Moving beyond qualitative evaluations of Bayesian models of cognition.
Hemmer, Pernille; Tauber, Sean; Steyvers, Mark
2015-06-01
Bayesian models of cognition provide a powerful way to understand the behavior and goals of individuals from a computational point of view. Much of the focus in the Bayesian cognitive modeling approach has been on qualitative model evaluations, where predictions from the models are compared to data that is often averaged over individuals. In many cognitive tasks, however, there are pervasive individual differences. We introduce an approach to directly infer individual differences related to subjective mental representations within the framework of Bayesian models of cognition. In this approach, Bayesian data analysis methods are used to estimate cognitive parameters and motivate the inference process within a Bayesian cognitive model. We illustrate this integrative Bayesian approach on a model of memory. We apply the model to behavioral data from a memory experiment involving the recall of heights of people. A cross-validation analysis shows that the Bayesian memory model with inferred subjective priors predicts withheld data better than a Bayesian model where the priors are based on environmental statistics. In addition, the model with inferred priors at the individual subject level led to the best overall generalization performance, suggesting that individual differences are important to consider in Bayesian models of cognition.
NASA Astrophysics Data System (ADS)
Li, L.; Xu, C.-Y.; Engeland, K.
2012-04-01
With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD
NASA Astrophysics Data System (ADS)
Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn
2013-04-01
SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.
A guide to Bayesian model selection for ecologists
Hooten, Mevin B.; Hobbs, N.T.
2015-01-01
The steady upward trend in the use of model selection and Bayesian methods in ecological research has made it clear that both approaches to inference are important for modern analysis of models and data. However, in teaching Bayesian methods and in working with our research colleagues, we have noticed a general dissatisfaction with the available literature on Bayesian model selection and multimodel inference. Students and researchers new to Bayesian methods quickly find that the published advice on model selection is often preferential in its treatment of options for analysis, frequently advocating one particular method above others. The recent appearance of many articles and textbooks on Bayesian modeling has provided welcome background on relevant approaches to model selection in the Bayesian framework, but most of these are either very narrowly focused in scope or inaccessible to ecologists. Moreover, the methodological details of Bayesian model selection approaches are spread thinly throughout the literature, appearing in journals from many different fields. Our aim with this guide is to condense the large body of literature on Bayesian approaches to model selection and multimodel inference and present it specifically for quantitative ecologists as neutrally as possible. We also bring to light a few important and fundamental concepts relating directly to model selection that seem to have gone unnoticed in the ecological literature. Throughout, we provide only a minimal discussion of philosophy, preferring instead to examine the breadth of approaches as well as their practical advantages and disadvantages. This guide serves as a reference for ecologists using Bayesian methods, so that they can better understand their options and can make an informed choice that is best aligned with their goals for inference.
Two Approaches to Calibration in Metrology
DOE Office of Scientific and Technical Information (OSTI.GOV)
Campanelli, Mark
2014-04-01
Inferring mathematical relationships with quantified uncertainty from measurement data is common to computational science and metrology. Sufficient knowledge of measurement process noise enables Bayesian inference. Otherwise, an alternative approach is required, here termed compartmentalized inference, because collection of uncertain data and model inference occur independently. Bayesian parameterized model inference is compared to a Bayesian-compatible compartmentalized approach for ISO-GUM compliant calibration problems in renewable energy metrology. In either approach, model evidence can help reduce model discrepancy.
Dynamic Bayesian Network Modeling of Game Based Diagnostic Assessments. CRESST Report 837
ERIC Educational Resources Information Center
Levy, Roy
2014-01-01
Digital games offer an appealing environment for assessing student proficiencies, including skills and misconceptions in a diagnostic setting. This paper proposes a dynamic Bayesian network modeling approach for observations of student performance from an educational video game. A Bayesian approach to model construction, calibration, and use in…
A Bayesian Nonparametric Approach to Test Equating
ERIC Educational Resources Information Center
Karabatsos, George; Walker, Stephen G.
2009-01-01
A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…
NASA Astrophysics Data System (ADS)
Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad
2016-05-01
Bayesian inference has traditionally been conceived as the proper framework for the formal incorporation of expert knowledge in parameter estimation of groundwater models. However, conventional Bayesian inference is incapable of taking into account the imprecision essentially embedded in expert provided information. In order to solve this problem, a number of extensions to conventional Bayesian inference have been introduced in recent years. One of these extensions is 'fuzzy Bayesian inference' which is the result of integrating fuzzy techniques into Bayesian statistics. Fuzzy Bayesian inference has a number of desirable features which makes it an attractive approach for incorporating expert knowledge in the parameter estimation process of groundwater models: (1) it is well adapted to the nature of expert provided information, (2) it allows to distinguishably model both uncertainty and imprecision, and (3) it presents a framework for fusing expert provided information regarding the various inputs of the Bayesian inference algorithm. However an important obstacle in employing fuzzy Bayesian inference in groundwater numerical modeling applications is the computational burden, as the required number of numerical model simulations often becomes extremely exhaustive and often computationally infeasible. In this paper, a novel approach of accelerating the fuzzy Bayesian inference algorithm is proposed which is based on using approximate posterior distributions derived from surrogate modeling, as a screening tool in the computations. The proposed approach is first applied to a synthetic test case of seawater intrusion (SWI) in a coastal aquifer. It is shown that for this synthetic test case, the proposed approach decreases the number of required numerical simulations by an order of magnitude. Then the proposed approach is applied to a real-world test case involving three-dimensional numerical modeling of SWI in Kish Island, located in the Persian Gulf. An expert elicitation methodology is developed and applied to the real-world test case in order to provide a road map for the use of fuzzy Bayesian inference in groundwater modeling applications.
Bayesian structural equation modeling in sport and exercise psychology.
Stenling, Andreas; Ivarsson, Andreas; Johnson, Urban; Lindwall, Magnus
2015-08-01
Bayesian statistics is on the rise in mainstream psychology, but applications in sport and exercise psychology research are scarce. In this article, the foundations of Bayesian analysis are introduced, and we will illustrate how to apply Bayesian structural equation modeling in a sport and exercise psychology setting. More specifically, we contrasted a confirmatory factor analysis on the Sport Motivation Scale II estimated with the most commonly used estimator, maximum likelihood, and a Bayesian approach with weakly informative priors for cross-loadings and correlated residuals. The results indicated that the model with Bayesian estimation and weakly informative priors provided a good fit to the data, whereas the model estimated with a maximum likelihood estimator did not produce a well-fitting model. The reasons for this discrepancy between maximum likelihood and Bayesian estimation are discussed as well as potential advantages and caveats with the Bayesian approach.
A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION
We present a Bayesian approach to regress a circular variable on a linear predictor. The regression coefficients are assumed to have a nonparametric distribution with a Dirichlet process prior. The semiparametric Bayesian approach gives added flexibility to the model and is usefu...
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
Harrison, Jay M; Breeze, Matthew L; Harrigan, George G
2011-08-01
Statistical comparisons of compositional data generated on genetically modified (GM) crops and their near-isogenic conventional (non-GM) counterparts typically rely on classical significance testing. This manuscript presents an introduction to Bayesian methods for compositional analysis along with recommendations for model validation. The approach is illustrated using protein and fat data from two herbicide tolerant GM soybeans (MON87708 and MON87708×MON89788) and a conventional comparator grown in the US in 2008 and 2009. Guidelines recommended by the US Food and Drug Administration (FDA) in conducting Bayesian analyses of clinical studies on medical devices were followed. This study is the first Bayesian approach to GM and non-GM compositional comparisons. The evaluation presented here supports a conclusion that a Bayesian approach to analyzing compositional data can provide meaningful and interpretable results. We further describe the importance of method validation and approaches to model checking if Bayesian approaches to compositional data analysis are to be considered viable by scientists involved in GM research and regulation. Copyright © 2011 Elsevier Inc. All rights reserved.
Bayesian flood forecasting methods: A review
NASA Astrophysics Data System (ADS)
Han, Shasha; Coulibaly, Paulin
2017-08-01
Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been developed and widely applied, but there is still room for improvements. Future research in the context of Bayesian flood forecasting should be on assimilation of various sources of newly available information and improvement of predictive performance assessment methods.
Bayesian generalized linear mixed modeling of Tuberculosis using informative priors.
Ojo, Oluwatobi Blessing; Lougue, Siaka; Woldegerima, Woldegebriel Assefa
2017-01-01
TB is rated as one of the world's deadliest diseases and South Africa ranks 9th out of the 22 countries with hardest hit of TB. Although many pieces of research have been carried out on this subject, this paper steps further by inculcating past knowledge into the model, using Bayesian approach with informative prior. Bayesian statistics approach is getting popular in data analyses. But, most applications of Bayesian inference technique are limited to situations of non-informative prior, where there is no solid external information about the distribution of the parameter of interest. The main aim of this study is to profile people living with TB in South Africa. In this paper, identical regression models are fitted for classical and Bayesian approach both with non-informative and informative prior, using South Africa General Household Survey (GHS) data for the year 2014. For the Bayesian model with informative prior, South Africa General Household Survey dataset for the year 2011 to 2013 are used to set up priors for the model 2014.
Advances in Bayesian Modeling in Educational Research
ERIC Educational Resources Information Center
Levy, Roy
2016-01-01
In this article, I provide a conceptually oriented overview of Bayesian approaches to statistical inference and contrast them with frequentist approaches that currently dominate conventional practice in educational research. The features and advantages of Bayesian approaches are illustrated with examples spanning several statistical modeling…
Sparse Event Modeling with Hierarchical Bayesian Kernel Methods
2016-01-05
SECURITY CLASSIFICATION OF: The research objective of this proposal was to develop a predictive Bayesian kernel approach to model count data based on...several predictive variables. Such an approach, which we refer to as the Poisson Bayesian kernel model , is able to model the rate of occurrence of...which adds specificity to the model and can make nonlinear data more manageable. Early results show that the 1. REPORT DATE (DD-MM-YYYY) 4. TITLE
Bayesian Data-Model Fit Assessment for Structural Equation Modeling
ERIC Educational Resources Information Center
Levy, Roy
2011-01-01
Bayesian approaches to modeling are receiving an increasing amount of attention in the areas of model construction and estimation in factor analysis, structural equation modeling (SEM), and related latent variable models. However, model diagnostics and model criticism remain relatively understudied aspects of Bayesian SEM. This article describes…
Bayesian Factor Analysis as a Variable Selection Problem: Alternative Priors and Consequences
Lu, Zhao-Hua; Chow, Sy-Miin; Loken, Eric
2016-01-01
Factor analysis is a popular statistical technique for multivariate data analysis. Developments in the structural equation modeling framework have enabled the use of hybrid confirmatory/exploratory approaches in which factor loading structures can be explored relatively flexibly within a confirmatory factor analysis (CFA) framework. Recently, a Bayesian structural equation modeling (BSEM) approach (Muthén & Asparouhov, 2012) has been proposed as a way to explore the presence of cross-loadings in CFA models. We show that the issue of determining factor loading patterns may be formulated as a Bayesian variable selection problem in which Muthén and Asparouhov’s approach can be regarded as a BSEM approach with ridge regression prior (BSEM-RP). We propose another Bayesian approach, denoted herein as the Bayesian structural equation modeling with spike and slab prior (BSEM-SSP), which serves as a one-stage alternative to the BSEM-RP. We review the theoretical advantages and disadvantages of both approaches and compare their empirical performance relative to two modification indices-based approaches and exploratory factor analysis with target rotation. A teacher stress scale data set (Byrne, 2012; Pettegrew & Wolf, 1982) is used to demonstrate our approach. PMID:27314566
Onisko, Agnieszka; Druzdzel, Marek J; Austin, R Marshall
2016-01-01
Classical statistics is a well-established approach in the analysis of medical data. While the medical community seems to be familiar with the concept of a statistical analysis and its interpretation, the Bayesian approach, argued by many of its proponents to be superior to the classical frequentist approach, is still not well-recognized in the analysis of medical data. The goal of this study is to encourage data analysts to use the Bayesian approach, such as modeling with graphical probabilistic networks, as an insightful alternative to classical statistical analysis of medical data. This paper offers a comparison of two approaches to analysis of medical time series data: (1) classical statistical approach, such as the Kaplan-Meier estimator and the Cox proportional hazards regression model, and (2) dynamic Bayesian network modeling. Our comparison is based on time series cervical cancer screening data collected at Magee-Womens Hospital, University of Pittsburgh Medical Center over 10 years. The main outcomes of our comparison are cervical cancer risk assessments produced by the three approaches. However, our analysis discusses also several aspects of the comparison, such as modeling assumptions, model building, dealing with incomplete data, individualized risk assessment, results interpretation, and model validation. Our study shows that the Bayesian approach is (1) much more flexible in terms of modeling effort, and (2) it offers an individualized risk assessment, which is more cumbersome for classical statistical approaches.
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.
Dynamic Bayesian network modeling for longitudinal brain morphometry
Chen, Rong; Resnick, Susan M; Davatzikos, Christos; Herskovits, Edward H
2011-01-01
Identifying interactions among brain regions from structural magnetic-resonance images presents one of the major challenges in computational neuroanatomy. We propose a Bayesian data-mining approach to the detection of longitudinal morphological changes in the human brain. Our method uses a dynamic Bayesian network to represent evolving inter-regional dependencies. The major advantage of dynamic Bayesian network modeling is that it can represent complicated interactions among temporal processes. We validated our approach by analyzing a simulated atrophy study, and found that this approach requires only a small number of samples to detect the ground-truth temporal model. We further applied dynamic Bayesian network modeling to a longitudinal study of normal aging and mild cognitive impairment — the Baltimore Longitudinal Study of Aging. We found that interactions among regional volume-change rates for the mild cognitive impairment group are different from those for the normal-aging group. PMID:21963916
Bayesian generalized linear mixed modeling of Tuberculosis using informative priors
Woldegerima, Woldegebriel Assefa
2017-01-01
TB is rated as one of the world’s deadliest diseases and South Africa ranks 9th out of the 22 countries with hardest hit of TB. Although many pieces of research have been carried out on this subject, this paper steps further by inculcating past knowledge into the model, using Bayesian approach with informative prior. Bayesian statistics approach is getting popular in data analyses. But, most applications of Bayesian inference technique are limited to situations of non-informative prior, where there is no solid external information about the distribution of the parameter of interest. The main aim of this study is to profile people living with TB in South Africa. In this paper, identical regression models are fitted for classical and Bayesian approach both with non-informative and informative prior, using South Africa General Household Survey (GHS) data for the year 2014. For the Bayesian model with informative prior, South Africa General Household Survey dataset for the year 2011 to 2013 are used to set up priors for the model 2014. PMID:28257437
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…
ERIC Educational Resources Information Center
Wang, Lijuan; McArdle, John J.
2008-01-01
The main purpose of this research is to evaluate the performance of a Bayesian approach for estimating unknown change points using Monte Carlo simulations. The univariate and bivariate unknown change point mixed models were presented and the basic idea of the Bayesian approach for estimating the models was discussed. The performance of Bayesian…
Shen, Yanna; Cooper, Gregory F
2012-09-01
This paper investigates Bayesian modeling of known and unknown causes of events in the context of disease-outbreak detection. We introduce a multivariate Bayesian approach that models multiple evidential features of every person in the population. This approach models and detects (1) known diseases (e.g., influenza and anthrax) by using informative prior probabilities and (2) unknown diseases (e.g., a new, highly contagious respiratory virus that has never been seen before) by using relatively non-informative prior probabilities. We report the results of simulation experiments which support that this modeling method can improve the detection of new disease outbreaks in a population. A contribution of this paper is that it introduces a multivariate Bayesian approach for jointly modeling both known and unknown causes of events. Such modeling has general applicability in domains where the space of known causes is incomplete. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.
Variations on Bayesian Prediction and Inference
2016-05-09
inference 2.2.1 Background There are a number of statistical inference problems that are not generally formulated via a full probability model...problem of inference about an unknown parameter, the Bayesian approach requires a full probability 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...the problem of inference about an unknown parameter, the Bayesian approach requires a full probability model/likelihood which can be an obstacle
Toribo, S.G.; Gray, B.R.; Liang, S.
2011-01-01
The N-mixture model proposed by Royle in 2004 may be used to approximate the abundance and detection probability of animal species in a given region. In 2006, Royle and Dorazio discussed the advantages of using a Bayesian approach in modelling animal abundance and occurrence using a hierarchical N-mixture model. N-mixture models assume replication on sampling sites, an assumption that may be violated when the site is not closed to changes in abundance during the survey period or when nominal replicates are defined spatially. In this paper, we studied the robustness of a Bayesian approach to fitting the N-mixture model for pseudo-replicated count data. Our simulation results showed that the Bayesian estimates for abundance and detection probability are slightly biased when the actual detection probability is small and are sensitive to the presence of extra variability within local sites.
Posterior Predictive Bayesian Phylogenetic Model Selection
Lewis, Paul O.; Xie, Wangang; Chen, Ming-Hui; Fan, Yu; Kuo, Lynn
2014-01-01
We present two distinctly different posterior predictive approaches to Bayesian phylogenetic model selection and illustrate these methods using examples from green algal protein-coding cpDNA sequences and flowering plant rDNA sequences. The Gelfand–Ghosh (GG) approach allows dissection of an overall measure of model fit into components due to posterior predictive variance (GGp) and goodness-of-fit (GGg), which distinguishes this method from the posterior predictive P-value approach. The conditional predictive ordinate (CPO) method provides a site-specific measure of model fit useful for exploratory analyses and can be combined over sites yielding the log pseudomarginal likelihood (LPML) which is useful as an overall measure of model fit. CPO provides a useful cross-validation approach that is computationally efficient, requiring only a sample from the posterior distribution (no additional simulation is required). Both GG and CPO add new perspectives to Bayesian phylogenetic model selection based on the predictive abilities of models and complement the perspective provided by the marginal likelihood (including Bayes Factor comparisons) based solely on the fit of competing models to observed data. [Bayesian; conditional predictive ordinate; CPO; L-measure; LPML; model selection; phylogenetics; posterior predictive.] PMID:24193892
A Sparse Bayesian Approach for Forward-Looking Superresolution Radar Imaging
Zhang, Yin; Zhang, Yongchao; Huang, Yulin; Yang, Jianyu
2017-01-01
This paper presents a sparse superresolution approach for high cross-range resolution imaging of forward-looking scanning radar based on the Bayesian criterion. First, a novel forward-looking signal model is established as the product of the measurement matrix and the cross-range target distribution, which is more accurate than the conventional convolution model. Then, based on the Bayesian criterion, the widely-used sparse regularization is considered as the penalty term to recover the target distribution. The derivation of the cost function is described, and finally, an iterative expression for minimizing this function is presented. Alternatively, this paper discusses how to estimate the single parameter of Gaussian noise. With the advantage of a more accurate model, the proposed sparse Bayesian approach enjoys a lower model error. Meanwhile, when compared with the conventional superresolution methods, the proposed approach shows high cross-range resolution and small location error. The superresolution results for the simulated point target, scene data, and real measured data are presented to demonstrate the superior performance of the proposed approach. PMID:28604583
Bayesian Analysis of Nonlinear Structural Equation Models with Nonignorable Missing Data
ERIC Educational Resources Information Center
Lee, Sik-Yum
2006-01-01
A Bayesian approach is developed for analyzing nonlinear structural equation models with nonignorable missing data. The nonignorable missingness mechanism is specified by a logistic regression model. A hybrid algorithm that combines the Gibbs sampler and the Metropolis-Hastings algorithm is used to produce the joint Bayesian estimates of…
NASA Astrophysics Data System (ADS)
Reis, D. S.; Stedinger, J. R.; Martins, E. S.
2005-10-01
This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.
BAYESIAN METHODS FOR REGIONAL-SCALE EUTROPHICATION MODELS. (R830887)
We demonstrate a Bayesian classification and regression tree (CART) approach to link multiple environmental stressors to biological responses and quantify uncertainty in model predictions. Such an approach can: (1) report prediction uncertainty, (2) be consistent with the amou...
A Bayesian Approach for Analyzing Longitudinal Structural Equation Models
ERIC Educational Resources Information Center
Song, Xin-Yuan; Lu, Zhao-Hua; Hser, Yih-Ing; Lee, Sik-Yum
2011-01-01
This article considers a Bayesian approach for analyzing a longitudinal 2-level nonlinear structural equation model with covariates, and mixed continuous and ordered categorical variables. The first-level model is formulated for measures taken at each time point nested within individuals for investigating their characteristics that are dynamically…
Testing students' e-learning via Facebook through Bayesian structural equation modeling.
Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.
Testing students’ e-learning via Facebook through Bayesian structural equation modeling
Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students’ intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods’ results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated. PMID:28886019
Zonta, Zivko J; Flotats, Xavier; Magrí, Albert
2014-08-01
The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.
Accurate Biomass Estimation via Bayesian Adaptive Sampling
NASA Technical Reports Server (NTRS)
Wheeler, Kevin R.; Knuth, Kevin H.; Castle, Joseph P.; Lvov, Nikolay
2005-01-01
The following concepts were introduced: a) Bayesian adaptive sampling for solving biomass estimation; b) Characterization of MISR Rahman model parameters conditioned upon MODIS landcover. c) Rigorous non-parametric Bayesian approach to analytic mixture model determination. d) Unique U.S. asset for science product validation and verification.
Bayesian accounts of covert selective attention: A tutorial review.
Vincent, Benjamin T
2015-05-01
Decision making and optimal observer models offer an important theoretical approach to the study of covert selective attention. While their probabilistic formulation allows quantitative comparison to human performance, the models can be complex and their insights are not always immediately apparent. Part 1 establishes the theoretical appeal of the Bayesian approach, and introduces the way in which probabilistic approaches can be applied to covert search paradigms. Part 2 presents novel formulations of Bayesian models of 4 important covert attention paradigms, illustrating optimal observer predictions over a range of experimental manipulations. Graphical model notation is used to present models in an accessible way and Supplementary Code is provided to help bridge the gap between model theory and practical implementation. Part 3 reviews a large body of empirical and modelling evidence showing that many experimental phenomena in the domain of covert selective attention are a set of by-products. These effects emerge as the result of observers conducting Bayesian inference with noisy sensory observations, prior expectations, and knowledge of the generative structure of the stimulus environment.
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach.
Duarte, Belmiro P M; Wong, Weng Kee
2015-08-01
This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted.
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach
Duarte, Belmiro P. M.; Wong, Weng Kee
2014-01-01
Summary This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted. PMID:26512159
Development of uncertainty-based work injury model using Bayesian structural equation modelling.
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.
ERIC Educational Resources Information Center
Aslan, Burak Galip; Öztürk, Özlem; Inceoglu, Mustafa Murat
2014-01-01
Considering the increasing importance of adaptive approaches in CALL systems, this study implemented a machine learning based student modeling middleware with Bayesian networks. The profiling approach of the student modeling system is based on Felder and Silverman's Learning Styles Model and Felder and Soloman's Index of Learning Styles…
Bayesian Exploratory Factor Analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates from a high dimensional set of psychological measurements. PMID:25431517
NASA Astrophysics Data System (ADS)
Berliner, M.
2017-12-01
Bayesian statistical decision theory offers a natural framework for decision-policy making in the presence of uncertainty. Key advantages of the approach include efficient incorporation of information and observations. However, in complicated settings it is very difficult, perhaps essentially impossible, to formalize the mathematical inputs needed in the approach. Nevertheless, using the approach as a template is useful for decision support; that is, organizing and communicating our analyses. Bayesian hierarchical modeling is valuable in quantifying and managing uncertainty such cases. I review some aspects of the idea emphasizing statistical model development and use in the context of sea-level rise.
Varughese, Eunice A.; Brinkman, Nichole E; Anneken, Emily M; Cashdollar, Jennifer S; Fout, G. Shay; Furlong, Edward T.; Kolpin, Dana W.; Glassmeyer, Susan T.; Keely, Scott P
2017-01-01
incorporated into a Bayesian model to more accurately determine viral load in both source and treated water. Results of the Bayesian model indicated that viruses are present in source water and treated water. By using a Bayesian framework that incorporates inhibition, as well as many other parameters that affect viral detection, this study offers an approach for more accurately estimating the occurrence of viral pathogens in environmental waters.
Bayesian Finite Mixtures for Nonlinear Modeling of Educational Data.
ERIC Educational Resources Information Center
Tirri, Henry; And Others
A Bayesian approach for finding latent classes in data is discussed. The approach uses finite mixture models to describe the underlying structure in the data and demonstrate that the possibility of using full joint probability models raises interesting new prospects for exploratory data analysis. The concepts and methods discussed are illustrated…
Predicting Football Matches Results using Bayesian Networks for English Premier League (EPL)
NASA Astrophysics Data System (ADS)
Razali, Nazim; Mustapha, Aida; Yatim, Faiz Ahmad; Aziz, Ruhaya Ab
2017-08-01
The issues of modeling asscoiation football prediction model has become increasingly popular in the last few years and many different approaches of prediction models have been proposed with the point of evaluating the attributes that lead a football team to lose, draw or win the match. There are three types of approaches has been considered for predicting football matches results which include statistical approaches, machine learning approaches and Bayesian approaches. Lately, many studies regarding football prediction models has been produced using Bayesian approaches. This paper proposes a Bayesian Networks (BNs) to predict the results of football matches in term of home win (H), away win (A) and draw (D). The English Premier League (EPL) for three seasons of 2010-2011, 2011-2012 and 2012-2013 has been selected and reviewed. K-fold cross validation has been used for testing the accuracy of prediction model. The required information about the football data is sourced from a legitimate site at http://www.football-data.co.uk. BNs achieved predictive accuracy of 75.09% in average across three seasons. It is hoped that the results could be used as the benchmark output for future research in predicting football matches results.
The Bayesian Revolution Approaches Psychological Development
ERIC Educational Resources Information Center
Shultz, Thomas R.
2007-01-01
This commentary reviews five articles that apply Bayesian ideas to psychological development, some with psychology experiments, some with computational modeling, and some with both experiments and modeling. The reviewed work extends the current Bayesian revolution into tasks often studied in children, such as causal learning and word learning, and…
A local approach for focussed Bayesian fusion
NASA Astrophysics Data System (ADS)
Sander, Jennifer; Heizmann, Michael; Goussev, Igor; Beyerer, Jürgen
2009-04-01
Local Bayesian fusion approaches aim to reduce high storage and computational costs of Bayesian fusion which is separated from fixed modeling assumptions. Using the small world formalism, we argue why this proceeding is conform with Bayesian theory. Then, we concentrate on the realization of local Bayesian fusion by focussing the fusion process solely on local regions that are task relevant with a high probability. The resulting local models correspond then to restricted versions of the original one. In a previous publication, we used bounds for the probability of misleading evidence to show the validity of the pre-evaluation of task specific knowledge and prior information which we perform to build local models. In this paper, we prove the validity of this proceeding using information theoretic arguments. For additional efficiency, local Bayesian fusion can be realized in a distributed manner. Here, several local Bayesian fusion tasks are evaluated and unified after the actual fusion process. For the practical realization of distributed local Bayesian fusion, software agents are predestinated. There is a natural analogy between the resulting agent based architecture and criminal investigations in real life. We show how this analogy can be used to improve the efficiency of distributed local Bayesian fusion additionally. Using a landscape model, we present an experimental study of distributed local Bayesian fusion in the field of reconnaissance, which highlights its high potential.
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…
Bayesian logistic regression approaches to predict incorrect DRG assignment.
Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural
2018-05-07
Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.
Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.
Patri, Jean-François; Diard, Julien; Perrier, Pascal
2015-12-01
The remarkable capacity of the speech motor system to adapt to various speech conditions is due to an excess of degrees of freedom, which enables producing similar acoustical properties with different sets of control strategies. To explain how the central nervous system selects one of the possible strategies, a common approach, in line with optimal motor control theories, is to model speech motor planning as the solution of an optimality problem based on cost functions. Despite the success of this approach, one of its drawbacks is the intrinsic contradiction between the concept of optimality and the observed experimental intra-speaker token-to-token variability. The present paper proposes an alternative approach by formulating feedforward optimal control in a probabilistic Bayesian modeling framework. This is illustrated by controlling a biomechanical model of the vocal tract for speech production and by comparing it with an existing optimal control model (GEPPETO). The essential elements of this optimal control model are presented first. From them the Bayesian model is constructed in a progressive way. Performance of the Bayesian model is evaluated based on computer simulations and compared to the optimal control model. This approach is shown to be appropriate for solving the speech planning problem while accounting for variability in a principled way.
Predicting Graduation Rates at 4-Year Broad Access Institutions Using a Bayesian Modeling Approach
ERIC Educational Resources Information Center
Crisp, Gloria; Doran, Erin; Salis Reyes, Nicole A.
2018-01-01
This study models graduation rates at 4-year broad access institutions (BAIs). We examine the student body, structural-demographic, and financial characteristics that best predict 6-year graduation rates across two time periods (2008-2009 and 2014-2015). A Bayesian model averaging approach is utilized to account for uncertainty in variable…
A Robust Bayesian Approach for Structural Equation Models with Missing Data
ERIC Educational Resources Information Center
Lee, Sik-Yum; Xia, Ye-Mao
2008-01-01
In this paper, normal/independent distributions, including but not limited to the multivariate t distribution, the multivariate contaminated distribution, and the multivariate slash distribution, are used to develop a robust Bayesian approach for analyzing structural equation models with complete or missing data. In the context of a nonlinear…
A Bayesian approach for parameter estimation and prediction using a computationally intensive model
Higdon, Dave; McDonnell, Jordan D.; Schunck, Nicolas; ...
2015-02-05
Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based modelmore » $$\\eta (\\theta )$$, where θ denotes the uncertain, best input setting. Hence the statistical model is of the form $$y=\\eta (\\theta )+\\epsilon ,$$ where $$\\epsilon $$ accounts for measurement, and possibly other, error sources. When nonlinearity is present in $$\\eta (\\cdot )$$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model $$\\eta (\\cdot )$$. This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. Lastly, we also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.« less
Baker, Robert L; Leong, Wen Fung; An, Nan; Brock, Marcus T; Rubin, Matthew J; Welch, Stephen; Weinig, Cynthia
2018-02-01
We develop Bayesian function-valued trait models that mathematically isolate genetic mechanisms underlying leaf growth trajectories by factoring out genotype-specific differences in photosynthesis. Remote sensing data can be used instead of leaf-level physiological measurements. Characterizing the genetic basis of traits that vary during ontogeny and affect plant performance is a major goal in evolutionary biology and agronomy. Describing genetic programs that specifically regulate morphological traits can be complicated by genotypic differences in physiological traits. We describe the growth trajectories of leaves using novel Bayesian function-valued trait (FVT) modeling approaches in Brassica rapa recombinant inbred lines raised in heterogeneous field settings. While frequentist approaches estimate parameter values by treating each experimental replicate discretely, Bayesian models can utilize information in the global dataset, potentially leading to more robust trait estimation. We illustrate this principle by estimating growth asymptotes in the face of missing data and comparing heritabilities of growth trajectory parameters estimated by Bayesian and frequentist approaches. Using pseudo-Bayes factors, we compare the performance of an initial Bayesian logistic growth model and a model that incorporates carbon assimilation (A max ) as a cofactor, thus statistically accounting for genotypic differences in carbon resources. We further evaluate two remotely sensed spectroradiometric indices, photochemical reflectance (pri2) and MERIS Terrestrial Chlorophyll Index (mtci) as covariates in lieu of A max , because these two indices were genetically correlated with A max across years and treatments yet allow much higher throughput compared to direct leaf-level gas-exchange measurements. For leaf lengths in uncrowded settings, including A max improves model fit over the initial model. The mtci and pri2 indices also outperform direct A max measurements. Of particular importance for evolutionary biologists and plant breeders, hierarchical Bayesian models estimating FVT parameters improve heritabilities compared to frequentist approaches.
Spatiotemporal Bayesian analysis of Lyme disease in New York state, 1990-2000.
Chen, Haiyan; Stratton, Howard H; Caraco, Thomas B; White, Dennis J
2006-07-01
Mapping ordinarily increases our understanding of nontrivial spatial and temporal heterogeneities in disease rates. However, the large number of parameters required by the corresponding statistical models often complicates detailed analysis. This study investigates the feasibility of a fully Bayesian hierarchical regression approach to the problem and identifies how it outperforms two more popular methods: crude rate estimates (CRE) and empirical Bayes standardization (EBS). In particular, we apply a fully Bayesian approach to the spatiotemporal analysis of Lyme disease incidence in New York state for the period 1990-2000. These results are compared with those obtained by CRE and EBS in Chen et al. (2005). We show that the fully Bayesian regression model not only gives more reliable estimates of disease rates than the other two approaches but also allows for tractable models that can accommodate more numerous sources of variation and unknown parameters.
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
NASA Astrophysics Data System (ADS)
Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.
2009-05-01
Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.
NASA Astrophysics Data System (ADS)
Plant, N. G.; Thieler, E. R.; Gutierrez, B.; Lentz, E. E.; Zeigler, S. L.; Van Dongeren, A.; Fienen, M. N.
2016-12-01
We evaluate the strengths and weaknesses of Bayesian networks that have been used to address scientific and decision-support questions related to coastal geomorphology. We will provide an overview of coastal geomorphology research that has used Bayesian networks and describe what this approach can do and when it works (or fails to work). Over the past decade, Bayesian networks have been formulated to analyze the multi-variate structure and evolution of coastal morphology and associated human and ecological impacts. The approach relates observable system variables to each other by estimating discrete correlations. The resulting Bayesian-networks make predictions that propagate errors, conduct inference via Bayes rule, or both. In scientific applications, the model results are useful for hypothesis testing, using confidence estimates to gage the strength of tests while applications to coastal resource management are aimed at decision-support, where the probabilities of desired ecosystems outcomes are evaluated. The range of Bayesian-network applications to coastal morphology includes emulation of high-resolution wave transformation models to make oceanographic predictions, morphologic response to storms and/or sea-level rise, groundwater response to sea-level rise and morphologic variability, habitat suitability for endangered species, and assessment of monetary or human-life risk associated with storms. All of these examples are based on vast observational data sets, numerical model output, or both. We will discuss the progression of our experiments, which has included testing whether the Bayesian-network approach can be implemented and is appropriate for addressing basic and applied scientific problems and evaluating the hindcast and forecast skill of these implementations. We will present and discuss calibration/validation tests that are used to assess the robustness of Bayesian-network models and we will compare these results to tests of other models. This will demonstrate how Bayesian networks are used to extract new insights about coastal morphologic behavior, assess impacts to societal and ecological systems, and communicate probabilistic predictions to decision makers.
A Bayesian Approach for Image Segmentation with Shape Priors
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chang, Hang; Yang, Qing; Parvin, Bahram
2008-06-20
Color and texture have been widely used in image segmentation; however, their performance is often hindered by scene ambiguities, overlapping objects, or missingparts. In this paper, we propose an interactive image segmentation approach with shape prior models within a Bayesian framework. Interactive features, through mouse strokes, reduce ambiguities, and the incorporation of shape priors enhances quality of the segmentation where color and/or texture are not solely adequate. The novelties of our approach are in (i) formulating the segmentation problem in a well-de?ned Bayesian framework with multiple shape priors, (ii) ef?ciently estimating parameters of the Bayesian model, and (iii) multi-object segmentationmore » through user-speci?ed priors. We demonstrate the effectiveness of our method on a set of natural and synthetic images.« less
A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.
Houseman, E Andres; Virji, M Abbas
2017-08-01
Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates were significant in some frequentist models, but in the Bayesian model their credible intervals contained zero; such discrepancies were observed in multiple datasets. Variance components from the Bayesian model reflected substantial autocorrelation, consistent with the frequentist models, except for the auto-regressive moving average model. Plots of means from the Bayesian model showed good fit to the observed data. The proposed Bayesian model provides an approach for modeling non-stationary autocorrelation in a hierarchical modeling framework to estimate task means, standard deviations, quantiles, and parameter estimates for covariates that are less biased and have better performance characteristics than some of the contemporary methods. Published by Oxford University Press on behalf of the British Occupational Hygiene Society 2017.
ERIC Educational Resources Information Center
Lee, Sik-Yum; Song, Xin-Yuan; Cai, Jing-Heng
2010-01-01
Analysis of ordered binary and unordered binary data has received considerable attention in social and psychological research. This article introduces a Bayesian approach, which has several nice features in practical applications, for analyzing nonlinear structural equation models with dichotomous data. We demonstrate how to use the software…
Bayesian Structural Equation Modeling: A More Flexible Representation of Substantive Theory
ERIC Educational Resources Information Center
Muthen, Bengt; Asparouhov, Tihomir
2012-01-01
This article proposes a new approach to factor analysis and structural equation modeling using Bayesian analysis. The new approach replaces parameter specifications of exact zeros with approximate zeros based on informative, small-variance priors. It is argued that this produces an analysis that better reflects substantive theories. The proposed…
Model selection and assessment for multi-species occupancy models
Broms, Kristin M.; Hooten, Mevin B.; Fitzpatrick, Ryan M.
2016-01-01
While multi-species occupancy models (MSOMs) are emerging as a popular method for analyzing biodiversity data, formal checking and validation approaches for this class of models have lagged behind. Concurrent with the rise in application of MSOMs among ecologists, a quiet regime shift is occurring in Bayesian statistics where predictive model comparison approaches are experiencing a resurgence. Unlike single-species occupancy models that use integrated likelihoods, MSOMs are usually couched in a Bayesian framework and contain multiple levels. Standard model checking and selection methods are often unreliable in this setting and there is only limited guidance in the ecological literature for this class of models. We examined several different contemporary Bayesian hierarchical approaches for checking and validating MSOMs and applied these methods to a freshwater aquatic study system in Colorado, USA, to better understand the diversity and distributions of plains fishes. Our findings indicated distinct differences among model selection approaches, with cross-validation techniques performing the best in terms of prediction.
Bayesian hierarchical model for large-scale covariance matrix estimation.
Zhu, Dongxiao; Hero, Alfred O
2007-12-01
Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.
Development of dynamic Bayesian models for web application test management
NASA Astrophysics Data System (ADS)
Azarnova, T. V.; Polukhin, P. V.; Bondarenko, Yu V.; Kashirina, I. L.
2018-03-01
The mathematical apparatus of dynamic Bayesian networks is an effective and technically proven tool that can be used to model complex stochastic dynamic processes. According to the results of the research, mathematical models and methods of dynamic Bayesian networks provide a high coverage of stochastic tasks associated with error testing in multiuser software products operated in a dynamically changing environment. Formalized representation of the discrete test process as a dynamic Bayesian model allows us to organize the logical connection between individual test assets for multiple time slices. This approach gives an opportunity to present testing as a discrete process with set structural components responsible for the generation of test assets. Dynamic Bayesian network-based models allow us to combine in one management area individual units and testing components with different functionalities and a direct influence on each other in the process of comprehensive testing of various groups of computer bugs. The application of the proposed models provides an opportunity to use a consistent approach to formalize test principles and procedures, methods used to treat situational error signs, and methods used to produce analytical conclusions based on test results.
A study of finite mixture model: Bayesian approach on financial time series data
NASA Astrophysics Data System (ADS)
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-07-01
Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.
Wu, Wei Mo; Wang, Jia Qiang; Cao, Qi; Wu, Jia Ping
2017-02-01
Accurate prediction of soil organic carbon (SOC) distribution is crucial for soil resources utilization and conservation, climate change adaptation, and ecosystem health. In this study, we selected a 1300 m×1700 m solonchak sampling area in northern Tarim Basin, Xinjiang, China, and collected a total of 144 soil samples (5-10 cm). The objectives of this study were to build a Baye-sian geostatistical model to predict SOC content, and to assess the performance of the Bayesian model for the prediction of SOC content by comparing with other three geostatistical approaches [ordinary kriging (OK), sequential Gaussian simulation (SGS), and inverse distance weighting (IDW)]. In the study area, soil organic carbon contents ranged from 1.59 to 9.30 g·kg -1 with a mean of 4.36 g·kg -1 and a standard deviation of 1.62 g·kg -1 . Sample semivariogram was best fitted by an exponential model with the ratio of nugget to sill being 0.57. By using the Bayesian geostatistical approach, we generated the SOC content map, and obtained the prediction variance, upper 95% and lower 95% of SOC contents, which were then used to evaluate the prediction uncertainty. Bayesian geostatistical approach performed better than that of the OK, SGS and IDW, demonstrating the advantages of Bayesian approach in SOC prediction.
ERIC Educational Resources Information Center
West, Patti; Rutstein, Daisy Wise; Mislevy, Robert J.; Liu, Junhui; Choi, Younyoung; Levy, Roy; Crawford, Aaron; DiCerbo, Kristen E.; Chappel, Kristina; Behrens, John T.
2010-01-01
A major issue in the study of learning progressions (LPs) is linking student performance on assessment tasks to the progressions. This report describes the challenges faced in making this linkage using Bayesian networks to model LPs in the field of computer networking. The ideas are illustrated with exemplar Bayesian networks built on Cisco…
Semisupervised learning using Bayesian interpretation: application to LS-SVM.
Adankon, Mathias M; Cheriet, Mohamed; Biem, Alain
2011-04-01
Bayesian reasoning provides an ideal basis for representing and manipulating uncertain knowledge, with the result that many interesting algorithms in machine learning are based on Bayesian inference. In this paper, we use the Bayesian approach with one and two levels of inference to model the semisupervised learning problem and give its application to the successful kernel classifier support vector machine (SVM) and its variant least-squares SVM (LS-SVM). Taking advantage of Bayesian interpretation of LS-SVM, we develop a semisupervised learning algorithm for Bayesian LS-SVM using our approach based on two levels of inference. Experimental results on both artificial and real pattern recognition problems show the utility of our method.
Bayesian evidence computation for model selection in non-linear geoacoustic inference problems.
Dettmer, Jan; Dosso, Stan E; Osler, John C
2010-12-01
This paper applies a general Bayesian inference approach, based on Bayesian evidence computation, to geoacoustic inversion of interface-wave dispersion data. Quantitative model selection is carried out by computing the evidence (normalizing constants) for several model parameterizations using annealed importance sampling. The resulting posterior probability density estimate is compared to estimates obtained from Metropolis-Hastings sampling to ensure consistent results. The approach is applied to invert interface-wave dispersion data collected on the Scotian Shelf, off the east coast of Canada for the sediment shear-wave velocity profile. Results are consistent with previous work on these data but extend the analysis to a rigorous approach including model selection and uncertainty analysis. The results are also consistent with core samples and seismic reflection measurements carried out in the area.
Identification of transmissivity fields using a Bayesian strategy and perturbative approach
NASA Astrophysics Data System (ADS)
Zanini, Andrea; Tanda, Maria Giovanna; Woodbury, Allan D.
2017-10-01
The paper deals with the crucial problem of the groundwater parameter estimation that is the basis for efficient modeling and reclamation activities. A hierarchical Bayesian approach is developed: it uses the Akaike's Bayesian Information Criteria in order to estimate the hyperparameters (related to the covariance model chosen) and to quantify the unknown noise variance. The transmissivity identification proceeds in two steps: the first, called empirical Bayesian interpolation, uses Y* (Y = lnT) observations to interpolate Y values on a specified grid; the second, called empirical Bayesian update, improve the previous Y estimate through the addition of hydraulic head observations. The relationship between the head and the lnT has been linearized through a perturbative solution of the flow equation. In order to test the proposed approach, synthetic aquifers from literature have been considered. The aquifers in question contain a variety of boundary conditions (both Dirichelet and Neuman type) and scales of heterogeneities (σY2 = 1.0 and σY2 = 5.3). The estimated transmissivity fields were compared to the true one. The joint use of Y* and head measurements improves the estimation of Y considering both degrees of heterogeneity. Even if the variance of the strong transmissivity field can be considered high for the application of the perturbative approach, the results show the same order of approximation of the non-linear methods proposed in literature. The procedure allows to compute the posterior probability distribution of the target quantities and to quantify the uncertainty in the model prediction. Bayesian updating has advantages related both to the Monte-Carlo (MC) and non-MC approaches. In fact, as the MC methods, Bayesian updating allows computing the direct posterior probability distribution of the target quantities and as non-MC methods it has computational times in the order of seconds.
Bayesian Regression with Network Prior: Optimal Bayesian Filtering Perspective
Qian, Xiaoning; Dougherty, Edward R.
2017-01-01
The recently introduced intrinsically Bayesian robust filter (IBRF) provides fully optimal filtering relative to a prior distribution over an uncertainty class ofjoint random process models, whereas formerly the theory was limited to model-constrained Bayesian robust filters, for which optimization was limited to the filters that are optimal for models in the uncertainty class. This paper extends the IBRF theory to the situation where there are both a prior on the uncertainty class and sample data. The result is optimal Bayesian filtering (OBF), where optimality is relative to the posterior distribution derived from the prior and the data. The IBRF theories for effective characteristics and canonical expansions extend to the OBF setting. A salient focus of the present work is to demonstrate the advantages of Bayesian regression within the OBF setting over the classical Bayesian approach in the context otlinear Gaussian models. PMID:28824268
Bayesian Population Forecasting: Extending the Lee-Carter Method.
Wiśniowski, Arkadiusz; Smith, Peter W F; Bijak, Jakub; Raymer, James; Forster, Jonathan J
2015-06-01
In this article, we develop a fully integrated and dynamic Bayesian approach to forecast populations by age and sex. The approach embeds the Lee-Carter type models for forecasting the age patterns, with associated measures of uncertainty, of fertility, mortality, immigration, and emigration within a cohort projection model. The methodology may be adapted to handle different data types and sources of information. To illustrate, we analyze time series data for the United Kingdom and forecast the components of population change to the year 2024. We also compare the results obtained from different forecast models for age-specific fertility, mortality, and migration. In doing so, we demonstrate the flexibility and advantages of adopting the Bayesian approach for population forecasting and highlight areas where this work could be extended.
Fienen, Michael N.; D'Oria, Marco; Doherty, John E.; Hunt, Randall J.
2013-01-01
The application bgaPEST is a highly parameterized inversion software package implementing the Bayesian Geostatistical Approach in a framework compatible with the parameter estimation suite PEST. Highly parameterized inversion refers to cases in which parameters are distributed in space or time and are correlated with one another. The Bayesian aspect of bgaPEST is related to Bayesian probability theory in which prior information about parameters is formally revised on the basis of the calibration dataset used for the inversion. Conceptually, this approach formalizes the conditionality of estimated parameters on the specific data and model available. The geostatistical component of the method refers to the way in which prior information about the parameters is used. A geostatistical autocorrelation function is used to enforce structure on the parameters to avoid overfitting and unrealistic results. Bayesian Geostatistical Approach is designed to provide the smoothest solution that is consistent with the data. Optionally, users can specify a level of fit or estimate a balance between fit and model complexity informed by the data. Groundwater and surface-water applications are used as examples in this text, but the possible uses of bgaPEST extend to any distributed parameter applications.
Tian, Ting; McLachlan, Geoffrey J.; Dieters, Mark J.; Basford, Kaye E.
2015-01-01
It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances. PMID:26689369
Tian, Ting; McLachlan, Geoffrey J; Dieters, Mark J; Basford, Kaye E
2015-01-01
It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances.
A Bayesian alternative for multi-objective ecohydrological model specification
NASA Astrophysics Data System (ADS)
Tang, Yating; Marshall, Lucy; Sharma, Ashish; Ajami, Hoori
2018-01-01
Recent studies have identified the importance of vegetation processes in terrestrial hydrologic systems. Process-based ecohydrological models combine hydrological, physical, biochemical and ecological processes of the catchments, and as such are generally more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov chain Monte Carlo (MCMC) techniques. The Bayesian approach offers an appealing alternative to traditional multi-objective hydrologic model calibrations by defining proper prior distributions that can be considered analogous to the ad-hoc weighting often prescribed in multi-objective calibration. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological modeling framework based on a traditional Pareto-based model calibration technique. In our study, a Pareto-based multi-objective optimization and a formal Bayesian framework are implemented in a conceptual ecohydrological model that combines a hydrological model (HYMOD) and a modified Bucket Grassland Model (BGM). Simulations focused on one objective (streamflow/LAI) and multiple objectives (streamflow and LAI) with different emphasis defined via the prior distribution of the model error parameters. Results show more reliable outputs for both predicted streamflow and LAI using Bayesian multi-objective calibration with specified prior distributions for error parameters based on results from the Pareto front in the ecohydrological modeling. The methodology implemented here provides insight into the usefulness of multiobjective Bayesian calibration for ecohydrologic systems and the importance of appropriate prior distributions in such approaches.
A Tutorial Introduction to Bayesian Models of Cognitive Development
ERIC Educational Resources Information Center
Perfors, Amy; Tenenbaum, Joshua B.; Griffiths, Thomas L.; Xu, Fei
2011-01-01
We present an introduction to Bayesian inference as it is used in probabilistic models of cognitive development. Our goal is to provide an intuitive and accessible guide to the "what", the "how", and the "why" of the Bayesian approach: what sorts of problems and data the framework is most relevant for, and how and why it may be useful for…
ERIC Educational Resources Information Center
Sebro, Negusse Yohannes; Goshu, Ayele Taye
2017-01-01
This study aims to explore Bayesian multilevel modeling to investigate variations of average academic achievement of grade eight school students. A sample of 636 students is randomly selected from 26 private and government schools by a two-stage stratified sampling design. Bayesian method is used to estimate the fixed and random effects. Input and…
BUMPER: the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction
NASA Astrophysics Data System (ADS)
Holden, Phil; Birks, John; Brooks, Steve; Bush, Mark; Hwang, Grace; Matthews-Bird, Frazer; Valencia, Bryan; van Woesik, Robert
2017-04-01
We describe the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction (BUMPER), a Bayesian transfer function for inferring past climate and other environmental variables from microfossil assemblages. The principal motivation for a Bayesian approach is that the palaeoenvironment is treated probabilistically, and can be updated as additional data become available. Bayesian approaches therefore provide a reconstruction-specific quantification of the uncertainty in the data and in the model parameters. BUMPER is fully self-calibrating, straightforward to apply, and computationally fast, requiring 2 seconds to build a 100-taxon model from a 100-site training-set on a standard personal computer. We apply the model's probabilistic framework to generate thousands of artificial training-sets under ideal assumptions. We then use these to demonstrate both the general applicability of the model and the sensitivity of reconstructions to the characteristics of the training-set, considering assemblage richness, taxon tolerances, and the number of training sites. We demonstrate general applicability to real data, considering three different organism types (chironomids, diatoms, pollen) and different reconstructed variables. In all of these applications an identically configured model is used, the only change being the input files that provide the training-set environment and taxon-count data.
A Bayesian approach to model structural error and input variability in groundwater modeling
NASA Astrophysics Data System (ADS)
Xu, T.; Valocchi, A. J.; Lin, Y. F. F.; Liang, F.
2015-12-01
Effective water resource management typically relies on numerical models to analyze groundwater flow and solute transport processes. Model structural error (due to simplification and/or misrepresentation of the "true" environmental system) and input forcing variability (which commonly arises since some inputs are uncontrolled or estimated with high uncertainty) are ubiquitous in groundwater models. Calibration that overlooks errors in model structure and input data can lead to biased parameter estimates and compromised predictions. We present a fully Bayesian approach for a complete assessment of uncertainty for spatially distributed groundwater models. The approach explicitly recognizes stochastic input and uses data-driven error models based on nonparametric kernel methods to account for model structural error. We employ exploratory data analysis to assist in specifying informative prior for error models to improve identifiability. The inference is facilitated by an efficient sampling algorithm based on DREAM-ZS and a parameter subspace multiple-try strategy to reduce the required number of forward simulations of the groundwater model. We demonstrate the Bayesian approach through a synthetic case study of surface-ground water interaction under changing pumping conditions. It is found that explicit treatment of errors in model structure and input data (groundwater pumping rate) has substantial impact on the posterior distribution of groundwater model parameters. Using error models reduces predictive bias caused by parameter compensation. In addition, input variability increases parametric and predictive uncertainty. The Bayesian approach allows for a comparison among the contributions from various error sources, which could inform future model improvement and data collection efforts on how to best direct resources towards reducing predictive uncertainty.
Liu, Fang; Eugenio, Evercita C
2018-04-01
Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.
Bayesian structural equation modeling: a more flexible representation of substantive theory.
Muthén, Bengt; Asparouhov, Tihomir
2012-09-01
This article proposes a new approach to factor analysis and structural equation modeling using Bayesian analysis. The new approach replaces parameter specifications of exact zeros with approximate zeros based on informative, small-variance priors. It is argued that this produces an analysis that better reflects substantive theories. The proposed Bayesian approach is particularly beneficial in applications where parameters are added to a conventional model such that a nonidentified model is obtained if maximum-likelihood estimation is applied. This approach is useful for measurement aspects of latent variable modeling, such as with confirmatory factor analysis, and the measurement part of structural equation modeling. Two application areas are studied, cross-loadings and residual correlations in confirmatory factor analysis. An example using a full structural equation model is also presented, showing an efficient way to find model misspecification. The approach encompasses 3 elements: model testing using posterior predictive checking, model estimation, and model modification. Monte Carlo simulations and real data are analyzed using Mplus. The real-data analyses use data from Holzinger and Swineford's (1939) classic mental abilities study, Big Five personality factor data from a British survey, and science achievement data from the National Educational Longitudinal Study of 1988.
Using Bayesian analysis in repeated preclinical in vivo studies for a more effective use of animals.
Walley, Rosalind; Sherington, John; Rastrick, Joe; Detrait, Eric; Hanon, Etienne; Watt, Gillian
2016-05-01
Whilst innovative Bayesian approaches are increasingly used in clinical studies, in the preclinical area Bayesian methods appear to be rarely used in the reporting of pharmacology data. This is particularly surprising in the context of regularly repeated in vivo studies where there is a considerable amount of data from historical control groups, which has potential value. This paper describes our experience with introducing Bayesian analysis for such studies using a Bayesian meta-analytic predictive approach. This leads naturally either to an informative prior for a control group as part of a full Bayesian analysis of the next study or using a predictive distribution to replace a control group entirely. We use quality control charts to illustrate study-to-study variation to the scientists and describe informative priors in terms of their approximate effective numbers of animals. We describe two case studies of animal models: the lipopolysaccharide-induced cytokine release model used in inflammation and the novel object recognition model used to screen cognitive enhancers, both of which show the advantage of a Bayesian approach over the standard frequentist analysis. We conclude that using Bayesian methods in stable repeated in vivo studies can result in a more effective use of animals, either by reducing the total number of animals used or by increasing the precision of key treatment differences. This will lead to clearer results and supports the "3Rs initiative" to Refine, Reduce and Replace animals in research. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
A Bayesian approach to meta-analysis of plant pathology studies.
Mila, A L; Ngugi, H K
2011-01-01
Bayesian statistical methods are used for meta-analysis in many disciplines, including medicine, molecular biology, and engineering, but have not yet been applied for quantitative synthesis of plant pathology studies. In this paper, we illustrate the key concepts of Bayesian statistics and outline the differences between Bayesian and classical (frequentist) methods in the way parameters describing population attributes are considered. We then describe a Bayesian approach to meta-analysis and present a plant pathological example based on studies evaluating the efficacy of plant protection products that induce systemic acquired resistance for the management of fire blight of apple. In a simple random-effects model assuming a normal distribution of effect sizes and no prior information (i.e., a noninformative prior), the results of the Bayesian meta-analysis are similar to those obtained with classical methods. Implementing the same model with a Student's t distribution and a noninformative prior for the effect sizes, instead of a normal distribution, yields similar results for all but acibenzolar-S-methyl (Actigard) which was evaluated only in seven studies in this example. Whereas both the classical (P = 0.28) and the Bayesian analysis with a noninformative prior (95% credibility interval [CRI] for the log response ratio: -0.63 to 0.08) indicate a nonsignificant effect for Actigard, specifying a t distribution resulted in a significant, albeit variable, effect for this product (CRI: -0.73 to -0.10). These results confirm the sensitivity of the analytical outcome (i.e., the posterior distribution) to the choice of prior in Bayesian meta-analyses involving a limited number of studies. We review some pertinent literature on more advanced topics, including modeling of among-study heterogeneity, publication bias, analyses involving a limited number of studies, and methods for dealing with missing data, and show how these issues can be approached in a Bayesian framework. Bayesian meta-analysis can readily include information not easily incorporated in classical methods, and allow for a full evaluation of competing models. Given the power and flexibility of Bayesian methods, we expect them to become widely adopted for meta-analysis of plant pathology studies.
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…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Marzouk, Youssef
Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesianmore » inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.« less
Bayesian Models for Astrophysical Data Using R, JAGS, Python, and Stan
NASA Astrophysics Data System (ADS)
Hilbe, Joseph M.; de Souza, Rafael S.; Ishida, Emille E. O.
2017-05-01
This comprehensive guide to Bayesian methods in astronomy enables hands-on work by supplying complete R, JAGS, Python, and Stan code, to use directly or to adapt. It begins by examining the normal model from both frequentist and Bayesian perspectives and then progresses to a full range of Bayesian generalized linear and mixed or hierarchical models, as well as additional types of models such as ABC and INLA. The book provides code that is largely unavailable elsewhere and includes details on interpreting and evaluating Bayesian models. Initial discussions offer models in synthetic form so that readers can easily adapt them to their own data; later the models are applied to real astronomical data. The consistent focus is on hands-on modeling, analysis of data, and interpretations that address scientific questions. A must-have for astronomers, its concrete approach will also be attractive to researchers in the sciences more generally.
Bayesian models: A statistical primer for ecologists
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 estimation of seasonal course of canopy leaf area index from hyperspectral satellite data
NASA Astrophysics Data System (ADS)
Varvia, Petri; Rautiainen, Miina; Seppänen, Aku
2018-03-01
In this paper, Bayesian inversion of a physically-based forest reflectance model is investigated to estimate of boreal forest canopy leaf area index (LAI) from EO-1 Hyperion hyperspectral data. The data consist of multiple forest stands with different species compositions and structures, imaged in three phases of the growing season. The Bayesian estimates of canopy LAI are compared to reference estimates based on a spectral vegetation index. The forest reflectance model contains also other unknown variables in addition to LAI, for example leaf single scattering albedo and understory reflectance. In the Bayesian approach, these variables are estimated simultaneously with LAI. The feasibility and seasonal variation of these estimates is also examined. Credible intervals for the estimates are also calculated and evaluated. The results show that the Bayesian inversion approach is significantly better than using a comparable spectral vegetation index regression.
Dynamic Bayesian Networks for Student Modeling
ERIC Educational Resources Information Center
Kaser, Tanja; Klingler, Severin; Schwing, Alexander G.; Gross, Markus
2017-01-01
Intelligent tutoring systems adapt the curriculum to the needs of the individual student. Therefore, an accurate representation and prediction of student knowledge is essential. Bayesian Knowledge Tracing (BKT) is a popular approach for student modeling. The structure of BKT models, however, makes it impossible to represent the hierarchy and…
Evaluating Variability and Uncertainty of Geological Strength Index at a Specific Site
NASA Astrophysics Data System (ADS)
Wang, Yu; Aladejare, Adeyemi Emman
2016-09-01
Geological Strength Index (GSI) is an important parameter for estimating rock mass properties. GSI can be estimated from quantitative GSI chart, as an alternative to the direct observational method which requires vast geological experience of rock. GSI chart was developed from past observations and engineering experience, with either empiricism or some theoretical simplifications. The GSI chart thereby contains model uncertainty which arises from its development. The presence of such model uncertainty affects the GSI estimated from GSI chart at a specific site; it is, therefore, imperative to quantify and incorporate the model uncertainty during GSI estimation from the GSI chart. A major challenge for quantifying the GSI chart model uncertainty is a lack of the original datasets that have been used to develop the GSI chart, since the GSI chart was developed from past experience without referring to specific datasets. This paper intends to tackle this problem by developing a Bayesian approach for quantifying the model uncertainty in GSI chart when using it to estimate GSI at a specific site. The model uncertainty in the GSI chart and the inherent spatial variability in GSI are modeled explicitly in the Bayesian approach. The Bayesian approach generates equivalent samples of GSI from the integrated knowledge of GSI chart, prior knowledge and observation data available from site investigation. Equations are derived for the Bayesian approach, and the proposed approach is illustrated using data from a drill and blast tunnel project. The proposed approach effectively tackles the problem of how to quantify the model uncertainty that arises from using GSI chart for characterization of site-specific GSI in a transparent manner.
Bayesian outcome-based strategy classification.
Lee, Michael D
2016-03-01
Hilbig and Moshagen (Psychonomic Bulletin & Review, 21, 1431-1443, 2014) recently developed a method for making inferences about the decision processes people use in multi-attribute forced choice tasks. Their paper makes a number of worthwhile theoretical and methodological contributions. Theoretically, they provide an insightful psychological motivation for a probabilistic extension of the widely-used "weighted additive" (WADD) model, and show how this model, as well as other important models like "take-the-best" (TTB), can and should be expressed in terms of meaningful priors. Methodologically, they develop an inference approach based on the Minimum Description Length (MDL) principles that balances both the goodness-of-fit and complexity of the decision models they consider. This paper aims to preserve these useful contributions, but provide a complementary Bayesian approach with some theoretical and methodological advantages. We develop a simple graphical model, implemented in JAGS, that allows for fully Bayesian inferences about which models people use to make decisions. To demonstrate the Bayesian approach, we apply it to the models and data considered by Hilbig and Moshagen (Psychonomic Bulletin & Review, 21, 1431-1443, 2014), showing how a prior predictive analysis of the models, and posterior inferences about which models people use and the parameter settings at which they use them, can contribute to our understanding of human decision making.
Hip fracture in the elderly: a re-analysis of the EPIDOS study with causal Bayesian networks.
Caillet, Pascal; Klemm, Sarah; Ducher, Michel; Aussem, Alexandre; Schott, Anne-Marie
2015-01-01
Hip fractures commonly result in permanent disability, institutionalization or death in elderly. Existing hip-fracture predicting tools are underused in clinical practice, partly due to their lack of intuitive interpretation. By use of a graphical layer, Bayesian network models could increase the attractiveness of fracture prediction tools. Our aim was to study the potential contribution of a causal Bayesian network in this clinical setting. A logistic regression was performed as a standard control approach to check the robustness of the causal Bayesian network approach. EPIDOS is a multicenter study, conducted in an ambulatory care setting in five French cities between 1992 and 1996 and updated in 2010. The study included 7598 women aged 75 years or older, in which fractures were assessed quarterly during 4 years. A causal Bayesian network and a logistic regression were performed on EPIDOS data to describe major variables involved in hip fractures occurrences. Both models had similar association estimations and predictive performances. They detected gait speed and mineral bone density as variables the most involved in the fracture process. The causal Bayesian network showed that gait speed and bone mineral density were directly connected to fracture and seem to mediate the influence of all the other variables included in our model. The logistic regression approach detected multiple interactions involving psychotropic drug use, age and bone mineral density. Both approaches retrieved similar variables as predictors of hip fractures. However, Bayesian network highlighted the whole web of relation between the variables involved in the analysis, suggesting a possible mechanism leading to hip fracture. According to the latter results, intervention focusing concomitantly on gait speed and bone mineral density may be necessary for an optimal prevention of hip fracture occurrence in elderly people.
Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling
NASA Astrophysics Data System (ADS)
Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.
2017-04-01
Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.
Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.
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.
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.
Testing adaptive toolbox models: a Bayesian hierarchical approach.
Scheibehenne, Benjamin; Rieskamp, Jörg; Wagenmakers, Eric-Jan
2013-01-01
Many theories of human cognition postulate that people are equipped with a repertoire of strategies to solve the tasks they face. This theoretical framework of a cognitive toolbox provides a plausible account of intra- and interindividual differences in human behavior. Unfortunately, it is often unclear how to rigorously test the toolbox framework. How can a toolbox model be quantitatively specified? How can the number of toolbox strategies be limited to prevent uncontrolled strategy sprawl? How can a toolbox model be formally tested against alternative theories? The authors show how these challenges can be met by using Bayesian inference techniques. By means of parameter recovery simulations and the analysis of empirical data across a variety of domains (i.e., judgment and decision making, children's cognitive development, function learning, and perceptual categorization), the authors illustrate how Bayesian inference techniques allow toolbox models to be quantitatively specified, strategy sprawl to be contained, and toolbox models to be rigorously tested against competing theories. The authors demonstrate that their approach applies at the individual level but can also be generalized to the group level with hierarchical Bayesian procedures. The suggested Bayesian inference techniques represent a theoretical and methodological advancement for toolbox theories of cognition and behavior.
NASA Astrophysics Data System (ADS)
Yasmirullah, Septia Devi Prihastuti; Iriawan, Nur; Sipayung, Feronika Rosalinda
2017-11-01
The success of regional economic establishment could be measured by economic growth. Since the Act No. 32 of 2004 has been implemented, unbalance economic among the regency in Indonesia is increasing. This condition is contrary different with the government goal to build society welfare through the economic activity development in each region. This research aims to examine economic growth through the distribution of bank credits to each Indonesia's regency. The data analyzed in this research is hierarchically structured data which follow normal distribution in first level. Two modeling approaches are employed in this research, a global-one level Bayesian approach and two-level hierarchical Bayesian approach. The result shows that hierarchical Bayesian has succeeded to demonstrate a better estimation than a global-one level Bayesian. It proves that the different economic growth in each province is significantly influenced by the variations of micro level characteristics in each province. These variations are significantly affected by cities and province characteristics in second level.
An Application of Bayesian Approach in Modeling Risk of Death in an Intensive Care Unit
Wong, Rowena Syn Yin; Ismail, Noor Azina
2016-01-01
Background and Objectives There are not many studies that attempt to model intensive care unit (ICU) risk of death in developing countries, especially in South East Asia. The aim of this study was to propose and describe application of a Bayesian approach in modeling in-ICU deaths in a Malaysian ICU. Methods This was a prospective study in a mixed medical-surgery ICU in a multidisciplinary tertiary referral hospital in Malaysia. Data collection included variables that were defined in Acute Physiology and Chronic Health Evaluation IV (APACHE IV) model. Bayesian Markov Chain Monte Carlo (MCMC) simulation approach was applied in the development of four multivariate logistic regression predictive models for the ICU, where the main outcome measure was in-ICU mortality risk. The performance of the models were assessed through overall model fit, discrimination and calibration measures. Results from the Bayesian models were also compared against results obtained using frequentist maximum likelihood method. Results The study involved 1,286 consecutive ICU admissions between January 1, 2009 and June 30, 2010, of which 1,111 met the inclusion criteria. Patients who were admitted to the ICU were generally younger, predominantly male, with low co-morbidity load and mostly under mechanical ventilation. The overall in-ICU mortality rate was 18.5% and the overall mean Acute Physiology Score (APS) was 68.5. All four models exhibited good discrimination, with area under receiver operating characteristic curve (AUC) values approximately 0.8. Calibration was acceptable (Hosmer-Lemeshow p-values > 0.05) for all models, except for model M3. Model M1 was identified as the model with the best overall performance in this study. Conclusion Four prediction models were proposed, where the best model was chosen based on its overall performance in this study. This study has also demonstrated the promising potential of the Bayesian MCMC approach as an alternative in the analysis and modeling of in-ICU mortality outcomes. PMID:27007413
An Application of Bayesian Approach in Modeling Risk of Death in an Intensive Care Unit.
Wong, Rowena Syn Yin; Ismail, Noor Azina
2016-01-01
There are not many studies that attempt to model intensive care unit (ICU) risk of death in developing countries, especially in South East Asia. The aim of this study was to propose and describe application of a Bayesian approach in modeling in-ICU deaths in a Malaysian ICU. This was a prospective study in a mixed medical-surgery ICU in a multidisciplinary tertiary referral hospital in Malaysia. Data collection included variables that were defined in Acute Physiology and Chronic Health Evaluation IV (APACHE IV) model. Bayesian Markov Chain Monte Carlo (MCMC) simulation approach was applied in the development of four multivariate logistic regression predictive models for the ICU, where the main outcome measure was in-ICU mortality risk. The performance of the models were assessed through overall model fit, discrimination and calibration measures. Results from the Bayesian models were also compared against results obtained using frequentist maximum likelihood method. The study involved 1,286 consecutive ICU admissions between January 1, 2009 and June 30, 2010, of which 1,111 met the inclusion criteria. Patients who were admitted to the ICU were generally younger, predominantly male, with low co-morbidity load and mostly under mechanical ventilation. The overall in-ICU mortality rate was 18.5% and the overall mean Acute Physiology Score (APS) was 68.5. All four models exhibited good discrimination, with area under receiver operating characteristic curve (AUC) values approximately 0.8. Calibration was acceptable (Hosmer-Lemeshow p-values > 0.05) for all models, except for model M3. Model M1 was identified as the model with the best overall performance in this study. Four prediction models were proposed, where the best model was chosen based on its overall performance in this study. This study has also demonstrated the promising potential of the Bayesian MCMC approach as an alternative in the analysis and modeling of in-ICU mortality outcomes.
A Bayesian sequential processor approach to spectroscopic portal system decisions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sale, K; Candy, J; Breitfeller, E
The development of faster more reliable techniques to detect radioactive contraband in a portal type scenario is an extremely important problem especially in this era of constant terrorist threats. Towards this goal the development of a model-based, Bayesian sequential data processor for the detection problem is discussed. In the sequential processor each datum (detector energy deposit and pulse arrival time) is used to update the posterior probability distribution over the space of model parameters. The nature of the sequential processor approach is that a detection is produced as soon as it is statistically justified by the data rather than waitingmore » for a fixed counting interval before any analysis is performed. In this paper the Bayesian model-based approach, physics and signal processing models and decision functions are discussed along with the first results of our research.« less
An approach to quantifying the efficiency of a Bayesian filter
USDA-ARS?s Scientific Manuscript database
Data assimilation is defined as the Bayesian conditioning of uncertain model simulations on observations for the purpose of reducing uncertainty about model states. Practical data assimilation applications require that simplifying assumptions be made about the prior and posterior state distributions...
Bayesian randomized clinical trials: From fixed to adaptive design.
Yin, Guosheng; Lam, Chi Kin; Shi, Haolun
2017-08-01
Randomized controlled studies are the gold standard for phase III clinical trials. Using α-spending functions to control the overall type I error rate, group sequential methods are well established and have been dominating phase III studies. Bayesian randomized design, on the other hand, can be viewed as a complement instead of competitive approach to the frequentist methods. For the fixed Bayesian design, the hypothesis testing can be cast in the posterior probability or Bayes factor framework, which has a direct link to the frequentist type I error rate. Bayesian group sequential design relies upon Bayesian decision-theoretic approaches based on backward induction, which is often computationally intensive. Compared with the frequentist approaches, Bayesian methods have several advantages. The posterior predictive probability serves as a useful and convenient tool for trial monitoring, and can be updated at any time as the data accrue during the trial. The Bayesian decision-theoretic framework possesses a direct link to the decision making in the practical setting, and can be modeled more realistically to reflect the actual cost-benefit analysis during the drug development process. Other merits include the possibility of hierarchical modeling and the use of informative priors, which would lead to a more comprehensive utilization of information from both historical and longitudinal data. From fixed to adaptive design, we focus on Bayesian randomized controlled clinical trials and make extensive comparisons with frequentist counterparts through numerical studies. Copyright © 2017 Elsevier Inc. All rights reserved.
Efficient Probabilistic Diagnostics for Electrical Power Systems
NASA Technical Reports Server (NTRS)
Mengshoel, Ole J.; Chavira, Mark; Cascio, Keith; Poll, Scott; Darwiche, Adnan; Uckun, Serdar
2008-01-01
We consider in this work the probabilistic approach to model-based diagnosis when applied to electrical power systems (EPSs). Our probabilistic approach is formally well-founded, as it based on Bayesian networks and arithmetic circuits. We investigate the diagnostic task known as fault isolation, and pay special attention to meeting two of the main challenges . model development and real-time reasoning . often associated with real-world application of model-based diagnosis technologies. To address the challenge of model development, we develop a systematic approach to representing electrical power systems as Bayesian networks, supported by an easy-to-use speci.cation language. To address the real-time reasoning challenge, we compile Bayesian networks into arithmetic circuits. Arithmetic circuit evaluation supports real-time diagnosis by being predictable and fast. In essence, we introduce a high-level EPS speci.cation language from which Bayesian networks that can diagnose multiple simultaneous failures are auto-generated, and we illustrate the feasibility of using arithmetic circuits, compiled from Bayesian networks, for real-time diagnosis on real-world EPSs of interest to NASA. The experimental system is a real-world EPS, namely the Advanced Diagnostic and Prognostic Testbed (ADAPT) located at the NASA Ames Research Center. In experiments with the ADAPT Bayesian network, which currently contains 503 discrete nodes and 579 edges, we .nd high diagnostic accuracy in scenarios where one to three faults, both in components and sensors, were inserted. The time taken to compute the most probable explanation using arithmetic circuits has a small mean of 0.2625 milliseconds and standard deviation of 0.2028 milliseconds. In experiments with data from ADAPT we also show that arithmetic circuit evaluation substantially outperforms joint tree propagation and variable elimination, two alternative algorithms for diagnosis using Bayesian network inference.
When mechanism matters: Bayesian forecasting using models of ecological diffusion
Hefley, Trevor J.; Hooten, Mevin B.; Russell, Robin E.; Walsh, Daniel P.; Powell, James A.
2017-01-01
Ecological diffusion is a theory that can be used to understand and forecast spatio-temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white-tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression-based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Jiangjiang; Li, Weixuan; Zeng, Lingzao
Surrogate models are commonly used in Bayesian approaches such as Markov Chain Monte Carlo (MCMC) to avoid repetitive CPU-demanding model evaluations. However, the approximation error of a surrogate may lead to biased estimations of the posterior distribution. This bias can be corrected by constructing a very accurate surrogate or implementing MCMC in a two-stage manner. Since the two-stage MCMC requires extra original model evaluations, the computational cost is still high. If the information of measurement is incorporated, a locally accurate approximation of the original model can be adaptively constructed with low computational cost. Based on this idea, we propose amore » Gaussian process (GP) surrogate-based Bayesian experimental design and parameter estimation approach for groundwater contaminant source identification problems. A major advantage of the GP surrogate is that it provides a convenient estimation of the approximation error, which can be incorporated in the Bayesian formula to avoid over-confident estimation of the posterior distribution. The proposed approach is tested with a numerical case study. Without sacrificing the estimation accuracy, the new approach achieves about 200 times of speed-up compared to our previous work using two-stage MCMC.« less
NASA Astrophysics Data System (ADS)
Hernández-López, Mario R.; Romero-Cuéllar, Jonathan; Camilo Múnera-Estrada, Juan; Coccia, Gabriele; Francés, Félix
2017-04-01
It is noticeably important to emphasize the role of uncertainty particularly when the model forecasts are used to support decision-making and water management. This research compares two approaches for the evaluation of the predictive uncertainty in hydrological modeling. First approach is the Bayesian Joint Inference of hydrological and error models. Second approach is carried out through the Model Conditional Processor using the Truncated Normal Distribution in the transformed space. This comparison is focused on the predictive distribution reliability. The case study is applied to two basins included in the Model Parameter Estimation Experiment (MOPEX). These two basins, which have different hydrological complexity, are the French Broad River (North Carolina) and the Guadalupe River (Texas). The results indicate that generally, both approaches are able to provide similar predictive performances. However, the differences between them can arise in basins with complex hydrology (e.g. ephemeral basins). This is because obtained results with Bayesian Joint Inference are strongly dependent on the suitability of the hypothesized error model. Similarly, the results in the case of the Model Conditional Processor are mainly influenced by the selected model of tails or even by the selected full probability distribution model of the data in the real space, and by the definition of the Truncated Normal Distribution in the transformed space. In summary, the different hypotheses that the modeler choose on each of the two approaches are the main cause of the different results. This research also explores a proper combination of both methodologies which could be useful to achieve less biased hydrological parameter estimation. For this approach, firstly the predictive distribution is obtained through the Model Conditional Processor. Secondly, this predictive distribution is used to derive the corresponding additive error model which is employed for the hydrological parameter estimation with the Bayesian Joint Inference methodology.
Narimani, Zahra; Beigy, Hamid; Ahmad, Ashar; Masoudi-Nejad, Ali; Fröhlich, Holger
2017-01-01
Inferring the structure of molecular networks from time series protein or gene expression data provides valuable information about the complex biological processes of the cell. Causal network structure inference has been approached using different methods in the past. Most causal network inference techniques, such as Dynamic Bayesian Networks and ordinary differential equations, are limited by their computational complexity and thus make large scale inference infeasible. This is specifically true if a Bayesian framework is applied in order to deal with the unavoidable uncertainty about the correct model. We devise a novel Bayesian network reverse engineering approach using ordinary differential equations with the ability to include non-linearity. Besides modeling arbitrary, possibly combinatorial and time dependent perturbations with unknown targets, one of our main contributions is the use of Expectation Propagation, an algorithm for approximate Bayesian inference over large scale network structures in short computation time. We further explore the possibility of integrating prior knowledge into network inference. We evaluate the proposed model on DREAM4 and DREAM8 data and find it competitive against several state-of-the-art existing network inference methods.
Reconstructing Constructivism: Causal Models, Bayesian Learning Mechanisms, and the Theory Theory
ERIC Educational Resources Information Center
Gopnik, Alison; Wellman, Henry M.
2012-01-01
We propose a new version of the "theory theory" grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework…
NASA Astrophysics Data System (ADS)
Mustac, M.; Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.; Ford, S. R.; Sebastian, N.
2015-12-01
Conventional approaches to inverse problems suffer from non-linearity and non-uniqueness in estimations of seismic structures and source properties. Estimated results and associated uncertainties are often biased by applied regularizations and additional constraints, which are commonly introduced to solve such problems. Bayesian methods, however, provide statistically meaningful estimations of models and their uncertainties constrained by data information. In addition, hierarchical and trans-dimensional (trans-D) techniques are inherently implemented in the Bayesian framework to account for involved error statistics and model parameterizations, and, in turn, allow more rigorous estimations of the same. Here, we apply Bayesian methods throughout the entire inference process to estimate seismic structures and source properties in Northeast Asia including east China, the Korean peninsula, and the Japanese islands. Ambient noise analysis is first performed to obtain a base three-dimensional (3-D) heterogeneity model using continuous broadband waveforms from more than 300 stations. As for the tomography of surface wave group and phase velocities in the 5-70 s band, we adopt a hierarchical and trans-D Bayesian inversion method using Voronoi partition. The 3-D heterogeneity model is further improved by joint inversions of teleseismic receiver functions and dispersion data using a newly developed high-efficiency Bayesian technique. The obtained model is subsequently used to prepare 3-D structural Green's functions for the source characterization. A hierarchical Bayesian method for point source inversion using regional complete waveform data is applied to selected events from the region. The seismic structure and source characteristics with rigorously estimated uncertainties from the novel Bayesian methods provide enhanced monitoring and discrimination of seismic events in northeast Asia.
Diagnosis and Reconfiguration using Bayesian Networks: An Electrical Power System Case Study
NASA Technical Reports Server (NTRS)
Knox, W. Bradley; Mengshoel, Ole
2009-01-01
Automated diagnosis and reconfiguration are important computational techniques that aim to minimize human intervention in autonomous systems. In this paper, we develop novel techniques and models in the context of diagnosis and reconfiguration reasoning using causal Bayesian networks (BNs). We take as starting point a successful diagnostic approach, using a static BN developed for a real-world electrical power system. We discuss in this paper the extension of this diagnostic approach along two dimensions, namely: (i) from a static BN to a dynamic BN; and (ii) from a diagnostic task to a reconfiguration task. More specifically, we discuss the auto-generation of a dynamic Bayesian network from a static Bayesian network. In addition, we discuss subtle, but important, differences between Bayesian networks when used for diagnosis versus reconfiguration. We discuss a novel reconfiguration agent, which models a system causally, including effects of actions through time, using a dynamic Bayesian network. Though the techniques we discuss are general, we demonstrate them in the context of electrical power systems (EPSs) for aircraft and spacecraft. EPSs are vital subsystems on-board aircraft and spacecraft, and many incidents and accidents of these vehicles have been attributed to EPS failures. We discuss a case study that provides initial but promising results for our approach in the setting of electrical power systems.
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.
Daunizeau, J; Friston, K J; Kiebel, S J
2009-11-01
In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.
Fong, Ted C T; Ho, Rainbow T H
2015-01-01
The aim of this study was to reexamine the dimensionality of the widely used 9-item Utrecht Work Engagement Scale using the maximum likelihood (ML) approach and Bayesian structural equation modeling (BSEM) approach. Three measurement models (1-factor, 3-factor, and bi-factor models) were evaluated in two split samples of 1,112 health-care workers using confirmatory factor analysis and BSEM, which specified small-variance informative priors for cross-loadings and residual covariances. Model fit and comparisons were evaluated by posterior predictive p-value (PPP), deviance information criterion, and Bayesian information criterion (BIC). None of the three ML-based models showed an adequate fit to the data. The use of informative priors for cross-loadings did not improve the PPP for the models. The 1-factor BSEM model with approximately zero residual covariances displayed a good fit (PPP>0.10) to both samples and a substantially lower BIC than its 3-factor and bi-factor counterparts. The BSEM results demonstrate empirical support for the 1-factor model as a parsimonious and reasonable representation of work engagement.
Stochastic Modeling of the Environmental Impacts of the Mingtang Tunneling Project
NASA Astrophysics Data System (ADS)
Li, Xiaojun; Li, Yandong; Chang, Ching-Fu; Chen, Ziyang; Tan, Benjamin Zhi Wen; Sege, Jon; Wang, Changhong; Rubin, Yoram
2017-04-01
This paper investigates the environmental impacts of a major tunneling project in China. Of particular interest is the drawdown of the water table, due to its potential impacts on ecosystem health and on agricultural activity. Due to scarcity of data, the study pursues a Bayesian stochastic approach, which is built around a numerical model. We adopted the Bayesian approach with the goal of deriving the posterior distributions of the dependent variables conditional on local data. The choice of the Bayesian approach for this study is somewhat non-trivial because of the scarcity of in-situ measurements. The thought guiding this selection is that prior distributions for the model input variables are valuable tools even if that all inputs are available, the Bayesian approach could provide a good starting point for further updates as and if additional data becomes available. To construct effective priors, a systematic approach was developed and implemented for constructing informative priors based on other, well-documented sites which bear geological and hydrological similarity to the target site (the Mingtang tunneling project). The approach is built around two classes of similarity criteria: a physically-based set of criteria and an additional set covering epistemic criteria. The prior construction strategy was implemented for the hydraulic conductivity of various types of rocks at the site (Granite and Gneiss) and for modeling the geometry and conductivity of the fault zones. Additional elements of our strategy include (1) modeling the water table through bounding surfaces representing upper and lower limits, and (2) modeling the effective conductivity as a random variable (varying between realizations, not in space). The approach was tested successfully against its ability to predict the tunnel infiltration fluxes and against observations of drying soils.
Garrard, Lili; Price, Larry R.; Bott, Marjorie J.; Gajewski, Byron J.
2016-01-01
Item response theory (IRT) models provide an appropriate alternative to the classical ordinal confirmatory factor analysis (CFA) during the development of patient-reported outcome measures (PROMs). Current literature has identified the assessment of IRT model fit as both challenging and underdeveloped (Sinharay & Johnson, 2003; Sinharay, Johnson, & Stern, 2006). This study evaluates the performance of Ordinal Bayesian Instrument Development (OBID), a Bayesian IRT model with a probit link function approach, through applications in two breast cancer-related instrument development studies. The primary focus is to investigate an appropriate method for comparing Bayesian IRT models in PROMs development. An exact Bayesian leave-one-out cross-validation (LOO-CV) approach (Vehtari & Lampinen, 2002) is implemented to assess prior selection for the item discrimination parameter in the IRT model and subject content experts’ bias (in a statistical sense and not to be confused with psychometric bias as in differential item functioning) toward the estimation of item-to-domain correlations. Results support the utilization of content subject experts’ information in establishing evidence for construct validity when sample size is small. However, the incorporation of subject experts’ content information in the OBID approach can be sensitive to the level of expertise of the recruited experts. More stringent efforts need to be invested in the appropriate selection of subject experts to efficiently use the OBID approach and reduce potential bias during PROMs development. PMID:27667878
Garrard, Lili; Price, Larry R; Bott, Marjorie J; Gajewski, Byron J
2016-10-01
Item response theory (IRT) models provide an appropriate alternative to the classical ordinal confirmatory factor analysis (CFA) during the development of patient-reported outcome measures (PROMs). Current literature has identified the assessment of IRT model fit as both challenging and underdeveloped (Sinharay & Johnson, 2003; Sinharay, Johnson, & Stern, 2006). This study evaluates the performance of Ordinal Bayesian Instrument Development (OBID), a Bayesian IRT model with a probit link function approach, through applications in two breast cancer-related instrument development studies. The primary focus is to investigate an appropriate method for comparing Bayesian IRT models in PROMs development. An exact Bayesian leave-one-out cross-validation (LOO-CV) approach (Vehtari & Lampinen, 2002) is implemented to assess prior selection for the item discrimination parameter in the IRT model and subject content experts' bias (in a statistical sense and not to be confused with psychometric bias as in differential item functioning) toward the estimation of item-to-domain correlations. Results support the utilization of content subject experts' information in establishing evidence for construct validity when sample size is small. However, the incorporation of subject experts' content information in the OBID approach can be sensitive to the level of expertise of the recruited experts. More stringent efforts need to be invested in the appropriate selection of subject experts to efficiently use the OBID approach and reduce potential bias during PROMs development.
Cross-validation to select Bayesian hierarchical models in phylogenetics.
Duchêne, Sebastián; Duchêne, David A; Di Giallonardo, Francesca; Eden, John-Sebastian; Geoghegan, Jemma L; Holt, Kathryn E; Ho, Simon Y W; Holmes, Edward C
2016-05-26
Recent developments in Bayesian phylogenetic models have increased the range of inferences that can be drawn from molecular sequence data. Accordingly, model selection has become an important component of phylogenetic analysis. Methods of model selection generally consider the likelihood of the data under the model in question. In the context of Bayesian phylogenetics, the most common approach involves estimating the marginal likelihood, which is typically done by integrating the likelihood across model parameters, weighted by the prior. Although this method is accurate, it is sensitive to the presence of improper priors. We explored an alternative approach based on cross-validation that is widely used in evolutionary analysis. This involves comparing models according to their predictive performance. We analysed simulated data and a range of viral and bacterial data sets using a cross-validation approach to compare a variety of molecular clock and demographic models. Our results show that cross-validation can be effective in distinguishing between strict- and relaxed-clock models and in identifying demographic models that allow growth in population size over time. In most of our empirical data analyses, the model selected using cross-validation was able to match that selected using marginal-likelihood estimation. The accuracy of cross-validation appears to improve with longer sequence data, particularly when distinguishing between relaxed-clock models. Cross-validation is a useful method for Bayesian phylogenetic model selection. This method can be readily implemented even when considering complex models where selecting an appropriate prior for all parameters may be difficult.
NASA Astrophysics Data System (ADS)
Shen, Chien-wen
2009-01-01
During the processes of TFT-LCD manufacturing, steps like visual inspection of panel surface defects still heavily rely on manual operations. As the manual inspection time of TFT-LCD manufacturing could range from 4 hours to 1 day, the reliability of time forecasting is thus important for production planning, scheduling and customer response. This study would like to propose a practical and easy-to-implement prediction model through the approach of Bayesian networks for time estimation of manual operated procedures in TFT-LCD manufacturing. Given the lack of prior knowledge about manual operation time, algorithms of necessary path condition and expectation-maximization are used for structural learning and estimation of conditional probability distributions respectively. This study also applied Bayesian inference to evaluate the relationships between explanatory variables and manual operation time. With the empirical applications of this proposed forecasting model, approach of Bayesian networks demonstrates its practicability and prediction accountability.
Numerical study on the sequential Bayesian approach for radioactive materials detection
NASA Astrophysics Data System (ADS)
Qingpei, Xiang; Dongfeng, Tian; Jianyu, Zhu; Fanhua, Hao; Ge, Ding; Jun, Zeng
2013-01-01
A new detection method, based on the sequential Bayesian approach proposed by Candy et al., offers new horizons for the research of radioactive detection. Compared with the commonly adopted detection methods incorporated with statistical theory, the sequential Bayesian approach offers the advantages of shorter verification time during the analysis of spectra that contain low total counts, especially in complex radionuclide components. In this paper, a simulation experiment platform implanted with the methodology of sequential Bayesian approach was developed. Events sequences of γ-rays associating with the true parameters of a LaBr3(Ce) detector were obtained based on an events sequence generator using Monte Carlo sampling theory to study the performance of the sequential Bayesian approach. The numerical experimental results are in accordance with those of Candy. Moreover, the relationship between the detection model and the event generator, respectively represented by the expected detection rate (Am) and the tested detection rate (Gm) parameters, is investigated. To achieve an optimal performance for this processor, the interval of the tested detection rate as a function of the expected detection rate is also presented.
A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials
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.
Bayesian Computation for Log-Gaussian Cox Processes: A Comparative Analysis of Methods
Teng, Ming; Nathoo, Farouk S.; Johnson, Timothy D.
2017-01-01
The Log-Gaussian Cox Process is a commonly used model for the analysis of spatial point pattern data. Fitting this model is difficult because of its doubly-stochastic property, i.e., it is an hierarchical combination of a Poisson process at the first level and a Gaussian Process at the second level. Various methods have been proposed to estimate such a process, including traditional likelihood-based approaches as well as Bayesian methods. We focus here on Bayesian methods and several approaches that have been considered for model fitting within this framework, including Hamiltonian Monte Carlo, the Integrated nested Laplace approximation, and Variational Bayes. We consider these approaches and make comparisons with respect to statistical and computational efficiency. These comparisons are made through several simulation studies as well as through two applications, the first examining ecological data and the second involving neuroimaging data. PMID:29200537
NASA Astrophysics Data System (ADS)
Budi Astuti, Ani; Iriawan, Nur; Irhamah; Kuswanto, Heri; Sasiarini, Laksmi
2017-10-01
Bayesian statistics proposes an approach that is very flexible in the number of samples and distribution of data. Bayesian Mixture Model (BMM) is a Bayesian approach for multimodal models. Diabetes Mellitus (DM) is more commonly known in the Indonesian community as sweet pee. This disease is one type of chronic non-communicable diseases but it is very dangerous to humans because of the effects of other diseases complications caused. WHO reports in 2013 showed DM disease was ranked 6th in the world as the leading causes of human death. In Indonesia, DM disease continues to increase over time. These research would be studied patterns and would be built the BMM models of the DM data through simulation studies where the simulation data built on cases of blood sugar levels of DM patients in RSUD Saiful Anwar Malang. The results have been successfully demonstrated pattern of distribution of the DM data which has a normal mixture distribution. The BMM models have succeed to accommodate the real condition of the DM data based on the data driven concept.
Comparing Families of Dynamic Causal Models
Penny, Will D.; Stephan, Klaas E.; Daunizeau, Jean; Rosa, Maria J.; Friston, Karl J.; Schofield, Thomas M.; Leff, Alex P.
2010-01-01
Mathematical models of scientific data can be formally compared using Bayesian model evidence. Previous applications in the biological sciences have mainly focussed on model selection in which one first selects the model with the highest evidence and then makes inferences based on the parameters of that model. This “best model” approach is very useful but can become brittle if there are a large number of models to compare, and if different subjects use different models. To overcome this shortcoming we propose the combination of two further approaches: (i) family level inference and (ii) Bayesian model averaging within families. Family level inference removes uncertainty about aspects of model structure other than the characteristic of interest. For example: What are the inputs to the system? Is processing serial or parallel? Is it linear or nonlinear? Is it mediated by a single, crucial connection? We apply Bayesian model averaging within families to provide inferences about parameters that are independent of further assumptions about model structure. We illustrate the methods using Dynamic Causal Models of brain imaging data. PMID:20300649
Evaluation of calibration efficacy under different levels of uncertainty
Heo, Yeonsook; Graziano, Diane J.; Guzowski, Leah; ...
2014-06-10
This study examines how calibration performs under different levels of uncertainty in model input data. It specifically assesses the efficacy of Bayesian calibration to enhance the reliability of EnergyPlus model predictions. A Bayesian approach can be used to update uncertain values of parameters, given measured energy-use data, and to quantify the associated uncertainty.We assess the efficacy of Bayesian calibration under a controlled virtual-reality setup, which enables rigorous validation of the accuracy of calibration results in terms of both calibrated parameter values and model predictions. Case studies demonstrate the performance of Bayesian calibration of base models developed from audit data withmore » differing levels of detail in building design, usage, and operation.« less
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...
Kimberley K. Ayre; Wayne G. Landis
2012-01-01
We present a Bayesian network model based on the ecological risk assessment framework to evaluate potential impacts to habitats and resources resulting from wildfire, grazing, forest management activities, and insect outbreaks in a forested landscape in northeastern Oregon. The Bayesian network structure consisted of three tiers of nodes: landscape disturbances,...
Bayesian effect estimation accounting for adjustment uncertainty.
Wang, Chi; Parmigiani, Giovanni; Dominici, Francesca
2012-09-01
Model-based estimation of the effect of an exposure on an outcome is generally sensitive to the choice of which confounding factors are included in the model. We propose a new approach, which we call Bayesian adjustment for confounding (BAC), to estimate the effect of an exposure of interest on the outcome, while accounting for the uncertainty in the choice of confounders. Our approach is based on specifying two models: (1) the outcome as a function of the exposure and the potential confounders (the outcome model); and (2) the exposure as a function of the potential confounders (the exposure model). We consider Bayesian variable selection on both models and link the two by introducing a dependence parameter, ω, denoting the prior odds of including a predictor in the outcome model, given that the same predictor is in the exposure model. In the absence of dependence (ω= 1), BAC reduces to traditional Bayesian model averaging (BMA). In simulation studies, we show that BAC, with ω > 1, estimates the exposure effect with smaller bias than traditional BMA, and improved coverage. We, then, compare BAC, a recent approach of Crainiceanu, Dominici, and Parmigiani (2008, Biometrika 95, 635-651), and traditional BMA in a time series data set of hospital admissions, air pollution levels, and weather variables in Nassau, NY for the period 1999-2005. Using each approach, we estimate the short-term effects of on emergency admissions for cardiovascular diseases, accounting for confounding. This application illustrates the potentially significant pitfalls of misusing variable selection methods in the context of adjustment uncertainty. © 2012, The International Biometric Society.
Variational learning and bits-back coding: an information-theoretic view to Bayesian learning.
Honkela, Antti; Valpola, Harri
2004-07-01
The bits-back coding first introduced by Wallace in 1990 and later by Hinton and van Camp in 1993 provides an interesting link between Bayesian learning and information-theoretic minimum-description-length (MDL) learning approaches. The bits-back coding allows interpreting the cost function used in the variational Bayesian method called ensemble learning as a code length in addition to the Bayesian view of misfit of the posterior approximation and a lower bound of model evidence. Combining these two viewpoints provides interesting insights to the learning process and the functions of different parts of the model. In this paper, the problem of variational Bayesian learning of hierarchical latent variable models is used to demonstrate the benefits of the two views. The code-length interpretation provides new views to many parts of the problem such as model comparison and pruning and helps explain many phenomena occurring in learning.
Mean Field Variational Bayesian Data Assimilation
NASA Astrophysics Data System (ADS)
Vrettas, M.; Cornford, D.; Opper, M.
2012-04-01
Current data assimilation schemes propose a range of approximate solutions to the classical data assimilation problem, particularly state estimation. Broadly there are three main active research areas: ensemble Kalman filter methods which rely on statistical linearization of the model evolution equations, particle filters which provide a discrete point representation of the posterior filtering or smoothing distribution and 4DVAR methods which seek the most likely posterior smoothing solution. In this paper we present a recent extension to our variational Bayesian algorithm which seeks the most probably posterior distribution over the states, within the family of non-stationary Gaussian processes. Our original work on variational Bayesian approaches to data assimilation sought the best approximating time varying Gaussian process to the posterior smoothing distribution for stochastic dynamical systems. This approach was based on minimising the Kullback-Leibler divergence between the true posterior over paths, and our Gaussian process approximation. So long as the observation density was sufficiently high to bring the posterior smoothing density close to Gaussian the algorithm proved very effective, on lower dimensional systems. However for higher dimensional systems, the algorithm was computationally very demanding. We have been developing a mean field version of the algorithm which treats the state variables at a given time as being independent in the posterior approximation, but still accounts for their relationships between each other in the mean solution arising from the original dynamical system. In this work we present the new mean field variational Bayesian approach, illustrating its performance on a range of classical data assimilation problems. We discuss the potential and limitations of the new approach. We emphasise that the variational Bayesian approach we adopt, in contrast to other variational approaches, provides a bound on the marginal likelihood of the observations given parameters in the model which also allows inference of parameters such as observation errors, and parameters in the model and model error representation, particularly if this is written as a deterministic form with small additive noise. We stress that our approach can address very long time window and weak constraint settings. However like traditional variational approaches our Bayesian variational method has the benefit of being posed as an optimisation problem. We finish with a sketch of the future directions for our approach.
A Bayesian Approach to More Stable Estimates of Group-Level Effects in Contextual Studies.
Zitzmann, Steffen; Lüdtke, Oliver; Robitzsch, Alexander
2015-01-01
Multilevel analyses are often used to estimate the effects of group-level constructs. However, when using aggregated individual data (e.g., student ratings) to assess a group-level construct (e.g., classroom climate), the observed group mean might not provide a reliable measure of the unobserved latent group mean. In the present article, we propose a Bayesian approach that can be used to estimate a multilevel latent covariate model, which corrects for the unreliable assessment of the latent group mean when estimating the group-level effect. A simulation study was conducted to evaluate the choice of different priors for the group-level variance of the predictor variable and to compare the Bayesian approach with the maximum likelihood approach implemented in the software Mplus. Results showed that, under problematic conditions (i.e., small number of groups, predictor variable with a small ICC), the Bayesian approach produced more accurate estimates of the group-level effect than the maximum likelihood approach did.
Editorial: Bayesian benefits for child psychology and psychiatry researchers.
Oldehinkel, Albertine J
2016-09-01
For many scientists, performing statistical tests has become an almost automated routine. However, p-values are frequently used and interpreted incorrectly; and even when used appropriately, p-values tend to provide answers that do not match researchers' questions and hypotheses well. Bayesian statistics present an elegant and often more suitable alternative. The Bayesian approach has rarely been applied in child psychology and psychiatry research so far, but the development of user-friendly software packages and tutorials has placed it well within reach now. Because Bayesian analyses require a more refined definition of hypothesized probabilities of possible outcomes than the classical approach, going Bayesian may offer the additional benefit of sparkling the development and refinement of theoretical models in our field. © 2016 Association for Child and Adolescent Mental Health.
Bayesian networks improve causal environmental ...
Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on value
Jones, Matt; Love, Bradley C
2011-08-01
The prominence of Bayesian modeling of cognition has increased recently largely because of mathematical advances in specifying and deriving predictions from complex probabilistic models. Much of this research aims to demonstrate that cognitive behavior can be explained from rational principles alone, without recourse to psychological or neurological processes and representations. We note commonalities between this rational approach and other movements in psychology - namely, Behaviorism and evolutionary psychology - that set aside mechanistic explanations or make use of optimality assumptions. Through these comparisons, we identify a number of challenges that limit the rational program's potential contribution to psychological theory. Specifically, rational Bayesian models are significantly unconstrained, both because they are uninformed by a wide range of process-level data and because their assumptions about the environment are generally not grounded in empirical measurement. The psychological implications of most Bayesian models are also unclear. Bayesian inference itself is conceptually trivial, but strong assumptions are often embedded in the hypothesis sets and the approximation algorithms used to derive model predictions, without a clear delineation between psychological commitments and implementational details. Comparing multiple Bayesian models of the same task is rare, as is the realization that many Bayesian models recapitulate existing (mechanistic level) theories. Despite the expressive power of current Bayesian models, we argue they must be developed in conjunction with mechanistic considerations to offer substantive explanations of cognition. We lay out several means for such an integration, which take into account the representations on which Bayesian inference operates, as well as the algorithms and heuristics that carry it out. We argue this unification will better facilitate lasting contributions to psychological theory, avoiding the pitfalls that have plagued previous theoretical movements.
Orhan, U.; Erdogmus, D.; Roark, B.; Oken, B.; Purwar, S.; Hild, K. E.; Fowler, A.; Fried-Oken, M.
2013-01-01
RSVP Keyboard™ is an electroencephalography (EEG) based brain computer interface (BCI) typing system, designed as an assistive technology for the communication needs of people with locked-in syndrome (LIS). It relies on rapid serial visual presentation (RSVP) and does not require precise eye gaze control. Existing BCI typing systems which uses event related potentials (ERP) in EEG suffer from low accuracy due to low signal-to-noise ratio. Henceforth, RSVP Keyboard™ utilizes a context based decision making via incorporating a language model, to improve the accuracy of letter decisions. To further improve the contributions of the language model, we propose recursive Bayesian estimation, which relies on non-committing string decisions, and conduct an offline analysis, which compares it with the existing naïve Bayesian fusion approach. The results indicate the superiority of the recursive Bayesian fusion and in the next generation of RSVP Keyboard™ we plan to incorporate this new approach. PMID:23366432
ERIC Educational Resources Information Center
Shuck, Brad; Zigarmi, Drea; Owen, Jesse
2015-01-01
Purpose: The purpose of this study was to empirically examine the utility of self-determination theory (SDT) within the engagement-performance linkage. Design/methodology/approach: Bayesian multi-measurement mediation modeling was used to estimate the relation between SDT, engagement and a proxy measure of performance (e.g. work intentions) (N =…
Bayesian survival analysis in clinical trials: What methods are used in practice?
Brard, Caroline; Le Teuff, Gwénaël; Le Deley, Marie-Cécile; Hampson, Lisa V
2017-02-01
Background Bayesian statistics are an appealing alternative to the traditional frequentist approach to designing, analysing, and reporting of clinical trials, especially in rare diseases. Time-to-event endpoints are widely used in many medical fields. There are additional complexities to designing Bayesian survival trials which arise from the need to specify a model for the survival distribution. The objective of this article was to critically review the use and reporting of Bayesian methods in survival trials. Methods A systematic review of clinical trials using Bayesian survival analyses was performed through PubMed and Web of Science databases. This was complemented by a full text search of the online repositories of pre-selected journals. Cost-effectiveness, dose-finding studies, meta-analyses, and methodological papers using clinical trials were excluded. Results In total, 28 articles met the inclusion criteria, 25 were original reports of clinical trials and 3 were re-analyses of a clinical trial. Most trials were in oncology (n = 25), were randomised controlled (n = 21) phase III trials (n = 13), and half considered a rare disease (n = 13). Bayesian approaches were used for monitoring in 14 trials and for the final analysis only in 14 trials. In the latter case, Bayesian survival analyses were used for the primary analysis in four cases, for the secondary analysis in seven cases, and for the trial re-analysis in three cases. Overall, 12 articles reported fitting Bayesian regression models (semi-parametric, n = 3; parametric, n = 9). Prior distributions were often incompletely reported: 20 articles did not define the prior distribution used for the parameter of interest. Over half of the trials used only non-informative priors for monitoring and the final analysis (n = 12) when it was specified. Indeed, no articles fitting Bayesian regression models placed informative priors on the parameter of interest. The prior for the treatment effect was based on historical data in only four trials. Decision rules were pre-defined in eight cases when trials used Bayesian monitoring, and in only one case when trials adopted a Bayesian approach to the final analysis. Conclusion Few trials implemented a Bayesian survival analysis and few incorporated external data into priors. There is scope to improve the quality of reporting of Bayesian methods in survival trials. Extension of the Consolidated Standards of Reporting Trials statement for reporting Bayesian clinical trials is recommended.
Bayesian Models Leveraging Bioactivity and Cytotoxicity Information for Drug Discovery
Ekins, Sean; Reynolds, Robert C.; Kim, Hiyun; Koo, Mi-Sun; Ekonomidis, Marilyn; Talaue, Meliza; Paget, Steve D.; Woolhiser, Lisa K.; Lenaerts, Anne J.; Bunin, Barry A.; Connell, Nancy; Freundlich, Joel S.
2013-01-01
SUMMARY Identification of unique leads represents a significant challenge in drug discovery. This hurdle is magnified in neglected diseases such as tuberculosis. We have leveraged public high-throughput screening (HTS) data, to experimentally validate virtual screening approach employing Bayesian models built with bioactivity information (single-event model) as well as bioactivity and cytotoxicity information (dual-event model). We virtually screen a commercial library and experimentally confirm actives with hit rates exceeding typical HTS results by 1-2 orders of magnitude. The first dual-event Bayesian model identified compounds with antitubercular whole-cell activity and low mammalian cell cytotoxicity from a published set of antimalarials. The most potent hit exhibits the in vitro activity and in vitro/in vivo safety profile of a drug lead. These Bayesian models offer significant economies in time and cost to drug discovery. PMID:23521795
Bayesian data analysis in population ecology: motivations, methods, and benefits
Dorazio, Robert
2016-01-01
During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.
Estimating Tree Height-Diameter Models with the Bayesian Method
Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei
2014-01-01
Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733
Estimating tree height-diameter models with the Bayesian method.
Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei
2014-01-01
Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.
A Bayesian Model of the Memory Colour Effect.
Witzel, Christoph; Olkkonen, Maria; Gegenfurtner, Karl R
2018-01-01
According to the memory colour effect, the colour of a colour-diagnostic object is not perceived independently of the object itself. Instead, it has been shown through an achromatic adjustment method that colour-diagnostic objects still appear slightly in their typical colour, even when they are colourimetrically grey. Bayesian models provide a promising approach to capture the effect of prior knowledge on colour perception and to link these effects to more general effects of cue integration. Here, we model memory colour effects using prior knowledge about typical colours as priors for the grey adjustments in a Bayesian model. This simple model does not involve any fitting of free parameters. The Bayesian model roughly captured the magnitude of the measured memory colour effect for photographs of objects. To some extent, the model predicted observed differences in memory colour effects across objects. The model could not account for the differences in memory colour effects across different levels of realism in the object images. The Bayesian model provides a particularly simple account of memory colour effects, capturing some of the multiple sources of variation of these effects.
A Bayesian Model of the Memory Colour Effect
Olkkonen, Maria; Gegenfurtner, Karl R.
2018-01-01
According to the memory colour effect, the colour of a colour-diagnostic object is not perceived independently of the object itself. Instead, it has been shown through an achromatic adjustment method that colour-diagnostic objects still appear slightly in their typical colour, even when they are colourimetrically grey. Bayesian models provide a promising approach to capture the effect of prior knowledge on colour perception and to link these effects to more general effects of cue integration. Here, we model memory colour effects using prior knowledge about typical colours as priors for the grey adjustments in a Bayesian model. This simple model does not involve any fitting of free parameters. The Bayesian model roughly captured the magnitude of the measured memory colour effect for photographs of objects. To some extent, the model predicted observed differences in memory colour effects across objects. The model could not account for the differences in memory colour effects across different levels of realism in the object images. The Bayesian model provides a particularly simple account of memory colour effects, capturing some of the multiple sources of variation of these effects. PMID:29760874
The Bayesian Evaluation of Categorization Models: Comment on Wills and Pothos (2012)
ERIC Educational Resources Information Center
Vanpaemel, Wolf; Lee, Michael D.
2012-01-01
Wills and Pothos (2012) reviewed approaches to evaluating formal models of categorization, raising a series of worthwhile issues, challenges, and goals. Unfortunately, in discussing these issues and proposing solutions, Wills and Pothos (2012) did not consider Bayesian methods in any detail. This means not only that their review excludes a major…
Bayesian Analysis of Structural Equation Models with Nonlinear Covariates and Latent Variables
ERIC Educational Resources Information Center
Song, Xin-Yuan; Lee, Sik-Yum
2006-01-01
In this article, we formulate a nonlinear structural equation model (SEM) that can accommodate covariates in the measurement equation and nonlinear terms of covariates and exogenous latent variables in the structural equation. The covariates can come from continuous or discrete distributions. A Bayesian approach is developed to analyze the…
ERIC Educational Resources Information Center
Tchumtchoua, Sylvie; Dey, Dipak K.
2012-01-01
This paper proposes a semiparametric Bayesian framework for the analysis of associations among multivariate longitudinal categorical variables in high-dimensional data settings. This type of data is frequent, especially in the social and behavioral sciences. A semiparametric hierarchical factor analysis model is developed in which the…
ERIC Educational Resources Information Center
Dardick, William R.; Mislevy, Robert J.
2016-01-01
A new variant of the iterative "data = fit + residual" data-analytical approach described by Mosteller and Tukey is proposed and implemented in the context of item response theory psychometric models. Posterior probabilities from a Bayesian mixture model of a Rasch item response theory model and an unscalable latent class are expressed…
ERIC Educational Resources Information Center
Kelava, Augustin; Nagengast, Benjamin
2012-01-01
Structural equation models with interaction and quadratic effects have become a standard tool for testing nonlinear hypotheses in the social sciences. Most of the current approaches assume normally distributed latent predictor variables. In this article, we present a Bayesian model for the estimation of latent nonlinear effects when the latent…
Bayesian data analysis for newcomers.
Kruschke, John K; Liddell, Torrin M
2018-02-01
This article explains the foundational concepts of Bayesian data analysis using virtually no mathematical notation. Bayesian ideas already match your intuitions from everyday reasoning and from traditional data analysis. Simple examples of Bayesian data analysis are presented that illustrate how the information delivered by a Bayesian analysis can be directly interpreted. Bayesian approaches to null-value assessment are discussed. The article clarifies misconceptions about Bayesian methods that newcomers might have acquired elsewhere. We discuss prior distributions and explain how they are not a liability but an important asset. We discuss the relation of Bayesian data analysis to Bayesian models of mind, and we briefly discuss what methodological problems Bayesian data analysis is not meant to solve. After you have read this article, you should have a clear sense of how Bayesian data analysis works and the sort of information it delivers, and why that information is so intuitive and useful for drawing conclusions from data.
Bayesian state space models for dynamic genetic network construction across multiple tissues.
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.
Bockman, Alexander; Fackler, Cameron; Xiang, Ning
2015-04-01
Acoustic performance for an interior requires an accurate description of the boundary materials' surface acoustic impedance. Analytical methods may be applied to a small class of test geometries, but inverse numerical methods provide greater flexibility. The parameter estimation problem requires minimizing prediction vice observed acoustic field pressure. The Bayesian-network sampling approach presented here mitigates other methods' susceptibility to noise inherent to the experiment, model, and numerics. A geometry agnostic method is developed here and its parameter estimation performance is demonstrated for an air-backed micro-perforated panel in an impedance tube. Good agreement is found with predictions from the ISO standard two-microphone, impedance-tube method, and a theoretical model for the material. Data by-products exclusive to a Bayesian approach are analyzed to assess sensitivity of the method to nuisance parameters.
Gomez-Ramirez, Jaime; Sanz, Ricardo
2013-09-01
One of the most important scientific challenges today is the quantitative and predictive understanding of biological function. Classical mathematical and computational approaches have been enormously successful in modeling inert matter, but they may be inadequate to address inherent features of biological systems. We address the conceptual and methodological obstacles that lie in the inverse problem in biological systems modeling. We introduce a full Bayesian approach (FBA), a theoretical framework to study biological function, in which probability distributions are conditional on biophysical information that physically resides in the biological system that is studied by the scientist. Copyright © 2013 Elsevier Ltd. All rights reserved.
A Bayesian network approach to the database search problem in criminal proceedings
2012-01-01
Background The ‘database search problem’, that is, the strengthening of a case - in terms of probative value - against an individual who is found as a result of a database search, has been approached during the last two decades with substantial mathematical analyses, accompanied by lively debate and centrally opposing conclusions. This represents a challenging obstacle in teaching but also hinders a balanced and coherent discussion of the topic within the wider scientific and legal community. This paper revisits and tracks the associated mathematical analyses in terms of Bayesian networks. Their derivation and discussion for capturing probabilistic arguments that explain the database search problem are outlined in detail. The resulting Bayesian networks offer a distinct view on the main debated issues, along with further clarity. Methods As a general framework for representing and analyzing formal arguments in probabilistic reasoning about uncertain target propositions (that is, whether or not a given individual is the source of a crime stain), this paper relies on graphical probability models, in particular, Bayesian networks. This graphical probability modeling approach is used to capture, within a single model, a series of key variables, such as the number of individuals in a database, the size of the population of potential crime stain sources, and the rarity of the corresponding analytical characteristics in a relevant population. Results This paper demonstrates the feasibility of deriving Bayesian network structures for analyzing, representing, and tracking the database search problem. The output of the proposed models can be shown to agree with existing but exclusively formulaic approaches. Conclusions The proposed Bayesian networks allow one to capture and analyze the currently most well-supported but reputedly counter-intuitive and difficult solution to the database search problem in a way that goes beyond the traditional, purely formulaic expressions. The method’s graphical environment, along with its computational and probabilistic architectures, represents a rich package that offers analysts and discussants with additional modes of interaction, concise representation, and coherent communication. PMID:22849390
NASA Astrophysics Data System (ADS)
Han, Feng; Zheng, Yi
2018-06-01
Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.
Yu, Rongjie; Abdel-Aty, Mohamed
2013-07-01
The Bayesian inference method has been frequently adopted to develop safety performance functions. One advantage of the Bayesian inference is that prior information for the independent variables can be included in the inference procedures. However, there are few studies that discussed how to formulate informative priors for the independent variables and evaluated the effects of incorporating informative priors in developing safety performance functions. This paper addresses this deficiency by introducing four approaches of developing informative priors for the independent variables based on historical data and expert experience. Merits of these informative priors have been tested along with two types of Bayesian hierarchical models (Poisson-gamma and Poisson-lognormal models). Deviance information criterion (DIC), R-square values, and coefficients of variance for the estimations were utilized as evaluation measures to select the best model(s). Comparison across the models indicated that the Poisson-gamma model is superior with a better model fit and it is much more robust with the informative priors. Moreover, the two-stage Bayesian updating informative priors provided the best goodness-of-fit and coefficient estimation accuracies. Furthermore, informative priors for the inverse dispersion parameter have also been introduced and tested. Different types of informative priors' effects on the model estimations and goodness-of-fit have been compared and concluded. Finally, based on the results, recommendations for future research topics and study applications have been made. Copyright © 2013 Elsevier Ltd. All rights reserved.
Textual and visual content-based anti-phishing: a Bayesian approach.
Zhang, Haijun; Liu, Gang; Chow, Tommy W S; Liu, Wenyin
2011-10-01
A novel framework using a Bayesian approach for content-based phishing web page detection is presented. Our model takes into account textual and visual contents to measure the similarity between the protected web page and suspicious web pages. A text classifier, an image classifier, and an algorithm fusing the results from classifiers are introduced. An outstanding feature of this paper is the exploration of a Bayesian model to estimate the matching threshold. This is required in the classifier for determining the class of the web page and identifying whether the web page is phishing or not. In the text classifier, the naive Bayes rule is used to calculate the probability that a web page is phishing. In the image classifier, the earth mover's distance is employed to measure the visual similarity, and our Bayesian model is designed to determine the threshold. In the data fusion algorithm, the Bayes theory is used to synthesize the classification results from textual and visual content. The effectiveness of our proposed approach was examined in a large-scale dataset collected from real phishing cases. Experimental results demonstrated that the text classifier and the image classifier we designed deliver promising results, the fusion algorithm outperforms either of the individual classifiers, and our model can be adapted to different phishing cases. © 2011 IEEE
A Bayesian hierarchical approach to comparative audit for carotid surgery.
Kuhan, G; Marshall, E C; Abidia, A F; Chetter, I C; McCollum, P T
2002-12-01
the aim of this study was to illustrate how a Bayesian hierarchical modelling approach can aid the reliable comparison of outcome rates between surgeons. retrospective analysis of prospective and retrospective data. binary outcome data (death/stroke within 30 days), together with information on 15 possible risk factors specific for CEA were available on 836 CEAs performed by four vascular surgeons from 1992-99. The median patient age was 68 (range 38-86) years and 60% were men. the model was developed using the WinBUGS software. After adjusting for patient-level risk factors, a cross-validatory approach was adopted to identify "divergent" performance. A ranking exercise was also carried out. the overall observed 30-day stroke/death rate was 3.9% (33/836). The model found diabetes, stroke and heart disease to be significant risk factors. There was no significant difference between the predicted and observed outcome rates for any surgeon (Bayesian p -value>0.05). Each surgeon had a median rank of 3 with associated 95% CI 1.0-5.0, despite the variability of observed stroke/death rate from 2.9-4.4%. After risk adjustment, there was very little residual between-surgeon variability in outcome rate. Bayesian hierarchical models can help to accurately quantify the uncertainty associated with surgeons' performance and rank.
NASA Astrophysics Data System (ADS)
Xu, T.; Valocchi, A. J.; Ye, M.; Liang, F.
2016-12-01
Due to simplification and/or misrepresentation of the real aquifer system, numerical groundwater flow and solute transport models are usually subject to model structural error. During model calibration, the hydrogeological parameters may be overly adjusted to compensate for unknown structural error. This may result in biased predictions when models are used to forecast aquifer response to new forcing. In this study, we extend a fully Bayesian method [Xu and Valocchi, 2015] to calibrate a real-world, regional groundwater flow model. The method uses a data-driven error model to describe model structural error and jointly infers model parameters and structural error. In this study, Bayesian inference is facilitated using high performance computing and fast surrogate models. The surrogate models are constructed using machine learning techniques to emulate the response simulated by the computationally expensive groundwater model. We demonstrate in the real-world case study that explicitly accounting for model structural error yields parameter posterior distributions that are substantially different from those derived by the classical Bayesian calibration that does not account for model structural error. In addition, the Bayesian with error model method gives significantly more accurate prediction along with reasonable credible intervals.
Bayesian Networks Improve Causal Environmental Assessments for Evidence-Based Policy.
Carriger, John F; Barron, Mace G; Newman, Michael C
2016-12-20
Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on valued ecological resources. These aspects are demonstrated through hypothetical problem scenarios that explore some major benefits of using Bayesian networks for reasoning and making inferences in evidence-based policy.
Analyzing degradation data with a random effects spline regression model
Fugate, Michael Lynn; Hamada, Michael Scott; Weaver, Brian Phillip
2017-03-17
This study proposes using a random effects spline regression model to analyze degradation data. Spline regression avoids having to specify a parametric function for the true degradation of an item. A distribution for the spline regression coefficients captures the variation of the true degradation curves from item to item. We illustrate the proposed methodology with a real example using a Bayesian approach. The Bayesian approach allows prediction of degradation of a population over time and estimation of reliability is easy to perform.
Analyzing degradation data with a random effects spline regression model
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fugate, Michael Lynn; Hamada, Michael Scott; Weaver, Brian Phillip
This study proposes using a random effects spline regression model to analyze degradation data. Spline regression avoids having to specify a parametric function for the true degradation of an item. A distribution for the spline regression coefficients captures the variation of the true degradation curves from item to item. We illustrate the proposed methodology with a real example using a Bayesian approach. The Bayesian approach allows prediction of degradation of a population over time and estimation of reliability is easy to perform.
Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models
NASA Astrophysics Data System (ADS)
Ardani, S.; Kaihatu, J. M.
2012-12-01
Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC
Bayesian approach to analyzing holograms of colloidal particles.
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 component separation: The Planck experience
NASA Astrophysics Data System (ADS)
Wehus, Ingunn Kathrine; Eriksen, Hans Kristian
2018-05-01
Bayesian component separation techniques have played a central role in the data reduction process of Planck. The most important strength of this approach is its global nature, in which a parametric and physical model is fitted to the data. Such physical modeling allows the user to constrain very general data models, and jointly probe cosmological, astrophysical and instrumental parameters. This approach also supports statistically robust goodness-of-fit tests in terms of data-minus-model residual maps, which are essential for identifying residual systematic effects in the data. The main challenges are high code complexity and computational cost. Whether or not these costs are justified for a given experiment depends on its final uncertainty budget. We therefore predict that the importance of Bayesian component separation techniques is likely to increase with time for intensity mapping experiments, similar to what has happened in the CMB field, as observational techniques mature, and their overall sensitivity improves.
Hulin, Anne; Blanchet, Benoît; Audard, Vincent; Barau, Caroline; Furlan, Valérie; Durrbach, Antoine; Taïeb, Fabrice; Lang, Philippe; Grimbert, Philippe; Tod, Michel
2009-04-01
A significant relationship between mycophenolic acid (MPA) area under the plasma concentration-time curve (AUC) and the risk for rejection has been reported. Based on 3 concentration measurements, 3 approaches have been proposed for the estimation of MPA AUC, involving either a multilinear regression approach model (MLRA) or a Bayesian estimation using either gamma absorption or zero-order absorption population models. The aim of the study was to compare the 3 approaches for the estimation of MPA AUC in 150 renal transplant patients treated with mycophenolate mofetil and tacrolimus. The population parameters were determined in 77 patients (learning study). The AUC estimation methods were compared in the learning population and in 73 patients from another center (validation study). In the latter study, the reference AUCs were estimated by the trapezoidal rule on 8 measurements. MPA concentrations were measured by liquid chromatography. The gamma absorption model gave the best fit. In the learning study, the AUCs estimated by both Bayesian methods were very similar, whereas the multilinear approach was highly correlated but yielded estimates about 20% lower than Bayesian methods. This resulted in dosing recommendations differing by 250 mg/12 h or more in 27% of cases. In the validation study, AUC estimates based on the Bayesian method with gamma absorption model and multilinear regression approach model were, respectively, 12% higher and 7% lower than the reference values. To conclude, the bicompartmental model with gamma absorption rate gave the best fit. The 3 AUC estimation methods are highly correlated but not concordant. For a given patient, the same estimation method should always be used.
Bayesian demography 250 years after Bayes
Bijak, Jakub; Bryant, John
2016-01-01
Bayesian statistics offers an alternative to classical (frequentist) statistics. It is distinguished by its use of probability distributions to describe uncertain quantities, which leads to elegant solutions to many difficult statistical problems. Although Bayesian demography, like Bayesian statistics more generally, is around 250 years old, only recently has it begun to flourish. The aim of this paper is to review the achievements of Bayesian demography, address some misconceptions, and make the case for wider use of Bayesian methods in population studies. We focus on three applications: demographic forecasts, limited data, and highly structured or complex models. The key advantages of Bayesian methods are the ability to integrate information from multiple sources and to describe uncertainty coherently. Bayesian methods also allow for including additional (prior) information next to the data sample. As such, Bayesian approaches are complementary to many traditional methods, which can be productively re-expressed in Bayesian terms. PMID:26902889
Applications of Bayesian spectrum representation in acoustics
NASA Astrophysics Data System (ADS)
Botts, Jonathan M.
This dissertation utilizes a Bayesian inference framework to enhance the solution of inverse problems where the forward model maps to acoustic spectra. A Bayesian solution to filter design inverts a acoustic spectra to pole-zero locations of a discrete-time filter model. Spatial sound field analysis with a spherical microphone array is a data analysis problem that requires inversion of spatio-temporal spectra to directions of arrival. As with many inverse problems, a probabilistic analysis results in richer solutions than can be achieved with ad-hoc methods. In the filter design problem, the Bayesian inversion results in globally optimal coefficient estimates as well as an estimate the most concise filter capable of representing the given spectrum, within a single framework. This approach is demonstrated on synthetic spectra, head-related transfer function spectra, and measured acoustic reflection spectra. The Bayesian model-based analysis of spatial room impulse responses is presented as an analogous problem with equally rich solution. The model selection mechanism provides an estimate of the number of arrivals, which is necessary to properly infer the directions of simultaneous arrivals. Although, spectrum inversion problems are fairly ubiquitous, the scope of this dissertation has been limited to these two and derivative problems. The Bayesian approach to filter design is demonstrated on an artificial spectrum to illustrate the model comparison mechanism and then on measured head-related transfer functions to show the potential range of application. Coupled with sampling methods, the Bayesian approach is shown to outperform least-squares filter design methods commonly used in commercial software, confirming the need for a global search of the parameter space. The resulting designs are shown to be comparable to those that result from global optimization methods, but the Bayesian approach has the added advantage of a filter length estimate within the same unified framework. The application to reflection data is useful for representing frequency-dependent impedance boundaries in finite difference acoustic simulations. Furthermore, since the filter transfer function is a parametric model, it can be modified to incorporate arbitrary frequency weighting and account for the band-limited nature of measured reflection spectra. Finally, the model is modified to compensate for dispersive error in the finite difference simulation, from the filter design process. Stemming from the filter boundary problem, the implementation of pressure sources in finite difference simulation is addressed in order to assure that schemes properly converge. A class of parameterized source functions is proposed and shown to offer straightforward control of residual error in the simulation. Guided by the notion that the solution to be approximated affects the approximation error, sources are designed which reduce residual dispersive error to the size of round-off errors. The early part of a room impulse response can be characterized by a series of isolated plane waves. Measured with an array of microphones, plane waves map to a directional response of the array or spatial intensity map. Probabilistic inversion of this response results in estimates of the number and directions of image source arrivals. The model-based inversion is shown to avoid ambiguities associated with peak-finding or inspection of the spatial intensity map. For this problem, determining the number of arrivals in a given frame is critical for properly inferring the state of the sound field. This analysis is effectively compression of the spatial room response, which is useful for analysis or encoding of the spatial sound field. Parametric, model-based formulations of these problems enhance the solution in all cases, and a Bayesian interpretation provides a principled approach to model comparison and parameter estimation. v
Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models
Plant, Nathaniel G.; Holland, K. Todd
2011-01-01
Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.
A new Bayesian recursive technique for parameter estimation
NASA Astrophysics Data System (ADS)
Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis
2006-08-01
The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.
NASA Astrophysics Data System (ADS)
Freni, Gabriele; Mannina, Giorgio
In urban drainage modelling, uncertainty analysis is of undoubted necessity. However, uncertainty analysis in urban water-quality modelling is still in its infancy and only few studies have been carried out. Therefore, several methodological aspects still need to be experienced and clarified especially regarding water quality modelling. The use of the Bayesian approach for uncertainty analysis has been stimulated by its rigorous theoretical framework and by the possibility of evaluating the impact of new knowledge on the modelling predictions. Nevertheless, the Bayesian approach relies on some restrictive hypotheses that are not present in less formal methods like the Generalised Likelihood Uncertainty Estimation (GLUE). One crucial point in the application of Bayesian method is the formulation of a likelihood function that is conditioned by the hypotheses made regarding model residuals. Statistical transformations, such as the use of Box-Cox equation, are generally used to ensure the homoscedasticity of residuals. However, this practice may affect the reliability of the analysis leading to a wrong uncertainty estimation. The present paper aims to explore the influence of the Box-Cox equation for environmental water quality models. To this end, five cases were considered one of which was the “real” residuals distributions (i.e. drawn from available data). The analysis was applied to the Nocella experimental catchment (Italy) which is an agricultural and semi-urbanised basin where two sewer systems, two wastewater treatment plants and a river reach were monitored during both dry and wet weather periods. The results show that the uncertainty estimation is greatly affected by residual transformation and a wrong assumption may also affect the evaluation of model uncertainty. The use of less formal methods always provide an overestimation of modelling uncertainty with respect to Bayesian method but such effect is reduced if a wrong assumption is made regarding the residuals distribution. If residuals are not normally distributed, the uncertainty is over-estimated if Box-Cox transformation is not applied or non-calibrated parameter is used.
ERIC Educational Resources Information Center
Doskey, Steven Craig
2014-01-01
This research presents an innovative means of gauging Systems Engineering effectiveness through a Systems Engineering Relative Effectiveness Index (SE REI) model. The SE REI model uses a Bayesian Belief Network to map causal relationships in government acquisitions of Complex Information Systems (CIS), enabling practitioners to identify and…
ERIC Educational Resources Information Center
De Bondt, Niki; Van Petegem, Peter
2017-01-01
The aim of this study is to investigate interrelationships between overexcitability and learning patterns from the perspective of personality development according to Dabrowski's theory of positive disintegration. To this end, Bayesian structural equation modeling (BSEM) is applied which allows for the simultaneous inclusion in the measurement…
CytoBayesJ: software tools for Bayesian analysis of cytogenetic radiation dosimetry data.
Ainsbury, Elizabeth A; Vinnikov, Volodymyr; Puig, Pedro; Maznyk, Nataliya; Rothkamm, Kai; Lloyd, David C
2013-08-30
A number of authors have suggested that a Bayesian approach may be most appropriate for analysis of cytogenetic radiation dosimetry data. In the Bayesian framework, probability of an event is described in terms of previous expectations and uncertainty. Previously existing, or prior, information is used in combination with experimental results to infer probabilities or the likelihood that a hypothesis is true. It has been shown that the Bayesian approach increases both the accuracy and quality assurance of radiation dose estimates. New software entitled CytoBayesJ has been developed with the aim of bringing Bayesian analysis to cytogenetic biodosimetry laboratory practice. CytoBayesJ takes a number of Bayesian or 'Bayesian like' methods that have been proposed in the literature and presents them to the user in the form of simple user-friendly tools, including testing for the most appropriate model for distribution of chromosome aberrations and calculations of posterior probability distributions. The individual tools are described in detail and relevant examples of the use of the methods and the corresponding CytoBayesJ software tools are given. In this way, the suitability of the Bayesian approach to biological radiation dosimetry is highlighted and its wider application encouraged by providing a user-friendly software interface and manual in English and Russian. Copyright © 2013 Elsevier B.V. All rights reserved.
NASA Astrophysics Data System (ADS)
Wellen, Christopher; Arhonditsis, George B.; Long, Tanya; Boyd, Duncan
2014-11-01
Spatially distributed nonpoint source watershed models are essential tools to estimate the magnitude and sources of diffuse pollution. However, little work has been undertaken to understand the sources and ramifications of the uncertainty involved in their use. In this study we conduct the first Bayesian uncertainty analysis of the water quality components of the SWAT model, one of the most commonly used distributed nonpoint source models. Working in Southern Ontario, we apply three Bayesian configurations for calibrating SWAT to Redhill Creek, an urban catchment, and Grindstone Creek, an agricultural one. We answer four interrelated questions: can SWAT determine suspended sediment sources with confidence when end of basin data is used for calibration? How does uncertainty propagate from the discharge submodel to the suspended sediment submodels? Do the estimated sediment sources vary when different calibration approaches are used? Can we combine the knowledge gained from different calibration approaches? We show that: (i) despite reasonable fit at the basin outlet, the simulated sediment sources are subject to uncertainty sufficient to undermine the typical approach of reliance on a single, best fit simulation; (ii) more than a third of the uncertainty of sediment load predictions may stem from the discharge submodel; (iii) estimated sediment sources do vary significantly across the three statistical configurations of model calibration despite end-of-basin predictions being virtually identical; and (iv) Bayesian model averaging is an approach that can synthesize predictions when a number of adequate distributed models make divergent source apportionments. We conclude with recommendations for future research to reduce the uncertainty encountered when using distributed nonpoint source models for source apportionment.
Discriminative Bayesian Dictionary Learning for Classification.
Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal
2016-12-01
We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a finite approximation of Beta Process. It also computes sets of Bernoulli distributions that associate class labels to the learned dictionary atoms. This association signifies the selection probabilities of the dictionary atoms in the expansion of class-specific data. Furthermore, the non-parametric character of the proposed approach allows it to infer the correct size of the dictionary. We exploit the aforementioned Bernoulli distributions in separately learning a linear classifier. The classifier uses the same hierarchical Bayesian model as the dictionary, which we present along the analytical inference solution for Gibbs sampling. For classification, a test instance is first sparsely encoded over the learned dictionary and the codes are fed to the classifier. We performed experiments for face and action recognition; and object and scene-category classification using five public datasets and compared the results with state-of-the-art discriminative sparse representation approaches. Experiments show that the proposed Bayesian approach consistently outperforms the existing approaches.
NASA Astrophysics Data System (ADS)
Gopalan, Giri; Hrafnkelsson, Birgir; Aðalgeirsdóttir, Guðfinna; Jarosch, Alexander H.; Pálsson, Finnur
2018-03-01
Bayesian hierarchical modeling can assist the study of glacial dynamics and ice flow properties. This approach will allow glaciologists to make fully probabilistic predictions for the thickness of a glacier at unobserved spatio-temporal coordinates, and it will also allow for the derivation of posterior probability distributions for key physical parameters such as ice viscosity and basal sliding. The goal of this paper is to develop a proof of concept for a Bayesian hierarchical model constructed, which uses exact analytical solutions for the shallow ice approximation (SIA) introduced by Bueler et al. (2005). A suite of test simulations utilizing these exact solutions suggests that this approach is able to adequately model numerical errors and produce useful physical parameter posterior distributions and predictions. A byproduct of the development of the Bayesian hierarchical model is the derivation of a novel finite difference method for solving the SIA partial differential equation (PDE). An additional novelty of this work is the correction of numerical errors induced through a numerical solution using a statistical model. This error correcting process models numerical errors that accumulate forward in time and spatial variation of numerical errors between the dome, interior, and margin of a glacier.
A Survey of Model Evaluation Approaches with a Tutorial on Hierarchical Bayesian Methods
ERIC Educational Resources Information Center
Shiffrin, Richard M.; Lee, Michael D.; Kim, Woojae; Wagenmakers, Eric-Jan
2008-01-01
This article reviews current methods for evaluating models in the cognitive sciences, including theoretically based approaches, such as Bayes factors and minimum description length measures; simulation approaches, including model mimicry evaluations; and practical approaches, such as validation and generalization measures. This article argues…
Bartlett, Jonathan W; Keogh, Ruth H
2018-06-01
Bayesian approaches for handling covariate measurement error are well established and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper, we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibration, arguably the most commonly adopted approach. We then argue why the Bayesian approach has a number of statistical advantages compared to regression calibration and demonstrate that implementing the Bayesian approach is usually quite feasible for the analyst. Next, we describe the closely related maximum likelihood and multiple imputation approaches and explain why we believe the Bayesian approach to generally be preferable. We then empirically compare the frequentist properties of regression calibration and the Bayesian approach through simulation studies. The flexibility of the Bayesian approach to handle both measurement error and missing data is then illustrated through an analysis of data from the Third National Health and Nutrition Examination Survey.
NASA Astrophysics Data System (ADS)
Kim, Seongryong; Tkalčić, Hrvoje; Mustać, Marija; Rhie, Junkee; Ford, Sean
2016-04-01
A framework is presented within which we provide rigorous estimations for seismic sources and structures in the Northeast Asia. We use Bayesian inversion methods, which enable statistical estimations of models and their uncertainties based on data information. Ambiguities in error statistics and model parameterizations are addressed by hierarchical and trans-dimensional (trans-D) techniques, which can be inherently implemented in the Bayesian inversions. Hence reliable estimation of model parameters and their uncertainties is possible, thus avoiding arbitrary regularizations and parameterizations. Hierarchical and trans-D inversions are performed to develop a three-dimensional velocity model using ambient noise data. To further improve the model, we perform joint inversions with receiver function data using a newly developed Bayesian method. For the source estimation, a novel moment tensor inversion method is presented and applied to regional waveform data of the North Korean nuclear explosion tests. By the combination of new Bayesian techniques and the structural model, coupled with meaningful uncertainties related to each of the processes, more quantitative monitoring and discrimination of seismic events is possible.
Modular analysis of the probabilistic genetic interaction network.
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.
Maximum Entropy Discrimination Poisson Regression for Software Reliability Modeling.
Chatzis, Sotirios P; Andreou, Andreas S
2015-11-01
Reliably predicting software defects is one of the most significant tasks in software engineering. Two of the major components of modern software reliability modeling approaches are: 1) extraction of salient features for software system representation, based on appropriately designed software metrics and 2) development of intricate regression models for count data, to allow effective software reliability data modeling and prediction. Surprisingly, research in the latter frontier of count data regression modeling has been rather limited. More specifically, a lack of simple and efficient algorithms for posterior computation has made the Bayesian approaches appear unattractive, and thus underdeveloped in the context of software reliability modeling. In this paper, we try to address these issues by introducing a novel Bayesian regression model for count data, based on the concept of max-margin data modeling, effected in the context of a fully Bayesian model treatment with simple and efficient posterior distribution updates. Our novel approach yields a more discriminative learning technique, making more effective use of our training data during model inference. In addition, it allows of better handling uncertainty in the modeled data, which can be a significant problem when the training data are limited. We derive elegant inference algorithms for our model under the mean-field paradigm and exhibit its effectiveness using the publicly available benchmark data sets.
Kärkkäinen, Hanni P; Sillanpää, Mikko J
2013-09-04
Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed.
Kärkkäinen, Hanni P.; Sillanpää, Mikko J.
2013-01-01
Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed. PMID:23821618
Bayesian Analysis of Biogeography when the Number of Areas is Large
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
NASA Astrophysics Data System (ADS)
Melendez, Jordan; Wesolowski, Sarah; Furnstahl, Dick
2017-09-01
Chiral effective field theory (EFT) predictions are necessarily truncated at some order in the EFT expansion, which induces an error that must be quantified for robust statistical comparisons to experiment. A Bayesian model yields posterior probability distribution functions for these errors based on expectations of naturalness encoded in Bayesian priors and the observed order-by-order convergence pattern of the EFT. As a general example of a statistical approach to truncation errors, the model was applied to chiral EFT for neutron-proton scattering using various semi-local potentials of Epelbaum, Krebs, and Meißner (EKM). Here we discuss how our model can learn correlation information from the data and how to perform Bayesian model checking to validate that the EFT is working as advertised. Supported in part by NSF PHY-1614460 and DOE NUCLEI SciDAC DE-SC0008533.
Bayesian-information-gap decision theory with an application to CO 2 sequestration
O'Malley, D.; Vesselinov, V. V.
2015-09-04
Decisions related to subsurface engineering problems such as groundwater management, fossil fuel production, and geologic carbon sequestration are frequently challenging because of an overabundance of uncertainties (related to conceptualizations, parameters, observations, etc.). Because of the importance of these problems to agriculture, energy, and the climate (respectively), good decisions that are scientifically defensible must be made despite the uncertainties. We describe a general approach to making decisions for challenging problems such as these in the presence of severe uncertainties that combines probabilistic and non-probabilistic methods. The approach uses Bayesian sampling to assess parametric uncertainty and Information-Gap Decision Theory (IGDT) to addressmore » model inadequacy. The combined approach also resolves an issue that frequently arises when applying Bayesian methods to real-world engineering problems related to the enumeration of possible outcomes. In the case of zero non-probabilistic uncertainty, the method reduces to a Bayesian method. Lastly, to illustrate the approach, we apply it to a site-selection decision for geologic CO 2 sequestration.« less
K-ε Turbulence Model Parameter Estimates Using an Approximate Self-similar Jet-in-Crossflow Solution
DeChant, Lawrence; Ray, Jaideep; Lefantzi, Sophia; ...
2017-06-09
The k-ε turbulence model has been described as perhaps “the most widely used complete turbulence model.” This family of heuristic Reynolds Averaged Navier-Stokes (RANS) turbulence closures is supported by a suite of model parameters that have been estimated by demanding the satisfaction of well-established canonical flows such as homogeneous shear flow, log-law behavior, etc. While this procedure does yield a set of so-called nominal parameters, it is abundantly clear that they do not provide a universally satisfactory turbulence model that is capable of simulating complex flows. Recent work on the Bayesian calibration of the k-ε model using jet-in-crossflow wind tunnelmore » data has yielded parameter estimates that are far more predictive than nominal parameter values. In this paper, we develop a self-similar asymptotic solution for axisymmetric jet-in-crossflow interactions and derive analytical estimates of the parameters that were inferred using Bayesian calibration. The self-similar method utilizes a near field approach to estimate the turbulence model parameters while retaining the classical far-field scaling to model flow field quantities. Our parameter values are seen to be far more predictive than the nominal values, as checked using RANS simulations and experimental measurements. They are also closer to the Bayesian estimates than the nominal parameters. A traditional simplified jet trajectory model is explicitly related to the turbulence model parameters and is shown to yield good agreement with measurement when utilizing the analytical derived turbulence model coefficients. Finally, the close agreement between the turbulence model coefficients obtained via Bayesian calibration and the analytically estimated coefficients derived in this paper is consistent with the contention that the Bayesian calibration approach is firmly rooted in the underlying physical description.« less
Technical note: Bayesian calibration of dynamic ruminant nutrition models.
Reed, K F; Arhonditsis, G B; France, J; Kebreab, E
2016-08-01
Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.
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).
Recursive Bayesian recurrent neural networks for time-series modeling.
Mirikitani, Derrick T; Nikolaev, Nikolay
2010-02-01
This paper develops a probabilistic approach to recursive second-order training of recurrent neural networks (RNNs) for improved time-series modeling. A general recursive Bayesian Levenberg-Marquardt algorithm is derived to sequentially update the weights and the covariance (Hessian) matrix. The main strengths of the approach are a principled handling of the regularization hyperparameters that leads to better generalization, and stable numerical performance. The framework involves the adaptation of a noise hyperparameter and local weight prior hyperparameters, which represent the noise in the data and the uncertainties in the model parameters. Experimental investigations using artificial and real-world data sets show that RNNs equipped with the proposed approach outperform standard real-time recurrent learning and extended Kalman training algorithms for recurrent networks, as well as other contemporary nonlinear neural models, on time-series modeling.
NASA Technical Reports Server (NTRS)
He, Yuning
2015-01-01
The behavior of complex aerospace systems is governed by numerous parameters. For safety analysis it is important to understand how the system behaves with respect to these parameter values. In particular, understanding the boundaries between safe and unsafe regions is of major importance. In this paper, we describe a hierarchical Bayesian statistical modeling approach for the online detection and characterization of such boundaries. Our method for classification with active learning uses a particle filter-based model and a boundary-aware metric for best performance. From a library of candidate shapes incorporated with domain expert knowledge, the location and parameters of the boundaries are estimated using advanced Bayesian modeling techniques. The results of our boundary analysis are then provided in a form understandable by the domain expert. We illustrate our approach using a simulation model of a NASA neuro-adaptive flight control system, as well as a system for the detection of separation violations in the terminal airspace.
2016-05-31
and included explosives such as TATP, HMTD, RDX, RDX, ammonium nitrate , potassium perchlorate, potassium nitrate , sugar, and TNT. The approach...Distribution Unlimited UU UU UU UU 31-05-2016 15-Apr-2014 14-Jan-2015 Final Report: Technical Topic 3.2.2. d Bayesian and Non- parametric Statistics...of Papers published in non peer-reviewed journals: Final Report: Technical Topic 3.2.2. d Bayesian and Non-parametric Statistics: Integration of Neural
ERIC Educational Resources Information Center
Bekele, Rahel; McPherson, Maggie
2011-01-01
This research work presents a Bayesian Performance Prediction Model that was created in order to determine the strength of personality traits in predicting the level of mathematics performance of high school students in Addis Ababa. It is an automated tool that can be used to collect information from students for the purpose of effective group…
A comment on priors for Bayesian occupancy models.
Northrup, Joseph M; Gerber, Brian D
2018-01-01
Understanding patterns of species occurrence and the processes underlying these patterns is fundamental to the study of ecology. One of the more commonly used approaches to investigate species occurrence patterns is occupancy modeling, which can account for imperfect detection of a species during surveys. In recent years, there has been a proliferation of Bayesian modeling in ecology, which includes fitting Bayesian occupancy models. The Bayesian framework is appealing to ecologists for many reasons, including the ability to incorporate prior information through the specification of prior distributions on parameters. While ecologists almost exclusively intend to choose priors so that they are "uninformative" or "vague", such priors can easily be unintentionally highly informative. Here we report on how the specification of a "vague" normally distributed (i.e., Gaussian) prior on coefficients in Bayesian occupancy models can unintentionally influence parameter estimation. Using both simulated data and empirical examples, we illustrate how this issue likely compromises inference about species-habitat relationships. While the extent to which these informative priors influence inference depends on the data set, researchers fitting Bayesian occupancy models should conduct sensitivity analyses to ensure intended inference, or employ less commonly used priors that are less informative (e.g., logistic or t prior distributions). We provide suggestions for addressing this issue in occupancy studies, and an online tool for exploring this issue under different contexts.
Overlapping community detection in weighted networks via a Bayesian approach
NASA Astrophysics Data System (ADS)
Chen, Yi; Wang, Xiaolong; Xiang, Xin; Tang, Buzhou; Chen, Qingcai; Fan, Shixi; Bu, Junzhao
2017-02-01
Complex networks as a powerful way to represent complex systems have been widely studied during the past several years. One of the most important tasks of complex network analysis is to detect communities embedded in networks. In the real world, weighted networks are very common and may contain overlapping communities where a node is allowed to belong to multiple communities. In this paper, we propose a novel Bayesian approach, called the Bayesian mixture network (BMN) model, to detect overlapping communities in weighted networks. The advantages of our method are (i) providing soft-partition solutions in weighted networks; (ii) providing soft memberships, which quantify 'how strongly' a node belongs to a community. Experiments on a large number of real and synthetic networks show that our model has the ability in detecting overlapping communities in weighted networks and is competitive with other state-of-the-art models at shedding light on community partition.
Approximate Bayesian computation for spatial SEIR(S) epidemic models.
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.
Bayesian approach for counting experiment statistics applied to a neutrino point source analysis
NASA Astrophysics Data System (ADS)
Bose, D.; Brayeur, L.; Casier, M.; de Vries, K. D.; Golup, G.; van Eijndhoven, N.
2013-12-01
In this paper we present a model independent analysis method following Bayesian statistics to analyse data from a generic counting experiment and apply it to the search for neutrinos from point sources. We discuss a test statistic defined following a Bayesian framework that will be used in the search for a signal. In case no signal is found, we derive an upper limit without the introduction of approximations. The Bayesian approach allows us to obtain the full probability density function for both the background and the signal rate. As such, we have direct access to any signal upper limit. The upper limit derivation directly compares with a frequentist approach and is robust in the case of low-counting observations. Furthermore, it allows also to account for previous upper limits obtained by other analyses via the concept of prior information without the need of the ad hoc application of trial factors. To investigate the validity of the presented Bayesian approach, we have applied this method to the public IceCube 40-string configuration data for 10 nearby blazars and we have obtained a flux upper limit, which is in agreement with the upper limits determined via a frequentist approach. Furthermore, the upper limit obtained compares well with the previously published result of IceCube, using the same data set.
Cai, C; Rodet, T; Legoupil, S; Mohammad-Djafari, A
2013-11-01
Dual-energy computed tomography (DECT) makes it possible to get two fractions of basis materials without segmentation. One is the soft-tissue equivalent water fraction and the other is the hard-matter equivalent bone fraction. Practical DECT measurements are usually obtained with polychromatic x-ray beams. Existing reconstruction approaches based on linear forward models without counting the beam polychromaticity fail to estimate the correct decomposition fractions and result in beam-hardening artifacts (BHA). The existing BHA correction approaches either need to refer to calibration measurements or suffer from the noise amplification caused by the negative-log preprocessing and the ill-conditioned water and bone separation problem. To overcome these problems, statistical DECT reconstruction approaches based on nonlinear forward models counting the beam polychromaticity show great potential for giving accurate fraction images. This work proposes a full-spectral Bayesian reconstruction approach which allows the reconstruction of high quality fraction images from ordinary polychromatic measurements. This approach is based on a Gaussian noise model with unknown variance assigned directly to the projections without taking negative-log. Referring to Bayesian inferences, the decomposition fractions and observation variance are estimated by using the joint maximum a posteriori (MAP) estimation method. Subject to an adaptive prior model assigned to the variance, the joint estimation problem is then simplified into a single estimation problem. It transforms the joint MAP estimation problem into a minimization problem with a nonquadratic cost function. To solve it, the use of a monotone conjugate gradient algorithm with suboptimal descent steps is proposed. The performance of the proposed approach is analyzed with both simulated and experimental data. The results show that the proposed Bayesian approach is robust to noise and materials. It is also necessary to have the accurate spectrum information about the source-detector system. When dealing with experimental data, the spectrum can be predicted by a Monte Carlo simulator. For the materials between water and bone, less than 5% separation errors are observed on the estimated decomposition fractions. The proposed approach is a statistical reconstruction approach based on a nonlinear forward model counting the full beam polychromaticity and applied directly to the projections without taking negative-log. Compared to the approaches based on linear forward models and the BHA correction approaches, it has advantages in noise robustness and reconstruction accuracy.
Ortega, Alonso; Labrenz, Stephan; Markowitsch, Hans J; Piefke, Martina
2013-01-01
In the last decade, different statistical techniques have been introduced to improve assessment of malingering-related poor effort. In this context, we have recently shown preliminary evidence that a Bayesian latent group model may help to optimize classification accuracy using a simulation research design. In the present study, we conducted two analyses. Firstly, we evaluated how accurately this Bayesian approach can distinguish between participants answering in an honest way (honest response group) and participants feigning cognitive impairment (experimental malingering group). Secondly, we tested the accuracy of our model in the differentiation between patients who had real cognitive deficits (cognitively impaired group) and participants who belonged to the experimental malingering group. All Bayesian analyses were conducted using the raw scores of a visual recognition forced-choice task (2AFC), the Test of Memory Malingering (TOMM, Trial 2), and the Word Memory Test (WMT, primary effort subtests). The first analysis showed 100% accuracy for the Bayesian model in distinguishing participants of both groups with all effort measures. The second analysis showed outstanding overall accuracy of the Bayesian model when estimates were obtained from the 2AFC and the TOMM raw scores. Diagnostic accuracy of the Bayesian model diminished when using the WMT total raw scores. Despite, overall diagnostic accuracy can still be considered excellent. The most plausible explanation for this decrement is the low performance in verbal recognition and fluency tasks of some patients of the cognitively impaired group. Additionally, the Bayesian model provides individual estimates, p(zi |D), of examinees' effort levels. In conclusion, both high classification accuracy levels and Bayesian individual estimates of effort may be very useful for clinicians when assessing for effort in medico-legal settings.
A Bayesian Approach to Interactive Retrieval
ERIC Educational Resources Information Center
Tague, Jean M.
1973-01-01
A probabilistic model for interactive retrieval is presented. Bayesian statistical decision theory principles are applied: use of prior and sample information about the relationship of document descriptions to query relevance; maximization of expected value of a utility function, to the problem of optimally restructuring search strategies in an…
A BAYESIAN STATISTICAL APPROACH FOR THE EVALUATION OF CMAQ
Bayesian statistical methods are used to evaluate Community Multiscale Air Quality (CMAQ) model simulations of sulfate aerosol over a section of the eastern US for 4-week periods in summer and winter 2001. The observed data come from two U.S. Environmental Protection Agency data ...
On-line Bayesian model updating for structural health monitoring
NASA Astrophysics Data System (ADS)
Rocchetta, Roberto; Broggi, Matteo; Huchet, Quentin; Patelli, Edoardo
2018-03-01
Fatigue induced cracks is a dangerous failure mechanism which affects mechanical components subject to alternating load cycles. System health monitoring should be adopted to identify cracks which can jeopardise the structure. Real-time damage detection may fail in the identification of the cracks due to different sources of uncertainty which have been poorly assessed or even fully neglected. In this paper, a novel efficient and robust procedure is used for the detection of cracks locations and lengths in mechanical components. A Bayesian model updating framework is employed, which allows accounting for relevant sources of uncertainty. The idea underpinning the approach is to identify the most probable crack consistent with the experimental measurements. To tackle the computational cost of the Bayesian approach an emulator is adopted for replacing the computationally costly Finite Element model. To improve the overall robustness of the procedure, different numerical likelihoods, measurement noises and imprecision in the value of model parameters are analysed and their effects quantified. The accuracy of the stochastic updating and the efficiency of the numerical procedure are discussed. An experimental aluminium frame and on a numerical model of a typical car suspension arm are used to demonstrate the applicability of the approach.
Statistical Surrogate Modeling of Atmospheric Dispersion Events Using Bayesian Adaptive Splines
NASA Astrophysics Data System (ADS)
Francom, D.; Sansó, B.; Bulaevskaya, V.; Lucas, D. D.
2016-12-01
Uncertainty in the inputs of complex computer models, including atmospheric dispersion and transport codes, is often assessed via statistical surrogate models. Surrogate models are computationally efficient statistical approximations of expensive computer models that enable uncertainty analysis. We introduce Bayesian adaptive spline methods for producing surrogate models that capture the major spatiotemporal patterns of the parent model, while satisfying all the necessities of flexibility, accuracy and computational feasibility. We present novel methodological and computational approaches motivated by a controlled atmospheric tracer release experiment conducted at the Diablo Canyon nuclear power plant in California. Traditional methods for building statistical surrogate models often do not scale well to experiments with large amounts of data. Our approach is well suited to experiments involving large numbers of model inputs, large numbers of simulations, and functional output for each simulation. Our approach allows us to perform global sensitivity analysis with ease. We also present an approach to calibration of simulators using field data.
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.
MapReduce Based Parallel Bayesian Network for Manufacturing Quality Control
NASA Astrophysics Data System (ADS)
Zheng, Mao-Kuan; Ming, Xin-Guo; Zhang, Xian-Yu; Li, Guo-Ming
2017-09-01
Increasing complexity of industrial products and manufacturing processes have challenged conventional statistics based quality management approaches in the circumstances of dynamic production. A Bayesian network and big data analytics integrated approach for manufacturing process quality analysis and control is proposed. Based on Hadoop distributed architecture and MapReduce parallel computing model, big volume and variety quality related data generated during the manufacturing process could be dealt with. Artificial intelligent algorithms, including Bayesian network learning, classification and reasoning, are embedded into the Reduce process. Relying on the ability of the Bayesian network in dealing with dynamic and uncertain problem and the parallel computing power of MapReduce, Bayesian network of impact factors on quality are built based on prior probability distribution and modified with posterior probability distribution. A case study on hull segment manufacturing precision management for ship and offshore platform building shows that computing speed accelerates almost directly proportionally to the increase of computing nodes. It is also proved that the proposed model is feasible for locating and reasoning of root causes, forecasting of manufacturing outcome, and intelligent decision for precision problem solving. The integration of bigdata analytics and BN method offers a whole new perspective in manufacturing quality control.
Application of a predictive Bayesian model to environmental accounting.
Anex, R P; Englehardt, J D
2001-03-30
Environmental accounting techniques are intended to capture important environmental costs and benefits that are often overlooked in standard accounting practices. Environmental accounting methods themselves often ignore or inadequately represent large but highly uncertain environmental costs and costs conditioned by specific prior events. Use of a predictive Bayesian model is demonstrated for the assessment of such highly uncertain environmental and contingent costs. The predictive Bayesian approach presented generates probability distributions for the quantity of interest (rather than parameters thereof). A spreadsheet implementation of a previously proposed predictive Bayesian model, extended to represent contingent costs, is described and used to evaluate whether a firm should undertake an accelerated phase-out of its PCB containing transformers. Variability and uncertainty (due to lack of information) in transformer accident frequency and severity are assessed simultaneously using a combination of historical accident data, engineering model-based cost estimates, and subjective judgement. Model results are compared using several different risk measures. Use of the model for incorporation of environmental risk management into a company's overall risk management strategy is discussed.
Model selection and Bayesian inference for high-resolution seabed reflection inversion.
Dettmer, Jan; Dosso, Stan E; Holland, Charles W
2009-02-01
This paper applies Bayesian inference, including model selection and posterior parameter inference, to inversion of seabed reflection data to resolve sediment structure at a spatial scale below the pulse length of the acoustic source. A practical approach to model selection is used, employing the Bayesian information criterion to decide on the number of sediment layers needed to sufficiently fit the data while satisfying parsimony to avoid overparametrization. Posterior parameter inference is carried out using an efficient Metropolis-Hastings algorithm for high-dimensional models, and results are presented as marginal-probability depth distributions for sound velocity, density, and attenuation. The approach is applied to plane-wave reflection-coefficient inversion of single-bounce data collected on the Malta Plateau, Mediterranean Sea, which indicate complex fine structure close to the water-sediment interface. This fine structure is resolved in the geoacoustic inversion results in terms of four layers within the upper meter of sediments. The inversion results are in good agreement with parameter estimates from a gravity core taken at the experiment site.
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
Carabin, Hélène; Escalona, Marisela; Marshall, Clare; Vivas-Martínez, Sarai; Botto, Carlos; Joseph, Lawrence; Basáñez, María-Gloria
2003-01-01
OBJECTIVE: To develop a Bayesian hierarchical model for human onchocerciasis with which to explore the factors that influence prevalence of microfilariae in the Amazonian focus of onchocerciasis and predict the probability of any community being at least mesoendemic (>20% prevalence of microfilariae), and thus in need of priority ivermectin treatment. METHODS: Models were developed with data from 732 individuals aged > or =15 years who lived in 29 Yanomami communities along four rivers of the south Venezuelan Orinoco basin. The models' abilities to predict prevalences of microfilariae in communities were compared. The deviance information criterion, Bayesian P-values, and residual values were used to select the best model with an approximate cross-validation procedure. FINDINGS: A three-level model that acknowledged clustering of infection within communities performed best, with host age and sex included at the individual level, a river-dependent altitude effect at the community level, and additional clustering of communities along rivers. This model correctly classified 25/29 (86%) villages with respect to their need for priority ivermectin treatment. CONCLUSION: Bayesian methods are a flexible and useful approach for public health research and control planning. Our model acknowledges the clustering of infection within communities, allows investigation of links between individual- or community-specific characteristics and infection, incorporates additional uncertainty due to missing covariate data, and informs policy decisions by predicting the probability that a new community is at least mesoendemic. PMID:12973640
Carabin, Hélène; Escalona, Marisela; Marshall, Clare; Vivas-Martínez, Sarai; Botto, Carlos; Joseph, Lawrence; Basáñez, María-Gloria
2003-01-01
To develop a Bayesian hierarchical model for human onchocerciasis with which to explore the factors that influence prevalence of microfilariae in the Amazonian focus of onchocerciasis and predict the probability of any community being at least mesoendemic (>20% prevalence of microfilariae), and thus in need of priority ivermectin treatment. Models were developed with data from 732 individuals aged > or =15 years who lived in 29 Yanomami communities along four rivers of the south Venezuelan Orinoco basin. The models' abilities to predict prevalences of microfilariae in communities were compared. The deviance information criterion, Bayesian P-values, and residual values were used to select the best model with an approximate cross-validation procedure. A three-level model that acknowledged clustering of infection within communities performed best, with host age and sex included at the individual level, a river-dependent altitude effect at the community level, and additional clustering of communities along rivers. This model correctly classified 25/29 (86%) villages with respect to their need for priority ivermectin treatment. Bayesian methods are a flexible and useful approach for public health research and control planning. Our model acknowledges the clustering of infection within communities, allows investigation of links between individual- or community-specific characteristics and infection, incorporates additional uncertainty due to missing covariate data, and informs policy decisions by predicting the probability that a new community is at least mesoendemic.
How Recent History Affects Perception: The Normative Approach and Its Heuristic Approximation
Raviv, Ofri; Ahissar, Merav; Loewenstein, Yonatan
2012-01-01
There is accumulating evidence that prior knowledge about expectations plays an important role in perception. The Bayesian framework is the standard computational approach to explain how prior knowledge about the distribution of expected stimuli is incorporated with noisy observations in order to improve performance. However, it is unclear what information about the prior distribution is acquired by the perceptual system over short periods of time and how this information is utilized in the process of perceptual decision making. Here we address this question using a simple two-tone discrimination task. We find that the “contraction bias”, in which small magnitudes are overestimated and large magnitudes are underestimated, dominates the pattern of responses of human participants. This contraction bias is consistent with the Bayesian hypothesis in which the true prior information is available to the decision-maker. However, a trial-by-trial analysis of the pattern of responses reveals that the contribution of most recent trials to performance is overweighted compared with the predictions of a standard Bayesian model. Moreover, we study participants' performance in a-typical distributions of stimuli and demonstrate substantial deviations from the ideal Bayesian detector, suggesting that the brain utilizes a heuristic approximation of the Bayesian inference. We propose a biologically plausible model, in which decision in the two-tone discrimination task is based on a comparison between the second tone and an exponentially-decaying average of the first tone and past tones. We show that this model accounts for both the contraction bias and the deviations from the ideal Bayesian detector hypothesis. These findings demonstrate the power of Bayesian-like heuristics in the brain, as well as their limitations in their failure to fully adapt to novel environments. PMID:23133343
Fast model updating coupling Bayesian inference and PGD model reduction
NASA Astrophysics Data System (ADS)
Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic
2018-04-01
The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.
NASA Astrophysics Data System (ADS)
Farrell, Kathryn; Oden, J. Tinsley; Faghihi, Danial
2015-08-01
A general adaptive modeling algorithm for selection and validation of coarse-grained models of atomistic systems is presented. A Bayesian framework is developed to address uncertainties in parameters, data, and model selection. Algorithms for computing output sensitivities to parameter variances, model evidence and posterior model plausibilities for given data, and for computing what are referred to as Occam Categories in reference to a rough measure of model simplicity, make up components of the overall approach. Computational results are provided for representative applications.
Capturing changes in flood risk with Bayesian approaches for flood damage assessment
NASA Astrophysics Data System (ADS)
Vogel, Kristin; Schröter, Kai; Kreibich, Heidi; Thieken, Annegret; Müller, Meike; Sieg, Tobias; Laudan, Jonas; Kienzler, Sarah; Weise, Laura; Merz, Bruno; Scherbaum, Frank
2016-04-01
Flood risk is a function of hazard as well as of exposure and vulnerability. All three components are under change over space and time and have to be considered for reliable damage estimations and risk analyses, since this is the basis for an efficient, adaptable risk management. Hitherto, models for estimating flood damage are comparatively simple and cannot sufficiently account for changing conditions. The Bayesian network approach allows for a multivariate modeling of complex systems without relying on expert knowledge about physical constraints. In a Bayesian network each model component is considered to be a random variable. The way of interactions between those variables can be learned from observations or be defined by expert knowledge. Even a combination of both is possible. Moreover, the probabilistic framework captures uncertainties related to the prediction and provides a probability distribution for the damage instead of a point estimate. The graphical representation of Bayesian networks helps to study the change of probabilities for changing circumstances and may thus simplify the communication between scientists and public authorities. In the framework of the DFG-Research Training Group "NatRiskChange" we aim to develop Bayesian networks for flood damage and vulnerability assessments of residential buildings and companies under changing conditions. A Bayesian network learned from data, collected over the last 15 years in flooded regions in the Elbe and Danube catchments (Germany), reveals the impact of many variables like building characteristics, precaution and warning situation on flood damage to residential buildings. While the handling of incomplete and hybrid (discrete mixed with continuous) data are the most challenging issues in the study on residential buildings, a similar study, that focuses on the vulnerability of small to medium sized companies, bears new challenges. Relying on a much smaller data set for the determination of the model parameters, overly complex models should be avoided. A so called Markov Blanket approach aims at the identification of the most relevant factors and constructs a Bayesian network based on those findings. With our approach we want to exploit a major advantage of Bayesian networks which is their ability to consider dependencies not only pairwise, but to capture the joint effects and interactions of driving forces. Hence, the flood damage network does not only show the impact of precaution on the building damage separately, but also reveals the mutual effects of precaution and the quality of warning for a variety of flood settings. Thus, it allows for a consideration of changing conditions and different courses of action and forms a novel and valuable tool for decision support. This study is funded by the Deutsche Forschungsgemeinschaft (DFG) within the research training program GRK 2043/1 "NatRiskChange - Natural hazards and risks in a changing world" at the University of Potsdam.
Predicting Mycobacterium tuberculosis Complex Clades Using Knowledge-Based Bayesian Networks
Bennett, Kristin P.
2014-01-01
We develop a novel approach for incorporating expert rules into Bayesian networks for classification of Mycobacterium tuberculosis complex (MTBC) clades. The proposed knowledge-based Bayesian network (KBBN) treats sets of expert rules as prior distributions on the classes. Unlike prior knowledge-based support vector machine approaches which require rules expressed as polyhedral sets, KBBN directly incorporates the rules without any modification. KBBN uses data to refine rule-based classifiers when the rule set is incomplete or ambiguous. We develop a predictive KBBN model for 69 MTBC clades found in the SITVIT international collection. We validate the approach using two testbeds that model knowledge of the MTBC obtained from two different experts and large DNA fingerprint databases to predict MTBC genetic clades and sublineages. These models represent strains of MTBC using high-throughput biomarkers called spacer oligonucleotide types (spoligotypes), since these are routinely gathered from MTBC isolates of tuberculosis (TB) patients. Results show that incorporating rules into problems can drastically increase classification accuracy if data alone are insufficient. The SITVIT KBBN is publicly available for use on the World Wide Web. PMID:24864238
Integrated Software Health Management for Aircraft GN and C
NASA Technical Reports Server (NTRS)
Schumann, Johann; Mengshoel, Ole
2011-01-01
Modern aircraft rely heavily on dependable operation of many safety-critical software components. Despite careful design, verification and validation (V&V), on-board software can fail with disastrous consequences if it encounters problematic software/hardware interaction or must operate in an unexpected environment. We are using a Bayesian approach to monitor the software and its behavior during operation and provide up-to-date information about the health of the software and its components. The powerful reasoning mechanism provided by our model-based Bayesian approach makes reliable diagnosis of the root causes possible and minimizes the number of false alarms. Compilation of the Bayesian model into compact arithmetic circuits makes SWHM feasible even on platforms with limited CPU power. We show initial results of SWHM on a small simulator of an embedded aircraft software system, where software and sensor faults can be injected.
Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes.
Xu, Xiaoguang; Kypraios, Theodore; O'Neill, Philip D
2016-10-01
This paper considers novel Bayesian non-parametric methods for stochastic epidemic models. Many standard modeling and data analysis methods use underlying assumptions (e.g. concerning the rate at which new cases of disease will occur) which are rarely challenged or tested in practice. To relax these assumptions, we develop a Bayesian non-parametric approach using Gaussian Processes, specifically to estimate the infection process. The methods are illustrated with both simulated and real data sets, the former illustrating that the methods can recover the true infection process quite well in practice, and the latter illustrating that the methods can be successfully applied in different settings. © The Author 2016. Published by Oxford University Press.
NASA Astrophysics Data System (ADS)
Skataric, Maja; Bose, Sandip; Zeroug, Smaine; Tilke, Peter
2017-02-01
It is not uncommon in the field of non-destructive evaluation that multiple measurements encompassing a variety of modalities are available for analysis and interpretation for determining the underlying states of nature of the materials or parts being tested. Despite and sometimes due to the richness of data, significant challenges arise in the interpretation manifested as ambiguities and inconsistencies due to various uncertain factors in the physical properties (inputs), environment, measurement device properties, human errors, and the measurement data (outputs). Most of these uncertainties cannot be described by any rigorous mathematical means, and modeling of all possibilities is usually infeasible for many real time applications. In this work, we will discuss an approach based on Hierarchical Bayesian Graphical Models (HBGM) for the improved interpretation of complex (multi-dimensional) problems with parametric uncertainties that lack usable physical models. In this setting, the input space of the physical properties is specified through prior distributions based on domain knowledge and expertise, which are represented as Gaussian mixtures to model the various possible scenarios of interest for non-destructive testing applications. Forward models are then used offline to generate the expected distribution of the proposed measurements which are used to train a hierarchical Bayesian network. In Bayesian analysis, all model parameters are treated as random variables, and inference of the parameters is made on the basis of posterior distribution given the observed data. Learned parameters of the posterior distribution obtained after the training can therefore be used to build an efficient classifier for differentiating new observed data in real time on the basis of pre-trained models. We will illustrate the implementation of the HBGM approach to ultrasonic measurements used for cement evaluation of cased wells in the oil industry.
A Bayesian Approach to Model Selection in Hierarchical Mixtures-of-Experts Architectures.
Tanner, Martin A.; Peng, Fengchun; Jacobs, Robert A.
1997-03-01
There does not exist a statistical model that shows good performance on all tasks. Consequently, the model selection problem is unavoidable; investigators must decide which model is best at summarizing the data for each task of interest. This article presents an approach to the model selection problem in hierarchical mixtures-of-experts architectures. These architectures combine aspects of generalized linear models with those of finite mixture models in order to perform tasks via a recursive "divide-and-conquer" strategy. Markov chain Monte Carlo methodology is used to estimate the distribution of the architectures' parameters. One part of our approach to model selection attempts to estimate the worth of each component of an architecture so that relatively unused components can be pruned from the architecture's structure. A second part of this approach uses a Bayesian hypothesis testing procedure in order to differentiate inputs that carry useful information from nuisance inputs. Simulation results suggest that the approach presented here adheres to the dictum of Occam's razor; simple architectures that are adequate for summarizing the data are favored over more complex structures. Copyright 1997 Elsevier Science Ltd. All Rights Reserved.
A comment on priors for Bayesian occupancy models
Gerber, Brian D.
2018-01-01
Understanding patterns of species occurrence and the processes underlying these patterns is fundamental to the study of ecology. One of the more commonly used approaches to investigate species occurrence patterns is occupancy modeling, which can account for imperfect detection of a species during surveys. In recent years, there has been a proliferation of Bayesian modeling in ecology, which includes fitting Bayesian occupancy models. The Bayesian framework is appealing to ecologists for many reasons, including the ability to incorporate prior information through the specification of prior distributions on parameters. While ecologists almost exclusively intend to choose priors so that they are “uninformative” or “vague”, such priors can easily be unintentionally highly informative. Here we report on how the specification of a “vague” normally distributed (i.e., Gaussian) prior on coefficients in Bayesian occupancy models can unintentionally influence parameter estimation. Using both simulated data and empirical examples, we illustrate how this issue likely compromises inference about species-habitat relationships. While the extent to which these informative priors influence inference depends on the data set, researchers fitting Bayesian occupancy models should conduct sensitivity analyses to ensure intended inference, or employ less commonly used priors that are less informative (e.g., logistic or t prior distributions). We provide suggestions for addressing this issue in occupancy studies, and an online tool for exploring this issue under different contexts. PMID:29481554
Quantification of downscaled precipitation uncertainties via Bayesian inference
NASA Astrophysics Data System (ADS)
Nury, A. H.; Sharma, A.; Marshall, L. A.
2017-12-01
Prediction of precipitation from global climate model (GCM) outputs remains critical to decision-making in water-stressed regions. In this regard, downscaling of GCM output has been a useful tool for analysing future hydro-climatological states. Several downscaling approaches have been developed for precipitation downscaling, including those using dynamical or statistical downscaling methods. Frequently, outputs from dynamical downscaling are not readily transferable across regions for significant methodical and computational difficulties. Statistical downscaling approaches provide a flexible and efficient alternative, providing hydro-climatological outputs across multiple temporal and spatial scales in many locations. However these approaches are subject to significant uncertainty, arising due to uncertainty in the downscaled model parameters and in the use of different reanalysis products for inferring appropriate model parameters. Consequently, these will affect the performance of simulation in catchment scale. This study develops a Bayesian framework for modelling downscaled daily precipitation from GCM outputs. This study aims to introduce uncertainties in downscaling evaluating reanalysis datasets against observational rainfall data over Australia. In this research a consistent technique for quantifying downscaling uncertainties by means of Bayesian downscaling frame work has been proposed. The results suggest that there are differences in downscaled precipitation occurrences and extremes.
Bayesian modelling of lung function data from multiple-breath washout tests.
Mahar, Robert K; Carlin, John B; Ranganathan, Sarath; Ponsonby, Anne-Louise; Vuillermin, Peter; Vukcevic, Damjan
2018-05-30
Paediatric respiratory researchers have widely adopted the multiple-breath washout (MBW) test because it allows assessment of lung function in unsedated infants and is well suited to longitudinal studies of lung development and disease. However, a substantial proportion of MBW tests in infants fail current acceptability criteria. We hypothesised that a model-based approach to analysing the data, in place of traditional simple empirical summaries, would enable more efficient use of these tests. We therefore developed a novel statistical model for infant MBW data and applied it to 1197 tests from 432 individuals from a large birth cohort study. We focus on Bayesian estimation of the lung clearance index, the most commonly used summary of lung function from MBW tests. Our results show that the model provides an excellent fit to the data and shed further light on statistical properties of the standard empirical approach. Furthermore, the modelling approach enables the lung clearance index to be estimated by using tests with different degrees of completeness, something not possible with the standard approach. Our model therefore allows previously unused data to be used rather than discarded, as well as routine use of shorter tests without significant loss of precision. Beyond our specific application, our work illustrates a number of important aspects of Bayesian modelling in practice, such as the importance of hierarchical specifications to account for repeated measurements and the value of model checking via posterior predictive distributions. Copyright © 2018 John Wiley & Sons, Ltd.
A Prior for Neural Networks utilizing Enclosing Spheres for Normalization
NASA Astrophysics Data System (ADS)
v. Toussaint, U.; Gori, S.; Dose, V.
2004-11-01
Neural Networks are famous for their advantageous flexibility for problems when there is insufficient knowledge to set up a proper model. On the other hand this flexibility can cause over-fitting and can hamper the generalization properties of neural networks. Many approaches to regularize NN have been suggested but most of them based on ad-hoc arguments. Employing the principle of transformation invariance we derive a general prior in accordance with the Bayesian probability theory for a class of feedforward networks. Optimal networks are determined by Bayesian model comparison verifying the applicability of this approach.
A Bayesian Approach for Population Pharmacokinetic Modeling of Alcohol in Japanese Individuals.
Nemoto, Asuka; Masaaki, Matsuura; Yamaoka, Kazue
2017-01-01
Blood alcohol concentration data that were previously obtained from 34 healthy Japanese subjects with limited sampling times were reanalyzed. Characteristics of the data were that the concentrations were obtained from only the early part of the time-concentration curve. To explore significant covariates for the population pharmacokinetic analysis of alcohol by incorporating external data using a Bayesian method, and to estimate effects of the covariates. The data were analyzed using a Markov chain Monte Carlo Bayesian estimation with NONMEM 7.3 (ICON Clinical Research LLC, North Wales, Pennsylvania). Informative priors were obtained from the external study. A 1-compartment model with Michaelis-Menten elimination was used. The typical value for the apparent volume of distribution was 49.3 L at the age of 29.4 years. Volume of distribution was estimated to be 20.4 L smaller in subjects with the ALDH2*1/*2 genotype than in subjects with the ALDH2*1/*1 genotype. A population pharmacokinetic model for alcohol was updated. A Bayesian approach allowed interpretation of significant covariate relationships, even if the current dataset is not informative about all parameters. This is the first study reporting an estimate of the effect of the ALDH2 genotype in a PPK model.
Berchialla, Paola; Scarinzi, Cecilia; Snidero, Silvia; Gregori, Dario
2016-08-01
Risk Assessment is the systematic study of decisions subject to uncertain consequences. An increasing interest has been focused on modeling techniques like Bayesian Networks since their capability of (1) combining in the probabilistic framework different type of evidence including both expert judgments and objective data; (2) overturning previous beliefs in the light of the new information being received and (3) making predictions even with incomplete data. In this work, we proposed a comparison among Bayesian Networks and other classical Quantitative Risk Assessment techniques such as Neural Networks, Classification Trees, Random Forests and Logistic Regression models. Hybrid approaches, combining both Classification Trees and Bayesian Networks, were also considered. Among Bayesian Networks, a clear distinction between purely data-driven approach and combination of expert knowledge with objective data is made. The aim of this paper consists in evaluating among this models which best can be applied, in the framework of Quantitative Risk Assessment, to assess the safety of children who are exposed to the risk of inhalation/insertion/aspiration of consumer products. The issue of preventing injuries in children is of paramount importance, in particular where product design is involved: quantifying the risk associated to product characteristics can be of great usefulness in addressing the product safety design regulation. Data of the European Registry of Foreign Bodies Injuries formed the starting evidence for risk assessment. Results showed that Bayesian Networks appeared to have both the ease of interpretability and accuracy in making prediction, even if simpler models like logistic regression still performed well. © The Author(s) 2013.
Redding, David W; Lucas, Tim C D; Blackburn, Tim M; Jones, Kate E
2017-01-01
Statistical approaches for inferring the spatial distribution of taxa (Species Distribution Models, SDMs) commonly rely on available occurrence data, which is often clumped and geographically restricted. Although available SDM methods address some of these factors, they could be more directly and accurately modelled using a spatially-explicit approach. Software to fit models with spatial autocorrelation parameters in SDMs are now widely available, but whether such approaches for inferring SDMs aid predictions compared to other methodologies is unknown. Here, within a simulated environment using 1000 generated species' ranges, we compared the performance of two commonly used non-spatial SDM methods (Maximum Entropy Modelling, MAXENT and boosted regression trees, BRT), to a spatial Bayesian SDM method (fitted using R-INLA), when the underlying data exhibit varying combinations of clumping and geographic restriction. Finally, we tested how any recommended methodological settings designed to account for spatially non-random patterns in the data impact inference. Spatial Bayesian SDM method was the most consistently accurate method, being in the top 2 most accurate methods in 7 out of 8 data sampling scenarios. Within high-coverage sample datasets, all methods performed fairly similarly. When sampling points were randomly spread, BRT had a 1-3% greater accuracy over the other methods and when samples were clumped, the spatial Bayesian SDM method had a 4%-8% better AUC score. Alternatively, when sampling points were restricted to a small section of the true range all methods were on average 10-12% less accurate, with greater variation among the methods. Model inference under the recommended settings to account for autocorrelation was not impacted by clumping or restriction of data, except for the complexity of the spatial regression term in the spatial Bayesian model. Methods, such as those made available by R-INLA, can be successfully used to account for spatial autocorrelation in an SDM context and, by taking account of random effects, produce outputs that can better elucidate the role of covariates in predicting species occurrence. Given that it is often unclear what the drivers are behind data clumping in an empirical occurrence dataset, or indeed how geographically restricted these data are, spatially-explicit Bayesian SDMs may be the better choice when modelling the spatial distribution of target species.
A Bayesian approach to tracking patients having changing pharmacokinetic parameters
NASA Technical Reports Server (NTRS)
Bayard, David S.; Jelliffe, Roger W.
2004-01-01
This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.
Tree Biomass Estimation of Chinese fir (Cunninghamia lanceolata) Based on Bayesian Method
Zhang, Jianguo
2013-01-01
Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass. PMID:24278198
Tree biomass estimation of Chinese fir (Cunninghamia lanceolata) based on Bayesian method.
Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo
2013-01-01
Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation W = a(D2H)b was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass.
Automated Bayesian model development for frequency detection in biological time series.
Granqvist, Emma; Oldroyd, Giles E D; Morris, Richard J
2011-06-24
A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time series often deviate significantly from the requirements of optimality for Fourier transformation. In this paper we present an alternative approach based on Bayesian inference. We show the value of placing spectral analysis in the framework of Bayesian inference and demonstrate how model comparison can automate this procedure.
Automated Bayesian model development for frequency detection in biological time series
2011-01-01
Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time series often deviate significantly from the requirements of optimality for Fourier transformation. In this paper we present an alternative approach based on Bayesian inference. We show the value of placing spectral analysis in the framework of Bayesian inference and demonstrate how model comparison can automate this procedure. PMID:21702910
A Bayesian Hierarchical Modeling Approach to Predicting Flow in Ungauged Basins
Recent innovative approaches to identifying and applying regression-based relationships between land use patterns (such as increasing impervious surface area and decreasing vegetative cover) and rainfall-runoff model parameters represent novel and promising improvements to predic...
Predicting forest insect flight activity: A Bayesian network approach
Stephen M. Pawson; Bruce G. Marcot; Owen G. Woodberry
2017-01-01
Daily flight activity patterns of forest insects are influenced by temporal and meteorological conditions. Temperature and time of day are frequently cited as key drivers of activity; however, complex interactions between multiple contributing factors have also been proposed. Here, we report individual Bayesian network models to assess the probability of flight...
Bayesian models based on test statistics for multiple hypothesis testing problems.
Ji, Yuan; Lu, Yiling; Mills, Gordon B
2008-04-01
We propose a Bayesian method for the problem of multiple hypothesis testing that is routinely encountered in bioinformatics research, such as the differential gene expression analysis. Our algorithm is based on modeling the distributions of test statistics under both null and alternative hypotheses. We substantially reduce the complexity of the process of defining posterior model probabilities by modeling the test statistics directly instead of modeling the full data. Computationally, we apply a Bayesian FDR approach to control the number of rejections of null hypotheses. To check if our model assumptions for the test statistics are valid for various bioinformatics experiments, we also propose a simple graphical model-assessment tool. Using extensive simulations, we demonstrate the performance of our models and the utility of the model-assessment tool. In the end, we apply the proposed methodology to an siRNA screening and a gene expression experiment.
Application of Poisson random effect models for highway network screening.
Jiang, Ximiao; Abdel-Aty, Mohamed; Alamili, Samer
2014-02-01
In recent years, Bayesian random effect models that account for the temporal and spatial correlations of crash data became popular in traffic safety research. This study employs random effect Poisson Log-Normal models for crash risk hotspot identification. Both the temporal and spatial correlations of crash data were considered. Potential for Safety Improvement (PSI) were adopted as a measure of the crash risk. Using the fatal and injury crashes that occurred on urban 4-lane divided arterials from 2006 to 2009 in the Central Florida area, the random effect approaches were compared to the traditional Empirical Bayesian (EB) method and the conventional Bayesian Poisson Log-Normal model. A series of method examination tests were conducted to evaluate the performance of different approaches. These tests include the previously developed site consistence test, method consistence test, total rank difference test, and the modified total score test, as well as the newly proposed total safety performance measure difference test. Results show that the Bayesian Poisson model accounting for both temporal and spatial random effects (PTSRE) outperforms the model that with only temporal random effect, and both are superior to the conventional Poisson Log-Normal model (PLN) and the EB model in the fitting of crash data. Additionally, the method evaluation tests indicate that the PTSRE model is significantly superior to the PLN model and the EB model in consistently identifying hotspots during successive time periods. The results suggest that the PTSRE model is a superior alternative for road site crash risk hotspot identification. Copyright © 2013 Elsevier Ltd. All rights reserved.
Modelling household finances: A Bayesian approach to a multivariate two-part model
Brown, Sarah; Ghosh, Pulak; Su, Li; Taylor, Karl
2016-01-01
We contribute to the empirical literature on household finances by introducing a Bayesian multivariate two-part model, which has been developed to further our understanding of household finances. Our flexible approach allows for the potential interdependence between the holding of assets and liabilities at the household level and also encompasses a two-part process to allow for differences in the influences on asset or liability holding and on the respective amounts held. Furthermore, the framework is dynamic in order to allow for persistence in household finances over time. Our findings endorse the joint modelling approach and provide evidence supporting the importance of dynamics. In addition, we find that certain independent variables exert different influences on the binary and continuous parts of the model thereby highlighting the flexibility of our framework and revealing a detailed picture of the nature of household finances. PMID:27212801
Comparisons of Means Using Exploratory and Confirmatory Approaches
ERIC Educational Resources Information Center
Kuiper, Rebecca M.; Hoijtink, Herbert
2010-01-01
This article discusses comparisons of means using exploratory and confirmatory approaches. Three methods are discussed: hypothesis testing, model selection based on information criteria, and Bayesian model selection. Throughout the article, an example is used to illustrate and evaluate the two approaches and the three methods. We demonstrate that…
Profile-Based LC-MS Data Alignment—A Bayesian Approach
Tsai, Tsung-Heng; Tadesse, Mahlet G.; Wang, Yue; Ressom, Habtom W.
2014-01-01
A Bayesian alignment model (BAM) is proposed for alignment of liquid chromatography-mass spectrometry (LC-MS) data. BAM belongs to the category of profile-based approaches, which are composed of two major components: a prototype function and a set of mapping functions. Appropriate estimation of these functions is crucial for good alignment results. BAM uses Markov chain Monte Carlo (MCMC) methods to draw inference on the model parameters and improves on existing MCMC-based alignment methods through 1) the implementation of an efficient MCMC sampler and 2) an adaptive selection of knots. A block Metropolis-Hastings algorithm that mitigates the problem of the MCMC sampler getting stuck at local modes of the posterior distribution is used for the update of the mapping function coefficients. In addition, a stochastic search variable selection (SSVS) methodology is used to determine the number and positions of knots. We applied BAM to a simulated data set, an LC-MS proteomic data set, and two LC-MS metabolomic data sets, and compared its performance with the Bayesian hierarchical curve registration (BHCR) model, the dynamic time-warping (DTW) model, and the continuous profile model (CPM). The advantage of applying appropriate profile-based retention time correction prior to performing a feature-based approach is also demonstrated through the metabolomic data sets. PMID:23929872
Ponciano, José Miguel
2017-11-22
Using a nonparametric Bayesian approach Palacios and Minin (2013) dramatically improved the accuracy, precision of Bayesian inference of population size trajectories from gene genealogies. These authors proposed an extension of a Gaussian Process (GP) nonparametric inferential method for the intensity function of non-homogeneous Poisson processes. They found that not only the statistical properties of the estimators were improved with their method, but also, that key aspects of the demographic histories were recovered. The authors' work represents the first Bayesian nonparametric solution to this inferential problem because they specify a convenient prior belief without a particular functional form on the population trajectory. Their approach works so well and provides such a profound understanding of the biological process, that the question arises as to how truly "biology-free" their approach really is. Using well-known concepts of stochastic population dynamics, here I demonstrate that in fact, Palacios and Minin's GP model can be cast as a parametric population growth model with density dependence and environmental stochasticity. Making this link between population genetics and stochastic population dynamics modeling provides novel insights into eliciting biologically meaningful priors for the trajectory of the effective population size. The results presented here also bring novel understanding of GP as models for the evolution of a trait. Thus, the ecological principles foundation of Palacios and Minin (2013)'s prior adds to the conceptual and scientific value of these authors' inferential approach. I conclude this note by listing a series of insights brought about by this connection with Ecology. Copyright © 2017 The Author. Published by Elsevier Inc. All rights reserved.
Application of bayesian networks to real-time flood risk estimation
NASA Astrophysics Data System (ADS)
Garrote, L.; Molina, M.; Blasco, G.
2003-04-01
This paper presents the application of a computational paradigm taken from the field of artificial intelligence - the bayesian network - to model the behaviour of hydrologic basins during floods. The final goal of this research is to develop representation techniques for hydrologic simulation models in order to define, develop and validate a mechanism, supported by a software environment, oriented to build decision models for the prediction and management of river floods in real time. The emphasis is placed on providing decision makers with tools to incorporate their knowledge of basin behaviour, usually formulated in terms of rainfall-runoff models, in the process of real-time decision making during floods. A rainfall-runoff model is only a step in the process of decision making. If a reliable rainfall forecast is available and the rainfall-runoff model is well calibrated, decisions can be based mainly on model results. However, in most practical situations, uncertainties in rainfall forecasts or model performance have to be incorporated in the decision process. The computation paradigm adopted for the simulation of hydrologic processes is the bayesian network. A bayesian network is a directed acyclic graph that represents causal influences between linked variables. Under this representation, uncertain qualitative variables are related through causal relations quantified with conditional probabilities. The solution algorithm allows the computation of the expected probability distribution of unknown variables conditioned to the observations. An approach to represent hydrologic processes by bayesian networks with temporal and spatial extensions is presented in this paper, together with a methodology for the development of bayesian models using results produced by deterministic hydrologic simulation models
Model-based Bayesian inference for ROC data analysis
NASA Astrophysics Data System (ADS)
Lei, Tianhu; Bae, K. Ty
2013-03-01
This paper presents a study of model-based Bayesian inference to Receiver Operating Characteristics (ROC) data. The model is a simple version of general non-linear regression model. Different from Dorfman model, it uses a probit link function with a covariate variable having zero-one two values to express binormal distributions in a single formula. Model also includes a scale parameter. Bayesian inference is implemented by Markov Chain Monte Carlo (MCMC) method carried out by Bayesian analysis Using Gibbs Sampling (BUGS). Contrast to the classical statistical theory, Bayesian approach considers model parameters as random variables characterized by prior distributions. With substantial amount of simulated samples generated by sampling algorithm, posterior distributions of parameters as well as parameters themselves can be accurately estimated. MCMC-based BUGS adopts Adaptive Rejection Sampling (ARS) protocol which requires the probability density function (pdf) which samples are drawing from be log concave with respect to the targeted parameters. Our study corrects a common misconception and proves that pdf of this regression model is log concave with respect to its scale parameter. Therefore, ARS's requirement is satisfied and a Gaussian prior which is conjugate and possesses many analytic and computational advantages is assigned to the scale parameter. A cohort of 20 simulated data sets and 20 simulations from each data set are used in our study. Output analysis and convergence diagnostics for MCMC method are assessed by CODA package. Models and methods by using continuous Gaussian prior and discrete categorical prior are compared. Intensive simulations and performance measures are given to illustrate our practice in the framework of model-based Bayesian inference using MCMC method.
NASA Astrophysics Data System (ADS)
Lee, K. David; Wiesenfeld, Eric; Gelfand, Andrew
2007-04-01
One of the greatest challenges in modern combat is maintaining a high level of timely Situational Awareness (SA). In many situations, computational complexity and accuracy considerations make the development and deployment of real-time, high-level inference tools very difficult. An innovative hybrid framework that combines Bayesian inference, in the form of Bayesian Networks, and Possibility Theory, in the form of Fuzzy Logic systems, has recently been introduced to provide a rigorous framework for high-level inference. In previous research, the theoretical basis and benefits of the hybrid approach have been developed. However, lacking is a concrete experimental comparison of the hybrid framework with traditional fusion methods, to demonstrate and quantify this benefit. The goal of this research, therefore, is to provide a statistical analysis on the comparison of the accuracy and performance of hybrid network theory, with pure Bayesian and Fuzzy systems and an inexact Bayesian system approximated using Particle Filtering. To accomplish this task, domain specific models will be developed under these different theoretical approaches and then evaluated, via Monte Carlo Simulation, in comparison to situational ground truth to measure accuracy and fidelity. Following this, a rigorous statistical analysis of the performance results will be performed, to quantify the benefit of hybrid inference to other fusion tools.
2018-01-01
We propose a novel approach to modelling rater effects in scoring-based assessment. The approach is based on a Bayesian hierarchical model and simulations from the posterior distribution. We apply it to large-scale essay assessment data over a period of 5 years. Empirical results suggest that the model provides a good fit for both the total scores and when applied to individual rubrics. We estimate the median impact of rater effects on the final grade to be ± 2 points on a 50 point scale, while 10% of essays would receive a score at least ± 5 different from their actual quality. Most of the impact is due to rater unreliability, not rater bias. PMID:29614129
Lawson, Daniel J; Holtrop, Grietje; Flint, Harry
2011-07-01
Process models specified by non-linear dynamic differential equations contain many parameters, which often must be inferred from a limited amount of data. We discuss a hierarchical Bayesian approach combining data from multiple related experiments in a meaningful way, which permits more powerful inference than treating each experiment as independent. The approach is illustrated with a simulation study and example data from experiments replicating the aspects of the human gut microbial ecosystem. A predictive model is obtained that contains prediction uncertainty caused by uncertainty in the parameters, and we extend the model to capture situations of interest that cannot easily be studied experimentally. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gastelum, Zoe N.; Whitney, Paul D.; White, Amanda M.
2013-07-15
Pacific Northwest National Laboratory has spent several years researching, developing, and validating large Bayesian network models to support integration of open source data sets for nuclear proliferation research. Our current work focuses on generating a set of interrelated models for multi-source assessment of nuclear programs, as opposed to a single comprehensive model. By using this approach, we can break down the models to cover logical sub-problems that can utilize different expertise and data sources. This approach allows researchers to utilize the models individually or in combination to detect and characterize a nuclear program and identify data gaps. The models operatemore » at various levels of granularity, covering a combination of state-level assessments with more detailed models of site or facility characteristics. This paper will describe the current open source-driven, nuclear nonproliferation models under development, the pros and cons of the analytical approach, and areas for additional research.« less
Bayesian exponential random graph modelling of interhospital patient referral networks.
Caimo, Alberto; Pallotti, Francesca; Lomi, Alessandro
2017-08-15
Using original data that we have collected on referral relations between 110 hospitals serving a large regional community, we show how recently derived Bayesian exponential random graph models may be adopted to illuminate core empirical issues in research on relational coordination among healthcare organisations. We show how a rigorous Bayesian computation approach supports a fully probabilistic analytical framework that alleviates well-known problems in the estimation of model parameters of exponential random graph models. We also show how the main structural features of interhospital patient referral networks that prior studies have described can be reproduced with accuracy by specifying the system of local dependencies that produce - but at the same time are induced by - decentralised collaborative arrangements between hospitals. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Hierarchical Bayesian sparse image reconstruction with application to MRFM.
Dobigeon, Nicolas; Hero, Alfred O; Tourneret, Jean-Yves
2009-09-01
This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g., by maximizing the estimated posterior distribution. In our fully Bayesian approach, the posteriors of all the parameters are available. Thus, our algorithm provides more information than other previously proposed sparse reconstruction methods that only give a point estimate. The performance of the proposed hierarchical Bayesian sparse reconstruction method is illustrated on synthetic data and real data collected from a tobacco virus sample using a prototype MRFM instrument.
NASA Astrophysics Data System (ADS)
Black, B.; Harte, M.; Goldfinger, C.
2017-12-01
Participating in a ten-year monitoring project to assess the ecological, social, and socioeconomic impacts of Oregon's Marine Protected Areas (MPAs), we have worked in partnership with the Oregon Department of Fish and Wildlife (ODFW) to develop a Bayesian geospatial method to evaluate the spatial and temporal variance in the provision of ecosystem services produced by Oregon's MPAs. Probabilistic (Bayesian) approaches to Marine Spatial Planning (MSP) show considerable potential for addressing issues such as uncertainty, cumulative effects, and the need to integrate stakeholder-held information and preferences into decision making processes. To that end, we have created a Bayesian-based geospatial approach to MSP capable of modelling the evolution of the provision of ecosystem services before and after the establishment of Oregon's MPAs. Our approach permits both planners and stakeholders to view expected impacts of differing policies, behaviors, or choices made concerning Oregon's MPAs and surrounding areas in a geospatial (map) format while simultaneously considering multiple parties' beliefs on the policies or uses in question. We quantify the influence of the MPAs as the shift in the spatial distribution of ecosystem services, both inside and outside the protected areas, over time. Once the MPAs' influence on the provision of coastal ecosystem services has been evaluated, it is possible to view these impacts through geovisualization techniques. As a specific example of model use and output, a user could investigate the effects of altering the habitat preferences of a rockfish species over a prescribed period of time (5, 10, 20 years post-harvesting restrictions, etc.) on the relative intensity of spillover from nearby reserves (please see submitted figure). Particular strengths of our Bayesian-based approach include its ability to integrate highly disparate input types (qualitative or quantitative), to accommodate data gaps, address uncertainty, and to investigate temporal and spatial variation. This approach conveys the modeled outcome of proposed policy changes and is also a vehicle through which stakeholders and planners can work together to compare and deliberate on the impacts of policy and management changes, a capacity of considerable utility for planners and stakeholders engaged in MSP.
Multilevel modeling of single-case data: A comparison of maximum likelihood and Bayesian estimation.
Moeyaert, Mariola; Rindskopf, David; Onghena, Patrick; Van den Noortgate, Wim
2017-12-01
The focus of this article is to describe Bayesian estimation, including construction of prior distributions, and to compare parameter recovery under the Bayesian framework (using weakly informative priors) and the maximum likelihood (ML) framework in the context of multilevel modeling of single-case experimental data. Bayesian estimation results were found similar to ML estimation results in terms of the treatment effect estimates, regardless of the functional form and degree of information included in the prior specification in the Bayesian framework. In terms of the variance component estimates, both the ML and Bayesian estimation procedures result in biased and less precise variance estimates when the number of participants is small (i.e., 3). By increasing the number of participants to 5 or 7, the relative bias is close to 5% and more precise estimates are obtained for all approaches, except for the inverse-Wishart prior using the identity matrix. When a more informative prior was added, more precise estimates for the fixed effects and random effects were obtained, even when only 3 participants were included. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Nowakowska, Marzena
2017-04-01
The development of the Bayesian logistic regression model classifying the road accident severity is discussed. The already exploited informative priors (method of moments, maximum likelihood estimation, and two-stage Bayesian updating), along with the original idea of a Boot prior proposal, are investigated when no expert opinion has been available. In addition, two possible approaches to updating the priors, in the form of unbalanced and balanced training data sets, are presented. The obtained logistic Bayesian models are assessed on the basis of a deviance information criterion (DIC), highest probability density (HPD) intervals, and coefficients of variation estimated for the model parameters. The verification of the model accuracy has been based on sensitivity, specificity and the harmonic mean of sensitivity and specificity, all calculated from a test data set. The models obtained from the balanced training data set have a better classification quality than the ones obtained from the unbalanced training data set. The two-stage Bayesian updating prior model and the Boot prior model, both identified with the use of the balanced training data set, outperform the non-informative, method of moments, and maximum likelihood estimation prior models. It is important to note that one should be careful when interpreting the parameters since different priors can lead to different models. Copyright © 2017 Elsevier Ltd. All rights reserved.
Bayesian learning and the psychology of rule induction
Endress, Ansgar D.
2014-01-01
In recent years, Bayesian learning models have been applied to an increasing variety of domains. While such models have been criticized on theoretical grounds, the underlying assumptions and predictions are rarely made concrete and tested experimentally. Here, I use Frank and Tenenbaum's (2011) Bayesian model of rule-learning as a case study to spell out the underlying assumptions, and to confront them with the empirical results Frank and Tenenbaum (2011) propose to simulate, as well as with novel experiments. While rule-learning is arguably well suited to rational Bayesian approaches, I show that their models are neither psychologically plausible nor ideal observer models. Further, I show that their central assumption is unfounded: humans do not always preferentially learn more specific rules, but, at least in some situations, those rules that happen to be more salient. Even when granting the unsupported assumptions, I show that all of the experiments modeled by Frank and Tenenbaum (2011) either contradict their models, or have a large number of more plausible interpretations. I provide an alternative account of the experimental data based on simple psychological mechanisms, and show that this account both describes the data better, and is easier to falsify. I conclude that, despite the recent surge in Bayesian models of cognitive phenomena, psychological phenomena are best understood by developing and testing psychological theories rather than models that can be fit to virtually any data. PMID:23454791
Archambeau, Cédric; Verleysen, Michel
2007-01-01
A new variational Bayesian learning algorithm for Student-t mixture models is introduced. This algorithm leads to (i) robust density estimation, (ii) robust clustering and (iii) robust automatic model selection. Gaussian mixture models are learning machines which are based on a divide-and-conquer approach. They are commonly used for density estimation and clustering tasks, but are sensitive to outliers. The Student-t distribution has heavier tails than the Gaussian distribution and is therefore less sensitive to any departure of the empirical distribution from Gaussianity. As a consequence, the Student-t distribution is suitable for constructing robust mixture models. In this work, we formalize the Bayesian Student-t mixture model as a latent variable model in a different way from Svensén and Bishop [Svensén, M., & Bishop, C. M. (2005). Robust Bayesian mixture modelling. Neurocomputing, 64, 235-252]. The main difference resides in the fact that it is not necessary to assume a factorized approximation of the posterior distribution on the latent indicator variables and the latent scale variables in order to obtain a tractable solution. Not neglecting the correlations between these unobserved random variables leads to a Bayesian model having an increased robustness. Furthermore, it is expected that the lower bound on the log-evidence is tighter. Based on this bound, the model complexity, i.e. the number of components in the mixture, can be inferred with a higher confidence.
Evaluating scaling models in biology using hierarchical Bayesian approaches
Price, Charles A; Ogle, Kiona; White, Ethan P; Weitz, Joshua S
2009-01-01
Theoretical models for allometric relationships between organismal form and function are typically tested by comparing a single predicted relationship with empirical data. Several prominent models, however, predict more than one allometric relationship, and comparisons among alternative models have not taken this into account. Here we evaluate several different scaling models of plant morphology within a hierarchical Bayesian framework that simultaneously fits multiple scaling relationships to three large allometric datasets. The scaling models include: inflexible universal models derived from biophysical assumptions (e.g. elastic similarity or fractal networks), a flexible variation of a fractal network model, and a highly flexible model constrained only by basic algebraic relationships. We demonstrate that variation in intraspecific allometric scaling exponents is inconsistent with the universal models, and that more flexible approaches that allow for biological variability at the species level outperform universal models, even when accounting for relative increases in model complexity. PMID:19453621
Inverse problems and computational cell metabolic models: a statistical approach
NASA Astrophysics Data System (ADS)
Calvetti, D.; Somersalo, E.
2008-07-01
In this article, we give an overview of the Bayesian modelling of metabolic systems at the cellular and subcellular level. The models are based on detailed description of key biochemical reactions occurring in tissue, which may in turn be compartmentalized into cytosol and mitochondria, and of transports between the compartments. The classical deterministic approach which models metabolic systems as dynamical systems with Michaelis-Menten kinetics, is replaced by a stochastic extension where the model parameters are interpreted as random variables with an appropriate probability density. The inverse problem of cell metabolism in this setting consists of estimating the density of the model parameters. After discussing some possible approaches to solving the problem, we address the issue of how to assess the reliability of the predictions of a stochastic model by proposing an output analysis in terms of model uncertainties. Visualization modalities for organizing the large amount of information provided by the Bayesian dynamic sensitivity analysis are also illustrated.
Bayesian just-so stories in psychology and neuroscience.
Bowers, Jeffrey S; Davis, Colin J
2012-05-01
According to Bayesian theories in psychology and neuroscience, minds and brains are (near) optimal in solving a wide range of tasks. We challenge this view and argue that more traditional, non-Bayesian approaches are more promising. We make 3 main arguments. First, we show that the empirical evidence for Bayesian theories in psychology is weak. This weakness relates to the many arbitrary ways that priors, likelihoods, and utility functions can be altered in order to account for the data that are obtained, making the models unfalsifiable. It further relates to the fact that Bayesian theories are rarely better at predicting data compared with alternative (and simpler) non-Bayesian theories. Second, we show that the empirical evidence for Bayesian theories in neuroscience is weaker still. There are impressive mathematical analyses showing how populations of neurons could compute in a Bayesian manner but little or no evidence that they do. Third, we challenge the general scientific approach that characterizes Bayesian theorizing in cognitive science. A common premise is that theories in psychology should largely be constrained by a rational analysis of what the mind ought to do. We question this claim and argue that many of the important constraints come from biological, evolutionary, and processing (algorithmic) considerations that have no adaptive relevance to the problem per se. In our view, these factors have contributed to the development of many Bayesian "just so" stories in psychology and neuroscience; that is, mathematical analyses of cognition that can be used to explain almost any behavior as optimal. 2012 APA, all rights reserved.
Greenhouse Gas Source Attribution: Measurements Modeling and Uncertainty Quantification
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, Zhen; Safta, Cosmin; Sargsyan, Khachik
2014-09-01
In this project we have developed atmospheric measurement capabilities and a suite of atmospheric modeling and analysis tools that are well suited for verifying emissions of green- house gases (GHGs) on an urban-through-regional scale. We have for the first time applied the Community Multiscale Air Quality (CMAQ) model to simulate atmospheric CO 2 . This will allow for the examination of regional-scale transport and distribution of CO 2 along with air pollutants traditionally studied using CMAQ at relatively high spatial and temporal resolution with the goal of leveraging emissions verification efforts for both air quality and climate. We have developedmore » a bias-enhanced Bayesian inference approach that can remedy the well-known problem of transport model errors in atmospheric CO 2 inversions. We have tested the approach using data and model outputs from the TransCom3 global CO 2 inversion comparison project. We have also performed two prototyping studies on inversion approaches in the generalized convection-diffusion context. One of these studies employed Polynomial Chaos Expansion to accelerate the evaluation of a regional transport model and enable efficient Markov Chain Monte Carlo sampling of the posterior for Bayesian inference. The other approach uses de- terministic inversion of a convection-diffusion-reaction system in the presence of uncertainty. These approaches should, in principle, be applicable to realistic atmospheric problems with moderate adaptation. We outline a regional greenhouse gas source inference system that integrates (1) two ap- proaches of atmospheric dispersion simulation and (2) a class of Bayesian inference and un- certainty quantification algorithms. We use two different and complementary approaches to simulate atmospheric dispersion. Specifically, we use a Eulerian chemical transport model CMAQ and a Lagrangian Particle Dispersion Model - FLEXPART-WRF. These two models share the same WRF assimilated meteorology fields, making it possible to perform a hybrid simulation, in which the Eulerian model (CMAQ) can be used to compute the initial condi- tion needed by the Lagrangian model, while the source-receptor relationships for a large state vector can be efficiently computed using the Lagrangian model in its backward mode. In ad- dition, CMAQ has a complete treatment of atmospheric chemistry of a suite of traditional air pollutants, many of which could help attribute GHGs from different sources. The inference of emissions sources using atmospheric observations is cast as a Bayesian model calibration problem, which is solved using a variety of Bayesian techniques, such as the bias-enhanced Bayesian inference algorithm, which accounts for the intrinsic model deficiency, Polynomial Chaos Expansion to accelerate model evaluation and Markov Chain Monte Carlo sampling, and Karhunen-Lo %60 eve (KL) Expansion to reduce the dimensionality of the state space. We have established an atmospheric measurement site in Livermore, CA and are collect- ing continuous measurements of CO 2 , CH 4 and other species that are typically co-emitted with these GHGs. Measurements of co-emitted species can assist in attributing the GHGs to different emissions sectors. Automatic calibrations using traceable standards are performed routinely for the gas-phase measurements. We are also collecting standard meteorological data at the Livermore site as well as planetary boundary height measurements using a ceilometer. The location of the measurement site is well suited to sample air transported between the San Francisco Bay area and the California Central Valley.« less
Andrinopoulou, Eleni-Rosalina; Rizopoulos, Dimitris
2016-11-20
The joint modeling of longitudinal and survival data has recently received much attention. Several extensions of the standard joint model that consists of one longitudinal and one survival outcome have been proposed including the use of different association structures between the longitudinal and the survival outcomes. However, in general, relatively little attention has been given to the selection of the most appropriate functional form to link the two outcomes. In common practice, it is assumed that the underlying value of the longitudinal outcome is associated with the survival outcome. However, it could be that different characteristics of the patients' longitudinal profiles influence the hazard. For example, not only the current value but also the slope or the area under the curve of the longitudinal outcome. The choice of which functional form to use is an important decision that needs to be investigated because it could influence the results. In this paper, we use a Bayesian shrinkage approach in order to determine the most appropriate functional forms. We propose a joint model that includes different association structures of different biomarkers and assume informative priors for the regression coefficients that correspond to the terms of the longitudinal process. Specifically, we assume Bayesian lasso, Bayesian ridge, Bayesian elastic net, and horseshoe. These methods are applied to a dataset consisting of patients with a chronic liver disease, where it is important to investigate which characteristics of the biomarkers have an influence on survival. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
A systematic review of Bayesian articles in psychology: The last 25 years.
van de Schoot, Rens; Winter, Sonja D; Ryan, Oisín; Zondervan-Zwijnenburg, Mariëlle; Depaoli, Sarah
2017-06-01
Although the statistical tools most often used by researchers in the field of psychology over the last 25 years are based on frequentist statistics, it is often claimed that the alternative Bayesian approach to statistics is gaining in popularity. In the current article, we investigated this claim by performing the very first systematic review of Bayesian psychological articles published between 1990 and 2015 (n = 1,579). We aim to provide a thorough presentation of the role Bayesian statistics plays in psychology. This historical assessment allows us to identify trends and see how Bayesian methods have been integrated into psychological research in the context of different statistical frameworks (e.g., hypothesis testing, cognitive models, IRT, SEM, etc.). We also describe take-home messages and provide "big-picture" recommendations to the field as Bayesian statistics becomes more popular. Our review indicated that Bayesian statistics is used in a variety of contexts across subfields of psychology and related disciplines. There are many different reasons why one might choose to use Bayes (e.g., the use of priors, estimating otherwise intractable models, modeling uncertainty, etc.). We found in this review that the use of Bayes has increased and broadened in the sense that this methodology can be used in a flexible manner to tackle many different forms of questions. We hope this presentation opens the door for a larger discussion regarding the current state of Bayesian statistics, as well as future trends. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Pidlisecky, Adam; Haines, S.S.
2011-01-01
Conventional processing methods for seismic cone penetrometer data present several shortcomings, most notably the absence of a robust velocity model uncertainty estimate. We propose a new seismic cone penetrometer testing (SCPT) data-processing approach that employs Bayesian methods to map measured data errors into quantitative estimates of model uncertainty. We first calculate travel-time differences for all permutations of seismic trace pairs. That is, we cross-correlate each trace at each measurement location with every trace at every other measurement location to determine travel-time differences that are not biased by the choice of any particular reference trace and to thoroughly characterize data error. We calculate a forward operator that accounts for the different ray paths for each measurement location, including refraction at layer boundaries. We then use a Bayesian inversion scheme to obtain the most likely slowness (the reciprocal of velocity) and a distribution of probable slowness values for each model layer. The result is a velocity model that is based on correct ray paths, with uncertainty bounds that are based on the data error. ?? NRC Research Press 2011.
Assessing global vegetation activity using spatio-temporal Bayesian modelling
NASA Astrophysics Data System (ADS)
Mulder, Vera L.; van Eck, Christel M.; Friedlingstein, Pierre; Regnier, Pierre A. G.
2016-04-01
This work demonstrates the potential of modelling vegetation activity using a hierarchical Bayesian spatio-temporal model. This approach allows modelling changes in vegetation and climate simultaneous in space and time. Changes of vegetation activity such as phenology are modelled as a dynamic process depending on climate variability in both space and time. Additionally, differences in observed vegetation status can be contributed to other abiotic ecosystem properties, e.g. soil and terrain properties. Although these properties do not change in time, they do change in space and may provide valuable information in addition to the climate dynamics. The spatio-temporal Bayesian models were calibrated at a regional scale because the local trends in space and time can be better captured by the model. The regional subsets were defined according to the SREX segmentation, as defined by the IPCC. Each region is considered being relatively homogeneous in terms of large-scale climate and biomes, still capturing small-scale (grid-cell level) variability. Modelling within these regions is hence expected to be less uncertain due to the absence of these large-scale patterns, compared to a global approach. This overall modelling approach allows the comparison of model behavior for the different regions and may provide insights on the main dynamic processes driving the interaction between vegetation and climate within different regions. The data employed in this study encompasses the global datasets for soil properties (SoilGrids), terrain properties (Global Relief Model based on SRTM DEM and ETOPO), monthly time series of satellite-derived vegetation indices (GIMMS NDVI3g) and climate variables (Princeton Meteorological Forcing Dataset). The findings proved the potential of a spatio-temporal Bayesian modelling approach for assessing vegetation dynamics, at a regional scale. The observed interrelationships of the employed data and the different spatial and temporal trends support our hypothesis. That is, the change of vegetation in space and time may be better understood when modelling vegetation change as both a dynamic and multivariate process. Therefore, future research will focus on a multivariate dynamical spatio-temporal modelling approach. This ongoing research is performed within the context of the project "Global impacts of hydrological and climatic extremes on vegetation" (project acronym: SAT-EX) which is part of the Belgian research programme for Earth Observation Stereo III.
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.
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
Bayesian analysis of biogeography when the number of areas is large.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Passos de Figueiredo, Leandro, E-mail: leandrop.fgr@gmail.com; Grana, Dario; Santos, Marcio
We propose a Bayesian approach for seismic inversion to estimate acoustic impedance, porosity and lithofacies within the reservoir conditioned to post-stack seismic and well data. The link between elastic and petrophysical properties is given by a joint prior distribution for the logarithm of impedance and porosity, based on a rock-physics model. The well conditioning is performed through a background model obtained by well log interpolation. Two different approaches are presented: in the first approach, the prior is defined by a single Gaussian distribution, whereas in the second approach it is defined by a Gaussian mixture to represent the well datamore » multimodal distribution and link the Gaussian components to different geological lithofacies. The forward model is based on a linearized convolutional model. For the single Gaussian case, we obtain an analytical expression for the posterior distribution, resulting in a fast algorithm to compute the solution of the inverse problem, i.e. the posterior distribution of acoustic impedance and porosity as well as the facies probability given the observed data. For the Gaussian mixture prior, it is not possible to obtain the distributions analytically, hence we propose a Gibbs algorithm to perform the posterior sampling and obtain several reservoir model realizations, allowing an uncertainty analysis of the estimated properties and lithofacies. Both methodologies are applied to a real seismic dataset with three wells to obtain 3D models of acoustic impedance, porosity and lithofacies. The methodologies are validated through a blind well test and compared to a standard Bayesian inversion approach. Using the probability of the reservoir lithofacies, we also compute a 3D isosurface probability model of the main oil reservoir in the studied field.« less
A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study
ERIC Educational Resources Information Center
Kaplan, David; Chen, Jianshen
2012-01-01
A two-step Bayesian propensity score approach is introduced that incorporates prior information in the propensity score equation and outcome equation without the problems associated with simultaneous Bayesian propensity score approaches. The corresponding variance estimators are also provided. The two-step Bayesian propensity score is provided for…
Ghosh, Sujit K
2010-01-01
Bayesian methods are rapidly becoming popular tools for making statistical inference in various fields of science including biology, engineering, finance, and genetics. One of the key aspects of Bayesian inferential method is its logical foundation that provides a coherent framework to utilize not only empirical but also scientific information available to a researcher. Prior knowledge arising from scientific background, expert judgment, or previously collected data is used to build a prior distribution which is then combined with current data via the likelihood function to characterize the current state of knowledge using the so-called posterior distribution. Bayesian methods allow the use of models of complex physical phenomena that were previously too difficult to estimate (e.g., using asymptotic approximations). Bayesian methods offer a means of more fully understanding issues that are central to many practical problems by allowing researchers to build integrated models based on hierarchical conditional distributions that can be estimated even with limited amounts of data. Furthermore, advances in numerical integration methods, particularly those based on Monte Carlo methods, have made it possible to compute the optimal Bayes estimators. However, there is a reasonably wide gap between the background of the empirically trained scientists and the full weight of Bayesian statistical inference. Hence, one of the goals of this chapter is to bridge the gap by offering elementary to advanced concepts that emphasize linkages between standard approaches and full probability modeling via Bayesian methods.
Convergence analysis of surrogate-based methods for Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Yan, Liang; Zhang, Yuan-Xiang
2017-12-01
The major challenges in the Bayesian inverse problems arise from the need for repeated evaluations of the forward model, as required by Markov chain Monte Carlo (MCMC) methods for posterior sampling. Many attempts at accelerating Bayesian inference have relied on surrogates for the forward model, typically constructed through repeated forward simulations that are performed in an offline phase. Although such approaches can be quite effective at reducing computation cost, there has been little analysis of the approximation on posterior inference. In this work, we prove error bounds on the Kullback-Leibler (KL) distance between the true posterior distribution and the approximation based on surrogate models. Our rigorous error analysis show that if the forward model approximation converges at certain rate in the prior-weighted L 2 norm, then the posterior distribution generated by the approximation converges to the true posterior at least two times faster in the KL sense. The error bound on the Hellinger distance is also provided. To provide concrete examples focusing on the use of the surrogate model based methods, we present an efficient technique for constructing stochastic surrogate models to accelerate the Bayesian inference approach. The Christoffel least squares algorithms, based on generalized polynomial chaos, are used to construct a polynomial approximation of the forward solution over the support of the prior distribution. The numerical strategy and the predicted convergence rates are then demonstrated on the nonlinear inverse problems, involving the inference of parameters appearing in partial differential equations.
A Bayesian state-space approach for damage detection and classification
NASA Astrophysics Data System (ADS)
Dzunic, Zoran; Chen, Justin G.; Mobahi, Hossein; Büyüköztürk, Oral; Fisher, John W.
2017-11-01
The problem of automatic damage detection in civil structures is complex and requires a system that can interpret collected sensor data into meaningful information. We apply our recently developed switching Bayesian model for dependency analysis to the problems of damage detection and classification. The model relies on a state-space approach that accounts for noisy measurement processes and missing data, which also infers the statistical temporal dependency between measurement locations signifying the potential flow of information within the structure. A Gibbs sampling algorithm is used to simultaneously infer the latent states, parameters of the state dynamics, the dependence graph, and any changes in behavior. By employing a fully Bayesian approach, we are able to characterize uncertainty in these variables via their posterior distribution and provide probabilistic estimates of the occurrence of damage or a specific damage scenario. We also implement a single class classification method which is more realistic for most real world situations where training data for a damaged structure is not available. We demonstrate the methodology with experimental test data from a laboratory model structure and accelerometer data from a real world structure during different environmental and excitation conditions.
Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William
2014-03-01
The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.
NASA Astrophysics Data System (ADS)
Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.; de Callafon, Raymond A.
2017-02-01
This paper presents a framework for structural health monitoring (SHM) and damage identification of civil structures. This framework integrates advanced mechanics-based nonlinear finite element (FE) modeling and analysis techniques with a batch Bayesian estimation approach to estimate time-invariant model parameters used in the FE model of the structure of interest. The framework uses input excitation and dynamic response of the structure and updates a nonlinear FE model of the structure to minimize the discrepancies between predicted and measured response time histories. The updated FE model can then be interrogated to detect, localize, classify, and quantify the state of damage and predict the remaining useful life of the structure. As opposed to recursive estimation methods, in the batch Bayesian estimation approach, the entire time history of the input excitation and output response of the structure are used as a batch of data to estimate the FE model parameters through a number of iterations. In the case of non-informative prior, the batch Bayesian method leads to an extended maximum likelihood (ML) estimation method to estimate jointly time-invariant model parameters and the measurement noise amplitude. The extended ML estimation problem is solved efficiently using a gradient-based interior-point optimization algorithm. Gradient-based optimization algorithms require the FE response sensitivities with respect to the model parameters to be identified. The FE response sensitivities are computed accurately and efficiently using the direct differentiation method (DDM). The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem by computing the exact Fisher Information matrix using the FE response sensitivities with respect to the model parameters. The accuracy of the proposed uncertainty quantification approach is verified using a sampling approach based on the unscented transformation. Two validation studies, based on realistic structural FE models of a bridge pier and a moment resisting steel frame, are performed to validate the performance and accuracy of the presented nonlinear FE model updating approach and demonstrate its application to SHM. These validation studies show the excellent performance of the proposed framework for SHM and damage identification even in the presence of high measurement noise and/or way-out initial estimates of the model parameters. Furthermore, the detrimental effects of the input measurement noise on the performance of the proposed framework are illustrated and quantified through one of the validation studies.
A 3D model retrieval approach based on Bayesian networks lightfield descriptor
NASA Astrophysics Data System (ADS)
Xiao, Qinhan; Li, Yanjun
2009-12-01
A new 3D model retrieval methodology is proposed by exploiting a novel Bayesian networks lightfield descriptor (BNLD). There are two key novelties in our approach: (1) a BN-based method for building lightfield descriptor; and (2) a 3D model retrieval scheme based on the proposed BNLD. To overcome the disadvantages of the existing 3D model retrieval methods, we explore BN for building a new lightfield descriptor. Firstly, 3D model is put into lightfield, about 300 binary-views can be obtained along a sphere, then Fourier descriptors and Zernike moments descriptors can be calculated out from binaryviews. Then shape feature sequence would be learned into a BN model based on BN learning algorithm; Secondly, we propose a new 3D model retrieval method by calculating Kullback-Leibler Divergence (KLD) between BNLDs. Beneficial from the statistical learning, our BNLD is noise robustness as compared to the existing methods. The comparison between our method and the lightfield descriptor-based approach is conducted to demonstrate the effectiveness of our proposed methodology.
NASA Astrophysics Data System (ADS)
Ben Abdessalem, Anis; Dervilis, Nikolaos; Wagg, David; Worden, Keith
2018-01-01
This paper will introduce the use of the approximate Bayesian computation (ABC) algorithm for model selection and parameter estimation in structural dynamics. ABC is a likelihood-free method typically used when the likelihood function is either intractable or cannot be approached in a closed form. To circumvent the evaluation of the likelihood function, simulation from a forward model is at the core of the ABC algorithm. The algorithm offers the possibility to use different metrics and summary statistics representative of the data to carry out Bayesian inference. The efficacy of the algorithm in structural dynamics is demonstrated through three different illustrative examples of nonlinear system identification: cubic and cubic-quintic models, the Bouc-Wen model and the Duffing oscillator. The obtained results suggest that ABC is a promising alternative to deal with model selection and parameter estimation issues, specifically for systems with complex behaviours.
Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C
2016-02-01
A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.
Inverse and forward modeling under uncertainty using MRE-based Bayesian approach
NASA Astrophysics Data System (ADS)
Hou, Z.; Rubin, Y.
2004-12-01
A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.
Vogt, Martin; Bajorath, Jürgen
2008-01-01
Bayesian classifiers are increasingly being used to distinguish active from inactive compounds and search large databases for novel active molecules. We introduce an approach to directly combine the contributions of property descriptors and molecular fingerprints in the search for active compounds that is based on a Bayesian framework. Conventionally, property descriptors and fingerprints are used as alternative features for virtual screening methods. Following the approach introduced here, probability distributions of descriptor values and fingerprint bit settings are calculated for active and database molecules and the divergence between the resulting combined distributions is determined as a measure of biological activity. In test calculations on a large number of compound activity classes, this methodology was found to consistently perform better than similarity searching using fingerprints and multiple reference compounds or Bayesian screening calculations using probability distributions calculated only from property descriptors. These findings demonstrate that there is considerable synergy between different types of property descriptors and fingerprints in recognizing diverse structure-activity relationships, at least in the context of Bayesian modeling.
Holmes, Tyson H.; Lewis, David B.
2014-01-01
Bayesian estimation techniques offer a systematic and quantitative approach for synthesizing data drawn from the literature to model immunological systems. As detailed here, the practitioner begins with a theoretical model and then sequentially draws information from source data sets and/or published findings to inform estimation of model parameters. Options are available to weigh these various sources of information differentially per objective measures of their corresponding scientific strengths. This approach is illustrated in depth through a carefully worked example for a model of decline in T-cell receptor excision circle content of peripheral T cells during development and aging. Estimates from this model indicate that 21 years of age is plausible for the developmental timing of mean age of onset of decline in T-cell receptor excision circle content of peripheral T cells. PMID:25179832
NASA Technical Reports Server (NTRS)
Warner, James E.; Zubair, Mohammad; Ranjan, Desh
2017-01-01
This work investigates novel approaches to probabilistic damage diagnosis that utilize surrogate modeling and high performance computing (HPC) to achieve substantial computational speedup. Motivated by Digital Twin, a structural health management (SHM) paradigm that integrates vehicle-specific characteristics with continual in-situ damage diagnosis and prognosis, the methods studied herein yield near real-time damage assessments that could enable monitoring of a vehicle's health while it is operating (i.e. online SHM). High-fidelity modeling and uncertainty quantification (UQ), both critical to Digital Twin, are incorporated using finite element method simulations and Bayesian inference, respectively. The crux of the proposed Bayesian diagnosis methods, however, is the reformulation of the numerical sampling algorithms (e.g. Markov chain Monte Carlo) used to generate the resulting probabilistic damage estimates. To this end, three distinct methods are demonstrated for rapid sampling that utilize surrogate modeling and exploit various degrees of parallelism for leveraging HPC. The accuracy and computational efficiency of the methods are compared on the problem of strain-based crack identification in thin plates. While each approach has inherent problem-specific strengths and weaknesses, all approaches are shown to provide accurate probabilistic damage diagnoses and several orders of magnitude computational speedup relative to a baseline Bayesian diagnosis implementation.
Fu, Zhibiao; Baker, Daniel; Cheng, Aili; Leighton, Julie; Appelbaum, Edward; Aon, Juan
2016-05-01
The principle of quality by design (QbD) has been widely applied to biopharmaceutical manufacturing processes. Process characterization is an essential step to implement the QbD concept to establish the design space and to define the proven acceptable ranges (PAR) for critical process parameters (CPPs). In this study, we present characterization of a Saccharomyces cerevisiae fermentation process using risk assessment analysis, statistical design of experiments (DoE), and the multivariate Bayesian predictive approach. The critical quality attributes (CQAs) and CPPs were identified with a risk assessment. The statistical model for each attribute was established using the results from the DoE study with consideration given to interactions between CPPs. Both the conventional overlapping contour plot and the multivariate Bayesian predictive approaches were used to establish the region of process operating conditions where all attributes met their specifications simultaneously. The quantitative Bayesian predictive approach was chosen to define the PARs for the CPPs, which apply to the manufacturing control strategy. Experience from the 10,000 L manufacturing scale process validation, including 64 continued process verification batches, indicates that the CPPs remain under a state of control and within the established PARs. The end product quality attributes were within their drug substance specifications. The probability generated with the Bayesian approach was also used as a tool to assess CPP deviations. This approach can be extended to develop other production process characterization and quantify a reliable operating region. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:799-812, 2016. © 2016 American Institute of Chemical Engineers.
Predicting coastal cliff erosion using a Bayesian probabilistic model
Hapke, Cheryl J.; Plant, Nathaniel G.
2010-01-01
Regional coastal cliff retreat is difficult to model due to the episodic nature of failures and the along-shore variability of retreat events. There is a growing demand, however, for predictive models that can be used to forecast areas vulnerable to coastal erosion hazards. Increasingly, probabilistic models are being employed that require data sets of high temporal density to define the joint probability density function that relates forcing variables (e.g. wave conditions) and initial conditions (e.g. cliff geometry) to erosion events. In this study we use a multi-parameter Bayesian network to investigate correlations between key variables that control and influence variations in cliff retreat processes. The network uses Bayesian statistical methods to estimate event probabilities using existing observations. Within this framework, we forecast the spatial distribution of cliff retreat along two stretches of cliffed coast in Southern California. The input parameters are the height and slope of the cliff, a descriptor of material strength based on the dominant cliff-forming lithology, and the long-term cliff erosion rate that represents prior behavior. The model is forced using predicted wave impact hours. Results demonstrate that the Bayesian approach is well-suited to the forward modeling of coastal cliff retreat, with the correct outcomes forecast in 70–90% of the modeled transects. The model also performs well in identifying specific locations of high cliff erosion, thus providing a foundation for hazard mapping. This approach can be employed to predict cliff erosion at time-scales ranging from storm events to the impacts of sea-level rise at the century-scale.
Semiparametric modeling: Correcting low-dimensional model error in parametric models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Berry, Tyrus, E-mail: thb11@psu.edu; Harlim, John, E-mail: jharlim@psu.edu; Department of Meteorology, the Pennsylvania State University, 503 Walker Building, University Park, PA 16802-5013
2016-03-01
In this paper, a semiparametric modeling approach is introduced as a paradigm for addressing model error arising from unresolved physical phenomena. Our approach compensates for model error by learning an auxiliary dynamical model for the unknown parameters. Practically, the proposed approach consists of the following steps. Given a physics-based model and a noisy data set of historical observations, a Bayesian filtering algorithm is used to extract a time-series of the parameter values. Subsequently, the diffusion forecast algorithm is applied to the retrieved time-series in order to construct the auxiliary model for the time evolving parameters. The semiparametric forecasting algorithm consistsmore » of integrating the existing physics-based model with an ensemble of parameters sampled from the probability density function of the diffusion forecast. To specify initial conditions for the diffusion forecast, a Bayesian semiparametric filtering method that extends the Kalman-based filtering framework is introduced. In difficult test examples, which introduce chaotically and stochastically evolving hidden parameters into the Lorenz-96 model, we show that our approach can effectively compensate for model error, with forecasting skill comparable to that of the perfect model.« less
Rasmussen, Peter M.; Smith, Amy F.; Sakadžić, Sava; Boas, David A.; Pries, Axel R.; Secomb, Timothy W.; Østergaard, Leif
2017-01-01
Objective In vivo imaging of the microcirculation and network-oriented modeling have emerged as powerful means of studying microvascular function and understanding its physiological significance. Network-oriented modeling may provide the means of summarizing vast amounts of data produced by high-throughput imaging techniques in terms of key, physiological indices. To estimate such indices with sufficient certainty, however, network-oriented analysis must be robust to the inevitable presence of uncertainty due to measurement errors as well as model errors. Methods We propose the Bayesian probabilistic data analysis framework as a means of integrating experimental measurements and network model simulations into a combined and statistically coherent analysis. The framework naturally handles noisy measurements and provides posterior distributions of model parameters as well as physiological indices associated with uncertainty. Results We applied the analysis framework to experimental data from three rat mesentery networks and one mouse brain cortex network. We inferred distributions for more than five hundred unknown pressure and hematocrit boundary conditions. Model predictions were consistent with previous analyses, and remained robust when measurements were omitted from model calibration. Conclusion Our Bayesian probabilistic approach may be suitable for optimizing data acquisition and for analyzing and reporting large datasets acquired as part of microvascular imaging studies. PMID:27987383
Cross-view gait recognition using joint Bayesian
NASA Astrophysics Data System (ADS)
Li, Chao; Sun, Shouqian; Chen, Xiaoyu; Min, Xin
2017-07-01
Human gait, as a soft biometric, helps to recognize people by walking. To further improve the recognition performance under cross-view condition, we propose Joint Bayesian to model the view variance. We evaluated our prosed method with the largest population (OULP) dataset which makes our result reliable in a statically way. As a result, we confirmed our proposed method significantly outperformed state-of-the-art approaches for both identification and verification tasks. Finally, sensitivity analysis on the number of training subjects was conducted, we find Joint Bayesian could achieve competitive results even with a small subset of training subjects (100 subjects). For further comparison, experimental results, learning models, and test codes are available.
Bayesian approach to MSD-based analysis of particle motion in live cells.
Monnier, Nilah; Guo, Syuan-Ming; Mori, Masashi; He, Jun; Lénárt, Péter; Bathe, Mark
2012-08-08
Quantitative tracking of particle motion using live-cell imaging is a powerful approach to understanding the mechanism of transport of biological molecules, organelles, and cells. However, inferring complex stochastic motion models from single-particle trajectories in an objective manner is nontrivial due to noise from sampling limitations and biological heterogeneity. Here, we present a systematic Bayesian approach to multiple-hypothesis testing of a general set of competing motion models based on particle mean-square displacements that automatically classifies particle motion, properly accounting for sampling limitations and correlated noise while appropriately penalizing model complexity according to Occam's Razor to avoid over-fitting. We test the procedure rigorously using simulated trajectories for which the underlying physical process is known, demonstrating that it chooses the simplest physical model that explains the observed data. Further, we show that computed model probabilities provide a reliability test for the downstream biological interpretation of associated parameter values. We subsequently illustrate the broad utility of the approach by applying it to disparate biological systems including experimental particle trajectories from chromosomes, kinetochores, and membrane receptors undergoing a variety of complex motions. This automated and objective Bayesian framework easily scales to large numbers of particle trajectories, making it ideal for classifying the complex motion of large numbers of single molecules and cells from high-throughput screens, as well as single-cell-, tissue-, and organism-level studies. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Sipkens, Timothy A.; Hadwin, Paul J.; Grauer, Samuel J.; Daun, Kyle J.
2018-03-01
Competing theories have been proposed to account for how the latent heat of vaporization of liquid iron varies with temperature, but experimental confirmation remains elusive, particularly at high temperatures. We propose time-resolved laser-induced incandescence measurements on iron nanoparticles combined with Bayesian model plausibility, as a novel method for evaluating these relationships. Our approach scores the explanatory power of candidate models, accounting for parameter uncertainty, model complexity, measurement noise, and goodness-of-fit. The approach is first validated with simulated data and then applied to experimental data for iron nanoparticles in argon. Our results justify the use of Román's equation to account for the temperature dependence of the latent heat of vaporization of liquid iron.
Bayesian Approach for Flexible Modeling of Semicompeting Risks Data
Han, Baoguang; Yu, Menggang; Dignam, James J.; Rathouz, Paul J.
2016-01-01
Summary Semicompeting risks data arise when two types of events, non-terminal and terminal, are observed. When the terminal event occurs first, it censors the non-terminal event, but not vice versa. To account for possible dependent censoring of the non-terminal event by the terminal event and to improve prediction of the terminal event using the non-terminal event information, it is crucial to model their association properly. Motivated by a breast cancer clinical trial data analysis, we extend the well-known illness-death models to allow flexible random effects to capture heterogeneous association structures in the data. Our extension also represents a generalization of the popular shared frailty models that usually assume that the non-terminal event does not affect the hazards of the terminal event beyond a frailty term. We propose a unified Bayesian modeling approach that can utilize existing software packages for both model fitting and individual specific event prediction. The approach is demonstrated via both simulation studies and a breast cancer data set analysis. PMID:25274445
Bayesian hierarchical functional data analysis via contaminated informative priors.
Scarpa, Bruno; Dunson, David B
2009-09-01
A variety of flexible approaches have been proposed for functional data analysis, allowing both the mean curve and the distribution about the mean to be unknown. Such methods are most useful when there is limited prior information. Motivated by applications to modeling of temperature curves in the menstrual cycle, this article proposes a flexible approach for incorporating prior information in semiparametric Bayesian analyses of hierarchical functional data. The proposed approach is based on specifying the distribution of functions as a mixture of a parametric hierarchical model and a nonparametric contamination. The parametric component is chosen based on prior knowledge, while the contamination is characterized as a functional Dirichlet process. In the motivating application, the contamination component allows unanticipated curve shapes in unhealthy menstrual cycles. Methods are developed for posterior computation, and the approach is applied to data from a European fecundability study.
Computational statistics using the Bayesian Inference Engine
NASA Astrophysics Data System (ADS)
Weinberg, Martin D.
2013-09-01
This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimized software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organize and reuse expensive derived data. The BIE is the first platform for computational statistics designed explicitly to enable Bayesian update and model comparison for astronomical problems. Bayesian update is based on the representation of high-dimensional posterior distributions using metric-ball-tree based kernel density estimation. Among its algorithmic offerings, the BIE emphasizes hybrid tempered Markov chain Monte Carlo schemes that robustly sample multimodal posterior distributions in high-dimensional parameter spaces. Moreover, the BIE implements a full persistence or serialization system that stores the full byte-level image of the running inference and previously characterized posterior distributions for later use. Two new algorithms to compute the marginal likelihood from the posterior distribution, developed for and implemented in the BIE, enable model comparison for complex models and data sets. Finally, the BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. It includes an extensible object-oriented and easily extended framework that implements every aspect of the Bayesian inference. By providing a variety of statistical algorithms for all phases of the inference problem, a scientist may explore a variety of approaches with a single model and data implementation. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU General Public License.
Bonomi, Massimiliano; Pellarin, Riccardo; Kim, Seung Joong; Russel, Daniel; Sundin, Bryan A.; Riffle, Michael; Jaschob, Daniel; Ramsden, Richard; Davis, Trisha N.; Muller, Eric G. D.; Sali, Andrej
2014-01-01
The use of in vivo Förster resonance energy transfer (FRET) data to determine the molecular architecture of a protein complex in living cells is challenging due to data sparseness, sample heterogeneity, signal contributions from multiple donors and acceptors, unequal fluorophore brightness, photobleaching, flexibility of the linker connecting the fluorophore to the tagged protein, and spectral cross-talk. We addressed these challenges by using a Bayesian approach that produces the posterior probability of a model, given the input data. The posterior probability is defined as a function of the dependence of our FRET metric FRETR on a structure (forward model), a model of noise in the data, as well as prior information about the structure, relative populations of distinct states in the sample, forward model parameters, and data noise. The forward model was validated against kinetic Monte Carlo simulations and in vivo experimental data collected on nine systems of known structure. In addition, our Bayesian approach was validated by a benchmark of 16 protein complexes of known structure. Given the structures of each subunit of the complexes, models were computed from synthetic FRETR data with a distance root-mean-squared deviation error of 14 to 17 Å. The approach is implemented in the open-source Integrative Modeling Platform, allowing us to determine macromolecular structures through a combination of in vivo FRETR data and data from other sources, such as electron microscopy and chemical cross-linking. PMID:25139910
Meta-analysis of diagnostic test data: a bivariate Bayesian modeling approach.
Verde, Pablo E
2010-12-30
In the last decades, the amount of published results on clinical diagnostic tests has expanded very rapidly. The counterpart to this development has been the formal evaluation and synthesis of diagnostic results. However, published results present substantial heterogeneity and they can be regarded as so far removed from the classical domain of meta-analysis, that they can provide a rather severe test of classical statistical methods. Recently, bivariate random effects meta-analytic methods, which model the pairs of sensitivities and specificities, have been presented from the classical point of view. In this work a bivariate Bayesian modeling approach is presented. This approach substantially extends the scope of classical bivariate methods by allowing the structural distribution of the random effects to depend on multiple sources of variability. Meta-analysis is summarized by the predictive posterior distributions for sensitivity and specificity. This new approach allows, also, to perform substantial model checking, model diagnostic and model selection. Statistical computations are implemented in the public domain statistical software (WinBUGS and R) and illustrated with real data examples. Copyright © 2010 John Wiley & Sons, Ltd.
Hierarchy Bayesian model based services awareness of high-speed optical access networks
NASA Astrophysics Data System (ADS)
Bai, Hui-feng
2018-03-01
As the speed of optical access networks soars with ever increasing multiple services, the service-supporting ability of optical access networks suffers greatly from the shortage of service awareness. Aiming to solve this problem, a hierarchy Bayesian model based services awareness mechanism is proposed for high-speed optical access networks. This approach builds a so-called hierarchy Bayesian model, according to the structure of typical optical access networks. Moreover, the proposed scheme is able to conduct simple services awareness operation in each optical network unit (ONU) and to perform complex services awareness from the whole view of system in optical line terminal (OLT). Simulation results show that the proposed scheme is able to achieve better quality of services (QoS), in terms of packet loss rate and time delay.
A Bayesian network model for predicting pregnancy after in vitro fertilization.
Corani, G; Magli, C; Giusti, A; Gianaroli, L; Gambardella, L M
2013-11-01
We present a Bayesian network model for predicting the outcome of in vitro fertilization (IVF). The problem is characterized by a particular missingness process; we propose a simple but effective averaging approach which improves parameter estimates compared to the traditional MAP estimation. We present results with generated data and the analysis of a real data set. Moreover, we assess by means of a simulation study the effectiveness of the model in supporting the selection of the embryos to be transferred. © 2013 Elsevier Ltd. All rights reserved.
A general framework for updating belief distributions.
Bissiri, P G; Holmes, C C; Walker, S G
2016-11-01
We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the traditional likelihood function, which is recovered as a special case. Modern application areas make it increasingly challenging for Bayesians to attempt to model the true data-generating mechanism. For instance, when the object of interest is low dimensional, such as a mean or median, it is cumbersome to have to achieve this via a complete model for the whole data distribution. More importantly, there are settings where the parameter of interest does not directly index a family of density functions and thus the Bayesian approach to learning about such parameters is currently regarded as problematic. Our framework uses loss functions to connect information in the data to functionals of interest. The updating of beliefs then follows from a decision theoretic approach involving cumulative loss functions. Importantly, the procedure coincides with Bayesian updating when a true likelihood is known yet provides coherent subjective inference in much more general settings. Connections to other inference frameworks are highlighted.
Chen, Jinsong; Zhang, Dake; Choi, Jaehwa
2015-12-01
It is common to encounter latent variables with ordinal data in social or behavioral research. Although a mediated effect of latent variables (latent mediated effect, or LME) with ordinal data may appear to be a straightforward combination of LME with continuous data and latent variables with ordinal data, the methodological challenges to combine the two are not trivial. This research covers model structures as complex as LME and formulates both point and interval estimates of LME for ordinal data using the Bayesian full-information approach. We also combine weighted least squares (WLS) estimation with the bias-corrected bootstrapping (BCB; Efron Journal of the American Statistical Association, 82, 171-185, 1987) method or the traditional delta method as the limited-information approach. We evaluated the viability of these different approaches across various conditions through simulation studies, and provide an empirical example to illustrate the approaches. We found that the Bayesian approach with reasonably informative priors is preferred when both point and interval estimates are of interest and the sample size is 200 or above.
Assessment of CT image quality using a Bayesian approach
NASA Astrophysics Data System (ADS)
Reginatto, M.; Anton, M.; Elster, C.
2017-08-01
One of the most promising approaches for evaluating CT image quality is task-specific quality assessment. This involves a simplified version of a clinical task, e.g. deciding whether an image belongs to the class of images that contain the signature of a lesion or not. Task-specific quality assessment can be done by model observers, which are mathematical procedures that carry out the classification task. The most widely used figure of merit for CT image quality is the area under the ROC curve (AUC), a quantity which characterizes the performance of a given model observer. In order to estimate AUC from a finite sample of images, different approaches from classical statistics have been suggested. The goal of this paper is to introduce task-specific quality assessment of CT images to metrology and to propose a novel Bayesian estimation of AUC for the channelized Hotelling observer (CHO) applied to the task of detecting a lesion at a known image location. It is assumed that signal-present and signal-absent images follow multivariate normal distributions with the same covariance matrix. The Bayesian approach results in a posterior distribution for the AUC of the CHO which provides in addition a complete characterization of the uncertainty of this figure of merit. The approach is illustrated by its application to both simulated and experimental data.
NASA Astrophysics Data System (ADS)
Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel
2016-04-01
Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.
Unraveling multiple changes in complex climate time series using Bayesian inference
NASA Astrophysics Data System (ADS)
Berner, Nadine; Trauth, Martin H.; Holschneider, Matthias
2016-04-01
Change points in time series are perceived as heterogeneities in the statistical or dynamical characteristics of observations. Unraveling such transitions yields essential information for the understanding of the observed system. The precise detection and basic characterization of underlying changes is therefore of particular importance in environmental sciences. We present a kernel-based Bayesian inference approach to investigate direct as well as indirect climate observations for multiple generic transition events. In order to develop a diagnostic approach designed to capture a variety of natural processes, the basic statistical features of central tendency and dispersion are used to locally approximate a complex time series by a generic transition model. A Bayesian inversion approach is developed to robustly infer on the location and the generic patterns of such a transition. To systematically investigate time series for multiple changes occurring at different temporal scales, the Bayesian inversion is extended to a kernel-based inference approach. By introducing basic kernel measures, the kernel inference results are composed into a proxy probability to a posterior distribution of multiple transitions. Thus, based on a generic transition model a probability expression is derived that is capable to indicate multiple changes within a complex time series. We discuss the method's performance by investigating direct and indirect climate observations. The approach is applied to environmental time series (about 100 a), from the weather station in Tuscaloosa, Alabama, and confirms documented instrumentation changes. Moreover, the approach is used to investigate a set of complex terrigenous dust records from the ODP sites 659, 721/722 and 967 interpreted as climate indicators of the African region of the Plio-Pleistocene period (about 5 Ma). The detailed inference unravels multiple transitions underlying the indirect climate observations coinciding with established global climate events.
A Bayesian Approach to Determination of F, D, and Z Values Used in Steam Sterilization Validation.
Faya, Paul; Stamey, James D; Seaman, John W
2017-01-01
For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the well-known D T , z , and F o values that are used in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these values to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. LAY ABSTRACT: For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the critical process parameters that are evaluated in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these parameters to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. © PDA, Inc. 2017.
Using Bayesian Networks for Candidate Generation in Consistency-based Diagnosis
NASA Technical Reports Server (NTRS)
Narasimhan, Sriram; Mengshoel, Ole
2008-01-01
Consistency-based diagnosis relies heavily on the assumption that discrepancies between model predictions and sensor observations can be detected accurately. When sources of uncertainty like sensor noise and model abstraction exist robust schemes have to be designed to make a binary decision on whether predictions are consistent with observations. This risks the occurrence of false alarms and missed alarms when an erroneous decision is made. Moreover when multiple sensors (with differing sensing properties) are available the degree of match between predictions and observations can be used to guide the search for fault candidates. In this paper we propose a novel approach to handle this problem using Bayesian networks. In the consistency- based diagnosis formulation, automatically generated Bayesian networks are used to encode a probabilistic measure of fit between predictions and observations. A Bayesian network inference algorithm is used to compute most probable fault candidates.
Bayesian Group Bridge for Bi-level Variable Selection.
Mallick, Himel; Yi, Nengjun
2017-06-01
A Bayesian bi-level variable selection method (BAGB: Bayesian Analysis of Group Bridge) is developed for regularized regression and classification. This new development is motivated by grouped data, where generic variables can be divided into multiple groups, with variables in the same group being mechanistically related or statistically correlated. As an alternative to frequentist group variable selection methods, BAGB incorporates structural information among predictors through a group-wise shrinkage prior. Posterior computation proceeds via an efficient MCMC algorithm. In addition to the usual ease-of-interpretation of hierarchical linear models, the Bayesian formulation produces valid standard errors, a feature that is notably absent in the frequentist framework. Empirical evidence of the attractiveness of the method is illustrated by extensive Monte Carlo simulations and real data analysis. Finally, several extensions of this new approach are presented, providing a unified framework for bi-level variable selection in general models with flexible penalties.
Uncertainty Management for Diagnostics and Prognostics of Batteries using Bayesian Techniques
NASA Technical Reports Server (NTRS)
Saha, Bhaskar; Goebel, kai
2007-01-01
Uncertainty management has always been the key hurdle faced by diagnostics and prognostics algorithms. A Bayesian treatment of this problem provides an elegant and theoretically sound approach to the modern Condition- Based Maintenance (CBM)/Prognostic Health Management (PHM) paradigm. The application of the Bayesian techniques to regression and classification in the form of Relevance Vector Machine (RVM), and to state estimation as in Particle Filters (PF), provides a powerful tool to integrate the diagnosis and prognosis of battery health. The RVM, which is a Bayesian treatment of the Support Vector Machine (SVM), is used for model identification, while the PF framework uses the learnt model, statistical estimates of noise and anticipated operational conditions to provide estimates of remaining useful life (RUL) in the form of a probability density function (PDF). This type of prognostics generates a significant value addition to the management of any operation involving electrical systems.
Chan, Jennifer S K
2016-05-01
Dropouts are common in longitudinal study. If the dropout probability depends on the missing observations at or after dropout, this type of dropout is called informative (or nonignorable) dropout (ID). Failure to accommodate such dropout mechanism into the model will bias the parameter estimates. We propose a conditional autoregressive model for longitudinal binary data with an ID model such that the probabilities of positive outcomes as well as the drop-out indicator in each occasion are logit linear in some covariates and outcomes. This model adopting a marginal model for outcomes and a conditional model for dropouts is called a selection model. To allow for the heterogeneity and clustering effects, the outcome model is extended to incorporate mixture and random effects. Lastly, the model is further extended to a novel model that models the outcome and dropout jointly such that their dependency is formulated through an odds ratio function. Parameters are estimated by a Bayesian approach implemented using the user-friendly Bayesian software WinBUGS. A methadone clinic dataset is analyzed to illustrate the proposed models. Result shows that the treatment time effect is still significant but weaker after allowing for an ID process in the data. Finally the effect of drop-out on parameter estimates is evaluated through simulation studies. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Order priors for Bayesian network discovery with an application to malware phylogeny
Oyen, Diane; Anderson, Blake; Sentz, Kari; ...
2017-09-15
Here, Bayesian networks have been used extensively to model and discover dependency relationships among sets of random variables. We learn Bayesian network structure with a combination of human knowledge about the partial ordering of variables and statistical inference of conditional dependencies from observed data. Our approach leverages complementary information from human knowledge and inference from observed data to produce networks that reflect human beliefs about the system as well as to fit the observed data. Applying prior beliefs about partial orderings of variables is an approach distinctly different from existing methods that incorporate prior beliefs about direct dependencies (or edges)more » in a Bayesian network. We provide an efficient implementation of the partial-order prior in a Bayesian structure discovery learning algorithm, as well as an edge prior, showing that both priors meet the local modularity requirement necessary for an efficient Bayesian discovery algorithm. In benchmark studies, the partial-order prior improves the accuracy of Bayesian network structure learning as well as the edge prior, even though order priors are more general. Our primary motivation is in characterizing the evolution of families of malware to aid cyber security analysts. For the problem of malware phylogeny discovery, we find that our algorithm, compared to existing malware phylogeny algorithms, more accurately discovers true dependencies that are missed by other algorithms.« less
Order priors for Bayesian network discovery with an application to malware phylogeny
DOE Office of Scientific and Technical Information (OSTI.GOV)
Oyen, Diane; Anderson, Blake; Sentz, Kari
Here, Bayesian networks have been used extensively to model and discover dependency relationships among sets of random variables. We learn Bayesian network structure with a combination of human knowledge about the partial ordering of variables and statistical inference of conditional dependencies from observed data. Our approach leverages complementary information from human knowledge and inference from observed data to produce networks that reflect human beliefs about the system as well as to fit the observed data. Applying prior beliefs about partial orderings of variables is an approach distinctly different from existing methods that incorporate prior beliefs about direct dependencies (or edges)more » in a Bayesian network. We provide an efficient implementation of the partial-order prior in a Bayesian structure discovery learning algorithm, as well as an edge prior, showing that both priors meet the local modularity requirement necessary for an efficient Bayesian discovery algorithm. In benchmark studies, the partial-order prior improves the accuracy of Bayesian network structure learning as well as the edge prior, even though order priors are more general. Our primary motivation is in characterizing the evolution of families of malware to aid cyber security analysts. For the problem of malware phylogeny discovery, we find that our algorithm, compared to existing malware phylogeny algorithms, more accurately discovers true dependencies that are missed by other algorithms.« less
Bouhrara, Mustapha; Spencer, Richard G.
2015-01-01
Myelin water fraction (MWF) mapping with magnetic resonance imaging has led to the ability to directly observe myelination and demyelination in both the developing brain and in disease. Multicomponent driven equilibrium single pulse observation of T1 and T2 (mcDESPOT) has been proposed as a rapid approach for multicomponent relaxometry and has been applied to map MWF in human brain. However, even for the simplest two-pool signal model consisting of MWF and non-myelin-associated water, the dimensionality of the parameter space for obtaining MWF estimates remains high. This renders parameter estimation difficult, especially at low-to-moderate signal-to-noise ratios (SNR), due to the presence of local minima and the flatness of the fit residual energy surface used for parameter determination using conventional nonlinear least squares (NLLS)-based algorithms. In this study, we introduce three Bayesian approaches for analysis of the mcDESPOT signal model to determine MWF. Given the high dimensional nature of mcDESPOT signal model, and, thereby, the high dimensional marginalizations over nuisance parameters needed to derive the posterior probability distribution of MWF parameter, the introduced Bayesian analyses use different approaches to reduce the dimensionality of the parameter space. The first approach uses normalization by average signal amplitude, and assumes that noise can be accurately estimated from signal-free regions of the image. The second approach likewise uses average amplitude normalization, but incorporates a full treatment of noise as an unknown variable through marginalization. The third approach does not use amplitude normalization and incorporates marginalization over both noise and signal amplitude. Through extensive Monte Carlo numerical simulations and analysis of in-vivo human brain datasets exhibiting a range of SNR and spatial resolution, we demonstrated the markedly improved accuracy and precision in the estimation of MWF using these Bayesian methods as compared to the stochastic region contraction (SRC) implementation of NLLS. PMID:26499810
Genomic-Enabled Prediction of Ordinal Data with Bayesian Logistic Ordinal Regression.
Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Burgueño, Juan; Eskridge, Kent
2015-08-18
Most genomic-enabled prediction models developed so far assume that the response variable is continuous and normally distributed. The exception is the probit model, developed for ordered categorical phenotypes. In statistical applications, because of the easy implementation of the Bayesian probit ordinal regression (BPOR) model, Bayesian logistic ordinal regression (BLOR) is implemented rarely in the context of genomic-enabled prediction [sample size (n) is much smaller than the number of parameters (p)]. For this reason, in this paper we propose a BLOR model using the Pólya-Gamma data augmentation approach that produces a Gibbs sampler with similar full conditional distributions of the BPOR model and with the advantage that the BPOR model is a particular case of the BLOR model. We evaluated the proposed model by using simulation and two real data sets. Results indicate that our BLOR model is a good alternative for analyzing ordinal data in the context of genomic-enabled prediction with the probit or logit link. Copyright © 2015 Montesinos-López et al.
Boehm, Udo; Steingroever, Helen; Wagenmakers, Eric-Jan
2018-06-01
An important tool in the advancement of cognitive science are quantitative models that represent different cognitive variables in terms of model parameters. To evaluate such models, their parameters are typically tested for relationships with behavioral and physiological variables that are thought to reflect specific cognitive processes. However, many models do not come equipped with the statistical framework needed to relate model parameters to covariates. Instead, researchers often revert to classifying participants into groups depending on their values on the covariates, and subsequently comparing the estimated model parameters between these groups. Here we develop a comprehensive solution to the covariate problem in the form of a Bayesian regression framework. Our framework can be easily added to existing cognitive models and allows researchers to quantify the evidential support for relationships between covariates and model parameters using Bayes factors. Moreover, we present a simulation study that demonstrates the superiority of the Bayesian regression framework to the conventional classification-based approach.
Covariate Balance in Bayesian Propensity Score Approaches for Observational Studies
ERIC Educational Resources Information Center
Chen, Jianshen; Kaplan, David
2015-01-01
Bayesian alternatives to frequentist propensity score approaches have recently been proposed. However, few studies have investigated their covariate balancing properties. This article compares a recently developed two-step Bayesian propensity score approach to the frequentist approach with respect to covariate balance. The effects of different…
Semiparametric time varying coefficient model for matched case-crossover studies.
Ortega-Villa, Ana Maria; Kim, Inyoung; Kim, H
2017-03-15
In matched case-crossover studies, it is generally accepted that the covariates on which a case and associated controls are matched cannot exert a confounding effect on independent predictors included in the conditional logistic regression model. This is because any stratum effect is removed by the conditioning on the fixed number of sets of the case and controls in the stratum. Hence, the conditional logistic regression model is not able to detect any effects associated with the matching covariates by stratum. However, some matching covariates such as time often play an important role as an effect modification leading to incorrect statistical estimation and prediction. Therefore, we propose three approaches to evaluate effect modification by time. The first is a parametric approach, the second is a semiparametric penalized approach, and the third is a semiparametric Bayesian approach. Our parametric approach is a two-stage method, which uses conditional logistic regression in the first stage and then estimates polynomial regression in the second stage. Our semiparametric penalized and Bayesian approaches are one-stage approaches developed by using regression splines. Our semiparametric one stage approach allows us to not only detect the parametric relationship between the predictor and binary outcomes, but also evaluate nonparametric relationships between the predictor and time. We demonstrate the advantage of our semiparametric one-stage approaches using both a simulation study and an epidemiological example of a 1-4 bi-directional case-crossover study of childhood aseptic meningitis with drinking water turbidity. We also provide statistical inference for the semiparametric Bayesian approach using Bayes Factors. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
BELM: Bayesian extreme learning machine.
Soria-Olivas, Emilio; Gómez-Sanchis, Juan; Martín, José D; Vila-Francés, Joan; Martínez, Marcelino; Magdalena, José R; Serrano, Antonio J
2011-03-01
The theory of extreme learning machine (ELM) has become very popular on the last few years. ELM is a new approach for learning the parameters of the hidden layers of a multilayer neural network (as the multilayer perceptron or the radial basis function neural network). Its main advantage is the lower computational cost, which is especially relevant when dealing with many patterns defined in a high-dimensional space. This brief proposes a bayesian approach to ELM, which presents some advantages over other approaches: it allows the introduction of a priori knowledge; obtains the confidence intervals (CIs) without the need of applying methods that are computationally intensive, e.g., bootstrap; and presents high generalization capabilities. Bayesian ELM is benchmarked against classical ELM in several artificial and real datasets that are widely used for the evaluation of machine learning algorithms. Achieved results show that the proposed approach produces a competitive accuracy with some additional advantages, namely, automatic production of CIs, reduction of probability of model overfitting, and use of a priori knowledge.
Dommert, M; Reginatto, M; Zboril, M; Fiedler, F; Helmbrecht, S; Enghardt, W; Lutz, B
2017-11-28
Bonner sphere measurements are typically analyzed using unfolding codes. It is well known that it is difficult to get reliable estimates of uncertainties for standard unfolding procedures. An alternative approach is to analyze the data using Bayesian parameter estimation. This method provides reliable estimates of the uncertainties of neutron spectra leading to rigorous estimates of uncertainties of the dose. We extend previous Bayesian approaches and apply the method to stray neutrons in proton therapy environments by introducing a new parameterized model which describes the main features of the expected neutron spectra. The parameterization is based on information that is available from measurements and detailed Monte Carlo simulations. The validity of this approach has been validated with results of an experiment using Bonner spheres carried out at the experimental hall of the OncoRay proton therapy facility in Dresden. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
NASA Astrophysics Data System (ADS)
Köpke, Corinna; Irving, James; Elsheikh, Ahmed H.
2018-06-01
Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward model linking subsurface physical properties to measured data, which is typically assumed to be perfectly known in the inversion procedure. However, to make the stochastic solution of the inverse problem computationally tractable using methods such as Markov-chain-Monte-Carlo (MCMC), fast approximations of the forward model are commonly employed. This gives rise to model error, which has the potential to significantly bias posterior statistics if not properly accounted for. Here, we present a new methodology for dealing with the model error arising from the use of approximate forward solvers in Bayesian solutions to hydrogeophysical inverse problems. Our approach is geared towards the common case where this error cannot be (i) effectively characterized through some parametric statistical distribution; or (ii) estimated by interpolating between a small number of computed model-error realizations. To this end, we focus on identification and removal of the model-error component of the residual during MCMC using a projection-based approach, whereby the orthogonal basis employed for the projection is derived in each iteration from the K-nearest-neighboring entries in a model-error dictionary. The latter is constructed during the inversion and grows at a specified rate as the iterations proceed. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar travel-time data considering three different subsurface parameterizations of varying complexity. Synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed for their inversion. In each case, our developed approach enables us to remove posterior bias and obtain a more realistic characterization of uncertainty.
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.
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
Nonparametric Bayesian inference of the microcanonical stochastic block model
NASA Astrophysics Data System (ADS)
Peixoto, Tiago P.
2017-01-01
A principled approach to characterize the hidden modular structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.
A Gaussian random field model for similarity-based smoothing in Bayesian disease mapping.
Baptista, Helena; Mendes, Jorge M; MacNab, Ying C; Xavier, Miguel; Caldas-de-Almeida, José
2016-08-01
Conditionally specified Gaussian Markov random field (GMRF) models with adjacency-based neighbourhood weight matrix, commonly known as neighbourhood-based GMRF models, have been the mainstream approach to spatial smoothing in Bayesian disease mapping. In the present paper, we propose a conditionally specified Gaussian random field (GRF) model with a similarity-based non-spatial weight matrix to facilitate non-spatial smoothing in Bayesian disease mapping. The model, named similarity-based GRF, is motivated for modelling disease mapping data in situations where the underlying small area relative risks and the associated determinant factors do not vary systematically in space, and the similarity is defined by "similarity" with respect to the associated disease determinant factors. The neighbourhood-based GMRF and the similarity-based GRF are compared and accessed via a simulation study and by two case studies, using new data on alcohol abuse in Portugal collected by the World Mental Health Survey Initiative and the well-known lip cancer data in Scotland. In the presence of disease data with no evidence of positive spatial correlation, the simulation study showed a consistent gain in efficiency from the similarity-based GRF, compared with the adjacency-based GMRF with the determinant risk factors as covariate. This new approach broadens the scope of the existing conditional autocorrelation models. © The Author(s) 2016.
Bayesian dynamic mediation analysis.
Huang, Jing; Yuan, Ying
2017-12-01
Most existing methods for mediation analysis assume that mediation is a stationary, time-invariant process, which overlooks the inherently dynamic nature of many human psychological processes and behavioral activities. In this article, we consider mediation as a dynamic process that continuously changes over time. We propose Bayesian multilevel time-varying coefficient models to describe and estimate such dynamic mediation effects. By taking the nonparametric penalized spline approach, the proposed method is flexible and able to accommodate any shape of the relationship between time and mediation effects. Simulation studies show that the proposed method works well and faithfully reflects the true nature of the mediation process. By modeling mediation effect nonparametrically as a continuous function of time, our method provides a valuable tool to help researchers obtain a more complete understanding of the dynamic nature of the mediation process underlying psychological and behavioral phenomena. We also briefly discuss an alternative approach of using dynamic autoregressive mediation model to estimate the dynamic mediation effect. The computer code is provided to implement the proposed Bayesian dynamic mediation analysis. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
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 comparison of machine learning and Bayesian modelling for molecular serotyping.
Newton, Richard; Wernisch, Lorenz
2017-08-11
Streptococcus pneumoniae is a human pathogen that is a major cause of infant mortality. Identifying the pneumococcal serotype is an important step in monitoring the impact of vaccines used to protect against disease. Genomic microarrays provide an effective method for molecular serotyping. Previously we developed an empirical Bayesian model for the classification of serotypes from a molecular serotyping array. With only few samples available, a model driven approach was the only option. In the meanwhile, several thousand samples have been made available to us, providing an opportunity to investigate serotype classification by machine learning methods, which could complement the Bayesian model. We compare the performance of the original Bayesian model with two machine learning algorithms: Gradient Boosting Machines and Random Forests. We present our results as an example of a generic strategy whereby a preliminary probabilistic model is complemented or replaced by a machine learning classifier once enough data are available. Despite the availability of thousands of serotyping arrays, a problem encountered when applying machine learning methods is the lack of training data containing mixtures of serotypes; due to the large number of possible combinations. Most of the available training data comprises samples with only a single serotype. To overcome the lack of training data we implemented an iterative analysis, creating artificial training data of serotype mixtures by combining raw data from single serotype arrays. With the enhanced training set the machine learning algorithms out perform the original Bayesian model. However, for serotypes currently lacking sufficient training data the best performing implementation was a combination of the results of the Bayesian Model and the Gradient Boosting Machine. As well as being an effective method for classifying biological data, machine learning can also be used as an efficient method for revealing subtle biological insights, which we illustrate with an example.
Bayesian calibration for forensic age estimation.
Ferrante, Luigi; Skrami, Edlira; Gesuita, Rosaria; Cameriere, Roberto
2015-05-10
Forensic medicine is increasingly called upon to assess the age of individuals. Forensic age estimation is mostly required in relation to illegal immigration and identification of bodies or skeletal remains. A variety of age estimation methods are based on dental samples and use of regression models, where the age of an individual is predicted by morphological tooth changes that take place over time. From the medico-legal point of view, regression models, with age as the dependent random variable entail that age tends to be overestimated in the young and underestimated in the old. To overcome this bias, we describe a new full Bayesian calibration method (asymmetric Laplace Bayesian calibration) for forensic age estimation that uses asymmetric Laplace distribution as the probability model. The method was compared with three existing approaches (two Bayesian and a classical method) using simulated data. Although its accuracy was comparable with that of the other methods, the asymmetric Laplace Bayesian calibration appears to be significantly more reliable and robust in case of misspecification of the probability model. The proposed method was also applied to a real dataset of values of the pulp chamber of the right lower premolar measured on x-ray scans of individuals of known age. Copyright © 2015 John Wiley & Sons, Ltd.
Theory Learning as Stochastic Search in the Language of Thought
ERIC Educational Resources Information Center
Ullman, Tomer D.; Goodman, Noah D.; Tenenbaum, Joshua B.
2012-01-01
We present an algorithmic model for the development of children's intuitive theories within a hierarchical Bayesian framework, where theories are described as sets of logical laws generated by a probabilistic context-free grammar. We contrast our approach with connectionist and other emergentist approaches to modeling cognitive development. While…
Technical Note: Approximate Bayesian parameterization of a complex tropical forest model
NASA Astrophysics Data System (ADS)
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2013-08-01
Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.
Software Health Management with Bayesian Networks
NASA Technical Reports Server (NTRS)
Mengshoel, Ole; Schumann, JOhann
2011-01-01
Most modern aircraft as well as other complex machinery is equipped with diagnostics systems for its major subsystems. During operation, sensors provide important information about the subsystem (e.g., the engine) and that information is used to detect and diagnose faults. Most of these systems focus on the monitoring of a mechanical, hydraulic, or electromechanical subsystem of the vehicle or machinery. Only recently, health management systems that monitor software have been developed. In this paper, we will discuss our approach of using Bayesian networks for Software Health Management (SWHM). We will discuss SWHM requirements, which make advanced reasoning capabilities for the detection and diagnosis important. Then we will present our approach to using Bayesian networks for the construction of health models that dynamically monitor a software system and is capable of detecting and diagnosing faults.
Evaluating impacts using a BACI design, ratios, and a Bayesian approach with a focus on restoration.
Conner, Mary M; Saunders, W Carl; Bouwes, Nicolaas; Jordan, Chris
2015-10-01
Before-after-control-impact (BACI) designs are an effective method to evaluate natural and human-induced perturbations on ecological variables when treatment sites cannot be randomly chosen. While effect sizes of interest can be tested with frequentist methods, using Bayesian Markov chain Monte Carlo (MCMC) sampling methods, probabilities of effect sizes, such as a ≥20 % increase in density after restoration, can be directly estimated. Although BACI and Bayesian methods are used widely for assessing natural and human-induced impacts for field experiments, the application of hierarchal Bayesian modeling with MCMC sampling to BACI designs is less common. Here, we combine these approaches and extend the typical presentation of results with an easy to interpret ratio, which provides an answer to the main study question-"How much impact did a management action or natural perturbation have?" As an example of this approach, we evaluate the impact of a restoration project, which implemented beaver dam analogs, on survival and density of juvenile steelhead. Results indicated the probabilities of a ≥30 % increase were high for survival and density after the dams were installed, 0.88 and 0.99, respectively, while probabilities for a higher increase of ≥50 % were variable, 0.17 and 0.82, respectively. This approach demonstrates a useful extension of Bayesian methods that can easily be generalized to other study designs from simple (e.g., single factor ANOVA, paired t test) to more complicated block designs (e.g., crossover, split-plot). This approach is valuable for estimating the probabilities of restoration impacts or other management actions.
Experience With Bayesian Image Based Surface Modeling
NASA Technical Reports Server (NTRS)
Stutz, John C.
2005-01-01
Bayesian surface modeling from images requires modeling both the surface and the image generation process, in order to optimize the models by comparing actual and generated images. Thus it differs greatly, both conceptually and in computational difficulty, from conventional stereo surface recovery techniques. But it offers the possibility of using any number of images, taken under quite different conditions, and by different instruments that provide independent and often complementary information, to generate a single surface model that fuses all available information. I describe an implemented system, with a brief introduction to the underlying mathematical models and the compromises made for computational efficiency. I describe successes and failures achieved on actual imagery, where we went wrong and what we did right, and how our approach could be improved. Lastly I discuss how the same approach can be extended to distinct types of instruments, to achieve true sensor fusion.
NASA Astrophysics Data System (ADS)
Mearns, L. O.; Sain, S. R.; McGinnis, S. A.; Steinschneider, S.; Brown, C. M.
2015-12-01
In this talk we present the development of a joint Bayesian Probabilistic Model for the climate change results of the North American Regional Climate Change Assessment Program (NARCCAP) that uses a unique prior in the model formulation. We use the climate change results (joint distribution of seasonal temperature and precipitation changes (future vs. current)) from the global climate models (GCMs) that provided boundary conditions for the six different regional climate models used in the program as informative priors for the bivariate Bayesian Model. The two variables involved are seasonal temperature and precipitation over sub-regions (i.e., Bukovsky Regions) of the full NARCCAP domain. The basic approach to the joint Bayesian hierarchical model follows the approach of Tebaldi and Sansó (2009). We compare model results using informative (i.e., GCM information) as well as uninformative priors. We apply these results to the Water Evaluation and Planning System (WEAP) model for the Colorado Springs Utility in Colorado. We investigate the layout of the joint pdfs in the context of the water model sensitivities to ranges of temperature and precipitation results to determine the likelihoods of future climate conditions that cannot be accommodated by possible adaptation options. Comparisons may also be made with joint pdfs formed from the CMIP5 collection of global climate models and empirically downscaled to the region of interest.
Novick, Steven; Shen, Yan; Yang, Harry; Peterson, John; LeBlond, Dave; Altan, Stan
2015-01-01
Dissolution (or in vitro release) studies constitute an important aspect of pharmaceutical drug development. One important use of such studies is for justifying a biowaiver for post-approval changes which requires establishing equivalence between the new and old product. We propose a statistically rigorous modeling approach for this purpose based on the estimation of what we refer to as the F2 parameter, an extension of the commonly used f2 statistic. A Bayesian test procedure is proposed in relation to a set of composite hypotheses that capture the similarity requirement on the absolute mean differences between test and reference dissolution profiles. Several examples are provided to illustrate the application. Results of our simulation study comparing the performance of f2 and the proposed method show that our Bayesian approach is comparable to or in many cases superior to the f2 statistic as a decision rule. Further useful extensions of the method, such as the use of continuous-time dissolution modeling, are considered.
Computational Neuropsychology and Bayesian Inference.
Parr, Thomas; Rees, Geraint; Friston, Karl J
2018-01-01
Computational theories of brain function have become very influential in neuroscience. They have facilitated the growth of formal approaches to disease, particularly in psychiatric research. In this paper, we provide a narrative review of the body of computational research addressing neuropsychological syndromes, and focus on those that employ Bayesian frameworks. Bayesian approaches to understanding brain function formulate perception and action as inferential processes. These inferences combine 'prior' beliefs with a generative (predictive) model to explain the causes of sensations. Under this view, neuropsychological deficits can be thought of as false inferences that arise due to aberrant prior beliefs (that are poor fits to the real world). This draws upon the notion of a Bayes optimal pathology - optimal inference with suboptimal priors - and provides a means for computational phenotyping. In principle, any given neuropsychological disorder could be characterized by the set of prior beliefs that would make a patient's behavior appear Bayes optimal. We start with an overview of some key theoretical constructs and use these to motivate a form of computational neuropsychology that relates anatomical structures in the brain to the computations they perform. Throughout, we draw upon computational accounts of neuropsychological syndromes. These are selected to emphasize the key features of a Bayesian approach, and the possible types of pathological prior that may be present. They range from visual neglect through hallucinations to autism. Through these illustrative examples, we review the use of Bayesian approaches to understand the link between biology and computation that is at the heart of neuropsychology.
Computational Neuropsychology and Bayesian Inference
Parr, Thomas; Rees, Geraint; Friston, Karl J.
2018-01-01
Computational theories of brain function have become very influential in neuroscience. They have facilitated the growth of formal approaches to disease, particularly in psychiatric research. In this paper, we provide a narrative review of the body of computational research addressing neuropsychological syndromes, and focus on those that employ Bayesian frameworks. Bayesian approaches to understanding brain function formulate perception and action as inferential processes. These inferences combine ‘prior’ beliefs with a generative (predictive) model to explain the causes of sensations. Under this view, neuropsychological deficits can be thought of as false inferences that arise due to aberrant prior beliefs (that are poor fits to the real world). This draws upon the notion of a Bayes optimal pathology – optimal inference with suboptimal priors – and provides a means for computational phenotyping. In principle, any given neuropsychological disorder could be characterized by the set of prior beliefs that would make a patient’s behavior appear Bayes optimal. We start with an overview of some key theoretical constructs and use these to motivate a form of computational neuropsychology that relates anatomical structures in the brain to the computations they perform. Throughout, we draw upon computational accounts of neuropsychological syndromes. These are selected to emphasize the key features of a Bayesian approach, and the possible types of pathological prior that may be present. They range from visual neglect through hallucinations to autism. Through these illustrative examples, we review the use of Bayesian approaches to understand the link between biology and computation that is at the heart of neuropsychology. PMID:29527157
A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study.
Kaplan, David; Chen, Jianshen
2012-07-01
A two-step Bayesian propensity score approach is introduced that incorporates prior information in the propensity score equation and outcome equation without the problems associated with simultaneous Bayesian propensity score approaches. The corresponding variance estimators are also provided. The two-step Bayesian propensity score is provided for three methods of implementation: propensity score stratification, weighting, and optimal full matching. Three simulation studies and one case study are presented to elaborate the proposed two-step Bayesian propensity score approach. Results of the simulation studies reveal that greater precision in the propensity score equation yields better recovery of the frequentist-based treatment effect. A slight advantage is shown for the Bayesian approach in small samples. Results also reveal that greater precision around the wrong treatment effect can lead to seriously distorted results. However, greater precision around the correct treatment effect parameter yields quite good results, with slight improvement seen with greater precision in the propensity score equation. A comparison of coverage rates for the conventional frequentist approach and proposed Bayesian approach is also provided. The case study reveals that credible intervals are wider than frequentist confidence intervals when priors are non-informative.
Risk prediction model for knee pain in the Nottingham community: a Bayesian modelling approach.
Fernandes, G S; Bhattacharya, A; McWilliams, D F; Ingham, S L; Doherty, M; Zhang, W
2017-03-20
Twenty-five percent of the British population over the age of 50 years experiences knee pain. Knee pain can limit physical ability and cause distress and bears significant socioeconomic costs. The objectives of this study were to develop and validate the first risk prediction model for incident knee pain in the Nottingham community and validate this internally within the Nottingham cohort and externally within the Osteoarthritis Initiative (OAI) cohort. A total of 1822 participants from the Nottingham community who were at risk for knee pain were followed for 12 years. Of this cohort, two-thirds (n = 1203) were used to develop the risk prediction model, and one-third (n = 619) were used to validate the model. Incident knee pain was defined as pain on most days for at least 1 month in the past 12 months. Predictors were age, sex, body mass index, pain elsewhere, prior knee injury and knee alignment. A Bayesian logistic regression model was used to determine the probability of an OR >1. The Hosmer-Lemeshow χ 2 statistic (HLS) was used for calibration, and ROC curve analysis was used for discrimination. The OAI cohort from the United States was also used to examine the performance of the model. A risk prediction model for knee pain incidence was developed using a Bayesian approach. The model had good calibration, with an HLS of 7.17 (p = 0.52) and moderate discriminative ability (ROC 0.70) in the community. Individual scenarios are given using the model. However, the model had poor calibration (HLS 5866.28, p < 0.01) and poor discriminative ability (ROC 0.54) in the OAI cohort. To our knowledge, this is the first risk prediction model for knee pain, regardless of underlying structural changes of knee osteoarthritis, in the community using a Bayesian modelling approach. The model appears to work well in a community-based population but not in individuals with a higher risk for knee osteoarthritis, and it may provide a convenient tool for use in primary care to predict the risk of knee pain in the general population.
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.
a Bayesian Synthesis of Predictions from Different Models for Setting Water Quality Criteria
NASA Astrophysics Data System (ADS)
Arhonditsis, G. B.; Ecological Modelling Laboratory
2011-12-01
Skeptical views of the scientific value of modelling argue that there is no true model of an ecological system, but rather several adequate descriptions of different conceptual basis and structure. In this regard, rather than picking the single "best-fit" model to predict future system responses, we can use Bayesian model averaging to synthesize the forecasts from different models. Hence, by acknowledging that models from different areas of the complexity spectrum have different strengths and weaknesses, the Bayesian model averaging is an appealing approach to improve the predictive capacity and to overcome the ambiguity surrounding the model selection or the risk of basing ecological forecasts on a single model. Our study addresses this question using a complex ecological model, developed by Ramin et al. (2011; Environ Modell Softw 26, 337-353) to guide the water quality criteria setting process in the Hamilton Harbour (Ontario, Canada), along with a simpler plankton model that considers the interplay among phosphate, detritus, and generic phytoplankton and zooplankton state variables. This simple approach is more easily subjected to detailed sensitivity analysis and also has the advantage of fewer unconstrained parameters. Using Markov Chain Monte Carlo simulations, we calculate the relative mean standard error to assess the posterior support of the two models from the existing data. Predictions from the two models are then combined using the respective standard error estimates as weights in a weighted model average. The model averaging approach is used to examine the robustness of predictive statements made from our earlier work regarding the response of Hamilton Harbour to the different nutrient loading reduction strategies. The two eutrophication models are then used in conjunction with the SPAtially Referenced Regressions On Watershed attributes (SPARROW) watershed model. The Bayesian nature of our work is used: (i) to alleviate problems of spatiotemporal resolution mismatch between watershed and receiving waterbody models; and (ii) to overcome the conceptual or scale misalignment between processes of interest and supporting information. The proposed Bayesian approach provides an effective means of empirically estimating the relation between in-stream measurements of nutrient fluxes and the sources/sinks of nutrients within the watershed, while explicitly accounting for the uncertainty associated with the existing knowledge from the system along with the different types of spatial correlation typically underlying the parameter estimation of watershed models. Our modelling exercise offers the first estimates of the export coefficients and the delivery rates from the different subcatchments and thus generates testable hypotheses regarding the nutrient export "hot spots" in the studied watershed. Finally, we conduct modeling experiments that evaluate the potential improvement of the model parameter estimates and the decrease of the predictive uncertainty, if the uncertainty associated with the contemporary nutrient loading estimates is reduced. The lessons learned from this study will contribute towards the development of integrated modelling frameworks.
Bayesian latent structure modeling of walking behavior in a physical activity intervention
Lawson, Andrew B; Ellerbe, Caitlyn; Carroll, Rachel; Alia, Kassandra; Coulon, Sandra; Wilson, Dawn K; VanHorn, M Lee; St George, Sara M
2017-01-01
The analysis of walking behavior in a physical activity intervention is considered. A Bayesian latent structure modeling approach is proposed whereby the ability and willingness of participants is modeled via latent effects. The dropout process is jointly modeled via a linked survival model. Computational issues are addressed via posterior sampling and a simulated evaluation of the longitudinal model’s ability to recover latent structure and predictor effects is considered. We evaluate the effect of a variety of socio-psychological and spatial neighborhood predictors on the propensity to walk and the estimation of latent ability and willingness in the full study. PMID:24741000
Bayesian Networks for Modeling Dredging Decisions
2011-10-01
change scenarios. Arctic Expert elicitation Netica Bacon et al . 2002 Identify factors that might lead to a change in land use from farming to...tree) algorithms developed by Lauritzen and Spiegelhalter (1988) and Jensen et al . (1990). Statistical inference is simply the process of...causality when constructing a Bayesian network (Kjaerulff and Madsen 2008, Darwiche 2009, Marcot et al . 2006). A knowledge representation approach is the
Comparison of Co-Temporal Modeling Algorithms on Sparse Experimental Time Series Data Sets.
Allen, Edward E; Norris, James L; John, David J; Thomas, Stan J; Turkett, William H; Fetrow, Jacquelyn S
2010-01-01
Multiple approaches for reverse-engineering biological networks from time-series data have been proposed in the computational biology literature. These approaches can be classified by their underlying mathematical algorithms, such as Bayesian or algebraic techniques, as well as by their time paradigm, which includes next-state and co-temporal modeling. The types of biological relationships, such as parent-child or siblings, discovered by these algorithms are quite varied. It is important to understand the strengths and weaknesses of the various algorithms and time paradigms on actual experimental data. We assess how well the co-temporal implementations of three algorithms, continuous Bayesian, discrete Bayesian, and computational algebraic, can 1) identify two types of entity relationships, parent and sibling, between biological entities, 2) deal with experimental sparse time course data, and 3) handle experimental noise seen in replicate data sets. These algorithms are evaluated, using the shuffle index metric, for how well the resulting models match literature models in terms of siblings and parent relationships. Results indicate that all three co-temporal algorithms perform well, at a statistically significant level, at finding sibling relationships, but perform relatively poorly in finding parent relationships.
Hobbs, Brian P.; Carlin, Bradley P.; Mandrekar, Sumithra J.; Sargent, Daniel J.
2011-01-01
Summary Bayesian clinical trial designs offer the possibility of a substantially reduced sample size, increased statistical power, and reductions in cost and ethical hazard. However when prior and current information conflict, Bayesian methods can lead to higher than expected Type I error, as well as the possibility of a costlier and lengthier trial. This motivates an investigation of the feasibility of hierarchical Bayesian methods for incorporating historical data that are adaptively robust to prior information that reveals itself to be inconsistent with the accumulating experimental data. In this paper, we present several models that allow for the commensurability of the information in the historical and current data to determine how much historical information is used. A primary tool is elaborating the traditional power prior approach based upon a measure of commensurability for Gaussian data. We compare the frequentist performance of several methods using simulations, and close with an example of a colon cancer trial that illustrates a linear models extension of our adaptive borrowing approach. Our proposed methods produce more precise estimates of the model parameters, in particular conferring statistical significance to the observed reduction in tumor size for the experimental regimen as compared to the control regimen. PMID:21361892
Bayesian GGE biplot models applied to maize multi-environments trials.
de Oliveira, L A; da Silva, C P; Nuvunga, J J; da Silva, A Q; Balestre, M
2016-06-17
The additive main effects and multiplicative interaction (AMMI) and the genotype main effects and genotype x environment interaction (GGE) models stand out among the linear-bilinear models used in genotype x environment interaction studies. Despite the advantages of their use to describe genotype x environment (AMMI) or genotype and genotype x environment (GGE) interactions, these methods have known limitations that are inherent to fixed effects models, including difficulty in treating variance heterogeneity and missing data. Traditional biplots include no measure of uncertainty regarding the principal components. The present study aimed to apply the Bayesian approach to GGE biplot models and assess the implications for selecting stable and adapted genotypes. Our results demonstrated that the Bayesian approach applied to GGE models with non-informative priors was consistent with the traditional GGE biplot analysis, although the credible region incorporated into the biplot enabled distinguishing, based on probability, the performance of genotypes, and their relationships with the environments in the biplot. Those regions also enabled the identification of groups of genotypes and environments with similar effects in terms of adaptability and stability. The relative position of genotypes and environments in biplots is highly affected by the experimental accuracy. Thus, incorporation of uncertainty in biplots is a key tool for breeders to make decisions regarding stability selection and adaptability and the definition of mega-environments.
Trust from the past: Bayesian Personalized Ranking based Link Prediction in Knowledge Graphs
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Baichuan; Choudhury, Sutanay; Al-Hasan, Mohammad
2016-02-01
Estimating the confidence for a link is a critical task for Knowledge Graph construction. Link prediction, or predicting the likelihood of a link in a knowledge graph based on prior state is a key research direction within this area. We propose a Latent Feature Embedding based link recommendation model for prediction task and utilize Bayesian Personalized Ranking based optimization technique for learning models for each predicate. Experimental results on large-scale knowledge bases such as YAGO2 show that our approach achieves substantially higher performance than several state-of-art approaches. Furthermore, we also study the performance of the link prediction algorithm in termsmore » of topological properties of the Knowledge Graph and present a linear regression model to reason about its expected level of accuracy.« less
From least squares to multilevel modeling: A graphical introduction to Bayesian inference
NASA Astrophysics Data System (ADS)
Loredo, Thomas J.
2016-01-01
This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.
NASA Astrophysics Data System (ADS)
Ortega Culaciati, F. H.; Simons, M.; Minson, S. E.; Owen, S. E.; Moore, A. W.; Hetland, E. A.
2011-12-01
We aim to quantify the spatial distribution of after-slip following the Great 11 March 2011 Tohoku-Oki (Mw 9.0) earthquake and its implications for the occurrence of a future Great Earthquake, particularly in the Ibaraki region of Japan. We use a Bayesian approach (CATMIP algorithm), constrained by on-land Geonet GPS time series, to infer models of after-slip to date in the Japan megathrust. Unlike traditional inverse methods, in which a single optimum model is found, the Bayesian approach allows a complete characterization of the model parameter space by searching a-posteriori estimates of the range of plausible models. We use the Kullback-Liebler information divergence as a metric of the information gain on each subsurface slip patch, to quantify the extent to which land-based geodetic observations can constrain the upper parts of the megathrust, where the Great Tohoku-Oki earthquake took place. We aim to understand the relationships of spatial distribution of fault slip behavior in the different stages of the seismic cycle. We compare our post-seismic slip distributions to inter- and co-seismic slip distributions obtained through a Bayesian methodology as well as through traditional (optimization) inverse estimates in the published literature. We discuss implications of these analyses for the occurrence of a large earthquake in the Japan megathrust regions adjacent to the Great Tohoku-Oki earthquake.
NASA Technical Reports Server (NTRS)
Jewell, Jeffrey B.; Raymond, C.; Smrekar, S.; Millbury, C.
2004-01-01
This viewgraph presentation reviews a Bayesian approach to the inversion of gravity and magnetic data with specific application to the Ismenius Area of Mars. Many inverse problems encountered in geophysics and planetary science are well known to be non-unique (i.e. inversion of gravity the density structure of a body). In hopes of reducing the non-uniqueness of solutions, there has been interest in the joint analysis of data. An example is the joint inversion of gravity and magnetic data, with the assumption that the same physical anomalies generate both the observed magnetic and gravitational anomalies. In this talk, we formulate the joint analysis of different types of data in a Bayesian framework and apply the formalism to the inference of the density and remanent magnetization structure for a local region in the Ismenius area of Mars. The Bayesian approach allows prior information or constraints in the solutions to be incorporated in the inversion, with the "best" solutions those whose forward predictions most closely match the data while remaining consistent with assumed constraints. The application of this framework to the inversion of gravity and magnetic data on Mars reveals two typical challenges - the forward predictions of the data have a linear dependence on some of the quantities of interest, and non-linear dependence on others (termed the "linear" and "non-linear" variables, respectively). For observations with Gaussian noise, a Bayesian approach to inversion for "linear" variables reduces to a linear filtering problem, with an explicitly computable "error" matrix. However, for models whose forward predictions have non-linear dependencies, inference is no longer given by such a simple linear problem, and moreover, the uncertainty in the solution is no longer completely specified by a computable "error matrix". It is therefore important to develop methods for sampling from the full Bayesian posterior to provide a complete and statistically consistent picture of model uncertainty, and what has been learned from observations. We will discuss advanced numerical techniques, including Monte Carlo Markov
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.
Bayesian comparison of protein structures using partial Procrustes distance.
Ejlali, Nasim; Faghihi, Mohammad Reza; Sadeghi, Mehdi
2017-09-26
An important topic in bioinformatics is the protein structure alignment. Some statistical methods have been proposed for this problem, but most of them align two protein structures based on the global geometric information without considering the effect of neighbourhood in the structures. In this paper, we provide a Bayesian model to align protein structures, by considering the effect of both local and global geometric information of protein structures. Local geometric information is incorporated to the model through the partial Procrustes distance of small substructures. These substructures are composed of β-carbon atoms from the side chains. Parameters are estimated using a Markov chain Monte Carlo (MCMC) approach. We evaluate the performance of our model through some simulation studies. Furthermore, we apply our model to a real dataset and assess the accuracy and convergence rate. Results show that our model is much more efficient than previous approaches.
Metainference: A Bayesian inference method for heterogeneous systems.
Bonomi, Massimiliano; Camilloni, Carlo; Cavalli, Andrea; Vendruscolo, Michele
2016-01-01
Modeling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model and thus to obtain better predictions about the behavior of the corresponding system. This approach, however, is affected by a variety of different errors, especially when a system simultaneously populates an ensemble of different states and experimental data are measured as averages over such states. To address this problem, we present a Bayesian inference method, called "metainference," that is able to deal with errors in experimental measurements and with experimental measurements averaged over multiple states. To achieve this goal, metainference models a finite sample of the distribution of models using a replica approach, in the spirit of the replica-averaging modeling based on the maximum entropy principle. To illustrate the method, we present its application to a heterogeneous model system and to the determination of an ensemble of structures corresponding to the thermal fluctuations of a protein molecule. Metainference thus provides an approach to modeling complex systems with heterogeneous components and interconverting between different states by taking into account all possible sources of errors.
NASA Astrophysics Data System (ADS)
Ha, Taesung
A probabilistic risk assessment (PRA) was conducted for a loss of coolant accident, (LOCA) in the McMaster Nuclear Reactor (MNR). A level 1 PRA was completed including event sequence modeling, system modeling, and quantification. To support the quantification of the accident sequence identified, data analysis using the Bayesian method and human reliability analysis (HRA) using the accident sequence evaluation procedure (ASEP) approach were performed. Since human performance in research reactors is significantly different from that in power reactors, a time-oriented HRA model (reliability physics model) was applied for the human error probability (HEP) estimation of the core relocation. This model is based on two competing random variables: phenomenological time and performance time. The response surface and direct Monte Carlo simulation with Latin Hypercube sampling were applied for estimating the phenomenological time, whereas the performance time was obtained from interviews with operators. An appropriate probability distribution for the phenomenological time was assigned by statistical goodness-of-fit tests. The human error probability (HEP) for the core relocation was estimated from these two competing quantities: phenomenological time and operators' performance time. The sensitivity of each probability distribution in human reliability estimation was investigated. In order to quantify the uncertainty in the predicted HEPs, a Bayesian approach was selected due to its capability of incorporating uncertainties in model itself and the parameters in that model. The HEP from the current time-oriented model was compared with that from the ASEP approach. Both results were used to evaluate the sensitivity of alternative huinan reliability modeling for the manual core relocation in the LOCA risk model. This exercise demonstrated the applicability of a reliability physics model supplemented with a. Bayesian approach for modeling human reliability and its potential usefulness of quantifying model uncertainty as sensitivity analysis in the PRA model.
A Bayesian approach to earthquake source studies
NASA Astrophysics Data System (ADS)
Minson, Sarah
Bayesian sampling has several advantages over conventional optimization approaches to solving inverse problems. It produces the distribution of all possible models sampled proportionally to how much each model is consistent with the data and the specified prior information, and thus images the entire solution space, revealing the uncertainties and trade-offs in the model. Bayesian sampling is applicable to both linear and non-linear modeling, and the values of the model parameters being sampled can be constrained based on the physics of the process being studied and do not have to be regularized. However, these methods are computationally challenging for high-dimensional problems. Until now the computational expense of Bayesian sampling has been too great for it to be practicable for most geophysical problems. I present a new parallel sampling algorithm called CATMIP for Cascading Adaptive Tempered Metropolis In Parallel. This technique, based on Transitional Markov chain Monte Carlo, makes it possible to sample distributions in many hundreds of dimensions, if the forward model is fast, or to sample computationally expensive forward models in smaller numbers of dimensions. The design of the algorithm is independent of the model being sampled, so CATMIP can be applied to many areas of research. I use CATMIP to produce a finite fault source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. Surface displacements from the earthquake were recorded by six interferograms and twelve local high-rate GPS stations. Because of the wealth of near-fault data, the source process is well-constrained. I find that the near-field high-rate GPS data have significant resolving power above and beyond the slip distribution determined from static displacements. The location and magnitude of the maximum displacement are resolved. The rupture almost certainly propagated at sub-shear velocities. The full posterior distribution can be used not only to calculate source parameters but also to determine their uncertainties. So while kinematic source modeling and the estimation of source parameters is not new, with CATMIP I am able to use Bayesian sampling to determine which parts of the source process are well-constrained and which are not.
Bayesian Correction for Misclassification in Multilevel Count Data Models.
Nelson, Tyler; Song, Joon Jin; Chin, Yoo-Mi; Stamey, James D
2018-01-01
Covariate misclassification is well known to yield biased estimates in single level regression models. The impact on hierarchical count models has been less studied. A fully Bayesian approach to modeling both the misclassified covariate and the hierarchical response is proposed. Models with a single diagnostic test and with multiple diagnostic tests are considered. Simulation studies show the ability of the proposed model to appropriately account for the misclassification by reducing bias and improving performance of interval estimators. A real data example further demonstrated the consequences of ignoring the misclassification. Ignoring misclassification yielded a model that indicated there was a significant, positive impact on the number of children of females who observed spousal abuse between their parents. When the misclassification was accounted for, the relationship switched to negative, but not significant. Ignoring misclassification in standard linear and generalized linear models is well known to lead to biased results. We provide an approach to extend misclassification modeling to the important area of hierarchical generalized linear models.
A solution to the static frame validation challenge problem using Bayesian model selection
Grigoriu, M. D.; Field, R. V.
2007-12-23
Within this paper, we provide a solution to the static frame validation challenge problem (see this issue) in a manner that is consistent with the guidelines provided by the Validation Challenge Workshop tasking document. The static frame problem is constructed such that variability in material properties is known to be the only source of uncertainty in the system description, but there is ignorance on the type of model that best describes this variability. Hence both types of uncertainty, aleatoric and epistemic, are present and must be addressed. Our approach is to consider a collection of competing probabilistic models for themore » material properties, and calibrate these models to the information provided; models of different levels of complexity and numerical efficiency are included in the analysis. A Bayesian formulation is used to select the optimal model from the collection, which is then used for the regulatory assessment. Lastly, bayesian credible intervals are used to provide a measure of confidence to our regulatory assessment.« less
Model Comparison of Nonlinear Structural Equation Models with Fixed Covariates.
ERIC Educational Resources Information Center
Lee, Sik-Yum; Song, Xin-Yuan
2003-01-01
Proposed a new nonlinear structural equation model with fixed covariates to deal with some complicated substantive theory and developed a Bayesian path sampling procedure for model comparison. Illustrated the approach with an illustrative example using data from an international study. (SLD)
BayeSED: A General Approach to Fitting the Spectral Energy Distribution of Galaxies
NASA Astrophysics Data System (ADS)
Han, Yunkun; Han, Zhanwen
2014-11-01
We present a newly developed version of BayeSED, a general Bayesian approach to the spectral energy distribution (SED) fitting of galaxies. The new BayeSED code has been systematically tested on a mock sample of galaxies. The comparison between the estimated and input values of the parameters shows that BayeSED can recover the physical parameters of galaxies reasonably well. We then applied BayeSED to interpret the SEDs of a large Ks -selected sample of galaxies in the COSMOS/UltraVISTA field with stellar population synthesis models. Using the new BayeSED code, a Bayesian model comparison of stellar population synthesis models has been performed for the first time. We found that the 2003 model by Bruzual & Charlot, statistically speaking, has greater Bayesian evidence than the 2005 model by Maraston for the Ks -selected sample. In addition, while setting the stellar metallicity as a free parameter obviously increases the Bayesian evidence of both models, varying the initial mass function has a notable effect only on the Maraston model. Meanwhile, the physical parameters estimated with BayeSED are found to be generally consistent with those obtained using the popular grid-based FAST code, while the former parameters exhibit more natural distributions. Based on the estimated physical parameters of the galaxies in the sample, we qualitatively classified the galaxies in the sample into five populations that may represent galaxies at different evolution stages or in different environments. We conclude that BayeSED could be a reliable and powerful tool for investigating the formation and evolution of galaxies from the rich multi-wavelength observations currently available. A binary version of the BayeSED code parallelized with Message Passing Interface is publicly available at https://bitbucket.org/hanyk/bayesed.
BayeSED: A GENERAL APPROACH TO FITTING THE SPECTRAL ENERGY DISTRIBUTION OF GALAXIES
DOE Office of Scientific and Technical Information (OSTI.GOV)
Han, Yunkun; Han, Zhanwen, E-mail: hanyk@ynao.ac.cn, E-mail: zhanwenhan@ynao.ac.cn
2014-11-01
We present a newly developed version of BayeSED, a general Bayesian approach to the spectral energy distribution (SED) fitting of galaxies. The new BayeSED code has been systematically tested on a mock sample of galaxies. The comparison between the estimated and input values of the parameters shows that BayeSED can recover the physical parameters of galaxies reasonably well. We then applied BayeSED to interpret the SEDs of a large K{sub s} -selected sample of galaxies in the COSMOS/UltraVISTA field with stellar population synthesis models. Using the new BayeSED code, a Bayesian model comparison of stellar population synthesis models has beenmore » performed for the first time. We found that the 2003 model by Bruzual and Charlot, statistically speaking, has greater Bayesian evidence than the 2005 model by Maraston for the K{sub s} -selected sample. In addition, while setting the stellar metallicity as a free parameter obviously increases the Bayesian evidence of both models, varying the initial mass function has a notable effect only on the Maraston model. Meanwhile, the physical parameters estimated with BayeSED are found to be generally consistent with those obtained using the popular grid-based FAST code, while the former parameters exhibit more natural distributions. Based on the estimated physical parameters of the galaxies in the sample, we qualitatively classified the galaxies in the sample into five populations that may represent galaxies at different evolution stages or in different environments. We conclude that BayeSED could be a reliable and powerful tool for investigating the formation and evolution of galaxies from the rich multi-wavelength observations currently available. A binary version of the BayeSED code parallelized with Message Passing Interface is publicly available at https://bitbucket.org/hanyk/bayesed.« less
Variational Bayesian Learning for Wavelet Independent Component Analysis
NASA Astrophysics Data System (ADS)
Roussos, E.; Roberts, S.; Daubechies, I.
2005-11-01
In an exploratory approach to data analysis, it is often useful to consider the observations as generated from a set of latent generators or "sources" via a generally unknown mapping. For the noisy overcomplete case, where we have more sources than observations, the problem becomes extremely ill-posed. Solutions to such inverse problems can, in many cases, be achieved by incorporating prior knowledge about the problem, captured in the form of constraints. This setting is a natural candidate for the application of the Bayesian methodology, allowing us to incorporate "soft" constraints in a natural manner. The work described in this paper is mainly driven by problems in functional magnetic resonance imaging of the brain, for the neuro-scientific goal of extracting relevant "maps" from the data. This can be stated as a `blind' source separation problem. Recent experiments in the field of neuroscience show that these maps are sparse, in some appropriate sense. The separation problem can be solved by independent component analysis (ICA), viewed as a technique for seeking sparse components, assuming appropriate distributions for the sources. We derive a hybrid wavelet-ICA model, transforming the signals into a domain where the modeling assumption of sparsity of the coefficients with respect to a dictionary is natural. We follow a graphical modeling formalism, viewing ICA as a probabilistic generative model. We use hierarchical source and mixing models and apply Bayesian inference to the problem. This allows us to perform model selection in order to infer the complexity of the representation, as well as automatic denoising. Since exact inference and learning in such a model is intractable, we follow a variational Bayesian mean-field approach in the conjugate-exponential family of distributions, for efficient unsupervised learning in multi-dimensional settings. The performance of the proposed algorithm is demonstrated on some representative experiments.
Baldacchino, Tara; Jacobs, William R; Anderson, Sean R; Worden, Keith; Rowson, Jennifer
2018-01-01
This contribution presents a novel methodology for myolectric-based control using surface electromyographic (sEMG) signals recorded during finger movements. A multivariate Bayesian mixture of experts (MoE) model is introduced which provides a powerful method for modeling force regression at the fingertips, while also performing finger movement classification as a by-product of the modeling algorithm. Bayesian inference of the model allows uncertainties to be naturally incorporated into the model structure. This method is tested using data from the publicly released NinaPro database which consists of sEMG recordings for 6 degree-of-freedom force activations for 40 intact subjects. The results demonstrate that the MoE model achieves similar performance compared to the benchmark set by the authors of NinaPro for finger force regression. Additionally, inherent to the Bayesian framework is the inclusion of uncertainty in the model parameters, naturally providing confidence bounds on the force regression predictions. Furthermore, the integrated clustering step allows a detailed investigation into classification of the finger movements, without incurring any extra computational effort. Subsequently, a systematic approach to assessing the importance of the number of electrodes needed for accurate control is performed via sensitivity analysis techniques. A slight degradation in regression performance is observed for a reduced number of electrodes, while classification performance is unaffected.
Spatio-temporal Bayesian model selection for disease mapping
Carroll, R; Lawson, AB; Faes, C; Kirby, RS; Aregay, M; Watjou, K
2016-01-01
Spatio-temporal analysis of small area health data often involves choosing a fixed set of predictors prior to the final model fit. In this paper, we propose a spatio-temporal approach of Bayesian model selection to implement model selection for certain areas of the study region as well as certain years in the study time line. Here, we examine the usefulness of this approach by way of a large-scale simulation study accompanied by a case study. Our results suggest that a special case of the model selection methods, a mixture model allowing a weight parameter to indicate if the appropriate linear predictor is spatial, spatio-temporal, or a mixture of the two, offers the best option to fitting these spatio-temporal models. In addition, the case study illustrates the effectiveness of this mixture model within the model selection setting by easily accommodating lifestyle, socio-economic, and physical environmental variables to select a predominantly spatio-temporal linear predictor. PMID:28070156
Alderman, Phillip D.; Stanfill, Bryan
2016-10-06
Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less
A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis
NASA Technical Reports Server (NTRS)
Warner, James E.; Hochhalter, Jacob D.; Leser, William P.; Leser, Patrick E.; Newman, John A
2016-01-01
This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.
Bayesian Monte Carlo and Maximum Likelihood Approach for ...
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood estimation (BMCML) to calibrate a lake oxygen recovery model. We first derive an analytical solution of the differential equation governing lake-averaged oxygen dynamics as a function of time-variable wind speed. Statistical inferences on model parameters and predictive uncertainty are then drawn by Bayesian conditioning of the analytical solution on observed daily wind speed and oxygen concentration data obtained from an earlier study during two recovery periods on a eutrophic lake in upper state New York. The model is calibrated using oxygen recovery data for one year and statistical inferences were validated using recovery data for another year. Compared with essentially two-step, regression and optimization approach, the BMCML results are more comprehensive and performed relatively better in predicting the observed temporal dissolved oxygen levels (DO) in the lake. BMCML also produced comparable calibration and validation results with those obtained using popular Markov Chain Monte Carlo technique (MCMC) and is computationally simpler and easier to implement than the MCMC. Next, using the calibrated model, we derive an optimal relationship between liquid film-transfer coefficien
Data free inference with processed data products
Chowdhary, K.; Najm, H. N.
2014-07-12
Here, we consider the context of probabilistic inference of model parameters given error bars or confidence intervals on model output values, when the data is unavailable. We introduce a class of algorithms in a Bayesian framework, relying on maximum entropy arguments and approximate Bayesian computation methods, to generate consistent data with the given summary statistics. Once we obtain consistent data sets, we pool the respective posteriors, to arrive at a single, averaged density on the parameters. This approach allows us to perform accurate forward uncertainty propagation consistent with the reported statistics.
Drug delivery optimization through Bayesian networks.
Bellazzi, R.
1992-01-01
This paper describes how Bayesian Networks can be used in combination with compartmental models to plan Recombinant Human Erythropoietin (r-HuEPO) delivery in the treatment of anemia of chronic uremic patients. Past measurements of hematocrit or hemoglobin concentration in a patient during the therapy can be exploited to adjust the parameters of a compartmental model of the erythropoiesis. This adaptive process allows more accurate patient-specific predictions, and hence a more rational dosage planning. We describe a drug delivery optimization protocol, based on our approach. Some results obtained on real data are presented. PMID:1482938
Spatiotemporal Bayesian networks for malaria prediction.
Haddawy, Peter; Hasan, A H M Imrul; Kasantikul, Rangwan; Lawpoolsri, Saranath; Sa-Angchai, Patiwat; Kaewkungwal, Jaranit; Singhasivanon, Pratap
2018-01-01
Targeted intervention and resource allocation are essential for effective malaria control, particularly in remote areas, with predictive models providing important information for decision making. While a diversity of modeling technique have been used to create predictive models of malaria, no work has made use of Bayesian networks. Bayes nets are attractive due to their ability to represent uncertainty, model time lagged and nonlinear relations, and provide explanations. This paper explores the use of Bayesian networks to model malaria, demonstrating the approach by creating village level models with weekly temporal resolution for Tha Song Yang district in northern Thailand. The networks are learned using data on cases and environmental covariates. Three types of networks are explored: networks for numeric prediction, networks for outbreak prediction, and networks that incorporate spatial autocorrelation. Evaluation of the numeric prediction network shows that the Bayes net has prediction accuracy in terms of mean absolute error of about 1.4 cases for 1 week prediction and 1.7 cases for 6 week prediction. The network for outbreak prediction has an ROC AUC above 0.9 for all prediction horizons. Comparison of prediction accuracy of both Bayes nets against several traditional modeling approaches shows the Bayes nets to outperform the other models for longer time horizon prediction of high incidence transmission. To model spread of malaria over space, we elaborate the models with links between the village networks. This results in some very large models which would be far too laborious to build by hand. So we represent the models as collections of probability logic rules and automatically generate the networks. Evaluation of the models shows that the autocorrelation links significantly improve prediction accuracy for some villages in regions of high incidence. We conclude that spatiotemporal Bayesian networks are a highly promising modeling alternative for prediction of malaria and other vector-borne diseases. Copyright © 2017 Elsevier B.V. All rights reserved.
NASA Astrophysics Data System (ADS)
Schöniger, Anneli; Wöhling, Thomas; Nowak, Wolfgang
2014-05-01
Bayesian model averaging ranks the predictive capabilities of alternative conceptual models based on Bayes' theorem. The individual models are weighted with their posterior probability to be the best one in the considered set of models. Finally, their predictions are combined into a robust weighted average and the predictive uncertainty can be quantified. This rigorous procedure does, however, not yet account for possible instabilities due to measurement noise in the calibration data set. This is a major drawback, since posterior model weights may suffer a lack of robustness related to the uncertainty in noisy data, which may compromise the reliability of model ranking. We present a new statistical concept to account for measurement noise as source of uncertainty for the weights in Bayesian model averaging. Our suggested upgrade reflects the limited information content of data for the purpose of model selection. It allows us to assess the significance of the determined posterior model weights, the confidence in model selection, and the accuracy of the quantified predictive uncertainty. Our approach rests on a brute-force Monte Carlo framework. We determine the robustness of model weights against measurement noise by repeatedly perturbing the observed data with random realizations of measurement error. Then, we analyze the induced variability in posterior model weights and introduce this "weighting variance" as an additional term into the overall prediction uncertainty analysis scheme. We further determine the theoretical upper limit in performance of the model set which is imposed by measurement noise. As an extension to the merely relative model ranking, this analysis provides a measure of absolute model performance. To finally decide, whether better data or longer time series are needed to ensure a robust basis for model selection, we resample the measurement time series and assess the convergence of model weights for increasing time series length. We illustrate our suggested approach with an application to model selection between different soil-plant models following up on a study by Wöhling et al. (2013). Results show that measurement noise compromises the reliability of model ranking and causes a significant amount of weighting uncertainty, if the calibration data time series is not long enough to compensate for its noisiness. This additional contribution to the overall predictive uncertainty is neglected without our approach. Thus, we strongly advertise to include our suggested upgrade in the Bayesian model averaging routine.
Jiménez, José; García, Emilio J; Llaneza, Luis; Palacios, Vicente; González, Luis Mariano; García-Domínguez, Francisco; Múñoz-Igualada, Jaime; López-Bao, José Vicente
2016-08-01
In many cases, the first step in large-carnivore management is to obtain objective, reliable, and cost-effective estimates of population parameters through procedures that are reproducible over time. However, monitoring predators over large areas is difficult, and the data have a high level of uncertainty. We devised a practical multimethod and multistate modeling approach based on Bayesian hierarchical-site-occupancy models that combined multiple survey methods to estimate different population states for use in monitoring large predators at a regional scale. We used wolves (Canis lupus) as our model species and generated reliable estimates of the number of sites with wolf reproduction (presence of pups). We used 2 wolf data sets from Spain (Western Galicia in 2013 and Asturias in 2004) to test the approach. Based on howling surveys, the naïve estimation (i.e., estimate based only on observations) of the number of sites with reproduction was 9 and 25 sites in Western Galicia and Asturias, respectively. Our model showed 33.4 (SD 9.6) and 34.4 (3.9) sites with wolf reproduction, respectively. The number of occupied sites with wolf reproduction was 0.67 (SD 0.19) and 0.76 (0.11), respectively. This approach can be used to design more cost-effective monitoring programs (i.e., to define the sampling effort needed per site). Our approach should inspire well-coordinated surveys across multiple administrative borders and populations and lead to improved decision making for management of large carnivores on a landscape level. The use of this Bayesian framework provides a simple way to visualize the degree of uncertainty around population-parameter estimates and thus provides managers and stakeholders an intuitive approach to interpreting monitoring results. Our approach can be widely applied to large spatial scales in wildlife monitoring where detection probabilities differ between population states and where several methods are being used to estimate different population parameters. © 2016 Society for Conservation Biology.
Application of Bayesian Approach in Cancer Clinical Trial
Bhattacharjee, Atanu
2014-01-01
The application of Bayesian approach in clinical trials becomes more useful over classical method. It is beneficial from design to analysis phase. The straight forward statement is possible to obtain through Bayesian about the drug treatment effect. Complex computational problems are simple to handle with Bayesian techniques. The technique is only feasible to performing presence of prior information of the data. The inference is possible to establish through posterior estimates. However, some limitations are present in this method. The objective of this work was to explore the several merits and demerits of Bayesian approach in cancer research. The review of the technique will be helpful for the clinical researcher involved in the oncology to explore the limitation and power of Bayesian techniques. PMID:29147387
NASA Astrophysics Data System (ADS)
Iskandar, Ismed; Satria Gondokaryono, Yudi
2016-02-01
In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range between the true value and the maximum likelihood estimated value lines.
Saleh, Mohammad I
2017-11-01
Pegylated interferon α-2a (PEG-IFN-α-2a) is an antiviral drug used for the treatment of chronic hepatitis C virus (HCV) infection. This study describes the population pharmacokinetics of PEG-IFN-α-2a in hepatitis C patients using a Bayesian approach. A possible association between patient characteristics and pharmacokinetic parameters is also explored. A Bayesian population pharmacokinetic modeling approach, using WinBUGS version 1.4.3, was applied to a cohort of patients (n = 292) with chronic HCV infection. Data were obtained from two phase III studies sponsored by Hoffmann-La Roche. Demographic and clinical information were evaluated as possible predictors of pharmacokinetic parameters during model development. A one-compartment model with an additive error best fitted the data, and a total of 2271 PEG-IFN-α-2a measurements from 292 subjects were analyzed using the proposed population pharmacokinetic model. Sex was identified as a predictor of PEG-IFN-α-2a clearance, and hemoglobin baseline level was identified as a predictor of PEG-IFN-α-2a volume of distribution. A population pharmacokinetic model of PEG-IFN-α-2a in patients with chronic HCV infection was presented in this study. The proposed model can be used to optimize PEG-IFN-α-2a dosing in patients with chronic HCV infection. Optimal PEG-IFN-α-2a selection is important to maximize response and/or to avoid potential side effects such as thrombocytopenia and neutropenia. NV15942 and NV15801.
Two-Stage Bayesian Model Averaging in Endogenous Variable Models*
Lenkoski, Alex; Eicher, Theo S.; Raftery, Adrian E.
2013-01-01
Economic modeling in the presence of endogeneity is subject to model uncertainty at both the instrument and covariate level. We propose a Two-Stage Bayesian Model Averaging (2SBMA) methodology that extends the Two-Stage Least Squares (2SLS) estimator. By constructing a Two-Stage Unit Information Prior in the endogenous variable model, we are able to efficiently combine established methods for addressing model uncertainty in regression models with the classic technique of 2SLS. To assess the validity of instruments in the 2SBMA context, we develop Bayesian tests of the identification restriction that are based on model averaged posterior predictive p-values. A simulation study showed that 2SBMA has the ability to recover structure in both the instrument and covariate set, and substantially improves the sharpness of resulting coefficient estimates in comparison to 2SLS using the full specification in an automatic fashion. Due to the increased parsimony of the 2SBMA estimate, the Bayesian Sargan test had a power of 50 percent in detecting a violation of the exogeneity assumption, while the method based on 2SLS using the full specification had negligible power. We apply our approach to the problem of development accounting, and find support not only for institutions, but also for geography and integration as development determinants, once both model uncertainty and endogeneity have been jointly addressed. PMID:24223471
Bayesian joint modelling of benefit and risk in drug development.
Costa, Maria J; Drury, Thomas
2018-05-01
To gain regulatory approval, a new medicine must demonstrate that its benefits outweigh any potential risks, ie, that the benefit-risk balance is favourable towards the new medicine. For transparency and clarity of the decision, a structured and consistent approach to benefit-risk assessment that quantifies uncertainties and accounts for underlying dependencies is desirable. This paper proposes two approaches to benefit-risk evaluation, both based on the idea of joint modelling of mixed outcomes that are potentially dependent at the subject level. Using Bayesian inference, the two approaches offer interpretability and efficiency to enhance qualitative frameworks. Simulation studies show that accounting for correlation leads to a more accurate assessment of the strength of evidence to support benefit-risk profiles of interest. Several graphical approaches are proposed that can be used to communicate the benefit-risk balance to project teams. Finally, the two approaches are illustrated in a case study using real clinical trial data. Copyright © 2018 John Wiley & Sons, Ltd.
A Bayesian approach for convex combination of two Gumbel-Barnett copulas
NASA Astrophysics Data System (ADS)
Fernández, M.; González-López, V. A.
2013-10-01
In this paper it was applied a new Bayesian approach to model the dependence between two variables of interest in public policy: "Gonorrhea Rates per 100,000 Population" and "400% Federal Poverty Level and over" with a small number of paired observations (one pair for each U.S. state). We use a mixture of Gumbel-Barnett copulas suitable to represent situations with weak and negative dependence, which is the case treated here. The methodology allows even making a prediction of the dependence between the variables from one year to another, showing whether there was any alteration in the dependence.
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.
Spertus, Jacob V; Normand, Sharon-Lise T
2018-04-23
High-dimensional data provide many potential confounders that may bolster the plausibility of the ignorability assumption in causal inference problems. Propensity score methods are powerful causal inference tools, which are popular in health care research and are particularly useful for high-dimensional data. Recent interest has surrounded a Bayesian treatment of propensity scores in order to flexibly model the treatment assignment mechanism and summarize posterior quantities while incorporating variance from the treatment model. We discuss methods for Bayesian propensity score analysis of binary treatments, focusing on modern methods for high-dimensional Bayesian regression and the propagation of uncertainty. We introduce a novel and simple estimator for the average treatment effect that capitalizes on conjugacy of the beta and binomial distributions. Through simulations, we show the utility of horseshoe priors and Bayesian additive regression trees paired with our new estimator, while demonstrating the importance of including variance from the treatment regression model. An application to cardiac stent data with almost 500 confounders and 9000 patients illustrates approaches and facilitates comparison with existing alternatives. As measured by a falsifiability endpoint, we improved confounder adjustment compared with past observational research of the same problem. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
A combined Fuzzy and Naive Bayesian strategy can be used to assign event codes to injury narratives.
Marucci-Wellman, H; Lehto, M; Corns, H
2011-12-01
Bayesian methods show promise for classifying injury narratives from large administrative datasets into cause groups. This study examined a combined approach where two Bayesian models (Fuzzy and Naïve) were used to either classify a narrative or select it for manual review. Injury narratives were extracted from claims filed with a worker's compensation insurance provider between January 2002 and December 2004. Narratives were separated into a training set (n=11,000) and prediction set (n=3,000). Expert coders assigned two-digit Bureau of Labor Statistics Occupational Injury and Illness Classification event codes to each narrative. Fuzzy and Naïve Bayesian models were developed using manually classified cases in the training set. Two semi-automatic machine coding strategies were evaluated. The first strategy assigned cases for manual review if the Fuzzy and Naïve models disagreed on the classification. The second strategy selected additional cases for manual review from the Agree dataset using prediction strength to reach a level of 50% computer coding and 50% manual coding. When agreement alone was used as the filtering strategy, the majority were coded by the computer (n=1,928, 64%) leaving 36% for manual review. The overall combined (human plus computer) sensitivity was 0.90 and positive predictive value (PPV) was >0.90 for 11 of 18 2-digit event categories. Implementing the 2nd strategy improved results with an overall sensitivity of 0.95 and PPV >0.90 for 17 of 18 categories. A combined Naïve-Fuzzy Bayesian approach can classify some narratives with high accuracy and identify others most beneficial for manual review, reducing the burden on human coders.
Bayesian spatiotemporal model of fMRI data using transfer functions.
Quirós, Alicia; Diez, Raquel Montes; Wilson, Simon P
2010-09-01
This research describes a new Bayesian spatiotemporal model to analyse BOLD fMRI studies. In the temporal dimension, we describe the shape of the hemodynamic response function (HRF) with a transfer function model. The spatial continuity and local homogeneity of the evoked responses are modelled by a Gaussian Markov random field prior on the parameter indicating activations. The proposal constitutes an extension of the spatiotemporal model presented in a previous approach [Quirós, A., Montes Diez, R. and Gamerman, D., 2010. Bayesian spatiotemporal model of fMRI data, Neuroimage, 49: 442-456], offering more flexibility in the estimation of the HRF and computational advantages in the resulting MCMC algorithm. Simulations from the model are performed in order to ascertain the performance of the sampling scheme and the ability of the posterior to estimate model parameters, as well as to check the model sensitivity to signal to noise ratio. Results are shown on synthetic data and on a real data set from a block-design fMRI experiment. Copyright (c) 2010 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Anderson, Christian Carl
This Dissertation explores the physics underlying the propagation of ultrasonic waves in bone and in heart tissue through the use of Bayesian probability theory. Quantitative ultrasound is a noninvasive modality used for clinical detection, characterization, and evaluation of bone quality and cardiovascular disease. Approaches that extend the state of knowledge of the physics underpinning the interaction of ultrasound with inherently inhomogeneous and isotropic tissue have the potential to enhance its clinical utility. Simulations of fast and slow compressional wave propagation in cancellous bone were carried out to demonstrate the plausibility of a proposed explanation for the widely reported anomalous negative dispersion in cancellous bone. The results showed that negative dispersion could arise from analysis that proceeded under the assumption that the data consist of only a single ultrasonic wave, when in fact two overlapping and interfering waves are present. The confounding effect of overlapping fast and slow waves was addressed by applying Bayesian parameter estimation to simulated data, to experimental data acquired on bone-mimicking phantoms, and to data acquired in vitro on cancellous bone. The Bayesian approach successfully estimated the properties of the individual fast and slow waves even when they strongly overlapped in the acquired data. The Bayesian parameter estimation technique was further applied to an investigation of the anisotropy of ultrasonic properties in cancellous bone. The degree to which fast and slow waves overlap is partially determined by the angle of insonation of ultrasound relative to the predominant direction of trabecular orientation. In the past, studies of anisotropy have been limited by interference between fast and slow waves over a portion of the range of insonation angles. Bayesian analysis estimated attenuation, velocity, and amplitude parameters over the entire range of insonation angles, allowing a more complete characterization of anisotropy. A novel piecewise linear model for the cyclic variation of ultrasonic backscatter from myocardium was proposed. Models of cyclic variation for 100 type 2 diabetes patients and 43 normal control subjects were constructed using Bayesian parameter estimation. Parameters determined from the model, specifically rise time and slew rate, were found to be more reliable in differentiating between subject groups than the previously employed magnitude parameter.
Informed Source Separation: A Bayesian Tutorial
NASA Technical Reports Server (NTRS)
Knuth, Kevin H.
2005-01-01
Source separation problems are ubiquitous in the physical sciences; any situation where signals are superimposed calls for source separation to estimate the original signals. In h s tutorial I will discuss the Bayesian approach to the source separation problem. This approach has a specific advantage in that it requires the designer to explicitly describe the signal model in addition to any other information or assumptions that go into the problem description. This leads naturally to the idea of informed source separation, where the algorithm design incorporates relevant information about the specific problem. This approach promises to enable researchers to design their own high-quality algorithms that are specifically tailored to the problem at hand.
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.
Bayesian decoding using unsorted spikes in the rat hippocampus
Layton, Stuart P.; Chen, Zhe; Wilson, Matthew A.
2013-01-01
A fundamental task in neuroscience is to understand how neural ensembles represent information. Population decoding is a useful tool to extract information from neuronal populations based on the ensemble spiking activity. We propose a novel Bayesian decoding paradigm to decode unsorted spikes in the rat hippocampus. Our approach uses a direct mapping between spike waveform features and covariates of interest and avoids accumulation of spike sorting errors. Our decoding paradigm is nonparametric, encoding model-free for representing stimuli, and extracts information from all available spikes and their waveform features. We apply the proposed Bayesian decoding algorithm to a position reconstruction task for freely behaving rats based on tetrode recordings of rat hippocampal neuronal activity. Our detailed decoding analyses demonstrate that our approach is efficient and better utilizes the available information in the nonsortable hash than the standard sorting-based decoding algorithm. Our approach can be adapted to an online encoding/decoding framework for applications that require real-time decoding, such as brain-machine interfaces. PMID:24089403
Caudek, Corrado; Fantoni, Carlo; Domini, Fulvio
2011-01-01
We measured perceived depth from the optic flow (a) when showing a stationary physical or virtual object to observers who moved their head at a normal or slower speed, and (b) when simulating the same optic flow on a computer and presenting it to stationary observers. Our results show that perceived surface slant is systematically distorted, for both the active and the passive viewing of physical or virtual surfaces. These distortions are modulated by head translation speed, with perceived slant increasing directly with the local velocity gradient of the optic flow. This empirical result allows us to determine the relative merits of two alternative approaches aimed at explaining perceived surface slant in active vision: an “inverse optics” model that takes head motion information into account, and a probabilistic model that ignores extra-retinal signals. We compare these two approaches within the framework of the Bayesian theory. The “inverse optics” Bayesian model produces veridical slant estimates if the optic flow and the head translation velocity are measured with no error; because of the influence of a “prior” for flatness, the slant estimates become systematically biased as the measurement errors increase. The Bayesian model, which ignores the observer's motion, always produces distorted estimates of surface slant. Interestingly, the predictions of this second model, not those of the first one, are consistent with our empirical findings. The present results suggest that (a) in active vision perceived surface slant may be the product of probabilistic processes which do not guarantee the correct solution, and (b) extra-retinal signals may be mainly used for a better measurement of retinal information. PMID:21533197
Genealogical Working Distributions for Bayesian Model Testing with Phylogenetic Uncertainty
Baele, Guy; Lemey, Philippe; Suchard, Marc A.
2016-01-01
Marginal likelihood estimates to compare models using Bayes factors frequently accompany Bayesian phylogenetic inference. Approaches to estimate marginal likelihoods have garnered increased attention over the past decade. In particular, the introduction of path sampling (PS) and stepping-stone sampling (SS) into Bayesian phylogenetics has tremendously improved the accuracy of model selection. These sampling techniques are now used to evaluate complex evolutionary and population genetic models on empirical data sets, but considerable computational demands hamper their widespread adoption. Further, when very diffuse, but proper priors are specified for model parameters, numerical issues complicate the exploration of the priors, a necessary step in marginal likelihood estimation using PS or SS. To avoid such instabilities, generalized SS (GSS) has recently been proposed, introducing the concept of “working distributions” to facilitate—or shorten—the integration process that underlies marginal likelihood estimation. However, the need to fix the tree topology currently limits GSS in a coalescent-based framework. Here, we extend GSS by relaxing the fixed underlying tree topology assumption. To this purpose, we introduce a “working” distribution on the space of genealogies, which enables estimating marginal likelihoods while accommodating phylogenetic uncertainty. We propose two different “working” distributions that help GSS to outperform PS and SS in terms of accuracy when comparing demographic and evolutionary models applied to synthetic data and real-world examples. Further, we show that the use of very diffuse priors can lead to a considerable overestimation in marginal likelihood when using PS and SS, while still retrieving the correct marginal likelihood using both GSS approaches. The methods used in this article are available in BEAST, a powerful user-friendly software package to perform Bayesian evolutionary analyses. PMID:26526428
Bayesian Estimation of Small Effects in Exercise and Sports Science.
Mengersen, Kerrie L; Drovandi, Christopher C; Robert, Christian P; Pyne, David B; Gore, Christopher J
2016-01-01
The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.
Bayesian Variable Selection for Hierarchical Gene-Environment and Gene-Gene Interactions
Liu, Changlu; Ma, Jianzhong; Amos, Christopher I.
2014-01-01
We propose a Bayesian hierarchical mixture model framework that allows us to investigate the genetic and environmental effects, gene by gene interactions and gene by environment interactions in the same model. Our approach incorporates the natural hierarchical structure between the main effects and interaction effects into a mixture model, such that our methods tend to remove the irrelevant interaction effects more effectively, resulting in more robust and parsimonious models. We consider both strong and weak hierarchical models. For a strong hierarchical model, both of the main effects between interacting factors must be present for the interactions to be considered in the model development, while for a weak hierarchical model, only one of the two main effects is required to be present for the interaction to be evaluated. Our simulation results show that the proposed strong and weak hierarchical mixture models work well in controlling false positive rates and provide a powerful approach for identifying the predisposing effects and interactions in gene-environment interaction studies, in comparison with the naive model that does not impose this hierarchical constraint in most of the scenarios simulated. We illustrated our approach using data for lung cancer and cutaneous melanoma. PMID:25154630
NASA Astrophysics Data System (ADS)
Kopka, P.; Wawrzynczak, A.; Borysiewicz, M.
2015-09-01
In many areas of application, a central problem is a solution to the inverse problem, especially estimation of the unknown model parameters to model the underlying dynamics of a physical system precisely. In this situation, the Bayesian inference is a powerful tool to combine observed data with prior knowledge to gain the probability distribution of searched parameters. We have applied the modern methodology named Sequential Approximate Bayesian Computation (S-ABC) to the problem of tracing the atmospheric contaminant source. The ABC is technique commonly used in the Bayesian analysis of complex models and dynamic system. Sequential methods can significantly increase the efficiency of the ABC. In the presented algorithm, the input data are the on-line arriving concentrations of released substance registered by distributed sensor network from OVER-LAND ATMOSPHERIC DISPERSION (OLAD) experiment. The algorithm output are the probability distributions of a contamination source parameters i.e. its particular location, release rate, speed and direction of the movement, start time and duration. The stochastic approach presented in this paper is completely general and can be used in other fields where the parameters of the model bet fitted to the observable data should be found.
Bayesian Analysis of the Association between Family-Level Factors and Siblings' Dental Caries.
Wen, A; Weyant, R J; McNeil, D W; Crout, R J; Neiswanger, K; Marazita, M L; Foxman, B
2017-07-01
We conducted a Bayesian analysis of the association between family-level socioeconomic status and smoking and the prevalence of dental caries among siblings (children from infant to 14 y) among children living in rural and urban Northern Appalachia using data from the Center for Oral Health Research in Appalachia (COHRA). The observed proportion of siblings sharing caries was significantly different from predicted assuming siblings' caries status was independent. Using a Bayesian hierarchical model, we found the inclusion of a household factor significantly improved the goodness of fit. Other findings showed an inverse association between parental education and siblings' caries and a positive association between households with smokers and siblings' caries. Our study strengthens existing evidence suggesting that increased parental education and decreased parental cigarette smoking are associated with reduced childhood caries in the household. Our results also demonstrate the value of a Bayesian approach, which allows us to include household as a random effect, thereby providing more accurate estimates than obtained using generalized linear mixed models.
None of the above: A Bayesian account of the detection of novel categories.
Navarro, Daniel J; Kemp, Charles
2017-10-01
Every time we encounter a new object, action, or event, there is some chance that we will need to assign it to a novel category. We describe and evaluate a class of probabilistic models that detect when an object belongs to a category that has not previously been encountered. The models incorporate a prior distribution that is influenced by the distribution of previous objects among categories, and we present 2 experiments that demonstrate that people are also sensitive to this distributional information. Two additional experiments confirm that distributional information is combined with similarity when both sources of information are available. We compare our approach to previous models of unsupervised categorization and to several heuristic-based models, and find that a hierarchical Bayesian approach provides the best account of our data. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Ross, Michelle; Wakefield, Jon
2015-10-01
Two-phase study designs are appealing since they allow for the oversampling of rare sub-populations which improves efficiency. In this paper we describe a Bayesian hierarchical model for the analysis of two-phase data. Such a model is particularly appealing in a spatial setting in which random effects are introduced to model between-area variability. In such a situation, one may be interested in estimating regression coefficients or, in the context of small area estimation, in reconstructing the population totals by strata. The efficiency gains of the two-phase sampling scheme are compared to standard approaches using 2011 birth data from the research triangle area of North Carolina. We show that the proposed method can overcome small sample difficulties and improve on existing techniques. We conclude that the two-phase design is an attractive approach for small area estimation.
A Bayesian Account of Vocal Adaptation to Pitch-Shifted Auditory Feedback
Hahnloser, Richard H. R.
2017-01-01
Motor systems are highly adaptive. Both birds and humans compensate for synthetically induced shifts in the pitch (fundamental frequency) of auditory feedback stemming from their vocalizations. Pitch-shift compensation is partial in the sense that large shifts lead to smaller relative compensatory adjustments of vocal pitch than small shifts. Also, compensation is larger in subjects with high motor variability. To formulate a mechanistic description of these findings, we adapt a Bayesian model of error relevance. We assume that vocal-auditory feedback loops in the brain cope optimally with known sensory and motor variability. Based on measurements of motor variability, optimal compensatory responses in our model provide accurate fits to published experimental data. Optimal compensation correctly predicts sensory acuity, which has been estimated in psychophysical experiments as just-noticeable pitch differences. Our model extends the utility of Bayesian approaches to adaptive vocal behaviors. PMID:28135267
Bayesian X-ray computed tomography using a three-level hierarchical prior model
NASA Astrophysics Data System (ADS)
Wang, Li; Mohammad-Djafari, Ali; Gac, Nicolas
2017-06-01
In recent decades X-ray Computed Tomography (CT) image reconstruction has been largely developed in both medical and industrial domain. In this paper, we propose using the Bayesian inference approach with a new hierarchical prior model. In the proposed model, a generalised Student-t distribution is used to enforce the Haar transformation of images to be sparse. Comparisons with some state of the art methods are presented. It is shown that by using the proposed model, the sparsity of sparse representation of images is enforced, so that edges of images are preserved. Simulation results are also provided to demonstrate the effectiveness of the new hierarchical model for reconstruction with fewer projections.
NASA Astrophysics Data System (ADS)
Krishnanathan, Kirubhakaran; Anderson, Sean R.; Billings, Stephen A.; Kadirkamanathan, Visakan
2016-11-01
In this paper, we derive a system identification framework for continuous-time nonlinear systems, for the first time using a simulation-focused computational Bayesian approach. Simulation approaches to nonlinear system identification have been shown to outperform regression methods under certain conditions, such as non-persistently exciting inputs and fast-sampling. We use the approximate Bayesian computation (ABC) algorithm to perform simulation-based inference of model parameters. The framework has the following main advantages: (1) parameter distributions are intrinsically generated, giving the user a clear description of uncertainty, (2) the simulation approach avoids the difficult problem of estimating signal derivatives as is common with other continuous-time methods, and (3) as noted above, the simulation approach improves identification under conditions of non-persistently exciting inputs and fast-sampling. Term selection is performed by judging parameter significance using parameter distributions that are intrinsically generated as part of the ABC procedure. The results from a numerical example demonstrate that the method performs well in noisy scenarios, especially in comparison to competing techniques that rely on signal derivative estimation.
Analysis of multinomial models with unknown index using data augmentation
Royle, J. Andrew; Dorazio, R.M.; Link, W.A.
2007-01-01
Multinomial models with unknown index ('sample size') arise in many practical settings. In practice, Bayesian analysis of such models has proved difficult because the dimension of the parameter space is not fixed, being in some cases a function of the unknown index. We describe a data augmentation approach to the analysis of this class of models that provides for a generic and efficient Bayesian implementation. Under this approach, the data are augmented with all-zero detection histories. The resulting augmented dataset is modeled as a zero-inflated version of the complete-data model where an estimable zero-inflation parameter takes the place of the unknown multinomial index. Interestingly, data augmentation can be justified as being equivalent to imposing a discrete uniform prior on the multinomial index. We provide three examples involving estimating the size of an animal population, estimating the number of diabetes cases in a population using the Rasch model, and the motivating example of estimating the number of species in an animal community with latent probabilities of species occurrence and detection.
Krishnamurthy, Krish
2013-12-01
The intrinsic quantitative nature of NMR is increasingly exploited in areas ranging from complex mixture analysis (as in metabolomics and reaction monitoring) to quality assurance/control. Complex NMR spectra are more common than not, and therefore, extraction of quantitative information generally involves significant prior knowledge and/or operator interaction to characterize resonances of interest. Moreover, in most NMR-based metabolomic experiments, the signals from metabolites are normally present as a mixture of overlapping resonances, making quantification difficult. Time-domain Bayesian approaches have been reported to be better than conventional frequency-domain analysis at identifying subtle changes in signal amplitude. We discuss an approach that exploits Bayesian analysis to achieve a complete reduction to amplitude frequency table (CRAFT) in an automated and time-efficient fashion - thus converting the time-domain FID to a frequency-amplitude table. CRAFT uses a two-step approach to FID analysis. First, the FID is digitally filtered and downsampled to several sub FIDs, and secondly, these sub FIDs are then modeled as sums of decaying sinusoids using the Bayesian approach. CRAFT tables can be used for further data mining of quantitative information using fingerprint chemical shifts of compounds of interest and/or statistical analysis of modulation of chemical quantity in a biological study (metabolomics) or process study (reaction monitoring) or quality assurance/control. The basic principles behind this approach as well as results to evaluate the effectiveness of this approach in mixture analysis are presented. Copyright © 2013 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Rosenheim, B. E.; Firesinger, D.; Roberts, M. L.; Burton, J. R.; Khan, N.; Moyer, R. P.
2016-12-01
Radiocarbon (14C) sediment core chronologies benefit from a high density of dates, even when precision of individual dates is sacrificed. This is demonstrated by a combined approach of rapid 14C analysis of CO2 gas generated from carbonates and organic material coupled with Bayesian statistical modeling. Analysis of 14C is facilitated by the gas ion source on the Continuous Flow Accelerator Mass Spectrometry (CFAMS) system at the Woods Hole Oceanographic Institution's National Ocean Sciences Accelerator Mass Spectrometry facility. This instrument is capable of producing a 14C determination of +/- 100 14C y precision every 4-5 minutes, with limited sample handling (dissolution of carbonates and/or combustion of organic carbon in evacuated containers). Rapid analysis allows over-preparation of samples to include replicates at each depth and/or comparison of different sample types at particular depths in a sediment or peat core. Analysis priority is given to depths that have the least chronologic precision as determined by Bayesian modeling of the chronology of calibrated ages. Use of such a statistical approach to determine the order in which samples are run ensures that the chronology constantly improves so long as material is available for the analysis of chronologic weak points. Ultimately, accuracy of the chronology is determined by the material that is actually being dated, and our combined approach allows testing of different constituents of the organic carbon pool and the carbonate minerals within a core. We will present preliminary results from a deep-sea sediment core abundant in deep-sea foraminifera as well as coastal wetland peat cores to demonstrate statistical improvements in sediment- and peat-core chronologies obtained by increasing the quantity and decreasing the quality of individual dates.
Estimating mountain basin-mean precipitation from streamflow using Bayesian inference
NASA Astrophysics Data System (ADS)
Henn, Brian; Clark, Martyn P.; Kavetski, Dmitri; Lundquist, Jessica D.
2015-10-01
Estimating basin-mean precipitation in complex terrain is difficult due to uncertainty in the topographical representativeness of precipitation gauges relative to the basin. To address this issue, we use Bayesian methodology coupled with a multimodel framework to infer basin-mean precipitation from streamflow observations, and we apply this approach to snow-dominated basins in the Sierra Nevada of California. Using streamflow observations, forcing data from lower-elevation stations, the Bayesian Total Error Analysis (BATEA) methodology and the Framework for Understanding Structural Errors (FUSE), we infer basin-mean precipitation, and compare it to basin-mean precipitation estimated using topographically informed interpolation from gauges (PRISM, the Parameter-elevation Regression on Independent Slopes Model). The BATEA-inferred spatial patterns of precipitation show agreement with PRISM in terms of the rank of basins from wet to dry but differ in absolute values. In some of the basins, these differences may reflect biases in PRISM, because some implied PRISM runoff ratios may be inconsistent with the regional climate. We also infer annual time series of basin precipitation using a two-step calibration approach. Assessment of the precision and robustness of the BATEA approach suggests that uncertainty in the BATEA-inferred precipitation is primarily related to uncertainties in hydrologic model structure. Despite these limitations, time series of inferred annual precipitation under different model and parameter assumptions are strongly correlated with one another, suggesting that this approach is capable of resolving year-to-year variability in basin-mean precipitation.
Nuclear charge radii: density functional theory meets Bayesian neural networks
NASA Astrophysics Data System (ADS)
Utama, R.; Chen, Wei-Chia; Piekarewicz, J.
2016-11-01
The distribution of electric charge in atomic nuclei is fundamental to our understanding of the complex nuclear dynamics and a quintessential observable to validate nuclear structure models. The aim of this study is to explore a novel approach that combines sophisticated models of nuclear structure with Bayesian neural networks (BNN) to generate predictions for the charge radii of thousands of nuclei throughout the nuclear chart. A class of relativistic energy density functionals is used to provide robust predictions for nuclear charge radii. In turn, these predictions are refined through Bayesian learning for a neural network that is trained using residuals between theoretical predictions and the experimental data. Although predictions obtained with density functional theory provide a fairly good description of experiment, our results show significant improvement (better than 40%) after BNN refinement. Moreover, these improved results for nuclear charge radii are supplemented with theoretical error bars. We have successfully demonstrated the ability of the BNN approach to significantly increase the accuracy of nuclear models in the predictions of nuclear charge radii. However, as many before us, we failed to uncover the underlying physics behind the intriguing behavior of charge radii along the calcium isotopic chain.
Li, Baoyue; Lingsma, Hester F; Steyerberg, Ewout W; Lesaffre, Emmanuel
2011-05-23
Logistic random effects models are a popular tool to analyze multilevel also called hierarchical data with a binary or ordinal outcome. Here, we aim to compare different statistical software implementations of these models. We used individual patient data from 8509 patients in 231 centers with moderate and severe Traumatic Brain Injury (TBI) enrolled in eight Randomized Controlled Trials (RCTs) and three observational studies. We fitted logistic random effects regression models with the 5-point Glasgow Outcome Scale (GOS) as outcome, both dichotomized as well as ordinal, with center and/or trial as random effects, and as covariates age, motor score, pupil reactivity or trial. We then compared the implementations of frequentist and Bayesian methods to estimate the fixed and random effects. Frequentist approaches included R (lme4), Stata (GLLAMM), SAS (GLIMMIX and NLMIXED), MLwiN ([R]IGLS) and MIXOR, Bayesian approaches included WinBUGS, MLwiN (MCMC), R package MCMCglmm and SAS experimental procedure MCMC.Three data sets (the full data set and two sub-datasets) were analysed using basically two logistic random effects models with either one random effect for the center or two random effects for center and trial. For the ordinal outcome in the full data set also a proportional odds model with a random center effect was fitted. The packages gave similar parameter estimates for both the fixed and random effects and for the binary (and ordinal) models for the main study and when based on a relatively large number of level-1 (patient level) data compared to the number of level-2 (hospital level) data. However, when based on relatively sparse data set, i.e. when the numbers of level-1 and level-2 data units were about the same, the frequentist and Bayesian approaches showed somewhat different results. The software implementations differ considerably in flexibility, computation time, and usability. There are also differences in the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2) procedure MCMC appeared to be inefficient. On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view) for either a frequentist or Bayesian approach (if based on vague priors). The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain.
NASA Astrophysics Data System (ADS)
Wang, Q. J.; Robertson, D. E.; Haines, C. L.
2009-02-01
Irrigation is important to many agricultural businesses but also has implications for catchment health. A considerable body of knowledge exists on how irrigation management affects farm business and catchment health. However, this knowledge is fragmentary; is available in many forms such as qualitative and quantitative; is dispersed in scientific literature, technical reports, and the minds of individuals; and is of varying degrees of certainty. Bayesian networks allow the integration of dispersed knowledge into quantitative systems models. This study describes the development, validation, and application of a Bayesian network model of farm irrigation in the Shepparton Irrigation Region of northern Victoria, Australia. In this first paper we describe the process used to integrate a range of sources of knowledge to develop a model of farm irrigation. We describe the principal model components and summarize the reaction to the model and its development process by local stakeholders. Subsequent papers in this series describe model validation and the application of the model to assess the regional impact of historical and future management intervention.
NASA Astrophysics Data System (ADS)
Croce, Pierpaolo; Zappasodi, Filippo; Merla, Arcangelo; Chiarelli, Antonio Maria
2017-08-01
Objective. Electrical and hemodynamic brain activity are linked through the neurovascular coupling process and they can be simultaneously measured through integration of electroencephalography (EEG) and functional near-infrared spectroscopy (fNIRS). Thanks to the lack of electro-optical interference, the two procedures can be easily combined and, whereas EEG provides electrophysiological information, fNIRS can provide measurements of two hemodynamic variables, such as oxygenated and deoxygenated hemoglobin. A Bayesian sequential Monte Carlo approach (particle filter, PF) was applied to simulated recordings of electrical and neurovascular mediated hemodynamic activity, and the advantages of a unified framework were shown. Approach. Multiple neural activities and hemodynamic responses were simulated in the primary motor cortex of a subject brain. EEG and fNIRS recordings were obtained by means of forward models of volume conduction and light propagation through the head. A state space model of combined EEG and fNIRS data was built and its dynamic evolution was estimated through a Bayesian sequential Monte Carlo approach (PF). Main results. We showed the feasibility of the procedure and the improvements in both electrical and hemodynamic brain activity reconstruction when using the PF on combined EEG and fNIRS measurements. Significance. The investigated procedure allows one to combine the information provided by the two methodologies, and, by taking advantage of a physical model of the coupling between electrical and hemodynamic response, to obtain a better estimate of brain activity evolution. Despite the high computational demand, application of such an approach to in vivo recordings could fully exploit the advantages of this combined brain imaging technology.
Kharroubi, Samer A; Brazier, John E; McGhee, Sarah
2013-01-01
This article reports on the findings from applying a recently described approach to modeling health state valuation data and the impact of the respondent characteristics on health state valuations. The approach applies a nonparametric model to estimate a Bayesian six-dimensional health state short form (derived from short-form 36 health survey) health state valuation algorithm. A sample of 197 states defined by the six-dimensional health state short form (derived from short-form 36 health survey)has been valued by a representative sample of the Hong Kong general population by using standard gamble. The article reports the application of the nonparametric model and compares it to the original model estimated by using a conventional parametric random effects model. The two models are compared theoretically and in terms of empirical performance. Advantages of the nonparametric model are that it can be used to predict scores in populations with different distributions of characteristics than observed in the survey sample and that it allows for the impact of respondent characteristics to vary by health state (while ensuring that full health passes through unity). The results suggest an important age effect with sex, having some effect, but the remaining covariates having no discernible effect. The nonparametric Bayesian model is argued to be more theoretically appropriate than previously used parametric models. Furthermore, it is more flexible to take into account the impact of covariates. Copyright © 2013, International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kercel, S.W.
1999-11-07
For several reasons, Bayesian parameter estimation is superior to other methods for inductively learning a model for an anticipatory system. Since it exploits prior knowledge, the analysis begins from a more advantageous starting point than other methods. Also, since "nuisance parameters" can be removed from the Bayesian analysis, the description of the model need not be as complete as is necessary for such methods as matched filtering. In the limit of perfectly random noise and a perfect description of the model, the signal-to-noise ratio improves as the square root of the number of samples in the data. Even with themore » imperfections of real-world data, Bayesian methods approach this ideal limit of performance more closely than other methods. These capabilities provide a strategy for addressing a major unsolved problem in pump operation: the identification of precursors of cavitation. Cavitation causes immediate degradation of pump performance and ultimate destruction of the pump. However, the most efficient point to operate a pump is just below the threshold of cavitation. It might be hoped that a straightforward method to minimize pump cavitation damage would be to simply adjust the operating point until the inception of cavitation is detected and then to slightly readjust the operating point to let the cavitation vanish. However, due to the continuously evolving state of the fluid moving through the pump, the threshold of cavitation tends to wander. What is needed is to anticipate cavitation, and this requires the detection and identification of precursor features that occur just before cavitation starts.« less
Silva Junqueira, Vinícius; de Azevedo Peixoto, Leonardo; Galvêas Laviola, Bruno; Lopes Bhering, Leonardo; Mendonça, Simone; Agostini Costa, Tania da Silveira; Antoniassi, Rosemar
2016-01-01
The biggest challenge for jatropha breeding is to identify superior genotypes that present high seed yield and seed oil content with reduced toxicity levels. Therefore, the objective of this study was to estimate genetic parameters for three important traits (weight of 100 seed, oil seed content, and phorbol ester concentration), and to select superior genotypes to be used as progenitors in jatropha breeding. Additionally, the genotypic values and the genetic parameters estimated under the Bayesian multi-trait approach were used to evaluate different selection indices scenarios of 179 half-sib families. Three different scenarios and economic weights were considered. It was possible to simultaneously reduce toxicity and increase seed oil content and weight of 100 seed by using index selection based on genotypic value estimated by the Bayesian multi-trait approach. Indeed, we identified two families that present these characteristics by evaluating genetic diversity using the Ward clustering method, which suggested nine homogenous clusters. Future researches must integrate the Bayesian multi-trait methods with realized relationship matrix, aiming to build accurate selection indices models. PMID:27281340
Inferring the most probable maps of underground utilities using Bayesian mapping model
NASA Astrophysics Data System (ADS)
Bilal, Muhammad; Khan, Wasiq; Muggleton, Jennifer; Rustighi, Emiliano; Jenks, Hugo; Pennock, Steve R.; Atkins, Phil R.; Cohn, Anthony
2018-03-01
Mapping the Underworld (MTU), a major initiative in the UK, is focused on addressing social, environmental and economic consequences raised from the inability to locate buried underground utilities (such as pipes and cables) by developing a multi-sensor mobile device. The aim of MTU device is to locate different types of buried assets in real time with the use of automated data processing techniques and statutory records. The statutory records, even though typically being inaccurate and incomplete, provide useful prior information on what is buried under the ground and where. However, the integration of information from multiple sensors (raw data) with these qualitative maps and their visualization is challenging and requires the implementation of robust machine learning/data fusion approaches. An approach for automated creation of revised maps was developed as a Bayesian Mapping model in this paper by integrating the knowledge extracted from sensors raw data and available statutory records. The combination of statutory records with the hypotheses from sensors was for initial estimation of what might be found underground and roughly where. The maps were (re)constructed using automated image segmentation techniques for hypotheses extraction and Bayesian classification techniques for segment-manhole connections. The model consisting of image segmentation algorithm and various Bayesian classification techniques (segment recognition and expectation maximization (EM) algorithm) provided robust performance on various simulated as well as real sites in terms of predicting linear/non-linear segments and constructing refined 2D/3D maps.
The decisive future of inflation
NASA Astrophysics Data System (ADS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David
2018-05-01
How much more will we learn about single-field inflationary models in the future? We address this question in the context of Bayesian design and information theory. We develop a novel method to compute the expected utility of deciding between models and apply it to a set of futuristic measurements. This necessarily requires one to evaluate the Bayesian evidence many thousands of times over, which is numerically challenging. We show how this can be done using a number of simplifying assumptions and discuss their validity. We also modify the form of the expected utility, as previously introduced in the literature in different contexts, in order to partition each possible future into either the rejection of models at the level of the maximum likelihood or the decision between models using Bayesian model comparison. We then quantify the ability of future experiments to constrain the reheating temperature and the scalar running. Our approach allows us to discuss possible strategies for maximising information from future cosmological surveys. In particular, our conclusions suggest that, in the context of inflationary model selection, a decrease in the measurement uncertainty of the scalar spectral index would be more decisive than a decrease in the uncertainty in the tensor-to-scalar ratio. We have incorporated our approach into a publicly available python class, foxi,1 that can be readily applied to any survey optimisation problem.
True versus Apparent Malaria Infection Prevalence: The Contribution of a Bayesian Approach
Claes, Filip; Van Hong, Nguyen; Torres, Kathy; Mao, Sokny; Van den Eede, Peter; Thi Thinh, Ta; Gamboa, Dioni; Sochantha, Tho; Thang, Ngo Duc; Coosemans, Marc; Büscher, Philippe; D'Alessandro, Umberto; Berkvens, Dirk; Erhart, Annette
2011-01-01
Aims To present a new approach for estimating the “true prevalence” of malaria and apply it to datasets from Peru, Vietnam, and Cambodia. Methods Bayesian models were developed for estimating both the malaria prevalence using different diagnostic tests (microscopy, PCR & ELISA), without the need of a gold standard, and the tests' characteristics. Several sources of information, i.e. data, expert opinions and other sources of knowledge can be integrated into the model. This approach resulting in an optimal and harmonized estimate of malaria infection prevalence, with no conflict between the different sources of information, was tested on data from Peru, Vietnam and Cambodia. Results Malaria sero-prevalence was relatively low in all sites, with ELISA showing the highest estimates. The sensitivity of microscopy and ELISA were statistically lower in Vietnam than in the other sites. Similarly, the specificities of microscopy, ELISA and PCR were significantly lower in Vietnam than in the other sites. In Vietnam and Peru, microscopy was closer to the “true” estimate than the other 2 tests while as expected ELISA, with its lower specificity, usually overestimated the prevalence. Conclusions Bayesian methods are useful for analyzing prevalence results when no gold standard diagnostic test is available. Though some results are expected, e.g. PCR more sensitive than microscopy, a standardized and context-independent quantification of the diagnostic tests' characteristics (sensitivity and specificity) and the underlying malaria prevalence may be useful for comparing different sites. Indeed, the use of a single diagnostic technique could strongly bias the prevalence estimation. This limitation can be circumvented by using a Bayesian framework taking into account the imperfect characteristics of the currently available diagnostic tests. As discussed in the paper, this approach may further support global malaria burden estimation initiatives. PMID:21364745
Comparing flood loss models of different complexity
NASA Astrophysics Data System (ADS)
Schröter, Kai; Kreibich, Heidi; Vogel, Kristin; Riggelsen, Carsten; Scherbaum, Frank; Merz, Bruno
2013-04-01
Any deliberation on flood risk requires the consideration of potential flood losses. In particular, reliable flood loss models are needed to evaluate cost-effectiveness of mitigation measures, to assess vulnerability, for comparative risk analysis and financial appraisal during and after floods. In recent years, considerable improvements have been made both concerning the data basis and the methodological approaches used for the development of flood loss models. Despite of that, flood loss models remain an important source of uncertainty. Likewise the temporal and spatial transferability of flood loss models is still limited. This contribution investigates the predictive capability of different flood loss models in a split sample cross regional validation approach. For this purpose, flood loss models of different complexity, i.e. based on different numbers of explaining variables, are learned from a set of damage records that was obtained from a survey after the Elbe flood in 2002. The validation of model predictions is carried out for different flood events in the Elbe and Danube river basins in 2002, 2005 and 2006 for which damage records are available from surveys after the flood events. The models investigated are a stage-damage model, the rule based model FLEMOps+r as well as novel model approaches which are derived using data mining techniques of regression trees and Bayesian networks. The Bayesian network approach to flood loss modelling provides attractive additional information concerning the probability distribution of both model predictions and explaining variables.
Fuzzy Naive Bayesian model for medical diagnostic decision support.
Wagholikar, Kavishwar B; Vijayraghavan, Sundararajan; Deshpande, Ashok W
2009-01-01
This work relates to the development of computational algorithms to provide decision support to physicians. The authors propose a Fuzzy Naive Bayesian (FNB) model for medical diagnosis, which extends the Fuzzy Bayesian approach proposed by Okuda. A physician's interview based method is described to define a orthogonal fuzzy symptom information system, required to apply the model. For the purpose of elaboration and elicitation of characteristics, the algorithm is applied to a simple simulated dataset, and compared with conventional Naive Bayes (NB) approach. As a preliminary evaluation of FNB in real world scenario, the comparison is repeated on a real fuzzy dataset of 81 patients diagnosed with infectious diseases. The case study on simulated dataset elucidates that FNB can be optimal over NB for diagnosing patients with imprecise-fuzzy information, on account of the following characteristics - 1) it can model the information that, values of some attributes are semantically closer than values of other attributes, and 2) it offers a mechanism to temper exaggerations in patient information. Although the algorithm requires precise training data, its utility for fuzzy training data is argued for. This is supported by the case study on infectious disease dataset, which indicates optimality of FNB over NB for the infectious disease domain. Further case studies on large datasets are required to establish utility of FNB.
Probabilistic Space Weather Forecasting: a Bayesian Perspective
NASA Astrophysics Data System (ADS)
Camporeale, E.; Chandorkar, M.; Borovsky, J.; Care', A.
2017-12-01
Most of the Space Weather forecasts, both at operational and research level, are not probabilistic in nature. Unfortunately, a prediction that does not provide a confidence level is not very useful in a decision-making scenario. Nowadays, forecast models range from purely data-driven, machine learning algorithms, to physics-based approximation of first-principle equations (and everything that sits in between). Uncertainties pervade all such models, at every level: from the raw data to finite-precision implementation of numerical methods. The most rigorous way of quantifying the propagation of uncertainties is by embracing a Bayesian probabilistic approach. One of the simplest and most robust machine learning technique in the Bayesian framework is Gaussian Process regression and classification. Here, we present the application of Gaussian Processes to the problems of the DST geomagnetic index forecast, the solar wind type classification, and the estimation of diffusion parameters in radiation belt modeling. In each of these very diverse problems, the GP approach rigorously provide forecasts in the form of predictive distributions. In turn, these distributions can be used as input for ensemble simulations in order to quantify the amplification of uncertainties. We show that we have achieved excellent results in all of the standard metrics to evaluate our models, with very modest computational cost.
Semi-blind Bayesian inference of CMB map and power spectrum
NASA Astrophysics Data System (ADS)
Vansyngel, Flavien; Wandelt, Benjamin D.; Cardoso, Jean-François; Benabed, Karim
2016-04-01
We present a new blind formulation of the cosmic microwave background (CMB) inference problem. The approach relies on a phenomenological model of the multifrequency microwave sky without the need for physical models of the individual components. For all-sky and high resolution data, it unifies parts of the analysis that had previously been treated separately such as component separation and power spectrum inference. We describe an efficient sampling scheme that fully explores the component separation uncertainties on the inferred CMB products such as maps and/or power spectra. External information about individual components can be incorporated as a prior giving a flexible way to progressively and continuously introduce physical component separation from a maximally blind approach. We connect our Bayesian formalism to existing approaches such as Commander, spectral mismatch independent component analysis (SMICA), and internal linear combination (ILC), and discuss possible future extensions.
A Bayesian network model for predicting type 2 diabetes risk based on electronic health records
NASA Astrophysics Data System (ADS)
Xie, Jiang; Liu, Yan; Zeng, Xu; Zhang, Wu; Mei, Zhen
2017-07-01
An extensive, in-depth study of diabetes risk factors (DBRF) is of crucial importance to prevent (or reduce) the chance of suffering from type 2 diabetes (T2D). Accumulation of electronic health records (EHRs) makes it possible to build nonlinear relationships between risk factors and diabetes. However, the current DBRF researches mainly focus on qualitative analyses, and the inconformity of physical examination items makes the risk factors likely to be lost, which drives us to study the novel machine learning approach for risk model development. In this paper, we use Bayesian networks (BNs) to analyze the relationship between physical examination information and T2D, and to quantify the link between risk factors and T2D. Furthermore, with the quantitative analyses of DBRF, we adopt EHR and propose a machine learning approach based on BNs to predict the risk of T2D. The experiments demonstrate that our approach can lead to better predictive performance than the classical risk model.
Spectral decompositions of multiple time series: a Bayesian non-parametric approach.
Macaro, Christian; Prado, Raquel
2014-01-01
We consider spectral decompositions of multiple time series that arise in studies where the interest lies in assessing the influence of two or more factors. We write the spectral density of each time series as a sum of the spectral densities associated to the different levels of the factors. We then use Whittle's approximation to the likelihood function and follow a Bayesian non-parametric approach to obtain posterior inference on the spectral densities based on Bernstein-Dirichlet prior distributions. The prior is strategically important as it carries identifiability conditions for the models and allows us to quantify our degree of confidence in such conditions. A Markov chain Monte Carlo (MCMC) algorithm for posterior inference within this class of frequency-domain models is presented.We illustrate the approach by analyzing simulated and real data via spectral one-way and two-way models. In particular, we present an analysis of functional magnetic resonance imaging (fMRI) brain responses measured in individuals who participated in a designed experiment to study pain perception in humans.
Pathway analysis of high-throughput biological data within a Bayesian network framework.
Isci, Senol; Ozturk, Cengizhan; Jones, Jon; Otu, Hasan H
2011-06-15
Most current approaches to high-throughput biological data (HTBD) analysis either perform individual gene/protein analysis or, gene/protein set enrichment analysis for a list of biologically relevant molecules. Bayesian Networks (BNs) capture linear and non-linear interactions, handle stochastic events accounting for noise, and focus on local interactions, which can be related to causal inference. Here, we describe for the first time an algorithm that models biological pathways as BNs and identifies pathways that best explain given HTBD by scoring fitness of each network. Proposed method takes into account the connectivity and relatedness between nodes of the pathway through factoring pathway topology in its model. Our simulations using synthetic data demonstrated robustness of our approach. We tested proposed method, Bayesian Pathway Analysis (BPA), on human microarray data regarding renal cell carcinoma (RCC) and compared our results with gene set enrichment analysis. BPA was able to find broader and more specific pathways related to RCC. Accompanying BPA software (BPAS) package is freely available for academic use at http://bumil.boun.edu.tr/bpa.
Valence-Dependent Belief Updating: Computational Validation
Kuzmanovic, Bojana; Rigoux, Lionel
2017-01-01
People tend to update beliefs about their future outcomes in a valence-dependent way: they are likely to incorporate good news and to neglect bad news. However, belief formation is a complex process which depends not only on motivational factors such as the desire for favorable conclusions, but also on multiple cognitive variables such as prior beliefs, knowledge about personal vulnerabilities and resources, and the size of the probabilities and estimation errors. Thus, we applied computational modeling in order to test for valence-induced biases in updating while formally controlling for relevant cognitive factors. We compared biased and unbiased Bayesian models of belief updating, and specified alternative models based on reinforcement learning. The experiment consisted of 80 trials with 80 different adverse future life events. In each trial, participants estimated the base rate of one of these events and estimated their own risk of experiencing the event before and after being confronted with the actual base rate. Belief updates corresponded to the difference between the two self-risk estimates. Valence-dependent updating was assessed by comparing trials with good news (better-than-expected base rates) with trials with bad news (worse-than-expected base rates). After receiving bad relative to good news, participants' updates were smaller and deviated more strongly from rational Bayesian predictions, indicating a valence-induced bias. Model comparison revealed that the biased (i.e., optimistic) Bayesian model of belief updating better accounted for data than the unbiased (i.e., rational) Bayesian model, confirming that the valence of the new information influenced the amount of updating. Moreover, alternative computational modeling based on reinforcement learning demonstrated higher learning rates for good than for bad news, as well as a moderating role of personal knowledge. Finally, in this specific experimental context, the approach based on reinforcement learning was superior to the Bayesian approach. The computational validation of valence-dependent belief updating represents a novel support for a genuine optimism bias in human belief formation. Moreover, the precise control of relevant cognitive variables justifies the conclusion that the motivation to adopt the most favorable self-referential conclusions biases human judgments. PMID:28706499
Valence-Dependent Belief Updating: Computational Validation.
Kuzmanovic, Bojana; Rigoux, Lionel
2017-01-01
People tend to update beliefs about their future outcomes in a valence-dependent way: they are likely to incorporate good news and to neglect bad news. However, belief formation is a complex process which depends not only on motivational factors such as the desire for favorable conclusions, but also on multiple cognitive variables such as prior beliefs, knowledge about personal vulnerabilities and resources, and the size of the probabilities and estimation errors. Thus, we applied computational modeling in order to test for valence-induced biases in updating while formally controlling for relevant cognitive factors. We compared biased and unbiased Bayesian models of belief updating, and specified alternative models based on reinforcement learning. The experiment consisted of 80 trials with 80 different adverse future life events. In each trial, participants estimated the base rate of one of these events and estimated their own risk of experiencing the event before and after being confronted with the actual base rate. Belief updates corresponded to the difference between the two self-risk estimates. Valence-dependent updating was assessed by comparing trials with good news (better-than-expected base rates) with trials with bad news (worse-than-expected base rates). After receiving bad relative to good news, participants' updates were smaller and deviated more strongly from rational Bayesian predictions, indicating a valence-induced bias. Model comparison revealed that the biased (i.e., optimistic) Bayesian model of belief updating better accounted for data than the unbiased (i.e., rational) Bayesian model, confirming that the valence of the new information influenced the amount of updating. Moreover, alternative computational modeling based on reinforcement learning demonstrated higher learning rates for good than for bad news, as well as a moderating role of personal knowledge. Finally, in this specific experimental context, the approach based on reinforcement learning was superior to the Bayesian approach. The computational validation of valence-dependent belief updating represents a novel support for a genuine optimism bias in human belief formation. Moreover, the precise control of relevant cognitive variables justifies the conclusion that the motivation to adopt the most favorable self-referential conclusions biases human judgments.
A Bayesian trans-dimensional approach for the fusion of multiple geophysical datasets
NASA Astrophysics Data System (ADS)
JafarGandomi, Arash; Binley, Andrew
2013-09-01
We propose a Bayesian fusion approach to integrate multiple geophysical datasets with different coverage and sensitivity. The fusion strategy is based on the capability of various geophysical methods to provide enough resolution to identify either subsurface material parameters or subsurface structure, or both. We focus on electrical resistivity as the target material parameter and electrical resistivity tomography (ERT), electromagnetic induction (EMI), and ground penetrating radar (GPR) as the set of geophysical methods. However, extending the approach to different sets of geophysical parameters and methods is straightforward. Different geophysical datasets are entered into a trans-dimensional Markov chain Monte Carlo (McMC) search-based joint inversion algorithm. The trans-dimensional property of the McMC algorithm allows dynamic parameterisation of the model space, which in turn helps to avoid bias of the post-inversion results towards a particular model. Given that we are attempting to develop an approach that has practical potential, we discretize the subsurface into an array of one-dimensional earth-models. Accordingly, the ERT data that are collected by using two-dimensional acquisition geometry are re-casted to a set of equivalent vertical electric soundings. Different data are inverted either individually or jointly to estimate one-dimensional subsurface models at discrete locations. We use Shannon's information measure to quantify the information obtained from the inversion of different combinations of geophysical datasets. Information from multiple methods is brought together via introducing joint likelihood function and/or constraining the prior information. A Bayesian maximum entropy approach is used for spatial fusion of spatially dispersed estimated one-dimensional models and mapping of the target parameter. We illustrate the approach with a synthetic dataset and then apply it to a field dataset. We show that the proposed fusion strategy is successful not only in enhancing the subsurface information but also as a survey design tool to identify the appropriate combination of the geophysical tools and show whether application of an individual method for further investigation of a specific site is beneficial.
Almost but not quite 2D, Non-linear Bayesian Inversion of CSEM Data
NASA Astrophysics Data System (ADS)
Ray, A.; Key, K.; Bodin, T.
2013-12-01
The geophysical inverse problem can be elegantly stated in a Bayesian framework where a probability distribution can be viewed as a statement of information regarding a random variable. After all, the goal of geophysical inversion is to provide information on the random variables of interest - physical properties of the earth's subsurface. However, though it may be simple to postulate, a practical difficulty of fully non-linear Bayesian inversion is the computer time required to adequately sample the model space and extract the information we seek. As a consequence, in geophysical problems where evaluation of a full 2D/3D forward model is computationally expensive, such as marine controlled source electromagnetic (CSEM) mapping of the resistivity of seafloor oil and gas reservoirs, Bayesian studies have largely been conducted with 1D forward models. While the 1D approximation is indeed appropriate for exploration targets with planar geometry and geological stratification, it only provides a limited, site-specific idea of uncertainty in resistivity with depth. In this work, we extend our fully non-linear 1D Bayesian inversion to a 2D model framework, without requiring the usual regularization of model resistivities in the horizontal or vertical directions used to stabilize quasi-2D inversions. In our approach, we use the reversible jump Markov-chain Monte-Carlo (RJ-MCMC) or trans-dimensional method and parameterize the subsurface in a 2D plane with Voronoi cells. The method is trans-dimensional in that the number of cells required to parameterize the subsurface is variable, and the cells dynamically move around and multiply or combine as demanded by the data being inverted. This approach allows us to expand our uncertainty analysis of resistivity at depth to more than a single site location, allowing for interactions between model resistivities at different horizontal locations along a traverse over an exploration target. While the model is parameterized in 2D, we efficiently evaluate the forward response using 1D profiles extracted from the model at the common-midpoints of the EM source-receiver pairs. Since the 1D approximation is locally valid at different midpoint locations, the computation time is far lower than is required by a full 2D or 3D simulation. We have applied this method to both synthetic and real CSEM survey data from the Scarborough gas field on the Northwest shelf of Australia, resulting in a spatially variable quantification of resistivity and its uncertainty in 2D. This Bayesian approach results in a large database of 2D models that comprise a posterior probability distribution, which we can subset to test various hypotheses about the range of model structures compatible with the data. For example, we can subset the model distributions to examine the hypothesis that a resistive reservoir extends overs a certain spatial extent. Depending on how this conditions other parts of the model space, light can be shed on the geological viability of the hypothesis. Since tackling spatially variable uncertainty and trade-offs in 2D and 3D is a challenging research problem, the insights gained from this work may prove valuable for subsequent full 2D and 3D Bayesian inversions.
Data-driven Modeling of Metal-oxide Sensors with Dynamic Bayesian Networks
NASA Astrophysics Data System (ADS)
Gosangi, Rakesh; Gutierrez-Osuna, Ricardo
2011-09-01
We present a data-driven probabilistic framework to model the transient response of MOX sensors modulated with a sequence of voltage steps. Analytical models of MOX sensors are usually built based on the physico-chemical properties of the sensing materials. Although building these models provides an insight into the sensor behavior, they also require a thorough understanding of the underlying operating principles. Here we propose a data-driven approach to characterize the dynamical relationship between sensor inputs and outputs. Namely, we use dynamic Bayesian networks (DBNs), probabilistic models that represent temporal relations between a set of random variables. We identify a set of control variables that influence the sensor responses, create a graphical representation that captures the causal relations between these variables, and finally train the model with experimental data. We validated the approach on experimental data in terms of predictive accuracy and classification performance. Our results show that DBNs can accurately predict the dynamic response of MOX sensors, as well as capture the discriminatory information present in the sensor transients.
Valle, Denis; Lima, Joanna M Tucker; Millar, Justin; Amratia, Punam; Haque, Ubydul
2015-11-04
Logistic regression is a statistical model widely used in cross-sectional and cohort studies to identify and quantify the effects of potential disease risk factors. However, the impact of imperfect tests on adjusted odds ratios (and thus on the identification of risk factors) is under-appreciated. The purpose of this article is to draw attention to the problem associated with modelling imperfect diagnostic tests, and propose simple Bayesian models to adequately address this issue. A systematic literature review was conducted to determine the proportion of malaria studies that appropriately accounted for false-negatives/false-positives in a logistic regression setting. Inference from the standard logistic regression was also compared with that from three proposed Bayesian models using simulations and malaria data from the western Brazilian Amazon. A systematic literature review suggests that malaria epidemiologists are largely unaware of the problem of using logistic regression to model imperfect diagnostic test results. Simulation results reveal that statistical inference can be substantially improved when using the proposed Bayesian models versus the standard logistic regression. Finally, analysis of original malaria data with one of the proposed Bayesian models reveals that microscopy sensitivity is strongly influenced by how long people have lived in the study region, and an important risk factor (i.e., participation in forest extractivism) is identified that would have been missed by standard logistic regression. Given the numerous diagnostic methods employed by malaria researchers and the ubiquitous use of logistic regression to model the results of these diagnostic tests, this paper provides critical guidelines to improve data analysis practice in the presence of misclassification error. Easy-to-use code that can be readily adapted to WinBUGS is provided, enabling straightforward implementation of the proposed Bayesian models.
Bayesian Recurrent Neural Network for Language Modeling.
Chien, Jen-Tzung; Ku, Yuan-Chu
2016-02-01
A language model (LM) is calculated as the probability of a word sequence that provides the solution to word prediction for a variety of information systems. A recurrent neural network (RNN) is powerful to learn the large-span dynamics of a word sequence in the continuous space. However, the training of the RNN-LM is an ill-posed problem because of too many parameters from a large dictionary size and a high-dimensional hidden layer. This paper presents a Bayesian approach to regularize the RNN-LM and apply it for continuous speech recognition. We aim to penalize the too complicated RNN-LM by compensating for the uncertainty of the estimated model parameters, which is represented by a Gaussian prior. The objective function in a Bayesian classification network is formed as the regularized cross-entropy error function. The regularized model is constructed not only by calculating the regularized parameters according to the maximum a posteriori criterion but also by estimating the Gaussian hyperparameter by maximizing the marginal likelihood. A rapid approximation to a Hessian matrix is developed to implement the Bayesian RNN-LM (BRNN-LM) by selecting a small set of salient outer-products. The proposed BRNN-LM achieves a sparser model than the RNN-LM. Experiments on different corpora show the robustness of system performance by applying the rapid BRNN-LM under different conditions.
Inference of reactive transport model parameters using a Bayesian multivariate approach
NASA Astrophysics Data System (ADS)
Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick
2014-08-01
Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.
Bayesian Model Selection under Time Constraints
NASA Astrophysics Data System (ADS)
Hoege, M.; Nowak, W.; Illman, W. A.
2017-12-01
Bayesian model selection (BMS) provides a consistent framework for rating and comparing models in multi-model inference. In cases where models of vastly different complexity compete with each other, we also face vastly different computational runtimes of such models. For instance, time series of a quantity of interest can be simulated by an autoregressive process model that takes even less than a second for one run, or by a partial differential equations-based model with runtimes up to several hours or even days. The classical BMS is based on a quantity called Bayesian model evidence (BME). It determines the model weights in the selection process and resembles a trade-off between bias of a model and its complexity. However, in practice, the runtime of models is another weight relevant factor for model selection. Hence, we believe that it should be included, leading to an overall trade-off problem between bias, variance and computing effort. We approach this triple trade-off from the viewpoint of our ability to generate realizations of the models under a given computational budget. One way to obtain BME values is through sampling-based integration techniques. We argue with the fact that more expensive models can be sampled much less under time constraints than faster models (in straight proportion to their runtime). The computed evidence in favor of a more expensive model is statistically less significant than the evidence computed in favor of a faster model, since sampling-based strategies are always subject to statistical sampling error. We present a straightforward way to include this misbalance into the model weights that are the basis for model selection. Our approach follows directly from the idea of insufficient significance. It is based on a computationally cheap bootstrapping error estimate of model evidence and is easy to implement. The approach is illustrated in a small synthetic modeling study.
F-MAP: A Bayesian approach to infer the gene regulatory network using external hints
Shahdoust, Maryam; Mahjub, Hossein; Sadeghi, Mehdi
2017-01-01
The Common topological features of related species gene regulatory networks suggest reconstruction of the network of one species by using the further information from gene expressions profile of related species. We present an algorithm to reconstruct the gene regulatory network named; F-MAP, which applies the knowledge about gene interactions from related species. Our algorithm sets a Bayesian framework to estimate the precision matrix of one species microarray gene expressions dataset to infer the Gaussian Graphical model of the network. The conjugate Wishart prior is used and the information from related species is applied to estimate the hyperparameters of the prior distribution by using the factor analysis. Applying the proposed algorithm on six related species of drosophila shows that the precision of reconstructed networks is improved considerably compared to the precision of networks constructed by other Bayesian approaches. PMID:28938012
DOE Office of Scientific and Technical Information (OSTI.GOV)
Brewer, Brendon J.; Foreman-Mackey, Daniel; Hogg, David W., E-mail: bj.brewer@auckland.ac.nz
We present and implement a probabilistic (Bayesian) method for producing catalogs from images of stellar fields. The method is capable of inferring the number of sources N in the image and can also handle the challenges introduced by noise, overlapping sources, and an unknown point-spread function. The luminosity function of the stars can also be inferred, even when the precise luminosity of each star is uncertain, via the use of a hierarchical Bayesian model. The computational feasibility of the method is demonstrated on two simulated images with different numbers of stars. We find that our method successfully recovers the inputmore » parameter values along with principled uncertainties even when the field is crowded. We also compare our results with those obtained from the SExtractor software. While the two approaches largely agree about the fluxes of the bright stars, the Bayesian approach provides more accurate inferences about the faint stars and the number of stars, particularly in the crowded case.« less
Assessing noninferiority in a three-arm trial using the Bayesian approach.
Ghosh, Pulak; Nathoo, Farouk; Gönen, Mithat; Tiwari, Ram C
2011-07-10
Non-inferiority trials, which aim to demonstrate that a test product is not worse than a competitor by more than a pre-specified small amount, are of great importance to the pharmaceutical community. As a result, methodology for designing and analyzing such trials is required, and developing new methods for such analysis is an important area of statistical research. The three-arm trial consists of a placebo, a reference and an experimental treatment, and simultaneously tests the superiority of the reference over the placebo along with comparing this reference to an experimental treatment. In this paper, we consider the analysis of non-inferiority trials using Bayesian methods which incorporate both parametric as well as semi-parametric models. The resulting testing approach is both flexible and robust. The benefit of the proposed Bayesian methods is assessed via simulation, based on a study examining home-based blood pressure interventions. Copyright © 2011 John Wiley & Sons, Ltd.
Lo, Benjamin W. Y.; Macdonald, R. Loch; Baker, Andrew; Levine, Mitchell A. H.
2013-01-01
Objective. The novel clinical prediction approach of Bayesian neural networks with fuzzy logic inferences is created and applied to derive prognostic decision rules in cerebral aneurysmal subarachnoid hemorrhage (aSAH). Methods. The approach of Bayesian neural networks with fuzzy logic inferences was applied to data from five trials of Tirilazad for aneurysmal subarachnoid hemorrhage (3551 patients). Results. Bayesian meta-analyses of observational studies on aSAH prognostic factors gave generalizable posterior distributions of population mean log odd ratios (ORs). Similar trends were noted in Bayesian and linear regression ORs. Significant outcome predictors include normal motor response, cerebral infarction, history of myocardial infarction, cerebral edema, history of diabetes mellitus, fever on day 8, prior subarachnoid hemorrhage, admission angiographic vasospasm, neurological grade, intraventricular hemorrhage, ruptured aneurysm size, history of hypertension, vasospasm day, age and mean arterial pressure. Heteroscedasticity was present in the nontransformed dataset. Artificial neural networks found nonlinear relationships with 11 hidden variables in 1 layer, using the multilayer perceptron model. Fuzzy logic decision rules (centroid defuzzification technique) denoted cut-off points for poor prognosis at greater than 2.5 clusters. Discussion. This aSAH prognostic system makes use of existing knowledge, recognizes unknown areas, incorporates one's clinical reasoning, and compensates for uncertainty in prognostication. PMID:23690884
Specifying and Refining a Complex Measurement Model.
ERIC Educational Resources Information Center
Levy, Roy; Mislevy, Robert J.
This paper aims to describe a Bayesian approach to modeling and estimating cognitive models both in terms of statistical machinery and actual instrument development. Such a method taps the knowledge of experts to provide initial estimates for the probabilistic relationships among the variables in a multivariate latent variable model and refines…
Nicoulaud-Gouin, V; Garcia-Sanchez, L; Giacalone, M; Attard, J C; Martin-Garin, A; Bois, F Y
2016-10-01
This paper addresses the methodological conditions -particularly experimental design and statistical inference- ensuring the identifiability of sorption parameters from breakthrough curves measured during stirred flow-through reactor experiments also known as continuous flow stirred-tank reactor (CSTR) experiments. The equilibrium-kinetic (EK) sorption model was selected as nonequilibrium parameterization embedding the K d approach. Parameter identifiability was studied formally on the equations governing outlet concentrations. It was also studied numerically on 6 simulated CSTR experiments on a soil with known equilibrium-kinetic sorption parameters. EK sorption parameters can not be identified from a single breakthrough curve of a CSTR experiment, because K d,1 and k - were diagnosed collinear. For pairs of CSTR experiments, Bayesian inference allowed to select the correct models of sorption and error among sorption alternatives. Bayesian inference was conducted with SAMCAT software (Sensitivity Analysis and Markov Chain simulations Applied to Transfer models) which launched the simulations through the embedded simulation engine GNU-MCSim, and automated their configuration and post-processing. Experimental designs consisting in varying flow rates between experiments reaching equilibrium at contamination stage were found optimal, because they simultaneously gave accurate sorption parameters and predictions. Bayesian results were comparable to maximum likehood method but they avoided convergence problems, the marginal likelihood allowed to compare all models, and credible interval gave directly the uncertainty of sorption parameters θ. Although these findings are limited to the specific conditions studied here, in particular the considered sorption model, the chosen parameter values and error structure, they help in the conception and analysis of future CSTR experiments with radionuclides whose kinetic behaviour is suspected. Copyright © 2016 Elsevier Ltd. All rights reserved.
Histogram equalization with Bayesian estimation for noise robust speech recognition.
Suh, Youngjoo; Kim, Hoirin
2018-02-01
The histogram equalization approach is an efficient feature normalization technique for noise robust automatic speech recognition. However, it suffers from performance degradation when some fundamental conditions are not satisfied in the test environment. To remedy these limitations of the original histogram equalization methods, class-based histogram equalization approach has been proposed. Although this approach showed substantial performance improvement under noise environments, it still suffers from performance degradation due to the overfitting problem when test data are insufficient. To address this issue, the proposed histogram equalization technique employs the Bayesian estimation method in the test cumulative distribution function estimation. It was reported in a previous study conducted on the Aurora-4 task that the proposed approach provided substantial performance gains in speech recognition systems based on the acoustic modeling of the Gaussian mixture model-hidden Markov model. In this work, the proposed approach was examined in speech recognition systems with deep neural network-hidden Markov model (DNN-HMM), the current mainstream speech recognition approach where it also showed meaningful performance improvement over the conventional maximum likelihood estimation-based method. The fusion of the proposed features with the mel-frequency cepstral coefficients provided additional performance gains in DNN-HMM systems, which otherwise suffer from performance degradation in the clean test condition.
A fuzzy Bayesian network approach to quantify the human behaviour during an evacuation
NASA Astrophysics Data System (ADS)
Ramli, Nurulhuda; Ghani, Noraida Abdul; Ahmad, Nazihah
2016-06-01
Bayesian Network (BN) has been regarded as a successful representation of inter-relationship of factors affecting human behavior during an emergency. This paper is an extension of earlier work of quantifying the variables involved in the BN model of human behavior during an evacuation using a well-known direct probability elicitation technique. To overcome judgment bias and reduce the expert's burden in providing precise probability values, a new approach for the elicitation technique is required. This study proposes a new fuzzy BN approach for quantifying human behavior during an evacuation. Three major phases of methodology are involved, namely 1) development of qualitative model representing human factors during an evacuation, 2) quantification of BN model using fuzzy probability and 3) inferencing and interpreting the BN result. A case study of three inter-dependencies of human evacuation factors such as danger assessment ability, information about the threat and stressful conditions are used to illustrate the application of the proposed method. This approach will serve as an alternative to the conventional probability elicitation technique in understanding the human behavior during an evacuation.
Sharmin, Sifat; Glass, Kathryn; Viennet, Elvina; Harley, David
2018-04-01
Determining the relation between climate and dengue incidence is challenging due to under-reporting of disease and consequent biased incidence estimates. Non-linear associations between climate and incidence compound this. Here, we introduce a modelling framework to estimate dengue incidence from passive surveillance data while incorporating non-linear climate effects. We estimated the true number of cases per month using a Bayesian generalised linear model, developed in stages to adjust for under-reporting. A semi-parametric thin-plate spline approach was used to quantify non-linear climate effects. The approach was applied to data collected from the national dengue surveillance system of Bangladesh. The model estimated that only 2.8% (95% credible interval 2.7-2.8) of all cases in the capital Dhaka were reported through passive case reporting. The optimal mean monthly temperature for dengue transmission is 29℃ and average monthly rainfall above 15 mm decreases transmission. Our approach provides an estimate of true incidence and an understanding of the effects of temperature and rainfall on dengue transmission in Dhaka, Bangladesh.
NASA Astrophysics Data System (ADS)
He, Wei; Williard, Nicholas; Osterman, Michael; Pecht, Michael
A new method for state of health (SOH) and remaining useful life (RUL) estimations for lithium-ion batteries using Dempster-Shafer theory (DST) and the Bayesian Monte Carlo (BMC) method is proposed. In this work, an empirical model based on the physical degradation behavior of lithium-ion batteries is developed. Model parameters are initialized by combining sets of training data based on DST. BMC is then used to update the model parameters and predict the RUL based on available data through battery capacity monitoring. As more data become available, the accuracy of the model in predicting RUL improves. Two case studies demonstrating this approach are presented.
Ahn, Woo-Young; Haines, Nathaniel; Zhang, Lei
2017-01-01
Reinforcement learning and decision-making (RLDM) provide a quantitative framework and computational theories with which we can disentangle psychiatric conditions into the basic dimensions of neurocognitive functioning. RLDM offer a novel approach to assessing and potentially diagnosing psychiatric patients, and there is growing enthusiasm for both RLDM and computational psychiatry among clinical researchers. Such a framework can also provide insights into the brain substrates of particular RLDM processes, as exemplified by model-based analysis of data from functional magnetic resonance imaging (fMRI) or electroencephalography (EEG). However, researchers often find the approach too technical and have difficulty adopting it for their research. Thus, a critical need remains to develop a user-friendly tool for the wide dissemination of computational psychiatric methods. We introduce an R package called hBayesDM (hierarchical Bayesian modeling of Decision-Making tasks), which offers computational modeling of an array of RLDM tasks and social exchange games. The hBayesDM package offers state-of-the-art hierarchical Bayesian modeling, in which both individual and group parameters (i.e., posterior distributions) are estimated simultaneously in a mutually constraining fashion. At the same time, the package is extremely user-friendly: users can perform computational modeling, output visualization, and Bayesian model comparisons, each with a single line of coding. Users can also extract the trial-by-trial latent variables (e.g., prediction errors) required for model-based fMRI/EEG. With the hBayesDM package, we anticipate that anyone with minimal knowledge of programming can take advantage of cutting-edge computational-modeling approaches to investigate the underlying processes of and interactions between multiple decision-making (e.g., goal-directed, habitual, and Pavlovian) systems. In this way, we expect that the hBayesDM package will contribute to the dissemination of advanced modeling approaches and enable a wide range of researchers to easily perform computational psychiatric research within different populations. PMID:29601060
Evaluation of uncertainty in the adjustment of fundamental constants
NASA Astrophysics Data System (ADS)
Bodnar, Olha; Elster, Clemens; Fischer, Joachim; Possolo, Antonio; Toman, Blaza
2016-02-01
Combining multiple measurement results for the same quantity is an important task in metrology and in many other areas. Examples include the determination of fundamental constants, the calculation of reference values in interlaboratory comparisons, or the meta-analysis of clinical studies. However, neither the GUM nor its supplements give any guidance for this task. Various approaches are applied such as weighted least-squares in conjunction with the Birge ratio or random effects models. While the former approach, which is based on a location-scale model, is particularly popular in metrology, the latter represents a standard tool used in statistics for meta-analysis. We investigate the reliability and robustness of the location-scale model and the random effects model with particular focus on resulting coverage or credible intervals. The interval estimates are obtained by adopting a Bayesian point of view in conjunction with a non-informative prior that is determined by a currently favored principle for selecting non-informative priors. Both approaches are compared by applying them to simulated data as well as to data for the Planck constant and the Newtonian constant of gravitation. Our results suggest that the proposed Bayesian inference based on the random effects model is more reliable and less sensitive to model misspecifications than the approach based on the location-scale model.
Yin, Weiwei; Garimalla, Swetha; Moreno, Alberto; Galinski, Mary R; Styczynski, Mark P
2015-08-28
There are increasing efforts to bring high-throughput systems biology techniques to bear on complex animal model systems, often with a goal of learning about underlying regulatory network structures (e.g., gene regulatory networks). However, complex animal model systems typically have significant limitations on cohort sizes, number of samples, and the ability to perform follow-up and validation experiments. These constraints are particularly problematic for many current network learning approaches, which require large numbers of samples and may predict many more regulatory relationships than actually exist. Here, we test the idea that by leveraging the accuracy and efficiency of classifiers, we can construct high-quality networks that capture important interactions between variables in datasets with few samples. We start from a previously-developed tree-like Bayesian classifier and generalize its network learning approach to allow for arbitrary depth and complexity of tree-like networks. Using four diverse sample networks, we demonstrate that this approach performs consistently better at low sample sizes than the Sparse Candidate Algorithm, a representative approach for comparison because it is known to generate Bayesian networks with high positive predictive value. We develop and demonstrate a resampling-based approach to enable the identification of a viable root for the learned tree-like network, important for cases where the root of a network is not known a priori. We also develop and demonstrate an integrated resampling-based approach to the reduction of variable space for the learning of the network. Finally, we demonstrate the utility of this approach via the analysis of a transcriptional dataset of a malaria challenge in a non-human primate model system, Macaca mulatta, suggesting the potential to capture indicators of the earliest stages of cellular differentiation during leukopoiesis. We demonstrate that by starting from effective and efficient approaches for creating classifiers, we can identify interesting tree-like network structures with significant ability to capture the relationships in the training data. This approach represents a promising strategy for inferring networks with high positive predictive value under the constraint of small numbers of samples, meeting a need that will only continue to grow as more high-throughput studies are applied to complex model systems.
A fast combination method in DSmT and its application to recommender system
Liu, Yihai
2018-01-01
In many applications involving epistemic uncertainties usually modeled by belief functions, it is often necessary to approximate general (non-Bayesian) basic belief assignments (BBAs) to subjective probabilities (called Bayesian BBAs). This necessity occurs if one needs to embed the fusion result in a system based on the probabilistic framework and Bayesian inference (e.g. tracking systems), or if one needs to make a decision in the decision making problems. In this paper, we present a new fast combination method, called modified rigid coarsening (MRC), to obtain the final Bayesian BBAs based on hierarchical decomposition (coarsening) of the frame of discernment. Regarding this method, focal elements with probabilities are coarsened efficiently to reduce computational complexity in the process of combination by using disagreement vector and a simple dichotomous approach. In order to prove the practicality of our approach, this new approach is applied to combine users’ soft preferences in recommender systems (RSs). Additionally, in order to make a comprehensive performance comparison, the proportional conflict redistribution rule #6 (PCR6) is regarded as a baseline in a range of experiments. According to the results of experiments, MRC is more effective in accuracy of recommendations compared to original Rigid Coarsening (RC) method and comparable in computational time. PMID:29351297
Applying Bayesian Item Selection Approaches to Adaptive Tests Using Polytomous Items
ERIC Educational Resources Information Center
Penfield, Randall D.
2006-01-01
This study applied the maximum expected information (MEI) and the maximum posterior-weighted information (MPI) approaches of computer adaptive testing item selection to the case of a test using polytomous items following the partial credit model. The MEI and MPI approaches are described. A simulation study compared the efficiency of ability…
The need to assess large numbers of chemicals for their potential toxicities has resulted in increased emphasis on medium- and high-throughput in vitro screening approaches. For such approaches to be useful, efficient and reliable data analysis and hit detection methods are also ...
Posada, David; Buckley, Thomas R
2004-10-01
Model selection is a topic of special relevance in molecular phylogenetics that affects many, if not all, stages of phylogenetic inference. Here we discuss some fundamental concepts and techniques of model selection in the context of phylogenetics. We start by reviewing different aspects of the selection of substitution models in phylogenetics from a theoretical, philosophical and practical point of view, and summarize this comparison in table format. We argue that the most commonly implemented model selection approach, the hierarchical likelihood ratio test, is not the optimal strategy for model selection in phylogenetics, and that approaches like the Akaike Information Criterion (AIC) and Bayesian methods offer important advantages. In particular, the latter two methods are able to simultaneously compare multiple nested or nonnested models, assess model selection uncertainty, and allow for the estimation of phylogenies and model parameters using all available models (model-averaged inference or multimodel inference). We also describe how the relative importance of the different parameters included in substitution models can be depicted. To illustrate some of these points, we have applied AIC-based model averaging to 37 mitochondrial DNA sequences from the subgenus Ohomopterus(genus Carabus) ground beetles described by Sota and Vogler (2001).
Metainference: A Bayesian inference method for heterogeneous systems
Bonomi, Massimiliano; Camilloni, Carlo; Cavalli, Andrea; Vendruscolo, Michele
2016-01-01
Modeling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model and thus to obtain better predictions about the behavior of the corresponding system. This approach, however, is affected by a variety of different errors, especially when a system simultaneously populates an ensemble of different states and experimental data are measured as averages over such states. To address this problem, we present a Bayesian inference method, called “metainference,” that is able to deal with errors in experimental measurements and with experimental measurements averaged over multiple states. To achieve this goal, metainference models a finite sample of the distribution of models using a replica approach, in the spirit of the replica-averaging modeling based on the maximum entropy principle. To illustrate the method, we present its application to a heterogeneous model system and to the determination of an ensemble of structures corresponding to the thermal fluctuations of a protein molecule. Metainference thus provides an approach to modeling complex systems with heterogeneous components and interconverting between different states by taking into account all possible sources of errors. PMID:26844300
Combining information from multiple flood projections in a hierarchical Bayesian framework
NASA Astrophysics Data System (ADS)
Le Vine, Nataliya
2016-04-01
This study demonstrates, in the context of flood frequency analysis, the potential of a recently proposed hierarchical Bayesian approach to combine information from multiple models. The approach explicitly accommodates shared multimodel discrepancy as well as the probabilistic nature of the flood estimates, and treats the available models as a sample from a hypothetical complete (but unobserved) set of models. The methodology is applied to flood estimates from multiple hydrological projections (the Future Flows Hydrology data set) for 135 catchments in the UK. The advantages of the approach are shown to be: (1) to ensure adequate "baseline" with which to compare future changes; (2) to reduce flood estimate uncertainty; (3) to maximize use of statistical information in circumstances where multiple weak predictions individually lack power, but collectively provide meaningful information; (4) to diminish the importance of model consistency when model biases are large; and (5) to explicitly consider the influence of the (model performance) stationarity assumption. Moreover, the analysis indicates that reducing shared model discrepancy is the key to further reduction of uncertainty in the flood frequency analysis. The findings are of value regarding how conclusions about changing exposure to flooding are drawn, and to flood frequency change attribution studies.
Heudtlass, Peter; Guha-Sapir, Debarati; Speybroeck, Niko
2018-05-31
The crude death rate (CDR) is one of the defining indicators of humanitarian emergencies. When data from vital registration systems are not available, it is common practice to estimate the CDR from household surveys with cluster-sampling design. However, sample sizes are often too small to compare mortality estimates to emergency thresholds, at least in a frequentist framework. Several authors have proposed Bayesian methods for health surveys in humanitarian crises. Here, we develop an approach specifically for mortality data and cluster-sampling surveys. We describe a Bayesian hierarchical Poisson-Gamma mixture model with generic (weakly informative) priors that could be used as default in absence of any specific prior knowledge, and compare Bayesian and frequentist CDR estimates using five different mortality datasets. We provide an interpretation of the Bayesian estimates in the context of an emergency threshold and demonstrate how to interpret parameters at the cluster level and ways in which informative priors can be introduced. With the same set of weakly informative priors, Bayesian CDR estimates are equivalent to frequentist estimates, for all practical purposes. The probability that the CDR surpasses the emergency threshold can be derived directly from the posterior of the mean of the mixing distribution. All observation in the datasets contribute to the estimation of cluster-level estimates, through the hierarchical structure of the model. In a context of sparse data, Bayesian mortality assessments have advantages over frequentist ones already when using only weakly informative priors. More informative priors offer a formal and transparent way of combining new data with existing data and expert knowledge and can help to improve decision-making in humanitarian crises by complementing frequentist estimates.
Dahabreh, Issa J; Trikalinos, Thomas A; Lau, Joseph; Schmid, Christopher H
2017-03-01
To compare statistical methods for meta-analysis of sensitivity and specificity of medical tests (e.g., diagnostic or screening tests). We constructed a database of PubMed-indexed meta-analyses of test performance from which 2 × 2 tables for each included study could be extracted. We reanalyzed the data using univariate and bivariate random effects models fit with inverse variance and maximum likelihood methods. Analyses were performed using both normal and binomial likelihoods to describe within-study variability. The bivariate model using the binomial likelihood was also fit using a fully Bayesian approach. We use two worked examples-thoracic computerized tomography to detect aortic injury and rapid prescreening of Papanicolaou smears to detect cytological abnormalities-to highlight that different meta-analysis approaches can produce different results. We also present results from reanalysis of 308 meta-analyses of sensitivity and specificity. Models using the normal approximation produced sensitivity and specificity estimates closer to 50% and smaller standard errors compared to models using the binomial likelihood; absolute differences of 5% or greater were observed in 12% and 5% of meta-analyses for sensitivity and specificity, respectively. Results from univariate and bivariate random effects models were similar, regardless of estimation method. Maximum likelihood and Bayesian methods produced almost identical summary estimates under the bivariate model; however, Bayesian analyses indicated greater uncertainty around those estimates. Bivariate models produced imprecise estimates of the between-study correlation of sensitivity and specificity. Differences between methods were larger with increasing proportion of studies that were small or required a continuity correction. The binomial likelihood should be used to model within-study variability. Univariate and bivariate models give similar estimates of the marginal distributions for sensitivity and specificity. Bayesian methods fully quantify uncertainty and their ability to incorporate external evidence may be useful for imprecisely estimated parameters. Copyright © 2017 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Silva, F. E. O. E.; Naghettini, M. D. C.; Fernandes, W.
2014-12-01
This paper evaluated the uncertainties associated with the estimation of the parameters of a conceptual rainfall-runoff model, through the use of Bayesian inference techniques by Monte Carlo simulation. The Pará River sub-basin, located in the upper São Francisco river basin, in southeastern Brazil, was selected for developing the studies. In this paper, we used the Rio Grande conceptual hydrologic model (EHR/UFMG, 2001) and the Markov Chain Monte Carlo simulation method named DREAM (VRUGT, 2008a). Two probabilistic models for the residues were analyzed: (i) the classic [Normal likelihood - r ≈ N (0, σ²)]; and (ii) a generalized likelihood (SCHOUPS & VRUGT, 2010), in which it is assumed that the differences between observed and simulated flows are correlated, non-stationary, and distributed as a Skew Exponential Power density. The assumptions made for both models were checked to ensure that the estimation of uncertainties in the parameters was not biased. The results showed that the Bayesian approach proved to be adequate to the proposed objectives, enabling and reinforcing the importance of assessing the uncertainties associated with hydrological modeling.
NASA Astrophysics Data System (ADS)
Kim, Junhan; Marrone, Daniel P.; Chan, Chi-Kwan; Medeiros, Lia; Özel, Feryal; Psaltis, Dimitrios
2016-12-01
The Event Horizon Telescope (EHT) is a millimeter-wavelength, very-long-baseline interferometry (VLBI) experiment that is capable of observing black holes with horizon-scale resolution. Early observations have revealed variable horizon-scale emission in the Galactic Center black hole, Sagittarius A* (Sgr A*). Comparing such observations to time-dependent general relativistic magnetohydrodynamic (GRMHD) simulations requires statistical tools that explicitly consider the variability in both the data and the models. We develop here a Bayesian method to compare time-resolved simulation images to variable VLBI data, in order to infer model parameters and perform model comparisons. We use mock EHT data based on GRMHD simulations to explore the robustness of this Bayesian method and contrast it to approaches that do not consider the effects of variability. We find that time-independent models lead to offset values of the inferred parameters with artificially reduced uncertainties. Moreover, neglecting the variability in the data and the models often leads to erroneous model selections. We finally apply our method to the early EHT data on Sgr A*.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kim, Junhan; Marrone, Daniel P.; Chan, Chi-Kwan
2016-12-01
The Event Horizon Telescope (EHT) is a millimeter-wavelength, very-long-baseline interferometry (VLBI) experiment that is capable of observing black holes with horizon-scale resolution. Early observations have revealed variable horizon-scale emission in the Galactic Center black hole, Sagittarius A* (Sgr A*). Comparing such observations to time-dependent general relativistic magnetohydrodynamic (GRMHD) simulations requires statistical tools that explicitly consider the variability in both the data and the models. We develop here a Bayesian method to compare time-resolved simulation images to variable VLBI data, in order to infer model parameters and perform model comparisons. We use mock EHT data based on GRMHD simulations to explore themore » robustness of this Bayesian method and contrast it to approaches that do not consider the effects of variability. We find that time-independent models lead to offset values of the inferred parameters with artificially reduced uncertainties. Moreover, neglecting the variability in the data and the models often leads to erroneous model selections. We finally apply our method to the early EHT data on Sgr A*.« less
Efficient Posterior Probability Mapping Using Savage-Dickey Ratios
Penny, William D.; Ridgway, Gerard R.
2013-01-01
Statistical Parametric Mapping (SPM) is the dominant paradigm for mass-univariate analysis of neuroimaging data. More recently, a Bayesian approach termed Posterior Probability Mapping (PPM) has been proposed as an alternative. PPM offers two advantages: (i) inferences can be made about effect size thus lending a precise physiological meaning to activated regions, (ii) regions can be declared inactive. This latter facility is most parsimoniously provided by PPMs based on Bayesian model comparisons. To date these comparisons have been implemented by an Independent Model Optimization (IMO) procedure which separately fits null and alternative models. This paper proposes a more computationally efficient procedure based on Savage-Dickey approximations to the Bayes factor, and Taylor-series approximations to the voxel-wise posterior covariance matrices. Simulations show the accuracy of this Savage-Dickey-Taylor (SDT) method to be comparable to that of IMO. Results on fMRI data show excellent agreement between SDT and IMO for second-level models, and reasonable agreement for first-level models. This Savage-Dickey test is a Bayesian analogue of the classical SPM-F and allows users to implement model comparison in a truly interactive manner. PMID:23533640
Model Uncertainty and Bayesian Model Averaged Benchmark Dose Estimation for Continuous Data
The benchmark dose (BMD) approach has gained acceptance as a valuable risk assessment tool, but risk assessors still face significant challenges associated with selecting an appropriate BMD/BMDL estimate from the results of a set of acceptable dose-response models. Current approa...
On the Performance Characteristics of Latent-Factor and Knowledge Tracing Models
ERIC Educational Resources Information Center
Klingler, Severin; Käser, Tanja; Solenthaler, Barbara; Gross, Markus
2015-01-01
Modeling student knowledge is a fundamental task of an intelligent tutoring system. A popular approach for modeling the acquisition of knowledge is Bayesian Knowledge Tracing (BKT). Various extensions to the original BKT model have been proposed, among them two novel models that unify BKT and Item Response Theory (IRT). Latent Factor Knowledge…
Anderson-Cook, Christine M.; Burke, Sarah E.
2016-10-18
First, we would like to commend Dr. Woods on his thought-provoking paper and insightful presentation at the 4th Annual Stu Hunter conference. We think that the material presented highlights some important needs in the area of design of experiments for generalized linear models (GLMs). In addition, we agree with Dr. Woods that design of experiements of GLMs does implicitly require expert judgement about model parameters, and hence using a Bayesian approach to capture this knowledge is a natural strategy to summarize what is known with the opportunity to incorporate associated uncertainty about that information.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Anderson-Cook, Christine M.; Burke, Sarah E.
First, we would like to commend Dr. Woods on his thought-provoking paper and insightful presentation at the 4th Annual Stu Hunter conference. We think that the material presented highlights some important needs in the area of design of experiments for generalized linear models (GLMs). In addition, we agree with Dr. Woods that design of experiements of GLMs does implicitly require expert judgement about model parameters, and hence using a Bayesian approach to capture this knowledge is a natural strategy to summarize what is known with the opportunity to incorporate associated uncertainty about that information.
Real-time inversions for finite fault slip models and rupture geometry based on high-rate GPS data
Minson, Sarah E.; Murray, Jessica R.; Langbein, John O.; Gomberg, Joan S.
2015-01-01
We present an inversion strategy capable of using real-time high-rate GPS data to simultaneously solve for a distributed slip model and fault geometry in real time as a rupture unfolds. We employ Bayesian inference to find the optimal fault geometry and the distribution of possible slip models for that geometry using a simple analytical solution. By adopting an analytical Bayesian approach, we can solve this complex inversion problem (including calculating the uncertainties on our results) in real time. Furthermore, since the joint inversion for distributed slip and fault geometry can be computed in real time, the time required to obtain a source model of the earthquake does not depend on the computational cost. Instead, the time required is controlled by the duration of the rupture and the time required for information to propagate from the source to the receivers. We apply our modeling approach, called Bayesian Evidence-based Fault Orientation and Real-time Earthquake Slip, to the 2011 Tohoku-oki earthquake, 2003 Tokachi-oki earthquake, and a simulated Hayward fault earthquake. In all three cases, the inversion recovers the magnitude, spatial distribution of slip, and fault geometry in real time. Since our inversion relies on static offsets estimated from real-time high-rate GPS data, we also present performance tests of various approaches to estimating quasi-static offsets in real time. We find that the raw high-rate time series are the best data to use for determining the moment magnitude of the event, but slightly smoothing the raw time series helps stabilize the inversion for fault geometry.
Adrian, Molly; Kiff, Cara; Glazner, Chris; Kohen, Ruth; Tracy, Julia Helen; Zhou, Chuan; McCauley, Elizabeth; Stoep, Ann Vander
2015-01-01
Objective The objective of this study was to apply a Bayesian statistical analytic approach that minimizes multiple testing problems to explore the combined effects of chronic low familial support and variants in 12 candidate genes on risk for a common and debilitating childhood mental health condition. Method Bayesian mixture modeling was used to examine gene by environment interactions among genetic variants and environmental factors (family support) associated in previous studies with the occurrence of comorbid depression and disruptive behavior disorders youth, using a sample of 255 children. Results One main effects, variants in the oxytocin receptor (OXTR, rs53576) was associated with increased risk for comorbid disorders. Two significant gene x environment and one signification gene x gene interaction emerged. Variants in the nicotinic acetylcholine receptor α5 subunit (CHRNA5, rs16969968) and in the glucocorticoid receptor chaperone protein FK506 binding protein 5 (FKBP5, rs4713902) interacted with chronic low family support in association with child mental health status. One gene x gene interaction, 5-HTTLPR variant of the serotonin transporter (SERT/SLC6A4) in combination with μ opioid receptor (OPRM1, rs1799971) was associated with comorbid depression and conduct problems. Conclusions Results indicate that Bayesian modeling is a feasible strategy for conducting behavioral genetics research. This approach, combined with an optimized genetic selection strategy (Vrieze, Iacono, & McGue, 2012), revealed genetic variants involved in stress regulation ( FKBP5, SERTxOPMR), social bonding (OXTR), and nicotine responsivity (CHRNA5) in predicting comorbid status. PMID:26228411
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yu; Hou, Zhangshuan; Huang, Maoyi
2013-12-10
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less
Merging Digital Surface Models Implementing Bayesian Approaches
NASA Astrophysics Data System (ADS)
Sadeq, H.; Drummond, J.; Li, Z.
2016-06-01
In this research different DSMs from different sources have been merged. The merging is based on a probabilistic model using a Bayesian Approach. The implemented data have been sourced from very high resolution satellite imagery sensors (e.g. WorldView-1 and Pleiades). It is deemed preferable to use a Bayesian Approach when the data obtained from the sensors are limited and it is difficult to obtain many measurements or it would be very costly, thus the problem of the lack of data can be solved by introducing a priori estimations of data. To infer the prior data, it is assumed that the roofs of the buildings are specified as smooth, and for that purpose local entropy has been implemented. In addition to the a priori estimations, GNSS RTK measurements have been collected in the field which are used as check points to assess the quality of the DSMs and to validate the merging result. The model has been applied in the West-End of Glasgow containing different kinds of buildings, such as flat roofed and hipped roofed buildings. Both quantitative and qualitative methods have been employed to validate the merged DSM. The validation results have shown that the model was successfully able to improve the quality of the DSMs and improving some characteristics such as the roof surfaces, which consequently led to better representations. In addition to that, the developed model has been compared with the well established Maximum Likelihood model and showed similar quantitative statistical results and better qualitative results. Although the proposed model has been applied on DSMs that were derived from satellite imagery, it can be applied to any other sourced DSMs.
NASA Astrophysics Data System (ADS)
Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby
2013-12-01
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.
A Bayesian network approach for modeling local failure in lung cancer
NASA Astrophysics Data System (ADS)
Oh, Jung Hun; Craft, Jeffrey; Lozi, Rawan Al; Vaidya, Manushka; Meng, Yifan; Deasy, Joseph O.; Bradley, Jeffrey D.; El Naqa, Issam
2011-03-01
Locally advanced non-small cell lung cancer (NSCLC) patients suffer from a high local failure rate following radiotherapy. Despite many efforts to develop new dose-volume models for early detection of tumor local failure, there was no reported significant improvement in their application prospectively. Based on recent studies of biomarker proteins' role in hypoxia and inflammation in predicting tumor response to radiotherapy, we hypothesize that combining physical and biological factors with a suitable framework could improve the overall prediction. To test this hypothesis, we propose a graphical Bayesian network framework for predicting local failure in lung cancer. The proposed approach was tested using two different datasets of locally advanced NSCLC patients treated with radiotherapy. The first dataset was collected retrospectively, which comprises clinical and dosimetric variables only. The second dataset was collected prospectively in which in addition to clinical and dosimetric information, blood was drawn from the patients at various time points to extract candidate biomarkers as well. Our preliminary results show that the proposed method can be used as an efficient method to develop predictive models of local failure in these patients and to interpret relationships among the different variables in the models. We also demonstrate the potential use of heterogeneous physical and biological variables to improve the model prediction. With the first dataset, we achieved better performance compared with competing Bayesian-based classifiers. With the second dataset, the combined model had a slightly higher performance compared to individual physical and biological models, with the biological variables making the largest contribution. Our preliminary results highlight the potential of the proposed integrated approach for predicting post-radiotherapy local failure in NSCLC patients.
A Bayesian prediction model between a biomarker and the clinical endpoint for dichotomous variables.
Jiang, Zhiwei; Song, Yang; Shou, Qiong; Xia, Jielai; Wang, William
2014-12-20
Early biomarkers are helpful for predicting clinical endpoints and for evaluating efficacy in clinical trials even if the biomarker cannot replace clinical outcome as a surrogate. The building and evaluation of an association model between biomarkers and clinical outcomes are two equally important concerns regarding the prediction of clinical outcome. This paper is to address both issues in a Bayesian framework. A Bayesian meta-analytic approach is proposed to build a prediction model between the biomarker and clinical endpoint for dichotomous variables. Compared with other Bayesian methods, the proposed model only requires trial-level summary data of historical trials in model building. By using extensive simulations, we evaluate the link function and the application condition of the proposed Bayesian model under scenario (i) equal positive predictive value (PPV) and negative predictive value (NPV) and (ii) higher NPV and lower PPV. In the simulations, the patient-level data is generated to evaluate the meta-analytic model. PPV and NPV are employed to describe the patient-level relationship between the biomarker and the clinical outcome. The minimum number of historical trials to be included in building the model is also considered. It is seen from the simulations that the logit link function performs better than the odds and cloglog functions under both scenarios. PPV/NPV ≥0.5 for equal PPV and NPV, and PPV + NPV ≥1 for higher NPV and lower PPV are proposed in order to predict clinical outcome accurately and precisely when the proposed model is considered. Twenty historical trials are required to be included in model building when PPV and NPV are equal. For unequal PPV and NPV, the minimum number of historical trials for model building is proposed to be five. A hypothetical example shows an application of the proposed model in global drug development. The proposed Bayesian model is able to predict well the clinical endpoint from the observed biomarker data for dichotomous variables as long as the conditions are satisfied. It could be applied in drug development. But the practical problems in applications have to be studied in further research.
A Bayesian Alternative for Multi-objective Ecohydrological Model Specification
NASA Astrophysics Data System (ADS)
Tang, Y.; Marshall, L. A.; Sharma, A.; Ajami, H.
2015-12-01
Process-based ecohydrological models combine the study of hydrological, physical, biogeochemical and ecological processes of the catchments, which are usually more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov Chain Monte Carlo (MCMC) techniques. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological framework. In our study, a formal Bayesian approach is implemented in an ecohydrological model which combines a hydrological model (HyMOD) and a dynamic vegetation model (DVM). Simulations focused on one objective likelihood (Streamflow/LAI) and multi-objective likelihoods (Streamflow and LAI) with different weights are compared. Uniform, weakly informative and strongly informative prior distributions are used in different simulations. The Kullback-leibler divergence (KLD) is used to measure the dis(similarity) between different priors and corresponding posterior distributions to examine the parameter sensitivity. Results show that different prior distributions can strongly influence posterior distributions for parameters, especially when the available data is limited or parameters are insensitive to the available data. We demonstrate differences in optimized parameters and uncertainty limits in different cases based on multi-objective likelihoods vs. single objective likelihoods. We also demonstrate the importance of appropriately defining the weights of objectives in multi-objective calibration according to different data types.
Refining mass formulas for astrophysical applications: A Bayesian neural network approach
NASA Astrophysics Data System (ADS)
Utama, R.; Piekarewicz, J.
2017-10-01
Background: Exotic nuclei, particularly those near the drip lines, are at the core of one of the fundamental questions driving nuclear structure and astrophysics today: What are the limits of nuclear binding? Exotic nuclei play a critical role in both informing theoretical models as well as in our understanding of the origin of the heavy elements. Purpose: Our aim is to refine existing mass models through the training of an artificial neural network that will mitigate the large model discrepancies far away from stability. Methods: The basic paradigm of our two-pronged approach is an existing mass model that captures as much as possible of the underlying physics followed by the implementation of a Bayesian neural network (BNN) refinement to account for the missing physics. Bayesian inference is employed to determine the parameters of the neural network so that model predictions may be accompanied by theoretical uncertainties. Results: Despite the undeniable quality of the mass models adopted in this work, we observe a significant improvement (of about 40%) after the BNN refinement is implemented. Indeed, in the specific case of the Duflo-Zuker mass formula, we find that the rms deviation relative to experiment is reduced from σrms=0.503 MeV to σrms=0.286 MeV. These newly refined mass tables are used to map the neutron drip lines (or rather "drip bands") and to study a few critical r -process nuclei. Conclusions: The BNN approach is highly successful in refining the predictions of existing mass models. In particular, the large discrepancy displayed by the original "bare" models in regions where experimental data are unavailable is considerably quenched after the BNN refinement. This lends credence to our approach and has motivated us to publish refined mass tables that we trust will be helpful for future astrophysical applications.
The drift diffusion model as the choice rule in reinforcement learning.
Pedersen, Mads Lund; Frank, Michael J; Biele, Guido
2017-08-01
Current reinforcement-learning models often assume simplified decision processes that do not fully reflect the dynamic complexities of choice processes. Conversely, sequential-sampling models of decision making account for both choice accuracy and response time, but assume that decisions are based on static decision values. To combine these two computational models of decision making and learning, we implemented reinforcement-learning models in which the drift diffusion model describes the choice process, thereby capturing both within- and across-trial dynamics. To exemplify the utility of this approach, we quantitatively fit data from a common reinforcement-learning paradigm using hierarchical Bayesian parameter estimation, and compared model variants to determine whether they could capture the effects of stimulant medication in adult patients with attention-deficit hyperactivity disorder (ADHD). The model with the best relative fit provided a good description of the learning process, choices, and response times. A parameter recovery experiment showed that the hierarchical Bayesian modeling approach enabled accurate estimation of the model parameters. The model approach described here, using simultaneous estimation of reinforcement-learning and drift diffusion model parameters, shows promise for revealing new insights into the cognitive and neural mechanisms of learning and decision making, as well as the alteration of such processes in clinical groups.
The drift diffusion model as the choice rule in reinforcement learning
Frank, Michael J.
2017-01-01
Current reinforcement-learning models often assume simplified decision processes that do not fully reflect the dynamic complexities of choice processes. Conversely, sequential-sampling models of decision making account for both choice accuracy and response time, but assume that decisions are based on static decision values. To combine these two computational models of decision making and learning, we implemented reinforcement-learning models in which the drift diffusion model describes the choice process, thereby capturing both within- and across-trial dynamics. To exemplify the utility of this approach, we quantitatively fit data from a common reinforcement-learning paradigm using hierarchical Bayesian parameter estimation, and compared model variants to determine whether they could capture the effects of stimulant medication in adult patients with attention-deficit hyper-activity disorder (ADHD). The model with the best relative fit provided a good description of the learning process, choices, and response times. A parameter recovery experiment showed that the hierarchical Bayesian modeling approach enabled accurate estimation of the model parameters. The model approach described here, using simultaneous estimation of reinforcement-learning and drift diffusion model parameters, shows promise for revealing new insights into the cognitive and neural mechanisms of learning and decision making, as well as the alteration of such processes in clinical groups. PMID:27966103
Iguchi, Akira; Kumagai, Naoki H; Nakamura, Takashi; Suzuki, Atsushi; Sakai, Kazuhiko; Nojiri, Yukihiro
2014-12-15
In this study, we report the acidification impact mimicking the pre-industrial, the present, and near-future oceans on calcification of two coral species (Porites australiensis, Isopora palifera) by using precise pCO2 control system which can produce acidified seawater under stable pCO2 values with low variations. In the analyses, we performed Bayesian modeling approaches incorporating the variations of pCO2 and compared the results between our modeling approach and classical statistical one. The results showed highest calcification rates in pre-industrial pCO2 level and gradual decreases of calcification in the near-future ocean acidification level, which suggests that ongoing and near-future ocean acidification would negatively impact coral calcification. In addition, it was expected that the variations of parameters of carbon chemistry may affect the inference of the best model on calcification responses to these parameters between Bayesian modeling approach and classical statistical one even under stable pCO2 values with low variations. Copyright © 2014 Elsevier Ltd. All rights reserved.
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.
The mean time-limited crash rate of stock price
NASA Astrophysics Data System (ADS)
Li, Yun-Xian; Li, Jiang-Cheng; Yang, Ai-Jun; Tang, Nian-Sheng
2017-05-01
In this article we investigate the occurrence of stock market crash in an economy cycle. Bayesian approach, Heston model and statistical-physical method are considered. Specifically, Heston model and an effective potential are employed to address the dynamic changes of stock price. Bayesian approach has been utilized to estimate the Heston model's unknown parameters. Statistical physical method is used to investigate the occurrence of stock market crash by calculating the mean time-limited crash rate. The real financial data from the Shanghai Composite Index is analyzed with the proposed methods. The mean time-limited crash rate of stock price is used to describe the occurrence of stock market crash in an economy cycle. The monotonous and nonmonotonous behaviors are observed in the behavior of the mean time-limited crash rate versus volatility of stock for various cross correlation coefficient between volatility and price. Also a minimum occurrence of stock market crash matching an optimal volatility is discovered.
ERIC Educational Resources Information Center
Finch, Holmes; Edwards, Julianne M.
2016-01-01
Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…
NASA Astrophysics Data System (ADS)
Iskandar, I.
2018-03-01
The exponential distribution is the most widely used reliability analysis. This distribution is very suitable for representing the lengths of life of many cases and is available in a simple statistical form. The characteristic of this distribution is a constant hazard rate. The exponential distribution is the lower rank of the Weibull distributions. In this paper our effort is to introduce the basic notions that constitute an exponential competing risks model in reliability analysis using Bayesian analysis approach and presenting their analytic methods. The cases are limited to the models with independent causes of failure. A non-informative prior distribution is used in our analysis. This model describes the likelihood function and follows with the description of the posterior function and the estimations of the point, interval, hazard function, and reliability. The net probability of failure if only one specific risk is present, crude probability of failure due to a specific risk in the presence of other causes, and partial crude probabilities are also included.
Kinematic Structural Modelling in Bayesian Networks
NASA Astrophysics Data System (ADS)
Schaaf, Alexander; de la Varga, Miguel; Florian Wellmann, J.
2017-04-01
We commonly capture our knowledge about the spatial distribution of distinct geological lithologies in the form of 3-D geological models. Several methods exist to create these models, each with its own strengths and limitations. We present here an approach to combine the functionalities of two modeling approaches - implicit interpolation and kinematic modelling methods - into one framework, while explicitly considering parameter uncertainties and thus model uncertainty. In recent work, we proposed an approach to implement implicit modelling algorithms into Bayesian networks. This was done to address the issues of input data uncertainty and integration of geological information from varying sources in the form of geological likelihood functions. However, one general shortcoming of implicit methods is that they usually do not take any physical constraints into consideration, which can result in unrealistic model outcomes and artifacts. On the other hand, kinematic structural modelling intends to reconstruct the history of a geological system based on physically driven kinematic events. This type of modelling incorporates simplified, physical laws into the model, at the cost of a substantial increment of usable uncertain parameters. In the work presented here, we show an integration of these two different modelling methodologies, taking advantage of the strengths of both of them. First, we treat the two types of models separately, capturing the information contained in the kinematic models and their specific parameters in the form of likelihood functions, in order to use them in the implicit modelling scheme. We then go further and combine the two modelling approaches into one single Bayesian network. This enables the direct flow of information between the parameters of the kinematic modelling step and the implicit modelling step and links the exclusive input data and likelihoods of the two different modelling algorithms into one probabilistic inference framework. In addition, we use the capabilities of Noddy to analyze the topology of structural models to demonstrate how topological information, such as the connectivity of two layers across an unconformity, can be used as a likelihood function. In an application to a synthetic case study, we show that our approach leads to a successful combination of the two different modelling concepts. Specifically, we show that we derive ensemble realizations of implicit models that now incorporate the knowledge of the kinematic aspects, representing an important step forward in the integration of knowledge and a corresponding estimation of uncertainties in structural geological models.
NASA Astrophysics Data System (ADS)
Nguyen, Tien M.; Guillen, Andy T.
2017-05-01
This paper describes static Bayesian game models with "Pure" and "Mixed" games for the development of an optimum Program and Technical Baseline (PTB) solution for affordable acquisition of future space systems. The paper discusses System Engineering (SE) frameworks and analytical and simulation modeling approaches for developing the optimum PTB solutions from both the government and contractor perspectives.
de Nazelle, Audrey; Arunachalam, Saravanan; Serre, Marc L
2010-08-01
States in the USA are required to demonstrate future compliance of criteria air pollutant standards by using both air quality monitors and model outputs. In the case of ozone, the demonstration tests aim at relying heavily on measured values, due to their perceived objectivity and enforceable quality. Weight given to numerical models is diminished by integrating them in the calculations only in a relative sense. For unmonitored locations, the EPA has suggested the use of a spatial interpolation technique to assign current values. We demonstrate that this approach may lead to erroneous assignments of nonattainment and may make it difficult for States to establish future compliance. We propose a method that combines different sources of information to map air pollution, using the Bayesian Maximum Entropy (BME) Framework. The approach gives precedence to measured values and integrates modeled data as a function of model performance. We demonstrate this approach in North Carolina, using the State's ozone monitoring network in combination with outputs from the Multiscale Air Quality Simulation Platform (MAQSIP) modeling system. We show that the BME data integration approach, compared to a spatial interpolation of measured data, improves the accuracy and the precision of ozone estimations across the state.
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.
NASA Astrophysics Data System (ADS)
Zhang, Guannan; Lu, Dan; Ye, Ming; Gunzburger, Max; Webster, Clayton
2013-10-01
Bayesian analysis has become vital to uncertainty quantification in groundwater modeling, but its application has been hindered by the computational cost associated with numerous model executions required by exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, a new approach is developed to improve the computational efficiency of Bayesian inference by constructing a surrogate of the PPDF, using an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, this paper utilizes a compactly supported higher-order hierarchical basis to construct the surrogate system, resulting in a significant reduction in the number of required model executions. In addition, using the hierarchical surplus as an error indicator allows locally adaptive refinement of sparse grids in the parameter space, which further improves computational efficiency. To efficiently build the surrogate system for the PPDF with multiple significant modes, optimization techniques are used to identify the modes, for which high-probability regions are defined and components of the aSG-hSC approximation are constructed. After the surrogate is determined, the PPDF can be evaluated by sampling the surrogate system directly without model execution, resulting in improved efficiency of the surrogate-based MCMC compared with conventional MCMC. The developed method is evaluated using two synthetic groundwater reactive transport models. The first example involves coupled linear reactions and demonstrates the accuracy of our high-order hierarchical basis approach in approximating high-dimensional posteriori distribution. The second example is highly nonlinear because of the reactions of uranium surface complexation, and demonstrates how the iterative aSG-hSC method is able to capture multimodal and non-Gaussian features of PPDF caused by model nonlinearity. Both experiments show that aSG-hSC is an effective and efficient tool for Bayesian inference.
Bayesian model selection validates a biokinetic model for zirconium processing in humans
2012-01-01
Background In radiation protection, biokinetic models for zirconium processing are of crucial importance in dose estimation and further risk analysis for humans exposed to this radioactive substance. They provide limiting values of detrimental effects and build the basis for applications in internal dosimetry, the prediction for radioactive zirconium retention in various organs as well as retrospective dosimetry. Multi-compartmental models are the tool of choice for simulating the processing of zirconium. Although easily interpretable, determining the exact compartment structure and interaction mechanisms is generally daunting. In the context of observing the dynamics of multiple compartments, Bayesian methods provide efficient tools for model inference and selection. Results We are the first to apply a Markov chain Monte Carlo approach to compute Bayes factors for the evaluation of two competing models for zirconium processing in the human body after ingestion. Based on in vivo measurements of human plasma and urine levels we were able to show that a recently published model is superior to the standard model of the International Commission on Radiological Protection. The Bayes factors were estimated by means of the numerically stable thermodynamic integration in combination with a recently developed copula-based Metropolis-Hastings sampler. Conclusions In contrast to the standard model the novel model predicts lower accretion of zirconium in bones. This results in lower levels of noxious doses for exposed individuals. Moreover, the Bayesian approach allows for retrospective dose assessment, including credible intervals for the initially ingested zirconium, in a significantly more reliable fashion than previously possible. All methods presented here are readily applicable to many modeling tasks in systems biology. PMID:22863152
Using GOMS and Bayesian plan recognition to develop recognition models of operator behavior
NASA Astrophysics Data System (ADS)
Zaientz, Jack D.; DeKoven, Elyon; Piegdon, Nicholas; Wood, Scott D.; Huber, Marcus J.
2006-05-01
Trends in combat technology research point to an increasing role for uninhabited vehicles in modern warfare tactics. To support increased span of control over these vehicles human responsibilities need to be transformed from tedious, error-prone and cognition intensive operations into tasks that are more supervisory and manageable, even under intensely stressful conditions. The goal is to move away from only supporting human command of low-level system functions to intention-level human-system dialogue about the operator's tasks and situation. A critical element of this process is developing the means to identify when human operators need automated assistance and to identify what assistance they need. Toward this goal, we are developing an unmanned vehicle operator task recognition system that combines work in human behavior modeling and Bayesian plan recognition. Traditionally, human behavior models have been considered generative, meaning they describe all possible valid behaviors. Basing behavior recognition on models designed for behavior generation can offers advantages in improved model fidelity and reuse. It is not clear, however, how to reconcile the structural differences between behavior recognition and behavior modeling approaches. Our current work demonstrates that by pairing a cognitive psychology derived human behavior modeling approach, GOMS, with a Bayesian plan recognition engine, ASPRN, we can translate a behavior generation model into a recognition model. We will discuss the implications for using human performance models in this manner as well as suggest how this kind of modeling may be used to support the real-time control of multiple, uninhabited battlefield vehicles and other semi-autonomous systems.
New Insights into Handling Missing Values in Environmental Epidemiological Studies
Roda, Célina; Nicolis, Ioannis; Momas, Isabelle; Guihenneuc, Chantal
2014-01-01
Missing data are unavoidable in environmental epidemiologic surveys. The aim of this study was to compare methods for handling large amounts of missing values: omission of missing values, single and multiple imputations (through linear regression or partial least squares regression), and a fully Bayesian approach. These methods were applied to the PARIS birth cohort, where indoor domestic pollutant measurements were performed in a random sample of babies' dwellings. A simulation study was conducted to assess performances of different approaches with a high proportion of missing values (from 50% to 95%). Different simulation scenarios were carried out, controlling the true value of the association (odds ratio of 1.0, 1.2, and 1.4), and varying the health outcome prevalence. When a large amount of data is missing, omitting these missing data reduced statistical power and inflated standard errors, which affected the significance of the association. Single imputation underestimated the variability, and considerably increased risk of type I error. All approaches were conservative, except the Bayesian joint model. In the case of a common health outcome, the fully Bayesian approach is the most efficient approach (low root mean square error, reasonable type I error, and high statistical power). Nevertheless for a less prevalent event, the type I error is increased and the statistical power is reduced. The estimated posterior distribution of the OR is useful to refine the conclusion. Among the methods handling missing values, no approach is absolutely the best but when usual approaches (e.g. single imputation) are not sufficient, joint modelling approach of missing process and health association is more efficient when large amounts of data are missing. PMID:25226278
Specifying and Refining a Measurement Model for a Computer-Based Interactive Assessment
ERIC Educational Resources Information Center
Levy, Roy; Mislevy, Robert J.
2004-01-01
The challenges of modeling students' performance in computer-based interactive assessments include accounting for multiple aspects of knowledge and skill that arise in different situations and the conditional dependencies among multiple aspects of performance. This article describes a Bayesian approach to modeling and estimating cognitive models…
A Bayesian approach to multivariate measurement system assessment
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hamada, Michael Scott
This article considers system assessment for multivariate measurements and presents a Bayesian approach to analyzing gauge R&R study data. The evaluation of variances for univariate measurement becomes the evaluation of covariance matrices for multivariate measurements. The Bayesian approach ensures positive definite estimates of the covariance matrices and easily provides their uncertainty. Furthermore, various measurement system assessment criteria are easily evaluated. The approach is illustrated with data from a real gauge R&R study as well as simulated data.
A Bayesian approach to multivariate measurement system assessment
Hamada, Michael Scott
2016-07-01
This article considers system assessment for multivariate measurements and presents a Bayesian approach to analyzing gauge R&R study data. The evaluation of variances for univariate measurement becomes the evaluation of covariance matrices for multivariate measurements. The Bayesian approach ensures positive definite estimates of the covariance matrices and easily provides their uncertainty. Furthermore, various measurement system assessment criteria are easily evaluated. The approach is illustrated with data from a real gauge R&R study as well as simulated data.
NASA Astrophysics Data System (ADS)
Irving, J.; Koepke, C.; Elsheikh, A. H.
2017-12-01
Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward process model linking subsurface parameters to measured data, which is typically assumed to be known perfectly in the inversion procedure. However, in order to make the stochastic solution of the inverse problem computationally tractable using, for example, Markov-chain-Monte-Carlo (MCMC) methods, fast approximations of the forward model are commonly employed. This introduces model error into the problem, which has the potential to significantly bias posterior statistics and hamper data integration efforts if not properly accounted for. Here, we present a new methodology for addressing the issue of model error in Bayesian solutions to hydrogeophysical inverse problems that is geared towards the common case where these errors cannot be effectively characterized globally through some parametric statistical distribution or locally based on interpolation between a small number of computed realizations. Rather than focusing on the construction of a global or local error model, we instead work towards identification of the model-error component of the residual through a projection-based approach. In this regard, pairs of approximate and detailed model runs are stored in a dictionary that grows at a specified rate during the MCMC inversion procedure. At each iteration, a local model-error basis is constructed for the current test set of model parameters using the K-nearest neighbour entries in the dictionary, which is then used to separate the model error from the other error sources before computing the likelihood of the proposed set of model parameters. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar traveltime data for three different subsurface parameterizations of varying complexity. The synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed in the inversion procedure. In each case, the developed model-error approach enables to remove posterior bias and obtain a more realistic characterization of uncertainty.
A fast Bayesian approach to discrete object detection in astronomical data sets - PowellSnakes I
NASA Astrophysics Data System (ADS)
Carvalho, Pedro; Rocha, Graça; Hobson, M. P.
2009-03-01
A new fast Bayesian approach is introduced for the detection of discrete objects immersed in a diffuse background. This new method, called PowellSnakes, speeds up traditional Bayesian techniques by (i) replacing the standard form of the likelihood for the parameters characterizing the discrete objects by an alternative exact form that is much quicker to evaluate; (ii) using a simultaneous multiple minimization code based on Powell's direction set algorithm to locate rapidly the local maxima in the posterior and (iii) deciding whether each located posterior peak corresponds to a real object by performing a Bayesian model selection using an approximate evidence value based on a local Gaussian approximation to the peak. The construction of this Gaussian approximation also provides the covariance matrix of the uncertainties in the derived parameter values for the object in question. This new approach provides a speed up in performance by a factor of `100' as compared to existing Bayesian source extraction methods that use Monte Carlo Markov chain to explore the parameter space, such as that presented by Hobson & McLachlan. The method can be implemented in either real or Fourier space. In the case of objects embedded in a homogeneous random field, working in Fourier space provides a further speed up that takes advantage of the fact that the correlation matrix of the background is circulant. We illustrate the capabilities of the method by applying to some simplified toy models. Furthermore, PowellSnakes has the advantage of consistently defining the threshold for acceptance/rejection based on priors which cannot be said of the frequentist methods. We present here the first implementation of this technique (version I). Further improvements to this implementation are currently under investigation and will be published shortly. The application of the method to realistic simulated Planck observations will be presented in a forthcoming publication.
Bayesian analysis of rare events
NASA Astrophysics Data System (ADS)
Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang
2016-06-01
In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.
Burgette, Lane F; Reiter, Jerome P
2013-06-01
Multinomial outcomes with many levels can be challenging to model. Information typically accrues slowly with increasing sample size, yet the parameter space expands rapidly with additional covariates. Shrinking all regression parameters towards zero, as often done in models of continuous or binary response variables, is unsatisfactory, since setting parameters equal to zero in multinomial models does not necessarily imply "no effect." We propose an approach to modeling multinomial outcomes with many levels based on a Bayesian multinomial probit (MNP) model and a multiple shrinkage prior distribution for the regression parameters. The prior distribution encourages the MNP regression parameters to shrink toward a number of learned locations, thereby substantially reducing the dimension of the parameter space. Using simulated data, we compare the predictive performance of this model against two other recently-proposed methods for big multinomial models. The results suggest that the fully Bayesian, multiple shrinkage approach can outperform these other methods. We apply the multiple shrinkage MNP to simulating replacement values for areal identifiers, e.g., census tract indicators, in order to protect data confidentiality in public use datasets.
Incorporating measurement error in n = 1 psychological autoregressive modeling.
Schuurman, Noémi K; Houtveen, Jan H; Hamaker, Ellen L
2015-01-01
Measurement error is omnipresent in psychological data. However, the vast majority of applications of autoregressive time series analyses in psychology do not take measurement error into account. Disregarding measurement error when it is present in the data results in a bias of the autoregressive parameters. We discuss two models that take measurement error into account: An autoregressive model with a white noise term (AR+WN), and an autoregressive moving average (ARMA) model. In a simulation study we compare the parameter recovery performance of these models, and compare this performance for both a Bayesian and frequentist approach. We find that overall, the AR+WN model performs better. Furthermore, we find that for realistic (i.e., small) sample sizes, psychological research would benefit from a Bayesian approach in fitting these models. Finally, we illustrate the effect of disregarding measurement error in an AR(1) model by means of an empirical application on mood data in women. We find that, depending on the person, approximately 30-50% of the total variance was due to measurement error, and that disregarding this measurement error results in a substantial underestimation of the autoregressive parameters.
A novel approach for pilot error detection using Dynamic Bayesian Networks.
Saada, Mohamad; Meng, Qinggang; Huang, Tingwen
2014-06-01
In the last decade Dynamic Bayesian Networks (DBNs) have become one type of the most attractive probabilistic modelling framework extensions of Bayesian Networks (BNs) for working under uncertainties from a temporal perspective. Despite this popularity not many researchers have attempted to study the use of these networks in anomaly detection or the implications of data anomalies on the outcome of such models. An abnormal change in the modelled environment's data at a given time, will cause a trailing chain effect on data of all related environment variables in current and consecutive time slices. Albeit this effect fades with time, it still can have an ill effect on the outcome of such models. In this paper we propose an algorithm for pilot error detection, using DBNs as the modelling framework for learning and detecting anomalous data. We base our experiments on the actions of an aircraft pilot, and a flight simulator is created for running the experiments. The proposed anomaly detection algorithm has achieved good results in detecting pilot errors and effects on the whole system.
Practical differences among probabilities, possibilities, and credibilities
NASA Astrophysics Data System (ADS)
Grandin, Jean-Francois; Moulin, Caroline
2002-03-01
This paper presents some important differences that exist between theories, which allow the uncertainty management in data fusion. The main comparative results illustrated in this paper are the followings: Incompatibility between decisions got from probabilities and credibilities is highlighted. In the dynamic frame, as remarked in [19] or [17], belief and plausibility of Dempster-Shafer model do not frame the Bayesian probability. This framing can however be obtained by the Modified Dempster-Shafer approach. It also can be obtained in the Bayesian framework either by simulation techniques, or with a studentization. The uncommitted in the Dempster-Shafer way, e.g. the mass accorded to the ignorance, gives a mechanism similar to the reliability in the Bayesian model. Uncommitted mass in Dempster-Shafer theory or reliability in Bayes theory act like a filter that weakens extracted information, and improves robustness to outliners. So, it is logical to observe on examples like the one presented particularly by D.M. Buede, a faster convergence of a Bayesian method that doesn't take into account the reliability, in front of Dempster-Shafer method which uses uncommitted mass. But, on Bayesian masses, if reliability is taken into account, at the same level that the uncommited, e.g. F=1-m, we observe an equivalent rate for convergence. When Dempster-Shafer and Bayes operator are informed by uncertainty, faster or lower convergence can be exhibited on non Bayesian masses. This is due to positive or negative synergy between information delivered by sensors. This effect is a direct consequence of non additivity when considering non Bayesian masses. Unknowledge of the prior in bayesian techniques can be quickly compensated by information accumulated as time goes on by a set of sensors. All these results are presented on simple examples, and developed when necessary.
Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model
NASA Astrophysics Data System (ADS)
Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.
2014-02-01
Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.
Scliar, Marilia O; Gouveia, Mateus H; Benazzo, Andrea; Ghirotto, Silvia; Fagundes, Nelson J R; Leal, Thiago P; Magalhães, Wagner C S; Pereira, Latife; Rodrigues, Maira R; Soares-Souza, Giordano B; Cabrera, Lilia; Berg, Douglas E; Gilman, Robert H; Bertorelle, Giorgio; Tarazona-Santos, Eduardo
2014-09-30
Archaeology reports millenary cultural contacts between Peruvian Coast-Andes and the Amazon Yunga, a rainforest transitional region between Andes and Lower Amazonia. To clarify the relationships between cultural and biological evolution of these populations, in particular between Amazon Yungas and Andeans, we used DNA-sequence data, a model-based Bayesian approach and several statistical validations to infer a set of demographic parameters. We found that the genetic diversity of the Shimaa (an Amazon Yunga population) is a subset of that of Quechuas from Central-Andes. Using the Isolation-with-Migration population genetics model, we inferred that the Shimaa ancestors were a small subgroup that split less than 5300 years ago (after the development of complex societies) from an ancestral Andean population. After the split, the most plausible scenario compatible with our results is that the ancestors of Shimaas moved toward the Peruvian Amazon Yunga and incorporated the culture and language of some of their neighbors, but not a substantial amount of their genes. We validated our results using Approximate Bayesian Computations, posterior predictive tests and the analysis of pseudo-observed datasets. We presented a case study in which model-based Bayesian approaches, combined with necessary statistical validations, shed light into the prehistoric demographic relationship between Andeans and a population from the Amazon Yunga. Our results offer a testable model for the peopling of this large transitional environmental region between the Andes and the Lower Amazonia. However, studies on larger samples and involving more populations of these regions are necessary to confirm if the predominant Andean biological origin of the Shimaas is the rule, and not the exception.
Predicting Drug Safety and Communicating Risk: Benefits of a Bayesian Approach.
Lazic, Stanley E; Edmunds, Nicholas; Pollard, Christopher E
2018-03-01
Drug toxicity is a major source of attrition in drug discovery and development. Pharmaceutical companies routinely use preclinical data to predict clinical outcomes and continue to invest in new assays to improve predictions. However, there are many open questions about how to make the best use of available data, combine diverse data, quantify risk, and communicate risk and uncertainty to enable good decisions. The costs of suboptimal decisions are clear: resources are wasted and patients may be put at risk. We argue that Bayesian methods provide answers to all of these problems and use hERG-mediated QT prolongation as a case study. Benefits of Bayesian machine learning models include intuitive probabilistic statements of risk that incorporate all sources of uncertainty, the option to include diverse data and external information, and visualizations that have a clear link between the output from a statistical model and what this means for risk. Furthermore, Bayesian methods are easy to use with modern software, making their adoption for safety screening straightforward. We include R and Python code to encourage the adoption of these methods.
Dediu, Dan
2009-08-07
The recent Bayesian approaches to language evolution and change seem to suggest that genetic biases can impact on the characteristics of language, but, at the same time, that its cultural transmission can partially free it from these same genetic constraints. One of the current debates centres on the striking differences between sampling and a posteriori maximising Bayesian learners, with the first converging on the prior bias while the latter allows a certain freedom to language evolution. The present paper shows that this difference disappears if populations more complex than a single teacher and a single learner are considered, with the resulting behaviours more similar to the sampler. This suggests that generalisations based on the language produced by Bayesian agents in such homogeneous single agent chains are not warranted. It is not clear which of the assumptions in such models are responsible, but these findings seem to support the rising concerns on the validity of the "acquisitionist" assumption, whereby the locus of language change and evolution is taken to be the first language acquirers (children) as opposed to the competent language users (the adults).
Bayesian structured additive regression modeling of epidemic data: application to cholera
2012-01-01
Background A significant interest in spatial epidemiology lies in identifying associated risk factors which enhances the risk of infection. Most studies, however, make no, or limited use of the spatial structure of the data, as well as possible nonlinear effects of the risk factors. Methods We develop a Bayesian Structured Additive Regression model for cholera epidemic data. Model estimation and inference is based on fully Bayesian approach via Markov Chain Monte Carlo (MCMC) simulations. The model is applied to cholera epidemic data in the Kumasi Metropolis, Ghana. Proximity to refuse dumps, density of refuse dumps, and proximity to potential cholera reservoirs were modeled as continuous functions; presence of slum settlers and population density were modeled as fixed effects, whereas spatial references to the communities were modeled as structured and unstructured spatial effects. Results We observe that the risk of cholera is associated with slum settlements and high population density. The risk of cholera is equal and lower for communities with fewer refuse dumps, but variable and higher for communities with more refuse dumps. The risk is also lower for communities distant from refuse dumps and potential cholera reservoirs. The results also indicate distinct spatial variation in the risk of cholera infection. Conclusion The study highlights the usefulness of Bayesian semi-parametric regression model analyzing public health data. These findings could serve as novel information to help health planners and policy makers in making effective decisions to control or prevent cholera epidemics. PMID:22866662
Models and simulation of 3D neuronal dendritic trees using Bayesian networks.
López-Cruz, Pedro L; Bielza, Concha; Larrañaga, Pedro; Benavides-Piccione, Ruth; DeFelipe, Javier
2011-12-01
Neuron morphology is crucial for neuronal connectivity and brain information processing. Computational models are important tools for studying dendritic morphology and its role in brain function. We applied a class of probabilistic graphical models called Bayesian networks to generate virtual dendrites from layer III pyramidal neurons from three different regions of the neocortex of the mouse. A set of 41 morphological variables were measured from the 3D reconstructions of real dendrites and their probability distributions used in a machine learning algorithm to induce the model from the data. A simulation algorithm is also proposed to obtain new dendrites by sampling values from Bayesian networks. The main advantage of this approach is that it takes into account and automatically locates the relationships between variables in the data instead of using predefined dependencies. Therefore, the methodology can be applied to any neuronal class while at the same time exploiting class-specific properties. Also, a Bayesian network was defined for each part of the dendrite, allowing the relationships to change in the different sections and to model heterogeneous developmental factors or spatial influences. Several univariate statistical tests and a novel multivariate test based on Kullback-Leibler divergence estimation confirmed that virtual dendrites were similar to real ones. The analyses of the models showed relationships that conform to current neuroanatomical knowledge and support model correctness. At the same time, studying the relationships in the models can help to identify new interactions between variables related to dendritic morphology.
Ye, Qing; Pan, Hao; Liu, Changhua
2015-01-01
This research proposes a novel framework of final drive simultaneous failure diagnosis containing feature extraction, training paired diagnostic models, generating decision threshold, and recognizing simultaneous failure modes. In feature extraction module, adopt wavelet package transform and fuzzy entropy to reduce noise interference and extract representative features of failure mode. Use single failure sample to construct probability classifiers based on paired sparse Bayesian extreme learning machine which is trained only by single failure modes and have high generalization and sparsity of sparse Bayesian learning approach. To generate optimal decision threshold which can convert probability output obtained from classifiers into final simultaneous failure modes, this research proposes using samples containing both single and simultaneous failure modes and Grid search method which is superior to traditional techniques in global optimization. Compared with other frequently used diagnostic approaches based on support vector machine and probability neural networks, experiment results based on F 1-measure value verify that the diagnostic accuracy and efficiency of the proposed framework which are crucial for simultaneous failure diagnosis are superior to the existing approach. PMID:25722717
Turi, Christina E; Murch, Susan J
2013-07-09
Ethnobotanical research and the study of plants used for rituals, ceremonies and to connect with the spirit world have led to the discovery of many novel psychoactive compounds such as nicotine, caffeine, and cocaine. In North America, spiritual and ceremonial uses of plants are well documented and can be accessed online via the University of Michigan's Native American Ethnobotany Database. The objective of the study was to compare Residual, Bayesian, Binomial and Imprecise Dirichlet Model (IDM) analyses of ritual, ceremonial and spiritual plants in Moerman's ethnobotanical database and to identify genera that may be good candidates for the discovery of novel psychoactive compounds. The database was queried with the following format "Family Name AND Ceremonial OR Spiritual" for 263 North American botanical families. Spiritual and ceremonial flora consisted of 86 families with 517 species belonging to 292 genera. Spiritual taxa were then grouped further into ceremonial medicines and items categories. Residual, Bayesian, Binomial and IDM analysis were performed to identify over and under-utilized families. The 4 statistical approaches were in good agreement when identifying under-utilized families but large families (>393 species) were underemphasized by Binomial, Bayesian and IDM approaches for over-utilization. Residual, Binomial, and IDM analysis identified similar families as over-utilized in the medium (92-392 species) and small (<92 species) classes. The families Apiaceae, Asteraceae, Ericacea, Pinaceae and Salicaceae were identified as significantly over-utilized as ceremonial medicines in medium and large sized families. Analysis of genera within the Apiaceae and Asteraceae suggest that the genus Ligusticum and Artemisia are good candidates for facilitating the discovery of novel psychoactive compounds. The 4 statistical approaches were not consistent in the selection of over-utilization of flora. Residual analysis revealed overall trends that were supported by Binomial analysis when separated into small, medium and large families. The Bayesian, Binomial and IDM approaches identified different genera as potentially important. Species belonging to the genus Artemisia and Ligusticum were most consistently identified and may be valuable in future studies of the ethnopharmacology. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.
New insights into faster computation of uncertainties
NASA Astrophysics Data System (ADS)
Bhattacharya, Atreyee
2012-11-01
Heavy computation power, lengthy simulations, and an exhaustive number of model runs—often these seem like the only statistical tools that scientists have at their disposal when computing uncertainties associated with predictions, particularly in cases of environmental processes such as groundwater movement. However, calculation of uncertainties need not be as lengthy, a new study shows. Comparing two approaches—the classical Bayesian “credible interval” and a less commonly used regression-based “confidence interval” method—Lu et al. show that for many practical purposes both methods provide similar estimates of uncertainties. The advantage of the regression method is that it demands 10-1000 model runs, whereas the classical Bayesian approach requires 10,000 to millions of model runs.
Model Diagnostics for Bayesian Networks
ERIC Educational Resources Information Center
Sinharay, Sandip
2006-01-01
Bayesian networks are frequently used in educational assessments primarily for learning about students' knowledge and skills. There is a lack of works on assessing fit of Bayesian networks. This article employs the posterior predictive model checking method, a popular Bayesian model checking tool, to assess fit of simple Bayesian networks. A…
2011-01-01
Background Logistic random effects models are a popular tool to analyze multilevel also called hierarchical data with a binary or ordinal outcome. Here, we aim to compare different statistical software implementations of these models. Methods We used individual patient data from 8509 patients in 231 centers with moderate and severe Traumatic Brain Injury (TBI) enrolled in eight Randomized Controlled Trials (RCTs) and three observational studies. We fitted logistic random effects regression models with the 5-point Glasgow Outcome Scale (GOS) as outcome, both dichotomized as well as ordinal, with center and/or trial as random effects, and as covariates age, motor score, pupil reactivity or trial. We then compared the implementations of frequentist and Bayesian methods to estimate the fixed and random effects. Frequentist approaches included R (lme4), Stata (GLLAMM), SAS (GLIMMIX and NLMIXED), MLwiN ([R]IGLS) and MIXOR, Bayesian approaches included WinBUGS, MLwiN (MCMC), R package MCMCglmm and SAS experimental procedure MCMC. Three data sets (the full data set and two sub-datasets) were analysed using basically two logistic random effects models with either one random effect for the center or two random effects for center and trial. For the ordinal outcome in the full data set also a proportional odds model with a random center effect was fitted. Results The packages gave similar parameter estimates for both the fixed and random effects and for the binary (and ordinal) models for the main study and when based on a relatively large number of level-1 (patient level) data compared to the number of level-2 (hospital level) data. However, when based on relatively sparse data set, i.e. when the numbers of level-1 and level-2 data units were about the same, the frequentist and Bayesian approaches showed somewhat different results. The software implementations differ considerably in flexibility, computation time, and usability. There are also differences in the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2) procedure MCMC appeared to be inefficient. Conclusions On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view) for either a frequentist or Bayesian approach (if based on vague priors). The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain. PMID:21605357
A Hierarchical Bayesian Model for Calibrating Estimates of Species Divergence Times
Heath, Tracy A.
2012-01-01
In Bayesian divergence time estimation methods, incorporating calibrating information from the fossil record is commonly done by assigning prior densities to ancestral nodes in the tree. Calibration prior densities are typically parametric distributions offset by minimum age estimates provided by the fossil record. Specification of the parameters of calibration densities requires the user to quantify his or her prior knowledge of the age of the ancestral node relative to the age of its calibrating fossil. The values of these parameters can, potentially, result in biased estimates of node ages if they lead to overly informative prior distributions. Accordingly, determining parameter values that lead to adequate prior densities is not straightforward. In this study, I present a hierarchical Bayesian model for calibrating divergence time analyses with multiple fossil age constraints. This approach applies a Dirichlet process prior as a hyperprior on the parameters of calibration prior densities. Specifically, this model assumes that the rate parameters of exponential prior distributions on calibrated nodes are distributed according to a Dirichlet process, whereby the rate parameters are clustered into distinct parameter categories. Both simulated and biological data are analyzed to evaluate the performance of the Dirichlet process hyperprior. Compared with fixed exponential prior densities, the hierarchical Bayesian approach results in more accurate and precise estimates of internal node ages. When this hyperprior is applied using Markov chain Monte Carlo methods, the ages of calibrated nodes are sampled from mixtures of exponential distributions and uncertainty in the values of calibration density parameters is taken into account. PMID:22334343
Why formal learning theory matters for cognitive science.
Fulop, Sean; Chater, Nick
2013-01-01
This article reviews a number of different areas in the foundations of formal learning theory. After outlining the general framework for formal models of learning, the Bayesian approach to learning is summarized. This leads to a discussion of Solomonoff's Universal Prior Distribution for Bayesian learning. Gold's model of identification in the limit is also outlined. We next discuss a number of aspects of learning theory raised in contributed papers, related to both computational and representational complexity. The article concludes with a description of how semi-supervised learning can be applied to the study of cognitive learning models. Throughout this overview, the specific points raised by our contributing authors are connected to the models and methods under review. Copyright © 2013 Cognitive Science Society, Inc.
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 analysis of multiple direct detection experiments
NASA Astrophysics Data System (ADS)
Arina, Chiara
2014-12-01
Bayesian methods offer a coherent and efficient framework for implementing uncertainties into induction problems. In this article, we review how this approach applies to the analysis of dark matter direct detection experiments. In particular we discuss the exclusion limit of XENON100 and the debated hints of detection under the hypothesis of a WIMP signal. Within parameter inference, marginalizing consistently over uncertainties to extract robust posterior probability distributions, we find that the claimed tension between XENON100 and the other experiments can be partially alleviated in isospin violating scenario, while elastic scattering model appears to be compatible with the frequentist statistical approach. We then move to model comparison, for which Bayesian methods are particularly well suited. Firstly, we investigate the annual modulation seen in CoGeNT data, finding that there is weak evidence for a modulation. Modulation models due to other physics compare unfavorably with the WIMP models, paying the price for their excessive complexity. Secondly, we confront several coherent scattering models to determine the current best physical scenario compatible with the experimental hints. We find that exothermic and inelastic dark matter are moderatly disfavored against the elastic scenario, while the isospin violating model has a similar evidence. Lastly the Bayes' factor gives inconclusive evidence for an incompatibility between the data sets of XENON100 and the hints of detection. The same question assessed with goodness of fit would indicate a 2 σ discrepancy. This suggests that more data are therefore needed to settle this question.
Bayesian approach to non-Gaussian field statistics for diffusive broadband terahertz pulses.
Pearce, Jeremy; Jian, Zhongping; Mittleman, Daniel M
2005-11-01
We develop a closed-form expression for the probability distribution function for the field components of a diffusive broadband wave propagating through a random medium. We consider each spectral component to provide an individual observation of a random variable, the configurationally averaged spectral intensity. Since the intensity determines the variance of the field distribution at each frequency, this random variable serves as the Bayesian prior that determines the form of the non-Gaussian field statistics. This model agrees well with experimental results.
Exploiting Cross-sensitivity by Bayesian Decoding of Mixed Potential Sensor Arrays
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kreller, Cortney
LANL mixed-potential electrochemical sensor (MPES) device arrays were coupled with advanced Bayesian inference treatment of the physical model of relevant sensor-analyte interactions. We demonstrated that our approach could be used to uniquely discriminate the composition of ternary gas sensors with three discreet MPES sensors with an average error of less than 2%. We also observed that the MPES exhibited excellent stability over a year of operation at elevated temperatures in the presence of test gases.