more expansive description of state than simple presence or absence, and Markovian dynamics in the latent state over successive sampling seasons. In this paper, we write these multi-season, multi-state models as hidden Markov models to find both maximum likelihood estimates of model parameters and finite-sample estimators of the trajectory of the latent state over time. These estimators are especially useful for characterizing population trends in species of conservation concern. We also develop parametric bootstrap procedures that allow formal inference about latent trend. We examine model behavior through simulation, and we apply the model to data from the North American Amphibian Monitoring Program.

A hidden Markov model approach to neuron firing patterns.

PubMed

Camproux, A C; Saunier, F; Chouvet, G; Thalabard, J C; Thomas, G

1996-11-01

Analysis and characterization of neuronal discharge patterns are of interest to neurophysiologists and neuropharmacologists. In this paper we present a hidden Markov model approach to modeling single neuron electrical activity. Basically the model assumes that each interspike interval corresponds to one of several possible states of the neuron. Fitting the model to experimental series of interspike intervals by maximum likelihood allows estimation of the number of possible underlying neuron states, the probability density functions of interspike intervals corresponding to each state, and the transition probabilities between states. We present an application to the analysis of recordings of a locus coeruleus neuron under three pharmacological conditions. The model distinguishes two states during halothane anesthesia and during recovery from halothane anesthesia, and four states after administration of clonidine. The transition probabilities yield additional insights into the mechanisms of neuron firing.

Search for gravitational waves from Scorpius X-1 in the first Advanced LIGO observing run with a hidden Markov model

NASA Astrophysics Data System (ADS)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Afrough, M.; Agarwal, B.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allen, G.; Allocca, A.; Almoubayyed, H.; Altin, P. A.; Amato, A.; Ananyeva, A.; Anderson, S. B.; Anderson, W. G.; Antier, S.; Appert, S.; Arai, K.; Araya, M. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; AultONeal, K.; Avila-Alvarez, A.; Babak, S.; Bacon, P.; Bader, M. K. M.; Bae, S.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Banagiri, S.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bawaj, M.; Bazzan, M.; Bécsy, B.; Beer, C.; Bejger, M.; Belahcene, I.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Etienne, Z. B.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Billman, C. R.; Birch, J.; Birney, R.; Birnholtz, O.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blackman, J.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Bode, N.; Boer, M.; Bogaert, G.; Bohe, A.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brown, N. M.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Calderón Bustillo, J.; Callister, T. A.; Calloni, E.; Camp, J. B.; Canepa, M.; Canizares, P.; Cannon, K. C.; Cao, H.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Carney, M. F.; Casanueva Diaz, J.; Casentini, C.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerboni Baiardi, L.; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Chatterjee, D.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y.; Cheng, H.-P.; Chincarini, A.; Chiummo, A.; Chmiel, T.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, A. J. K.; Chua, S.; Chung, A. K. W.; Chung, S.; Ciani, G.; Ciolfi, R.; Cirelli, C. E.; Cirone, A.; Clara, F.; Clark, J. A.; Cleva, F.; Cocchieri, C.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L. R.; Constancio, M.; Conti, L.; Cooper, S. J.; Corban, P.; Corbitt, T. R.; Corley, K. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Covas, P. B.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Creighton, J. D. E.; Creighton, T. D.; Cripe, J.; Crowder, S. G.; Cullen, T. J.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Dasgupta, A.; Da Silva Costa, C. F.; Dattilo, V.; Dave, I.; Davier, M.; Davies, G. S.; Davis, D.; Daw, E. J.; Day, B.; De, S.; DeBra, D.; Deelman, E.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devenson, J.; Devine, R. C.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Renzo, F.; Doctor, Z.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Dorrington, I.; Douglas, R.; Dovale Álvarez, M.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Du, Z.; Ducrot, M.; Duncan, J.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Essick, R. C.; Etzel, T.; Evans, M.; Evans, T. M.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E. J.; Favata, M.; Fays, M.; Fehrmann, H.; Feicht, J.; Fejer, M. M.; Fernandez-Galiana, A.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fong, H.; Forsyth, P. W. F.; Forsyth, S. S.; Fournier, J.-D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fries, E. M.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H.; Gabel, M.; Gadre, B. U.; Gaebel, S. M.; Gair, J. R.; Gammaitoni, L.; Ganija, M. R.; Gaonkar, S. G.; Garufi, F.; Gaudio, S.; Gaur, G.; Gayathri, V.; Gehrels, N.; Gemme, G.; Genin, E.; Gennai, A.; George, D.; George, J.; Gergely, L.; Germain, V.; Ghonge, S.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glover, L.; Goetz, E.; Goetz, R.; Gomes, S.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Gruning, P.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannuksela, O. A.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Horst, C.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Intini, G.; Isa, H. N.; Isac, J.-M.; Isi, M.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jiménez-Forteza, F.; Johnson, W. W.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; Junker, J.; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katolik, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kawabe, K.; Kéfélian, F.; Keitel, D.; Kemball, A. J.; Kennedy, R.; Kent, C.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chunglee; Kim, J. C.; Kim, W.; Kim, W. S.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kirchhoff, R.; Kissel, J. S.; Kleybolte, L.; Klimenko, S.; Koch, P.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Krämer, C.; Kringel, V.; Krishnan, B.; Królak, A.; Kuehn, G.; Kumar, P.; Kumar, R.; Kumar, S.; Kuo, L.; Kutynia, A.; Kwang, S.; Lackey, B. D.; Lai, K. H.; Landry, M.; Lang, R. N.; Lange, J.; Lantz, B.; Lanza, R. K.; Lartaux-Vollard, A.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, H. W.; Lee, K.; Lehmann, J.; Lenon, A.; Leonardi, M.; Leroy, N.; Letendre, N.; Levin, Y.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Liu, J.; Lockerbie, N. A.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lovelace, G.; Lück, H.; Lumaca, D.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Macfoy, S.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña Hernandez, I.; Magaña-Sandoval, F.; Magaña Zertuche, L.; Magee, R. M.; Majorana, E.; Maksimovic, I.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markakis, C.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matas, A.; Matichard, F.; Matone, L.; Mavalvala, N.; Mayani, R.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McCuller, L.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Mejuto-Villa, E.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, A.; Miller, B. B.; Miller, J.; Millhouse, M.; Minazzoli, O.; Minenkov, Y.; Ming, J.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Muniz, E. A. M.; Murray, P. G.; Napier, K.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Nelemans, G.; Nelson, T. J. N.; Neri, M.; Nery, M.; Neunzert, A.; Newport, J. M.; Newton, G.; Ng, K. K. Y.; Nguyen, T. T.; Nichols, D.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Noack, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; Ormiston, R.; Ortega, L. F.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pace, A. E.; Page, J.; Page, M. A.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pang, B.; Pang, P. T. H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perez, C. J.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poggiani, R.; Popolizio, P.; Porter, E. K.; Post, A.; Powell, J.; Prasad, J.; Pratt, J. W. W.; Predoi, V.; Prestegard, T.; Prijatelj, M.; Principe, M.; Privitera, S.; Prix, R.; Prodi, G. A.; Prokhorov, L. G.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Ramirez, K. E.; Rapagnani, P.; Raymond, V.; Razzano, M.; Read, J.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Ricker, P. M.; Rieger, S.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, R.; Romel, C. L.; Romie, J. H.; Rosińska, D.; Ross, M. P.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Rynge, M.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sampson, L. M.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O.; Savage, R. L.; Sawadsky, A.; Schale, P.; Scheuer, J.; Schmidt, E.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schulte, B. W.; Schutz, B. F.; Schwalbe, S. G.; Scott, J.; Scott, S. M.; Seidel, E.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Shaddock, D. A.; Shaffer, T. J.; Shah, A. A.; Shahriar, M. S.; Shao, L.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, A.; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, B.; Smith, J. R.; Smith, R. J. E.; Son, E. J.; Sonnenberg, J. A.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Spencer, A. P.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stone, R.; Strain, K. A.; Stratta, G.; Strigin, S. E.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tápai, M.; Taracchini, A.; Taylor, J. A.; Taylor, R.; Theeg, T.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tonelli, M.; Tornasi, Z.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Trinastic, J.; Tringali, M. C.; Trozzo, L.; Tsang, K. W.; Tse, M.; Tso, R.; Tuyenbayev, D.; Ueno, K.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahi, K.; Vahlbruch, H.; Vajente, G.; Valdes, G.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van Heijningen, J. V.; van Veggel, A. A.; Vardaro, M.; Varma, V.; Vass, S.; Vasúth, M.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Venugopalan, G.; Verkindt, D.; Vetrano, F.; Viceré, A.; Viets, A. D.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walet, R.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, J. Z.; Wang, M.; Wang, Y.-F.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Watchi, J.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Wessel, E. K.; Weßels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Whittle, C.; Williams, D.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Wofford, J.; Wong, K. W. K.; Worden, J.; Wright, J. L.; Wu, D. S.; Wu, G.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yap, M. J.; Yu, Hang; Yu, Haocun; Yvert, M.; ZadroŻny, A.; Zanolin, M.; Zelenova, T.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, T.; Zhang, Y.-H.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zweizig, J.; Suvorova, S.; Moran, W.; Evans, R. J.; LIGO Scientific Collaboration; Virgo Collaboration

2017-06-01

Results are presented from a semicoherent search for continuous gravitational waves from the brightest low-mass X-ray binary, Scorpius X-1, using data collected during the first Advanced LIGO observing run. The search combines a frequency domain matched filter (Bessel-weighted F -statistic) with a hidden Markov model to track wandering of the neutron star spin frequency. No evidence of gravitational waves is found in the frequency range 60-650 Hz. Frequentist 95% confidence strain upper limits, h095 %=4.0 ×1 0-25, 8.3 ×1 0-25, and 3.0 ×1 0-25 for electromagnetically restricted source orientation, unknown polarization, and circular polarization, respectively, are reported at 106 Hz. They are ≤10 times higher than the theoretical torque-balance limit at 106 Hz.

Zero velocity interval detection based on a continuous hidden Markov model in micro inertial pedestrian navigation

NASA Astrophysics Data System (ADS)

Sun, Wei; Ding, Wei; Yan, Huifang; Duan, Shunli

2018-06-01

Shoe-mounted pedestrian navigation systems based on micro inertial sensors rely on zero velocity updates to correct their positioning errors in time, which effectively makes determining the zero velocity interval play a key role during normal walking. However, as walking gaits are complicated, and vary from person to person, it is difficult to detect walking gaits with a fixed threshold method. This paper proposes a pedestrian gait classification method based on a hidden Markov model. Pedestrian gait data are collected with a micro inertial measurement unit installed at the instep. On the basis of analyzing the characteristics of the pedestrian walk, a single direction angular rate gyro output is used to classify gait features. The angular rate data are modeled into a univariate Gaussian mixture model with three components, and a four-state left–right continuous hidden Markov model (CHMM) is designed to classify the normal walking gait. The model parameters are trained and optimized using the Baum–Welch algorithm and then the sliding window Viterbi algorithm is used to decode the gait. Walking data are collected through eight subjects walking along the same route at three different speeds; the leave-one-subject-out cross validation method is conducted to test the model. Experimental results show that the proposed algorithm can accurately detect different walking gaits of zero velocity interval. The location experiment shows that the precision of CHMM-based pedestrian navigation improved by 40% when compared to the angular rate threshold method.

Identification and Simulation of Subsurface Soil patterns using hidden Markov random fields and remote sensing and geophysical EMI data sets

NASA Astrophysics Data System (ADS)

Wang, Hui; Wellmann, Florian; Verweij, Elizabeth; von Hebel, Christian; van der Kruk, Jan

2017-04-01

Lateral and vertical spatial heterogeneity of subsurface properties such as soil texture and structure influences the available water and resource supply for crop growth. High-resolution mapping of subsurface structures using non-invasive geo-referenced geophysical measurements, like electromagnetic induction (EMI), enables a characterization of 3D soil structures, which have shown correlations to remote sensing information of the crop states. The benefit of EMI is that it can return 3D subsurface information, however the spatial dimensions are limited due to the labor intensive measurement procedure. Although active and passive sensors mounted on air- or space-borne platforms return 2D images, they have much larger spatial dimensions. Combining both approaches provides us with a potential pathway to extend the detailed 3D geophysical information to a larger area by using remote sensing information. In this study, we aim at extracting and providing insights into the spatial and statistical correlation of the geophysical and remote sensing observations of the soil/vegetation continuum system. To this end, two key points need to be addressed: 1) how to detect and recognize the geometric patterns (i.e., spatial heterogeneity) from multiple data sets, and 2) how to quantitatively describe the statistical correlation between remote sensing information and geophysical measurements. In the current study, the spatial domain is restricted to shallow depths up to 3 meters, and the geostatistical database contains normalized difference vegetation index (NDVI) derived from RapidEye satellite images and apparent electrical conductivities (ECa) measured from multi-receiver EMI sensors for nine depths of exploration ranging from 0-2.7 m. The integrated data sets are mapped into both the physical space (i.e. the spatial domain) and feature space (i.e. a two-dimensional space framed by the NDVI and the ECa data). Hidden Markov Random Fields (HMRF) are employed to model the underlying heterogeneities in spatial domain and finite Gaussian mixture models are adopted to quantitatively describe the statistical patterns in terms of center vectors and covariance matrices in feature space. A recently developed parallel stochastic clustering algorithm is adopted to implement the HMRF models and the Markov chain Monte Carlo based Bayesian inference. Certain spatial patterns such as buried paleo-river channels covered by shallow sediments are investigated as typical examples. The results indicate that the geometric patterns of the subsurface heterogeneity can be represented and quantitatively characterized by HMRF. Furthermore, the statistical patterns of the NDVI and the EMI data from the soil/vegetation-continuum system can be inferred and analyzed in a quantitative manner.

Markov blanket-based approach for learning multi-dimensional Bayesian network classifiers: an application to predict the European Quality of Life-5 Dimensions (EQ-5D) from the 39-item Parkinson's Disease Questionnaire (PDQ-39).

PubMed

Borchani, Hanen; Bielza, Concha; Martı Nez-Martı N, Pablo; Larrañaga, Pedro

2012-12-01

Multi-dimensional Bayesian network classifiers (MBCs) are probabilistic graphical models recently proposed to deal with multi-dimensional classification problems, where each instance in the data set has to be assigned to more than one class variable. In this paper, we propose a Markov blanket-based approach for learning MBCs from data. Basically, it consists of determining the Markov blanket around each class variable using the HITON algorithm, then specifying the directionality over the MBC subgraphs. Our approach is applied to the prediction problem of the European Quality of Life-5 Dimensions (EQ-5D) from the 39-item Parkinson's Disease Questionnaire (PDQ-39) in order to estimate the health-related quality of life of Parkinson's patients. Fivefold cross-validation experiments were carried out on randomly generated synthetic data sets, Yeast data set, as well as on a real-world Parkinson's disease data set containing 488 patients. The experimental study, including comparison with additional Bayesian network-based approaches, back propagation for multi-label learning, multi-label k-nearest neighbor, multinomial logistic regression, ordinary least squares, and censored least absolute deviations, shows encouraging results in terms of predictive accuracy as well as the identification of dependence relationships among class and feature variables. Copyright © 2012 Elsevier Inc. All rights reserved.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE PAGES

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; ...

2017-10-17

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

CTPPL: A Continuous Time Probabilistic Programming Language

DTIC Science & Technology

2009-07-01

recent years there has been a flurry of interest in continuous time models, mostly focused on continuous time Bayesian networks ( CTBNs ) [Nodelman, 2007... CTBNs are built on homogenous Markov processes. A homogenous Markov pro- cess is a finite state, continuous time process, consisting of an initial...q1 : xn()] ... Some state transitions can produce emissions. In a CTBN , each variable has a conditional inten- sity matrix Qu for every combination of

MC3: Multi-core Markov-chain Monte Carlo code

NASA Astrophysics Data System (ADS)

Cubillos, Patricio; Harrington, Joseph; Lust, Nate; Foster, AJ; Stemm, Madison; Loredo, Tom; Stevenson, Kevin; Campo, Chris; Hardin, Matt; Hardy, Ryan

2016-10-01

MC3 (Multi-core Markov-chain Monte Carlo) is a Bayesian statistics tool that can be executed from the shell prompt or interactively through the Python interpreter with single- or multiple-CPU parallel computing. It offers Markov-chain Monte Carlo (MCMC) posterior-distribution sampling for several algorithms, Levenberg-Marquardt least-squares optimization, and uniform non-informative, Jeffreys non-informative, or Gaussian-informative priors. MC3 can share the same value among multiple parameters and fix the value of parameters to constant values, and offers Gelman-Rubin convergence testing and correlated-noise estimation with time-averaging or wavelet-based likelihood estimation methods.

Observation uncertainty in reversible Markov chains.

PubMed

Metzner, Philipp; Weber, Marcus; Schütte, Christof

2010-09-01

In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

Significance testing of clinical data using virus dynamics models with a Markov chain Monte Carlo method: application to emergence of lamivudine-resistant hepatitis B virus.

PubMed Central

Burroughs, N J; Pillay, D; Mutimer, D

1999-01-01

Bayesian analysis using a virus dynamics model is demonstrated to facilitate hypothesis testing of patterns in clinical time-series. Our Markov chain Monte Carlo implementation demonstrates that the viraemia time-series observed in two sets of hepatitis B patients on antiviral (lamivudine) therapy, chronic carriers and liver transplant patients, are significantly different, overcoming clinical trial design differences that question the validity of non-parametric tests. We show that lamivudine-resistant mutants grow faster in transplant patients than in chronic carriers, which probably explains the differences in emergence times and failure rates between these two sets of patients. Incorporation of dynamic models into Bayesian parameter analysis is of general applicability in medical statistics. PMID:10643081

Bayesian experimental design for models with intractable likelihoods.

PubMed

Drovandi, Christopher C; Pettitt, Anthony N

2013-12-01

In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.

Reciprocal Markov Modeling of Feedback Mechanisms Between Emotion and Dietary Choice Using Experience-Sampling Data.

PubMed

Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H

2015-01-01

With intensively collected longitudinal data, recent advances in the experience-sampling method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal the relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet, & Dube, 2011) that observed 160 participants' food consumption and momentary emotions 6 times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal-healthiness decision, the proposed reciprocal Markov model (RMM) can accommodate both hidden ("general" emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent with the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters.

Quantum Graphical Models and Belief Propagation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Leifer, M.S.; Perimeter Institute for Theoretical Physics, 31 Caroline Street North, Waterloo Ont., N2L 2Y5; Poulin, D.

Belief Propagation algorithms acting on Graphical Models of classical probability distributions, such as Markov Networks, Factor Graphs and Bayesian Networks, are amongst the most powerful known methods for deriving probabilistic inferences amongst large numbers of random variables. This paper presents a generalization of these concepts and methods to the quantum case, based on the idea that quantum theory can be thought of as a noncommutative, operator-valued, generalization of classical probability theory. Some novel characterizations of quantum conditional independence are derived, and definitions of Quantum n-Bifactor Networks, Markov Networks, Factor Graphs and Bayesian Networks are proposed. The structure of Quantum Markovmore » Networks is investigated and some partial characterization results are obtained, along the lines of the Hammersley-Clifford theorem. A Quantum Belief Propagation algorithm is presented and is shown to converge on 1-Bifactor Networks and Markov Networks when the underlying graph is a tree. The use of Quantum Belief Propagation as a heuristic algorithm in cases where it is not known to converge is discussed. Applications to decoding quantum error correcting codes and to the simulation of many-body quantum systems are described.« less

Adaptation of hidden Markov models for recognizing speech of reduced frame rate.

PubMed

Lee, Lee-Min; Jean, Fu-Rong

2013-12-01

The frame rate of the observation sequence in distributed speech recognition applications may be reduced to suit a resource-limited front-end device. In order to use models trained using full-frame-rate data in the recognition of reduced frame-rate (RFR) data, we propose a method for adapting the transition probabilities of hidden Markov models (HMMs) to match the frame rate of the observation. Experiments on the recognition of clean and noisy connected digits are conducted to evaluate the proposed method. Experimental results show that the proposed method can effectively compensate for the frame-rate mismatch between the training and the test data. Using our adapted model to recognize the RFR speech data, one can significantly reduce the computation time and achieve the same level of accuracy as that of a method, which restores the frame rate using data interpolation.

Hybrid simulated annealing and its application to optimization of hidden Markov models for visual speech recognition.

PubMed

Lee, Jong-Seok; Park, Cheol Hoon

2010-08-01

We propose a novel stochastic optimization algorithm, hybrid simulated annealing (SA), to train hidden Markov models (HMMs) for visual speech recognition. In our algorithm, SA is combined with a local optimization operator that substitutes a better solution for the current one to improve the convergence speed and the quality of solutions. We mathematically prove that the sequence of the objective values converges in probability to the global optimum in the algorithm. The algorithm is applied to train HMMs that are used as visual speech recognizers. While the popular training method of HMMs, the expectation-maximization algorithm, achieves only local optima in the parameter space, the proposed method can perform global optimization of the parameters of HMMs and thereby obtain solutions yielding improved recognition performance. The superiority of the proposed algorithm to the conventional ones is demonstrated via isolated word recognition experiments.

Passive Acoustic Leak Detection for Sodium Cooled Fast Reactors Using Hidden Markov Models

NASA Astrophysics Data System (ADS)

Marklund, A. Riber; Kishore, S.; Prakash, V.; Rajan, K. K.; Michel, F.

2016-06-01

Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970s and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), the proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control.

Damage evaluation by a guided wave-hidden Markov model based method

NASA Astrophysics Data System (ADS)

Mei, Hanfei; Yuan, Shenfang; Qiu, Lei; Zhang, Jinjin

2016-02-01

Guided wave based structural health monitoring has shown great potential in aerospace applications. However, one of the key challenges of practical engineering applications is the accurate interpretation of the guided wave signals under time-varying environmental and operational conditions. This paper presents a guided wave-hidden Markov model based method to improve the damage evaluation reliability of real aircraft structures under time-varying conditions. In the proposed approach, an HMM based unweighted moving average trend estimation method, which can capture the trend of damage propagation from the posterior probability obtained by HMM modeling is used to achieve a probabilistic evaluation of the structural damage. To validate the developed method, experiments are performed on a hole-edge crack specimen under fatigue loading condition and a real aircraft wing spar under changing structural boundary conditions. Experimental results show the advantage of the proposed method.

Automated Cough Assessment on a Mobile Platform

PubMed Central

2014-01-01

The development of an Automated System for Asthma Monitoring (ADAM) is described. This consists of a consumer electronics mobile platform running a custom application. The application acquires an audio signal from an external user-worn microphone connected to the device analog-to-digital converter (microphone input). This signal is processed to determine the presence or absence of cough sounds. Symptom tallies and raw audio waveforms are recorded and made easily accessible for later review by a healthcare provider. The symptom detection algorithm is based upon standard speech recognition and machine learning paradigms and consists of an audio feature extraction step followed by a Hidden Markov Model based Viterbi decoder that has been trained on a large database of audio examples from a variety of subjects. Multiple Hidden Markov Model topologies and orders are studied. Performance of the recognizer is presented in terms of the sensitivity and the rate of false alarm as determined in a cross-validation test. PMID:25506590

Hidden Markov model tracking of continuous gravitational waves from young supernova remnants

NASA Astrophysics Data System (ADS)

Sun, L.; Melatos, A.; Suvorova, S.; Moran, W.; Evans, R. J.

2018-02-01

Searches for persistent gravitational radiation from nonpulsating neutron stars in young supernova remnants are computationally challenging because of rapid stellar braking. We describe a practical, efficient, semicoherent search based on a hidden Markov model tracking scheme, solved by the Viterbi algorithm, combined with a maximum likelihood matched filter, the F statistic. The scheme is well suited to analyzing data from advanced detectors like the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). It can track rapid phase evolution from secular stellar braking and stochastic timing noise torques simultaneously without searching second- and higher-order derivatives of the signal frequency, providing an economical alternative to stack-slide-based semicoherent algorithms. One implementation tracks the signal frequency alone. A second implementation tracks the signal frequency and its first time derivative. It improves the sensitivity by a factor of a few upon the first implementation, but the cost increases by 2 to 3 orders of magnitude.

Hidden Markov Item Response Theory Models for Responses and Response Times.

PubMed

Molenaar, Dylan; Oberski, Daniel; Vermunt, Jeroen; De Boeck, Paul

2016-01-01

Current approaches to model responses and response times to psychometric tests solely focus on between-subject differences in speed and ability. Within subjects, speed and ability are assumed to be constants. Violations of this assumption are generally absorbed in the residual of the model. As a result, within-subject departures from the between-subject speed and ability level remain undetected. These departures may be of interest to the researcher as they reflect differences in the response processes adopted on the items of a test. In this article, we propose a dynamic approach for responses and response times based on hidden Markov modeling to account for within-subject differences in responses and response times. A simulation study is conducted to demonstrate acceptable parameter recovery and acceptable performance of various fit indices in distinguishing between different models. In addition, both a confirmatory and an exploratory application are presented to demonstrate the practical value of the modeling approach.

ECG signal analysis through hidden Markov models.

PubMed

Andreão, Rodrigo V; Dorizzi, Bernadette; Boudy, Jérôme

2006-08-01

This paper presents an original hidden Markov model (HMM) approach for online beat segmentation and classification of electrocardiograms. The HMM framework has been visited because of its ability of beat detection, segmentation and classification, highly suitable to the electrocardiogram (ECG) problem. Our approach addresses a large panel of topics some of them never studied before in other HMM related works: waveforms modeling, multichannel beat segmentation and classification, and unsupervised adaptation to the patient's ECG. The performance was evaluated on the two-channel QT database in terms of waveform segmentation precision, beat detection and classification. Our waveform segmentation results compare favorably to other systems in the literature. We also obtained high beat detection performance with sensitivity of 99.79% and a positive predictivity of 99.96%, using a test set of 59 recordings. Moreover, premature ventricular contraction beats were detected using an original classification strategy. The results obtained validate our approach for real world application.

Failure monitoring in dynamic systems: Model construction without fault training data

NASA Technical Reports Server (NTRS)

Smyth, P.; Mellstrom, J.

1993-01-01

Advances in the use of autoregressive models, pattern recognition methods, and hidden Markov models for on-line health monitoring of dynamic systems (such as DSN antennas) have recently been reported. However, the algorithms described in previous work have the significant drawback that data acquired under fault conditions are assumed to be available in order to train the model used for monitoring the system under observation. This article reports that this assumption can be relaxed and that hidden Markov monitoring models can be constructed using only data acquired under normal conditions and prior knowledge of the system characteristics being measured. The method is described and evaluated on data from the DSS 13 34-m beam wave guide antenna. The primary conclusion from the experimental results is that the method is indeed practical and holds considerable promise for application at the 70-m antenna sites where acquisition of fault data under controlled conditions is not realistic.

Integrating hidden Markov model and PRAAT: a toolbox for robust automatic speech transcription

NASA Astrophysics Data System (ADS)

Kabir, A.; Barker, J.; Giurgiu, M.

2010-09-01

An automatic time-aligned phone transcription toolbox of English speech corpora has been developed. Especially the toolbox would be very useful to generate robust automatic transcription and able to produce phone level transcription using speaker independent models as well as speaker dependent models without manual intervention. The system is based on standard Hidden Markov Models (HMM) approach and it was successfully experimented over a large audiovisual speech corpus namely GRID corpus. One of the most powerful features of the toolbox is the increased flexibility in speech processing where the speech community would be able to import the automatic transcription generated by HMM Toolkit (HTK) into a popular transcription software, PRAAT, and vice-versa. The toolbox has been evaluated through statistical analysis on GRID data which shows that automatic transcription deviates by an average of 20 ms with respect to manual transcription.

Hidden Markov models incorporating fuzzy measures and integrals for protein sequence identification and alignment.

PubMed

Bidargaddi, Niranjan P; Chetty, Madhu; Kamruzzaman, Joarder

2008-06-01

Profile hidden Markov models (HMMs) based on classical HMMs have been widely applied for protein sequence identification. The formulation of the forward and backward variables in profile HMMs is made under statistical independence assumption of the probability theory. We propose a fuzzy profile HMM to overcome the limitations of that assumption and to achieve an improved alignment for protein sequences belonging to a given family. The proposed model fuzzifies the forward and backward variables by incorporating Sugeno fuzzy measures and Choquet integrals, thus further extends the generalized HMM. Based on the fuzzified forward and backward variables, we propose a fuzzy Baum-Welch parameter estimation algorithm for profiles. The strong correlations and the sequence preference involved in the protein structures make this fuzzy architecture based model as a suitable candidate for building profiles of a given family, since the fuzzy set can handle uncertainties better than classical methods.

Tracking problem solving by multivariate pattern analysis and Hidden Markov Model algorithms.

PubMed

Anderson, John R

2012-03-01

Multivariate pattern analysis can be combined with Hidden Markov Model algorithms to track the second-by-second thinking as people solve complex problems. Two applications of this methodology are illustrated with a data set taken from children as they interacted with an intelligent tutoring system for algebra. The first "mind reading" application involves using fMRI activity to track what students are doing as they solve a sequence of algebra problems. The methodology achieves considerable accuracy at determining both what problem-solving step the students are taking and whether they are performing that step correctly. The second "model discovery" application involves using statistical model evaluation to determine how many substates are involved in performing a step of algebraic problem solving. This research indicates that different steps involve different numbers of substates and these substates are associated with different fluency in algebra problem solving. Copyright © 2011 Elsevier Ltd. All rights reserved.

Multi-category micro-milling tool wear monitoring with continuous hidden Markov models

NASA Astrophysics Data System (ADS)

Zhu, Kunpeng; Wong, Yoke San; Hong, Geok Soon

2009-02-01

In-process monitoring of tool conditions is important in micro-machining due to the high precision requirement and high tool wear rate. Tool condition monitoring in micro-machining poses new challenges compared to conventional machining. In this paper, a multi-category classification approach is proposed for tool flank wear state identification in micro-milling. Continuous Hidden Markov models (HMMs) are adapted for modeling of the tool wear process in micro-milling, and estimation of the tool wear state given the cutting force features. For a noise-robust approach, the HMM outputs are connected via a medium filter to minimize the tool state before entry into the next state due to high noise level. A detailed study on the selection of HMM structures for tool condition monitoring (TCM) is presented. Case studies on the tool state estimation in the micro-milling of pure copper and steel demonstrate the effectiveness and potential of these methods.

A hidden Markov model approach to neuron firing patterns.

PubMed Central

Camproux, A C; Saunier, F; Chouvet, G; Thalabard, J C; Thomas, G

1996-01-01

Analysis and characterization of neuronal discharge patterns are of interest to neurophysiologists and neuropharmacologists. In this paper we present a hidden Markov model approach to modeling single neuron electrical activity. Basically the model assumes that each interspike interval corresponds to one of several possible states of the neuron. Fitting the model to experimental series of interspike intervals by maximum likelihood allows estimation of the number of possible underlying neuron states, the probability density functions of interspike intervals corresponding to each state, and the transition probabilities between states. We present an application to the analysis of recordings of a locus coeruleus neuron under three pharmacological conditions. The model distinguishes two states during halothane anesthesia and during recovery from halothane anesthesia, and four states after administration of clonidine. The transition probabilities yield additional insights into the mechanisms of neuron firing. Images FIGURE 3 PMID:8913581

Hidden Markov model-derived structural alphabet for proteins: the learning of protein local shapes captures sequence specificity.

PubMed

Camproux, A C; Tufféry, P

2005-08-05

Understanding and predicting protein structures depend on the complexity and the accuracy of the models used to represent them. We have recently set up a Hidden Markov Model to optimally compress protein three-dimensional conformations into a one-dimensional series of letters of a structural alphabet. Such a model learns simultaneously the shape of representative structural letters describing the local conformation and the logic of their connections, i.e. the transition matrix between the letters. Here, we move one step further and report some evidence that such a model of protein local architecture also captures some accurate amino acid features. All the letters have specific and distinct amino acid distributions. Moreover, we show that words of amino acids can have significant propensities for some letters. Perspectives point towards the prediction of the series of letters describing the structure of a protein from its amino acid sequence.

Offline Signature Verification Using the Discrete Radon Transform and a Hidden Markov Model

NASA Astrophysics Data System (ADS)

Coetzer, J.; Herbst, B. M.; du Preez, J. A.

2004-12-01

We developed a system that automatically authenticates offline handwritten signatures using the discrete Radon transform (DRT) and a hidden Markov model (HMM). Given the robustness of our algorithm and the fact that only global features are considered, satisfactory results are obtained. Using a database of 924 signatures from 22 writers, our system achieves an equal error rate (EER) of 18% when only high-quality forgeries (skilled forgeries) are considered and an EER of 4.5% in the case of only casual forgeries. These signatures were originally captured offline. Using another database of 4800 signatures from 51 writers, our system achieves an EER of 12.2% when only skilled forgeries are considered. These signatures were originally captured online and then digitally converted into static signature images. These results compare well with the results of other algorithms that consider only global features.

Understanding eye movements in face recognition using hidden Markov models.

PubMed

Chuk, Tim; Chan, Antoni B; Hsiao, Janet H

2014-09-16

We use a hidden Markov model (HMM) based approach to analyze eye movement data in face recognition. HMMs are statistical models that are specialized in handling time-series data. We conducted a face recognition task with Asian participants, and model each participant's eye movement pattern with an HMM, which summarized the participant's scan paths in face recognition with both regions of interest and the transition probabilities among them. By clustering these HMMs, we showed that participants' eye movements could be categorized into holistic or analytic patterns, demonstrating significant individual differences even within the same culture. Participants with the analytic pattern had longer response times, but did not differ significantly in recognition accuracy from those with the holistic pattern. We also found that correct and wrong recognitions were associated with distinctive eye movement patterns; the difference between the two patterns lies in the transitions rather than locations of the fixations alone. © 2014 ARVO.

The Influence of Hydroxylation on Maintaining CpG Methylation Patterns: A Hidden Markov Model Approach.

PubMed

Giehr, Pascal; Kyriakopoulos, Charalampos; Ficz, Gabriella; Wolf, Verena; Walter, Jörn

2016-05-01

DNA methylation and demethylation are opposing processes that when in balance create stable patterns of epigenetic memory. The control of DNA methylation pattern formation by replication dependent and independent demethylation processes has been suggested to be influenced by Tet mediated oxidation of 5mC. Several alternative mechanisms have been proposed suggesting that 5hmC influences either replication dependent maintenance of DNA methylation or replication independent processes of active demethylation. Using high resolution hairpin oxidative bisulfite sequencing data, we precisely determine the amount of 5mC and 5hmC and model the contribution of 5hmC to processes of demethylation in mouse ESCs. We develop an extended hidden Markov model capable of accurately describing the regional contribution of 5hmC to demethylation dynamics. Our analysis shows that 5hmC has a strong impact on replication dependent demethylation, mainly by impairing methylation maintenance.

A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI.

PubMed

Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang

2015-10-01

In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e. , internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature.

Monitoring Farmland Loss Caused by Urbanization in Beijing from Modis Time Series Using Hierarchical Hidden Markov Model

NASA Astrophysics Data System (ADS)

Yuan, Y.; Meng, Y.; Chen, Y. X.; Jiang, C.; Yue, A. Z.

2018-04-01

In this study, we proposed a method to map urban encroachment onto farmland using satellite image time series (SITS) based on the hierarchical hidden Markov model (HHMM). In this method, the farmland change process is decomposed into three hierarchical levels, i.e., the land cover level, the vegetation phenology level, and the SITS level. Then a three-level HHMM is constructed to model the multi-level semantic structure of farmland change process. Once the HHMM is established, a change from farmland to built-up could be detected by inferring the underlying state sequence that is most likely to generate the input time series. The performance of the method is evaluated on MODIS time series in Beijing. Results on both simulated and real datasets demonstrate that our method improves the change detection accuracy compared with the HMM-based method.

A Hybrid of Deep Network and Hidden Markov Model for MCI Identification with Resting-State fMRI

PubMed Central

Suk, Heung-Il; Lee, Seong-Whan; Shen, Dinggang

2015-01-01

In this paper, we propose a novel method for modelling functional dynamics in resting-state fMRI (rs-fMRI) for Mild Cognitive Impairment (MCI) identification. Specifically, we devise a hybrid architecture by combining Deep Auto-Encoder (DAE) and Hidden Markov Model (HMM). The roles of DAE and HMM are, respectively, to discover hierarchical non-linear relations among features, by which we transform the original features into a lower dimension space, and to model dynamic characteristics inherent in rs-fMRI, i.e., internal state changes. By building a generative model with HMMs for each class individually, we estimate the data likelihood of a test subject as MCI or normal healthy control, based on which we identify the clinical label. In our experiments, we achieved the maximal accuracy of 81.08% with the proposed method, outperforming state-of-the-art methods in the literature. PMID:27054199

Global-constrained hidden Markov model applied on wireless capsule endoscopy video segmentation

NASA Astrophysics Data System (ADS)

Wan, Yiwen; Duraisamy, Prakash; Alam, Mohammad S.; Buckles, Bill

2012-06-01

Accurate analysis of wireless capsule endoscopy (WCE) videos is vital but tedious. Automatic image analysis can expedite this task. Video segmentation of WCE into the four parts of the gastrointestinal tract is one way to assist a physician. The segmentation approach described in this paper integrates pattern recognition with statiscal analysis. Iniatially, a support vector machine is applied to classify video frames into four classes using a combination of multiple color and texture features as the feature vector. A Poisson cumulative distribution, for which the parameter depends on the length of segments, models a prior knowledge. A priori knowledge together with inter-frame difference serves as the global constraints driven by the underlying observation of each WCE video, which is fitted by Gaussian distribution to constrain the transition probability of hidden Markov model.Experimental results demonstrated effectiveness of the approach.

Bayesian linkage and segregation analysis: factoring the problem.

PubMed

Matthysse, S

2000-01-01

Complex segregation analysis and linkage methods are mathematical techniques for the genetic dissection of complex diseases. They are used to delineate complex modes of familial transmission and to localize putative disease susceptibility loci to specific chromosomal locations. The computational problem of Bayesian linkage and segregation analysis is one of integration in high-dimensional spaces. In this paper, three available techniques for Bayesian linkage and segregation analysis are discussed: Markov Chain Monte Carlo (MCMC), importance sampling, and exact calculation. The contribution of each to the overall integration will be explicitly discussed.

Daily Rainfall Simulation Using Climate Variables and Nonhomogeneous Hidden Markov Model

NASA Astrophysics Data System (ADS)

Jung, J.; Kim, H. S.; Joo, H. J.; Han, D.

2017-12-01

Markov chain is an easy method to handle when we compare it with other ones for the rainfall simulation. However, it also has limitations in reflecting seasonal variability of rainfall or change on rainfall patterns caused by climate change. This study applied a Nonhomogeneous Hidden Markov Model(NHMM) to consider these problems. The NHMM compared with a Hidden Markov Model(HMM) for the evaluation of a goodness of the model. First, we chose Gum river basin in Korea to apply the models and collected daily rainfall data from the stations. Also, the climate variables of geopotential height, temperature, zonal wind, and meridional wind date were collected from NCEP/NCAR reanalysis data to consider external factors affecting the rainfall event. We conducted a correlation analysis between rainfall and climate variables then developed a linear regression equation using the climate variables which have high correlation with rainfall. The monthly rainfall was obtained by the regression equation and it became input data of NHMM. Finally, the daily rainfall by NHMM was simulated and we evaluated the goodness of fit and prediction capability of NHMM by comparing with those of HMM. As a result of simulation by HMM, the correlation coefficient and root mean square error of daily/monthly rainfall were 0.2076 and 10.8243/131.1304mm each. In case of NHMM, the correlation coefficient and root mean square error of daily/monthly rainfall were 0.6652 and 10.5112/100.9865mm each. We could verify that the error of daily and monthly rainfall simulated by NHMM was improved by 2.89% and 22.99% compared with HMM. Therefore, it is expected that the results of the study could provide more accurate data for hydrologic analysis. Acknowledgements This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Science, ICT & Future Planning(2017R1A2B3005695)

An Indoor Pedestrian Positioning Method Using HMM with a Fuzzy Pattern Recognition Algorithm in a WLAN Fingerprint System

PubMed Central

Ni, Yepeng; Liu, Jianbo; Liu, Shan; Bai, Yaxin

2016-01-01

With the rapid development of smartphones and wireless networks, indoor location-based services have become more and more prevalent. Due to the sophisticated propagation of radio signals, the Received Signal Strength Indicator (RSSI) shows a significant variation during pedestrian walking, which introduces critical errors in deterministic indoor positioning. To solve this problem, we present a novel method to improve the indoor pedestrian positioning accuracy by embedding a fuzzy pattern recognition algorithm into a Hidden Markov Model. The fuzzy pattern recognition algorithm follows the rule that the RSSI fading has a positive correlation to the distance between the measuring point and the AP location even during a dynamic positioning measurement. Through this algorithm, we use the RSSI variation trend to replace the specific RSSI value to achieve a fuzzy positioning. The transition probability of the Hidden Markov Model is trained by the fuzzy pattern recognition algorithm with pedestrian trajectories. Using the Viterbi algorithm with the trained model, we can obtain a set of hidden location states. In our experiments, we demonstrate that, compared with the deterministic pattern matching algorithm, our method can greatly improve the positioning accuracy and shows robust environmental adaptability. PMID:27618053

A Hidden Markov Model for Single Particle Tracks Quantifies Dynamic Interactions between LFA-1 and the Actin Cytoskeleton

PubMed Central

Das, Raibatak; Cairo, Christopher W.; Coombs, Daniel

2009-01-01

The extraction of hidden information from complex trajectories is a continuing problem in single-particle and single-molecule experiments. Particle trajectories are the result of multiple phenomena, and new methods for revealing changes in molecular processes are needed. We have developed a practical technique that is capable of identifying multiple states of diffusion within experimental trajectories. We model single particle tracks for a membrane-associated protein interacting with a homogeneously distributed binding partner and show that, with certain simplifying assumptions, particle trajectories can be regarded as the outcome of a two-state hidden Markov model. Using simulated trajectories, we demonstrate that this model can be used to identify the key biophysical parameters for such a system, namely the diffusion coefficients of the underlying states, and the rates of transition between them. We use a stochastic optimization scheme to compute maximum likelihood estimates of these parameters. We have applied this analysis to single-particle trajectories of the integrin receptor lymphocyte function-associated antigen-1 (LFA-1) on live T cells. Our analysis reveals that the diffusion of LFA-1 is indeed approximately two-state, and is characterized by large changes in cytoskeletal interactions upon cellular activation. PMID:19893741

Delirium superimposed on dementia: defining disease states and course from longitudinal measurements of a multivariate index using latent class analysis and hidden Markov chains.

PubMed

Ciampi, Antonio; Dyachenko, Alina; Cole, Martin; McCusker, Jane

2011-12-01

The study of mental disorders in the elderly presents substantial challenges due to population heterogeneity, coexistence of different mental disorders, and diagnostic uncertainty. While reliable tools have been developed to collect relevant data, new approaches to study design and analysis are needed. We focus on a new analytic approach. Our framework is based on latent class analysis and hidden Markov chains. From repeated measurements of a multivariate disease index, we extract the notion of underlying state of a patient at a time point. The course of the disorder is then a sequence of transitions among states. States and transitions are not observable; however, the probability of being in a state at a time point, and the transition probabilities from one state to another over time can be estimated. Data from 444 patients with and without diagnosis of delirium and dementia were available from a previous study. The Delirium Index was measured at diagnosis, and at 2 and 6 months from diagnosis. Four latent classes were identified: fairly healthy, moderately ill, clearly sick, and very sick. Dementia and delirium could not be separated on the basis of these data alone. Indeed, as the probability of delirium increased, so did the probability of decline of mental functions. Eight most probable courses were identified, including good and poor stable courses, and courses exhibiting various patterns of improvement. Latent class analysis and hidden Markov chains offer a promising tool for studying mental disorders in the elderly. Its use may show its full potential as new data become available.

Modeling carbachol-induced hippocampal network synchronization using hidden Markov models

NASA Astrophysics Data System (ADS)

Dragomir, Andrei; Akay, Yasemin M.; Akay, Metin

2010-10-01

In this work we studied the neural state transitions undergone by the hippocampal neural network using a hidden Markov model (HMM) framework. We first employed a measure based on the Lempel-Ziv (LZ) estimator to characterize the changes in the hippocampal oscillation patterns in terms of their complexity. These oscillations correspond to different modes of hippocampal network synchronization induced by the cholinergic agonist carbachol in the CA1 region of mice hippocampus. HMMs are then used to model the dynamics of the LZ-derived complexity signals as first-order Markov chains. Consequently, the signals corresponding to our oscillation recordings can be segmented into a sequence of statistically discriminated hidden states. The segmentation is used for detecting transitions in neural synchronization modes in data recorded from wild-type and triple transgenic mice models (3xTG) of Alzheimer's disease (AD). Our data suggest that transition from low-frequency (delta range) continuous oscillation mode into high-frequency (theta range) oscillation, exhibiting repeated burst-type patterns, occurs always through a mode resembling a mixture of the two patterns, continuous with burst. The relatively random patterns of oscillation during this mode may reflect the fact that the neuronal network undergoes re-organization. Further insight into the time durations of these modes (retrieved via the HMM segmentation of the LZ-derived signals) reveals that the mixed mode lasts significantly longer (p < 10-4) in 3xTG AD mice. These findings, coupled with the documented cholinergic neurotransmission deficits in the 3xTG mice model, may be highly relevant for the case of AD.

Incorporating teleconnection information into reservoir operating policies using Stochastic Dynamic Programming and a Hidden Markov Model

NASA Astrophysics Data System (ADS)

Turner, Sean; Galelli, Stefano; Wilcox, Karen

2015-04-01

Water reservoir systems are often affected by recurring large-scale ocean-atmospheric anomalies, known as teleconnections, that cause prolonged periods of climatological drought. Accurate forecasts of these events -- at lead times in the order of weeks and months -- may enable reservoir operators to take more effective release decisions to improve the performance of their systems. In practice this might mean a more reliable water supply system, a more profitable hydropower plant or a more sustainable environmental release policy. To this end, climate indices, which represent the oscillation of the ocean-atmospheric system, might be gainfully employed within reservoir operating models that adapt the reservoir operation as a function of the climate condition. This study develops a Stochastic Dynamic Programming (SDP) approach that can incorporate climate indices using a Hidden Markov Model. The model simulates the climatic regime as a hidden state following a Markov chain, with the state transitions driven by variation in climatic indices, such as the Southern Oscillation Index. Time series analysis of recorded streamflow data reveals the parameters of separate autoregressive models that describe the inflow to the reservoir under three representative climate states ("normal", "wet", "dry"). These models then define inflow transition probabilities for use in a classic SDP approach. The key advantage of the Hidden Markov Model is that it allows conditioning the operating policy not only on the reservoir storage and the antecedent inflow, but also on the climate condition, thus potentially allowing adaptability to a broader range of climate conditions. In practice, the reservoir operator would effect a water release tailored to a specific climate state based on available teleconnection data and forecasts. The approach is demonstrated on the operation of a realistic, stylised water reservoir with carry-over capacity in South-East Australia. Here teleconnections relating to both the El Niño Southern Oscillation and the Indian Ocean Dipole influence local hydro-meteorological processes; statistically significant lag correlations have already been established. Simulation of the derived operating policies, which are benchmarked against standard policies conditioned on the reservoir storage and the antecedent inflow, demonstrates the potential of the proposed approach. Future research will further develop the model for sensitivity analysis and regional studies examining the economic value of incorporating long range forecasts into reservoir operation.

A Bayesian Approach to a Multiple-Group Latent Class-Profile Analysis: The Timing of Drinking Onset and Subsequent Drinking Behaviors among U.S. Adolescents

ERIC Educational Resources Information Center

Chung, Hwan; Anthony, James C.

2013-01-01

This article presents a multiple-group latent class-profile analysis (LCPA) by taking a Bayesian approach in which a Markov chain Monte Carlo simulation is employed to achieve more robust estimates for latent growth patterns. This article describes and addresses a label-switching problem that involves the LCPA likelihood function, which has…

Bayesian posterior distributions without Markov chains.

PubMed

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

2012-03-01

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

Markov switching multinomial logit model: An application to accident-injury severities.

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2009-07-01

In this study, two-state Markov switching multinomial logit models are proposed for statistical modeling of accident-injury severities. These models assume Markov switching over time between two unobserved states of roadway safety as a means of accounting for potential unobserved heterogeneity. The states are distinct in the sense that in different states accident-severity outcomes are generated by separate multinomial logit processes. To demonstrate the applicability of the approach, two-state Markov switching multinomial logit models are estimated for severity outcomes of accidents occurring on Indiana roads over a four-year time period. Bayesian inference methods and Markov Chain Monte Carlo (MCMC) simulations are used for model estimation. The estimated Markov switching models result in a superior statistical fit relative to the standard (single-state) multinomial logit models for a number of roadway classes and accident types. It is found that the more frequent state of roadway safety is correlated with better weather conditions and that the less frequent state is correlated with adverse weather conditions.

Modelling proteins' hidden conformations to predict antibiotic resistance

NASA Astrophysics Data System (ADS)

Hart, Kathryn M.; Ho, Chris M. W.; Dutta, Supratik; Gross, Michael L.; Bowman, Gregory R.

2016-10-01

TEM β-lactamase confers bacteria with resistance to many antibiotics and rapidly evolves activity against new drugs. However, functional changes are not easily explained by differences in crystal structures. We employ Markov state models to identify hidden conformations and explore their role in determining TEM's specificity. We integrate these models with existing drug-design tools to create a new technique, called Boltzmann docking, which better predicts TEM specificity by accounting for conformational heterogeneity. Using our MSMs, we identify hidden states whose populations correlate with activity against cefotaxime. To experimentally detect our predicted hidden states, we use rapid mass spectrometric footprinting and confirm our models' prediction that increased cefotaxime activity correlates with reduced Ω-loop flexibility. Finally, we design novel variants to stabilize the hidden cefotaximase states, and find their populations predict activity against cefotaxime in vitro and in vivo. Therefore, we expect this framework to have numerous applications in drug and protein design.

Modelling proteins’ hidden conformations to predict antibiotic resistance

PubMed Central

Hart, Kathryn M.; Ho, Chris M. W.; Dutta, Supratik; Gross, Michael L.; Bowman, Gregory R.

2016-01-01

TEM β-lactamase confers bacteria with resistance to many antibiotics and rapidly evolves activity against new drugs. However, functional changes are not easily explained by differences in crystal structures. We employ Markov state models to identify hidden conformations and explore their role in determining TEM’s specificity. We integrate these models with existing drug-design tools to create a new technique, called Boltzmann docking, which better predicts TEM specificity by accounting for conformational heterogeneity. Using our MSMs, we identify hidden states whose populations correlate with activity against cefotaxime. To experimentally detect our predicted hidden states, we use rapid mass spectrometric footprinting and confirm our models’ prediction that increased cefotaxime activity correlates with reduced Ω-loop flexibility. Finally, we design novel variants to stabilize the hidden cefotaximase states, and find their populations predict activity against cefotaxime in vitro and in vivo. Therefore, we expect this framework to have numerous applications in drug and protein design. PMID:27708258

PyMC: Bayesian Stochastic Modelling in Python

PubMed Central

Patil, Anand; Huard, David; Fonnesbeck, Christopher J.

2010-01-01

This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques. PMID:21603108

Markov Chain Monte Carlo Bayesian Learning for Neural Networks

NASA Technical Reports Server (NTRS)

Goodrich, Michael S.

2011-01-01

Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

Hamiltonian Markov Chain Monte Carlo Methods for the CUORE Neutrinoless Double Beta Decay Sensitivity

NASA Astrophysics Data System (ADS)

Graham, Eleanor; Cuore Collaboration

2017-09-01

The CUORE experiment is a large-scale bolometric detector seeking to observe the never-before-seen process of neutrinoless double beta decay. Predictions for CUORE's sensitivity to neutrinoless double beta decay allow for an understanding of the half-life ranges that the detector can probe, and also to evaluate the relative importance of different detector parameters. Currently, CUORE uses a Bayesian analysis based in BAT, which uses Metropolis-Hastings Markov Chain Monte Carlo, for its sensitivity studies. My work evaluates the viability and potential improvements of switching the Bayesian analysis to Hamiltonian Monte Carlo, realized through the program Stan and its Morpho interface. I demonstrate that the BAT study can be successfully recreated in Stan, and perform a detailed comparison between the results and computation times of the two methods.

Infinite hidden conditional random fields for human behavior analysis.

PubMed

Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja

2013-01-01

Hidden conditional random fields (HCRFs) are discriminative latent variable models that have been shown to successfully learn the hidden structure of a given classification problem (provided an appropriate validation of the number of hidden states). In this brief, we present the infinite HCRF (iHCRF), which is a nonparametric model based on hierarchical Dirichlet processes and is capable of automatically learning the optimal number of hidden states for a classification task. We show how we learn the model hyperparameters with an effective Markov-chain Monte Carlo sampling technique, and we explain the process that underlines our iHCRF model with the Restaurant Franchise Rating Agencies analogy. We show that the iHCRF is able to converge to a correct number of represented hidden states, and outperforms the best finite HCRFs--chosen via cross-validation--for the difficult tasks of recognizing instances of agreement, disagreement, and pain. Moreover, the iHCRF manages to achieve this performance in significantly less total training, validation, and testing time.

Modeling the coupled return-spread high frequency dynamics of large tick assets

NASA Astrophysics Data System (ADS)

Curato, Gianbiagio; Lillo, Fabrizio

2015-01-01

Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We present an approach based on the hidden Markov model, also known in econometrics as the Markov switching model, for the dynamics of price changes, where the latent Markov process is described by the transitions between spreads. We then use a finite Markov mixture of logit regressions on past squared price changes to describe temporal dependencies in the dynamics of price changes. The model can thus be seen as a double chain Markov model. We show that the model describes the shape of the price change distribution at different time scales, volatility clustering, and the anomalous decrease of kurtosis. We calibrate our models based on Nasdaq stocks and we show that this model reproduces remarkably well the statistical properties of real data.

Hidden Markov models for estimating animal mortality from anthropogenic hazards

EPA Science Inventory

Carcasses searches are a common method for studying the risk of anthropogenic hazards to wildlife, including non-target poisoning and collisions with anthropogenic structures. Typically, numbers of carcasses found must be corrected for scavenging rates and imperfect detection. ...

A Bayesian approach to estimating hidden variables as well as missing and wrong molecular interactions in ordinary differential equation-based mathematical models.

PubMed

Engelhardt, Benjamin; Kschischo, Maik; Fröhlich, Holger

2017-06-01

Ordinary differential equations (ODEs) are a popular approach to quantitatively model molecular networks based on biological knowledge. However, such knowledge is typically restricted. Wrongly modelled biological mechanisms as well as relevant external influence factors that are not included into the model are likely to manifest in major discrepancies between model predictions and experimental data. Finding the exact reasons for such observed discrepancies can be quite challenging in practice. In order to address this issue, we suggest a Bayesian approach to estimate hidden influences in ODE-based models. The method can distinguish between exogenous and endogenous hidden influences. Thus, we can detect wrongly specified as well as missed molecular interactions in the model. We demonstrate the performance of our Bayesian dynamic elastic-net with several ordinary differential equation models from the literature, such as human JAK-STAT signalling, information processing at the erythropoietin receptor, isomerization of liquid α -Pinene, G protein cycling in yeast and UV-B triggered signalling in plants. Moreover, we investigate a set of commonly known network motifs and a gene-regulatory network. Altogether our method supports the modeller in an algorithmic manner to identify possible sources of errors in ODE-based models on the basis of experimental data. © 2017 The Author(s).

A novel Bayesian change-point algorithm for genome-wide analysis of diverse ChIPseq data types.

PubMed

Xing, Haipeng; Liao, Willey; Mo, Yifan; Zhang, Michael Q

2012-12-10

ChIPseq is a widely used technique for investigating protein-DNA interactions. Read density profiles are generated by using next-sequencing of protein-bound DNA and aligning the short reads to a reference genome. Enriched regions are revealed as peaks, which often differ dramatically in shape, depending on the target protein(1). For example, transcription factors often bind in a site- and sequence-specific manner and tend to produce punctate peaks, while histone modifications are more pervasive and are characterized by broad, diffuse islands of enrichment(2). Reliably identifying these regions was the focus of our work. Algorithms for analyzing ChIPseq data have employed various methodologies, from heuristics(3-5) to more rigorous statistical models, e.g. Hidden Markov Models (HMMs)(6-8). We sought a solution that minimized the necessity for difficult-to-define, ad hoc parameters that often compromise resolution and lessen the intuitive usability of the tool. With respect to HMM-based methods, we aimed to curtail parameter estimation procedures and simple, finite state classifications that are often utilized. Additionally, conventional ChIPseq data analysis involves categorization of the expected read density profiles as either punctate or diffuse followed by subsequent application of the appropriate tool. We further aimed to replace the need for these two distinct models with a single, more versatile model, which can capably address the entire spectrum of data types. To meet these objectives, we first constructed a statistical framework that naturally modeled ChIPseq data structures using a cutting edge advance in HMMs(9), which utilizes only explicit formulas-an innovation crucial to its performance advantages. More sophisticated then heuristic models, our HMM accommodates infinite hidden states through a Bayesian model. We applied it to identifying reasonable change points in read density, which further define segments of enrichment. Our analysis revealed how our Bayesian Change Point (BCP) algorithm had a reduced computational complexity-evidenced by an abridged run time and memory footprint. The BCP algorithm was successfully applied to both punctate peak and diffuse island identification with robust accuracy and limited user-defined parameters. This illustrated both its versatility and ease of use. Consequently, we believe it can be implemented readily across broad ranges of data types and end users in a manner that is easily compared and contrasted, making it a great tool for ChIPseq data analysis that can aid in collaboration and corroboration between research groups. Here, we demonstrate the application of BCP to existing transcription factor(10,11) and epigenetic data(12) to illustrate its usefulness.

Bayesian conditional-independence modeling of the AIDS epidemic in England and Wales

NASA Astrophysics Data System (ADS)

Gilks, Walter R.; De Angelis, Daniela; Day, Nicholas E.

We describe the use of conditional-independence modeling, Bayesian inference and Markov chain Monte Carlo, to model and project the HIV-AIDS epidemic in homosexual/bisexual males in England and Wales. Complexity in this analysis arises through selectively missing data, indirectly observed underlying processes, and measurement error. Our emphasis is on presentation and discussion of the concepts, not on the technicalities of this analysis, which can be found elsewhere [D. De Angelis, W.R. Gilks, N.E. Day, Bayesian projection of the the acquired immune deficiency syndrome epidemic (with discussion), Applied Statistics, in press].

Transmembrane Topology and Signal Peptide Prediction Using Dynamic Bayesian Networks

PubMed Central

Reynolds, Sheila M.; Käll, Lukas; Riffle, Michael E.; Bilmes, Jeff A.; Noble, William Stafford

2008-01-01

Hidden Markov models (HMMs) have been successfully applied to the tasks of transmembrane protein topology prediction and signal peptide prediction. In this paper we expand upon this work by making use of the more powerful class of dynamic Bayesian networks (DBNs). Our model, Philius, is inspired by a previously published HMM, Phobius, and combines a signal peptide submodel with a transmembrane submodel. We introduce a two-stage DBN decoder that combines the power of posterior decoding with the grammar constraints of Viterbi-style decoding. Philius also provides protein type, segment, and topology confidence metrics to aid in the interpretation of the predictions. We report a relative improvement of 13% over Phobius in full-topology prediction accuracy on transmembrane proteins, and a sensitivity and specificity of 0.96 in detecting signal peptides. We also show that our confidence metrics correlate well with the observed precision. In addition, we have made predictions on all 6.3 million proteins in the Yeast Resource Center (YRC) database. This large-scale study provides an overall picture of the relative numbers of proteins that include a signal-peptide and/or one or more transmembrane segments as well as a valuable resource for the scientific community. All DBNs are implemented using the Graphical Models Toolkit. Source code for the models described here is available at http://noble.gs.washington.edu/proj/philius. A Philius Web server is available at http://www.yeastrc.org/philius, and the predictions on the YRC database are available at http://www.yeastrc.org/pdr. PMID:18989393

Bayesian inference of selection in a heterogeneous environment from genetic time-series data.

PubMed

Gompert, Zachariah

2016-01-01

Evolutionary geneticists have sought to characterize the causes and molecular targets of selection in natural populations for many years. Although this research programme has been somewhat successful, most statistical methods employed were designed to detect consistent, weak to moderate selection. In contrast, phenotypic studies in nature show that selection varies in time and that individual bouts of selection can be strong. Measurements of the genomic consequences of such fluctuating selection could help test and refine hypotheses concerning the causes of ecological specialization and the maintenance of genetic variation in populations. Herein, I proposed a Bayesian nonhomogeneous hidden Markov model to estimate effective population sizes and quantify variable selection in heterogeneous environments from genetic time-series data. The model is described and then evaluated using a series of simulated data, including cases where selection occurs on a trait with a simple or polygenic molecular basis. The proposed method accurately distinguished neutral loci from non-neutral loci under strong selection, but not from those under weak selection. Selection coefficients were accurately estimated when selection was constant or when the fitness values of genotypes varied linearly with the environment, but these estimates were less accurate when fitness was polygenic or the relationship between the environment and the fitness of genotypes was nonlinear. Past studies of temporal evolutionary dynamics in laboratory populations have been remarkably successful. The proposed method makes similar analyses of genetic time-series data from natural populations more feasible and thereby could help answer fundamental questions about the causes and consequences of evolution in the wild. © 2015 John Wiley & Sons Ltd.

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

USGS Publications Warehouse

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

2003-01-01

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

Detection limit for rate fluctuations in inhomogeneous Poisson processes

NASA Astrophysics Data System (ADS)

Shintani, Toshiaki; Shinomoto, Shigeru

2012-04-01

Estimations of an underlying rate from data points are inevitably disturbed by the irregular occurrence of events. Proper estimation methods are designed to avoid overfitting by discounting the irregular occurrence of data, and to determine a constant rate from irregular data derived from a constant probability distribution. However, it can occur that rapid or small fluctuations in the underlying density are undetectable when the data are sparse. For an estimation method, the maximum degree of undetectable rate fluctuations is uniquely determined as a phase transition, when considering an infinitely long series of events drawn from a fluctuating density. In this study, we analytically examine an optimized histogram and a Bayesian rate estimator with respect to their detectability of rate fluctuation, and determine whether their detectable-undetectable phase transition points are given by an identical formula defining a degree of fluctuation in an underlying rate. In addition, we numerically examine the variational Bayes hidden Markov model in its detectability of rate fluctuation, and determine whether the numerically obtained transition point is comparable to those of the other two methods. Such consistency among these three principled methods suggests the presence of a theoretical limit for detecting rate fluctuations.

Detection limit for rate fluctuations in inhomogeneous Poisson processes.

PubMed

Shintani, Toshiaki; Shinomoto, Shigeru

2012-04-01

Estimations of an underlying rate from data points are inevitably disturbed by the irregular occurrence of events. Proper estimation methods are designed to avoid overfitting by discounting the irregular occurrence of data, and to determine a constant rate from irregular data derived from a constant probability distribution. However, it can occur that rapid or small fluctuations in the underlying density are undetectable when the data are sparse. For an estimation method, the maximum degree of undetectable rate fluctuations is uniquely determined as a phase transition, when considering an infinitely long series of events drawn from a fluctuating density. In this study, we analytically examine an optimized histogram and a Bayesian rate estimator with respect to their detectability of rate fluctuation, and determine whether their detectable-undetectable phase transition points are given by an identical formula defining a degree of fluctuation in an underlying rate. In addition, we numerically examine the variational Bayes hidden Markov model in its detectability of rate fluctuation, and determine whether the numerically obtained transition point is comparable to those of the other two methods. Such consistency among these three principled methods suggests the presence of a theoretical limit for detecting rate fluctuations.

Understanding movement data and movement processes: current and emerging directions.

PubMed

Schick, Robert S; Loarie, Scott R; Colchero, Fernando; Best, Benjamin D; Boustany, Andre; Conde, Dalia A; Halpin, Patrick N; Joppa, Lucas N; McClellan, Catherine M; Clark, James S

2008-12-01

Animal movement has been the focus on much theoretical and empirical work in ecology over the last 25 years. By studying the causes and consequences of individual movement, ecologists have gained greater insight into the behavior of individuals and the spatial dynamics of populations at increasingly higher levels of organization. In particular, ecologists have focused on the interaction between individuals and their environment in an effort to understand future impacts from habitat loss and climate change. Tools to examine this interaction have included: fractal analysis, first passage time, Lévy flights, multi-behavioral analysis, hidden markov models, and state-space models. Concurrent with the development of movement models has been an increase in the sophistication and availability of hierarchical bayesian models. In this review we bring these two threads together by using hierarchical structures as a framework for reviewing individual models. We synthesize emerging themes in movement ecology, and propose a new hierarchical model for animal movement that builds on these emerging themes. This model moves away from traditional random walks, and instead focuses inference on how moving animals with complex behavior interact with their landscape and make choices about its suitability.

Precisely and Accurately Inferring Single-Molecule Rate Constants

PubMed Central

Kinz-Thompson, Colin D.; Bailey, Nevette A.; Gonzalez, Ruben L.

2017-01-01

The kinetics of biomolecular systems can be quantified by calculating the stochastic rate constants that govern the biomolecular state versus time trajectories (i.e., state trajectories) of individual biomolecules. To do so, the experimental signal versus time trajectories (i.e., signal trajectories) obtained from observing individual biomolecules are often idealized to generate state trajectories by methods such as thresholding or hidden Markov modeling. Here, we discuss approaches for idealizing signal trajectories and calculating stochastic rate constants from the resulting state trajectories. Importantly, we provide an analysis of how the finite length of signal trajectories restrict the precision of these approaches, and demonstrate how Bayesian inference-based versions of these approaches allow rigorous determination of this precision. Similarly, we provide an analysis of how the finite lengths and limited time resolutions of signal trajectories restrict the accuracy of these approaches, and describe methods that, by accounting for the effects of the finite length and limited time resolution of signal trajectories, substantially improve this accuracy. Collectively, therefore, the methods we consider here enable a rigorous assessment of the precision, and a significant enhancement of the accuracy, with which stochastic rate constants can be calculated from single-molecule signal trajectories. PMID:27793280

Bayesian inference on multiscale models for poisson intensity estimation: applications to photon-limited image denoising.

PubMed

Lefkimmiatis, Stamatios; Maragos, Petros; Papandreou, George

2009-08-01

We present an improved statistical model for analyzing Poisson processes, with applications to photon-limited imaging. We build on previous work, adopting a multiscale representation of the Poisson process in which the ratios of the underlying Poisson intensities (rates) in adjacent scales are modeled as mixtures of conjugate parametric distributions. Our main contributions include: 1) a rigorous and robust regularized expectation-maximization (EM) algorithm for maximum-likelihood estimation of the rate-ratio density parameters directly from the noisy observed Poisson data (counts); 2) extension of the method to work under a multiscale hidden Markov tree model (HMT) which couples the mixture label assignments in consecutive scales, thus modeling interscale coefficient dependencies in the vicinity of image edges; 3) exploration of a 2-D recursive quad-tree image representation, involving Dirichlet-mixture rate-ratio densities, instead of the conventional separable binary-tree image representation involving beta-mixture rate-ratio densities; and 4) a novel multiscale image representation, which we term Poisson-Haar decomposition, that better models the image edge structure, thus yielding improved performance. Experimental results on standard images with artificially simulated Poisson noise and on real photon-limited images demonstrate the effectiveness of the proposed techniques.

Applications of geostatistics and Markov models for logo recognition

NASA Astrophysics Data System (ADS)

Pham, Tuan

2003-01-01

Spatial covariances based on geostatistics are extracted as representative features of logo or trademark images. These spatial covariances are different from other statistical features for image analysis in that the structural information of an image is independent of the pixel locations and represented in terms of spatial series. We then design a classifier in the sense of hidden Markov models to make use of these geostatistical sequential data to recognize the logos. High recognition rates are obtained from testing the method against a public-domain logo database.

Deep Space Network Antenna Monitoring Using Adaptive Time Series Methods and Hidden Markov Models

NASA Technical Reports Server (NTRS)

Smyth, Padhraic; Mellstrom, Jeff

1993-01-01

The Deep Space Network (DSN)(designed and operated by the Jet Propulsion Laboratory for the National Aeronautics and Space Administration (NASA) provides end-to-end telecommunication capabilities between earth and various interplanetary spacecraft throughout the solar system.

Reciprocal Markov modeling of feedback mechanisms between emotion and dietary choice using experience sampling data

PubMed Central

Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H.

2015-01-01

With intensively collected longitudinal data, recent advances in Experience Sampling Method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well-equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet & Dube, 2011) that observed 160 participants’ food consumption and momentary emotions six times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal healthiness decision, the proposed Reciprocal Markov Model (RMM) can accommodate both hidden (“general” emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent to the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters. PMID:26717120

A default Bayesian hypothesis test for mediation.

PubMed

Nuijten, Michèle B; Wetzels, Ruud; Matzke, Dora; Dolan, Conor V; Wagenmakers, Eric-Jan

2015-03-01

In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology use frequentist estimation and hypothesis-testing techniques. A recent exception is Yuan and MacKinnon (Psychological Methods, 14, 301-322, 2009), who outlined a Bayesian parameter estimation procedure for mediation analysis. Here we complete the Bayesian alternative to frequentist mediation analysis by specifying a default Bayesian hypothesis test based on the Jeffreys-Zellner-Siow approach. We further extend this default Bayesian test by allowing a comparison to directional or one-sided alternatives, using Markov chain Monte Carlo techniques implemented in JAGS. All Bayesian tests are implemented in the R package BayesMed (Nuijten, Wetzels, Matzke, Dolan, & Wagenmakers, 2014).

Model-based Clustering of Categorical Time Series with Multinomial Logit Classification

NASA Astrophysics Data System (ADS)

Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Winter-Ebmer, Rudolf; Weber, Andrea

2010-09-01

A common problem in many areas of applied statistics is to identify groups of similar time series in a panel of time series. However, distance-based clustering methods cannot easily be extended to time series data, where an appropriate distance-measure is rather difficult to define, particularly for discrete-valued time series. Markov chain clustering, proposed by Pamminger and Frühwirth-Schnatter [6], is an approach for clustering discrete-valued time series obtained by observing a categorical variable with several states. This model-based clustering method is based on finite mixtures of first-order time-homogeneous Markov chain models. In order to further explain group membership we present an extension to the approach of Pamminger and Frühwirth-Schnatter [6] by formulating a probabilistic model for the latent group indicators within the Bayesian classification rule by using a multinomial logit model. The parameters are estimated for a fixed number of clusters within a Bayesian framework using an Markov chain Monte Carlo (MCMC) sampling scheme representing a (full) Gibbs-type sampler which involves only draws from standard distributions. Finally, an application to a panel of Austrian wage mobility data is presented which leads to an interesting segmentation of the Austrian labour market.

Time series segmentation: a new approach based on Genetic Algorithm and Hidden Markov Model

NASA Astrophysics Data System (ADS)

Toreti, A.; Kuglitsch, F. G.; Xoplaki, E.; Luterbacher, J.

2009-04-01

The subdivision of a time series into homogeneous segments has been performed using various methods applied to different disciplines. In climatology, for example, it is accompanied by the well-known homogenization problem and the detection of artificial change points. In this context, we present a new method (GAMM) based on Hidden Markov Model (HMM) and Genetic Algorithm (GA), applicable to series of independent observations (and easily adaptable to autoregressive processes). A left-to-right hidden Markov model, estimating the parameters and the best-state sequence, respectively, with the Baum-Welch and Viterbi algorithms, was applied. In order to avoid the well-known dependence of the Baum-Welch algorithm on the initial condition, a Genetic Algorithm was developed. This algorithm is characterized by mutation, elitism and a crossover procedure implemented with some restrictive rules. Moreover the function to be minimized was derived following the approach of Kehagias (2004), i.e. it is the so-called complete log-likelihood. The number of states was determined applying a two-fold cross-validation procedure (Celeux and Durand, 2008). Being aware that the last issue is complex, and it influences all the analysis, a Multi Response Permutation Procedure (MRPP; Mielke et al., 1981) was inserted. It tests the model with K+1 states (where K is the state number of the best model) if its likelihood is close to K-state model. Finally, an evaluation of the GAMM performances, applied as a break detection method in the field of climate time series homogenization, is shown. 1. G. Celeux and J.B. Durand, Comput Stat 2008. 2. A. Kehagias, Stoch Envir Res 2004. 3. P.W. Mielke, K.J. Berry, G.W. Brier, Monthly Wea Rev 1981.

Probabilistic hazard assessment for skin sensitization potency by dose–response modeling using feature elimination instead of quantitative structure–activity relationships

PubMed Central

McKim, James M.; Hartung, Thomas; Kleensang, Andre; Sá-Rocha, Vanessa

2016-01-01

Supervised learning methods promise to improve integrated testing strategies (ITS), but must be adjusted to handle high dimensionality and dose–response data. ITS approaches are currently fueled by the increasing mechanistic understanding of adverse outcome pathways (AOP) and the development of tests reflecting these mechanisms. Simple approaches to combine skin sensitization data sets, such as weight of evidence, fail due to problems in information redundancy and high dimension-ality. The problem is further amplified when potency information (dose/response) of hazards would be estimated. Skin sensitization currently serves as the foster child for AOP and ITS development, as legislative pressures combined with a very good mechanistic understanding of contact dermatitis have led to test development and relatively large high-quality data sets. We curated such a data set and combined a recursive variable selection algorithm to evaluate the information available through in silico, in chemico and in vitro assays. Chemical similarity alone could not cluster chemicals’ potency, and in vitro models consistently ranked high in recursive feature elimination. This allows reducing the number of tests included in an ITS. Next, we analyzed with a hidden Markov model that takes advantage of an intrinsic inter-relationship among the local lymph node assay classes, i.e. the monotonous connection between local lymph node assay and dose. The dose-informed random forest/hidden Markov model was superior to the dose-naive random forest model on all data sets. Although balanced accuracy improvement may seem small, this obscures the actual improvement in misclassifications as the dose-informed hidden Markov model strongly reduced "false-negatives" (i.e. extreme sensitizers as non-sensitizer) on all data sets. PMID:26046447

Probabilistic hazard assessment for skin sensitization potency by dose-response modeling using feature elimination instead of quantitative structure-activity relationships.

PubMed

Luechtefeld, Thomas; Maertens, Alexandra; McKim, James M; Hartung, Thomas; Kleensang, Andre; Sá-Rocha, Vanessa

2015-11-01

Supervised learning methods promise to improve integrated testing strategies (ITS), but must be adjusted to handle high dimensionality and dose-response data. ITS approaches are currently fueled by the increasing mechanistic understanding of adverse outcome pathways (AOP) and the development of tests reflecting these mechanisms. Simple approaches to combine skin sensitization data sets, such as weight of evidence, fail due to problems in information redundancy and high dimensionality. The problem is further amplified when potency information (dose/response) of hazards would be estimated. Skin sensitization currently serves as the foster child for AOP and ITS development, as legislative pressures combined with a very good mechanistic understanding of contact dermatitis have led to test development and relatively large high-quality data sets. We curated such a data set and combined a recursive variable selection algorithm to evaluate the information available through in silico, in chemico and in vitro assays. Chemical similarity alone could not cluster chemicals' potency, and in vitro models consistently ranked high in recursive feature elimination. This allows reducing the number of tests included in an ITS. Next, we analyzed with a hidden Markov model that takes advantage of an intrinsic inter-relationship among the local lymph node assay classes, i.e. the monotonous connection between local lymph node assay and dose. The dose-informed random forest/hidden Markov model was superior to the dose-naive random forest model on all data sets. Although balanced accuracy improvement may seem small, this obscures the actual improvement in misclassifications as the dose-informed hidden Markov model strongly reduced " false-negatives" (i.e. extreme sensitizers as non-sensitizer) on all data sets. Copyright © 2015 John Wiley & Sons, Ltd.

Quantum Mechanics, Pattern Recognition, and the Mammalian Brain

NASA Astrophysics Data System (ADS)

Chapline, George

2008-10-01

Although the usual way of representing Markov processes is time asymmetric, there is a way of describing Markov processes, due to Schrodinger, which is time symmetric. This observation provides a link between quantum mechanics and the layered Bayesian networks that are often used in automated pattern recognition systems. In particular, there is a striking formal similarity between quantum mechanics and a particular type of Bayesian network, the Helmholtz machine, which provides a plausible model for how the mammalian brain recognizes important environmental situations. One interesting aspect of this relationship is that the "wake-sleep" algorithm for training a Helmholtz machine is very similar to the problem of finding the potential for the multi-channel Schrodinger equation. As a practical application of this insight it may be possible to use inverse scattering techniques to study the relationship between human brain wave patterns, pattern recognition, and learning. We also comment on whether there is a relationship between quantum measurements and consciousness.

Of bugs and birds: Markov Chain Monte Carlo for hierarchical modeling in wildlife research

USGS Publications Warehouse

Link, W.A.; Cam, E.; Nichols, J.D.; Cooch, E.G.

2002-01-01

Markov chain Monte Carlo (MCMC) is a statistical innovation that allows researchers to fit far more complex models to data than is feasible using conventional methods. Despite its widespread use in a variety of scientific fields, MCMC appears to be underutilized in wildlife applications. This may be due to a misconception that MCMC requires the adoption of a subjective Bayesian analysis, or perhaps simply to its lack of familiarity among wildlife researchers. We introduce the basic ideas of MCMC and software BUGS (Bayesian inference using Gibbs sampling), stressing that a simple and satisfactory intuition for MCMC does not require extraordinary mathematical sophistication. We illustrate the use of MCMC with an analysis of the association between latent factors governing individual heterogeneity in breeding and survival rates of kittiwakes (Rissa tridactyla). We conclude with a discussion of the importance of individual heterogeneity for understanding population dynamics and designing management plans.

A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data.

PubMed

Wang, Xiaomeng; Peng, Ling; Chi, Tianhe; Li, Mengzhu; Yao, Xiaojing; Shao, Jing

2015-01-01

Urban-scale traffic monitoring plays a vital role in reducing traffic congestion. Owing to its low cost and wide coverage, floating car data (FCD) serves as a novel approach to collecting traffic data. However, sparse probe data represents the vast majority of the data available on arterial roads in most urban environments. In order to overcome the problem of data sparseness, this paper proposes a hidden Markov model (HMM)-based traffic estimation model, in which the traffic condition on a road segment is considered as a hidden state that can be estimated according to the conditions of road segments having similar traffic characteristics. An algorithm based on clustering and pattern mining rather than on adjacency relationships is proposed to find clusters with road segments having similar traffic characteristics. A multi-clustering strategy is adopted to achieve a trade-off between clustering accuracy and coverage. Finally, the proposed model is designed and implemented on the basis of a real-time algorithm. Results of experiments based on real FCD confirm the applicability, accuracy, and efficiency of the model. In addition, the results indicate that the model is practicable for traffic estimation on urban arterials and works well even when more than 70% of the probe data are missing.

Hidden Markov Models as a tool to measure pilot attention switching during simulated ILS approaches

DOT National Transportation Integrated Search

2003-04-14

The pilot's instrument scanning data contain information about not only the pilot's eye movements, but also the pilot's : cognitive process during flight. However, it is often difficult to interpret the scanning data at the cognitive level : because:...

On the Search for Retrotransposons: Alternative Protocols to Obtain Sequences to Learn Profile Hidden Markov Models.

PubMed

Fischer, Carlos N; Campos, Victor De A; Barella, Victor H

2018-05-01

Profile hidden Markov models (pHMMs) have been used to search for transposable elements (TEs) in genomes. For the learning of pHMMs aimed to search for TEs of the retrotransposon class, the conventional protocol is to use the whole internal nucleotide portions of these elements as representative sequences. To further explore the potential of pHMMs in such a search, we propose five alternative ways to obtain the sets of representative sequences of TEs other than the conventional protocol. In this study, we are interested in Bel-PAO, Copia, Gypsy, and DIRS superfamilies from the retrotransposon class. We compared the pHMMs of all six protocols. The test results show that, for each TE superfamily, the pHMMs of at least two of the proposed protocols performed better than the conventional one and that the number of correct predictions provided by the latter can be improved by considering together the results of one or more of the alternative protocols.

EMG-based speech recognition using hidden markov models with global control variables.

PubMed

Lee, Ki-Seung

2008-03-01

It is well known that a strong relationship exists between human voices and the movement of articulatory facial muscles. In this paper, we utilize this knowledge to implement an automatic speech recognition scheme which uses solely surface electromyogram (EMG) signals. The sequence of EMG signals for each word is modelled by a hidden Markov model (HMM) framework. The main objective of the work involves building a model for state observation density when multichannel observation sequences are given. The proposed model reflects the dependencies between each of the EMG signals, which are described by introducing a global control variable. We also develop an efficient model training method, based on a maximum likelihood criterion. In a preliminary study, 60 isolated words were used as recognition variables. EMG signals were acquired from three articulatory facial muscles. The findings indicate that such a system may have the capacity to recognize speech signals with an accuracy of up to 87.07%, which is superior to the independent probabilistic model.

Backward transfer entropy: Informational measure for detecting hidden Markov models and its interpretations in thermodynamics, gambling and causality

PubMed Central

Ito, Sosuke

2016-01-01

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics. PMID:27833120

Monthly streamflow forecasting based on hidden Markov model and Gaussian Mixture Regression

NASA Astrophysics Data System (ADS)

Liu, Yongqi; Ye, Lei; Qin, Hui; Hong, Xiaofeng; Ye, Jiajun; Yin, Xingli

2018-06-01

Reliable streamflow forecasts can be highly valuable for water resources planning and management. In this study, we combined a hidden Markov model (HMM) and Gaussian Mixture Regression (GMR) for probabilistic monthly streamflow forecasting. The HMM is initialized using a kernelized K-medoids clustering method, and the Baum-Welch algorithm is then executed to learn the model parameters. GMR derives a conditional probability distribution for the predictand given covariate information, including the antecedent flow at a local station and two surrounding stations. The performance of HMM-GMR was verified based on the mean square error and continuous ranked probability score skill scores. The reliability of the forecasts was assessed by examining the uniformity of the probability integral transform values. The results show that HMM-GMR obtained reasonably high skill scores and the uncertainty spread was appropriate. Different HMM states were assumed to be different climate conditions, which would lead to different types of observed values. We demonstrated that the HMM-GMR approach can handle multimodal and heteroscedastic data.

Multi-scale chromatin state annotation using a hierarchical hidden Markov model

NASA Astrophysics Data System (ADS)

Marco, Eugenio; Meuleman, Wouter; Huang, Jialiang; Glass, Kimberly; Pinello, Luca; Wang, Jianrong; Kellis, Manolis; Yuan, Guo-Cheng

2017-04-01

Chromatin-state analysis is widely applied in the studies of development and diseases. However, existing methods operate at a single length scale, and therefore cannot distinguish large domains from isolated elements of the same type. To overcome this limitation, we present a hierarchical hidden Markov model, diHMM, to systematically annotate chromatin states at multiple length scales. We apply diHMM to analyse a public ChIP-seq data set. diHMM not only accurately captures nucleosome-level information, but identifies domain-level states that vary in nucleosome-level state composition, spatial distribution and functionality. The domain-level states recapitulate known patterns such as super-enhancers, bivalent promoters and Polycomb repressed regions, and identify additional patterns whose biological functions are not yet characterized. By integrating chromatin-state information with gene expression and Hi-C data, we identify context-dependent functions of nucleosome-level states. Thus, diHMM provides a powerful tool for investigating the role of higher-order chromatin structure in gene regulation.

Backward transfer entropy: Informational measure for detecting hidden Markov models and its interpretations in thermodynamics, gambling and causality

NASA Astrophysics Data System (ADS)

Ito, Sosuke

2016-11-01

The transfer entropy is a well-established measure of information flow, which quantifies directed influence between two stochastic time series and has been shown to be useful in a variety fields of science. Here we introduce the transfer entropy of the backward time series called the backward transfer entropy, and show that the backward transfer entropy quantifies how far it is from dynamics to a hidden Markov model. Furthermore, we discuss physical interpretations of the backward transfer entropy in completely different settings of thermodynamics for information processing and the gambling with side information. In both settings of thermodynamics and the gambling, the backward transfer entropy characterizes a possible loss of some benefit, where the conventional transfer entropy characterizes a possible benefit. Our result implies the deep connection between thermodynamics and the gambling in the presence of information flow, and that the backward transfer entropy would be useful as a novel measure of information flow in nonequilibrium thermodynamics, biochemical sciences, economics and statistics.

Naive scoring of human sleep based on a hidden Markov model of the electroencephalogram.

PubMed

Yaghouby, Farid; Modur, Pradeep; Sunderam, Sridhar

2014-01-01

Clinical sleep scoring involves tedious visual review of overnight polysomnograms by a human expert. Many attempts have been made to automate the process by training computer algorithms such as support vector machines and hidden Markov models (HMMs) to replicate human scoring. Such supervised classifiers are typically trained on scored data and then validated on scored out-of-sample data. Here we describe a methodology based on HMMs for scoring an overnight sleep recording without the benefit of a trained initial model. The number of states in the data is not known a priori and is optimized using a Bayes information criterion. When tested on a 22-subject database, this unsupervised classifier agreed well with human scores (mean of Cohen's kappa > 0.7). The HMM also outperformed other unsupervised classifiers (Gaussian mixture models, k-means, and linkage trees), that are capable of naive classification but do not model dynamics, by a significant margin (p < 0.05).

A classification of marked hijaiyah letters' pronunciation using hidden Markov model

NASA Astrophysics Data System (ADS)

Wisesty, Untari N.; Mubarok, M. Syahrul; Adiwijaya

2017-08-01

Hijaiyah letters are the letters that arrange the words in Al Qur'an consisting of 28 letters. They symbolize the consonant sounds. On the other hand, the vowel sounds are symbolized by harokat/marks. Speech recognition system is a system used to process the sound signal to be data so that it can be recognized by computer. To build the system, some stages are needed i.e characteristics/feature extraction and classification. In this research, LPC and MFCC extraction method, K-Means Quantization vector and Hidden Markov Model classification are used. The data used are the 28 letters and 6 harakat with the total class of 168. After several are testing done, it can be concluded that the system can recognize the pronunciation pattern of marked hijaiyah letter very well in the training data with its highest accuracy of 96.1% using the feature of LPC extraction and 94% using the MFCC. Meanwhile, when testing system is used, the accuracy decreases up to 41%.

Strong convective storm nowcasting using a hybrid approach of convolutional neural network and hidden Markov model

NASA Astrophysics Data System (ADS)

Zhang, Wei; Jiang, Ling; Han, Lei

2018-04-01

Convective storm nowcasting refers to the prediction of the convective weather initiation, development, and decay in a very short term (typically 0 2 h) .Despite marked progress over the past years, severe convective storm nowcasting still remains a challenge. With the boom of machine learning, it has been well applied in various fields, especially convolutional neural network (CNN). In this paper, we build a servere convective weather nowcasting system based on CNN and hidden Markov model (HMM) using reanalysis meteorological data. The goal of convective storm nowcasting is to predict if there is a convective storm in 30min. In this paper, we compress the VDRAS reanalysis data to low-dimensional data by CNN as the observation vector of HMM, then obtain the development trend of strong convective weather in the form of time series. It shows that, our method can extract robust features without any artificial selection of features, and can capture the development trend of strong convective storm.

FOAM (Functional Ontology Assignments for Metagenomes): A Hidden Markov Model (HMM) database with environmental focus

DOE PAGES

Prestat, Emmanuel; David, Maude M.; Hultman, Jenni; ...

2014-09-26

A new functional gene database, FOAM (Functional Ontology Assignments for Metagenomes), was developed to screen environmental metagenomic sequence datasets. FOAM provides a new functional ontology dedicated to classify gene functions relevant to environmental microorganisms based on Hidden Markov Models (HMMs). Sets of aligned protein sequences (i.e. ‘profiles’) were tailored to a large group of target KEGG Orthologs (KOs) from which HMMs were trained. The alignments were checked and curated to make them specific to the targeted KO. Within this process, sequence profiles were enriched with the most abundant sequences available to maximize the yield of accurate classifier models. An associatedmore » functional ontology was built to describe the functional groups and hierarchy. FOAM allows the user to select the target search space before HMM-based comparison steps and to easily organize the results into different functional categories and subcategories. FOAM is publicly available at http://portal.nersc.gov/project/m1317/FOAM/.« less

Hidden Markov Model-Based CNV Detection Algorithms for Illumina Genotyping Microarrays.

PubMed

Seiser, Eric L; Innocenti, Federico

2014-01-01

Somatic alterations in DNA copy number have been well studied in numerous malignancies, yet the role of germline DNA copy number variation in cancer is still emerging. Genotyping microarrays generate allele-specific signal intensities to determine genotype, but may also be used to infer DNA copy number using additional computational approaches. Numerous tools have been developed to analyze Illumina genotype microarray data for copy number variant (CNV) discovery, although commonly utilized algorithms freely available to the public employ approaches based upon the use of hidden Markov models (HMMs). QuantiSNP, PennCNV, and GenoCN utilize HMMs with six copy number states but vary in how transition and emission probabilities are calculated. Performance of these CNV detection algorithms has been shown to be variable between both genotyping platforms and data sets, although HMM approaches generally outperform other current methods. Low sensitivity is prevalent with HMM-based algorithms, suggesting the need for continued improvement in CNV detection methodologies.

Utterance independent bimodal emotion recognition in spontaneous communication

NASA Astrophysics Data System (ADS)

Tao, Jianhua; Pan, Shifeng; Yang, Minghao; Li, Ya; Mu, Kaihui; Che, Jianfeng

2011-12-01

Emotion expressions sometimes are mixed with the utterance expression in spontaneous face-to-face communication, which makes difficulties for emotion recognition. This article introduces the methods of reducing the utterance influences in visual parameters for the audio-visual-based emotion recognition. The audio and visual channels are first combined under a Multistream Hidden Markov Model (MHMM). Then, the utterance reduction is finished by finding the residual between the real visual parameters and the outputs of the utterance related visual parameters. This article introduces the Fused Hidden Markov Model Inversion method which is trained in the neutral expressed audio-visual corpus to solve the problem. To reduce the computing complexity the inversion model is further simplified to a Gaussian Mixture Model (GMM) mapping. Compared with traditional bimodal emotion recognition methods (e.g., SVM, CART, Boosting), the utterance reduction method can give better results of emotion recognition. The experiments also show the effectiveness of our emotion recognition system when it was used in a live environment.

Integrating Decision Tree and Hidden Markov Model (HMM) for Subtype Prediction of Human Influenza A Virus

NASA Astrophysics Data System (ADS)

Attaluri, Pavan K.; Chen, Zhengxin; Weerakoon, Aruna M.; Lu, Guoqing

Multiple criteria decision making (MCDM) has significant impact in bioinformatics. In the research reported here, we explore the integration of decision tree (DT) and Hidden Markov Model (HMM) for subtype prediction of human influenza A virus. Infection with influenza viruses continues to be an important public health problem. Viral strains of subtype H3N2 and H1N1 circulates in humans at least twice annually. The subtype detection depends mainly on the antigenic assay, which is time-consuming and not fully accurate. We have developed a Web system for accurate subtype detection of human influenza virus sequences. The preliminary experiment showed that this system is easy-to-use and powerful in identifying human influenza subtypes. Our next step is to examine the informative positions at the protein level and extend its current functionality to detect more subtypes. The web functions can be accessed at http://glee.ist.unomaha.edu/.

Enhancing speech recognition using improved particle swarm optimization based hidden Markov model.

PubMed

Selvaraj, Lokesh; Ganesan, Balakrishnan

2014-01-01

Enhancing speech recognition is the primary intention of this work. In this paper a novel speech recognition method based on vector quantization and improved particle swarm optimization (IPSO) is suggested. The suggested methodology contains four stages, namely, (i) denoising, (ii) feature mining (iii), vector quantization, and (iv) IPSO based hidden Markov model (HMM) technique (IP-HMM). At first, the speech signals are denoised using median filter. Next, characteristics such as peak, pitch spectrum, Mel frequency Cepstral coefficients (MFCC), mean, standard deviation, and minimum and maximum of the signal are extorted from the denoised signal. Following that, to accomplish the training process, the extracted characteristics are given to genetic algorithm based codebook generation in vector quantization. The initial populations are created by selecting random code vectors from the training set for the codebooks for the genetic algorithm process and IP-HMM helps in doing the recognition. At this point the creativeness will be done in terms of one of the genetic operation crossovers. The proposed speech recognition technique offers 97.14% accuracy.

Passive acoustic leak detection for sodium cooled fast reactors using hidden Markov models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Riber Marklund, A.; Kishore, S.; Prakash, V.

2015-07-01

Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970's and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), themore » proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control. (authors)« less

A Heavy Tailed Expectation Maximization Hidden Markov Random Field Model with Applications to Segmentation of MRI

PubMed Central

Castillo-Barnes, Diego; Peis, Ignacio; Martínez-Murcia, Francisco J.; Segovia, Fermín; Illán, Ignacio A.; Górriz, Juan M.; Ramírez, Javier; Salas-Gonzalez, Diego

2017-01-01

A wide range of segmentation approaches assumes that intensity histograms extracted from magnetic resonance images (MRI) have a distribution for each brain tissue that can be modeled by a Gaussian distribution or a mixture of them. Nevertheless, intensity histograms of White Matter and Gray Matter are not symmetric and they exhibit heavy tails. In this work, we present a hidden Markov random field model with expectation maximization (EM-HMRF) modeling the components using the α-stable distribution. The proposed model is a generalization of the widely used EM-HMRF algorithm with Gaussian distributions. We test the α-stable EM-HMRF model in synthetic data and brain MRI data. The proposed methodology presents two main advantages: Firstly, it is more robust to outliers. Secondly, we obtain similar results than using Gaussian when the Gaussian assumption holds. This approach is able to model the spatial dependence between neighboring voxels in tomographic brain MRI. PMID:29209194

Identifying bubble collapse in a hydrothermal system using hidden Markov models

USGS Publications Warehouse

Dawson, P.B.; Benitez, M.C.; Lowenstern, J. B.; Chouet, B.A.

2012-01-01

Beginning in July 2003 and lasting through September 2003, the Norris Geyser Basin in Yellowstone National Park exhibited an unusual increase in ground temperature and hydrothermal activity. Using hidden Markov model theory, we identify over five million high-frequency (>15Hz) seismic events observed at a temporary seismic station deployed in the basin in response to the increase in hydrothermal activity. The source of these seismic events is constrained to within ???100 m of the station, and produced ???3500-5500 events per hour with mean durations of ???0.35-0.45s. The seismic event rate, air temperature, hydrologic temperatures, and surficial water flow of the geyser basin exhibited a marked diurnal pattern that was closely associated with solar thermal radiance. We interpret the source of the seismicity to be due to the collapse of small steam bubbles in the hydrothermal system, with the rate of collapse being controlled by surficial temperatures and daytime evaporation rates. copyright 2012 by the American Geophysical Union.

Efficient Algorithms for Bayesian Network Parameter Learning from Incomplete Data

DTIC Science & Technology

2015-07-01

Efficient Algorithms for Bayesian Network Parameter Learning from Incomplete Data Guy Van den Broeck∗ and Karthika Mohan∗ and Arthur Choi and Adnan ...notwithstanding any other provision of law , no person shall be subject to a penalty for failing to comply with a collection of information if it does...Wasserman, L. (2011). All of Statistics. Springer Science & Business Media. Yaramakala, S., & Margaritis, D. (2005). Speculative markov blanket discovery for optimal feature selection. In Proceedings of ICDM.

Slice sampling technique in Bayesian extreme of gold price modelling

NASA Astrophysics Data System (ADS)

Rostami, Mohammad; Adam, Mohd Bakri; Ibrahim, Noor Akma; Yahya, Mohamed Hisham

2013-09-01

In this paper, a simulation study of Bayesian extreme values by using Markov Chain Monte Carlo via slice sampling algorithm is implemented. We compared the accuracy of slice sampling with other methods for a Gumbel model. This study revealed that slice sampling algorithm offers more accurate and closer estimates with less RMSE than other methods . Finally we successfully employed this procedure to estimate the parameters of Malaysia extreme gold price from 2000 to 2011.

A novel seizure detection algorithm informed by hidden Markov model event states

NASA Astrophysics Data System (ADS)

Baldassano, Steven; Wulsin, Drausin; Ung, Hoameng; Blevins, Tyler; Brown, Mesha-Gay; Fox, Emily; Litt, Brian

2016-06-01

Objective. Recently the FDA approved the first responsive, closed-loop intracranial device to treat epilepsy. Because these devices must respond within seconds of seizure onset and not miss events, they are tuned to have high sensitivity, leading to frequent false positive stimulations and decreased battery life. In this work, we propose a more robust seizure detection model. Approach. We use a Bayesian nonparametric Markov switching process to parse intracranial EEG (iEEG) data into distinct dynamic event states. Each event state is then modeled as a multidimensional Gaussian distribution to allow for predictive state assignment. By detecting event states highly specific for seizure onset zones, the method can identify precise regions of iEEG data associated with the transition to seizure activity, reducing false positive detections associated with interictal bursts. The seizure detection algorithm was translated to a real-time application and validated in a small pilot study using 391 days of continuous iEEG data from two dogs with naturally occurring, multifocal epilepsy. A feature-based seizure detector modeled after the NeuroPace RNS System was developed as a control. Main results. Our novel seizure detection method demonstrated an improvement in false negative rate (0/55 seizures missed versus 2/55 seizures missed) as well as a significantly reduced false positive rate (0.0012 h versus 0.058 h-1). All seizures were detected an average of 12.1 ± 6.9 s before the onset of unequivocal epileptic activity (unequivocal epileptic onset (UEO)). Significance. This algorithm represents a computationally inexpensive, individualized, real-time detection method suitable for implantable antiepileptic devices that may considerably reduce false positive rate relative to current industry standards.

Hidden Markov models for evolution and comparative genomics analysis.

PubMed

Bykova, Nadezda A; Favorov, Alexander V; Mironov, Andrey A

2013-01-01

The problem of reconstruction of ancestral states given a phylogeny and data from extant species arises in a wide range of biological studies. The continuous-time Markov model for the discrete states evolution is generally used for the reconstruction of ancestral states. We modify this model to account for a case when the states of the extant species are uncertain. This situation appears, for example, if the states for extant species are predicted by some program and thus are known only with some level of reliability; it is common for bioinformatics field. The main idea is formulation of the problem as a hidden Markov model on a tree (tree HMM, tHMM), where the basic continuous-time Markov model is expanded with the introduction of emission probabilities of observed data (e.g. prediction scores) for each underlying discrete state. Our tHMM decoding algorithm allows us to predict states at the ancestral nodes as well as to refine states at the leaves on the basis of quantitative comparative genomics. The test on the simulated data shows that the tHMM approach applied to the continuous variable reflecting the probabilities of the states (i.e. prediction score) appears to be more accurate then the reconstruction from the discrete states assignment defined by the best score threshold. We provide examples of applying our model to the evolutionary analysis of N-terminal signal peptides and transcription factor binding sites in bacteria. The program is freely available at http://bioinf.fbb.msu.ru/~nadya/tHMM and via web-service at http://bioinf.fbb.msu.ru/treehmmweb.

Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.

PubMed

Hack, C Eric

2006-04-17

Physiologically based toxicokinetic (PBTK) and toxicodynamic (TD) models of bromate in animals and humans would improve our ability to accurately estimate the toxic doses in humans based on available animal studies. These mathematical models are often highly parameterized and must be calibrated in order for the model predictions of internal dose to adequately fit the experimentally measured doses. Highly parameterized models are difficult to calibrate and it is difficult to obtain accurate estimates of uncertainty or variability in model parameters with commonly used frequentist calibration methods, such as maximum likelihood estimation (MLE) or least squared error approaches. The Bayesian approach called Markov chain Monte Carlo (MCMC) analysis can be used to successfully calibrate these complex models. Prior knowledge about the biological system and associated model parameters is easily incorporated in this approach in the form of prior parameter distributions, and the distributions are refined or updated using experimental data to generate posterior distributions of parameter estimates. The goal of this paper is to give the non-mathematician a brief description of the Bayesian approach and Markov chain Monte Carlo analysis, how this technique is used in risk assessment, and the issues associated with this approach.

Bayesian Inference on Malignant Breast Cancer in Nigeria: A Diagnosis of MCMC Convergence

PubMed Central

Ogunsakin, Ropo Ebenezer; Siaka, Lougue

2017-01-01

Background: There has been no previous study to classify malignant breast tumor in details based on Markov Chain Monte Carlo (MCMC) convergence in Western, Nigeria. This study therefore aims to profile patients living with benign and malignant breast tumor in two different hospitals among women of Western Nigeria, with a focus on prognostic factors and MCMC convergence. Materials and Methods: A hospital-based record was used to identify prognostic factors for malignant breast cancer among women of Western Nigeria. This paper describes Bayesian inference and demonstrates its usage to estimation of parameters of the logistic regression via Markov Chain Monte Carlo (MCMC) algorithm. The result of the Bayesian approach is compared with the classical statistics. Results: The mean age of the respondents was 42.2 ±16.6 years with 52% of the women aged between 35-49 years. The results of both techniques suggest that age and women with at least high school education have a significantly higher risk of being diagnosed with malignant breast tumors than benign breast tumors. The results also indicate a reduction of standard errors is associated with the coefficients obtained from the Bayesian approach. In addition, simulation result reveal that women with at least high school are 1.3 times more at risk of having malignant breast lesion in western Nigeria compared to benign breast lesion. Conclusion: We concluded that more efforts are required towards creating awareness and advocacy campaigns on how the prevalence of malignant breast lesions can be reduced, especially among women. The application of Bayesian produces precise estimates for modeling malignant breast cancer. PMID:29072396

Detecting structure of haplotypes and local ancestry

USDA-ARS?s Scientific Manuscript database

We present a two-layer hidden Markov model to detect the structure of haplotypes for unrelated individuals. This allows us to model two scales of linkage disequilibrium (one within a group of haplotypes and one between groups), thereby taking advantage of rich haplotype information to infer local an...

Predictive Rate-Distortion for Infinite-Order Markov Processes

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2016-06-01

Predictive rate-distortion analysis suffers from the curse of dimensionality: clustering arbitrarily long pasts to retain information about arbitrarily long futures requires resources that typically grow exponentially with length. The challenge is compounded for infinite-order Markov processes, since conditioning on finite sequences cannot capture all of their past dependencies. Spectral arguments confirm a popular intuition: algorithms that cluster finite-length sequences fail dramatically when the underlying process has long-range temporal correlations and can fail even for processes generated by finite-memory hidden Markov models. We circumvent the curse of dimensionality in rate-distortion analysis of finite- and infinite-order processes by casting predictive rate-distortion objective functions in terms of the forward- and reverse-time causal states of computational mechanics. Examples demonstrate that the resulting algorithms yield substantial improvements.

Uncertainty Quantification of Hypothesis Testing for the Integrated Knowledge Engine

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cuellar, Leticia

2012-05-31

The Integrated Knowledge Engine (IKE) is a tool of Bayesian analysis, based on Bayesian Belief Networks or Bayesian networks for short. A Bayesian network is a graphical model (directed acyclic graph) that allows representing the probabilistic structure of many variables assuming a localized type of dependency called the Markov property. The Markov property in this instance makes any node or random variable to be independent of any non-descendant node given information about its parent. A direct consequence of this property is that it is relatively easy to incorporate new evidence and derive the appropriate consequences, which in general is notmore » an easy or feasible task. Typically we use Bayesian networks as predictive models for a small subset of the variables, either the leave nodes or the root nodes. In IKE, since most applications deal with diagnostics, we are interested in predicting the likelihood of the root nodes given new observations on any of the children nodes. The root nodes represent the various possible outcomes of the analysis, and an important problem is to determine when we have gathered enough evidence to lean toward one of these particular outcomes. This document presents criteria to decide when the evidence gathered is sufficient to draw a particular conclusion or decide in favor of a particular outcome by quantifying the uncertainty in the conclusions that are drawn from the data. The material in this document is organized as follows: Section 2 presents briefly a forensics Bayesian network, and we explore evaluating the information provided by new evidence by looking first at the posterior distribution of the nodes of interest, and then at the corresponding posterior odds ratios. Section 3 presents a third alternative: Bayes Factors. In section 4 we finalize by showing the relation between the posterior odds ratios and Bayes factors and showing examples these cases, and in section 5 we conclude by providing clear guidelines of how to use these for the type of Bayesian networks used in IKE.« less

Implicit emotion regulation in adolescent girls: An exploratory investigation of Hidden Markov Modeling and its neural correlates.

PubMed

Steele, James S; Bush, Keith; Stowe, Zachary N; James, George A; Smitherman, Sonet; Kilts, Clint D; Cisler, Josh

2018-01-01

Numerous data demonstrate that distracting emotional stimuli cause behavioral slowing (i.e. emotional conflict) and that behavior dynamically adapts to such distractors. However, the cognitive and neural mechanisms that mediate these behavioral findings are poorly understood. Several theoretical models have been developed that attempt to explain these phenomena, but these models have not been directly tested on human behavior nor compared. A potential tool to overcome this limitation is Hidden Markov Modeling (HMM), which is a computational approach to modeling indirectly observed systems. Here, we administered an emotional Stroop task to a sample of healthy adolescent girls (N = 24) during fMRI and used HMM to implement theoretical behavioral models. We then compared the model fits and tested for neural representations of the hidden states of the most supported model. We found that a modified variant of the model posited by Mathews et al. (1998) was most concordant with observed behavior and that brain activity was related to the model-based hidden states. Particularly, while the valences of the stimuli themselves were encoded primarily in the ventral visual cortex, the model-based detection of threatening targets was associated with increased activity in the bilateral anterior insula, while task effort (i.e. adaptation) was associated with reduction in the activity of these areas. These findings suggest that emotional target detection and adaptation are accomplished partly through increases and decreases, respectively, in the perceived immediate relevance of threatening cues and also demonstrate the efficacy of using HMM to apply theoretical models to human behavior.

Implicit emotion regulation in adolescent girls: An exploratory investigation of Hidden Markov Modeling and its neural correlates

PubMed Central

Bush, Keith; Stowe, Zachary N.; James, George A.; Smitherman, Sonet; Kilts, Clint D.; Cisler, Josh

2018-01-01

Numerous data demonstrate that distracting emotional stimuli cause behavioral slowing (i.e. emotional conflict) and that behavior dynamically adapts to such distractors. However, the cognitive and neural mechanisms that mediate these behavioral findings are poorly understood. Several theoretical models have been developed that attempt to explain these phenomena, but these models have not been directly tested on human behavior nor compared. A potential tool to overcome this limitation is Hidden Markov Modeling (HMM), which is a computational approach to modeling indirectly observed systems. Here, we administered an emotional Stroop task to a sample of healthy adolescent girls (N = 24) during fMRI and used HMM to implement theoretical behavioral models. We then compared the model fits and tested for neural representations of the hidden states of the most supported model. We found that a modified variant of the model posited by Mathews et al. (1998) was most concordant with observed behavior and that brain activity was related to the model-based hidden states. Particularly, while the valences of the stimuli themselves were encoded primarily in the ventral visual cortex, the model-based detection of threatening targets was associated with increased activity in the bilateral anterior insula, while task effort (i.e. adaptation) was associated with reduction in the activity of these areas. These findings suggest that emotional target detection and adaptation are accomplished partly through increases and decreases, respectively, in the perceived immediate relevance of threatening cues and also demonstrate the efficacy of using HMM to apply theoretical models to human behavior. PMID:29489856

Discovering the Sequential Structure of Thought

ERIC Educational Resources Information Center

Anderson, John R.; Fincham, Jon M.

2014-01-01

Multi-voxel pattern recognition techniques combined with Hidden Markov models can be used to discover the mental states that people go through in performing a task. The combined method identifies both the mental states and how their durations vary with experimental conditions. We apply this method to a task where participants solve novel…

Efficacy of hidden markov model over support vector machine on multiclass classification of healthy and cancerous cervical tissues

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Sabyasachi; Kurmi, Indrajit; Pratiher, Sawon; Mukherjee, Sukanya; Barman, Ritwik; Ghosh, Nirmalya; Panigrahi, Prasanta K.

2018-02-01

In this paper, a comparative study between SVM and HMM has been carried out for multiclass classification of cervical healthy and cancerous tissues. In our study, the HMM methodology is more promising to produce higher accuracy in classification.

Human Behavior Drift Detection in a Smart Home Environment.

PubMed

Masciadri, Andrea; Trofimova, Anna A; Matteucci, Matteo; Salice, Fabio

2017-01-01

The proposed system aims at elderly people independent living by providing an early indicator of habits changes which might be relevant for a diagnosis of diseases. It relies on Hidden Markov Model to describe the behavior observing sensors data, while Likelihood Ratio Test gives the variation within different time periods.

Population forecasts for Bangladesh, using a Bayesian methodology.

PubMed

Mahsin, Md; Hossain, Syed Shahadat

2012-12-01

Population projection for many developing countries could be quite a challenging task for the demographers mostly due to lack of availability of enough reliable data. The objective of this paper is to present an overview of the existing methods for population forecasting and to propose an alternative based on the Bayesian statistics, combining the formality of inference. The analysis has been made using Markov Chain Monte Carlo (MCMC) technique for Bayesian methodology available with the software WinBUGS. Convergence diagnostic techniques available with the WinBUGS software have been applied to ensure the convergence of the chains necessary for the implementation of MCMC. The Bayesian approach allows for the use of observed data and expert judgements by means of appropriate priors, and a more realistic population forecasts, along with associated uncertainty, has been possible.

Estimating parameters of hidden Markov models based on marked individuals: use of robust design data

USGS Publications Warehouse

Kendall, William L.; White, Gary C.; Hines, James E.; Langtimm, Catherine A.; Yoshizaki, Jun

2012-01-01

Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last twenty years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We also provide user-friendly software to implement these models. This general framework could also be used by practitioners to consider constrained models of particular interest, or model the relationship between within-primary period parameters (e.g., state structure) and between-primary period parameters (e.g., state transition probabilities).

Bayesian dynamic regression models for interval censored survival data with application to children dental health.

PubMed

Wang, Xiaojing; Chen, Ming-Hui; Yan, Jun

2013-07-01

Cox models with time-varying coefficients offer great flexibility in capturing the temporal dynamics of covariate effects on event times, which could be hidden from a Cox proportional hazards model. Methodology development for varying coefficient Cox models, however, has been largely limited to right censored data; only limited work on interval censored data has been done. In most existing methods for varying coefficient models, analysts need to specify which covariate coefficients are time-varying and which are not at the time of fitting. We propose a dynamic Cox regression model for interval censored data in a Bayesian framework, where the coefficient curves are piecewise constant but the number of pieces and the jump points are covariate specific and estimated from the data. The model automatically determines the extent to which the temporal dynamics is needed for each covariate, resulting in smoother and more stable curve estimates. The posterior computation is carried out via an efficient reversible jump Markov chain Monte Carlo algorithm. Inference of each coefficient is based on an average of models with different number of pieces and jump points. A simulation study with three covariates, each with a coefficient of different degree in temporal dynamics, confirmed that the dynamic model is preferred to the existing time-varying model in terms of model comparison criteria through conditional predictive ordinate. When applied to a dental health data of children with age between 7 and 12 years, the dynamic model reveals that the relative risk of emergence of permanent tooth 24 between children with and without an infected primary predecessor is the highest at around age 7.5, and that it gradually reduces to one after age 11. These findings were not seen from the existing studies with Cox proportional hazards models.

Gesture Based Control and EMG Decomposition

NASA Technical Reports Server (NTRS)

Wheeler, Kevin R.; Chang, Mindy H.; Knuth, Kevin H.

2005-01-01

This paper presents two probabilistic developments for use with Electromyograms (EMG). First described is a new-electric interface for virtual device control based on gesture recognition. The second development is a Bayesian method for decomposing EMG into individual motor unit action potentials. This more complex technique will then allow for higher resolution in separating muscle groups for gesture recognition. All examples presented rely upon sampling EMG data from a subject's forearm. The gesture based recognition uses pattern recognition software that has been trained to identify gestures from among a given set of gestures. The pattern recognition software consists of hidden Markov models which are used to recognize the gestures as they are being performed in real-time from moving averages of EMG. Two experiments were conducted to examine the feasibility of this interface technology. The first replicated a virtual joystick interface, and the second replicated a keyboard. Moving averages of EMG do not provide easy distinction between fine muscle groups. To better distinguish between different fine motor skill muscle groups we present a Bayesian algorithm to separate surface EMG into representative motor unit action potentials. The algorithm is based upon differential Variable Component Analysis (dVCA) [l], [2] which was originally developed for Electroencephalograms. The algorithm uses a simple forward model representing a mixture of motor unit action potentials as seen across multiple channels. The parameters of this model are iteratively optimized for each component. Results are presented on both synthetic and experimental EMG data. The synthetic case has additive white noise and is compared with known components. The experimental EMG data was obtained using a custom linear electrode array designed for this study.

Adaptive hidden Markov model-based online learning framework for bearing faulty detection and performance degradation monitoring

NASA Astrophysics Data System (ADS)

Yu, Jianbo

2017-01-01

This study proposes an adaptive-learning-based method for machine faulty detection and health degradation monitoring. The kernel of the proposed method is an "evolving" model that uses an unsupervised online learning scheme, in which an adaptive hidden Markov model (AHMM) is used for online learning the dynamic health changes of machines in their full life. A statistical index is developed for recognizing the new health states in the machines. Those new health states are then described online by adding of new hidden states in AHMM. Furthermore, the health degradations in machines are quantified online by an AHMM-based health index (HI) that measures the similarity between two density distributions that describe the historic and current health states, respectively. When necessary, the proposed method characterizes the distinct operating modes of the machine and can learn online both abrupt as well as gradual health changes. Our method overcomes some drawbacks of the HIs (e.g., relatively low comprehensibility and applicability) based on fixed monitoring models constructed in the offline phase. Results from its application in a bearing life test reveal that the proposed method is effective in online detection and adaptive assessment of machine health degradation. This study provides a useful guide for developing a condition-based maintenance (CBM) system that uses an online learning method without considerable human intervention.

Use of Bayesian Inference in Crystallographic Structure Refinement via Full Diffraction Profile Analysis

PubMed Central

Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.

2016-01-01

A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221

Bayesian Analysis for Exponential Random Graph Models Using the Adaptive Exchange Sampler.

PubMed

Jin, Ick Hoon; Yuan, Ying; Liang, Faming

2013-10-01

Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency.

Searching for efficient Markov chain Monte Carlo proposal kernels

PubMed Central

Yang, Ziheng; Rodríguez, Carlos E.

2013-01-01

Markov chain Monte Carlo (MCMC) or the Metropolis–Hastings algorithm is a simulation algorithm that has made modern Bayesian statistical inference possible. Nevertheless, the efficiency of different Metropolis–Hastings proposal kernels has rarely been studied except for the Gaussian proposal. Here we propose a unique class of Bactrian kernels, which avoid proposing values that are very close to the current value, and compare their efficiency with a number of proposals for simulating different target distributions, with efficiency measured by the asymptotic variance of a parameter estimate. The uniform kernel is found to be more efficient than the Gaussian kernel, whereas the Bactrian kernel is even better. When optimal scales are used for both, the Bactrian kernel is at least 50% more efficient than the Gaussian. Implementation in a Bayesian program for molecular clock dating confirms the general applicability of our results to generic MCMC algorithms. Our results refute a previous claim that all proposals had nearly identical performance and will prompt further research into efficient MCMC proposals. PMID:24218600

Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

PubMed Central

McNally, Kevin; Cotton, Richard; Cocker, John; Jones, Kate; Bartels, Mike; Rick, David; Price, Paul; Loizou, George

2012-01-01

There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure. PMID:22719759

An adaptive Hidden Markov Model for activity recognition based on a wearable multi-sensor device

USDA-ARS?s Scientific Manuscript database

Human activity recognition is important in the study of personal health, wellness and lifestyle. In order to acquire human activity information from the personal space, many wearable multi-sensor devices have been developed. In this paper, a novel technique for automatic activity recognition based o...

Xylose utilization in recombinant Zymomonas

DOEpatents

Kahsay, Robel Y; Qi, Min; Tao, Luan; Viitanen, Paul V; Yang, Jianjun

2013-01-07

Zymomonas expressing xylose isomerase from A. missouriensis was found to have improved xylose utilization, growth, and ethanol production when grown in media containing xylose. Xylose isomerases related to that of A. missouriensis were identified structurally through molecular phylogenetic and Profile Hidden Markov Model analyses, providing xylose isomerases that may be used to improve xylose utilization.

Investigating the Relationship between Dialogue Structure and Tutoring Effectiveness: A Hidden Markov Modeling Approach

ERIC Educational Resources Information Center

Boyer, Kristy Elizabeth; Phillips, Robert; Ingram, Amy; Ha, Eun Young; Wallis, Michael; Vouk, Mladen; Lester, James

2011-01-01

Identifying effective tutorial dialogue strategies is a key issue for intelligent tutoring systems research. Human-human tutoring offers a valuable model for identifying effective tutorial strategies, but extracting them is a challenge because of the richness of human dialogue. This article addresses that challenge through a machine learning…

A Multimedia English Learning System Using HMMs to Improve Phonemic Awareness for English Learning

ERIC Educational Resources Information Center

Lai, Yen-Shou; Tsai, Hung-Hsu; Yu, Pao-Ta

2009-01-01

This paper proposes a multimedia English learning (MEL) system, based on Hidden Markov Models (HMMs) and mastery theory strategy, for teaching students with the aim of enhancing their English phonetic awareness and pronunciation. It can analyze phonetic structures, identify and capture pronunciation errors to provide students with targeted advice…

HIV Migration Between Blood and Cerebrospinal Fluid or Semen Over Time

PubMed Central

Chaillon, Antoine; Gianella, Sara; Wertheim, Joel O.; Richman, Douglas D.; Mehta, Sanjay R.; Smith, David M.

2014-01-01

Previous studies reported associations between neuropathogenesis and human immunodeficiency virus (HIV) compartmentalization in cerebrospinal fluid (CSF) and between sexual transmission and human immunodeficiency virus type 1 (HIV) compartmentalization in semen. It remains unclear, however, how compartmentalization dynamics change over time. To address this, we used statistical methods and Bayesian phylogenetic approaches to reconstruct temporal dynamics of HIV migration between blood and CSF and between blood and the male genital tract. We investigated 11 HIV-infected individuals with paired semen and blood samples and 4 individuals with paired CSF and blood samples. Aligned partial HIV env sequences were analyzed by (1) phylogenetic reconstruction, using a Bayesian Markov-chain Monte Carlo approach; (2) evaluation of viral compartmentalization, using tree-based and distance-based methods; and (3) analysis of migration events, using a discrete Bayesian asymmetric phylogeographic approach of diffusion with Markov jump counts estimation. Finally, we evaluated potential correlates of viral gene flow across anatomical compartments. We observed bidirectional replenishment of viral compartments and asynchronous peaks of viral migration from and to blood over time, suggesting that disruption of viral compartment is transient and directionally selected. These findings imply that viral subpopulations in anatomical sites are an active part of the whole viral population and that compartmental reservoirs could have implications in future eradication studies. PMID:24302756

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic amplitude versus angle (AVA) and controlled source electromagnetic (CSEM) data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo (MCMC) sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis (DREAM) and Adaptive Metropolis (AM) samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and CSEM data. The multi-chain MCMC is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration,more » the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic AVA and CSEM joint inversion provides better estimation of reservoir saturations than the seismic AVA-only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated – reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Correlated gamma-based hidden Markov model for the smart asthma management based on rescue inhaler usage.

PubMed

Son, Junbo; Brennan, Patricia Flatley; Zhou, Shiyu

2017-05-10

Asthma is a very common chronic disease that affects a large portion of population in many nations. Driven by the fast development in sensor and mobile communication technology, a smart asthma management system has become available to continuously monitor the key health indicators of asthma patients. Such data provides opportunities for healthcare practitioners to examine patients not only in the clinic (on-site) but also outside of the clinic (off-site) in their daily life. In this paper, taking advantage from this data availability, we propose a correlated gamma-based hidden Markov model framework, which can reveal and highlight useful information from the rescue inhaler-usage profiles of individual patients for practitioners. The proposed method can provide diagnostic information about the asthma control status of individual patients and can help practitioners to make more informed therapeutic decisions accordingly. The proposed method is validated through both numerical study and case study based on real world data. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

A proposed OB-fold with a protein-interaction surface in Candida albicans telomerase protein Est3

PubMed Central

Yu, Eun Young; Wang, Feng; Lei, Ming; Lue, Neal F

2008-01-01

Ever shorter telomeres 3 (Est3) is an essential telomerase regulatory subunit thought to be unique to budding yeasts. Here we use multiple sequence alignment and hidden Markov model–hidden Markov model (HMM-HMM) comparison to uncover potential similarities between Est3 and the mammalian telomeric protein Tpp1. Analysis of site-specific mutants of Candida albicans Est3 revealed functional distinctions between residues that are conserved between Est3 and Tpp1 and those that are unique to Est3. Although both types of residues are important for telomere maintenance in vivo, only the former contributes to telomerase activity in vitro and facilitates the association of Est3 with telomerase core components. Consistent with a function in protein-protein interaction, the residues common to Est3 and Tpp1 map to one face of an OB-fold model structure, away from the canonical nucleic acid binding surface. We propose that Est3 and the OB-fold domain of Tpp1 mediate a conserved function in telomerase regulation. PMID:19172753

Development of a Fault Monitoring Technique for Wind Turbines Using a Hidden Markov Model.

PubMed

Shin, Sung-Hwan; Kim, SangRyul; Seo, Yun-Ho

2018-06-02

Regular inspection for the maintenance of the wind turbines is difficult because of their remote locations. For this reason, condition monitoring systems (CMSs) are typically installed to monitor their health condition. The purpose of this study is to propose a fault detection algorithm for the mechanical parts of the wind turbine. To this end, long-term vibration data were collected over two years by a CMS installed on a 3 MW wind turbine. The vibration distribution at a specific rotating speed of main shaft is approximated by the Weibull distribution and its cumulative distribution function is utilized for determining the threshold levels that indicate impending failure of mechanical parts. A Hidden Markov model (HMM) is employed to propose the statistical fault detection algorithm in the time domain and the method whereby the input sequence for HMM is extracted is also introduced by considering the threshold levels and the correlation between the signals. Finally, it was demonstrated that the proposed HMM algorithm achieved a greater than 95% detection success rate by using the long-term signals.

Adaptive hidden Markov model with anomaly States for price manipulation detection.

PubMed

Cao, Yi; Li, Yuhua; Coleman, Sonya; Belatreche, Ammar; McGinnity, Thomas Martin

2015-02-01

Price manipulation refers to the activities of those traders who use carefully designed trading behaviors to manually push up or down the underlying equity prices for making profits. With increasing volumes and frequency of trading, price manipulation can be extremely damaging to the proper functioning and integrity of capital markets. The existing literature focuses on either empirical studies of market abuse cases or analysis of particular manipulation types based on certain assumptions. Effective approaches for analyzing and detecting price manipulation in real time are yet to be developed. This paper proposes a novel approach, called adaptive hidden Markov model with anomaly states (AHMMAS) for modeling and detecting price manipulation activities. Together with wavelet transformations and gradients as the feature extraction methods, the AHMMAS model caters to price manipulation detection and basic manipulation type recognition. The evaluation experiments conducted on seven stock tick data from NASDAQ and the London Stock Exchange and 10 simulated stock prices by stochastic differential equation show that the proposed AHMMAS model can effectively detect price manipulation patterns and outperforms the selected benchmark models.

Hypovigilance Detection for UCAV Operators Based on a Hidden Markov Model

PubMed Central

Kwon, Namyeon; Shin, Yongwook; Ryo, Chuh Yeop; Park, Jonghun

2014-01-01

With the advance of military technology, the number of unmanned combat aerial vehicles (UCAVs) has rapidly increased. However, it has been reported that the accident rate of UCAVs is much higher than that of manned combat aerial vehicles. One of the main reasons for the high accident rate of UCAVs is the hypovigilance problem which refers to the decrease in vigilance levels of UCAV operators while maneuvering. In this paper, we propose hypovigilance detection models for UCAV operators based on EEG signal to minimize the number of occurrences of hypovigilance. To enable detection, we have applied hidden Markov models (HMMs), two of which are used to indicate the operators' dual states, normal vigilance and hypovigilance, and, for each operator, the HMMs are trained as a detection model. To evaluate the efficacy and effectiveness of the proposed models, we conducted two experiments on the real-world data obtained by using EEG-signal acquisition devices, and they yielded satisfactory results. By utilizing the proposed detection models, the problem of hypovigilance of UCAV operators and the problem of high accident rate of UCAVs can be addressed. PMID:24963338

Characterizing and Differentiating Brain State Dynamics via Hidden Markov Models

PubMed Central

Ou, Jinli; Xie, Li; Jin, Changfeng; Li, Xiang; Zhu, Dajiang; Jiang, Rongxin; Chen, Yaowu

2014-01-01

Functional connectivity measured from resting state fMRI (R-fMRI) data has been widely used to examine the brain’s functional activities and has been recently used to characterize and differentiate brain conditions. However, the dynamical transition patterns of the brain’s functional states have been less explored. In this work, we propose a novel computational framework to quantitatively characterize the brain state dynamics via hidden Markov models (HMMs) learned from the observations of temporally dynamic functional connectomics, denoted as functional connectome states. The framework has been applied to the R-fMRI dataset including 44 post-traumatic stress disorder (PTSD) patients and 51 normal control (NC) subjects. Experimental results show that both PTSD and NC brains were undergoing remarkable changes in resting state and mainly transiting amongst a few brain states. Interestingly, further prediction with the best-matched HMM demonstrates that PTSD would enter into, but could not disengage from, a negative mood state. Importantly, 84 % of PTSD patients and 86 % of NC subjects are successfully classified via multiple HMMs using majority voting. PMID:25331991

Hidden Markov model for dependent mark loss and survival estimation

USGS Publications Warehouse

Laake, Jeffrey L.; Johnson, Devin S.; Diefenbach, Duane R.; Ternent, Mark A.

2014-01-01

Mark-recapture estimators assume no loss of marks to provide unbiased estimates of population parameters. We describe a hidden Markov model (HMM) framework that integrates a mark loss model with a Cormack–Jolly–Seber model for survival estimation. Mark loss can be estimated with single-marked animals as long as a sub-sample of animals has a permanent mark. Double-marking provides an estimate of mark loss assuming independence but dependence can be modeled with a permanently marked sub-sample. We use a log-linear approach to include covariates for mark loss and dependence which is more flexible than existing published methods for integrated models. The HMM approach is demonstrated with a dataset of black bears (Ursus americanus) with two ear tags and a subset of which were permanently marked with tattoos. The data were analyzed with and without the tattoo. Dropping the tattoos resulted in estimates of survival that were reduced by 0.005–0.035 due to tag loss dependence that could not be modeled. We also analyzed the data with and without the tattoo using a single tag. By not using.

Autoregressive-moving-average hidden Markov model for vision-based fall prediction-An application for walker robot.

PubMed

Taghvaei, Sajjad; Jahanandish, Mohammad Hasan; Kosuge, Kazuhiro

2017-01-01

Population aging of the societies requires providing the elderly with safe and dependable assistive technologies in daily life activities. Improving the fall detection algorithms can play a major role in achieving this goal. This article proposes a real-time fall prediction algorithm based on the acquired visual data of a user with walking assistive system from a depth sensor. In the lack of a coupled dynamic model of the human and the assistive walker a hybrid "system identification-machine learning" approach is used. An autoregressive-moving-average (ARMA) model is fitted on the time-series walking data to forecast the upcoming states, and a hidden Markov model (HMM) based classifier is built on the top of the ARMA model to predict falling in the upcoming time frames. The performance of the algorithm is evaluated through experiments with four subjects including an experienced physiotherapist while using a walker robot in five different falling scenarios; namely, fall forward, fall down, fall back, fall left, and fall right. The algorithm successfully predicts the fall with a rate of 84.72%.

Exploring the behavior of Caenorhabditis Elegans by using a self-organizing map and hidden Markov model

NASA Astrophysics Data System (ADS)

Kang, Seung-Ho; Lee, Sang-Hee; Chon, Tae-Soo

2012-02-01

In recent decades, the behavior of Caenorhabditis elegans ( C. elegans) has been extensively studied to understand the respective roles of neural control and biomechanics. Thus far, however, only a few studies on the simulation modeling of C. elegans swimming behavior have been conducted because it is mathematically difficult to describe its complicated behavior. In this study, we built two hidden Markov models (HMMs), corresponding to the movements of C. elegans in a controlled environment with no chemical treatment and in a formaldehyde-treated environment (0.1 ppm), respectively. The movement was characterized by a series of shape patterns of the organism, taken every 0.25 s for 40 min. All shape patterns were quantified by branch length similarity (BLS) entropy and classified into seven patterns by using the self-organizing map (SOM) and the k-means clustering algorithm. The HMM coupled with the SOM was successful in accurately explaining the organism's behavior. In addition, we briefly discussed the possibility of using the HMM together with BLS entropy to develop bio-monitoring systems for real-time applications to determine water quality.

Reverse engineering a social agent-based hidden markov model--visage.

PubMed

Chen, Hung-Ching Justin; Goldberg, Mark; Magdon-Ismail, Malik; Wallace, William A

2008-12-01

We present a machine learning approach to discover the agent dynamics that drives the evolution of the social groups in a community. We set up the problem by introducing an agent-based hidden Markov model for the agent dynamics: an agent's actions are determined by micro-laws. Nonetheless, We learn the agent dynamics from the observed communications without knowing state transitions. Our approach is to identify the appropriate micro-laws corresponding to an identification of the appropriate parameters in the model. The model identification problem is then formulated as a mixed optimization problem. To solve the problem, we develop a multistage learning process for determining the group structure, the group evolution, and the micro-laws of a community based on the observed set of communications among actors, without knowing the semantic contents. Finally, to test the quality of our approximations and the feasibility of the approach, we present the results of extensive experiments on synthetic data as well as the results on real communities, such as Enron email and Movie newsgroups. Insight into agent dynamics helps us understand the driving forces behind social evolution.

Optimizing Likelihood Models for Particle Trajectory Segmentation in Multi-State Systems.

PubMed

Young, Dylan Christopher; Scrimgeour, Jan

2018-06-19

Particle tracking offers significant insight into the molecular mechanics that govern the behav- ior of living cells. The analysis of molecular trajectories that transition between different motive states, such as diffusive, driven and tethered modes, is of considerable importance, with even single trajectories containing significant amounts of information about a molecule's environment and its interactions with cellular structures. Hidden Markov models (HMM) have been widely adopted to perform the segmentation of such complex tracks. In this paper, we show that extensive analysis of hidden Markov model outputs using data derived from multi-state Brownian dynamics simulations can be used both for the optimization of the likelihood models used to describe the states of the system and for characterization of the technique's failure mechanisms. This analysis was made pos- sible by the implementation of parallelized adaptive direct search algorithm on a Nvidia graphics processing unit. This approach provides critical information for the visualization of HMM failure and successful design of particle tracking experiments where trajectories contain multiple mobile states. © 2018 IOP Publishing Ltd.

Recognition of surgical skills using hidden Markov models

NASA Astrophysics Data System (ADS)

Speidel, Stefanie; Zentek, Tom; Sudra, Gunther; Gehrig, Tobias; Müller-Stich, Beat Peter; Gutt, Carsten; Dillmann, Rüdiger

2009-02-01

Minimally invasive surgery is a highly complex medical discipline and can be regarded as a major breakthrough in surgical technique. A minimally invasive intervention requires enhanced motor skills to deal with difficulties like the complex hand-eye coordination and restricted mobility. To alleviate these constraints we propose to enhance the surgeon's capabilities by providing a context-aware assistance using augmented reality techniques. To recognize and analyze the current situation for context-aware assistance, we need intraoperative sensor data and a model of the intervention. Characteristics of a situation are the performed activity, the used instruments, the surgical objects and the anatomical structures. Important information about the surgical activity can be acquired by recognizing the surgical gesture performed. Surgical gestures in minimally invasive surgery like cutting, knot-tying or suturing are here referred to as surgical skills. We use the motion data from the endoscopic instruments to classify and analyze the performed skill and even use it for skill evaluation in a training scenario. The system uses Hidden Markov Models (HMM) to model and recognize a specific surgical skill like knot-tying or suturing with an average recognition rate of 92%.

Automated circumferential construction of first-order aqueous humor outflow pathways using spectral-domain optical coherence tomography

NASA Astrophysics Data System (ADS)

Huang, Alex S.; Belghith, Akram; Dastiridou, Anna; Chopra, Vikas; Zangwill, Linda M.; Weinreb, Robert N.

2017-06-01

The purpose was to create a three-dimensional (3-D) model of circumferential aqueous humor outflow (AHO) in a living human eye with an automated detection algorithm for Schlemm's canal (SC) and first-order collector channels (CC) applied to spectral-domain optical coherence tomography (SD-OCT). Anterior segment SD-OCT scans from a subject were acquired circumferentially around the limbus. A Bayesian Ridge method was used to approximate the location of the SC on infrared confocal laser scanning ophthalmoscopic images with a cross multiplication tool developed to initiate SC/CC detection automated through a fuzzy hidden Markov Chain approach. Automatic segmentation of SC and initial CC's was manually confirmed by two masked graders. Outflow pathways detected by the segmentation algorithm were reconstructed into a 3-D representation of AHO. Overall, only <1% of images (5114 total B-scans) were ungradable. Automatic segmentation algorithm performed well with SC detection 98.3% of the time and <0.1% false positive detection compared to expert grader consensus. CC was detected 84.2% of the time with 1.4% false positive detection. 3-D representation of AHO pathways demonstrated variably thicker and thinner SC with some clear CC roots. Circumferential (360 deg), automated, and validated AHO detection of angle structures in the living human eye with reconstruction was possible.

Tropical geometry of statistical models.

PubMed

Pachter, Lior; Sturmfels, Bernd

2004-11-16

This article presents a unified mathematical framework for inference in graphical models, building on the observation that graphical models are algebraic varieties. From this geometric viewpoint, observations generated from a model are coordinates of a point in the variety, and the sum-product algorithm is an efficient tool for evaluating specific coordinates. Here, we address the question of how the solutions to various inference problems depend on the model parameters. The proposed answer is expressed in terms of tropical algebraic geometry. The Newton polytope of a statistical model plays a key role. Our results are applied to the hidden Markov model and the general Markov model on a binary tree.

How hidden are hidden processes? A primer on crypticity and entropy convergence

NASA Astrophysics Data System (ADS)

Mahoney, John R.; Ellison, Christopher J.; James, Ryan G.; Crutchfield, James P.

2011-09-01

We investigate a stationary process's crypticity—a measure of the difference between its hidden state information and its observed information—using the causal states of computational mechanics. Here, we motivate crypticity and cryptic order as physically meaningful quantities that monitor how hidden a hidden process is. This is done by recasting previous results on the convergence of block entropy and block-state entropy in a geometric setting, one that is more intuitive and that leads to a number of new results. For example, we connect crypticity to how an observer synchronizes to a process. We show that the block-causal-state entropy is a convex function of block length. We give a complete analysis of spin chains. We present a classification scheme that surveys stationary processes in terms of their possible cryptic and Markov orders. We illustrate related entropy convergence behaviors using a new form of foliated information diagram. Finally, along the way, we provide a variety of interpretations of crypticity and cryptic order to establish their naturalness and pervasiveness. This is also a first step in developing applications in spatially extended and network dynamical systems.

A statistical model investigating the prevalence of tuberculosis in New York City using counting processes with two change-points

PubMed Central

ACHCAR, J. A.; MARTINEZ, E. Z.; RUFFINO-NETTO, A.; PAULINO, C. D.; SOARES, P.

2008-01-01

SUMMARY We considered a Bayesian analysis for the prevalence of tuberculosis cases in New York City from 1970 to 2000. This counting dataset presented two change-points during this period. We modelled this counting dataset considering non-homogeneous Poisson processes in the presence of the two-change points. A Bayesian analysis for the data is considered using Markov chain Monte Carlo methods. Simulated Gibbs samples for the parameters of interest were obtained using WinBugs software. PMID:18346287

A Bayesian nonparametric approach to dynamical noise reduction

NASA Astrophysics Data System (ADS)

Kaloudis, Konstantinos; Hatjispyros, Spyridon J.

2018-06-01

We propose a Bayesian nonparametric approach for the noise reduction of a given chaotic time series contaminated by dynamical noise, based on Markov Chain Monte Carlo methods. The underlying unknown noise process (possibly) exhibits heavy tailed behavior. We introduce the Dynamic Noise Reduction Replicator model with which we reconstruct the unknown dynamic equations and in parallel we replicate the dynamics under reduced noise level dynamical perturbations. The dynamic noise reduction procedure is demonstrated specifically in the case of polynomial maps. Simulations based on synthetic time series are presented.

A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials

DOE PAGES

Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...

2017-02-01

A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.

Fuzzy hidden Markov chains segmentation for volume determination and quantitation in PET.

PubMed

Hatt, M; Lamare, F; Boussion, N; Turzo, A; Collet, C; Salzenstein, F; Roux, C; Jarritt, P; Carson, K; Cheze-Le Rest, C; Visvikis, D

2007-06-21

Accurate volume of interest (VOI) estimation in PET is crucial in different oncology applications such as response to therapy evaluation and radiotherapy treatment planning. The objective of our study was to evaluate the performance of the proposed algorithm for automatic lesion volume delineation; namely the fuzzy hidden Markov chains (FHMC), with that of current state of the art in clinical practice threshold based techniques. As the classical hidden Markov chain (HMC) algorithm, FHMC takes into account noise, voxel intensity and spatial correlation, in order to classify a voxel as background or functional VOI. However the novelty of the fuzzy model consists of the inclusion of an estimation of imprecision, which should subsequently lead to a better modelling of the 'fuzzy' nature of the object of interest boundaries in emission tomography data. The performance of the algorithms has been assessed on both simulated and acquired datasets of the IEC phantom, covering a large range of spherical lesion sizes (from 10 to 37 mm), contrast ratios (4:1 and 8:1) and image noise levels. Both lesion activity recovery and VOI determination tasks were assessed in reconstructed images using two different voxel sizes (8 mm3 and 64 mm3). In order to account for both the functional volume location and its size, the concept of % classification errors was introduced in the evaluation of volume segmentation using the simulated datasets. Results reveal that FHMC performs substantially better than the threshold based methodology for functional volume determination or activity concentration recovery considering a contrast ratio of 4:1 and lesion sizes of <28 mm. Furthermore differences between classification and volume estimation errors evaluated were smaller for the segmented volumes provided by the FHMC algorithm. Finally, the performance of the automatic algorithms was less susceptible to image noise levels in comparison to the threshold based techniques. The analysis of both simulated and acquired datasets led to similar results and conclusions as far as the performance of segmentation algorithms under evaluation is concerned.

Hidden Semi-Markov Models and Their Application

NASA Astrophysics Data System (ADS)

Beyreuther, M.; Wassermann, J.

2008-12-01

In the framework of detection and classification of seismic signals there are several different approaches. Our choice for a more robust detection and classification algorithm is to adopt Hidden Markov Models (HMM), a technique showing major success in speech recognition. HMM provide a powerful tool to describe highly variable time series based on a double stochastic model and therefore allow for a broader class description than e.g. template based pattern matching techniques. Being a fully probabilistic model, HMM directly provide a confidence measure of an estimated classification. Furthermore and in contrast to classic artificial neuronal networks or support vector machines, HMM are incorporating the time dependence explicitly in the models thus providing a adequate representation of the seismic signal. As the majority of detection algorithms, HMM are not based on the time and amplitude dependent seismogram itself but on features estimated from the seismogram which characterize the different classes. Features, or in other words characteristic functions, are e.g. the sonogram bands, instantaneous frequency, instantaneous bandwidth or centroid time. In this study we apply continuous Hidden Semi-Markov Models (HSMM), an extension of continuous HMM. The duration probability of a HMM is an exponentially decaying function of the time, which is not a realistic representation of the duration of an earthquake. In contrast HSMM use Gaussians as duration probabilities, which results in an more adequate model. The HSMM detection and classification system is running online as an EARTHWORM module at the Bavarian Earthquake Service. Here the signals that are to be classified simply differ in epicentral distance. This makes it possible to easily decide whether a classification is correct or wrong and thus allows to better evaluate the advantages and disadvantages of the proposed algorithm. The evaluation is based on several month long continuous data and the results are additionally compared to the previously published discrete HMM, continuous HMM and a classic STA/LTA. The intermediate evaluation results are very promising.

Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model

ERIC Educational Resources Information Center

Lamsal, Sunil

2015-01-01

Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…

Effect of Clustering Algorithm on Establishing Markov State Model for Molecular Dynamics Simulations.

PubMed

Li, Yan; Dong, Zigang

2016-06-27

Recently, the Markov state model has been applied for kinetic analysis of molecular dynamics simulations. However, discretization of the conformational space remains a primary challenge in model building, and it is not clear how the space decomposition by distinct clustering strategies exerts influence on the model output. In this work, different clustering algorithms are employed to partition the conformational space sampled in opening and closing of fatty acid binding protein 4 as well as inactivation and activation of the epidermal growth factor receptor. Various classifications are achieved, and Markov models are set up accordingly. On the basis of the models, the total net flux and transition rate are calculated between two distinct states. Our results indicate that geometric and kinetic clustering perform equally well. The construction and outcome of Markov models are heavily dependent on the data traits. Compared to other methods, a combination of Bayesian and hierarchical clustering is feasible in identification of metastable states.

Mode identification using stochastic hybrid models with applications to conflict detection and resolution

NASA Astrophysics Data System (ADS)

Naseri Kouzehgarani, Asal

2009-12-01

Most models of aircraft trajectories are non-linear and stochastic in nature; and their internal parameters are often poorly defined. The ability to model, simulate and analyze realistic air traffic management conflict detection scenarios in a scalable, composable, multi-aircraft fashion is an extremely difficult endeavor. Accurate techniques for aircraft mode detection are critical in order to enable the precise projection of aircraft conflicts, and for the enactment of altitude separation resolution strategies. Conflict detection is an inherently probabilistic endeavor; our ability to detect conflicts in a timely and accurate manner over a fixed time horizon is traded off against the increased human workload created by false alarms---that is, situations that would not develop into an actual conflict, or would resolve naturally in the appropriate time horizon-thereby introducing a measure of probabilistic uncertainty in any decision aid fashioned to assist air traffic controllers. The interaction of the continuous dynamics of the aircraft, used for prediction purposes, with the discrete conflict detection logic gives rise to the hybrid nature of the overall system. The introduction of the probabilistic element, common to decision alerting and aiding devices, places the conflict detection and resolution problem in the domain of probabilistic hybrid phenomena. A hidden Markov model (HMM) has two stochastic components: a finite-state Markov chain and a finite set of output probability distributions. In other words an unobservable stochastic process (hidden) that can only be observed through another set of stochastic processes that generate the sequence of observations. The problem of self separation in distributed air traffic management reduces to the ability of aircraft to communicate state information to neighboring aircraft, as well as model the evolution of aircraft trajectories between communications, in the presence of probabilistic uncertain dynamics as well as partially observable and uncertain data. We introduce the Hybrid Hidden Markov Modeling (HHMM) formalism to enable the prediction of the stochastic aircraft states (and thus, potential conflicts), by combining elements of the probabilistic timed input output automaton and the partially observable Markov decision process frameworks, along with the novel addition of a Markovian scheduler to remove the non-deterministic elements arising from the enabling of several actions simultaneously. Comparisons of aircraft in level, climbing/descending and turning flight are performed, and unknown flight track data is evaluated probabilistically against the tuned model in order to assess the effectiveness of the model in detecting the switch between multiple flight modes for a given aircraft. This also allows for the generation of probabilistic distribution over the execution traces of the hybrid hidden Markov model, which then enables the prediction of the states of aircraft based on partially observable and uncertain data. Based on the composition properties of the HHMM, we study a decentralized air traffic system where aircraft are moving along streams and can perform cruise, accelerate, climb and turn maneuvers. We develop a common decentralized policy for conflict avoidance with spatially distributed agents (aircraft in the sky) and assure its safety properties via correctness proofs.

Constructing 1/omegaalpha noise from reversible Markov chains.

PubMed

Erland, Sveinung; Greenwood, Priscilla E

2007-09-01

This paper gives sufficient conditions for the output of 1/omegaalpha noise from reversible Markov chains on finite state spaces. We construct several examples exhibiting this behavior in a specified range of frequencies. We apply simple representations of the covariance function and the spectral density in terms of the eigendecomposition of the probability transition matrix. The results extend to hidden Markov chains. We generalize the results for aggregations of AR1-processes of C. W. J. Granger [J. Econometrics 14, 227 (1980)]. Given the eigenvalue function, there is a variety of ways to assign values to the states such that the 1/omegaalpha condition is satisfied. We show that a random walk on a certain state space is complementary to the point process model of 1/omega noise of B. Kaulakys and T. Meskauskas [Phys. Rev. E 58, 7013 (1998)]. Passing to a continuous state space, we construct 1/omegaalpha noise which also has a long memory.

a Probability Model for Drought Prediction Using Fusion of Markov Chain and SAX Methods

NASA Astrophysics Data System (ADS)

Jouybari-Moghaddam, Y.; Saradjian, M. R.; Forati, A. M.

2017-09-01

Drought is one of the most powerful natural disasters which are affected on different aspects of the environment. Most of the time this phenomenon is immense in the arid and semi-arid area. Monitoring and prediction the severity of the drought can be useful in the management of the natural disaster caused by drought. Many indices were used in predicting droughts such as SPI, VCI, and TVX. In this paper, based on three data sets (rainfall, NDVI, and land surface temperature) which are acquired from MODIS satellite imagery, time series of SPI, VCI, and TVX in time limited between winters 2000 to summer 2015 for the east region of Isfahan province were created. Using these indices and fusion of symbolic aggregation approximation and hidden Markov chain drought was predicted for fall 2015. For this purpose, at first, each time series was transformed into the set of quality data based on the state of drought (5 group) by using SAX algorithm then the probability matrix for the future state was created by using Markov hidden chain. The fall drought severity was predicted by fusion the probability matrix and state of drought severity in summer 2015. The prediction based on the likelihood for each state of drought includes severe drought, middle drought, normal drought, severe wet and middle wet. The analysis and experimental result from proposed algorithm show that the product of this algorithm is acceptable and the proposed algorithm is appropriate and efficient for predicting drought using remote sensor data.

Spectral likelihood expansions for Bayesian inference

NASA Astrophysics Data System (ADS)

Nagel, Joseph B.; Sudret, Bruno

2016-03-01

A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this spectral likelihood expansion all statistical quantities of interest can be calculated semi-analytically. The posterior is formally represented as the product of a reference density and a linear combination of polynomial basis functions. Both the model evidence and the posterior moments are related to the expansion coefficients. This formulation avoids Markov chain Monte Carlo simulation and allows one to make use of linear least squares instead. The pros and cons of spectral Bayesian inference are discussed and demonstrated on the basis of simple applications from classical statistics and inverse modeling.

On a full Bayesian inference for force reconstruction problems

NASA Astrophysics Data System (ADS)

Aucejo, M.; De Smet, O.

2018-05-01

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

Dynamic Modeling Using MCSim and R (SOT 2016 Biological Modeling Webinar Series)

EPA Science Inventory

MCSim is a stand-alone software package for simulating and analyzing dynamic models, with a focus on Bayesian analysis using Markov Chain Monte Carlo. While it is an extremely powerful package, it is somewhat inflexible, and offers only a limited range of analysis options, with n...

BAT - The Bayesian analysis toolkit

NASA Astrophysics Data System (ADS)

Caldwell, Allen; Kollár, Daniel; Kröninger, Kevin

2009-11-01

We describe the development of a new toolkit for data analysis. The analysis package is based on Bayes' Theorem, and is realized with the use of Markov Chain Monte Carlo. This gives access to the full posterior probability distribution. Parameter estimation, limit setting and uncertainty propagation are implemented in a straightforward manner.

Improved inference in Bayesian segmentation using Monte Carlo sampling: application to hippocampal subfield volumetry.

PubMed

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen

2013-10-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.

Improved Inference in Bayesian Segmentation Using Monte Carlo Sampling: Application to Hippocampal Subfield Volumetry

PubMed Central

Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van

2013-01-01

Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521

Modeling MOOC Student Behavior with Two-Layer Hidden Markov Models

ERIC Educational Resources Information Center

Geigle, Chase; Zhai, ChengXiang

2017-01-01

Massive open online courses (MOOCs) provide educators with an abundance of data describing how students interact with the platform, but this data is highly underutilized today. This is in part due to the lack of sophisticated tools to provide interpretable and actionable summaries of huge amounts of MOOC activity present in log data. To address…

Entity Relation Detection with Factorial Hidden Markov Models and Maximum Entropy Discriminant Latent Dirichlet Allocations

ERIC Educational Resources Information Center

Li, Dingcheng

2011-01-01

Coreference resolution (CR) and entity relation detection (ERD) aim at finding predefined relations between pairs of entities in text. CR focuses on resolving identity relations while ERD focuses on detecting non-identity relations. Both CR and ERD are important as they can potentially improve other natural language processing (NLP) related tasks…

Attention Switching during Scene Perception: How Goals Influence the Time Course of Eye Movements across Advertisements

ERIC Educational Resources Information Center

Wedel, Michel; Pieters, Rik; Liechty, John

2008-01-01

Eye movements across advertisements express a temporal pattern of bursts of respectively relatively short and long saccades, and this pattern is systematically influenced by activated scene perception goals. This was revealed by a continuous-time hidden Markov model applied to eye movements of 220 participants exposed to 17 ads under a…

Analysis and Design of Complex Networks

DTIC Science & Technology

2014-12-02

systems. 08-NOV-10, . : , Barlas Oguz, Venkat Anantharam. Long range dependent Markov chains with applications , Information Theory and Applications ...JUL-12, . : , Michael Krishnan, Ehsan Haghani, Avideh Zakhor. Packet Length Adaptation in WLANs with Hidden Nodes and Time-Varying Channels, IEEE... WLAN networks with multi-antenna beam-forming nodes. VII. Use of busy/idle signals for discovering optimum AP association VIII

Markov chain Monte Carlo estimation of quantum states

NASA Astrophysics Data System (ADS)

Diguglielmo, James; Messenger, Chris; Fiurášek, Jaromír; Hage, Boris; Samblowski, Aiko; Schmidt, Tabea; Schnabel, Roman

2009-03-01

We apply a Bayesian data analysis scheme known as the Markov chain Monte Carlo to the tomographic reconstruction of quantum states. This method yields a vector, known as the Markov chain, which contains the full statistical information concerning all reconstruction parameters including their statistical correlations with no a priori assumptions as to the form of the distribution from which it has been obtained. From this vector we can derive, e.g., the marginal distributions and uncertainties of all model parameters, and also of other quantities such as the purity of the reconstructed state. We demonstrate the utility of this scheme by reconstructing the Wigner function of phase-diffused squeezed states. These states possess non-Gaussian statistics and therefore represent a nontrivial case of tomographic reconstruction. We compare our results to those obtained through pure maximum-likelihood and Fisher information approaches.

Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; Safta, Cosmin; Munger, William

2017-09-01

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. The result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.

Bayesian analysis of biogeography when the number of areas is large.

PubMed

Landis, Michael J; Matzke, Nicholas J; Moore, Brian R; Huelsenbeck, John P

2013-11-01

Historical biogeography is increasingly studied from an explicitly statistical perspective, using stochastic models to describe the evolution of species range as a continuous-time Markov process of dispersal between and extinction within a set of discrete geographic areas. The main constraint of these methods is the computational limit on the number of areas that can be specified. We propose a Bayesian approach for inferring biogeographic history that extends the application of biogeographic models to the analysis of more realistic problems that involve a large number of areas. Our solution is based on a "data-augmentation" approach, in which we first populate the tree with a history of biogeographic events that is consistent with the observed species ranges at the tips of the tree. We then calculate the likelihood of a given history by adopting a mechanistic interpretation of the instantaneous-rate matrix, which specifies both the exponential waiting times between biogeographic events and the relative probabilities of each biogeographic change. We develop this approach in a Bayesian framework, marginalizing over all possible biogeographic histories using Markov chain Monte Carlo (MCMC). Besides dramatically increasing the number of areas that can be accommodated in a biogeographic analysis, our method allows the parameters of a given biogeographic model to be estimated and different biogeographic models to be objectively compared. Our approach is implemented in the program, BayArea.

Nonlinear-drifted Brownian motion with multiple hidden states for remaining useful life prediction of rechargeable batteries

NASA Astrophysics Data System (ADS)

Wang, Dong; Zhao, Yang; Yang, Fangfang; Tsui, Kwok-Leung

2017-09-01

Brownian motion with adaptive drift has attracted much attention in prognostics because its first hitting time is highly relevant to remaining useful life prediction and it follows the inverse Gaussian distribution. Besides linear degradation modeling, nonlinear-drifted Brownian motion has been developed to model nonlinear degradation. Moreover, the first hitting time distribution of the nonlinear-drifted Brownian motion has been approximated by time-space transformation. In the previous studies, the drift coefficient is the only hidden state used in state space modeling of the nonlinear-drifted Brownian motion. Besides the drift coefficient, parameters of a nonlinear function used in the nonlinear-drifted Brownian motion should be treated as additional hidden states of state space modeling to make the nonlinear-drifted Brownian motion more flexible. In this paper, a prognostic method based on nonlinear-drifted Brownian motion with multiple hidden states is proposed and then it is applied to predict remaining useful life of rechargeable batteries. 26 sets of rechargeable battery degradation samples are analyzed to validate the effectiveness of the proposed prognostic method. Moreover, some comparisons with a standard particle filter based prognostic method, a spherical cubature particle filter based prognostic method and two classic Bayesian prognostic methods are conducted to highlight the superiority of the proposed prognostic method. Results show that the proposed prognostic method has lower average prediction errors than the particle filter based prognostic methods and the classic Bayesian prognostic methods for battery remaining useful life prediction.

Item Response Theory Equating Using Bayesian Informative Priors.

ERIC Educational Resources Information Center

de la Torre, Jimmy; Patz, Richard J.

This paper seeks to extend the application of Markov chain Monte Carlo (MCMC) methods in item response theory (IRT) to include the estimation of equating relationships along with the estimation of test item parameters. A method is proposed that incorporates estimation of the equating relationship in the item calibration phase. Item parameters from…

A decision aid for intensity-modulated radiation-therapy plan selection in prostate cancer based on a prognostic Bayesian network and a Markov model.

PubMed

Smith, Wade P; Doctor, Jason; Meyer, Jürgen; Kalet, Ira J; Phillips, Mark H

2009-06-01

The prognosis of cancer patients treated with intensity-modulated radiation-therapy (IMRT) is inherently uncertain, depends on many decision variables, and requires that a physician balance competing objectives: maximum tumor control with minimal treatment complications. In order to better deal with the complex and multiple objective nature of the problem we have combined a prognostic probabilistic model with multi-attribute decision theory which incorporates patient preferences for outcomes. The response to IMRT for prostate cancer was modeled. A Bayesian network was used for prognosis for each treatment plan. Prognoses included predicting local tumor control, regional spread, distant metastases, and normal tissue complications resulting from treatment. A Markov model was constructed and used to calculate a quality-adjusted life-expectancy which aids in the multi-attribute decision process. Our method makes explicit the tradeoffs patients face between quality and quantity of life. This approach has advantages over current approaches because with our approach risks of health outcomes and patient preferences determine treatment decisions.

Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes

NASA Astrophysics Data System (ADS)

Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew

2018-03-01

We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.

Two-dimensional hidden semantic information model for target saliency detection and eyetracking identification

NASA Astrophysics Data System (ADS)

Wan, Weibing; Yuan, Lingfeng; Zhao, Qunfei; Fang, Tao

2018-01-01

Saliency detection has been applied to the target acquisition case. This paper proposes a two-dimensional hidden Markov model (2D-HMM) that exploits the hidden semantic information of an image to detect its salient regions. A spatial pyramid histogram of oriented gradient descriptors is used to extract features. After encoding the image by a learned dictionary, the 2D-Viterbi algorithm is applied to infer the saliency map. This model can predict fixation of the targets and further creates robust and effective depictions of the targets' change in posture and viewpoint. To validate the model with a human visual search mechanism, two eyetrack experiments are employed to train our model directly from eye movement data. The results show that our model achieves better performance than visual attention. Moreover, it indicates the plausibility of utilizing visual track data to identify targets.

Study of environmental sound source identification based on hidden Markov model for robust speech recognition

NASA Astrophysics Data System (ADS)

Nishiura, Takanobu; Nakamura, Satoshi

2003-10-01

Humans communicate with each other through speech by focusing on the target speech among environmental sounds in real acoustic environments. We can easily identify the target sound from other environmental sounds. For hands-free speech recognition, the identification of the target speech from environmental sounds is imperative. This mechanism may also be important for a self-moving robot to sense the acoustic environments and communicate with humans. Therefore, this paper first proposes hidden Markov model (HMM)-based environmental sound source identification. Environmental sounds are modeled by three states of HMMs and evaluated using 92 kinds of environmental sounds. The identification accuracy was 95.4%. This paper also proposes a new HMM composition method that composes speech HMMs and an HMM of categorized environmental sounds for robust environmental sound-added speech recognition. As a result of the evaluation experiments, we confirmed that the proposed HMM composition outperforms the conventional HMM composition with speech HMMs and a noise (environmental sound) HMM trained using noise periods prior to the target speech in a captured signal. [Work supported by Ministry of Public Management, Home Affairs, Posts and Telecommunications of Japan.

Classification of prefrontal activity due to mental arithmetic and music imagery using hidden Markov models and frequency domain near-infrared spectroscopy

NASA Astrophysics Data System (ADS)

Power, Sarah D.; Falk, Tiago H.; Chau, Tom

2010-04-01

Near-infrared spectroscopy (NIRS) has recently been investigated as a non-invasive brain-computer interface (BCI). In particular, previous research has shown that NIRS signals recorded from the motor cortex during left- and right-hand imagery can be distinguished, providing a basis for a two-choice NIRS-BCI. In this study, we investigated the feasibility of an alternative two-choice NIRS-BCI paradigm based on the classification of prefrontal activity due to two cognitive tasks, specifically mental arithmetic and music imagery. Deploying a dual-wavelength frequency domain near-infrared spectrometer, we interrogated nine sites around the frontopolar locations (International 10-20 System) while ten able-bodied adults performed mental arithmetic and music imagery within a synchronous shape-matching paradigm. With the 18 filtered AC signals, we created task- and subject-specific maximum likelihood classifiers using hidden Markov models. Mental arithmetic and music imagery were classified with an average accuracy of 77.2% ± 7.0 across participants, with all participants significantly exceeding chance accuracies. The results suggest the potential of a two-choice NIRS-BCI based on cognitive rather than motor tasks.

Detection of cough signals in continuous audio recordings using hidden Markov models.

PubMed

Matos, Sergio; Birring, Surinder S; Pavord, Ian D; Evans, David H

2006-06-01

Cough is a common symptom of many respiratory diseases. The evaluation of its intensity and frequency of occurrence could provide valuable clinical information in the assessment of patients with chronic cough. In this paper we propose the use of hidden Markov models (HMMs) to automatically detect cough sounds from continuous ambulatory recordings. The recording system consists of a digital sound recorder and a microphone attached to the patient's chest. The recognition algorithm follows a keyword-spotting approach, with cough sounds representing the keywords. It was trained on 821 min selected from 10 ambulatory recordings, including 2473 manually labeled cough events, and tested on a database of nine recordings from separate patients with a total recording time of 3060 min and comprising 2155 cough events. The average detection rate was 82% at a false alarm rate of seven events/h, when considering only events above an energy threshold relative to each recording's average energy. These results suggest that HMMs can be applied to the detection of cough sounds from ambulatory patients. A postprocessing stage to perform a more detailed analysis on the detected events is under development, and could allow the rejection of some of the incorrectly detected events.

Application of hidden Markov models to biological data mining: a case study

NASA Astrophysics Data System (ADS)

Yin, Michael M.; Wang, Jason T.

2000-04-01

In this paper we present an example of biological data mining: the detection of splicing junction acceptors in eukaryotic genes. Identification or prediction of transcribed sequences from within genomic DNA has been a major rate-limiting step in the pursuit of genes. Programs currently available are far from being powerful enough to elucidate the gene structure completely. Here we develop a hidden Markov model (HMM) to represent the degeneracy features of splicing junction acceptor sites in eukaryotic genes. The HMM system is fully trained using an expectation maximization (EM) algorithm and the system performance is evaluated using the 10-way cross- validation method. Experimental results show that our HMM system can correctly classify more than 94% of the candidate sequences (including true and false acceptor sites) into right categories. About 90% of the true acceptor sites and 96% of the false acceptor sites in the test data are classified correctly. These results are very promising considering that only the local information in DNA is used. The proposed model will be a very important component of an effective and accurate gene structure detection system currently being developed in our lab.

Hidden Markov random field model and Broyden-Fletcher-Goldfarb-Shanno algorithm for brain image segmentation

NASA Astrophysics Data System (ADS)

Guerrout, EL-Hachemi; Ait-Aoudia, Samy; Michelucci, Dominique; Mahiou, Ramdane

2018-05-01

Many routine medical examinations produce images of patients suffering from various pathologies. With the huge number of medical images, the manual analysis and interpretation became a tedious task. Thus, automatic image segmentation became essential for diagnosis assistance. Segmentation consists in dividing the image into homogeneous and significant regions. We focus on hidden Markov random fields referred to as HMRF to model the problem of segmentation. This modelisation leads to a classical function minimisation problem. Broyden-Fletcher-Goldfarb-Shanno algorithm referred to as BFGS is one of the most powerful methods to solve unconstrained optimisation problem. In this paper, we investigate the combination of HMRF and BFGS algorithm to perform the segmentation operation. The proposed method shows very good segmentation results comparing with well-known approaches. The tests are conducted on brain magnetic resonance image databases (BrainWeb and IBSR) largely used to objectively confront the results obtained. The well-known Dice coefficient (DC) was used as similarity metric. The experimental results show that, in many cases, our proposed method approaches the perfect segmentation with a Dice Coefficient above .9. Moreover, it generally outperforms other methods in the tests conducted.

Adaptive quantification and longitudinal analysis of pulmonary emphysema with a hidden Markov measure field model.

PubMed

Hame, Yrjo; Angelini, Elsa D; Hoffman, Eric A; Barr, R Graham; Laine, Andrew F

2014-07-01

The extent of pulmonary emphysema is commonly estimated from CT scans by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols, and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the presented model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was applied on a longitudinal data set with 87 subjects and a total of 365 scans acquired with varying imaging protocols. The resulting emphysema estimates had very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. The generated emphysema delineations promise advantages for regional analysis of emphysema extent and progression.

Probabilistic reasoning over seismic RMS time series: volcano monitoring through HMMs and SAX technique

NASA Astrophysics Data System (ADS)

Aliotta, M. A.; Cassisi, C.; Prestifilippo, M.; Cannata, A.; Montalto, P.; Patanè, D.

2014-12-01

During the last years, volcanic activity at Mt. Etna was often characterized by cyclic occurrences of fountains. In the period between January 2011 and June 2013, 38 episodes of lava fountains has been observed. Automatic recognition of the volcano's states related to lava fountain episodes (Quiet, Pre-Fountaining, Fountaining, Post-Fountaining) is very useful for monitoring purposes. We discovered that such states are strongly related to the trend of RMS (Root Mean Square) of the seismic signal recorded in the summit area. In the framework of the project PON SIGMA (Integrated Cloud-Sensor System for Advanced Multirisk Management) work, we tried to model the system generating its sampled values (assuming to be a Markov process and assuming that RMS time series is a stochastic process), by using Hidden Markov models (HMMs), that are a powerful tool for modeling any time-varying series. HMMs analysis seeks to discover the sequence of hidden states from the observed emissions. In our framework, observed emissions are characters generated by SAX (Symbolic Aggregate approXimation) technique. SAX is able to map RMS time series values with discrete literal emissions. Our experiments showed how to predict volcano states by means of SAX and HMMs.

A Stochastic Framework for Evaluating Seizure Prediction Algorithms Using Hidden Markov Models

PubMed Central

Wong, Stephen; Gardner, Andrew B.; Krieger, Abba M.; Litt, Brian

2007-01-01

Responsive, implantable stimulation devices to treat epilepsy are now in clinical trials. New evidence suggests that these devices may be more effective when they deliver therapy before seizure onset. Despite years of effort, prospective seizure prediction, which could improve device performance, remains elusive. In large part, this is explained by lack of agreement on a statistical framework for modeling seizure generation and a method for validating algorithm performance. We present a novel stochastic framework based on a three-state hidden Markov model (HMM) (representing interictal, preictal, and seizure states) with the feature that periods of increased seizure probability can transition back to the interictal state. This notion reflects clinical experience and may enhance interpretation of published seizure prediction studies. Our model accommodates clipped EEG segments and formalizes intuitive notions regarding statistical validation. We derive equations for type I and type II errors as a function of the number of seizures, duration of interictal data, and prediction horizon length and we demonstrate the model’s utility with a novel seizure detection algorithm that appeared to predicted seizure onset. We propose this framework as a vital tool for designing and validating prediction algorithms and for facilitating collaborative research in this area. PMID:17021032

Clustering Multivariate Time Series Using Hidden Markov Models

PubMed Central

Ghassempour, Shima; Girosi, Federico; Maeder, Anthony

2014-01-01

In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs), where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers. PMID:24662996

Detection and diagnosis of bearing and cutting tool faults using hidden Markov models

NASA Astrophysics Data System (ADS)

Boutros, Tony; Liang, Ming

2011-08-01

Over the last few decades, the research for new fault detection and diagnosis techniques in machining processes and rotating machinery has attracted increasing interest worldwide. This development was mainly stimulated by the rapid advance in industrial technologies and the increase in complexity of machining and machinery systems. In this study, the discrete hidden Markov model (HMM) is applied to detect and diagnose mechanical faults. The technique is tested and validated successfully using two scenarios: tool wear/fracture and bearing faults. In the first case the model correctly detected the state of the tool (i.e., sharp, worn, or broken) whereas in the second application, the model classified the severity of the fault seeded in two different engine bearings. The success rate obtained in our tests for fault severity classification was above 95%. In addition to the fault severity, a location index was developed to determine the fault location. This index has been applied to determine the location (inner race, ball, or outer race) of a bearing fault with an average success rate of 96%. The training time required to develop the HMMs was less than 5 s in both the monitoring cases.

COACH: profile-profile alignment of protein families using hidden Markov models.

PubMed

Edgar, Robert C; Sjölander, Kimmen

2004-05-22

Alignments of two multiple-sequence alignments, or statistical models of such alignments (profiles), have important applications in computational biology. The increased amount of information in a profile versus a single sequence can lead to more accurate alignments and more sensitive homolog detection in database searches. Several profile-profile alignment methods have been proposed and have been shown to improve sensitivity and alignment quality compared with sequence-sequence methods (such as BLAST) and profile-sequence methods (e.g. PSI-BLAST). Here we present a new approach to profile-profile alignment we call Comparison of Alignments by Constructing Hidden Markov Models (HMMs) (COACH). COACH aligns two multiple sequence alignments by constructing a profile HMM from one alignment and aligning the other to that HMM. We compare the alignment accuracy of COACH with two recently published methods: Yona and Levitt's prof_sim and Sadreyev and Grishin's COMPASS. On two sets of reference alignments selected from the FSSP database, we find that COACH is able, on average, to produce alignments giving the best coverage or the fewest errors, depending on the chosen parameter settings. COACH is freely available from www.drive5.com/lobster

Capturing the state transitions of seizure-like events using Hidden Markov models.

PubMed

Guirgis, Mirna; Serletis, Demitre; Carlen, Peter L; Bardakjian, Berj L

2011-01-01

The purpose of this study was to investigate the number of states present in the progression of a seizure-like event (SLE). Of particular interest is to determine if there are more than two clearly defined states, as this would suggest that there is a distinct state preceding an SLE. Whole-intact hippocampus from C57/BL mice was used to model epileptiform activity induced by the perfusion of a low Mg(2+)/high K(+) solution while extracellular field potentials were recorded from CA3 pyramidal neurons. Hidden Markov models (HMM) were used to model the state transitions of the recorded SLEs by incorporating various features of the Hilbert transform into the training algorithm; specifically, 2- and 3-state HMMs were explored. Although the 2-state model was able to distinguish between SLE and nonSLE behavior, it provided no improvements compared to visual inspection alone. However, the 3-state model was able to capture two distinct nonSLE states that visual inspection failed to discriminate. Moreover, by developing an HMM based system a priori knowledge of the state transitions was not required making this an ideal platform for seizure prediction algorithms.

Extracting duration information in a picture category decoding task using hidden Markov Models

NASA Astrophysics Data System (ADS)

Pfeiffer, Tim; Heinze, Nicolai; Frysch, Robert; Deouell, Leon Y.; Schoenfeld, Mircea A.; Knight, Robert T.; Rose, Georg

2016-04-01

Objective. Adapting classifiers for the purpose of brain signal decoding is a major challenge in brain-computer-interface (BCI) research. In a previous study we showed in principle that hidden Markov models (HMM) are a suitable alternative to the well-studied static classifiers. However, since we investigated a rather straightforward task, advantages from modeling of the signal could not be assessed. Approach. Here, we investigate a more complex data set in order to find out to what extent HMMs, as a dynamic classifier, can provide useful additional information. We show for a visual decoding problem that besides category information, HMMs can simultaneously decode picture duration without an additional training required. This decoding is based on a strong correlation that we found between picture duration and the behavior of the Viterbi paths. Main results. Decoding accuracies of up to 80% could be obtained for category and duration decoding with a single classifier trained on category information only. Significance. The extraction of multiple types of information using a single classifier enables the processing of more complex problems, while preserving good training results even on small databases. Therefore, it provides a convenient framework for online real-life BCI utilizations.

Video event classification and image segmentation based on noncausal multidimensional hidden Markov models.

PubMed

Ma, Xiang; Schonfeld, Dan; Khokhar, Ashfaq A

2009-06-01

In this paper, we propose a novel solution to an arbitrary noncausal, multidimensional hidden Markov model (HMM) for image and video classification. First, we show that the noncausal model can be solved by splitting it into multiple causal HMMs and simultaneously solving each causal HMM using a fully synchronous distributed computing framework, therefore referred to as distributed HMMs. Next we present an approximate solution to the multiple causal HMMs that is based on an alternating updating scheme and assumes a realistic sequential computing framework. The parameters of the distributed causal HMMs are estimated by extending the classical 1-D training and classification algorithms to multiple dimensions. The proposed extension to arbitrary causal, multidimensional HMMs allows state transitions that are dependent on all causal neighbors. We, thus, extend three fundamental algorithms to multidimensional causal systems, i.e., 1) expectation-maximization (EM), 2) general forward-backward (GFB), and 3) Viterbi algorithms. In the simulations, we choose to limit ourselves to a noncausal 2-D model whose noncausality is along a single dimension, in order to significantly reduce the computational complexity. Simulation results demonstrate the superior performance, higher accuracy rate, and applicability of the proposed noncausal HMM framework to image and video classification.

Automated recognition of bird song elements from continuous recordings using dynamic time warping and hidden Markov models: a comparative study.

PubMed

Kogan, J A; Margoliash, D

1998-04-01

The performance of two techniques is compared for automated recognition of bird song units from continuous recordings. The advantages and limitations of dynamic time warping (DTW) and hidden Markov models (HMMs) are evaluated on a large database of male songs of zebra finches (Taeniopygia guttata) and indigo buntings (Passerina cyanea), which have different types of vocalizations and have been recorded under different laboratory conditions. Depending on the quality of recordings and complexity of song, the DTW-based technique gives excellent to satisfactory performance. Under challenging conditions such as noisy recordings or presence of confusing short-duration calls, good performance of the DTW-based technique requires careful selection of templates that may demand expert knowledge. Because HMMs are trained, equivalent or even better performance of HMMs can be achieved based only on segmentation and labeling of constituent vocalizations, albeit with many more training examples than DTW templates. One weakness in HMM performance is the misclassification of short-duration vocalizations or song units with more variable structure (e.g., some calls, and syllables of plastic songs). To address these and other limitations, new approaches for analyzing bird vocalizations are discussed.

Application of Bayesian Approach to Cost-Effectiveness Analysis of Antiviral Treatments in Chronic Hepatitis B.

PubMed

Zhang, Hua; Huo, Mingdong; Chao, Jianqian; Liu, Pei

2016-01-01

Hepatitis B virus (HBV) infection is a major problem for public health; timely antiviral treatment can significantly prevent the progression of liver damage from HBV by slowing down or stopping the virus from reproducing. In the study we applied Bayesian approach to cost-effectiveness analysis, using Markov Chain Monte Carlo (MCMC) simulation methods for the relevant evidence input into the model to evaluate cost-effectiveness of entecavir (ETV) and lamivudine (LVD) therapy for chronic hepatitis B (CHB) in Jiangsu, China, thus providing information to the public health system in the CHB therapy. Eight-stage Markov model was developed, a hypothetical cohort of 35-year-old HBeAg-positive patients with CHB was entered into the model. Treatment regimens were LVD100mg daily and ETV 0.5 mg daily. The transition parameters were derived either from systematic reviews of the literature or from previous economic studies. The outcome measures were life-years, quality-adjusted lifeyears (QALYs), and expected costs associated with the treatments and disease progression. For the Bayesian models all the analysis was implemented by using WinBUGS version 1.4. Expected cost, life expectancy, QALYs decreased with age. Cost-effectiveness increased with age. Expected cost of ETV was less than LVD, while life expectancy and QALYs were higher than that of LVD, ETV strategy was more cost-effective. Costs and benefits of the Monte Carlo simulation were very close to the results of exact form among the group, but standard deviation of each group indicated there was a big difference between individual patients. Compared with lamivudine, entecavir is the more cost-effective option. CHB patients should accept antiviral treatment as soon as possible as the lower age the more cost-effective. Monte Carlo simulation obtained costs and effectiveness distribution, indicate our Markov model is of good robustness.

Understanding Past Population Dynamics: Bayesian Coalescent-Based Modeling with Covariates

PubMed Central

Gill, Mandev S.; Lemey, Philippe; Bennett, Shannon N.; Biek, Roman; Suchard, Marc A.

2016-01-01

Effective population size characterizes the genetic variability in a population and is a parameter of paramount importance in population genetics and evolutionary biology. Kingman’s coalescent process enables inference of past population dynamics directly from molecular sequence data, and researchers have developed a number of flexible coalescent-based models for Bayesian nonparametric estimation of the effective population size as a function of time. Major goals of demographic reconstruction include identifying driving factors of effective population size, and understanding the association between the effective population size and such factors. Building upon Bayesian nonparametric coalescent-based approaches, we introduce a flexible framework that incorporates time-varying covariates that exploit Gaussian Markov random fields to achieve temporal smoothing of effective population size trajectories. To approximate the posterior distribution, we adapt efficient Markov chain Monte Carlo algorithms designed for highly structured Gaussian models. Incorporating covariates into the demographic inference framework enables the modeling of associations between the effective population size and covariates while accounting for uncertainty in population histories. Furthermore, it can lead to more precise estimates of population dynamics. We apply our model to four examples. We reconstruct the demographic history of raccoon rabies in North America and find a significant association with the spatiotemporal spread of the outbreak. Next, we examine the effective population size trajectory of the DENV-4 virus in Puerto Rico along with viral isolate count data and find similar cyclic patterns. We compare the population history of the HIV-1 CRF02_AG clade in Cameroon with HIV incidence and prevalence data and find that the effective population size is more reflective of incidence rate. Finally, we explore the hypothesis that the population dynamics of musk ox during the Late Quaternary period were related to climate change. [Coalescent; effective population size; Gaussian Markov random fields; phylodynamics; phylogenetics; population genetics. PMID:27368344

Markov chain Monte Carlo techniques applied to parton distribution functions determination: Proof of concept

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

We present a new procedure to determine parton distribution functions (PDFs), based on Markov chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard χ2 minimization by procedures grounded on statistical methods, and on Bayesian inference in particular, thus offering additional insight into the rich field of PDFs determination. After a basic introduction to these techniques, we introduce the algorithm we have chosen to implement—namely Hybrid (or Hamiltonian) Monte Carlo. This algorithm, initially developed for Lattice QCD, turns out to be very interesting when applied to PDFs determination by global analyses; we show that it allows us to circumvent the difficulties due to the high dimensionality of the problem, in particular concerning the acceptance. A first feasibility study is performed and presented, which indicates that Markov chain Monte Carlo can successfully be applied to the extraction of PDFs and of their uncertainties.

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

Bayesian Statistical Inference in Ion-Channel Models with Exact Missed Event Correction.

PubMed

Epstein, Michael; Calderhead, Ben; Girolami, Mark A; Sivilotti, Lucia G

2016-07-26

The stochastic behavior of single ion channels is most often described as an aggregated continuous-time Markov process with discrete states. For ligand-gated channels each state can represent a different conformation of the channel protein or a different number of bound ligands. Single-channel recordings show only whether the channel is open or shut: states of equal conductance are aggregated, so transitions between them have to be inferred indirectly. The requirement to filter noise from the raw signal further complicates the modeling process, as it limits the time resolution of the data. The consequence of the reduced bandwidth is that openings or shuttings that are shorter than the resolution cannot be observed; these are known as missed events. Postulated models fitted using filtered data must therefore explicitly account for missed events to avoid bias in the estimation of rate parameters and therefore assess parameter identifiability accurately. In this article, we present the first, to our knowledge, Bayesian modeling of ion-channels with exact missed events correction. Bayesian analysis represents uncertain knowledge of the true value of model parameters by considering these parameters as random variables. This allows us to gain a full appreciation of parameter identifiability and uncertainty when estimating values for model parameters. However, Bayesian inference is particularly challenging in this context as the correction for missed events increases the computational complexity of the model likelihood. Nonetheless, we successfully implemented a two-step Markov chain Monte Carlo method that we called "BICME", which performs Bayesian inference in models of realistic complexity. The method is demonstrated on synthetic and real single-channel data from muscle nicotinic acetylcholine channels. We show that parameter uncertainty can be characterized more accurately than with maximum-likelihood methods. Our code for performing inference in these ion channel models is publicly available. Copyright © 2016 Biophysical Society. Published by Elsevier Inc. All rights reserved.

DL-ADR: a novel deep learning model for classifying genomic variants into adverse drug reactions.

PubMed

Liang, Zhaohui; Huang, Jimmy Xiangji; Zeng, Xing; Zhang, Gang

2016-08-10

Genomic variations are associated with the metabolism and the occurrence of adverse reactions of many therapeutic agents. The polymorphisms on over 2000 locations of cytochrome P450 enzymes (CYP) due to many factors such as ethnicity, mutations, and inheritance attribute to the diversity of response and side effects of various drugs. The associations of the single nucleotide polymorphisms (SNPs), the internal pharmacokinetic patterns and the vulnerability of specific adverse reactions become one of the research interests of pharmacogenomics. The conventional genomewide association studies (GWAS) mainly focuses on the relation of single or multiple SNPs to a specific risk factors which are a one-to-many relation. However, there are no robust methods to establish a many-to-many network which can combine the direct and indirect associations between multiple SNPs and a serial of events (e.g. adverse reactions, metabolic patterns, prognostic factors etc.). In this paper, we present a novel deep learning model based on generative stochastic networks and hidden Markov chain to classify the observed samples with SNPs on five loci of two genes (CYP2D6 and CYP1A2) respectively to the vulnerable population of 14 types of adverse reactions. A supervised deep learning model is proposed in this study. The revised generative stochastic networks (GSN) model with transited by the hidden Markov chain is used. The data of the training set are collected from clinical observation. The training set is composed of 83 observations of blood samples with the genotypes respectively on CYP2D6*2, *10, *14 and CYP1A2*1C, *1 F. The samples are genotyped by the polymerase chain reaction (PCR) method. A hidden Markov chain is used as the transition operator to simulate the probabilistic distribution. The model can perform learning at lower cost compared to the conventional maximal likelihood method because the transition distribution is conditional on the previous state of the hidden Markov chain. A least square loss (LASSO) algorithm and a k-Nearest Neighbors (kNN) algorithm are used as the baselines for comparison and to evaluate the performance of our proposed deep learning model. There are 53 adverse reactions reported during the observation. They are assigned to 14 categories. In the comparison of classification accuracy, the deep learning model shows superiority over the LASSO and kNN model with a rate over 80 %. In the comparison of reliability, the deep learning model shows the best stability among the three models. Machine learning provides a new method to explore the complex associations among genomic variations and multiple events in pharmacogenomics studies. The new deep learning algorithm is capable of classifying various SNPs to the corresponding adverse reactions. We expect that as more genomic variations are added as features and more observations are made, the deep learning model can improve its performance and can act as a black-box but reliable verifier for other GWAS studies.

Incorporating approximation error in surrogate based Bayesian inversion

NASA Astrophysics Data System (ADS)

Zhang, J.; Zeng, L.; Li, W.; Wu, L.

2015-12-01

There are increasing interests in applying surrogates for inverse Bayesian modeling to reduce repetitive evaluations of original model. In this way, the computational cost is expected to be saved. However, the approximation error of surrogate model is usually overlooked. This is partly because that it is difficult to evaluate the approximation error for many surrogates. Previous studies have shown that, the direct combination of surrogates and Bayesian methods (e.g., Markov Chain Monte Carlo, MCMC) may lead to biased estimations when the surrogate cannot emulate the highly nonlinear original system. This problem can be alleviated by implementing MCMC in a two-stage manner. However, the computational cost is still high since a relatively large number of original model simulations are required. In this study, we illustrate the importance of incorporating approximation error in inverse Bayesian modeling. Gaussian process (GP) is chosen to construct the surrogate for its convenience in approximation error evaluation. Numerical cases of Bayesian experimental design and parameter estimation for contaminant source identification are used to illustrate this idea. It is shown that, once the surrogate approximation error is well incorporated into Bayesian framework, promising results can be obtained even when the surrogate is directly used, and no further original model simulations are required.

A Fast Numerical Method for Max-Convolution and the Application to Efficient Max-Product Inference in Bayesian Networks.

PubMed

Serang, Oliver

2015-08-01

Observations depending on sums of random variables are common throughout many fields; however, no efficient solution is currently known for performing max-product inference on these sums of general discrete distributions (max-product inference can be used to obtain maximum a posteriori estimates). The limiting step to max-product inference is the max-convolution problem (sometimes presented in log-transformed form and denoted as "infimal convolution," "min-convolution," or "convolution on the tropical semiring"), for which no O(k log(k)) method is currently known. Presented here is an O(k log(k)) numerical method for estimating the max-convolution of two nonnegative vectors (e.g., two probability mass functions), where k is the length of the larger vector. This numerical max-convolution method is then demonstrated by performing fast max-product inference on a convolution tree, a data structure for performing fast inference given information on the sum of n discrete random variables in O(nk log(nk)log(n)) steps (where each random variable has an arbitrary prior distribution on k contiguous possible states). The numerical max-convolution method can be applied to specialized classes of hidden Markov models to reduce the runtime of computing the Viterbi path from nk(2) to nk log(k), and has potential application to the all-pairs shortest paths problem.

Automated circumferential construction of first-order aqueous humor outflow pathways using spectral-domain optical coherence tomography.

PubMed

Huang, Alex S; Belghith, Akram; Dastiridou, Anna; Chopra, Vikas; Zangwill, Linda M; Weinreb, Robert N

2017-06-01

The purpose was to create a three-dimensional (3-D) model of circumferential aqueous humor outflow (AHO) in a living human eye with an automated detection algorithm for Schlemm’s canal (SC) and first-order collector channels (CC) applied to spectral-domain optical coherence tomography (SD-OCT). Anterior segment SD-OCT scans from a subject were acquired circumferentially around the limbus. A Bayesian Ridge method was used to approximate the location of the SC on infrared confocal laser scanning ophthalmoscopic images with a cross multiplication tool developed to initiate SC/CC detection automated through a fuzzy hidden Markov Chain approach. Automatic segmentation of SC and initial CC’s was manually confirmed by two masked graders. Outflow pathways detected by the segmentation algorithm were reconstructed into a 3-D representation of AHO. Overall, only <1% of images (5114 total B-scans) were ungradable. Automatic segmentation algorithm performed well with SC detection 98.3% of the time and <0.1% false positive detection compared to expert grader consensus. CC was detected 84.2% of the time with 1.4% false positive detection. 3-D representation of AHO pathways demonstrated variably thicker and thinner SC with some clear CC roots. Circumferential (360 deg), automated, and validated AHO detection of angle structures in the living human eye with reconstruction was possible.

Extricating Manual and Non-Manual Features for Subunit Level Medical Sign Modelling in Automatic Sign Language Classification and Recognition.

PubMed

R, Elakkiya; K, Selvamani

2017-09-22

Subunit segmenting and modelling in medical sign language is one of the important studies in linguistic-oriented and vision-based Sign Language Recognition (SLR). Many efforts were made in the precedent to focus the functional subunits from the view of linguistic syllables but the problem is implementing such subunit extraction using syllables is not feasible in real-world computer vision techniques. And also, the present recognition systems are designed in such a way that it can detect the signer dependent actions under restricted and laboratory conditions. This research paper aims at solving these two important issues (1) Subunit extraction and (2) Signer independent action on visual sign language recognition. Subunit extraction involved in the sequential and parallel breakdown of sign gestures without any prior knowledge on syllables and number of subunits. A novel Bayesian Parallel Hidden Markov Model (BPaHMM) is introduced for subunit extraction to combine the features of manual and non-manual parameters to yield better results in classification and recognition of signs. Signer independent action aims in using a single web camera for different signer behaviour patterns and for cross-signer validation. Experimental results have proved that the proposed signer independent subunit level modelling for sign language classification and recognition has shown improvement and variations when compared with other existing works.

A Mixture Rasch Model with a Covariate: A Simulation Study via Bayesian Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Dai, Yunyun

2013-01-01

Mixtures of item response theory (IRT) models have been proposed as a technique to explore response patterns in test data related to cognitive strategies, instructional sensitivity, and differential item functioning (DIF). Estimation proves challenging due to difficulties in identification and questions of effect size needed to recover underlying…

Bayesian Estimation of Multidimensional Item Response Models. A Comparison of Analytic and Simulation Algorithms

ERIC Educational Resources Information Center

Martin-Fernandez, Manuel; Revuelta, Javier

2017-01-01

This study compares the performance of two estimation algorithms of new usage, the Metropolis-Hastings Robins-Monro (MHRM) and the Hamiltonian MCMC (HMC), with two consolidated algorithms in the psychometric literature, the marginal likelihood via EM algorithm (MML-EM) and the Markov chain Monte Carlo (MCMC), in the estimation of multidimensional…

Assessing Beaked Whale Reproduction and Stress Response Relative to Sonar Activity at the Atlantic Undersea Test and Evaluation Center (AUTEC)

DTIC Science & Technology

2015-09-30

oil spills (unpublished data, Kellar). The second will be to conduct a more fine-scale analysis of the areas examined during this study. For this...REFERENCES Carlin BP , Chib S (1995) Bayesian model choice via Markov-chain Monte-Carlo methods. Journal of the Royal Statistical Society

Lord's Wald Test for Detecting Dif in Multidimensional Irt Models: A Comparison of Two Estimation Approaches

ERIC Educational Resources Information Center

Lee, Soo; Suh, Youngsuk

2018-01-01

Lord's Wald test for differential item functioning (DIF) has not been studied extensively in the context of the multidimensional item response theory (MIRT) framework. In this article, Lord's Wald test was implemented using two estimation approaches, marginal maximum likelihood estimation and Bayesian Markov chain Monte Carlo estimation, to detect…

Nonlinear inversion of electrical resistivity imaging using pruning Bayesian neural networks

NASA Astrophysics Data System (ADS)

Jiang, Fei-Bo; Dai, Qian-Wei; Dong, Li

2016-06-01

Conventional artificial neural networks used to solve electrical resistivity imaging (ERI) inversion problem suffer from overfitting and local minima. To solve these problems, we propose to use a pruning Bayesian neural network (PBNN) nonlinear inversion method and a sample design method based on the K-medoids clustering algorithm. In the sample design method, the training samples of the neural network are designed according to the prior information provided by the K-medoids clustering results; thus, the training process of the neural network is well guided. The proposed PBNN, based on Bayesian regularization, is used to select the hidden layer structure by assessing the effect of each hidden neuron to the inversion results. Then, the hyperparameter α k , which is based on the generalized mean, is chosen to guide the pruning process according to the prior distribution of the training samples under the small-sample condition. The proposed algorithm is more efficient than other common adaptive regularization methods in geophysics. The inversion of synthetic data and field data suggests that the proposed method suppresses the noise in the neural network training stage and enhances the generalization. The inversion results with the proposed method are better than those of the BPNN, RBFNN, and RRBFNN inversion methods as well as the conventional least squares inversion.

Constructing 1/ωα noise from reversible Markov chains

NASA Astrophysics Data System (ADS)

Erland, Sveinung; Greenwood, Priscilla E.

2007-09-01

This paper gives sufficient conditions for the output of 1/ωα noise from reversible Markov chains on finite state spaces. We construct several examples exhibiting this behavior in a specified range of frequencies. We apply simple representations of the covariance function and the spectral density in terms of the eigendecomposition of the probability transition matrix. The results extend to hidden Markov chains. We generalize the results for aggregations of AR1-processes of C. W. J. Granger [J. Econometrics 14, 227 (1980)]. Given the eigenvalue function, there is a variety of ways to assign values to the states such that the 1/ωα condition is satisfied. We show that a random walk on a certain state space is complementary to the point process model of 1/ω noise of B. Kaulakys and T. Meskauskas [Phys. Rev. E 58, 7013 (1998)]. Passing to a continuous state space, we construct 1/ωα noise which also has a long memory.

On the Mathematical Consequences of Binning Spike Trains.

PubMed

Cessac, Bruno; Le Ny, Arnaud; Löcherbach, Eva

2017-01-01

We initiate a mathematical analysis of hidden effects induced by binning spike trains of neurons. Assuming that the original spike train has been generated by a discrete Markov process, we show that binning generates a stochastic process that is no longer Markov but is instead a variable-length Markov chain (VLMC) with unbounded memory. We also show that the law of the binned raster is a Gibbs measure in the DLR (Dobrushin-Lanford-Ruelle) sense coined in mathematical statistical mechanics. This allows the derivation of several important consequences on statistical properties of binned spike trains. In particular, we introduce the DLR framework as a natural setting to mathematically formalize anticipation, that is, to tell "how good" our nervous system is at making predictions. In a probabilistic sense, this corresponds to condition a process by its future, and we discuss how binning may affect our conclusions on this ability. We finally comment on the possible consequences of binning in the detection of spurious phase transitions or in the detection of incorrect evidence of criticality.

Cover estimation and payload location using Markov random fields

NASA Astrophysics Data System (ADS)

Quach, Tu-Thach

2014-02-01

Payload location is an approach to find the message bits hidden in steganographic images, but not necessarily their logical order. Its success relies primarily on the accuracy of the underlying cover estimators and can be improved if more estimators are used. This paper presents an approach based on Markov random field to estimate the cover image given a stego image. It uses pairwise constraints to capture the natural two-dimensional statistics of cover images and forms a basis for more sophisticated models. Experimental results show that it is competitive against current state-of-the-art estimators and can locate payload embedded by simple LSB steganography and group-parity steganography. Furthermore, when combined with existing estimators, payload location accuracy improves significantly.

Multi-Observation Continuous Density Hidden Markov Models for Anomaly Detection in Full Motion Video

DTIC Science & Technology

2012-06-01

response profiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 3.5 Method for measuring angular movement versus average direction...of movement 49 3.6 Method for calculating Angular Deviation, Θ . . . . . . . . . . . . . . . . . . 50 4.1 HMM produced by K Means Learning for agent H... Angular Deviation. A random variable, the difference in heading (in degrees) from the overall direction of movement over the sequence • S : Speed. A

Spatio-Temporal Pattern Recognition Using Hidden Markov Models

DTIC Science & Technology

1994-06-01

Jersey, 1982. 5. H. B . Barlow and W. R. Levick . The mechanism of directionally selective units in rabbit’s retina. Journal of Physiology (London), 178:477...108 A.2.2 Re-estimate of .. .. ................... .110 A.2.3 Re-estimate of B ...... ................... 110 A.3 Logarithmic Form of the Baum-Welch...19 a0 Transition Probability from State i to State j ................ 19 B Observation Probability Matrix

Draft Genome Sequences of Five Enterococcus Species Isolated from the Gut of Patients with Suspected Clostridium difficile Infection

PubMed Central

Castro-Nallar, Eduardo; Valenzuela, Sandro L.; Baquedano, Sebastián; Sánchez, Carolina; Fernández, Fabiola

2017-01-01

ABSTRACT We present draft genome sequences of five Enterococcus species from patients suspected of Clostridium difficile infection. Genome completeness was confirmed by presence of bacterial orthologs (97%). Gene searches using Hidden-Markov models revealed that the isolates harbor between seven and 11 genes involved in antibiotic resistance to tetracyclines, beta-lactams, and vancomycin. PMID:28522725

On the Tradeoff Between Altruism and Selfishness in MANET Trust Management

DTIC Science & Technology

2016-04-07

to discourage selfish behaviors, using a hidden Markov model (HMM) to quanti - tatively measure the trustworthiness of nodes. Adams et al. [18...based reliability metric to predict trust-based system survivability. Section 4 analyzes numerical results obtained through the evaluation of our SPN...concepts in MANETs, trust man- agement for MANETs should consider the following design features: trust metrics must be customizable, evaluation of

Ensemble Learning Method for Hidden Markov Models

DTIC Science & Technology

2014-12-01

Ensemble HMM landmine detector Mine signatures vary according to the mine type, mine size , and burial depth. Similarly, clutter signatures vary with soil ...approaches for the di erent K groups depending on their size and homogeneity. In particular, we investigate the maximum likelihood (ML), the minimum...propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we

Machine Learning for Biological Trajectory Classification Applications

NASA Technical Reports Server (NTRS)

Sbalzarini, Ivo F.; Theriot, Julie; Koumoutsakos, Petros

2002-01-01

Machine-learning techniques, including clustering algorithms, support vector machines and hidden Markov models, are applied to the task of classifying trajectories of moving keratocyte cells. The different algorithms axe compared to each other as well as to expert and non-expert test persons, using concepts from signal-detection theory. The algorithms performed very well as compared to humans, suggesting a robust tool for trajectory classification in biological applications.

Bayesian seismic tomography by parallel interacting Markov chains

NASA Astrophysics Data System (ADS)

Gesret, Alexandrine; Bottero, Alexis; Romary, Thomas; Noble, Mark; Desassis, Nicolas

2014-05-01

The velocity field estimated by first arrival traveltime tomography is commonly used as a starting point for further seismological, mineralogical, tectonic or similar analysis. In order to interpret quantitatively the results, the tomography uncertainty values as well as their spatial distribution are required. The estimated velocity model is obtained through inverse modeling by minimizing an objective function that compares observed and computed traveltimes. This step is often performed by gradient-based optimization algorithms. The major drawback of such local optimization schemes, beyond the possibility of being trapped in a local minimum, is that they do not account for the multiple possible solutions of the inverse problem. They are therefore unable to assess the uncertainties linked to the solution. Within a Bayesian (probabilistic) framework, solving the tomography inverse problem aims at estimating the posterior probability density function of velocity model using a global sampling algorithm. Markov chains Monte-Carlo (MCMC) methods are known to produce samples of virtually any distribution. In such a Bayesian inversion, the total number of simulations we can afford is highly related to the computational cost of the forward model. Although fast algorithms have been recently developed for computing first arrival traveltimes of seismic waves, the complete browsing of the posterior distribution of velocity model is hardly performed, especially when it is high dimensional and/or multimodal. In the latter case, the chain may even stay stuck in one of the modes. In order to improve the mixing properties of classical single MCMC, we propose to make interact several Markov chains at different temperatures. This method can make efficient use of large CPU clusters, without increasing the global computational cost with respect to classical MCMC and is therefore particularly suited for Bayesian inversion. The exchanges between the chains allow a precise sampling of the high probability zones of the model space while avoiding the chains to end stuck in a probability maximum. This approach supplies thus a robust way to analyze the tomography imaging uncertainties. The interacting MCMC approach is illustrated on two synthetic examples of tomography of calibration shots such as encountered in induced microseismic studies. On the second application, a wavelet based model parameterization is presented that allows to significantly reduce the dimension of the problem, making thus the algorithm efficient even for a complex velocity model.

Robust Bayesian Analysis of Heavy-tailed Stochastic Volatility Models using Scale Mixtures of Normal Distributions

PubMed Central

Abanto-Valle, C. A.; Bandyopadhyay, D.; Lachos, V. H.; Enriquez, I.

2009-01-01

A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model. PMID:20730043

Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula

NASA Astrophysics Data System (ADS)

Sarhadi, Ali; Burn, Donald H.; Concepción Ausín, María.; Wiper, Michael P.

2016-03-01

A time-varying risk analysis is proposed for an adaptive design framework in nonstationary conditions arising from climate change. A Bayesian, dynamic conditional copula is developed for modeling the time-varying dependence structure between mixed continuous and discrete multiattributes of multidimensional hydrometeorological phenomena. Joint Bayesian inference is carried out to fit the marginals and copula in an illustrative example using an adaptive, Gibbs Markov Chain Monte Carlo (MCMC) sampler. Posterior mean estimates and credible intervals are provided for the model parameters and the Deviance Information Criterion (DIC) is used to select the model that best captures different forms of nonstationarity over time. This study also introduces a fully Bayesian, time-varying joint return period for multivariate time-dependent risk analysis in nonstationary environments. The results demonstrate that the nature and the risk of extreme-climate multidimensional processes are changed over time under the impact of climate change, and accordingly the long-term decision making strategies should be updated based on the anomalies of the nonstationary environment.

Bayesian analysis of caustic-crossing microlensing events

NASA Astrophysics Data System (ADS)

Cassan, A.; Horne, K.; Kains, N.; Tsapras, Y.; Browne, P.

2010-06-01

Aims: Caustic-crossing binary-lens microlensing events are important anomalous events because they are capable of detecting an extrasolar planet companion orbiting the lens star. Fast and robust modelling methods are thus of prime interest in helping to decide whether a planet is detected by an event. Cassan introduced a new set of parameters to model binary-lens events, which are closely related to properties of the light curve. In this work, we explain how Bayesian priors can be added to this framework, and investigate on interesting options. Methods: We develop a mathematical formulation that allows us to compute analytically the priors on the new parameters, given some previous knowledge about other physical quantities. We explicitly compute the priors for a number of interesting cases, and show how this can be implemented in a fully Bayesian, Markov chain Monte Carlo algorithm. Results: Using Bayesian priors can accelerate microlens fitting codes by reducing the time spent considering physically implausible models, and helps us to discriminate between alternative models based on the physical plausibility of their parameters.

Honest Importance Sampling with Multiple Markov Chains

PubMed Central

Tan, Aixin; Doss, Hani; Hobert, James P.

2017-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π1, is used to estimate an expectation with respect to another, π. The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π1 is replaced by a Harris ergodic Markov chain with invariant density π1, then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π1, …, πk, are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection. PMID:28701855

Honest Importance Sampling with Multiple Markov Chains.

PubMed

Tan, Aixin; Doss, Hani; Hobert, James P

2015-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection.

Bayesian identification of acoustic impedance in treated ducts.

PubMed

Buot de l'Épine, Y; Chazot, J-D; Ville, J-M

2015-07-01

The noise reduction of a liner placed in the nacelle of a turbofan engine is still difficult to predict due to the lack of knowledge of its acoustic impedance that depends on grazing flow profile, mode order, and sound pressure level. An eduction method, based on a Bayesian approach, is presented here to adjust an impedance model of the liner from sound pressures measured in a rectangular treated duct under multimodal propagation and flow. The cost function is regularized with prior information provided by Guess's [J. Sound Vib. 40, 119-137 (1975)] impedance of a perforated plate. The multi-parameter optimization is achieved with an Evolutionary-Markov-Chain-Monte-Carlo algorithm.

Bayesian approach to analyzing holograms of colloidal particles.

PubMed

Dimiduk, Thomas G; Manoharan, Vinothan N

2016-10-17

We demonstrate a Bayesian approach to tracking and characterizing colloidal particles from in-line digital holograms. We model the formation of the hologram using Lorenz-Mie theory. We then use a tempered Markov-chain Monte Carlo method to sample the posterior probability distributions of the model parameters: particle position, size, and refractive index. Compared to least-squares fitting, our approach allows us to more easily incorporate prior information about the parameters and to obtain more accurate uncertainties, which are critical for both particle tracking and characterization experiments. Our approach also eliminates the need to supply accurate initial guesses for the parameters, so it requires little tuning.

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry.

PubMed

Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen

2010-11-01

In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000-15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert's visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition.

Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry

PubMed Central

Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen

2011-01-01

In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000–15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert’s visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition. PMID:21544266

A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA.

PubMed

Fong, Duncan K H; Kim, Sunghoon; Chen, Zhe; DeSarbo, Wayne S

2016-03-01

A new Bayesian multinomial probit model is proposed for the analysis of panel choice data. Using a parameter expansion technique, we are able to devise a Markov Chain Monte Carlo algorithm to compute our Bayesian estimates efficiently. We also show that the proposed procedure enables the estimation of individual level coefficients for the single-period multinomial probit model even when the available prior information is vague. We apply our new procedure to consumer purchase data and reanalyze a well-known scanner panel dataset that reveals new substantive insights. In addition, we delineate a number of advantageous features of our proposed procedure over several benchmark models. Finally, through a simulation analysis employing a fractional factorial design, we demonstrate that the results from our proposed model are quite robust with respect to differing factors across various conditions.

Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less

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

NASA Astrophysics Data System (ADS)

Yu, Jianbo

2015-12-01

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

Bayesian calibration of terrestrial ecosystem models: a study of advanced Markov chain Monte Carlo methods

DOE PAGES

Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.; ...

2017-09-27

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less

Bayesian networks for maritime traffic accident prevention: benefits and challenges.

PubMed

Hänninen, Maria

2014-12-01

Bayesian networks are quantitative modeling tools whose applications to the maritime traffic safety context are becoming more popular. This paper discusses the utilization of Bayesian networks in maritime safety modeling. Based on literature and the author's own experiences, the paper studies what Bayesian networks can offer to maritime accident prevention and safety modeling and discusses a few challenges in their application to this context. It is argued that the capability of representing rather complex, not necessarily causal but uncertain relationships makes Bayesian networks an attractive modeling tool for the maritime safety and accidents. Furthermore, as the maritime accident and safety data is still rather scarce and has some quality problems, the possibility to combine data with expert knowledge and the easy way of updating the model after acquiring more evidence further enhance their feasibility. However, eliciting the probabilities from the maritime experts might be challenging and the model validation can be tricky. It is concluded that with the utilization of several data sources, Bayesian updating, dynamic modeling, and hidden nodes for latent variables, Bayesian networks are rather well-suited tools for the maritime safety management and decision-making. Copyright © 2014 Elsevier Ltd. All rights reserved.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

Robust Spectral Unmixing of Sparse Multispectral Lidar Waveforms using Gamma Markov Random Fields

DOE PAGES

Altmann, Yoann; Maccarone, Aurora; McCarthy, Aongus; ...

2017-05-10

Here, this paper presents a new Bayesian spectral un-mixing algorithm to analyse remote scenes sensed via sparse multispectral Lidar measurements. To a first approximation, in the presence of a target, each Lidar waveform consists of a main peak, whose position depends on the target distance and whose amplitude depends on the wavelength of the laser source considered (i.e, on the target reflectivity). Besides, these temporal responses are usually assumed to be corrupted by Poisson noise in the low photon count regime. When considering multiple wavelengths, it becomes possible to use spectral information in order to identify and quantify the mainmore » materials in the scene, in addition to estimation of the Lidar-based range profiles. Due to its anomaly detection capability, the proposed hierarchical Bayesian model, coupled with an efficient Markov chain Monte Carlo algorithm, allows robust estimation of depth images together with abundance and outlier maps associated with the observed 3D scene. The proposed methodology is illustrated via experiments conducted with real multispectral Lidar data acquired in a controlled environment. The results demonstrate the possibility to unmix spectral responses constructed from extremely sparse photon counts (less than 10 photons per pixel and band).« less

Assessment of myocardial metabolic rate of glucose by means of Bayesian ICA and Markov Chain Monte Carlo methods in small animal PET imaging

NASA Astrophysics Data System (ADS)

Berradja, Khadidja; Boughanmi, Nabil

2016-09-01

In dynamic cardiac PET FDG studies the assessment of myocardial metabolic rate of glucose (MMRG) requires the knowledge of the blood input function (IF). IF can be obtained by manual or automatic blood sampling and cross calibrated with PET. These procedures are cumbersome, invasive and generate uncertainties. The IF is contaminated by spillover of radioactivity from the adjacent myocardium and this could cause important error in the estimated MMRG. In this study, we show that the IF can be extracted from the images in a rat heart study with 18F-fluorodeoxyglucose (18F-FDG) by means of Independent Component Analysis (ICA) based on Bayesian theory and Markov Chain Monte Carlo (MCMC) sampling method (BICA). Images of the heart from rats were acquired with the Sherbrooke small animal PET scanner. A region of interest (ROI) was drawn around the rat image and decomposed into blood and tissue using BICA. The Statistical study showed that there is a significant difference (p < 0.05) between MMRG obtained with IF extracted by BICA with respect to IF extracted from measured images corrupted with spillover.

Hierarchical Bayesian Markov switching models with application to predicting spawning success of shovelnose sturgeon

USGS Publications Warehouse

Holan, S.H.; Davis, G.M.; Wildhaber, M.L.; DeLonay, A.J.; Papoulias, D.M.

2009-01-01

The timing of spawning in fish is tightly linked to environmental factors; however, these factors are not very well understood for many species. Specifically, little information is available to guide recruitment efforts for endangered species such as the sturgeon. Therefore, we propose a Bayesian hierarchical model for predicting the success of spawning of the shovelnose sturgeon which uses both biological and behavioural (longitudinal) data. In particular, we use data that were produced from a tracking study that was conducted in the Lower Missouri River. The data that were produced from this study consist of biological variables associated with readiness to spawn along with longitudinal behavioural data collected by using telemetry and archival data storage tags. These high frequency data are complex both biologically and in the underlying behavioural process. To accommodate such complexity we developed a hierarchical linear regression model that uses an eigenvalue predictor, derived from the transition probability matrix of a two-state Markov switching model with generalized auto-regressive conditional heteroscedastic dynamics. Finally, to minimize the computational burden that is associated with estimation of this model, a parallel computing approach is proposed. ?? Journal compilation 2009 Royal Statistical Society.

Sarment: Python modules for HMM analysis and partitioning of sequences.

PubMed

Guéguen, Laurent

2005-08-15

Sarment is a package of Python modules for easy building and manipulation of sequence segmentations. It provides efficient implementation of usual algorithms for hidden Markov Model computation, as well as for maximal predictive partitioning. Owing to its very large variety of criteria for computing segmentations, Sarment can handle many kinds of models. Because of object-oriented programming, the results of the segmentation are very easy tomanipulate.

Regenerative Medicine for Battlefield Injuries

DTIC Science & Technology

2014-10-01

used immunohistochemical staining of BMP-4 and HGF after treatment with BMP-4/HGF or unamputated limb tissue extract. Sample slides were de- waxed in...Cambridge, MA) primary antibodies were applied on samples separately and incubated overnight at 40 C. After washing the slides in 1x PBS, HRP conjugate...and other dictionaries such as LocusLink and (3) Hidden Markov Models and N-gram, machine - learning methods, to identify biological entities not

Blackjack

DTIC Science & Technology

2012-05-01

astar (C++) path finding algorithms.  bwaves (Fortran) simulation of blast waves in 3D transonic transient laminar viscous flow.  bzip2 (C) in...search based on Profile Hidden Markov Models.  lbm (C) implementation of Lattice Boltzman Method for simulation of incompressible fluids in 3D...to comply with a collection of information if it does not display a currently valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE

Cluster-based adaptive power control protocol using Hidden Markov Model for Wireless Sensor Networks

NASA Astrophysics Data System (ADS)

Vinutha, C. B.; Nalini, N.; Nagaraja, M.

2017-06-01

This paper presents strategies for an efficient and dynamic transmission power control technique, in order to reduce packet drop and hence energy consumption of power-hungry sensor nodes operated in highly non-linear channel conditions of Wireless Sensor Networks. Besides, we also focus to prolong network lifetime and scalability by designing cluster-based network structure. Specifically we consider weight-based clustering approach wherein, minimum significant node is chosen as Cluster Head (CH) which is computed stemmed from the factors distance, remaining residual battery power and received signal strength (RSS). Further, transmission power control schemes to fit into dynamic channel conditions are meticulously implemented using Hidden Markov Model (HMM) where probability transition matrix is formulated based on the observed RSS measurements. Typically, CH estimates initial transmission power of its cluster members (CMs) from RSS using HMM and broadcast this value to its CMs for initialising their power value. Further, if CH finds that there are variations in link quality and RSS of the CMs, it again re-computes and optimises the transmission power level of the nodes using HMM to avoid packet loss due noise interference. We have demonstrated our simulation results to prove that our technique efficiently controls the power levels of sensing nodes to save significant quantity of energy for different sized network.

A Context-Recognition-Aided PDR Localization Method Based on the Hidden Markov Model

PubMed Central

Lu, Yi; Wei, Dongyan; Lai, Qifeng; Li, Wen; Yuan, Hong

2016-01-01

Indoor positioning has recently become an important field of interest because global navigation satellite systems (GNSS) are usually unavailable in indoor environments. Pedestrian dead reckoning (PDR) is a promising localization technique for indoor environments since it can be implemented on widely used smartphones equipped with low cost inertial sensors. However, the PDR localization severely suffers from the accumulation of positioning errors, and other external calibration sources should be used. In this paper, a context-recognition-aided PDR localization model is proposed to calibrate PDR. The context is detected by employing particular human actions or characteristic objects and it is matched to the context pre-stored offline in the database to get the pedestrian’s location. The Hidden Markov Model (HMM) and Recursive Viterbi Algorithm are used to do the matching, which reduces the time complexity and saves the storage. In addition, the authors design the turn detection algorithm and take the context of corner as an example to illustrate and verify the proposed model. The experimental results show that the proposed localization method can fix the pedestrian’s starting point quickly and improves the positioning accuracy of PDR by 40.56% at most with perfect stability and robustness at the same time. PMID:27916922

Investigation of an HMM/ANN hybrid structure in pattern recognition application using cepstral analysis of dysarthric (distorted) speech signals.

PubMed

Polur, Prasad D; Miller, Gerald E

2006-10-01

Computer speech recognition of individuals with dysarthria, such as cerebral palsy patients requires a robust technique that can handle conditions of very high variability and limited training data. In this study, application of a 10 state ergodic hidden Markov model (HMM)/artificial neural network (ANN) hybrid structure for a dysarthric speech (isolated word) recognition system, intended to act as an assistive tool, was investigated. A small size vocabulary spoken by three cerebral palsy subjects was chosen. The effect of such a structure on the recognition rate of the system was investigated by comparing it with an ergodic hidden Markov model as a control tool. This was done in order to determine if this modified technique contributed to enhanced recognition of dysarthric speech. The speech was sampled at 11 kHz. Mel frequency cepstral coefficients were extracted from them using 15 ms frames and served as training input to the hybrid model setup. The subsequent results demonstrated that the hybrid model structure was quite robust in its ability to handle the large variability and non-conformity of dysarthric speech. The level of variability in input dysarthric speech patterns sometimes limits the reliability of the system. However, its application as a rehabilitation/control tool to assist dysarthric motor impaired individuals holds sufficient promise.

Hidden Markov models reveal complexity in the diving behaviour of short-finned pilot whales

PubMed Central

Quick, Nicola J.; Isojunno, Saana; Sadykova, Dina; Bowers, Matthew; Nowacek, Douglas P.; Read, Andrew J.

2017-01-01

Diving behaviour of short-finned pilot whales is often described by two states; deep foraging and shallow, non-foraging dives. However, this simple classification system ignores much of the variation that occurs during subsurface periods. We used multi-state hidden Markov models (HMM) to characterize states of diving behaviour and the transitions between states in short-finned pilot whales. We used three parameters (number of buzzes, maximum dive depth and duration) measured in 259 dives by digital acoustic recording tags (DTAGs) deployed on 20 individual whales off Cape Hatteras, North Carolina, USA. The HMM identified a four-state model as the best descriptor of diving behaviour. The state-dependent distributions for the diving parameters showed variation between states, indicative of different diving behaviours. Transition probabilities were considerably higher for state persistence than state switching, indicating that dive types occurred in bouts. Our results indicate that subsurface behaviour in short-finned pilot whales is more complex than a simple dichotomy of deep and shallow diving states, and labelling all subsurface behaviour as deep dives or shallow dives discounts a significant amount of important variation. We discuss potential drivers of these patterns, including variation in foraging success, prey availability and selection, bathymetry, physiological constraints and socially mediated behaviour. PMID:28361954

Understanding the ontogeny of foraging behaviour: insights from combining marine predator bio-logging with satellite-derived oceanography in hidden Markov models.

PubMed

Grecian, W James; Lane, Jude V; Michelot, Théo; Wade, Helen M; Hamer, Keith C

2018-06-01

The development of foraging strategies that enable juveniles to efficiently identify and exploit predictable habitat features is critical for survival and long-term fitness. In the marine environment, meso- and sub-mesoscale features such as oceanographic fronts offer a visible cue to enhanced foraging conditions, but how individuals learn to identify these features is a mystery. In this study, we investigate age-related differences in the fine-scale foraging behaviour of adult (aged ≥ 5 years) and immature (aged 2-4 years) northern gannets Morus bassanus Using high-resolution GPS-loggers, we reveal that adults have a much narrower foraging distribution than immature birds and much higher individual foraging site fidelity. By conditioning the transition probabilities of a hidden Markov model on satellite-derived measures of frontal activity, we then demonstrate that adults show a stronger response to frontal activity than immature birds, and are more likely to commence foraging behaviour as frontal intensity increases. Together, these results indicate that adult gannets are more proficient foragers than immatures, supporting the hypothesis that foraging specializations are learned during individual exploratory behaviour in early life. Such memory-based individual foraging strategies may also explain the extended period of immaturity observed in gannets and many other long-lived species. © 2018 The Authors.

Measuring the volume of brain tumour and determining its location in T2-weighted MRI images using hidden Markov random field: expectation maximization algorithm

NASA Astrophysics Data System (ADS)

Mat Jafri, Mohd. Zubir; Abdulbaqi, Hayder Saad; Mutter, Kussay N.; Mustapha, Iskandar Shahrim; Omar, Ahmad Fairuz

2017-06-01

A brain tumour is an abnormal growth of tissue in the brain. Most tumour volume measurement processes are carried out manually by the radiographer and radiologist without relying on any auto program. This manual method is a timeconsuming task and may give inaccurate results. Treatment, diagnosis, signs and symptoms of the brain tumours mainly depend on the tumour volume and its location. In this paper, an approach is proposed to improve volume measurement of brain tumors as well as using a new method to determine the brain tumour location. The current study presents a hybrid method that includes two methods. One method is hidden Markov random field - expectation maximization (HMRFEM), which employs a positive initial classification of the image. The other method employs the threshold, which enables the final segmentation. In this method, the tumour volume is calculated using voxel dimension measurements. The brain tumour location was determined accurately in T2- weighted MRI image using a new algorithm. According to the results, this process was proven to be more useful compared to the manual method. Thus, it provides the possibility of calculating the volume and determining location of a brain tumour.

Dynamic expression of 3′ UTRs revealed by Poisson hidden Markov modeling of RNA-Seq: Implications in gene expression profiling

PubMed Central

Lu, Jun; Bushel, Pierre R.

2013-01-01

RNA sequencing (RNA-Seq) allows for the identification of novel exon-exon junctions and quantification of gene expression levels. We show that from RNA-Seq data one may also detect utilization of alternative polyadenylation (APA) in 3′ untranslated regions (3′ UTRs) known to play a critical role in the regulation of mRNA stability, cellular localization and translation efficiency. Given the dynamic nature of APA, it is desirable to examine the APA on a sample by sample basis. We used a Poisson hidden Markov model (PHMM) of RNA-Seq data to identify potential APA in human liver and brain cortex tissues leading to shortened 3′ UTRs. Over three hundred transcripts with shortened 3′ UTRs were detected with sensitivity >75% and specificity >60%. tissue-specific 3′ UTR shortening was observed for 32 genes with a q-value ≤ 0.1. When compared to alternative isoforms detected by Cufflinks or MISO, our PHMM method agreed on over 100 transcripts with shortened 3′ UTRs. Given the increasing usage of RNA-Seq for gene expression profiling, using PHMM to investigate sample-specific 3′ UTR shortening could be an added benefit from this emerging technology. PMID:23845781

QRS complex detection based on continuous density hidden Markov models using univariate observations

NASA Astrophysics Data System (ADS)

Sotelo, S.; Arenas, W.; Altuve, M.

2018-04-01

In the electrocardiogram (ECG), the detection of QRS complexes is a fundamental step in the ECG signal processing chain since it allows the determination of other characteristics waves of the ECG and provides information about heart rate variability. In this work, an automatic QRS complex detector based on continuous density hidden Markov models (HMM) is proposed. HMM were trained using univariate observation sequences taken either from QRS complexes or their derivatives. The detection approach is based on the log-likelihood comparison of the observation sequence with a fixed threshold. A sliding window was used to obtain the observation sequence to be evaluated by the model. The threshold was optimized by receiver operating characteristic curves. Sensitivity (Sen), specificity (Spc) and F1 score were used to evaluate the detection performance. The approach was validated using ECG recordings from the MIT-BIH Arrhythmia database. A 6-fold cross-validation shows that the best detection performance was achieved with 2 states HMM trained with QRS complexes sequences (Sen = 0.668, Spc = 0.360 and F1 = 0.309). We concluded that these univariate sequences provide enough information to characterize the QRS complex dynamics from HMM. Future works are directed to the use of multivariate observations to increase the detection performance.

Real-time human versus animal classification using pyro-electric sensor array and Hidden Markov Model

NASA Astrophysics Data System (ADS)

Hossen, Jakir; Jacobs, Eddie L.; Chari, Srikant

2014-03-01

In this paper, we propose a real-time human versus animal classification technique using a pyro-electric sensor array and Hidden Markov Model. The technique starts with the variational energy functional level set segmentation technique to separate the object from background. After segmentation, we convert the segmented object to a signal by considering column-wise pixel values and then finding the wavelet coefficients of the signal. HMMs are trained to statistically model the wavelet features of individuals through an expectation-maximization learning process. Human versus animal classifications are made by evaluating a set of new wavelet feature data against the trained HMMs using the maximum-likelihood criterion. Human and animal data acquired-using a pyro-electric sensor in different terrains are used for performance evaluation of the algorithms. Failures of the computationally effective SURF feature based approach that we develop in our previous research are because of distorted images produced when the object runs very fast or if the temperature difference between target and background is not sufficient to accurately profile the object. We show that wavelet based HMMs work well for handling some of the distorted profiles in the data set. Further, HMM achieves improved classification rate over the SURF algorithm with almost the same computational time.

Estimation of the biphasic property in a female's menstrual cycle from cutaneous temperature measured during sleep.

PubMed

Chen, Wenxi; Kitazawa, Masumi; Togawa, Tatsuo

2009-09-01

This paper proposes a method to estimate a woman's menstrual cycle based on the hidden Markov model (HMM). A tiny device was developed that attaches around the abdominal region to measure cutaneous temperature at 10-min intervals during sleep. The measured temperature data were encoded as a two-dimensional image (QR code, i.e., quick response code) and displayed in the LCD window of the device. A mobile phone captured the QR code image, decoded the information and transmitted the data to a database server. The collected data were analyzed by three steps to estimate the biphasic temperature property in a menstrual cycle. The key step was an HMM-based step between preprocessing and postprocessing. A discrete Markov model, with two hidden phases, was assumed to represent higher- and lower-temperature phases during a menstrual cycle. The proposed method was verified by the data collected from 30 female participants, aged from 14 to 46, over six consecutive months. By comparing the estimated results with individual records from the participants, 71.6% of 190 menstrual cycles were correctly estimated. The sensitivity and positive predictability were 91.8 and 96.6%, respectively. This objective evaluation provides a promising approach for managing premenstrual syndrome and birth control.

Robust Hidden Markov Model based intelligent blood vessel detection of fundus images.

PubMed

Hassan, Mehdi; Amin, Muhammad; Murtza, Iqbal; Khan, Asifullah; Chaudhry, Asmatullah

2017-11-01

In this paper, we consider the challenging problem of detecting retinal vessel networks. Precise detection of retinal vessel networks is vital for accurate eye disease diagnosis. Most of the blood vessel tracking techniques may not properly track vessels in presence of vessels' occlusion. Owing to problem in sensor resolution or acquisition of fundus images, it is possible that some part of vessel may occlude. In this scenario, it becomes a challenging task to accurately trace these vital vessels. For this purpose, we have proposed a new robust and intelligent retinal vessel detection technique on Hidden Markov Model. The proposed model is able to successfully track vessels in the presence of occlusion. The effectiveness of the proposed technique is evaluated on publically available standard DRIVE dataset of the fundus images. The experiments show that the proposed technique not only outperforms the other state of the art methodologies of retinal blood vessels segmentation, but it is also capable of accurate occlusion handling in retinal vessel networks. The proposed technique offers better average classification accuracy, sensitivity, specificity, and area under the curve (AUC) of 95.7%, 81.0%, 97.0%, and 90.0% respectively, which shows the usefulness of the proposed technique. Copyright © 2017 Elsevier B.V. All rights reserved.

Hidden Markov model approach for identifying the modular framework of the protein backbone.

PubMed

Camproux, A C; Tuffery, P; Chevrolat, J P; Boisvieux, J F; Hazout, S

1999-12-01

The hidden Markov model (HMM) was used to identify recurrent short 3D structural building blocks (SBBs) describing protein backbones, independently of any a priori knowledge. Polypeptide chains are decomposed into a series of short segments defined by their inter-alpha-carbon distances. Basically, the model takes into account the sequentiality of the observed segments and assumes that each one corresponds to one of several possible SBBs. Fitting the model to a database of non-redundant proteins allowed us to decode proteins in terms of 12 distinct SBBs with different roles in protein structure. Some SBBs correspond to classical regular secondary structures. Others correspond to a significant subdivision of their bounding regions previously considered to be a single pattern. The major contribution of the HMM is that this model implicitly takes into account the sequential connections between SBBs and thus describes the most probable pathways by which the blocks are connected to form the framework of the protein structures. Validation of the SBBs code was performed by extracting SBB series repeated in recoding proteins and examining their structural similarities. Preliminary results on the sequence specificity of SBBs suggest promising perspectives for the prediction of SBBs or series of SBBs from the protein sequences.

Impact-acoustics inspection of tile-wall bonding integrity via wavelet transform and hidden Markov models

NASA Astrophysics Data System (ADS)

Luk, B. L.; Liu, K. P.; Tong, F.; Man, K. F.

2010-05-01

The impact-acoustics method utilizes different information contained in the acoustic signals generated by tapping a structure with a small metal object. It offers a convenient and cost-efficient way to inspect the tile-wall bonding integrity. However, the existence of the surface irregularities will cause abnormal multiple bounces in the practical inspection implementations. The spectral characteristics from those bounces can easily be confused with the signals obtained from different bonding qualities. As a result, it will deteriorate the classic feature-based classification methods based on frequency domain. Another crucial difficulty posed by the implementation is the additive noise existing in the practical environments that may also cause feature mismatch and false judgment. In order to solve this problem, the work described in this paper aims to develop a robust inspection method that applies model-based strategy, and utilizes the wavelet domain features with hidden Markov modeling. It derives a bonding integrity recognition approach with enhanced immunity to surface roughness as well as the environmental noise. With the help of the specially designed artificial sample slabs, experiments have been carried out with impact acoustic signals contaminated by real environmental noises acquired under practical inspection background. The results are compared with those using classic method to demonstrate the effectiveness of the proposed method.

On the Role of Situational Stressors in the Disruption of Global Neural Network Stability during Problem Solving.

PubMed

Liu, Mengting; Amey, Rachel C; Forbes, Chad E

2017-12-01

When individuals are placed in stressful situations, they are likely to exhibit deficits in cognitive capacity over and above situational demands. Despite this, individuals may still persevere and ultimately succeed in these situations. Little is known, however, about neural network properties that instantiate success or failure in both neutral and stressful situations, particularly with respect to regions integral for problem-solving processes that are necessary for optimal performance on more complex tasks. In this study, we outline how hidden Markov modeling based on multivoxel pattern analysis can be used to quantify unique brain states underlying complex network interactions that yield either successful or unsuccessful problem solving in more neutral or stressful situations. We provide evidence that brain network stability and states underlying synchronous interactions in regions integral for problem-solving processes are key predictors of whether individuals succeed or fail in stressful situations. Findings also suggested that individuals utilize discriminate neural patterns in successfully solving problems in stressful or neutral situations. Findings overall highlight how hidden Markov modeling can provide myriad possibilities for quantifying and better understanding the role of global network interactions in the problem-solving process and how the said interactions predict success or failure in different contexts.

Sequence similarity is more relevant than species specificity in probabilistic backtranslation.

PubMed

Ferro, Alfredo; Giugno, Rosalba; Pigola, Giuseppe; Pulvirenti, Alfredo; Di Pietro, Cinzia; Purrello, Michele; Ragusa, Marco

2007-02-21

Backtranslation is the process of decoding a sequence of amino acids into the corresponding codons. All synthetic gene design systems include a backtranslation module. The degeneracy of the genetic code makes backtranslation potentially ambiguous since most amino acids are encoded by multiple codons. The common approach to overcome this difficulty is based on imitation of codon usage within the target species. This paper describes EasyBack, a new parameter-free, fully-automated software for backtranslation using Hidden Markov Models. EasyBack is not based on imitation of codon usage within the target species, but instead uses a sequence-similarity criterion. The model is trained with a set of proteins with known cDNA coding sequences, constructed from the input protein by querying the NCBI databases with BLAST. Unlike existing software, the proposed method allows the quality of prediction to be estimated. When tested on a group of proteins that show different degrees of sequence conservation, EasyBack outperforms other published methods in terms of precision. The prediction quality of a protein backtranslation methis markedly increased by replacing the criterion of most used codon in the same species with a Hidden Markov Model trained with a set of most similar sequences from all species. Moreover, the proposed method allows the quality of prediction to be estimated probabilistically.

Tumor propagation model using generalized hidden Markov model

NASA Astrophysics Data System (ADS)

Park, Sun Young; Sargent, Dustin

2017-02-01

Tumor tracking and progression analysis using medical images is a crucial task for physicians to provide accurate and efficient treatment plans, and monitor treatment response. Tumor progression is tracked by manual measurement of tumor growth performed by radiologists. Several methods have been proposed to automate these measurements with segmentation, but many current algorithms are confounded by attached organs and vessels. To address this problem, we present a new generalized tumor propagation model considering time-series prior images and local anatomical features using a Hierarchical Hidden Markov model (HMM) for tumor tracking. First, we apply the multi-atlas segmentation technique to identify organs/sub-organs using pre-labeled atlases. Second, we apply a semi-automatic direct 3D segmentation method to label the initial boundary between the lesion and neighboring structures. Third, we detect vessels in the ROI surrounding the lesion. Finally, we apply the propagation model with the labeled organs and vessels to accurately segment and measure the target lesion. The algorithm has been designed in a general way to be applicable to various body parts and modalities. In this paper, we evaluate the proposed algorithm on lung and lung nodule segmentation and tracking. We report the algorithm's performance by comparing the longest diameter and nodule volumes using the FDA lung Phantom data and a clinical dataset.

High-resolution definition of the Vibrio cholerae essential gene set with hidden Markov model–based analyses of transposon-insertion sequencing data

PubMed Central

Chao, Michael C.; Pritchard, Justin R.; Zhang, Yanjia J.; Rubin, Eric J.; Livny, Jonathan; Davis, Brigid M.; Waldor, Matthew K.

2013-01-01

The coupling of high-density transposon mutagenesis to high-throughput DNA sequencing (transposon-insertion sequencing) enables simultaneous and genome-wide assessment of the contributions of individual loci to bacterial growth and survival. We have refined analysis of transposon-insertion sequencing data by normalizing for the effect of DNA replication on sequencing output and using a hidden Markov model (HMM)-based filter to exploit heretofore unappreciated information inherent in all transposon-insertion sequencing data sets. The HMM can smooth variations in read abundance and thereby reduce the effects of read noise, as well as permit fine scale mapping that is independent of genomic annotation and enable classification of loci into several functional categories (e.g. essential, domain essential or ‘sick’). We generated a high-resolution map of genomic loci (encompassing both intra- and intergenic sequences) that are required or beneficial for in vitro growth of the cholera pathogen, Vibrio cholerae. This work uncovered new metabolic and physiologic requirements for V. cholerae survival, and by combining transposon-insertion sequencing and transcriptomic data sets, we also identified several novel noncoding RNA species that contribute to V. cholerae growth. Our findings suggest that HMM-based approaches will enhance extraction of biological meaning from transposon-insertion sequencing genomic data. PMID:23901011

Dynamic Alignment Models for Neural Coding

PubMed Central

Kollmorgen, Sepp; Hahnloser, Richard H. R.

2014-01-01

Recently, there have been remarkable advances in modeling the relationships between the sensory environment, neuronal responses, and behavior. However, most models cannot encompass variable stimulus-response relationships such as varying response latencies and state or context dependence of the neural code. Here, we consider response modeling as a dynamic alignment problem and model stimulus and response jointly by a mixed pair hidden Markov model (MPH). In MPHs, multiple stimulus-response relationships (e.g., receptive fields) are represented by different states or groups of states in a Markov chain. Each stimulus-response relationship features temporal flexibility, allowing modeling of variable response latencies, including noisy ones. We derive algorithms for learning of MPH parameters and for inference of spike response probabilities. We show that some linear-nonlinear Poisson cascade (LNP) models are a special case of MPHs. We demonstrate the efficiency and usefulness of MPHs in simulations of both jittered and switching spike responses to white noise and natural stimuli. Furthermore, we apply MPHs to extracellular single and multi-unit data recorded in cortical brain areas of singing birds to showcase a novel method for estimating response lag distributions. MPHs allow simultaneous estimation of receptive fields, latency statistics, and hidden state dynamics and so can help to uncover complex stimulus response relationships that are subject to variable timing and involve diverse neural codes. PMID:24625448

Hidden Markov Model and Support Vector Machine based decoding of finger movements using Electrocorticography

PubMed Central

Wissel, Tobias; Pfeiffer, Tim; Frysch, Robert; Knight, Robert T.; Chang, Edward F.; Hinrichs, Hermann; Rieger, Jochem W.; Rose, Georg

2013-01-01

Objective Support Vector Machines (SVM) have developed into a gold standard for accurate classification in Brain-Computer-Interfaces (BCI). The choice of the most appropriate classifier for a particular application depends on several characteristics in addition to decoding accuracy. Here we investigate the implementation of Hidden Markov Models (HMM)for online BCIs and discuss strategies to improve their performance. Approach We compare the SVM, serving as a reference, and HMMs for classifying discrete finger movements obtained from the Electrocorticograms of four subjects doing a finger tapping experiment. The classifier decisions are based on a subset of low-frequency time domain and high gamma oscillation features. Main results We show that decoding optimization between the two approaches is due to the way features are extracted and selected and less dependent on the classifier. An additional gain in HMM performance of up to 6% was obtained by introducing model constraints. Comparable accuracies of up to 90% were achieved with both SVM and HMM with the high gamma cortical response providing the most important decoding information for both techniques. Significance We discuss technical HMM characteristics and adaptations in the context of the presented data as well as for general BCI applications. Our findings suggest that HMMs and their characteristics are promising for efficient online brain-computer interfaces. PMID:24045504

GPHMM: an integrated hidden Markov model for identification of copy number alteration and loss of heterozygosity in complex tumor samples using whole genome SNP arrays

PubMed Central

Li, Ao; Liu, Zongzhi; Lezon-Geyda, Kimberly; Sarkar, Sudipa; Lannin, Donald; Schulz, Vincent; Krop, Ian; Winer, Eric; Harris, Lyndsay; Tuck, David

2011-01-01

There is an increasing interest in using single nucleotide polymorphism (SNP) genotyping arrays for profiling chromosomal rearrangements in tumors, as they allow simultaneous detection of copy number and loss of heterozygosity with high resolution. Critical issues such as signal baseline shift due to aneuploidy, normal cell contamination, and the presence of GC content bias have been reported to dramatically alter SNP array signals and complicate accurate identification of aberrations in cancer genomes. To address these issues, we propose a novel Global Parameter Hidden Markov Model (GPHMM) to unravel tangled genotyping data generated from tumor samples. In contrast to other HMM methods, a distinct feature of GPHMM is that the issues mentioned above are quantitatively modeled by global parameters and integrated within the statistical framework. We developed an efficient EM algorithm for parameter estimation. We evaluated performance on three data sets and show that GPHMM can correctly identify chromosomal aberrations in tumor samples containing as few as 10% cancer cells. Furthermore, we demonstrated that the estimation of global parameters in GPHMM provides information about the biological characteristics of tumor samples and the quality of genotyping signal from SNP array experiments, which is helpful for data quality control and outlier detection in cohort studies. PMID:21398628

Bayesian Inference for Time Trends in Parameter Values using Weighted Evidence Sets

DOE Office of Scientific and Technical Information (OSTI.GOV)

D. L. Kelly; A. Malkhasyan

2010-09-01

There is a nearly ubiquitous assumption in PSA that parameter values are at least piecewise-constant in time. As a result, Bayesian inference tends to incorporate many years of plant operation, over which there have been significant changes in plant operational and maintenance practices, plant management, etc. These changes can cause significant changes in parameter values over time; however, failure to perform Bayesian inference in the proper time-dependent framework can mask these changes. Failure to question the assumption of constant parameter values, and failure to perform Bayesian inference in the proper time-dependent framework were noted as important issues in NUREG/CR-6813, performedmore » for the U. S. Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards in 2003. That report noted that “in-dustry lacks tools to perform time-trend analysis with Bayesian updating.” This paper describes an applica-tion of time-dependent Bayesian inference methods developed for the European Commission Ageing PSA Network. These methods utilize open-source software, implementing Markov chain Monte Carlo sampling. The paper also illustrates an approach to incorporating multiple sources of data via applicability weighting factors that address differences in key influences, such as vendor, component boundaries, conditions of the operating environment, etc.« less

Bayesian Inference for Time Trends in Parameter Values: Case Study for the Ageing PSA Network of the European Commission

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dana L. Kelly; Albert Malkhasyan

2010-06-01

There is a nearly ubiquitous assumption in PSA that parameter values are at least piecewise-constant in time. As a result, Bayesian inference tends to incorporate many years of plant operation, over which there have been significant changes in plant operational and maintenance practices, plant management, etc. These changes can cause significant changes in parameter values over time; however, failure to perform Bayesian inference in the proper time-dependent framework can mask these changes. Failure to question the assumption of constant parameter values, and failure to perform Bayesian inference in the proper time-dependent framework were noted as important issues in NUREG/CR-6813, performedmore » for the U. S. Nuclear Regulatory Commission’s Advisory Committee on Reactor Safeguards in 2003. That report noted that “industry lacks tools to perform time-trend analysis with Bayesian updating.” This paper describes an application of time-dependent Bayesian inference methods developed for the European Commission Ageing PSA Network. These methods utilize open-source software, implementing Markov chain Monte Carlo sampling. The paper also illustrates the development of a generic prior distribution, which incorporates multiple sources of generic data via weighting factors that address differences in key influences, such as vendor, component boundaries, conditions of the operating environment, etc.« less

Estimating the hatchery fraction of a natural population: a Bayesian approach

USGS Publications Warehouse

Barber, Jarrett J.; Gerow, Kenneth G.; Connolly, Patrick J.; Singh, Sarabdeep

2011-01-01

There is strong and growing interest in estimating the proportion of hatchery fish that are in a natural population (the hatchery fraction). In a sample of fish from the relevant population, some are observed to be marked, indicating their origin as hatchery fish. The observed proportion of marked fish is usually less than the actual hatchery fraction, since the observed proportion is determined by the proportion originally marked, differential survival (usually lower) of marked fish relative to unmarked hatchery fish, and rates of mark retention and detection. Bayesian methods can work well in a setting such as this, in which empirical data are limited but for which there may be considerable expert judgment regarding these values. We explored a Bayesian estimation of the hatchery fraction using Monte Carlo–Markov chain methods. Based on our findings, we created an interactive Excel tool to implement the algorithm, which we have made available for free.

Nonparametric Bayesian Segmentation of a Multivariate Inhomogeneous Space-Time Poisson Process.

PubMed

Ding, Mingtao; He, Lihan; Dunson, David; Carin, Lawrence

2012-12-01

A nonparametric Bayesian model is proposed for segmenting time-evolving multivariate spatial point process data. An inhomogeneous Poisson process is assumed, with a logistic stick-breaking process (LSBP) used to encourage piecewise-constant spatial Poisson intensities. The LSBP explicitly favors spatially contiguous segments, and infers the number of segments based on the observed data. The temporal dynamics of the segmentation and of the Poisson intensities are modeled with exponential correlation in time, implemented in the form of a first-order autoregressive model for uniformly sampled discrete data, and via a Gaussian process with an exponential kernel for general temporal sampling. We consider and compare two different inference techniques: a Markov chain Monte Carlo sampler, which has relatively high computational complexity; and an approximate and efficient variational Bayesian analysis. The model is demonstrated with a simulated example and a real example of space-time crime events in Cincinnati, Ohio, USA.

Bayesian spatio-temporal modeling of particulate matter concentrations in Peninsular Malaysia

NASA Astrophysics Data System (ADS)

Manga, Edna; Awang, Norhashidah

2016-06-01

This article presents an application of a Bayesian spatio-temporal Gaussian process (GP) model on particulate matter concentrations from Peninsular Malaysia. We analyze daily PM10 concentration levels from 35 monitoring sites in June and July 2011. The spatiotemporal model set in a Bayesian hierarchical framework allows for inclusion of informative covariates, meteorological variables and spatiotemporal interactions. Posterior density estimates of the model parameters are obtained by Markov chain Monte Carlo methods. Preliminary data analysis indicate information on PM10 levels at sites classified as industrial locations could explain part of the space time variations. We include the site-type indicator in our modeling efforts. Results of the parameter estimates for the fitted GP model show significant spatio-temporal structure and positive effect of the location-type explanatory variable. We also compute some validation criteria for the out of sample sites that show the adequacy of the model for predicting PM10 at unmonitored sites.

Approximate Bayesian computation for spatial SEIR(S) epidemic models.

PubMed

Brown, Grant D; Porter, Aaron T; Oleson, Jacob J; Hinman, Jessica A

2018-02-01

Approximate Bayesia n Computation (ABC) provides an attractive approach to estimation in complex Bayesian inferential problems for which evaluation of the kernel of the posterior distribution is impossible or computationally expensive. These highly parallelizable techniques have been successfully applied to many fields, particularly in cases where more traditional approaches such as Markov chain Monte Carlo (MCMC) are impractical. In this work, we demonstrate the application of approximate Bayesian inference to spatially heterogeneous Susceptible-Exposed-Infectious-Removed (SEIR) stochastic epidemic models. These models have a tractable posterior distribution, however MCMC techniques nevertheless become computationally infeasible for moderately sized problems. We discuss the practical implementation of these techniques via the open source ABSEIR package for R. The performance of ABC relative to traditional MCMC methods in a small problem is explored under simulation, as well as in the spatially heterogeneous context of the 2014 epidemic of Chikungunya in the Americas. Copyright © 2017 Elsevier Ltd. All rights reserved.

Modular analysis of the probabilistic genetic interaction network.

PubMed

Hou, Lin; Wang, Lin; Qian, Minping; Li, Dong; Tang, Chao; Zhu, Yunping; Deng, Minghua; Li, Fangting

2011-03-15

Epistatic Miniarray Profiles (EMAP) has enabled the mapping of large-scale genetic interaction networks; however, the quantitative information gained from EMAP cannot be fully exploited since the data are usually interpreted as a discrete network based on an arbitrary hard threshold. To address such limitations, we adopted a mixture modeling procedure to construct a probabilistic genetic interaction network and then implemented a Bayesian approach to identify densely interacting modules in the probabilistic network. Mixture modeling has been demonstrated as an effective soft-threshold technique of EMAP measures. The Bayesian approach was applied to an EMAP dataset studying the early secretory pathway in Saccharomyces cerevisiae. Twenty-seven modules were identified, and 14 of those were enriched by gold standard functional gene sets. We also conducted a detailed comparison with state-of-the-art algorithms, hierarchical cluster and Markov clustering. The experimental results show that the Bayesian approach outperforms others in efficiently recovering biologically significant modules.

spMC: an R-package for 3D lithological reconstructions based on spatial Markov chains

NASA Astrophysics Data System (ADS)

Sartore, Luca; Fabbri, Paolo; Gaetan, Carlo

2016-09-01

The paper presents the spatial Markov Chains (spMC) R-package and a case study of subsoil simulation/prediction located in a plain site of Northeastern Italy. spMC is a quite complete collection of advanced methods for data inspection, besides spMC implements Markov Chain models to estimate experimental transition probabilities of categorical lithological data. Furthermore, simulation methods based on most known prediction methods (as indicator Kriging and CoKriging) were implemented in spMC package. Moreover, other more advanced methods are available for simulations, e.g. path methods and Bayesian procedures, that exploit the maximum entropy. Since the spMC package was developed for intensive geostatistical computations, part of the code is implemented for parallel computations via the OpenMP constructs. A final analysis of this computational efficiency compares the simulation/prediction algorithms by using different numbers of CPU cores, and considering the example data set of the case study included in the package.

Affective State Level Recognition in Naturalistic Facial and Vocal Expressions.

PubMed

Meng, Hongying; Bianchi-Berthouze, Nadia

2014-03-01

Naturalistic affective expressions change at a rate much slower than the typical rate at which video or audio is recorded. This increases the probability that consecutive recorded instants of expressions represent the same affective content. In this paper, we exploit such a relationship to improve the recognition performance of continuous naturalistic affective expressions. Using datasets of naturalistic affective expressions (AVEC 2011 audio and video dataset, PAINFUL video dataset) continuously labeled over time and over different dimensions, we analyze the transitions between levels of those dimensions (e.g., transitions in pain intensity level). We use an information theory approach to show that the transitions occur very slowly and hence suggest modeling them as first-order Markov models. The dimension levels are considered to be the hidden states in the Hidden Markov Model (HMM) framework. Their discrete transition and emission matrices are trained by using the labels provided with the training set. The recognition problem is converted into a best path-finding problem to obtain the best hidden states sequence in HMMs. This is a key difference from previous use of HMMs as classifiers. Modeling of the transitions between dimension levels is integrated in a multistage approach, where the first level performs a mapping between the affective expression features and a soft decision value (e.g., an affective dimension level), and further classification stages are modeled as HMMs that refine that mapping by taking into account the temporal relationships between the output decision labels. The experimental results for each of the unimodal datasets show overall performance to be significantly above that of a standard classification system that does not take into account temporal relationships. In particular, the results on the AVEC 2011 audio dataset outperform all other systems presented at the international competition.

MixHMM: Inferring Copy Number Variation and Allelic Imbalance Using SNP Arrays and Tumor Samples Mixed with Stromal Cells

PubMed Central

Schulz, Vincent; Chen, Min; Tuck, David

2010-01-01

Background Genotyping platforms such as single nucleotide polymorphism (SNP) arrays are powerful tools to study genomic aberrations in cancer samples. Allele specific information from SNP arrays provides valuable information for interpreting copy number variation (CNV) and allelic imbalance including loss-of-heterozygosity (LOH) beyond that obtained from the total DNA signal available from array comparative genomic hybridization (aCGH) platforms. Several algorithms based on hidden Markov models (HMMs) have been designed to detect copy number changes and copy-neutral LOH making use of the allele information on SNP arrays. However heterogeneity in clinical samples, due to stromal contamination and somatic alterations, complicates analysis and interpretation of these data. Methods We have developed MixHMM, a novel hidden Markov model using hidden states based on chromosomal structural aberrations. MixHMM allows CNV detection for copy numbers up to 7 and allows more complete and accurate description of other forms of allelic imbalance, such as increased copy number LOH or imbalanced amplifications. MixHMM also incorporates a novel sample mixing model that allows detection of tumor CNV events in heterogeneous tumor samples, where cancer cells are mixed with a proportion of stromal cells. Conclusions We validate MixHMM and demonstrate its advantages with simulated samples, clinical tumor samples and a dilution series of mixed samples. We have shown that the CNVs of cancer cells in a tumor sample contaminated with up to 80% of stromal cells can be detected accurately using Illumina BeadChip and MixHMM. Availability The MixHMM is available as a Python package provided with some other useful tools at http://genecube.med.yale.edu:8080/MixHMM. PMID:20532221

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

PubMed

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.

A Bayesian approach to identifying structural nonlinearity using free-decay response: Application to damage detection in composites

USGS Publications Warehouse

Nichols, J.M.; Link, W.A.; Murphy, K.D.; Olson, C.C.

2010-01-01

This work discusses a Bayesian approach to approximating the distribution of parameters governing nonlinear structural systems. Specifically, we use a Markov Chain Monte Carlo method for sampling the posterior parameter distributions thus producing both point and interval estimates for parameters. The method is first used to identify both linear and nonlinear parameters in a multiple degree-of-freedom structural systems using free-decay vibrations. The approach is then applied to the problem of identifying the location, size, and depth of delamination in a model composite beam. The influence of additive Gaussian noise on the response data is explored with respect to the quality of the resulting parameter estimates.

Model-Averaged ℓ1 Regularization using Markov Chain Monte Carlo Model Composition

PubMed Central

Fraley, Chris; Percival, Daniel

2014-01-01

Bayesian Model Averaging (BMA) is an effective technique for addressing model uncertainty in variable selection problems. However, current BMA approaches have computational difficulty dealing with data in which there are many more measurements (variables) than samples. This paper presents a method for combining ℓ1 regularization and Markov chain Monte Carlo model composition techniques for BMA. By treating the ℓ1 regularization path as a model space, we propose a method to resolve the model uncertainty issues arising in model averaging from solution path point selection. We show that this method is computationally and empirically effective for regression and classification in high-dimensional datasets. We apply our technique in simulations, as well as to some applications that arise in genomics. PMID:25642001

A Multidisciplinary Approach to Health Monitoring and Materials Damage Prognosis for Metallic Aerospace Systems

DTIC Science & Technology

2013-03-01

framework of orientation distribution functions and crack-induced texture o Quantify effects of temperature on damage behavior and damage monitoring...measurement model was obtained from hidden Markov modeling (HMM) of joint time-frequency (TF) features extracted from the PZT sensor signals using the...considered PZT sensor signals recorded from a bolted aluminum plate. About only 20% of the samples of a signal were first randomly selected as

Autonomous detection of crowd anomalies in multiple-camera surveillance feeds

NASA Astrophysics Data System (ADS)

Nordlöf, Jonas; Andersson, Maria

2016-10-01

A novel approach for autonomous detection of anomalies in crowded environments is presented in this paper. The proposed models uses a Gaussian mixture probability hypothesis density (GM-PHD) filter as feature extractor in conjunction with different Gaussian mixture hidden Markov models (GM-HMMs). Results, based on both simulated and recorded data, indicate that this method can track and detect anomalies on-line in individual crowds through multiple camera feeds in a crowded environment.

Computational Toxicology of Chloroform: Reverse Dosimetry Using Bayesian Inference, Markov Chain Monte Carlo Simulation, and Human Biomonitoring Data

PubMed Central

Lyons, Michael A.; Yang, Raymond S.H.; Mayeno, Arthur N.; Reisfeld, Brad

2008-01-01

Background One problem of interpreting population-based biomonitoring data is the reconstruction of corresponding external exposure in cases where no such data are available. Objectives We demonstrate the use of a computational framework that integrates physiologically based pharmacokinetic (PBPK) modeling, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of environmental chloroform source concentrations consistent with human biomonitoring data. The biomonitoring data consist of chloroform blood concentrations measured as part of the Third National Health and Nutrition Examination Survey (NHANES III), and for which no corresponding exposure data were collected. Methods We used a combined PBPK and shower exposure model to consider several routes and sources of exposure: ingestion of tap water, inhalation of ambient household air, and inhalation and dermal absorption while showering. We determined posterior distributions for chloroform concentration in tap water and ambient household air using U.S. Environmental Protection Agency Total Exposure Assessment Methodology (TEAM) data as prior distributions for the Bayesian analysis. Results Posterior distributions for exposure indicate that 95% of the population represented by the NHANES III data had likely chloroform exposures ≤ 67 μg/L in tap water and ≤ 0.02 μg/L in ambient household air. Conclusions Our results demonstrate the application of computer simulation to aid in the interpretation of human biomonitoring data in the context of the exposure–health evaluation–risk assessment continuum. These results should be considered as a demonstration of the method and can be improved with the addition of more detailed data. PMID:18709138

Dynamic Bayesian wavelet transform: New methodology for extraction of repetitive transients

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2017-05-01

Thanks to some recent research works, dynamic Bayesian wavelet transform as new methodology for extraction of repetitive transients is proposed in this short communication to reveal fault signatures hidden in rotating machine. The main idea of the dynamic Bayesian wavelet transform is to iteratively estimate posterior parameters of wavelet transform via artificial observations and dynamic Bayesian inference. First, a prior wavelet parameter distribution can be established by one of many fast detection algorithms, such as the fast kurtogram, the improved kurtogram, the enhanced kurtogram, the sparsogram, the infogram, continuous wavelet transform, discrete wavelet transform, wavelet packets, multiwavelets, empirical wavelet transform, empirical mode decomposition, local mean decomposition, etc.. Second, artificial observations can be constructed based on one of many metrics, such as kurtosis, the sparsity measurement, entropy, approximate entropy, the smoothness index, a synthesized criterion, etc., which are able to quantify repetitive transients. Finally, given artificial observations, the prior wavelet parameter distribution can be posteriorly updated over iterations by using dynamic Bayesian inference. More importantly, the proposed new methodology can be extended to establish the optimal parameters required by many other signal processing methods for extraction of repetitive transients.

Bayesian analysis of the flutter margin method in aeroelasticity

DOE PAGES

Khalil, Mohammad; Poirel, Dominique; Sarkar, Abhijit

2016-08-27

A Bayesian statistical framework is presented for Zimmerman and Weissenburger flutter margin method which considers the uncertainties in aeroelastic modal parameters. The proposed methodology overcomes the limitations of the previously developed least-square based estimation technique which relies on the Gaussian approximation of the flutter margin probability density function (pdf). Using the measured free-decay responses at subcritical (preflutter) airspeeds, the joint non-Gaussain posterior pdf of the modal parameters is sampled using the Metropolis–Hastings (MH) Markov chain Monte Carlo (MCMC) algorithm. The posterior MCMC samples of the modal parameters are then used to obtain the flutter margin pdfs and finally the fluttermore » speed pdf. The usefulness of the Bayesian flutter margin method is demonstrated using synthetic data generated from a two-degree-of-freedom pitch-plunge aeroelastic model. The robustness of the statistical framework is demonstrated using different sets of measurement data. In conclusion, it will be shown that the probabilistic (Bayesian) approach reduces the number of test points required in providing a flutter speed estimate for a given accuracy and precision.« less

Bayesian prediction of future ice sheet volume using local approximation Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Davis, A. D.; Heimbach, P.; Marzouk, Y.

2017-12-01

We develop a Bayesian inverse modeling framework for predicting future ice sheet volume with associated formal uncertainty estimates. Marine ice sheets are drained by fast-flowing ice streams, which we simulate using a flowline model. Flowline models depend on geometric parameters (e.g., basal topography), parameterized physical processes (e.g., calving laws and basal sliding), and climate parameters (e.g., surface mass balance), most of which are unknown or uncertain. Given observations of ice surface velocity and thickness, we define a Bayesian posterior distribution over static parameters, such as basal topography. We also define a parameterized distribution over variable parameters, such as future surface mass balance, which we assume are not informed by the data. Hyperparameters are used to represent climate change scenarios, and sampling their distributions mimics internal variation. For example, a warming climate corresponds to increasing mean surface mass balance but an individual sample may have periods of increasing or decreasing surface mass balance. We characterize the predictive distribution of ice volume by evaluating the flowline model given samples from the posterior distribution and the distribution over variable parameters. Finally, we determine the effect of climate change on future ice sheet volume by investigating how changing the hyperparameters affects the predictive distribution. We use state-of-the-art Bayesian computation to address computational feasibility. Characterizing the posterior distribution (using Markov chain Monte Carlo), sampling the full range of variable parameters and evaluating the predictive model is prohibitively expensive. Furthermore, the required resolution of the inferred basal topography may be very high, which is often challenging for sampling methods. Instead, we leverage regularity in the predictive distribution to build a computationally cheaper surrogate over the low dimensional quantity of interest (future ice sheet volume). Continual surrogate refinement guarantees asymptotic sampling from the predictive distribution. Directly characterizing the predictive distribution in this way allows us to assess the ice sheet's sensitivity to climate variability and change.

Joint modality fusion and temporal context exploitation for semantic video analysis

NASA Astrophysics Data System (ADS)

Papadopoulos, Georgios Th; Mezaris, Vasileios; Kompatsiaris, Ioannis; Strintzis, Michael G.

2011-12-01

In this paper, a multi-modal context-aware approach to semantic video analysis is presented. Overall, the examined video sequence is initially segmented into shots and for every resulting shot appropriate color, motion and audio features are extracted. Then, Hidden Markov Models (HMMs) are employed for performing an initial association of each shot with the semantic classes that are of interest separately for each modality. Subsequently, a graphical modeling-based approach is proposed for jointly performing modality fusion and temporal context exploitation. Novelties of this work include the combined use of contextual information and multi-modal fusion, and the development of a new representation for providing motion distribution information to HMMs. Specifically, an integrated Bayesian Network is introduced for simultaneously performing information fusion of the individual modality analysis results and exploitation of temporal context, contrary to the usual practice of performing each task separately. Contextual information is in the form of temporal relations among the supported classes. Additionally, a new computationally efficient method for providing motion energy distribution-related information to HMMs, which supports the incorporation of motion characteristics from previous frames to the currently examined one, is presented. The final outcome of this overall video analysis framework is the association of a semantic class with every shot. Experimental results as well as comparative evaluation from the application of the proposed approach to four datasets belonging to the domains of tennis, news and volleyball broadcast video are presented.

Unifying Model-Based and Reactive Programming within a Model-Based Executive

NASA Technical Reports Server (NTRS)

Williams, Brian C.; Gupta, Vineet; Norvig, Peter (Technical Monitor)

1999-01-01

Real-time, model-based, deduction has recently emerged as a vital component in AI's tool box for developing highly autonomous reactive systems. Yet one of the current hurdles towards developing model-based reactive systems is the number of methods simultaneously employed, and their corresponding melange of programming and modeling languages. This paper offers an important step towards unification. We introduce RMPL, a rich modeling language that combines probabilistic, constraint-based modeling with reactive programming constructs, while offering a simple semantics in terms of hidden state Markov processes. We introduce probabilistic, hierarchical constraint automata (PHCA), which allow Markov processes to be expressed in a compact representation that preserves the modularity of RMPL programs. Finally, a model-based executive, called Reactive Burton is described that exploits this compact encoding to perform efficIent simulation, belief state update and control sequence generation.

Bayesian tomography by interacting Markov chains

NASA Astrophysics Data System (ADS)

Romary, T.

2017-12-01

In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.

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

PubMed

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

2017-12-01

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

The Development of the Speaker Independent ARM Continuous Speech Recognition System

DTIC Science & Technology

1992-01-01

spokeTi airborne reconnaissance reports u-ing a speech recognition system based on phoneme-level hidden Markov models (HMMs). Previous versions of the ARM...will involve automatic selection from multiple model sets, corresponding to different speaker types, and that the most rudimen- tary partition of a...The vocabulary size for the ARM task is 497 words. These words are related to the phoneme-level symbols corresponding to the models in the model set

Detection and Classification of Network Intrusions Using Hidden Markov Models

DTIC Science & Technology

2002-01-01

31 2.2.3 High-level state machines for misuse detection . . . . . . . 32 2.2.4 EMERALD ...Solaris host audit data to detect Solaris R2L (Remote-to-Local) and U2R (User-to-Root) attacks. 7 login as a legitimate user on a local system and use a...as suspicious rather than the entire login session and it can detect some anomalies that are difficult to detect with traditional approaches. It’s

Multifractal analysis of time series generated by discrete Ito equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Telesca, Luciano; Czechowski, Zbigniew; Lovallo, Michele

2015-06-15

In this study, we show that discrete Ito equations with short-tail Gaussian marginal distribution function generate multifractal time series. The multifractality is due to the nonlinear correlations, which are hidden in Markov processes and are generated by the interrelation between the drift and the multiplicative stochastic forces in the Ito equation. A link between the range of the generalized Hurst exponents and the mean of the squares of all averaged net forces is suggested.

Artificial emotion triggered stochastic behavior transitions with motivational gain effects for multi-objective robot tasks

NASA Astrophysics Data System (ADS)

Dağlarli, Evren; Temeltaş, Hakan

2007-04-01

This paper presents artificial emotional system based autonomous robot control architecture. Hidden Markov model developed as mathematical background for stochastic emotional and behavior transitions. Motivation module of architecture considered as behavioral gain effect generator for achieving multi-objective robot tasks. According to emotional and behavioral state transition probabilities, artificial emotions determine sequences of behaviors. Also motivational gain effects of proposed architecture can be observed on the executing behaviors during simulation.

Optical character recognition of handwritten Arabic using hidden Markov models

NASA Astrophysics Data System (ADS)

Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.; Olama, Mohammed M.

2011-04-01

The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language is initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.

Hidden Markov models-based system (HMMSPECTR) for detecting structural homologies on the basis of sequential information.

PubMed

Tsigelny, Igor; Sharikov, Yuriy; Ten Eyck, Lynn F

2002-05-01

HMMSPECTR is a tool for finding putative structural homologs for proteins with known primary sequences. HMMSPECTR contains four major components: a data warehouse with the hidden Markov models (HMM) and alignment libraries; a search program which compares the initial protein sequences with the libraries of HMMs; a secondary structure prediction and comparison program; and a dominant protein selection program that prepares the set of 10-15 "best" proteins from the chosen HMMs. The data warehouse contains four libraries of HMMs. The first two libraries were constructed using different HHM preparation options of the HAMMER program. The third library contains parts ("partial HMM") of initial alignments. The fourth library contains trained HMMs. We tested our program against all of the protein targets proposed in the CASP4 competition. The data warehouse included libraries of structural alignments and HMMs constructed on the basis of proteins publicly available in the Protein Data Bank before the CASP4 meeting. The newest fully automated versions of HMMSPECTR 1.02 and 1.02ss produced better results than the best result reported at CASP4 either by r.m.s.d. or by length (or both) in 64% (HMMSPECTR 1.02) and 79% (HMMSPECTR 1.02ss) of the cases. The improvement is most notable for the targets with complexity 4 (difficult fold recognition cases).

Optical character recognition of handwritten Arabic using hidden Markov models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aulama, Mohannad M.; Natsheh, Asem M.; Abandah, Gheith A.

2011-01-01

The problem of optical character recognition (OCR) of handwritten Arabic has not received a satisfactory solution yet. In this paper, an Arabic OCR algorithm is developed based on Hidden Markov Models (HMMs) combined with the Viterbi algorithm, which results in an improved and more robust recognition of characters at the sub-word level. Integrating the HMMs represents another step of the overall OCR trends being currently researched in the literature. The proposed approach exploits the structure of characters in the Arabic language in addition to their extracted features to achieve improved recognition rates. Useful statistical information of the Arabic language ismore » initially extracted and then used to estimate the probabilistic parameters of the mathematical HMM. A new custom implementation of the HMM is developed in this study, where the transition matrix is built based on the collected large corpus, and the emission matrix is built based on the results obtained via the extracted character features. The recognition process is triggered using the Viterbi algorithm which employs the most probable sequence of sub-words. The model was implemented to recognize the sub-word unit of Arabic text raising the recognition rate from being linked to the worst recognition rate for any character to the overall structure of the Arabic language. Numerical results show that there is a potentially large recognition improvement by using the proposed algorithms.« less

Using Hidden Markov Models to characterise intermittent social behaviour in fish shoals

NASA Astrophysics Data System (ADS)

Bode, Nikolai W. F.; Seitz, Michael J.

2018-02-01

The movement of animals in groups is widespread in nature. Understanding this phenomenon presents an important problem in ecology with many applications that range from conservation to robotics. Underlying all group movements are interactions between individual animals and it is therefore crucial to understand the mechanisms of this social behaviour. To date, despite promising methodological developments, there are few applications to data of practical statistical techniques that inferentially investigate the extent and nature of social interactions in group movement. We address this gap by demonstrating the usefulness of a Hidden Markov Model approach to characterise individual-level social movement in published trajectory data on three-spined stickleback shoals ( Gasterosteus aculeatus) and novel data on guppy shoals ( Poecilia reticulata). With these models, we formally test for speed-mediated social interactions and verify that they are present. We further characterise this inferred social behaviour and find that despite the substantial shoal-level differences in movement dynamics between species, it is qualitatively similar in guppies and sticklebacks. It is intermittent, occurring in varying numbers of individuals at different time points. The speeds of interacting fish follow a bimodal distribution, indicating that they are either stationary or move at a preferred mean speed, and social fish with more social neighbours move at higher speeds, on average. Our findings and methodology present steps towards characterising social behaviour in animal groups.

Detecting seismic waves using a binary hidden Markov model classifier

NASA Astrophysics Data System (ADS)

Ray, J.; Lefantzi, S.; Brogan, R. A.; Forrest, R.; Hansen, C. W.; Young, C. J.

2016-12-01

We explore the use of Hidden Markov Models (HMM) to detect the arrival of seismic waves using data captured by a seismogram. HMMs define the state of a station as a binary variable based on whether the station is receiving a signal or not. HMMs are simple and fast, allowing them to monitor multiple datastreams arising from a large distributed network of seismographs. In this study we examine the efficacy of HMM-based detectors with respect to their false positive and negative rates as well as the accuracy of the signal onset time as compared to the value determined by an expert analyst. The study uses 3 component International Monitoring System (IMS) data from a carefully analyzed 2 week period from May, 2010, for which our analyst tried to identify every signal. Part of this interval is used for training the HMM to recognize the transition between state from noise to signal, while the other is used for evaluating the effectiveness of our new detection algorithm. We compare our results with the STA/LTA detection processing applied by the IDC to assess potential for operational use. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

A robust omnifont open-vocabulary Arabic OCR system using pseudo-2D-HMM

NASA Astrophysics Data System (ADS)

Rashwan, Abdullah M.; Rashwan, Mohsen A.; Abdel-Hameed, Ahmed; Abdou, Sherif; Khalil, A. H.

2012-01-01

Recognizing old documents is highly desirable since the demand for quickly searching millions of archived documents has recently increased. Using Hidden Markov Models (HMMs) has been proven to be a good solution to tackle the main problems of recognizing typewritten Arabic characters. These attempts however achieved a remarkable success for omnifont OCR under very favorable conditions, they didn't achieve the same performance in practical conditions, i.e. noisy documents. In this paper we present an omnifont, large-vocabulary Arabic OCR system using Pseudo Two Dimensional Hidden Markov Model (P2DHMM), which is a generalization of the HMM. P2DHMM offers a more efficient way to model the Arabic characters, such model offer both minimal dependency on the font size/style (omnifont), and high level of robustness against noise. The evaluation results of this system are very promising compared to a baseline HMM system and best OCRs available in the market (Sakhr and NovoDynamics). The recognition accuracy of the P2DHMM classifier is measured against the classic HMM classifier, the average word accuracy rates for P2DHMM and HMM classifiers are 79% and 66% respectively. The overall system accuracy is measured against Sakhr and NovoDynamics OCR systems, the average word accuracy rates for P2DHMM, NovoDynamics, and Sakhr are 74%, 71%, and 61% respectively.

Validation of Inter-Subject Training for Hidden Markov Models Applied to Gait Phase Detection in Children with Cerebral Palsy.

PubMed

Taborri, Juri; Scalona, Emilia; Palermo, Eduardo; Rossi, Stefano; Cappa, Paolo

2015-09-23

Gait-phase recognition is a necessary functionality to drive robotic rehabilitation devices for lower limbs. Hidden Markov Models (HMMs) represent a viable solution, but they need subject-specific training, making data processing very time-consuming. Here, we validated an inter-subject procedure to avoid the intra-subject one in two, four and six gait-phase models in pediatric subjects. The inter-subject procedure consists in the identification of a standardized parameter set to adapt the model to measurements. We tested the inter-subject procedure both on scalar and distributed classifiers. Ten healthy children and ten hemiplegic children, each equipped with two Inertial Measurement Units placed on shank and foot, were recruited. The sagittal component of angular velocity was recorded by gyroscopes while subjects performed four walking trials on a treadmill. The goodness of classifiers was evaluated with the Receiver Operating Characteristic. The results provided a goodness from good to optimum for all examined classifiers (0 < G < 0.6), with the best performance for the distributed classifier in two-phase recognition (G = 0.02). Differences were found among gait partitioning models, while no differences were found between training procedures with the exception of the shank classifier. Our results raise the possibility of avoiding subject-specific training in HMM for gait-phase recognition and its implementation to control exoskeletons for the pediatric population.

Validation of Inter-Subject Training for Hidden Markov Models Applied to Gait Phase Detection in Children with Cerebral Palsy

PubMed Central

Taborri, Juri; Scalona, Emilia; Palermo, Eduardo; Rossi, Stefano; Cappa, Paolo

2015-01-01

Gait-phase recognition is a necessary functionality to drive robotic rehabilitation devices for lower limbs. Hidden Markov Models (HMMs) represent a viable solution, but they need subject-specific training, making data processing very time-consuming. Here, we validated an inter-subject procedure to avoid the intra-subject one in two, four and six gait-phase models in pediatric subjects. The inter-subject procedure consists in the identification of a standardized parameter set to adapt the model to measurements. We tested the inter-subject procedure both on scalar and distributed classifiers. Ten healthy children and ten hemiplegic children, each equipped with two Inertial Measurement Units placed on shank and foot, were recruited. The sagittal component of angular velocity was recorded by gyroscopes while subjects performed four walking trials on a treadmill. The goodness of classifiers was evaluated with the Receiver Operating Characteristic. The results provided a goodness from good to optimum for all examined classifiers (0 < G < 0.6), with the best performance for the distributed classifier in two-phase recognition (G = 0.02). Differences were found among gait partitioning models, while no differences were found between training procedures with the exception of the shank classifier. Our results raise the possibility of avoiding subject-specific training in HMM for gait-phase recognition and its implementation to control exoskeletons for the pediatric population. PMID:26404309

Sequence2Vec: a novel embedding approach for modeling transcription factor binding affinity landscape.

PubMed

Dai, Hanjun; Umarov, Ramzan; Kuwahara, Hiroyuki; Li, Yu; Song, Le; Gao, Xin

2017-11-15

An accurate characterization of transcription factor (TF)-DNA affinity landscape is crucial to a quantitative understanding of the molecular mechanisms underpinning endogenous gene regulation. While recent advances in biotechnology have brought the opportunity for building binding affinity prediction methods, the accurate characterization of TF-DNA binding affinity landscape still remains a challenging problem. Here we propose a novel sequence embedding approach for modeling the transcription factor binding affinity landscape. Our method represents DNA binding sequences as a hidden Markov model which captures both position specific information and long-range dependency in the sequence. A cornerstone of our method is a novel message passing-like embedding algorithm, called Sequence2Vec, which maps these hidden Markov models into a common nonlinear feature space and uses these embedded features to build a predictive model. Our method is a novel combination of the strength of probabilistic graphical models, feature space embedding and deep learning. We conducted comprehensive experiments on over 90 large-scale TF-DNA datasets which were measured by different high-throughput experimental technologies. Sequence2Vec outperforms alternative machine learning methods as well as the state-of-the-art binding affinity prediction methods. Our program is freely available at https://github.com/ramzan1990/sequence2vec. xin.gao@kaust.edu.sa or lsong@cc.gatech.edu. Supplementary data are available at Bioinformatics online. © The Author(s) 2017. Published by Oxford University Press.

2D Bayesian automated tilted-ring fitting of disc galaxies in large H I galaxy surveys: 2DBAT

NASA Astrophysics Data System (ADS)

Oh, Se-Heon; Staveley-Smith, Lister; Spekkens, Kristine; Kamphuis, Peter; Koribalski, Bärbel S.

2018-01-01

We present a novel algorithm based on a Bayesian method for 2D tilted-ring analysis of disc galaxy velocity fields. Compared to the conventional algorithms based on a chi-squared minimization procedure, this new Bayesian-based algorithm suffers less from local minima of the model parameters even with highly multimodal posterior distributions. Moreover, the Bayesian analysis, implemented via Markov Chain Monte Carlo sampling, only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature will be essential when performing kinematic analysis on the large number of resolved galaxies expected to be detected in neutral hydrogen (H I) surveys with the Square Kilometre Array and its pathfinders. The so-called 2D Bayesian Automated Tilted-ring fitter (2DBAT) implements Bayesian fits of 2D tilted-ring models in order to derive rotation curves of galaxies. We explore 2DBAT performance on (a) artificial H I data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies, and (b) Australia Telescope Compact Array H I data from the Local Volume H I Survey. We find that 2DBAT works best for well-resolved galaxies with intermediate inclinations (20° < i < 70°), complementing 3D techniques better suited to modelling inclined galaxies.

Decision-Tree Program

NASA Technical Reports Server (NTRS)

Buntine, Wray

1994-01-01

IND computer program introduces Bayesian and Markov/maximum-likelihood (MML) methods and more-sophisticated methods of searching in growing trees. Produces more-accurate class-probability estimates important in applications like diagnosis. Provides range of features and styles with convenience for casual user, fine-tuning for advanced user or for those interested in research. Consists of four basic kinds of routines: data-manipulation, tree-generation, tree-testing, and tree-display. Written in C language.

Influence of Averaging Preprocessing on Image Analysis with a Markov Random Field Model

NASA Astrophysics Data System (ADS)

Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato

2018-02-01

This paper describes our investigations into the influence of averaging preprocessing on the performance of image analysis. Averaging preprocessing involves a trade-off: image averaging is often undertaken to reduce noise while the number of image data available for image analysis is decreased. We formulated a process of generating image data by using a Markov random field (MRF) model to achieve image analysis tasks such as image restoration and hyper-parameter estimation by a Bayesian approach. According to the notions of Bayesian inference, posterior distributions were analyzed to evaluate the influence of averaging. There are three main results. First, we found that the performance of image restoration with a predetermined value for hyper-parameters is invariant regardless of whether averaging is conducted. We then found that the performance of hyper-parameter estimation deteriorates due to averaging. Our analysis of the negative logarithm of the posterior probability, which is called the free energy based on an analogy with statistical mechanics, indicated that the confidence of hyper-parameter estimation remains higher without averaging. Finally, we found that when the hyper-parameters are estimated from the data, the performance of image restoration worsens as averaging is undertaken. We conclude that averaging adversely influences the performance of image analysis through hyper-parameter estimation.

Bayesian spatial transformation models with applications in neuroimaging data

PubMed Central

Miranda, Michelle F.; Zhu, Hongtu; Ibrahim, Joseph G.

2013-01-01

Summary The aim of this paper is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. Our STMs include a varying Box-Cox transformation model for dealing with the issue of non-Gaussian distributed imaging data and a Gaussian Markov Random Field model for incorporating spatial smoothness of the imaging data. Posterior computation proceeds via an efficient Markov chain Monte Carlo algorithm. Simulations and real data analysis demonstrate that the STM significantly outperforms the voxel-wise linear model with Gaussian noise in recovering meaningful geometric patterns. Our STM is able to reveal important brain regions with morphological changes in children with attention deficit hyperactivity disorder. PMID:24128143

AN OPTIMAL MAINTENANCE MANAGEMENT MODEL FOR AIRPORT CONCRETE PAVEMENT

NASA Astrophysics Data System (ADS)

Shimomura, Taizo; Fujimori, Yuji; Kaito, Kiyoyuki; Obama, Kengo; Kobayashi, Kiyoshi

In this paper, an optimal management model is formulated for the performance-based rehabilitation/maintenance contract for airport concrete pavement, whereby two types of life cycle cost risks, i.e., ground consolidation risk and concrete depreciation risk, are explicitly considered. The non-homogenous Markov chain model is formulated to represent the deterioration processes of concrete pavement which are conditional upon the ground consolidation processes. The optimal non-homogenous Markov decision model with multiple types of risk is presented to design the optimal rehabilitation/maintenance plans. And the methodology to revise the optimal rehabilitation/maintenance plans based upon the monitoring data by the Bayesian up-to-dating rules. The validity of the methodology presented in this paper is examined based upon the case studies carried out for the H airport.

Conditional maximum-entropy method for selecting prior distributions in Bayesian statistics

NASA Astrophysics Data System (ADS)

Abe, Sumiyoshi

2014-11-01

The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach to systems governed by dynamics with largely separated time scales and is based on three key concepts: conjugate pairs of variables, dimensionless integration measures with coarse-graining factors and partial maximization of the joint entropy. The method enables one to calculate a prior purely from a likelihood in a simple way. It is shown, in particular, how it not only yields Jeffreys's rules but also reveals new structures hidden behind them.

A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction

PubMed Central

Montesinos-López, Osval A.; Montesinos-López, Abelardo; Crossa, José; Montesinos-López, José Cricelio; Luna-Vázquez, Francisco Javier; Salinas-Ruiz, Josafhat; Herrera-Morales, José R.; Buenrostro-Mariscal, Raymundo

2017-01-01

There are Bayesian and non-Bayesian genomic models that take into account G×E interactions. However, the computational cost of implementing Bayesian models is high, and becomes almost impossible when the number of genotypes, environments, and traits is very large, while, in non-Bayesian models, there are often important and unsolved convergence problems. The variational Bayes method is popular in machine learning, and, by approximating the probability distributions through optimization, it tends to be faster than Markov Chain Monte Carlo methods. For this reason, in this paper, we propose a new genomic variational Bayes version of the Bayesian genomic model with G×E using half-t priors on each standard deviation (SD) term to guarantee highly noninformative and posterior inferences that are not sensitive to the choice of hyper-parameters. We show the complete theoretical derivation of the full conditional and the variational posterior distributions, and their implementations. We used eight experimental genomic maize and wheat data sets to illustrate the new proposed variational Bayes approximation, and compared its predictions and implementation time with a standard Bayesian genomic model with G×E. Results indicated that prediction accuracies are slightly higher in the standard Bayesian model with G×E than in its variational counterpart, but, in terms of computation time, the variational Bayes genomic model with G×E is, in general, 10 times faster than the conventional Bayesian genomic model with G×E. For this reason, the proposed model may be a useful tool for researchers who need to predict and select genotypes in several environments. PMID:28391241

A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction.

PubMed

Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Montesinos-López, José Cricelio; Luna-Vázquez, Francisco Javier; Salinas-Ruiz, Josafhat; Herrera-Morales, José R; Buenrostro-Mariscal, Raymundo

2017-06-07

There are Bayesian and non-Bayesian genomic models that take into account G×E interactions. However, the computational cost of implementing Bayesian models is high, and becomes almost impossible when the number of genotypes, environments, and traits is very large, while, in non-Bayesian models, there are often important and unsolved convergence problems. The variational Bayes method is popular in machine learning, and, by approximating the probability distributions through optimization, it tends to be faster than Markov Chain Monte Carlo methods. For this reason, in this paper, we propose a new genomic variational Bayes version of the Bayesian genomic model with G×E using half-t priors on each standard deviation (SD) term to guarantee highly noninformative and posterior inferences that are not sensitive to the choice of hyper-parameters. We show the complete theoretical derivation of the full conditional and the variational posterior distributions, and their implementations. We used eight experimental genomic maize and wheat data sets to illustrate the new proposed variational Bayes approximation, and compared its predictions and implementation time with a standard Bayesian genomic model with G×E. Results indicated that prediction accuracies are slightly higher in the standard Bayesian model with G×E than in its variational counterpart, but, in terms of computation time, the variational Bayes genomic model with G×E is, in general, 10 times faster than the conventional Bayesian genomic model with G×E. For this reason, the proposed model may be a useful tool for researchers who need to predict and select genotypes in several environments. Copyright © 2017 Montesinos-López et al.

Modeling and Bayesian parameter estimation for shape memory alloy bending actuators

NASA Astrophysics Data System (ADS)

Crews, John H.; Smith, Ralph C.

2012-04-01

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

Bayesian clustering of DNA sequences using Markov chains and a stochastic partition model.

PubMed

Jääskinen, Väinö; Parkkinen, Ville; Cheng, Lu; Corander, Jukka

2014-02-01

In many biological applications it is necessary to cluster DNA sequences into groups that represent underlying organismal units, such as named species or genera. In metagenomics this grouping needs typically to be achieved on the basis of relatively short sequences which contain different types of errors, making the use of a statistical modeling approach desirable. Here we introduce a novel method for this purpose by developing a stochastic partition model that clusters Markov chains of a given order. The model is based on a Dirichlet process prior and we use conjugate priors for the Markov chain parameters which enables an analytical expression for comparing the marginal likelihoods of any two partitions. To find a good candidate for the posterior mode in the partition space, we use a hybrid computational approach which combines the EM-algorithm with a greedy search. This is demonstrated to be faster and yield highly accurate results compared to earlier suggested clustering methods for the metagenomics application. Our model is fairly generic and could also be used for clustering of other types of sequence data for which Markov chains provide a reasonable way to compress information, as illustrated by experiments on shotgun sequence type data from an Escherichia coli strain.

Approximate Bayesian evaluations of measurement uncertainty

NASA Astrophysics Data System (ADS)

Possolo, Antonio; Bodnar, Olha

2018-04-01

The Guide to the Expression of Uncertainty in Measurement (GUM) includes formulas that produce an estimate of a scalar output quantity that is a function of several input quantities, and an approximate evaluation of the associated standard uncertainty. This contribution presents approximate, Bayesian counterparts of those formulas for the case where the output quantity is a parameter of the joint probability distribution of the input quantities, also taking into account any information about the value of the output quantity available prior to measurement expressed in the form of a probability distribution on the set of possible values for the measurand. The approximate Bayesian estimates and uncertainty evaluations that we present have a long history and illustrious pedigree, and provide sufficiently accurate approximations in many applications, yet are very easy to implement in practice. Differently from exact Bayesian estimates, which involve either (analytical or numerical) integrations, or Markov Chain Monte Carlo sampling, the approximations that we describe involve only numerical optimization and simple algebra. Therefore, they make Bayesian methods widely accessible to metrologists. We illustrate the application of the proposed techniques in several instances of measurement: isotopic ratio of silver in a commercial silver nitrate; odds of cryptosporidiosis in AIDS patients; height of a manometer column; mass fraction of chromium in a reference material; and potential-difference in a Zener voltage standard.

Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach

NASA Technical Reports Server (NTRS)

Warner, James E.; Hochhalter, Jacob D.

2016-01-01

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

Detecting cell division of Pseudomonas aeruginosa bacteria from bright-field microscopy images with hidden conditional random fields.

PubMed

Ong, Lee-Ling S; Xinghua Zhang; Kundukad, Binu; Dauwels, Justin; Doyle, Patrick; Asada, H Harry

2016-08-01

An approach to automatically detect bacteria division with temporal models is presented. To understand how bacteria migrate and proliferate to form complex multicellular behaviours such as biofilms, it is desirable to track individual bacteria and detect cell division events. Unlike eukaryotic cells, prokaryotic cells such as bacteria lack distinctive features, causing bacteria division difficult to detect in a single image frame. Furthermore, bacteria may detach, migrate close to other bacteria and may orientate themselves at an angle to the horizontal plane. Our system trains a hidden conditional random field (HCRF) model from tracked and aligned bacteria division sequences. The HCRF model classifies a set of image frames as division or otherwise. The performance of our HCRF model is compared with a Hidden Markov Model (HMM). The results show that a HCRF classifier outperforms a HMM classifier. From 2D bright field microscopy data, it is a challenge to separate individual bacteria and associate observations to tracks. Automatic detection of sequences with bacteria division will improve tracking accuracy.

A response to Yu et al. "A forward-backward fragment assembling algorithm for the identification of genomic amplification and deletion breakpoints using high-density single nucleotide polymorphism (SNP) array", BMC Bioinformatics 2007, 8: 145.

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

Yu et al. (BMC Bioinformatics 2007,8: 145+) have recently compared the performance of several methods for the detection of genomic amplification and deletion breakpoints using data from high-density single nucleotide polymorphism arrays. One of the methods compared is our non-homogenous Hidden Markov Model approach. Our approach uses Markov Chain Monte Carlo for inference, but Yu et al. ran the sampler for a severely insufficient number of iterations for a Markov Chain Monte Carlo-based method. Moreover, they did not use the appropriate reference level for the non-altered state. We rerun the analysis in Yu et al. using appropriate settings for both the Markov Chain Monte Carlo iterations and the reference level. Additionally, to show how easy it is to obtain answers to additional specific questions, we have added a new analysis targeted specifically to the detection of breakpoints. The reanalysis shows that the performance of our method is comparable to that of the other methods analyzed. In addition, we can provide probabilities of a given spot being a breakpoint, something unique among the methods examined. Markov Chain Monte Carlo methods require using a sufficient number of iterations before they can be assumed to yield samples from the distribution of interest. Running our method with too small a number of iterations cannot be representative of its performance. Moreover, our analysis shows how our original approach can be easily adapted to answer specific additional questions (e.g., identify edges).

Bayesian prestack seismic inversion with a self-adaptive Huber-Markov random-field edge protection scheme

NASA Astrophysics Data System (ADS)

Tian, Yu-Kun; Zhou, Hui; Chen, Han-Ming; Zou, Ya-Ming; Guan, Shou-Jun

2013-12-01

Seismic inversion is a highly ill-posed problem, due to many factors such as the limited seismic frequency bandwidth and inappropriate forward modeling. To obtain a unique solution, some smoothing constraints, e.g., the Tikhonov regularization are usually applied. The Tikhonov method can maintain a global smooth solution, but cause a fuzzy structure edge. In this paper we use Huber-Markov random-field edge protection method in the procedure of inverting three parameters, P-velocity, S-velocity and density. The method can avoid blurring the structure edge and resist noise. For the parameter to be inverted, the Huber-Markov random-field constructs a neighborhood system, which further acts as the vertical and lateral constraints. We use a quadratic Huber edge penalty function within the layer to suppress noise and a linear one on the edges to avoid a fuzzy result. The effectiveness of our method is proved by inverting the synthetic data without and with noises. The relationship between the adopted constraints and the inversion results is analyzed as well.

Hydrologic Model Selection using Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Marshall, L.; Sharma, A.; Nott, D.

2002-12-01

Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.

Atmospheric Tracer Inverse Modeling Using Markov Chain Monte Carlo (MCMC)

NASA Astrophysics Data System (ADS)

Kasibhatla, P.

2004-12-01

In recent years, there has been an increasing emphasis on the use of Bayesian statistical estimation techniques to characterize the temporal and spatial variability of atmospheric trace gas sources and sinks. The applications have been varied in terms of the particular species of interest, as well as in terms of the spatial and temporal resolution of the estimated fluxes. However, one common characteristic has been the use of relatively simple statistical models for describing the measurement and chemical transport model error statistics and prior source statistics. For example, multivariate normal probability distribution functions (pdfs) are commonly used to model these quantities and inverse source estimates are derived for fixed values of pdf paramaters. While the advantage of this approach is that closed form analytical solutions for the a posteriori pdfs of interest are available, it is worth exploring Bayesian analysis approaches which allow for a more general treatment of error and prior source statistics. Here, we present an application of the Markov Chain Monte Carlo (MCMC) methodology to an atmospheric tracer inversion problem to demonstrate how more gereral statistical models for errors can be incorporated into the analysis in a relatively straightforward manner. The MCMC approach to Bayesian analysis, which has found wide application in a variety of fields, is a statistical simulation approach that involves computing moments of interest of the a posteriori pdf by efficiently sampling this pdf. The specific inverse problem that we focus on is the annual mean CO2 source/sink estimation problem considered by the TransCom3 project. TransCom3 was a collaborative effort involving various modeling groups and followed a common modeling and analysis protocoal. As such, this problem provides a convenient case study to demonstrate the applicability of the MCMC methodology to atmospheric tracer source/sink estimation problems.

Differences in Mortality among Heroin, Cocaine, and Methamphetamine Users: A Hierarchical Bayesian Approach

PubMed Central

Liang, Li-Jung; Huang, David; Brecht, Mary-Lynn; Hser, Yih-ing

2010-01-01

Studies examining differences in mortality among long-term drug users have been limited. In this paper, we introduce a Bayesian framework that jointly models survival data using a Weibull proportional hazard model with frailty, and substance and alcohol data using mixed-effects models, to examine differences in mortality among heroin, cocaine, and methamphetamine users from five long-term follow-up studies. The traditional approach to analyzing combined survival data from numerous studies assumes that the studies are homogeneous, thus the estimates may be biased due to unobserved heterogeneity among studies. Our approach allows us to structurally combine the data from different studies while accounting for correlation among subjects within each study. Markov chain Monte Carlo facilitates the implementation of Bayesian analyses. Despite the complexity of the model, our approach is relatively straightforward to implement using WinBUGS. We demonstrate our joint modeling approach to the combined data and discuss the results from both approaches. PMID:21052518

Multivariate Copula Analysis Toolbox (MvCAT): Describing dependence and underlying uncertainty using a Bayesian framework

NASA Astrophysics Data System (ADS)

Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir

2017-06-01

We present a newly developed Multivariate Copula Analysis Toolbox (MvCAT) which includes a wide range of copula families with different levels of complexity. MvCAT employs a Bayesian framework with a residual-based Gaussian likelihood function for inferring copula parameters and estimating the underlying uncertainties. The contribution of this paper is threefold: (a) providing a Bayesian framework to approximate the predictive uncertainties of fitted copulas, (b) introducing a hybrid-evolution Markov Chain Monte Carlo (MCMC) approach designed for numerical estimation of the posterior distribution of copula parameters, and (c) enabling the community to explore a wide range of copulas and evaluate them relative to the fitting uncertainties. We show that the commonly used local optimization methods for copula parameter estimation often get trapped in local minima. The proposed method, however, addresses this limitation and improves describing the dependence structure. MvCAT also enables evaluation of uncertainties relative to the length of record, which is fundamental to a wide range of applications such as multivariate frequency analysis.

Validation of the thermal challenge problem using Bayesian Belief Networks.

DOE Office of Scientific and Technical Information (OSTI.GOV)

McFarland, John; Swiler, Laura Painton

The thermal challenge problem has been developed at Sandia National Laboratories as a testbed for demonstrating various types of validation approaches and prediction methods. This report discusses one particular methodology to assess the validity of a computational model given experimental data. This methodology is based on Bayesian Belief Networks (BBNs) and can incorporate uncertainty in experimental measurements, in physical quantities, and model uncertainties. The approach uses the prior and posterior distributions of model output to compute a validation metric based on Bayesian hypothesis testing (a Bayes' factor). This report discusses various aspects of the BBN, specifically in the context ofmore » the thermal challenge problem. A BBN is developed for a given set of experimental data in a particular experimental configuration. The development of the BBN and the method for ''solving'' the BBN to develop the posterior distribution of model output through Monte Carlo Markov Chain sampling is discussed in detail. The use of the BBN to compute a Bayes' factor is demonstrated.« less

Π4U: A high performance computing framework for Bayesian uncertainty quantification of complex models

NASA Astrophysics Data System (ADS)

Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.

2015-03-01

We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.

Reverse Engineering of Modified Genes by Bayesian Network Analysis Defines Molecular Determinants Critical to the Development of Glioblastoma

PubMed Central

Kunkle, Brian W.; Yoo, Changwon; Roy, Deodutta

2013-01-01

In this study we have identified key genes that are critical in development of astrocytic tumors. Meta-analysis of microarray studies which compared normal tissue to astrocytoma revealed a set of 646 differentially expressed genes in the majority of astrocytoma. Reverse engineering of these 646 genes using Bayesian network analysis produced a gene network for each grade of astrocytoma (Grade I–IV), and ‘key genes’ within each grade were identified. Genes found to be most influential to development of the highest grade of astrocytoma, Glioblastoma multiforme were: COL4A1, EGFR, BTF3, MPP2, RAB31, CDK4, CD99, ANXA2, TOP2A, and SERBP1. All of these genes were up-regulated, except MPP2 (down regulated). These 10 genes were able to predict tumor status with 96–100% confidence when using logistic regression, cross validation, and the support vector machine analysis. Markov genes interact with NFkβ, ERK, MAPK, VEGF, growth hormone and collagen to produce a network whose top biological functions are cancer, neurological disease, and cellular movement. Three of the 10 genes - EGFR, COL4A1, and CDK4, in particular, seemed to be potential ‘hubs of activity’. Modified expression of these 10 Markov Blanket genes increases lifetime risk of developing glioblastoma compared to the normal population. The glioblastoma risk estimates were dramatically increased with joint effects of 4 or more than 4 Markov Blanket genes. Joint interaction effects of 4, 5, 6, 7, 8, 9 or 10 Markov Blanket genes produced 9, 13, 20.9, 26.7, 52.8, 53.2, 78.1 or 85.9%, respectively, increase in lifetime risk of developing glioblastoma compared to normal population. In summary, it appears that modified expression of several ‘key genes’ may be required for the development of glioblastoma. Further studies are needed to validate these ‘key genes’ as useful tools for early detection and novel therapeutic options for these tumors. PMID:23737970

Nonlinear Bayesian filtering and learning: a neuronal dynamics for perception.

PubMed

Kutschireiter, Anna; Surace, Simone Carlo; Sprekeler, Henning; Pfister, Jean-Pascal

2017-08-18

The robust estimation of dynamical hidden features, such as the position of prey, based on sensory inputs is one of the hallmarks of perception. This dynamical estimation can be rigorously formulated by nonlinear Bayesian filtering theory. Recent experimental and behavioral studies have shown that animals' performance in many tasks is consistent with such a Bayesian statistical interpretation. However, it is presently unclear how a nonlinear Bayesian filter can be efficiently implemented in a network of neurons that satisfies some minimum constraints of biological plausibility. Here, we propose the Neural Particle Filter (NPF), a sampling-based nonlinear Bayesian filter, which does not rely on importance weights. We show that this filter can be interpreted as the neuronal dynamics of a recurrently connected rate-based neural network receiving feed-forward input from sensory neurons. Further, it captures properties of temporal and multi-sensory integration that are crucial for perception, and it allows for online parameter learning with a maximum likelihood approach. The NPF holds the promise to avoid the 'curse of dimensionality', and we demonstrate numerically its capability to outperform weighted particle filters in higher dimensions and when the number of particles is limited.

Zero-state Markov switching count-data models: an empirical assessment.

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2010-01-01

In this study, a two-state Markov switching count-data model is proposed as an alternative to zero-inflated models to account for the preponderance of zeros sometimes observed in transportation count data, such as the number of accidents occurring on a roadway segment over some period of time. For this accident-frequency case, zero-inflated models assume the existence of two states: one of the states is a zero-accident count state, which has accident probabilities that are so low that they cannot be statistically distinguished from zero, and the other state is a normal-count state, in which counts can be non-negative integers that are generated by some counting process, for example, a Poisson or negative binomial. While zero-inflated models have come under some criticism with regard to accident-frequency applications - one fact is undeniable - in many applications they provide a statistically superior fit to the data. The Markov switching approach we propose seeks to overcome some of the criticism associated with the zero-accident state of the zero-inflated model by allowing individual roadway segments to switch between zero and normal-count states over time. An important advantage of this Markov switching approach is that it allows for the direct statistical estimation of the specific roadway-segment state (i.e., zero-accident or normal-count state) whereas traditional zero-inflated models do not. To demonstrate the applicability of this approach, a two-state Markov switching negative binomial model (estimated with Bayesian inference) and standard zero-inflated negative binomial models are estimated using five-year accident frequencies on Indiana interstate highway segments. It is shown that the Markov switching model is a viable alternative and results in a superior statistical fit relative to the zero-inflated models.

DNA barcode-based molecular identification system for fish species.

PubMed

Kim, Sungmin; Eo, Hae-Seok; Koo, Hyeyoung; Choi, Jun-Kil; Kim, Won

2010-12-01

In this study, we applied DNA barcoding to identify species using short DNA sequence analysis. We examined the utility of DNA barcoding by identifying 53 Korean freshwater fish species, 233 other freshwater fish species, and 1339 saltwater fish species. We successfully developed a web-based molecular identification system for fish (MISF) using a profile hidden Markov model. MISF facilitates efficient and reliable species identification, overcoming the limitations of conventional taxonomic approaches. MISF is freely accessible at http://bioinfosys.snu.ac.kr:8080/MISF/misf.jsp .

Overview of existing algorithms for emotion classification. Uncertainties in evaluations of accuracies.

NASA Astrophysics Data System (ADS)

Avetisyan, H.; Bruna, O.; Holub, J.

2016-11-01

A numerous techniques and algorithms are dedicated to extract emotions from input data. In our investigation it was stated that emotion-detection approaches can be classified into 3 following types: Keyword based / lexical-based, learning based, and hybrid. The most commonly used techniques, such as keyword-spotting method, Support Vector Machines, Naïve Bayes Classifier, Hidden Markov Model and hybrid algorithms, have impressive results in this sphere and can reach more than 90% determining accuracy.

Prognosis of Electrical Faults in Permanent Magnet AC Machines using the Hidden Markov Model

DTIC Science & Technology

2010-11-10

time resolution and high frequency resolution Tiling is variable Wigner Ville Distribution Defined as W (t, ω) = ∫ s(t + τ 2 )s∗(t − τ 2 )e−jωτdτ...smoothed version of the Wigner distribution Amount of smoothing is controlled by σ Smoothing comes with a tradeoff of reduced resolution UNCLAS: Dist A...the Wigner or Choi-Williams distributions Although for Wigner and Choi-Williams distributions the probabilities are close for the early fault

Hidden Markov Model as a Framework for Situational Awareness

DTIC Science & Technology

2008-07-01

line of sight unlike the PIR sensor – they complement each other. Magnetic sensor (B-field sensor): We used both Fluxgate and coil magnetometers ...The former has low frequency response while the coil magnetometer provides high frequency response. A total of six sensors: three fluxgate ...Computer is turned off Figure 7: Fluxgate magnetometer output in x-axis 0 50 100 150 200 250 300 350 400 450 2.6 2.8 3 3.2 3.4 3.6 3.8 4 Time (sec

A Study to Interpret the Biological Significance of Behavior Associated with 3S Experimental Sonar Exposures

DTIC Science & Technology

2015-09-30

playbacks Killer whale (O. orca) 10 4 8 1 2 LF pilot whale (G. melas ) 30 8 14 4 8 Sperm whale (P. Macrocephalus) 10 4 10 2 5 Humpback whale (M...exposure dataset of the long-finned pilot whale (Globicephala melas ). A hidden Markov model (HMM) approach was developed to quantify behavioral states...Experimental Exposures of Killer (Orcinus orca), Long-Finned Pilot (Globicephala melas ), and Sperm (Physeter macrocephalus) Whales to Naval Sonar. Aquat

Extracting volatility signal using maximum a posteriori estimation

NASA Astrophysics Data System (ADS)

Neto, David

2016-11-01

This paper outlines a methodology to estimate a denoised volatility signal for foreign exchange rates using a hidden Markov model (HMM). For this purpose a maximum a posteriori (MAP) estimation is performed. A double exponential prior is used for the state variable (the log-volatility) in order to allow sharp jumps in realizations and then log-returns marginal distributions with heavy tails. We consider two routes to choose the regularization and we compare our MAP estimate to realized volatility measure for three exchange rates.

RadVel: General toolkit for modeling Radial Velocities

NASA Astrophysics Data System (ADS)

Fulton, Benjamin J.; Petigura, Erik A.; Blunt, Sarah; Sinukoff, Evan

2018-01-01

RadVel models Keplerian orbits in radial velocity (RV) time series. The code is written in Python with a fast Kepler's equation solver written in C. It provides a framework for fitting RVs using maximum a posteriori optimization and computing robust confidence intervals by sampling the posterior probability density via Markov Chain Monte Carlo (MCMC). RadVel can perform Bayesian model comparison and produces publication quality plots and LaTeX tables.

Combining Offline and Online Computation for Solving Partially Observable Markov Decision Process

DTIC Science & Technology

2015-03-06

David Hsu and Wee Sun Lee, Monte Carlo Bayesian Reinforcement Learning, International Conference on Machine Learning (ICML), 2012. • Haoyu Bai, David...and Automation (ICRA), 2015. • Zhan Wei Lim, David Hsu, and Wee Sun Lee, Adaptive Informative Path Planning in Metric Spaces. Submitted to Int. J... Automation (ICRA), 2015. 2. Bai, H., Hsu, D., Kochenderfer, M. J., and Lee, W. S., Unmanned aircraft collision avoidance using continuous state POMDPs

Complete protein-protein association kinetics in atomic detail revealed by molecular dynamics simulations and Markov modelling

NASA Astrophysics Data System (ADS)

Plattner, Nuria; Doerr, Stefan; de Fabritiis, Gianni; Noé, Frank

2017-10-01

Protein-protein association is fundamental to many life processes. However, a microscopic model describing the structures and kinetics during association and dissociation is lacking on account of the long lifetimes of associated states, which have prevented efficient sampling by direct molecular dynamics (MD) simulations. Here we demonstrate protein-protein association and dissociation in atomistic resolution for the ribonuclease barnase and its inhibitor barstar by combining adaptive high-throughput MD simulations and hidden Markov modelling. The model reveals experimentally consistent intermediate structures, energetics and kinetics on timescales from microseconds to hours. A variety of flexibly attached intermediates and misbound states funnel down to a transition state and a native basin consisting of the loosely bound near-native state and the tightly bound crystallographic state. These results offer a deeper level of insight into macromolecular recognition and our approach opens the door for understanding and manipulating a wide range of macromolecular association processes.

Accelerometry-based classification of human activities using Markov modeling.

PubMed

Mannini, Andrea; Sabatini, Angelo Maria

2011-01-01

Accelerometers are a popular choice as body-motion sensors: the reason is partly in their capability of extracting information that is useful for automatically inferring the physical activity in which the human subject is involved, beside their role in feeding biomechanical parameters estimators. Automatic classification of human physical activities is highly attractive for pervasive computing systems, whereas contextual awareness may ease the human-machine interaction, and in biomedicine, whereas wearable sensor systems are proposed for long-term monitoring. This paper is concerned with the machine learning algorithms needed to perform the classification task. Hidden Markov Model (HMM) classifiers are studied by contrasting them with Gaussian Mixture Model (GMM) classifiers. HMMs incorporate the statistical information available on movement dynamics into the classification process, without discarding the time history of previous outcomes as GMMs do. An example of the benefits of the obtained statistical leverage is illustrated and discussed by analyzing two datasets of accelerometer time series.

RESPONDENT-DRIVEN SAMPLING AS MARKOV CHAIN MONTE CARLO

PubMed Central

GOEL, SHARAD; SALGANIK, MATTHEW J.

2013-01-01

Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present respondent-driven sampling as Markov chain Monte Carlo (MCMC) importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating respondent-driven sampling studies. PMID:19572381

Respondent-driven sampling as Markov chain Monte Carlo.

PubMed

Goel, Sharad; Salganik, Matthew J

2009-07-30

Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present RDS as Markov chain Monte Carlo importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which the sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating RDS studies.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

In Silico Syndrome Prediction for Coronary Artery Disease in Traditional Chinese Medicine

PubMed Central

Lu, Peng; Chen, Jianxin; Zhao, Huihui; Gao, Yibo; Luo, Liangtao; Zuo, Xiaohan; Shi, Qi; Yang, Yiping; Yi, Jianqiang; Wang, Wei

2012-01-01

Coronary artery disease (CAD) is the leading causes of deaths in the world. The differentiation of syndrome (ZHENG) is the criterion of diagnosis and therapeutic in TCM. Therefore, syndrome prediction in silico can be improving the performance of treatment. In this paper, we present a Bayesian network framework to construct a high-confidence syndrome predictor based on the optimum subset, that is, collected by Support Vector Machine (SVM) feature selection. Syndrome of CAD can be divided into asthenia and sthenia syndromes. According to the hierarchical characteristics of syndrome, we firstly label every case three types of syndrome (asthenia, sthenia, or both) to solve several syndromes with some patients. On basis of the three syndromes' classes, we design SVM feature selection to achieve the optimum symptom subset and compare this subset with Markov blanket feature select using ROC. Using this subset, the six predictors of CAD's syndrome are constructed by the Bayesian network technique. We also design Naïve Bayes, C4.5 Logistic, Radial basis function (RBF) network compared with Bayesian network. In a conclusion, the Bayesian network method based on the optimum symptoms shows a practical method to predict six syndromes of CAD in TCM. PMID:22567030

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vrugt, Jasper A; Robinson, Bruce A; Ter Braak, Cajo J F

In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented usingmore » the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.« less

Analysis of single-molecule fluorescence spectroscopic data with a Markov-modulated Poisson process.

PubMed

Jäger, Mark; Kiel, Alexander; Herten, Dirk-Peter; Hamprecht, Fred A

2009-10-05

We present a photon-by-photon analysis framework for the evaluation of data from single-molecule fluorescence spectroscopy (SMFS) experiments using a Markov-modulated Poisson process (MMPP). A MMPP combines a discrete (and hidden) Markov process with an additional Poisson process reflecting the observation of individual photons. The algorithmic framework is used to automatically analyze the dynamics of the complex formation and dissociation of Cu2+ ions with the bidentate ligand 2,2'-bipyridine-4,4'dicarboxylic acid in aqueous media. The process of association and dissociation of Cu2+ ions is monitored with SMFS. The dcbpy-DNA conjugate can exist in two or more distinct states which influence the photon emission rates. The advantage of a photon-by-photon analysis is that no information is lost in preprocessing steps. Different model complexities are investigated in order to best describe the recorded data and to determine transition rates on a photon-by-photon basis. The main strength of the method is that it allows to detect intermittent phenomena which are masked by binning and that are difficult to find using correlation techniques when they are short-lived.

Estimating the periodic components of a biomedical signal through inverse problem modelling and Bayesian inference with sparsity enforcing prior

NASA Astrophysics Data System (ADS)

Dumitru, Mircea; Djafari, Ali-Mohammad

2015-01-01

The recent developments in chronobiology need a periodic components variation analysis for the signals expressing the biological rhythms. A precise estimation of the periodic components vector is required. The classical approaches, based on FFT methods, are inefficient considering the particularities of the data (short length). In this paper we propose a new method, using the sparsity prior information (reduced number of non-zero values components). The considered law is the Student-t distribution, viewed as a marginal distribution of a Infinite Gaussian Scale Mixture (IGSM) defined via a hidden variable representing the inverse variances and modelled as a Gamma Distribution. The hyperparameters are modelled using the conjugate priors, i.e. using Inverse Gamma Distributions. The expression of the joint posterior law of the unknown periodic components vector, hidden variables and hyperparameters is obtained and then the unknowns are estimated via Joint Maximum A Posteriori (JMAP) and Posterior Mean (PM). For the PM estimator, the expression of the posterior law is approximated by a separable one, via the Bayesian Variational Approximation (BVA), using the Kullback-Leibler (KL) divergence. Finally we show the results on synthetic data in cancer treatment applications.

Bayesian spatial transformation models with applications in neuroimaging data.

PubMed

Miranda, Michelle F; Zhu, Hongtu; Ibrahim, Joseph G

2013-12-01

The aim of this article is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. The proposed STM include a varying Box-Cox transformation model for dealing with the issue of non-Gaussian distributed imaging data and a Gaussian Markov random field model for incorporating spatial smoothness of the imaging data. Posterior computation proceeds via an efficient Markov chain Monte Carlo algorithm. Simulations and real data analysis demonstrate that the STM significantly outperforms the voxel-wise linear model with Gaussian noise in recovering meaningful geometric patterns. Our STM is able to reveal important brain regions with morphological changes in children with attention deficit hyperactivity disorder. © 2013, The International Biometric Society.