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Sample records for bayesian random-effects model

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

    USGS Publications Warehouse

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

    2006-01-01

    Modeling the probability of use of land units characterized by discrete and continuous measures, we present a Bayesian random-effects model to assess resource selection. This model provides simultaneous estimation of both individual- and population-level selection. Deviance information criterion (DIC), a Bayesian alternative to AIC that is sample-size specific, is used for model selection. Aerial radiolocation data from 76 adult female caribou (Rangifer tarandus) and calf pairs during 1 year on an Arctic coastal plain calving ground were used to illustrate models and assess population-level selection of landscape attributes, as well as individual heterogeneity of selection. Landscape attributes included elevation, NDVI (a measure of forage greenness), and land cover-type classification. Results from the first of a 2-stage model-selection procedure indicated that there is substantial heterogeneity among cow-calf pairs with respect to selection of the landscape attributes. In the second stage, selection of models with heterogeneity included indicated that at the population-level, NDVI and land cover class were significant attributes for selection of different landscapes by pairs on the calving ground. Population-level selection coefficients indicate that the pairs generally select landscapes with higher levels of NDVI, but the relationship is quadratic. The highest rate of selection occurs at values of NDVI less than the maximum observed. Results for land cover-class selections coefficients indicate that wet sedge, moist sedge, herbaceous tussock tundra, and shrub tussock tundra are selected at approximately the same rate, while alpine and sparsely vegetated landscapes are selected at a lower rate. Furthermore, the variability in selection by individual caribou for moist sedge and sparsely vegetated landscapes is large relative to the variability in selection of other land cover types. The example analysis illustrates that, while sometimes computationally intense, a

  2. Exploring Neighborhood Influences on Small-Area Variations in Intimate Partner Violence Risk: A Bayesian Random-Effects Modeling Approach

    PubMed Central

    Gracia, Enrique; López-Quílez, Antonio; Marco, Miriam; Lladosa, Silvia; Lila, Marisol

    2014-01-01

    This paper uses spatial data of cases of intimate partner violence against women (IPVAW) to examine neighborhood-level influences on small-area variations in IPVAW risk in a police district of the city of Valencia (Spain). To analyze area variations in IPVAW risk and its association with neighborhood-level explanatory variables we use a Bayesian spatial random-effects modeling approach, as well as disease mapping methods to represent risk probabilities in each area. Analyses show that IPVAW cases are more likely in areas of high immigrant concentration, high public disorder and crime, and high physical disorder. Results also show a spatial component indicating remaining variability attributable to spatially structured random effects. Bayesian spatial modeling offers a new perspective to identify IPVAW high and low risk areas, and provides a new avenue for the design of better-informed prevention and intervention strategies. PMID:24413701

  3. A Markov regression random-effects model for remission of functional disability in patients following a first stroke: a Bayesian approach.

    PubMed

    Pan, Shin-Liang; Wu, Hui-Min; Yen, Amy Ming-Fang; Chen, Tony Hsiu-Hsi

    2007-12-20

    Few attempts have been made to model the dynamics of stroke-related disability. It is possible though, using panel data and multi-state Markov regression models that incorporate measured covariates and latent variables (random effects). This study aimed to model a series of functional transitions (following a first stroke) using a three-state Markov model with or without considering random effects. Several proportional hazards parameterizations were considered. A Bayesian approach that utilizes the Markov Chain Monte Carlo (MCMC) and Gibbs sampling functionality of WinBUGS (a Windows-based Bayesian software package) was developed to generate the marginal posterior distributions of the various transition parameters (e.g. the transition rates and transition probabilities). Model building and comparisons was guided by reference to the deviance information criteria (DIC). Of the four proportional hazards models considered, exponential regression was preferred because it led to the smallest deviances. Adding random effects further improved the model fit. Of the covariates considered, only age, infarct size, and baseline functional status were significant. By using our final model we were able to make individual predictions about functional recovery in stroke patients. PMID:17676712

  4. Time-varying Markov regression random-effect model with Bayesian estimation procedures: Application to dynamics of functional recovery in patients with stroke.

    PubMed

    Pan, Shin-Liang; Chen, Hsiu-Hsi

    2010-09-01

    The rates of functional recovery after stroke tend to decrease with time. Time-varying Markov processes (TVMP) may be more biologically plausible than time-invariant Markov process for modeling such data. However, analysis of such stochastic processes, particularly tackling reversible transitions and the incorporation of random effects into models, can be analytically intractable. We make use of ordinary differential equations to solve continuous-time TVMP with reversible transitions. The proportional hazard form was used to assess the effects of an individual's covariates on multi-state transitions with the incorporation of random effects that capture the residual variation after being explained by measured covariates under the concept of generalized linear model. We further built up Bayesian directed acyclic graphic model to obtain full joint posterior distribution. Markov chain Monte Carlo (MCMC) with Gibbs sampling was applied to estimate parameters based on posterior marginal distributions with multiple integrands. The proposed method was illustrated with empirical data from a study on the functional recovery after stroke. PMID:20600158

  5. Random effects and shrinkage estimation in capture-recapture models

    USGS Publications Warehouse

    Royle, J. Andrew; Link, W.A.

    2002-01-01

    We discuss the analysis of random effects in capture-recapture models, and outline Bayesian and frequentists approaches to their analysis. Under a normal model, random effects estimators derived from Bayesian or frequentist considerations have a common form as shrinkage estimators. We discuss some of the difficulties of analysing random effects using traditional methods, and argue that a Bayesian formulation provides a rigorous framework for dealing with these difficulties. In capture-recapture models, random effects may provide a parsimonious compromise between constant and completely time-dependent models for the parameters (e.g. survival probability). We consider application of random effects to band-recovery models, although the principles apply to more general situations, such as Cormack-Jolly-Seber models. We illustrate these ideas using a commonly analysed band recovery data set.

  6. Random Effects Diagonal Metric Multidimensional Scaling Models.

    ERIC Educational Resources Information Center

    Clarkson, Douglas B.; Gonzalez, Richard

    2001-01-01

    Defines a random effects diagonal metric multidimensional scaling model, gives its computational algorithms, describes researchers' experiences with these algorithms, and provides an illustration of the use of the model and algorithms. (Author/SLD)

  7. The Random-Effect DINA Model

    ERIC Educational Resources Information Center

    Huang, Hung-Yu; Wang, Wen-Chung

    2014-01-01

    The DINA (deterministic input, noisy, and gate) model has been widely used in cognitive diagnosis tests and in the process of test development. The outcomes known as slip and guess are included in the DINA model function representing the responses to the items. This study aimed to extend the DINA model by using the random-effect approach to allow…

  8. Random-effects models for longitudinal data

    SciTech Connect

    Laird, N.M.; Ware, J.H.

    1982-12-01

    Models for the analysis of longitudinal data must recognize the relationship between serial observations on the same unit. Multivariate models with general covariance structure are often difficult to apply to highly unbalanced data, whereas two-stage random-effects models can be used easily. In two-stage models, the probability distributions for the response vectors of different individuals belong to a single family, but some random-effects parameters vary across individuals, with a distribution specified at the second stage. A general family of models is discussed, which includes both growth models and repeated-measures models as special cases. A unified approach to fitting these models, based on a combination of empirical Bayes and maximum likelihood estimation of model parameters and using the EM algorithm, is discussed. Two examples are taken from a current epidemiological study of the health effects of air pollution.

  9. Bayesian regression analysis of data with random effects covariates from nonlinear longitudinal measurements

    PubMed Central

    De la Cruz, Rolando; Meza, Cristian; Arribas-Gil, Ana; Carroll, Raymond J.

    2016-01-01

    Joint models for a wide class of response variables and longitudinal measurements consist on a mixed-effects model to fit longitudinal trajectories whose random effects enter as covariates in a generalized linear model for the primary response. They provide a useful way to assess association between these two kinds of data, which in clinical studies are often collected jointly on a series of individuals and may help understanding, for instance, the mechanisms of recovery of a certain disease or the efficacy of a given therapy. When a nonlinear mixed-effects model is used to fit the longitudinal trajectories, the existing estimation strategies based on likelihood approximations have been shown to exhibit some computational efficiency problems (De la Cruz et al., 2011). In this article we consider a Bayesian estimation procedure for the joint model with a nonlinear mixed-effects model for the longitudinal data and a generalized linear model for the primary response. The proposed prior structure allows for the implementation of an MCMC sampler. Moreover, we consider that the errors in the longitudinal model may be correlated. We apply our method to the analysis of hormone levels measured at the early stages of pregnancy that can be used to predict normal versus abnormal pregnancy outcomes. We also conduct a simulation study to assess the importance of modelling correlated errors and quantify the consequences of model misspecification. PMID:27274601

  10. A Bayesian hierarchical method to account for random effects in cytogenetic dosimetry based on calibration curves.

    PubMed

    Mano, Shuhei; Suto, Yumiko

    2014-11-01

    The dicentric chromosome assay (DCA) is one of the most sensitive and reliable methods of inferring doses of radiation exposure in patients. In DCA, one calibration curve is prepared in advance by in vitro irradiation to blood samples from one or sometimes multiple healthy donors in considering possible inter-individual variability. Although the standard method has been demonstrated to be quite accurate for actual dose estimates, it cannot account for random effects, which come from such as the blood donor used to prepare the calibration curve, the radiation-exposed patient, and the examiners. To date, it is unknown how these random effects impact on the standard method of dose estimation. We propose a novel Bayesian hierarchical method that incorporates random effects into the dose estimation. To demonstrate dose estimation by the proposed method and to assess the impact of inter-individual variability in samples from multiple donors on the estimation, peripheral blood samples from 13 occupationally non-exposed, non-smoking, healthy individuals were collected and irradiated with gamma rays. The results clearly showed significant inter-individual variability and the standard method using a sample from a single donor gave anti-conservative confidence interval of the irradiated dose. In contrast, the Bayesian credible interval for irradiated dose calculated by the proposed method using samples from multiple donors properly covered the actual doses. Although the classical confidence interval of calibration curve with accounting inter-individual variability in samples from multiple donors was roughly coincident with the Bayesian credible interval, the proposed method has better reasoning and potential for extensions.

  11. An Evaluation of Information Criteria Use for Correct Cross-Classified Random Effects Model Selection

    ERIC Educational Resources Information Center

    Beretvas, S. Natasha; Murphy, Daniel L.

    2013-01-01

    The authors assessed correct model identification rates of Akaike's information criterion (AIC), corrected criterion (AICC), consistent AIC (CAIC), Hannon and Quinn's information criterion (HQIC), and Bayesian information criterion (BIC) for selecting among cross-classified random effects models. Performance of default values for the 5…

  12. A random effects epidemic-type aftershock sequence model

    PubMed Central

    Lin, Feng-Chang

    2013-01-01

    We consider an extension of the temporal epidemic-type aftershock sequence (ETAS) model with random effects as a special case of a well-known doubly stochastic self-exciting point process. The new model arises from a deterministic function that is randomly scaled by a nonnegative random variable, which is unobservable but assumed to follow either positive stable or one-parameter gamma distribution with unit mean. Both random effects models are of interest although the one-parameter gamma random effects model is more popular when modeling associated survival times. Our estimation is based on the maximum likelihood approach with marginalized intensity. The methods are shown to perform well in simulation experiments. When applied to an earthquake sequence on the east coast of Taiwan, the extended model with positive stable random effects provides a better model fit, compared to the original ETAS model and the extended model with one-parameter gamma random effects. PMID:24039322

  13. A random effects epidemic-type aftershock sequence model.

    PubMed

    Lin, Feng-Chang

    2011-04-01

    We consider an extension of the temporal epidemic-type aftershock sequence (ETAS) model with random effects as a special case of a well-known doubly stochastic self-exciting point process. The new model arises from a deterministic function that is randomly scaled by a nonnegative random variable, which is unobservable but assumed to follow either positive stable or one-parameter gamma distribution with unit mean. Both random effects models are of interest although the one-parameter gamma random effects model is more popular when modeling associated survival times. Our estimation is based on the maximum likelihood approach with marginalized intensity. The methods are shown to perform well in simulation experiments. When applied to an earthquake sequence on the east coast of Taiwan, the extended model with positive stable random effects provides a better model fit, compared to the original ETAS model and the extended model with one-parameter gamma random effects.

  14. Small-area health comparisons using health-adjusted life expectancies: a Bayesian random-effects approach.

    PubMed

    Jonker, Marcel F; Congdon, Peter D; van Lenthe, Frank J; Donkers, Bas; Burdorf, Alex; Mackenbach, Johan P

    2013-09-01

    Health-adjusted life expectancy (HALE) is one of the most attractive summary measures of population health. It provides balanced attention to fatal as well as non-fatal health outcomes, is sensitive to the severity of morbidity within the population, and can be readily compared between areas with very different population age structures. HALE, however, cannot be calculated at the small-area level using traditional life table methodology. Hence we propose a Bayesian random-effects modeling approach that recognizes correlations and pools strength between sexes, age-groups, geographical areas, and health outcomes. This approach allows for the calculation of HALE for areas as small as 2000 person years at risk and with relatively modest health state survey sample sizes. The feasibility of the Bayesian approach is illustrated in a real-life example, which also shows how differences in areas' health performances can be adequately quantified. Such information can be invaluable for the appropriate targetting and subsequent evaluation of urban regeneration, neighborhood renewal, and community-based initiatives aimed at improving health and reducing health inequalities. PMID:23778148

  15. A Bayesian nonparametric meta-analysis model.

    PubMed

    Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G

    2015-03-01

    In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall effect size, such models may be adequate, but for prediction, they surely are not if the effect-size distribution exhibits non-normal behavior. To address this issue, we propose a Bayesian nonparametric meta-analysis model, which can describe a wider range of effect-size distributions, including unimodal symmetric distributions, as well as skewed and more multimodal distributions. We demonstrate our model through the analysis of real meta-analytic data arising from behavioral-genetic research. We compare the predictive performance of the Bayesian nonparametric model against various conventional and more modern normal fixed-effects and random-effects models.

  16. A Gompertzian model with random effects to cervical cancer growth

    SciTech Connect

    Mazlan, Mazma Syahidatul Ayuni; Rosli, Norhayati

    2015-05-15

    In this paper, a Gompertzian model with random effects is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via maximum likehood estimation. We apply 4-stage Runge-Kutta (SRK4) for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of the cervical cancer growth. Low values of root mean-square error (RMSE) of Gompertzian model with random effect indicate good fits.

  17. A Gompertzian model with random effects to cervical cancer growth

    NASA Astrophysics Data System (ADS)

    Mazlan, Mazma Syahidatul Ayuni; Rosli, Norhayati

    2015-05-01

    In this paper, a Gompertzian model with random effects is introduced to describe the cervical cancer growth. The parameters values of the mathematical model are estimated via maximum likehood estimation. We apply 4-stage Runge-Kutta (SRK4) for solving the stochastic model numerically. The efficiency of mathematical model is measured by comparing the simulated result and the clinical data of the cervical cancer growth. Low values of root mean-square error (RMSE) of Gompertzian model with random effect indicate good fits.

  18. Cure fraction model with random effects for regional variation in cancer survival.

    PubMed

    Seppä, Karri; Hakulinen, Timo; Kim, Hyon-Jung; Läärä, Esa

    2010-11-30

    Assessing regional differences in the survival of cancer patients is important but difficult when separate regions are small or sparsely populated. In this paper, we apply a mixture cure fraction model with random effects to cause-specific survival data of female breast cancer patients collected by the population-based Finnish Cancer Registry. Two sets of random effects were used to capture the regional variation in the cure fraction and in the survival of the non-cured patients, respectively. This hierarchical model was implemented in a Bayesian framework using a Metropolis-within-Gibbs algorithm. To avoid poor mixing of the Markov chain, when the variance of either set of random effects was close to zero, posterior simulations were based on a parameter-expanded model with tailor-made proposal distributions in Metropolis steps. The random effects allowed the fitting of the cure fraction model to the sparse regional data and the estimation of the regional variation in 10-year cause-specific breast cancer survival with a parsimonious number of parameters. Before 1986, the capital of Finland clearly stood out from the rest, but since then all the 21 hospital districts have achieved approximately the same level of survival.

  19. Performance of Random Effects Model Estimators under Complex Sampling Designs

    ERIC Educational Resources Information Center

    Jia, Yue; Stokes, Lynne; Harris, Ian; Wang, Yan

    2011-01-01

    In this article, we consider estimation of parameters of random effects models from samples collected via complex multistage designs. Incorporation of sampling weights is one way to reduce estimation bias due to unequal probabilities of selection. Several weighting methods have been proposed in the literature for estimating the parameters of…

  20. The Random-Effect Generalized Rating Scale Model

    ERIC Educational Resources Information Center

    Wang, Wen-Chung; Wu, Shiu-Lien

    2011-01-01

    Rating scale items have been widely used in educational and psychological tests. These items require people to make subjective judgments, and these subjective judgments usually involve randomness. To account for this randomness, Wang, Wilson, and Shih proposed the random-effect rating scale model in which the threshold parameters are treated as…

  1. Identification of dynamical biological systems based on random effects models.

    PubMed

    Batista, Levy; Bastogne, Thierry; Djermoune, El-Hadi

    2015-01-01

    System identification is a data-driven modeling approach more and more used in biology and biomedicine. In this application context, each assay is always repeated to estimate the response variability. The inference of the modeling conclusions to the whole population requires to account for the inter-individual variability within the modeling procedure. One solution consists in using random effects models but up to now no similar approach exists in the field of dynamical system identification. In this article, we propose a new solution based on an ARX (Auto Regressive model with eXternal inputs) structure using the EM (Expectation-Maximisation) algorithm for the estimation of the model parameters. Simulations show the relevance of this solution compared with a classical procedure of system identification repeated for each subject. PMID:26736981

  2. Modeling Randomness in Judging Rating Scales with a Random-Effects Rating Scale Model

    ERIC Educational Resources Information Center

    Wang, Wen-Chung; Wilson, Mark; Shih, Ching-Lin

    2006-01-01

    This study presents the random-effects rating scale model (RE-RSM) which takes into account randomness in the thresholds over persons by treating them as random-effects and adding a random variable for each threshold in the rating scale model (RSM) (Andrich, 1978). The RE-RSM turns out to be a special case of the multidimensional random…

  3. Random-effects models for serial observations with binary response

    SciTech Connect

    Stiratelli, R.; Laird, N.; Ware, J.H.

    1984-12-01

    This paper presents a general mixed model for the analysis of serial dichotomous responses provided by a panel of study participants. Each subject's serial responses are assumed to arise from a logistic model, but with regression coefficients that vary between subjects. The logistic regression parameters are assumed to be normally distributed in the population. Inference is based upon maximum likelihood estimation of fixed effects and variance components, and empirical Bayes estimation of random effects. Exact solutions are analytically and computationally infeasible, but an approximation based on the mode of the posterior distribution of the random parameters is proposed, and is implemented by means of the EM algorithm. This approximate method is compared with a simpler two-step method proposed by Korn and Whittemore, using data from a panel study of asthmatics originally described in that paper. One advantage of the estimation strategy described here is the ability to use all of the data, including that from subjects with insufficient data to permit fitting of a separate logistic regression model, as required by the Korn and Whittemore method. However, the new method is computationally intensive.

  4. Semiparametric Bayesian inference on skew-normal joint modeling of multivariate longitudinal and survival data.

    PubMed

    Tang, An-Min; Tang, Nian-Sheng

    2015-02-28

    We propose a semiparametric multivariate skew-normal joint model for multivariate longitudinal and multivariate survival data. One main feature of the posited model is that we relax the commonly used normality assumption for random effects and within-subject error by using a centered Dirichlet process prior to specify the random effects distribution and using a multivariate skew-normal distribution to specify the within-subject error distribution and model trajectory functions of longitudinal responses semiparametrically. A Bayesian approach is proposed to simultaneously obtain Bayesian estimates of unknown parameters, random effects and nonparametric functions by combining the Gibbs sampler and the Metropolis-Hastings algorithm. Particularly, a Bayesian local influence approach is developed to assess the effect of minor perturbations to within-subject measurement error and random effects. Several simulation studies and an example are presented to illustrate the proposed methodologies. PMID:25404574

  5. Bayesian model reduction and empirical Bayes for group (DCM) studies.

    PubMed

    Friston, Karl J; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E; van Wijk, Bernadette C M; Ziegler, Gabriel; Zeidman, Peter

    2016-03-01

    This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level - e.g., dynamic causal models - and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction.

  6. Bayesian model reduction and empirical Bayes for group (DCM) studies

    PubMed Central

    Friston, Karl J.; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E.; van Wijk, Bernadette C.M.; Ziegler, Gabriel; Zeidman, Peter

    2016-01-01

    This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level – e.g., dynamic causal models – and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. PMID:26569570

  7. Bayesian Model Averaging for Propensity Score Analysis

    ERIC Educational Resources Information Center

    Kaplan, David; Chen, Jianshen

    2013-01-01

    The purpose of this study is to explore Bayesian model averaging in the propensity score context. Previous research on Bayesian propensity score analysis does not take into account model uncertainty. In this regard, an internally consistent Bayesian framework for model building and estimation must also account for model uncertainty. The…

  8. Bayesian stable isotope mixing models

    EPA Science Inventory

    In this paper we review recent advances in Stable Isotope Mixing Models (SIMMs) and place them into an over-arching Bayesian statistical framework which allows for several useful extensions. SIMMs are used to quantify the proportional contributions of various sources to a mixtur...

  9. Bayesian kinematic earthquake source models

    NASA Astrophysics Data System (ADS)

    Minson, S. E.; Simons, M.; Beck, J. L.; Genrich, J. F.; Galetzka, J. E.; Chowdhury, F.; Owen, S. E.; Webb, F.; Comte, D.; Glass, B.; Leiva, C.; Ortega, F. H.

    2009-12-01

    Most coseismic, postseismic, and interseismic slip models are based on highly regularized optimizations which yield one solution which satisfies the data given a particular set of regularizing constraints. This regularization hampers our ability to answer basic questions such as whether seismic and aseismic slip overlap or instead rupture separate portions of the fault zone. We present a Bayesian methodology for generating kinematic earthquake source models with a focus on large subduction zone earthquakes. Unlike classical optimization approaches, Bayesian techniques sample the ensemble of all acceptable models presented as an a posteriori probability density function (PDF), and thus we can explore the entire solution space to determine, for example, which model parameters are well determined and which are not, or what is the likelihood that two slip distributions overlap in space. Bayesian sampling also has the advantage that all a priori knowledge of the source process can be used to mold the a posteriori ensemble of models. Although very powerful, Bayesian methods have up to now been of limited use in geophysical modeling because they are only computationally feasible for problems with a small number of free parameters due to what is called the "curse of dimensionality." However, our methodology can successfully sample solution spaces of many hundreds of parameters, which is sufficient to produce finite fault kinematic earthquake models. Our algorithm is a modification of the tempered Markov chain Monte Carlo (tempered MCMC or TMCMC) method. In our algorithm, we sample a "tempered" a posteriori PDF using many MCMC simulations running in parallel and evolutionary computation in which models which fit the data poorly are preferentially eliminated in favor of models which better predict the data. We present results for both synthetic test problems as well as for the 2007 Mw 7.8 Tocopilla, Chile earthquake, the latter of which is constrained by InSAR, local high

  10. Random effects coefficient of determination for mixed and meta-analysis models.

    PubMed

    Demidenko, Eugene; Sargent, James; Onega, Tracy

    2012-01-01

    The key feature of a mixed model is the presence of random effects. We have developed a coefficient, called the random effects coefficient of determination, [Formula: see text], that estimates the proportion of the conditional variance of the dependent variable explained by random effects. This coefficient takes values from 0 to 1 and indicates how strong the random effects are. The difference from the earlier suggested fixed effects coefficient of determination is emphasized. If [Formula: see text] is close to 0, there is weak support for random effects in the model because the reduction of the variance of the dependent variable due to random effects is small; consequently, random effects may be ignored and the model simplifies to standard linear regression. The value of [Formula: see text] apart from 0 indicates the evidence of the variance reduction in support of the mixed model. If random effects coefficient of determination is close to 1 the variance of random effects is very large and random effects turn into free fixed effects-the model can be estimated using the dummy variable approach. We derive explicit formulas for [Formula: see text] in three special cases: the random intercept model, the growth curve model, and meta-analysis model. Theoretical results are illustrated with three mixed model examples: (1) travel time to the nearest cancer center for women with breast cancer in the U.S., (2) cumulative time watching alcohol related scenes in movies among young U.S. teens, as a risk factor for early drinking onset, and (3) the classic example of the meta-analysis model for combination of 13 studies on tuberculosis vaccine. PMID:23750070

  11. Bayesian Networks for Social Modeling

    SciTech Connect

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

    2011-03-28

    This paper describes a body of work developed over the past five years. The work addresses the use of Bayesian network (BN) models for representing and predicting social/organizational behaviors. The topics covered include model construction, validation, and use. These topics show the bulk of the lifetime of such model, beginning with construction, moving to validation and other aspects of model ‘critiquing’, and finally demonstrating how the modeling approach might be used to inform policy analysis. To conclude, we discuss limitations of using BN for this activity and suggest remedies to address those limitations. The primary benefits of using a well-developed computational, mathematical, and statistical modeling structure, such as BN, are 1) there are significant computational, theoretical and capability bases on which to build 2) ability to empirically critique the model, and potentially evaluate competing models for a social/behavioral phenomena.

  12. A Bayesian nonlinear mixed-effects disease progression model

    PubMed Central

    Kim, Seongho; Jang, Hyejeong; Wu, Dongfeng; Abrams, Judith

    2016-01-01

    A nonlinear mixed-effects approach is developed for disease progression models that incorporate variation in age in a Bayesian framework. We further generalize the probability model for sensitivity to depend on age at diagnosis, time spent in the preclinical state and sojourn time. The developed models are then applied to the Johns Hopkins Lung Project data and the Health Insurance Plan for Greater New York data using Bayesian Markov chain Monte Carlo and are compared with the estimation method that does not consider random-effects from age. Using the developed models, we obtain not only age-specific individual-level distributions, but also population-level distributions of sensitivity, sojourn time and transition probability. PMID:26798562

  13. Modeling Diagnostic Assessments with Bayesian Networks

    ERIC Educational Resources Information Center

    Almond, Russell G.; DiBello, Louis V.; Moulder, Brad; Zapata-Rivera, Juan-Diego

    2007-01-01

    This paper defines Bayesian network models and examines their applications to IRT-based cognitive diagnostic modeling. These models are especially suited to building inference engines designed to be synchronous with the finer grained student models that arise in skills diagnostic assessment. Aspects of the theory and use of Bayesian network models…

  14. Random effects logistic models for analysing efficacy of a longitudinal randomized treatment with non-adherence.

    PubMed

    Small, Dylan S; Ten Have, Thomas R; Joffe, Marshall M; Cheng, Jing

    2006-06-30

    We present a random effects logistic approach for estimating the efficacy of treatment for compliers in a randomized trial with treatment non-adherence and longitudinal binary outcomes. We use our approach to analyse a primary care depression intervention trial. The use of a random effects model to estimate efficacy supplements intent-to-treat longitudinal analyses based on random effects logistic models that are commonly used in primary care depression research. Our estimation approach is an extension of Nagelkerke et al.'s instrumental variables approximation for cross-sectional binary outcomes. Our approach is easily implementable with standard random effects logistic regression software. We show through a simulation study that our approach provides reasonably accurate inferences for the setting of the depression trial under model assumptions. We also evaluate the sensitivity of our approach to model assumptions for the depression trial.

  15. Cross-Classified Random Effects Models in Institutional Research

    ERIC Educational Resources Information Center

    Meyers, Laura E.

    2012-01-01

    Multilevel modeling offers researchers a rich array of tools that can be used for a variety of purposes, such as analyzing specific institutional issues, looking for macro-level trends, and helping to shape and inform educational policy. One of the more complex multilevel modeling tools available to institutional researchers is cross-classified…

  16. Discriminant analysis using a multivariate linear mixed model with a normal mixture in the random effects distribution.

    PubMed

    Komárek, Arnošt; Hansen, Bettina E; Kuiper, Edith M M; van Buuren, Henk R; Lesaffre, Emmanuel

    2010-12-30

    We have developed a method to longitudinally classify subjects into two or more prognostic groups using longitudinally observed values of markers related to the prognosis. We assume the availability of a training data set where the subjects' allocation into the prognostic group is known. The proposed method proceeds in two steps as described earlier in the literature. First, multivariate linear mixed models are fitted in each prognostic group from the training data set to model the dependence of markers on time and on possibly other covariates. Second, fitted mixed models are used to develop a discrimination rule for future subjects. Our method improves upon existing approaches by relaxing the normality assumption of random effects in the underlying mixed models. Namely, we assume a heteroscedastic multivariate normal mixture for random effects. Inference is performed in the Bayesian framework using the Markov chain Monte Carlo methodology. Software has been written for the proposed method and it is freely available. The methodology is applied to data from the Dutch Primary Biliary Cirrhosis Study. PMID:21170920

  17. MOMENT-BASED METHOD FOR RANDOM EFFECTS SELECTION IN LINEAR MIXED MODELS

    PubMed Central

    Ahn, Mihye; Lu, Wenbin

    2012-01-01

    The selection of random effects in linear mixed models is an important yet challenging problem in practice. We propose a robust and unified framework for automatically selecting random effects and estimating covariance components in linear mixed models. A moment-based loss function is first constructed for estimating the covariance matrix of random effects. Two types of shrinkage penalties, a hard thresholding operator and a new sandwich-type soft-thresholding penalty, are then imposed for sparse estimation and random effects selection. Compared with existing approaches, the new procedure does not require any distributional assumption on the random effects and error terms. We establish the asymptotic properties of the resulting estimator in terms of its consistency in both random effects selection and variance component estimation. Optimization strategies are suggested to tackle the computational challenges involved in estimating the sparse variance-covariance matrix. Furthermore, we extend the procedure to incorporate the selection of fixed effects as well. Numerical results show promising performance of the new approach in selecting both random and fixed effects and, consequently, improving the efficiency of estimating model parameters. Finally, we apply the approach to a data set from the Amsterdam Growth and Health study. PMID:23105913

  18. Bayesian inference for OPC modeling

    NASA Astrophysics Data System (ADS)

    Burbine, Andrew; Sturtevant, John; Fryer, David; Smith, Bruce W.

    2016-03-01

    The use of optical proximity correction (OPC) demands increasingly accurate models of the photolithographic process. Model building and inference techniques in the data science community have seen great strides in the past two decades which make better use of available information. This paper aims to demonstrate the predictive power of Bayesian inference as a method for parameter selection in lithographic models by quantifying the uncertainty associated with model inputs and wafer data. Specifically, the method combines the model builder's prior information about each modelling assumption with the maximization of each observation's likelihood as a Student's t-distributed random variable. Through the use of a Markov chain Monte Carlo (MCMC) algorithm, a model's parameter space is explored to find the most credible parameter values. During parameter exploration, the parameters' posterior distributions are generated by applying Bayes' rule, using a likelihood function and the a priori knowledge supplied. The MCMC algorithm used, an affine invariant ensemble sampler (AIES), is implemented by initializing many walkers which semiindependently explore the space. The convergence of these walkers to global maxima of the likelihood volume determine the parameter values' highest density intervals (HDI) to reveal champion models. We show that this method of parameter selection provides insights into the data that traditional methods do not and outline continued experiments to vet the method.

  19. A Linear Mixed Model for Predicting a Binary Event From Longitudinal Data Under Random Effects Misspecification

    PubMed Central

    Albert, Paul S.

    2013-01-01

    SUMMARY The use of longitudinal data for predicting a subsequent binary event is often the focus of diagnostic studies. This is particularly important in obstetrics, where ultrasound measurements taken during fetal development may be useful for predicting various poor pregnancy outcomes. We propose a modeling framework for predicting a binary event from longitudinal measurements where a shared random effect links the two processes together. Under a Gaussian random effects assumption, the approach is simple to implement with standard statistical software. Using asymptotic and simulation results, we show that estimates of predictive accuracy under a Gaussian random effects distribution are robust to severe misspecification of this distribution. However, under some circumstances, estimates of individual risk may be sensitive to severe random effects misspecification. We illustrate the methodology with data from a longitudinal fetal growth study. PMID:22081439

  20. Mixed model analysis of censored longitudinal data with flexible random-effects density.

    PubMed

    Vock, David M; Davidian, Marie; Tsiatis, Anastasios A; Muir, Andrew J

    2012-01-01

    Mixed models are commonly used to represent longitudinal or repeated measures data. An additional complication arises when the response is censored, for example, due to limits of quantification of the assay used. While Gaussian random effects are routinely assumed, little work has characterized the consequences of misspecifying the random-effects distribution nor has a more flexible distribution been studied for censored longitudinal data. We show that, in general, maximum likelihood estimators will not be consistent when the random-effects density is misspecified, and the effect of misspecification is likely to be greatest when the true random-effects density deviates substantially from normality and the number of noncensored observations on each subject is small. We develop a mixed model framework for censored longitudinal data in which the random effects are represented by the flexible seminonparametric density and show how to obtain estimates in SAS procedure NLMIXED. Simulations show that this approach can lead to reduction in bias and increase in efficiency relative to assuming Gaussian random effects. The methods are demonstrated on data from a study of hepatitis C virus. PMID:21914727

  1. A Mixture Proportional Hazards Model with Random Effects for Response Times in Tests

    ERIC Educational Resources Information Center

    Ranger, Jochen; Kuhn, Jörg-Tobias

    2016-01-01

    In this article, a new model for test response times is proposed that combines latent class analysis and the proportional hazards model with random effects in a similar vein as the mixture factor model. The model assumes the existence of different latent classes. In each latent class, the response times are distributed according to a…

  2. Revisiting Fixed- and Random-Effects Models: Some Considerations for Policy-Relevant Education Research

    ERIC Educational Resources Information Center

    Clarke, Paul; Crawford, Claire; Steele, Fiona; Vignoles, Anna

    2015-01-01

    The use of fixed (FE) and random effects (RE) in two-level hierarchical linear regression is discussed in the context of education research. We compare the robustness of FE models with the modelling flexibility and potential efficiency of those from RE models. We argue that the two should be seen as complementary approaches. We then compare both…

  3. Bayesian Uncertainty Analyses Via Deterministic Model

    NASA Astrophysics Data System (ADS)

    Krzysztofowicz, R.

    2001-05-01

    Rational decision-making requires that the total uncertainty about a variate of interest (a predictand) be quantified in terms of a probability distribution, conditional on all available information and knowledge. Suppose the state-of-knowledge is embodied in a deterministic model, which is imperfect and outputs only an estimate of the predictand. Fundamentals are presented of three Bayesian approaches to producing a probability distribution of the predictand via any deterministic model. The Bayesian Processor of Output (BPO) quantifies the total uncertainty in terms of a posterior distribution, conditional on model output. The Bayesian Processor of Ensemble (BPE) quantifies the total uncertainty in terms of a posterior distribution, conditional on an ensemble of model output. The Bayesian Forecasting System (BFS) decomposes the total uncertainty into input uncertainty and model uncertainty, which are characterized independently and then integrated into a predictive distribution.

  4. Mixed-Effects Modeling with Crossed Random Effects for Subjects and Items

    ERIC Educational Resources Information Center

    Baayen, R. H.; Davidson, D. J.; Bates, D. M.

    2008-01-01

    This paper provides an introduction to mixed-effects models for the analysis of repeated measurement data with subjects and items as crossed random effects. A worked-out example of how to use recent software for mixed-effects modeling is provided. Simulation studies illustrate the advantages offered by mixed-effects analyses compared to…

  5. Bayesian Methods for High Dimensional Linear Models

    PubMed Central

    Mallick, Himel; Yi, Nengjun

    2013-01-01

    In this article, we present a selective overview of some recent developments in Bayesian model and variable selection methods for high dimensional linear models. While most of the reviews in literature are based on conventional methods, we focus on recently developed methods, which have proven to be successful in dealing with high dimensional variable selection. First, we give a brief overview of the traditional model selection methods (viz. Mallow’s Cp, AIC, BIC, DIC), followed by a discussion on some recently developed methods (viz. EBIC, regularization), which have occupied the minds of many statisticians. Then, we review high dimensional Bayesian methods with a particular emphasis on Bayesian regularization methods, which have been used extensively in recent years. We conclude by briefly addressing the asymptotic behaviors of Bayesian variable selection methods for high dimensional linear models under different regularity conditions. PMID:24511433

  6. Bayesian Methods for High Dimensional Linear Models.

    PubMed

    Mallick, Himel; Yi, Nengjun

    2013-06-01

    In this article, we present a selective overview of some recent developments in Bayesian model and variable selection methods for high dimensional linear models. While most of the reviews in literature are based on conventional methods, we focus on recently developed methods, which have proven to be successful in dealing with high dimensional variable selection. First, we give a brief overview of the traditional model selection methods (viz. Mallow's Cp, AIC, BIC, DIC), followed by a discussion on some recently developed methods (viz. EBIC, regularization), which have occupied the minds of many statisticians. Then, we review high dimensional Bayesian methods with a particular emphasis on Bayesian regularization methods, which have been used extensively in recent years. We conclude by briefly addressing the asymptotic behaviors of Bayesian variable selection methods for high dimensional linear models under different regularity conditions.

  7. Bayesian Modeling of a Human MMORPG Player

    NASA Astrophysics Data System (ADS)

    Synnaeve, Gabriel; Bessière, Pierre

    2011-03-01

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

  8. Estimation of the Nonlinear Random Coefficient Model when Some Random Effects Are Separable

    ERIC Educational Resources Information Center

    du Toit, Stephen H. C.; Cudeck, Robert

    2009-01-01

    A method is presented for marginal maximum likelihood estimation of the nonlinear random coefficient model when the response function has some linear parameters. This is done by writing the marginal distribution of the repeated measures as a conditional distribution of the response given the nonlinear random effects. The resulting distribution…

  9. The Impact of Five Missing Data Treatments on a Cross-Classified Random Effects Model

    ERIC Educational Resources Information Center

    Hoelzle, Braden R.

    2012-01-01

    The present study compared the performance of five missing data treatment methods within a Cross-Classified Random Effects Model environment under various levels and patterns of missing data given a specified sample size. Prior research has shown the varying effect of missing data treatment options within the context of numerous statistical…

  10. Joint estimation of multiple disease-specific sensitivities and specificities via crossed random effects models for correlated reader-based diagnostic data: application of data cloning.

    PubMed

    Withanage, Niroshan; de Leon, Alexander R; Rudnisky, Christopher J

    2015-12-20

    We present a model for describing correlated binocular data from reader-based diagnostic studies, where the same group of readers evaluates the presence or absence of certain diseases on binocular organs (e.g., fellow eyes) of patients. Multiple random effects are incorporated to meaningfully delineate various associations in the data including crossed random effects to account for reader-specific variability and to incorporate cross correlations. To overcome the computational complexity involved in the evaluation and maximization of the marginal likelihood, we adopt the data cloning approach, which calculates maximum likelihood estimates under the Bayesian paradigm. The bias and efficiency of the estimates are assessed in two simulation studies. We apply our model to data from a diabetic retinopathy study. PMID:26179660

  11. Full Bayes Poisson gamma, Poisson lognormal, and zero inflated random effects models: Comparing the precision of crash frequency estimates.

    PubMed

    Aguero-Valverde, Jonathan

    2013-01-01

    In recent years, complex statistical modeling approaches have being proposed to handle the unobserved heterogeneity and the excess of zeros frequently found in crash data, including random effects and zero inflated models. This research compares random effects, zero inflated, and zero inflated random effects models using a full Bayes hierarchical approach. The models are compared not just in terms of goodness-of-fit measures but also in terms of precision of posterior crash frequency estimates since the precision of these estimates is vital for ranking of sites for engineering improvement. Fixed-over-time random effects models are also compared to independent-over-time random effects models. For the crash dataset being analyzed, it was found that once the random effects are included in the zero inflated models, the probability of being in the zero state is drastically reduced, and the zero inflated models degenerate to their non zero inflated counterparts. Also by fixing the random effects over time the fit of the models and the precision of the crash frequency estimates are significantly increased. It was found that the rankings of the fixed-over-time random effects models are very consistent among them. In addition, the results show that by fixing the random effects over time, the standard errors of the crash frequency estimates are significantly reduced for the majority of the segments on the top of the ranking.

  12. Clustering of time-course gene expression profiles using normal mixture models with autoregressive random effects

    PubMed Central

    2012-01-01

    Background Time-course gene expression data such as yeast cell cycle data may be periodically expressed. To cluster such data, currently used Fourier series approximations of periodic gene expressions have been found not to be sufficiently adequate to model the complexity of the time-course data, partly due to their ignoring the dependence between the expression measurements over time and the correlation among gene expression profiles. We further investigate the advantages and limitations of available models in the literature and propose a new mixture model with autoregressive random effects of the first order for the clustering of time-course gene-expression profiles. Some simulations and real examples are given to demonstrate the usefulness of the proposed models. Results We illustrate the applicability of our new model using synthetic and real time-course datasets. We show that our model outperforms existing models to provide more reliable and robust clustering of time-course data. Our model provides superior results when genetic profiles are correlated. It also gives comparable results when the correlation between the gene profiles is weak. In the applications to real time-course data, relevant clusters of coregulated genes are obtained, which are supported by gene-function annotation databases. Conclusions Our new model under our extension of the EMMIX-WIRE procedure is more reliable and robust for clustering time-course data because it adopts a random effects model that allows for the correlation among observations at different time points. It postulates gene-specific random effects with an autocorrelation variance structure that models coregulation within the clusters. The developed R package is flexible in its specification of the random effects through user-input parameters that enables improved modelling and consequent clustering of time-course data. PMID:23151154

  13. Hierarchical Bayesian models of cognitive development.

    PubMed

    Glassen, Thomas; Nitsch, Verena

    2016-06-01

    This article provides an introductory overview of the state of research on Hierarchical Bayesian Modeling in cognitive development. First, a brief historical summary and a definition of hierarchies in Bayesian modeling are given. Subsequently, some model structures are described based on four examples in the literature. These are models for the development of the shape bias, for learning ontological kinds and causal schemata as well as for the categorization of objects. The Bayesian modeling approach is then compared with the connectionist and nativist modeling paradigms and considered in view of Marr's (1982) three description levels of information-processing mechanisms. In this context, psychologically plausible algorithms and ideas of their neural implementation are presented. In addition to criticism and limitations of the approach, research needs are identified. PMID:27222110

  14. 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…

  15. Estimating anatomical trajectories with Bayesian mixed-effects modeling

    PubMed Central

    Ziegler, G.; Penny, W.D.; Ridgway, G.R.; Ourselin, S.; Friston, K.J.

    2015-01-01

    We introduce a mass-univariate framework for the analysis of whole-brain structural trajectories using longitudinal Voxel-Based Morphometry data and Bayesian inference. Our approach to developmental and aging longitudinal studies characterizes heterogeneous structural growth/decline between and within groups. In particular, we propose a probabilistic generative model that parameterizes individual and ensemble average changes in brain structure using linear mixed-effects models of age and subject-specific covariates. Model inversion uses Expectation Maximization (EM), while voxelwise (empirical) priors on the size of individual differences are estimated from the data. Bayesian inference on individual and group trajectories is realized using Posterior Probability Maps (PPM). In addition to parameter inference, the framework affords comparisons of models with varying combinations of model order for fixed and random effects using model evidence. We validate the model in simulations and real MRI data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) project. We further demonstrate how subject specific characteristics contribute to individual differences in longitudinal volume changes in healthy subjects, Mild Cognitive Impairment (MCI), and Alzheimer's Disease (AD). PMID:26190405

  16. Estimating anatomical trajectories with Bayesian mixed-effects modeling.

    PubMed

    Ziegler, G; Penny, W D; Ridgway, G R; Ourselin, S; Friston, K J

    2015-11-01

    We introduce a mass-univariate framework for the analysis of whole-brain structural trajectories using longitudinal Voxel-Based Morphometry data and Bayesian inference. Our approach to developmental and aging longitudinal studies characterizes heterogeneous structural growth/decline between and within groups. In particular, we propose a probabilistic generative model that parameterizes individual and ensemble average changes in brain structure using linear mixed-effects models of age and subject-specific covariates. Model inversion uses Expectation Maximization (EM), while voxelwise (empirical) priors on the size of individual differences are estimated from the data. Bayesian inference on individual and group trajectories is realized using Posterior Probability Maps (PPM). In addition to parameter inference, the framework affords comparisons of models with varying combinations of model order for fixed and random effects using model evidence. We validate the model in simulations and real MRI data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) project. We further demonstrate how subject specific characteristics contribute to individual differences in longitudinal volume changes in healthy subjects, Mild Cognitive Impairment (MCI), and Alzheimer's Disease (AD).

  17. Estimating anatomical trajectories with Bayesian mixed-effects modeling.

    PubMed

    Ziegler, G; Penny, W D; Ridgway, G R; Ourselin, S; Friston, K J

    2015-11-01

    We introduce a mass-univariate framework for the analysis of whole-brain structural trajectories using longitudinal Voxel-Based Morphometry data and Bayesian inference. Our approach to developmental and aging longitudinal studies characterizes heterogeneous structural growth/decline between and within groups. In particular, we propose a probabilistic generative model that parameterizes individual and ensemble average changes in brain structure using linear mixed-effects models of age and subject-specific covariates. Model inversion uses Expectation Maximization (EM), while voxelwise (empirical) priors on the size of individual differences are estimated from the data. Bayesian inference on individual and group trajectories is realized using Posterior Probability Maps (PPM). In addition to parameter inference, the framework affords comparisons of models with varying combinations of model order for fixed and random effects using model evidence. We validate the model in simulations and real MRI data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) project. We further demonstrate how subject specific characteristics contribute to individual differences in longitudinal volume changes in healthy subjects, Mild Cognitive Impairment (MCI), and Alzheimer's Disease (AD). PMID:26190405

  18. A Bayesian Nonparametric Meta-Analysis Model

    ERIC Educational Resources Information Center

    Karabatsos, George; Talbott, Elizabeth; Walker, Stephen G.

    2015-01-01

    In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal effect-size population distribution, conditionally on parameters and covariates. For estimating the mean overall…

  19. Estimation of linear mixed models with a mixture of distribution for the random effects.

    PubMed

    Proust, Cécile; Jacqmin-Gadda, Hélène

    2005-05-01

    The aim of this paper is to propose an algorithm to estimate linear mixed model when random effect distribution is a mixture of Gaussians. This heterogeneous linear mixed model relaxes the classical Gaussian assumption for the random effects and, when used for longitudinal data, can highlight distinct patterns of evolution. The observed likelihood is maximized using a Marquardt algorithm instead of the EM algorithm which is frequently used for mixture models. Indeed, the EM algorithm is computationally expensive and does not provide good convergence criteria nor direct estimates of the variance of the parameters. The proposed method also allows to classify subjects according to the estimated profiles by computing posterior probabilities of belonging to each component. The use of heterogeneous linear mixed model is illustrated through a study of the different patterns of cognitive evolution in the elderly. HETMIXLIN is a free Fortran90 program available on the web site: http://www.isped.u-bordeaux2.fr.

  20. Testing Bayesian models of human coincidence timing.

    PubMed

    Miyazaki, Makoto; Nozaki, Daichi; Nakajima, Yasoichi

    2005-07-01

    A sensorimotor control task often requires an accurate estimation of the timing of the arrival of an external target (e.g., when hitting a pitched ball). Conventional studies of human timing processes have ignored the stochastic features of target timing: e.g., the speed of the pitched ball is not generally constant, but is variable. Interestingly, based on Bayesian theory, it has been recently shown that the human sensorimotor system achieves the optimal estimation by integrating sensory information with prior knowledge of the probabilistic structure of the target variation. In this study, we tested whether Bayesian integration is also implemented while performing a coincidence-timing type of sensorimotor task by manipulating the trial-by-trial variability (i.e., the prior distribution) of the target timing. As a result, within several hundred trials of learning, subjects were able to generate systematic timing behavior according to the width of the prior distribution, as predicted by the optimal Bayesian model. Considering the previous studies showing that the human sensorimotor system uses Bayesian integration in spacing and force-grading tasks, our result indicates that Bayesian integration is fundamental to all aspects of human sensorimotor control. Moreover, it was noteworthy that the subjects could adjust their behavior both when the prior distribution was switched from wide to narrow and vice versa, although the adjustment was slower in the former case. Based on a comparison with observations in a previous study, we discuss the flexibility and adaptability of Bayesian sensorimotor learning.

  1. An Integrated Bayesian Model for DIF Analysis

    ERIC Educational Resources Information Center

    Soares, Tufi M.; Goncalves, Flavio B.; Gamerman, Dani

    2009-01-01

    In this article, an integrated Bayesian model for differential item functioning (DIF) analysis is proposed. The model is integrated in the sense of modeling the responses along with the DIF analysis. This approach allows DIF detection and explanation in a simultaneous setup. Previous empirical studies and/or subjective beliefs about the item…

  2. Bayesian modeling of flexible cognitive control

    PubMed Central

    Jiang, Jiefeng; Heller, Katherine; Egner, Tobias

    2014-01-01

    “Cognitive control” describes endogenous guidance of behavior in situations where routine stimulus-response associations are suboptimal for achieving a desired goal. The computational and neural mechanisms underlying this capacity remain poorly understood. We examine recent advances stemming from the application of a Bayesian learner perspective that provides optimal prediction for control processes. In reviewing the application of Bayesian models to cognitive control, we note that an important limitation in current models is a lack of a plausible mechanism for the flexible adjustment of control over conflict levels changing at varying temporal scales. We then show that flexible cognitive control can be achieved by a Bayesian model with a volatility-driven learning mechanism that modulates dynamically the relative dependence on recent and remote experiences in its prediction of future control demand. We conclude that the emergent Bayesian perspective on computational mechanisms of cognitive control holds considerable promise, especially if future studies can identify neural substrates of the variables encoded by these models, and determine the nature (Bayesian or otherwise) of their neural implementation. PMID:24929218

  3. Crash risk analysis for Shanghai urban expressways: A Bayesian semi-parametric modeling approach.

    PubMed

    Yu, Rongjie; Wang, Xuesong; Yang, Kui; Abdel-Aty, Mohamed

    2016-10-01

    Urban expressway systems have been developed rapidly in recent years in China; it has become one key part of the city roadway networks as carrying large traffic volume and providing high traveling speed. Along with the increase of traffic volume, traffic safety has become a major issue for Chinese urban expressways due to the frequent crash occurrence and the non-recurrent congestions caused by them. For the purpose of unveiling crash occurrence mechanisms and further developing Active Traffic Management (ATM) control strategies to improve traffic safety, this study developed disaggregate crash risk analysis models with loop detector traffic data and historical crash data. Bayesian random effects logistic regression models were utilized as it can account for the unobserved heterogeneity among crashes. However, previous crash risk analysis studies formulated random effects distributions in a parametric approach, which assigned them to follow normal distributions. Due to the limited information known about random effects distributions, subjective parametric setting may be incorrect. In order to construct more flexible and robust random effects to capture the unobserved heterogeneity, Bayesian semi-parametric inference technique was introduced to crash risk analysis in this study. Models with both inference techniques were developed for total crashes; semi-parametric models were proved to provide substantial better model goodness-of-fit, while the two models shared consistent coefficient estimations. Later on, Bayesian semi-parametric random effects logistic regression models were developed for weekday peak hour crashes, weekday non-peak hour crashes, and weekend non-peak hour crashes to investigate different crash occurrence scenarios. Significant factors that affect crash risk have been revealed and crash mechanisms have been concluded.

  4. Crash risk analysis for Shanghai urban expressways: A Bayesian semi-parametric modeling approach.

    PubMed

    Yu, Rongjie; Wang, Xuesong; Yang, Kui; Abdel-Aty, Mohamed

    2016-10-01

    Urban expressway systems have been developed rapidly in recent years in China; it has become one key part of the city roadway networks as carrying large traffic volume and providing high traveling speed. Along with the increase of traffic volume, traffic safety has become a major issue for Chinese urban expressways due to the frequent crash occurrence and the non-recurrent congestions caused by them. For the purpose of unveiling crash occurrence mechanisms and further developing Active Traffic Management (ATM) control strategies to improve traffic safety, this study developed disaggregate crash risk analysis models with loop detector traffic data and historical crash data. Bayesian random effects logistic regression models were utilized as it can account for the unobserved heterogeneity among crashes. However, previous crash risk analysis studies formulated random effects distributions in a parametric approach, which assigned them to follow normal distributions. Due to the limited information known about random effects distributions, subjective parametric setting may be incorrect. In order to construct more flexible and robust random effects to capture the unobserved heterogeneity, Bayesian semi-parametric inference technique was introduced to crash risk analysis in this study. Models with both inference techniques were developed for total crashes; semi-parametric models were proved to provide substantial better model goodness-of-fit, while the two models shared consistent coefficient estimations. Later on, Bayesian semi-parametric random effects logistic regression models were developed for weekday peak hour crashes, weekday non-peak hour crashes, and weekend non-peak hour crashes to investigate different crash occurrence scenarios. Significant factors that affect crash risk have been revealed and crash mechanisms have been concluded. PMID:26847949

  5. An efficient technique for Bayesian modeling of family data using the BUGS software

    PubMed Central

    Bae, Harold T.; Perls, Thomas T.; Sebastiani, Paola

    2014-01-01

    Linear mixed models have become a popular tool to analyze continuous data from family-based designs by using random effects that model the correlation of subjects from the same family. However, mixed models for family data are challenging to implement with the BUGS (Bayesian inference Using Gibbs Sampling) software because of the high-dimensional covariance matrix of the random effects. This paper describes an efficient parameterization that utilizes the singular value decomposition of the covariance matrix of random effects, includes the BUGS code for such implementation, and extends the parameterization to generalized linear mixed models. The implementation is evaluated using simulated data and an example from a large family-based study is presented with a comparison to other existing methods. PMID:25477899

  6. Heterogeneous Factor Analysis Models: A Bayesian Approach.

    ERIC Educational Resources Information Center

    Ansari, Asim; Jedidi, Kamel; Dube, Laurette

    2002-01-01

    Developed Markov Chain Monte Carlo procedures to perform Bayesian inference, model checking, and model comparison in heterogeneous factor analysis. Tested the approach with synthetic data and data from a consumption emotion study involving 54 consumers. Results show that traditional psychometric methods cannot fully capture the heterogeneity in…

  7. Survey of Bayesian Models for Modelling of Stochastic Temporal Processes

    SciTech Connect

    Ng, B

    2006-10-12

    This survey gives an overview of popular generative models used in the modeling of stochastic temporal systems. In particular, this survey is organized into two parts. The first part discusses the discrete-time representations of dynamic Bayesian networks and dynamic relational probabilistic models, while the second part discusses the continuous-time representation of continuous-time Bayesian networks.

  8. Hierarchical Bayesian Models of Subtask Learning

    ERIC Educational Resources Information Center

    Anglim, Jeromy; Wynton, Sarah K. A.

    2015-01-01

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

  9. Calibration of crash risk models on freeways with limited real-time traffic data using Bayesian meta-analysis and Bayesian inference approach.

    PubMed

    Xu, Chengcheng; Wang, Wei; Liu, Pan; Li, Zhibin

    2015-12-01

    This study aimed to develop a real-time crash risk model with limited data in China by using Bayesian meta-analysis and Bayesian inference approach. A systematic review was first conducted by using three different Bayesian meta-analyses, including the fixed effect meta-analysis, the random effect meta-analysis, and the meta-regression. The meta-analyses provided a numerical summary of the effects of traffic variables on crash risks by quantitatively synthesizing results from previous studies. The random effect meta-analysis and the meta-regression produced a more conservative estimate for the effects of traffic variables compared with the fixed effect meta-analysis. Then, the meta-analyses results were used as informative priors for developing crash risk models with limited data. Three different meta-analyses significantly affect model fit and prediction accuracy. The model based on meta-regression can increase the prediction accuracy by about 15% as compared to the model that was directly developed with limited data. Finally, the Bayesian predictive densities analysis was used to identify the outliers in the limited data. It can further improve the prediction accuracy by 5.0%.

  10. A Bayesian approach for the multiplicative binomial regression model

    NASA Astrophysics Data System (ADS)

    Paraíba, Carolina C. M.; Diniz, Carlos A. R.; Pires, Rubiane M.

    2012-10-01

    In the present paper, we focus our attention on Altham's multiplicative binomial model under the Bayesian perspective, modeling both the probability of success and the dispersion parameters. We present results based on a simulated data set to access the quality of Bayesian estimates and Bayesian diagnostic for model assessment.

  11. Normativity, interpretation, and Bayesian models

    PubMed Central

    Oaksford, Mike

    2014-01-01

    It has been suggested that evaluative normativity should be expunged from the psychology of reasoning. A broadly Davidsonian response to these arguments is presented. It is suggested that two distinctions, between different types of rationality, are more permeable than this argument requires and that the fundamental objection is to selecting theories that make the most rational sense of the data. It is argued that this is inevitable consequence of radical interpretation where understanding others requires assuming they share our own norms of reasoning. This requires evaluative normativity and it is shown that when asked to evaluate others’ arguments participants conform to rational Bayesian norms. It is suggested that logic and probability are not in competition and that the variety of norms is more limited than the arguments against evaluative normativity suppose. Moreover, the universality of belief ascription suggests that many of our norms are universal and hence evaluative. It is concluded that the union of evaluative normativity and descriptive psychology implicit in Davidson and apparent in the psychology of reasoning is a good thing. PMID:24860519

  12. Road network safety evaluation using Bayesian hierarchical joint model.

    PubMed

    Wang, Jie; Huang, Helai

    2016-05-01

    Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well.

  13. Hierarchical Bayesian model updating for structural identification

    NASA Astrophysics Data System (ADS)

    Behmanesh, Iman; Moaveni, Babak; Lombaert, Geert; Papadimitriou, Costas

    2015-12-01

    A new probabilistic finite element (FE) model updating technique based on Hierarchical Bayesian modeling is proposed for identification of civil structural systems under changing ambient/environmental conditions. The performance of the proposed technique is investigated for (1) uncertainty quantification of model updating parameters, and (2) probabilistic damage identification of the structural systems. Accurate estimation of the uncertainty in modeling parameters such as mass or stiffness is a challenging task. Several Bayesian model updating frameworks have been proposed in the literature that can successfully provide the "parameter estimation uncertainty" of model parameters with the assumption that there is no underlying inherent variability in the updating parameters. However, this assumption may not be valid for civil structures where structural mass and stiffness have inherent variability due to different sources of uncertainty such as changing ambient temperature, temperature gradient, wind speed, and traffic loads. Hierarchical Bayesian model updating is capable of predicting the overall uncertainty/variability of updating parameters by assuming time-variability of the underlying linear system. A general solution based on Gibbs Sampler is proposed to estimate the joint probability distributions of the updating parameters. The performance of the proposed Hierarchical approach is evaluated numerically for uncertainty quantification and damage identification of a 3-story shear building model. Effects of modeling errors and incomplete modal data are considered in the numerical study.

  14. Random Effects Models and Multistage Estimation Procedures for Statistical Population Reconstruction of Small Game Populations

    PubMed Central

    Gast, Christopher M.; Skalski, John R.; Isabelle, Jason L.; Clawson, Michael V.

    2013-01-01

    Recently, statistical population models using age-at-harvest data have seen increasing use for monitoring of harvested wildlife populations. Even more recently, detailed evaluation of model performance for long-lived, large game animals indicated that the use of random effects to incorporate unmeasured environmental variation, as well as second-stage Horvitz-Thompson-type estimators of abundance, provided more reliable estimates of total abundance than previous models. We adapt this new modeling framework to small game, age-at-harvest models with only young-of-the-year and adult age classes. Our Monte Carlo simulation results indicate superior model performance for the new modeling framework, evidenced by lower bias and proper confidence interval coverage. We apply this method to male wild turkey harvest in the East Ozarks turkey productivity region, Missouri, USA, where statistical population reconstruction indicates a relatively stationary population for 1996–2010. PMID:23755199

  15. Posterior Predictive Bayesian Phylogenetic Model Selection

    PubMed Central

    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

  16. Blast-related mild traumatic brain injury: a Bayesian random-effects meta-analysis on the cognitive outcomes of concussion among military personnel.

    PubMed

    Karr, Justin E; Areshenkoff, Corson N; Duggan, Emily C; Garcia-Barrera, Mauricio A

    2014-12-01

    Throughout their careers, many soldiers experience repeated blasts exposures from improvised explosive devices, which often involve head injury. Consequentially, blast-related mild Traumatic Brain Injury (mTBI) has become prevalent in modern conflicts, often occuring co-morbidly with psychiatric illness (e.g., post-traumatic stress disorder [PTSD]). In turn, a growing body of research has begun to explore the cognitive and psychiatric sequelae of blast-related mTBI. The current meta-analysis aimed to evaluate the chronic effects of blast-related mTBI on cognitive performance. A systematic review identified 9 studies reporting 12 samples meeting eligibility criteria. A Bayesian random-effects meta-analysis was conducted with cognitive construct and PTSD symptoms explored as moderators. The overall posterior mean effect size and Highest Density Interval (HDI) came to d = -0.12 [-0.21, -0.04], with executive function (-0.16 [-0.31, 0.00]), verbal delayed memory (-0.19 [-0.44, 0.06]) and processing speed (-0.11 [-0.26, 0.01]) presenting as the most sensitive cognitive domains to blast-related mTBI. When dividing executive function into diverse sub-constructs (i.e., working memory, inhibition, set-shifting), set-shifting presented the largest effect size (-0.33 [-0.55, -0.05]). PTSD symptoms did not predict cognitive effects sizes, β PTSD  = -0.02 [-0.23, 0.20]. The results indicate a subtle, but chronic cognitive impairment following mTBI, especially in set-shifting, a relevant aspect of executive attention. These findings are consistent with past meta-analyses on multiple mTBI and correspond with past neuroimaging research on the cognitive correlates of white matter damage common in mTBI. However, all studies had cross-sectional designs, which resulted in universally low quality ratings and limited the conclusions inferable from this meta-analysis. PMID:25253505

  17. Bayesian Recurrent Neural Network for Language Modeling.

    PubMed

    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.

  18. Bayesian population modeling of drug dosing adherence.

    PubMed

    Fellows, Kelly; Stoneking, Colin J; Ramanathan, Murali

    2015-10-01

    Adherence is a frequent contributing factor to variations in drug concentrations and efficacy. The purpose of this work was to develop an integrated population model to describe variation in adherence, dose-timing deviations, overdosing and persistence to dosing regimens. The hybrid Markov chain-von Mises method for modeling adherence in individual subjects was extended to the population setting using a Bayesian approach. Four integrated population models for overall adherence, the two-state Markov chain transition parameters, dose-timing deviations, overdosing and persistence were formulated and critically compared. The Markov chain-Monte Carlo algorithm was used for identifying distribution parameters and for simulations. The model was challenged with medication event monitoring system data for 207 hypertension patients. The four Bayesian models demonstrated good mixing and convergence characteristics. The distributions of adherence, dose-timing deviations, overdosing and persistence were markedly non-normal and diverse. The models varied in complexity and the method used to incorporate inter-dependence with the preceding dose in the two-state Markov chain. The model that incorporated a cooperativity term for inter-dependence and a hyperbolic parameterization of the transition matrix probabilities was identified as the preferred model over the alternatives. The simulated probability densities from the model satisfactorily fit the observed probability distributions of adherence, dose-timing deviations, overdosing and persistence parameters in the sample patients. The model also adequately described the median and observed quartiles for these parameters. The Bayesian model for adherence provides a parsimonious, yet integrated, description of adherence in populations. It may find potential applications in clinical trial simulations and pharmacokinetic-pharmacodynamic modeling. PMID:26319548

  19. Bayesian model selection analysis of WMAP3

    SciTech Connect

    Parkinson, David; Mukherjee, Pia; Liddle, Andrew R.

    2006-06-15

    We present a Bayesian model selection analysis of WMAP3 data using our code CosmoNest. We focus on the density perturbation spectral index n{sub S} and the tensor-to-scalar ratio r, which define the plane of slow-roll inflationary models. We find that while the Bayesian evidence supports the conclusion that n{sub S}{ne}1, the data are not yet powerful enough to do so at a strong or decisive level. If tensors are assumed absent, the current odds are approximately 8 to 1 in favor of n{sub S}{ne}1 under our assumptions, when WMAP3 data is used together with external data sets. WMAP3 data on its own is unable to distinguish between the two models. Further, inclusion of r as a parameter weakens the conclusion against the Harrison-Zel'dovich case (n{sub S}=1, r=0), albeit in a prior-dependent way. In appendices we describe the CosmoNest code in detail, noting its ability to supply posterior samples as well as to accurately compute the Bayesian evidence. We make a first public release of CosmoNest, now available at www.cosmonest.org.

  20. NIMROD: a program for inference via a normal approximation of the posterior in models with random effects based on ordinary differential equations.

    PubMed

    Prague, Mélanie; Commenges, Daniel; Guedj, Jérémie; Drylewicz, Julia; Thiébaut, Rodolphe

    2013-08-01

    Models based on ordinary differential equations (ODE) are widespread tools for describing dynamical systems. In biomedical sciences, data from each subject can be sparse making difficult to precisely estimate individual parameters by standard non-linear regression but information can often be gained from between-subjects variability. This makes natural the use of mixed-effects models to estimate population parameters. Although the maximum likelihood approach is a valuable option, identifiability issues favour Bayesian approaches which can incorporate prior knowledge in a flexible way. However, the combination of difficulties coming from the ODE system and from the presence of random effects raises a major numerical challenge. Computations can be simplified by making a normal approximation of the posterior to find the maximum of the posterior distribution (MAP). Here we present the NIMROD program (normal approximation inference in models with random effects based on ordinary differential equations) devoted to the MAP estimation in ODE models. We describe the specific implemented features such as convergence criteria and an approximation of the leave-one-out cross-validation to assess the model quality of fit. In pharmacokinetics models, first, we evaluate the properties of this algorithm and compare it with FOCE and MCMC algorithms in simulations. Then, we illustrate NIMROD use on Amprenavir pharmacokinetics data from the PUZZLE clinical trial in HIV infected patients.

  1. Bayesian structural equation modeling in sport and exercise psychology.

    PubMed

    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.

  2. Bayesian structural equation modeling in sport and exercise psychology.

    PubMed

    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. PMID:26442771

  3. SNP_NLMM: A SAS Macro to Implement a Flexible Random Effects Density for Generalized Linear and Nonlinear Mixed Models.

    PubMed

    Vock, David M; Davidian, Marie; Tsiatis, Anastasios A

    2014-01-01

    Generalized linear and nonlinear mixed models (GMMMs and NLMMs) are commonly used to represent non-Gaussian or nonlinear longitudinal or clustered data. A common assumption is that the random effects are Gaussian. However, this assumption may be unrealistic in some applications, and misspecification of the random effects density may lead to maximum likelihood parameter estimators that are inconsistent, biased, and inefficient. Because testing if the random effects are Gaussian is difficult, previous research has recommended using a flexible random effects density. However, computational limitations have precluded widespread use of flexible random effects densities for GLMMs and NLMMs. We develop a SAS macro, SNP_NLMM, that overcomes the computational challenges to fit GLMMs and NLMMs where the random effects are assumed to follow a smooth density that can be represented by the seminonparametric formulation proposed by Gallant and Nychka (1987). The macro is flexible enough to allow for any density of the response conditional on the random effects and any nonlinear mean trajectory. We demonstrate the SNP_NLMM macro on a GLMM of the disease progression of toenail infection and on a NLMM of intravenous drug concentration over time.

  4. SNP_NLMM: A SAS Macro to Implement a Flexible Random Effects Density for Generalized Linear and Nonlinear Mixed Models.

    PubMed

    Vock, David M; Davidian, Marie; Tsiatis, Anastasios A

    2014-01-01

    Generalized linear and nonlinear mixed models (GMMMs and NLMMs) are commonly used to represent non-Gaussian or nonlinear longitudinal or clustered data. A common assumption is that the random effects are Gaussian. However, this assumption may be unrealistic in some applications, and misspecification of the random effects density may lead to maximum likelihood parameter estimators that are inconsistent, biased, and inefficient. Because testing if the random effects are Gaussian is difficult, previous research has recommended using a flexible random effects density. However, computational limitations have precluded widespread use of flexible random effects densities for GLMMs and NLMMs. We develop a SAS macro, SNP_NLMM, that overcomes the computational challenges to fit GLMMs and NLMMs where the random effects are assumed to follow a smooth density that can be represented by the seminonparametric formulation proposed by Gallant and Nychka (1987). The macro is flexible enough to allow for any density of the response conditional on the random effects and any nonlinear mean trajectory. We demonstrate the SNP_NLMM macro on a GLMM of the disease progression of toenail infection and on a NLMM of intravenous drug concentration over time. PMID:24688453

  5. SNP_NLMM: A SAS Macro to Implement a Flexible Random Effects Density for Generalized Linear and Nonlinear Mixed Models

    PubMed Central

    Vock, David M.; Davidian, Marie; Tsiatis, Anastasios A.

    2014-01-01

    Generalized linear and nonlinear mixed models (GMMMs and NLMMs) are commonly used to represent non-Gaussian or nonlinear longitudinal or clustered data. A common assumption is that the random effects are Gaussian. However, this assumption may be unrealistic in some applications, and misspecification of the random effects density may lead to maximum likelihood parameter estimators that are inconsistent, biased, and inefficient. Because testing if the random effects are Gaussian is difficult, previous research has recommended using a flexible random effects density. However, computational limitations have precluded widespread use of flexible random effects densities for GLMMs and NLMMs. We develop a SAS macro, SNP_NLMM, that overcomes the computational challenges to fit GLMMs and NLMMs where the random effects are assumed to follow a smooth density that can be represented by the seminonparametric formulation proposed by Gallant and Nychka (1987). The macro is flexible enough to allow for any density of the response conditional on the random effects and any nonlinear mean trajectory. We demonstrate the SNP_NLMM macro on a GLMM of the disease progression of toenail infection and on a NLMM of intravenous drug concentration over time. PMID:24688453

  6. Bayesian latent structure models with space-time-dependent covariates.

    PubMed

    Cai, Bo; Lawson, Andrew B; Hossain, Md Monir; Choi, Jungsoon

    2012-04-01

    Spatial-temporal data requires flexible regression models which can model the dependence of responses on space- and time-dependent covariates. In this paper, we describe a semiparametric space-time model from a Bayesian perspective. Nonlinear time dependence of covariates and the interactions among the covariates are constructed by local linear and piecewise linear models, allowing for more flexible orientation and position of the covariate plane by using time-varying basis functions. Space-varying covariate linkage coefficients are also incorporated to allow for the variation of space structures across the geographical location. The formulation accommodates uncertainty in the number and locations of the piecewise basis functions to characterize the global effects, spatially structured and unstructured random effects in relation to covariates. The proposed approach relies on variable selection-type mixture priors for uncertainty in the number and locations of basis functions and in the space-varying linkage coefficients. A simulation example is presented to evaluate the performance of the proposed approach with the competing models. A real data example is used for illustration.

  7. Bayesian approach for flexible modeling of semicompeting risks data.

    PubMed

    Han, Baoguang; Yu, Menggang; Dignam, James J; Rathouz, Paul J

    2014-12-20

    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

  8. Applying the random effect negative binomial model to examine traffic accident occurrence at signalized intersections.

    PubMed

    Chin, Hoong Chor; Quddus, Mohammed Abdul

    2003-03-01

    Poisson and negative binomial (NB) models have been used to analyze traffic accident occurrence at intersections for several years. There are however, limitations in the use of such models. The Poisson model requires the variance-to-mean ratio of the accident data to be about 1. Both the Poisson and the NB models require the accident data to be uncorrelated in time. Due to unobserved heterogeneity and serial correlation in the accident data, both models seem to be inappropriate. A more suitable alternative is the random effect negative binomial (RENB) model, which by treating the data in a time-series cross-section panel, will be able to deal with the spatial and temporal effects in the data. This paper describes the use of RENB model to identify the elements that affect intersection safety. To establish the suitability of the model, several goodness-of-fit statistics are used. The model is then applied to investigate the relationship between accident occurrence and the geometric, traffic and control characteristics of signalized intersections in Singapore. The results showed that 11 variables significantly affected the safety at the intersections. The total approach volumes, the numbers of phases per cycle, the uncontrolled left-turn lane and the presence of a surveillance camera are among the variables that are the highly significant. PMID:12504146

  9. Bayesian residual analysis for beta-binomial regression models

    NASA Astrophysics Data System (ADS)

    Pires, Rubiane Maria; Diniz, Carlos Alberto Ribeiro

    2012-10-01

    The beta-binomial regression model is an alternative model to the sum of any sequence of equicorrelated binary variables with common probability of success p. In this work a Bayesian perspective of this model is presented considering different link functions and different correlation structures. A general Bayesian residual analysis for this model, a issue which is often neglected in Bayesian analysis, using the residuals based on the predicted values obtained by the conditional predictive ordinate [1], the residuals based on the posterior distribution of the model parameters [2] and the Bayesian deviance residual [3] are presented in order to check the assumptions in the model.

  10. Bayesian Kinematic Finite Fault Source Models (Invited)

    NASA Astrophysics Data System (ADS)

    Minson, S. E.; Simons, M.; Beck, J. L.

    2010-12-01

    Finite fault earthquake source models are inherently under-determined: there is no unique solution to the inverse problem of determining the rupture history at depth as a function of time and space when our data are only limited observations at the Earth's surface. Traditional inverse techniques rely on model constraints and regularization to generate one model from the possibly broad space of all possible solutions. However, Bayesian methods allow us to determine the ensemble of all possible source models which are consistent with the data and our a priori assumptions about the physics of the earthquake source. Until now, Bayesian techniques have been of limited utility because they are computationally intractable for problems with as many free parameters as kinematic finite fault models. We have developed a methodology called Cascading Adaptive Tempered Metropolis In Parallel (CATMIP) which allows us to sample very high-dimensional problems in a parallel computing framework. The CATMIP algorithm combines elements of simulated annealing and genetic algorithms with the Metropolis algorithm to dynamically optimize the algorithm's efficiency as it runs. We will present synthetic performance tests of finite fault models made with this methodology as well as a kinematic source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. This earthquake was well recorded by multiple ascending and descending interferograms and a network of high-rate GPS stations whose records can be used as near-field seismograms.

  11. Posterior predictive Bayesian phylogenetic model selection.

    PubMed

    Lewis, Paul O; Xie, Wangang; Chen, Ming-Hui; Fan, Yu; Kuo, Lynn

    2014-05-01

    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. PMID:24193892

  12. Moving beyond qualitative evaluations of Bayesian models of cognition.

    PubMed

    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.

  13. A Bayesian Shrinkage Approach for AMMI Models

    PubMed Central

    de Oliveira, Luciano Antonio; Nuvunga, Joel Jorge; Pamplona, Andrezza Kéllen Alves

    2015-01-01

    Linear-bilinear models, especially the additive main effects and multiplicative interaction (AMMI) model, are widely applicable to genotype-by-environment interaction (GEI) studies in plant breeding programs. These models allow a parsimonious modeling of GE interactions, retaining a small number of principal components in the analysis. However, one aspect of the AMMI model that is still debated is the selection criteria for determining the number of multiplicative terms required to describe the GE interaction pattern. Shrinkage estimators have been proposed as selection criteria for the GE interaction components. In this study, a Bayesian approach was combined with the AMMI model with shrinkage estimators for the principal components. A total of 55 maize genotypes were evaluated in nine different environments using a complete blocks design with three replicates. The results show that the traditional Bayesian AMMI model produces low shrinkage of singular values but avoids the usual pitfalls in determining the credible intervals in the biplot. On the other hand, Bayesian shrinkage AMMI models have difficulty with the credible interval for model parameters, but produce stronger shrinkage of the principal components, converging to GE matrices that have more shrinkage than those obtained using mixed models. This characteristic allowed more parsimonious models to be chosen, and resulted in models being selected that were similar to those obtained by the Cornelius F-test (α = 0.05) in traditional AMMI models and cross validation based on leave-one-out. This characteristic allowed more parsimonious models to be chosen and more GEI pattern retained on the first two components. The resulting model chosen by posterior distribution of singular value was also similar to those produced by the cross-validation approach in traditional AMMI models. Our method enables the estimation of credible interval for AMMI biplot plus the choice of AMMI model based on direct posterior

  14. A Bayesian Shrinkage Approach for AMMI Models.

    PubMed

    da Silva, Carlos Pereira; de Oliveira, Luciano Antonio; Nuvunga, Joel Jorge; Pamplona, Andrezza Kéllen Alves; Balestre, Marcio

    2015-01-01

    Linear-bilinear models, especially the additive main effects and multiplicative interaction (AMMI) model, are widely applicable to genotype-by-environment interaction (GEI) studies in plant breeding programs. These models allow a parsimonious modeling of GE interactions, retaining a small number of principal components in the analysis. However, one aspect of the AMMI model that is still debated is the selection criteria for determining the number of multiplicative terms required to describe the GE interaction pattern. Shrinkage estimators have been proposed as selection criteria for the GE interaction components. In this study, a Bayesian approach was combined with the AMMI model with shrinkage estimators for the principal components. A total of 55 maize genotypes were evaluated in nine different environments using a complete blocks design with three replicates. The results show that the traditional Bayesian AMMI model produces low shrinkage of singular values but avoids the usual pitfalls in determining the credible intervals in the biplot. On the other hand, Bayesian shrinkage AMMI models have difficulty with the credible interval for model parameters, but produce stronger shrinkage of the principal components, converging to GE matrices that have more shrinkage than those obtained using mixed models. This characteristic allowed more parsimonious models to be chosen, and resulted in models being selected that were similar to those obtained by the Cornelius F-test (α = 0.05) in traditional AMMI models and cross validation based on leave-one-out. This characteristic allowed more parsimonious models to be chosen and more GEI pattern retained on the first two components. The resulting model chosen by posterior distribution of singular value was also similar to those produced by the cross-validation approach in traditional AMMI models. Our method enables the estimation of credible interval for AMMI biplot plus the choice of AMMI model based on direct posterior

  15. Model Comparison of Bayesian Semiparametric and Parametric Structural Equation Models

    ERIC Educational Resources Information Center

    Song, Xin-Yuan; Xia, Ye-Mao; Pan, Jun-Hao; Lee, Sik-Yum

    2011-01-01

    Structural equation models have wide applications. One of the most important issues in analyzing structural equation models is model comparison. This article proposes a Bayesian model comparison statistic, namely the "L[subscript nu]"-measure for both semiparametric and parametric structural equation models. For illustration purposes, we consider…

  16. A Nonparametric Bayesian Model for Nested Clustering.

    PubMed

    Lee, Juhee; Müller, Peter; Zhu, Yitan; Ji, Yuan

    2016-01-01

    We propose a nonparametric Bayesian model for clustering where clusters of experimental units are determined by a shared pattern of clustering another set of experimental units. The proposed model is motivated by the analysis of protein activation data, where we cluster proteins such that all proteins in one cluster give rise to the same clustering of patients. That is, we define clusters of proteins by the way that patients group with respect to the corresponding protein activations. This is in contrast to (almost) all currently available models that use shared parameters in the sampling model to define clusters. This includes in particular model based clustering, Dirichlet process mixtures, product partition models, and more. We show results for two typical biostatistical inference problems that give rise to clustering. PMID:26519174

  17. Model feedback in Bayesian propensity score estimation.

    PubMed

    Zigler, Corwin M; Watts, Krista; Yeh, Robert W; Wang, Yun; Coull, Brent A; Dominici, Francesca

    2013-03-01

    Methods based on the propensity score comprise one set of valuable tools for comparative effectiveness research and for estimating causal effects more generally. These methods typically consist of two distinct stages: (1) a propensity score stage where a model is fit to predict the propensity to receive treatment (the propensity score), and (2) an outcome stage where responses are compared in treated and untreated units having similar values of the estimated propensity score. Traditional techniques conduct estimation in these two stages separately; estimates from the first stage are treated as fixed and known for use in the second stage. Bayesian methods have natural appeal in these settings because separate likelihoods for the two stages can be combined into a single joint likelihood, with estimation of the two stages carried out simultaneously. One key feature of joint estimation in this context is "feedback" between the outcome stage and the propensity score stage, meaning that quantities in a model for the outcome contribute information to posterior distributions of quantities in the model for the propensity score. We provide a rigorous assessment of Bayesian propensity score estimation to show that model feedback can produce poor estimates of causal effects absent strategies that augment propensity score adjustment with adjustment for individual covariates. We illustrate this phenomenon with a simulation study and with a comparative effectiveness investigation of carotid artery stenting versus carotid endarterectomy among 123,286 Medicare beneficiaries hospitlized for stroke in 2006 and 2007. PMID:23379793

  18. The gradient function as an exploratory goodness-of-fit assessment of the random-effects distribution in mixed models.

    PubMed

    Verbeke, Geert; Molenberghs, Geert

    2013-07-01

    Inference in mixed models is often based on the marginal distribution obtained from integrating out random effects over a pre-specified, often parametric, distribution. In this paper, we present the so-called gradient function as a simple graphical exploratory diagnostic tool to assess whether the assumed random-effects distribution produces an adequate fit to the data, in terms of marginal likelihood. The method does not require any calculations in addition to the computations needed to fit the model, and can be applied to a wide range of mixed models (linear, generalized linear, non-linear), with univariate as well as multivariate random effects, as long as the distribution for the outcomes conditional on the random effects is correctly specified. In case of model misspecification, the gradient function gives an important, albeit informal, indication on how the model can be improved in terms of random-effects distribution. The diagnostic value of the gradient function is extensively illustrated using some simulated examples, as well as in the analysis of a real longitudinal study with binary outcome values.

  19. Bayesian model comparison of solar flare spectra

    NASA Astrophysics Data System (ADS)

    Ireland, J.; Holman, G.

    2012-12-01

    The detailed understanding of solar flares requires an understanding of the physics of accelerated electrons, since electrons carry a large fraction of the total energy released in a flare. Hard X-ray energy flux spectral observations of solar flares can be fit with different parameterized models of the interaction of the flare-accelerated electrons with the solar plasma. Each model describes different possible physical effects that may occur in solar flares. Bayesian model comparison provides a technique for assessing which model best describes the data. The advantage of this technique over others is that it can fully account for the different number and type of parameters in each model. We demonstrate this using Ramaty High Energy Solar Spectroscopic Imager (RHESSI) spectral data from the GOES (Geostationary Operational Environmental Satellite) X4.8 flare of 23-July-2002. We suggest that the observed spectrum can be reproduced using two different parameterized models of the flare electron content. The first model assumes that the flare-accelerated electron spectrum consisting of a single power law with a fixed low energy cutoff assumed to be below the range of fitted X-ray energies, interacting with a non-uniformly ionized target. The second model assumes that the flare-accelerated electron spectrum has a broken power law and a low energy cutoff, which interacts with a fully ionized target plasma. The low energy cutoff in this model is a parameter used in fitting the data. We will introduce and use Bayesian model comparison techniques to decide which model best explains the observed data. This work is funded by the NASA Solar and Heliospheric Physics program.

  20. 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.

  1. Bayesian Lasso for Semiparametric Structural Equation Models

    PubMed Central

    Guo, Ruixin; Zhu, Hongtu; Chow, Sy-Miin; Ibrahim, Joseph G.

    2011-01-01

    Summary There has been great interest in developing nonlinear structural equation models and associated statistical inference procedures, including estimation and model selection methods. In this paper a general semiparametric structural equation model (SSEM) is developed in which the structural equation is composed of nonparametric functions of exogenous latent variables and fixed covariates on a set of latent endogenous variables. A basis representation is used to approximate these nonparametric functions in the structural equation and the Bayesian Lasso method coupled with a Markov Chain Monte Carlo (MCMC) algorithm is used for simultaneous estimation and model selection. The proposed method is illustrated using a simulation study and data from the Affective Dynamics and Individual Differences (ADID) study. Results demonstrate that our method can accurately estimate the unknown parameters and correctly identify the true underlying model. PMID:22376150

  2. A Hierarchical Bayesian Model for Crowd Emotions

    PubMed Central

    Urizar, Oscar J.; Baig, Mirza S.; Barakova, Emilia I.; Regazzoni, Carlo S.; Marcenaro, Lucio; Rauterberg, Matthias

    2016-01-01

    Estimation of emotions is an essential aspect in developing intelligent systems intended for crowded environments. However, emotion estimation in crowds remains a challenging problem due to the complexity in which human emotions are manifested and the capability of a system to perceive them in such conditions. This paper proposes a hierarchical Bayesian model to learn in unsupervised manner the behavior of individuals and of the crowd as a single entity, and explore the relation between behavior and emotions to infer emotional states. Information about the motion patterns of individuals are described using a self-organizing map, and a hierarchical Bayesian network builds probabilistic models to identify behaviors and infer the emotional state of individuals and the crowd. This model is trained and tested using data produced from simulated scenarios that resemble real-life environments. The conducted experiments tested the efficiency of our method to learn, detect and associate behaviors with emotional states yielding accuracy levels of 74% for individuals and 81% for the crowd, similar in performance with existing methods for pedestrian behavior detection but with novel concepts regarding the analysis of crowds. PMID:27458366

  3. A Hierarchical Bayesian Model for Crowd Emotions.

    PubMed

    Urizar, Oscar J; Baig, Mirza S; Barakova, Emilia I; Regazzoni, Carlo S; Marcenaro, Lucio; Rauterberg, Matthias

    2016-01-01

    Estimation of emotions is an essential aspect in developing intelligent systems intended for crowded environments. However, emotion estimation in crowds remains a challenging problem due to the complexity in which human emotions are manifested and the capability of a system to perceive them in such conditions. This paper proposes a hierarchical Bayesian model to learn in unsupervised manner the behavior of individuals and of the crowd as a single entity, and explore the relation between behavior and emotions to infer emotional states. Information about the motion patterns of individuals are described using a self-organizing map, and a hierarchical Bayesian network builds probabilistic models to identify behaviors and infer the emotional state of individuals and the crowd. This model is trained and tested using data produced from simulated scenarios that resemble real-life environments. The conducted experiments tested the efficiency of our method to learn, detect and associate behaviors with emotional states yielding accuracy levels of 74% for individuals and 81% for the crowd, similar in performance with existing methods for pedestrian behavior detection but with novel concepts regarding the analysis of crowds. PMID:27458366

  4. A Hierarchical Bayesian Model for Crowd Emotions.

    PubMed

    Urizar, Oscar J; Baig, Mirza S; Barakova, Emilia I; Regazzoni, Carlo S; Marcenaro, Lucio; Rauterberg, Matthias

    2016-01-01

    Estimation of emotions is an essential aspect in developing intelligent systems intended for crowded environments. However, emotion estimation in crowds remains a challenging problem due to the complexity in which human emotions are manifested and the capability of a system to perceive them in such conditions. This paper proposes a hierarchical Bayesian model to learn in unsupervised manner the behavior of individuals and of the crowd as a single entity, and explore the relation between behavior and emotions to infer emotional states. Information about the motion patterns of individuals are described using a self-organizing map, and a hierarchical Bayesian network builds probabilistic models to identify behaviors and infer the emotional state of individuals and the crowd. This model is trained and tested using data produced from simulated scenarios that resemble real-life environments. The conducted experiments tested the efficiency of our method to learn, detect and associate behaviors with emotional states yielding accuracy levels of 74% for individuals and 81% for the crowd, similar in performance with existing methods for pedestrian behavior detection but with novel concepts regarding the analysis of crowds.

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

    PubMed

    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

  6. Hopes and Cautions in Implementing Bayesian Structural Equation Modeling

    ERIC Educational Resources Information Center

    MacCallum, Robert C.; Edwards, Michael C.; Cai, Li

    2012-01-01

    Muthen and Asparouhov (2012) have proposed and demonstrated an approach to model specification and estimation in structural equation modeling (SEM) using Bayesian methods. Their contribution builds on previous work in this area by (a) focusing on the translation of conventional SEM models into a Bayesian framework wherein parameters fixed at zero…

  7. 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.

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

    PubMed

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

    2013-04-01

    In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology. PMID:23687472

  9. Bayesian Models of Graphs, Arrays and Other Exchangeable Random Structures.

    PubMed

    Orbanz, Peter; Roy, Daniel M

    2015-02-01

    The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and many other parametric and nonparametric Bayesian models fall within the remit of this framework; many problems arising in modern data analysis do not. This article provides an introduction to Bayesian models of graphs, matrices, and other data that can be modeled by random structures. We describe results in probability theory that generalize de Finetti's theorem to such data and discuss their relevance to nonparametric Bayesian modeling. With the basic ideas in place, we survey example models available in the literature; applications of such models include collaborative filtering, link prediction, and graph and network analysis. We also highlight connections to recent developments in graph theory and probability, and sketch the more general mathematical foundation of Bayesian methods for other types of data beyond sequences and arrays. PMID:26353253

  10. Spontaneous temporal changes and variability of peripheral nerve conduction analyzed using a random effects model.

    PubMed

    Krøigård, Thomas; Gaist, David; Otto, Marit; Højlund, Dorthe; Selmar, Peter E; Sindrup, Søren H

    2014-08-01

    The reproducibility of variables commonly included in studies of peripheral nerve conduction in healthy individuals has not previously been analyzed using a random effects regression model. We examined the temporal changes and variability of standard nerve conduction measures in the leg. Peroneal nerve distal motor latency, motor conduction velocity, and compound motor action potential amplitude; sural nerve sensory action potential amplitude and sensory conduction velocity; and tibial nerve minimal F-wave latency were examined in 51 healthy subjects, aged 40 to 67 years. They were reexamined after 2 and 26 weeks. There was no change in the variables except for a minor decrease in sural nerve sensory action potential amplitude and a minor increase in tibial nerve minimal F-wave latency. Reproducibility was best for peroneal nerve distal motor latency and motor conduction velocity, sural nerve sensory conduction velocity, and tibial nerve minimal F-wave latency. Between-subject variability was greater than within-subject variability. Sample sizes ranging from 21 to 128 would be required to show changes twice the magnitude of the spontaneous changes observed in this study. Nerve conduction studies have a high reproducibility, and variables are mainly unaltered during 6 months. This study provides a solid basis for the planning of future clinical trials assessing changes in nerve conduction.

  11. A Bayesian Analysis of Finite Mixtures in the LISREL Model.

    ERIC Educational Resources Information Center

    Zhu, Hong-Tu; Lee, Sik-Yum

    2001-01-01

    Proposes a Bayesian framework for estimating finite mixtures of the LISREL model. The model augments the observed data of the manifest variables with the latent variables and allocation variables and uses the Gibbs sampler to obtain the Bayesian solution. Discusses other associated statistical inferences. (SLD)

  12. A sensorimotor paradigm for Bayesian model selection.

    PubMed

    Genewein, Tim; Braun, Daniel A

    2012-01-01

    Sensorimotor control is thought to rely on predictive internal models in order to cope efficiently with uncertain environments. Recently, it has been shown that humans not only learn different internal models for different tasks, but that they also extract common structure between tasks. This raises the question of how the motor system selects between different structures or models, when each model can be associated with a range of different task-specific parameters. Here we design a sensorimotor task that requires subjects to compensate visuomotor shifts in a three-dimensional virtual reality setup, where one of the dimensions can be mapped to a model variable and the other dimension to the parameter variable. By introducing probe trials that are neutral in the parameter dimension, we can directly test for model selection. We found that model selection procedures based on Bayesian statistics provided a better explanation for subjects' choice behavior than simple non-probabilistic heuristics. Our experimental design lends itself to the general study of model selection in a sensorimotor context as it allows to separately query model and parameter variables from subjects. PMID:23125827

  13. Model parameter updating using Bayesian networks

    SciTech Connect

    Treml, C. A.; Ross, Timothy J.

    2004-01-01

    This paper outlines a model parameter updating technique for a new method of model validation using a modified model reference adaptive control (MRAC) framework with Bayesian Networks (BNs). The model parameter updating within this method is generic in the sense that the model/simulation to be validated is treated as a black box. It must have updateable parameters to which its outputs are sensitive, and those outputs must have metrics that can be compared to that of the model reference, i.e., experimental data. Furthermore, no assumptions are made about the statistics of the model parameter uncertainty, only upper and lower bounds need to be specified. This method is designed for situations where a model is not intended to predict a complete point-by-point time domain description of the item/system behavior; rather, there are specific points, features, or events of interest that need to be predicted. These specific points are compared to the model reference derived from actual experimental data. The logic for updating the model parameters to match the model reference is formed via a BN. The nodes of this BN consist of updateable model input parameters and the specific output values or features of interest. Each time the model is executed, the input/output pairs are used to adapt the conditional probabilities of the BN. Each iteration further refines the inferred model parameters to produce the desired model output. After parameter updating is complete and model inputs are inferred, reliabilities for the model output are supplied. Finally, this method is applied to a simulation of a resonance control cooling system for a prototype coupled cavity linac. The results are compared to experimental data.

  14. Bayesian model selection for LISA pathfinder

    NASA Astrophysics Data System (ADS)

    Karnesis, Nikolaos; Nofrarias, Miquel; Sopuerta, Carlos F.; Gibert, Ferran; Armano, Michele; Audley, Heather; Congedo, Giuseppe; Diepholz, Ingo; Ferraioli, Luigi; Hewitson, Martin; Hueller, Mauro; Korsakova, Natalia; McNamara, Paul W.; Plagnol, Eric; Vitale, Stefano

    2014-03-01

    The main goal of the LISA Pathfinder (LPF) mission is to fully characterize the acceleration noise models and to test key technologies for future space-based gravitational-wave observatories similar to the eLISA concept. The data analysis team has developed complex three-dimensional models of the LISA Technology Package (LTP) experiment onboard the LPF. These models are used for simulations, but, more importantly, they will be used for parameter estimation purposes during flight operations. One of the tasks of the data analysis team is to identify the physical effects that contribute significantly to the properties of the instrument noise. A way of approaching this problem is to recover the essential parameters of a LTP model fitting the data. Thus, we want to define the simplest model that efficiently explains the observations. To do so, adopting a Bayesian framework, one has to estimate the so-called Bayes factor between two competing models. In our analysis, we use three main different methods to estimate it: the reversible jump Markov chain Monte Carlo method, the Schwarz criterion, and the Laplace approximation. They are applied to simulated LPF experiments in which the most probable LTP model that explains the observations is recovered. The same type of analysis presented in this paper is expected to be followed during flight operations. Moreover, the correlation of the output of the aforementioned methods with the design of the experiment is explored.

  15. Estimating Individual Influences of Behavioral Intentions: An Application of Random-Effects Modeling to the Theory of Reasoned Action.

    ERIC Educational Resources Information Center

    Hedeker, Donald; And Others

    1996-01-01

    Methods are proposed and described for estimating the degree to which relations among variables vary at the individual level. As an example, M. Fishbein and I. Ajzen's theory of reasoned action is examined. This article illustrates the use of empirical Bayes methods based on a random-effects regression model to estimate individual influences…

  16. The Evaluation of Bias of the Weighted Random Effects Model Estimators. Research Report. ETS RR-11-13

    ERIC Educational Resources Information Center

    Jia, Yue; Stokes, Lynne; Harris, Ian; Wang, Yan

    2011-01-01

    Estimation of parameters of random effects models from samples collected via complex multistage designs is considered. One way to reduce estimation bias due to unequal probabilities of selection is to incorporate sampling weights. Many researchers have been proposed various weighting methods (Korn, & Graubard, 2003; Pfeffermann, Skinner, Holmes,…

  17. Newton, Einstein, Jeffreys and Bayesian model selection

    NASA Astrophysics Data System (ADS)

    Chettri, Samir; Batchelor, David; Campbell, William; Balakrishnan, Karthik

    2005-11-01

    In Jefferys and Berger apply Bayesian model selection to the problem of choosing between rival theories, in particular between Einstein's theory of general relativity (GR) and Newtonian gravity (NG). [1] presents a debate between Harold Jeffreys and Charles Poor regarding the observed 43''/century anomalous perhelion precession of Mercury. GR made a precise prediction of 42.98''/century while proponents of NG suggested several physical mechanisms that were eventually refuted, with the exception of a modified inverse square law. Using Bayes Factors (BF) and data available in 1921, shows that GR is preferable to NG by a factor of about 25 to 1. A scale for BF used by Jeffreys, suggests that this is positive to strong evidence for GR over modified NG but it is not very strong or even overwhelming. In this work we calculate the BF from the period 1921 till 1993. By 1960 we see that the BF, due to better data gathering techniques and advances in technology, had reached a factor of greater than 100 to 1, making GR strongly preferable to NG and by 1990 the BF reached 1000:1. Ironically while BF had reached a state of near certainty even in 1960 rival theories of gravitation were on the rise - notably the Brans-Dicke (BD) scalar-tensor theory of gravity. The BD theory is postulated in such a way that for small positive values of a scalar parameter ω, the BF would favor GR while the BF would approach unity with certainty as ω grows larger, at which point either theory would be prefered, i.e., it is a theory that cannot lose. Does this mean Bayesian model selection needs to be overthrown? This points to the need for cogent prior information guided by physics and physical experiment.

  18. 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…

  19. Bayesian Student Modeling and the Problem of Parameter Specification.

    ERIC Educational Resources Information Center

    Millan, Eva; Agosta, John Mark; Perez de la Cruz, Jose Luis

    2001-01-01

    Discusses intelligent tutoring systems and the application of Bayesian networks to student modeling. Considers reasons for not using Bayesian networks, including the computational complexity of the algorithms and the difficulty of knowledge acquisition, and proposes an approach to simplify knowledge acquisition that applies causal independence to…

  20. 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…

  1. A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION

    EPA Science Inventory

    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...

  2. Bayesian modeling of differential gene expression.

    PubMed

    Lewin, Alex; Richardson, Sylvia; Marshall, Clare; Glazier, Anne; Aitman, Tim

    2006-03-01

    We present a Bayesian hierarchical model for detecting differentially expressing genes that includes simultaneous estimation of array effects, and show how to use the output for choosing lists of genes for further investigation. We give empirical evidence that expression-level dependent array effects are needed, and explore different nonlinear functions as part of our model-based approach to normalization. The model includes gene-specific variances but imposes some necessary shrinkage through a hierarchical structure. Model criticism via posterior predictive checks is discussed. Modeling the array effects (normalization) simultaneously with differential expression gives fewer false positive results. To choose a list of genes, we propose to combine various criteria (for instance, fold change and overall expression) into a single indicator variable for each gene. The posterior distribution of these variables is used to pick the list of genes, thereby taking into account uncertainty in parameter estimates. In an application to mouse knockout data, Gene Ontology annotations over- and underrepresented among the genes on the chosen list are consistent with biological expectations.

  3. Bayesian analysis of the backreaction models

    SciTech Connect

    Kurek, Aleksandra; Bolejko, Krzysztof; Szydlowski, Marek

    2010-03-15

    We present a Bayesian analysis of four different types of backreaction models, which are based on the Buchert equations. In this approach, one considers a solution to the Einstein equations for a general matter distribution and then an average of various observable quantities is taken. Such an approach became of considerable interest when it was shown that it could lead to agreement with observations without resorting to dark energy. In this paper we compare the {Lambda}CDM model and the backreaction models with type Ia supernovae, baryon acoustic oscillations, and cosmic microwave background data, and find that the former is favored. However, the tested models were based on some particular assumptions about the relation between the average spatial curvature and the backreaction, as well as the relation between the curvature and curvature index. In this paper we modified the latter assumption, leaving the former unchanged. We find that, by varying the relation between the curvature and curvature index, we can obtain a better fit. Therefore, some further work is still needed--in particular, the relation between the backreaction and the curvature should be revisited in order to fully determine the feasibility of the backreaction models to mimic dark energy.

  4. Scale Mixture Models with Applications to Bayesian Inference

    NASA Astrophysics Data System (ADS)

    Qin, Zhaohui S.; Damien, Paul; Walker, Stephen

    2003-11-01

    Scale mixtures of uniform distributions are used to model non-normal data in time series and econometrics in a Bayesian framework. Heteroscedastic and skewed data models are also tackled using scale mixture of uniform distributions.

  5. Stochastic model updating utilizing Bayesian approach and Gaussian process model

    NASA Astrophysics Data System (ADS)

    Wan, Hua-Ping; Ren, Wei-Xin

    2016-03-01

    Stochastic model updating (SMU) has been increasingly applied in quantifying structural parameter uncertainty from responses variability. SMU for parameter uncertainty quantification refers to the problem of inverse uncertainty quantification (IUQ), which is a nontrivial task. Inverse problem solved with optimization usually brings about the issues of gradient computation, ill-conditionedness, and non-uniqueness. Moreover, the uncertainty present in response makes the inverse problem more complicated. In this study, Bayesian approach is adopted in SMU for parameter uncertainty quantification. The prominent strength of Bayesian approach for IUQ problem is that it solves IUQ problem in a straightforward manner, which enables it to avoid the previous issues. However, when applied to engineering structures that are modeled with a high-resolution finite element model (FEM), Bayesian approach is still computationally expensive since the commonly used Markov chain Monte Carlo (MCMC) method for Bayesian inference requires a large number of model runs to guarantee the convergence. Herein we reduce computational cost in two aspects. On the one hand, the fast-running Gaussian process model (GPM) is utilized to approximate the time-consuming high-resolution FEM. On the other hand, the advanced MCMC method using delayed rejection adaptive Metropolis (DRAM) algorithm that incorporates local adaptive strategy with global adaptive strategy is employed for Bayesian inference. In addition, we propose the use of the powerful variance-based global sensitivity analysis (GSA) in parameter selection to exclude non-influential parameters from calibration parameters, which yields a reduced-order model and thus further alleviates the computational burden. A simulated aluminum plate and a real-world complex cable-stayed pedestrian bridge are presented to illustrate the proposed framework and verify its feasibility.

  6. A guide to Bayesian model selection for ecologists

    USGS Publications Warehouse

    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.

  7. Bayesian Case-deletion Model Complexity and Information Criterion

    PubMed Central

    Zhu, Hongtu; Ibrahim, Joseph G.; Chen, Qingxia

    2015-01-01

    We establish a connection between Bayesian case influence measures for assessing the influence of individual observations and Bayesian predictive methods for evaluating the predictive performance of a model and comparing different models fitted to the same dataset. Based on such a connection, we formally propose a new set of Bayesian case-deletion model complexity (BCMC) measures for quantifying the effective number of parameters in a given statistical model. Its properties in linear models are explored. Adding some functions of BCMC to a conditional deviance function leads to a Bayesian case-deletion information criterion (BCIC) for comparing models. We systematically investigate some properties of BCIC and its connection with other information criteria, such as the Deviance Information Criterion (DIC). We illustrate the proposed methodology on linear mixed models with simulations and a real data example. PMID:26180578

  8. Entropic Priors and Bayesian Model Selection

    NASA Astrophysics Data System (ADS)

    Brewer, Brendon J.; Francis, Matthew J.

    2009-12-01

    We demonstrate that the principle of maximum relative entropy (ME), used judiciously, can ease the specification of priors in model selection problems. The resulting effect is that models that make sharp predictions are disfavoured, weakening the usual Bayesian ``Occam's Razor.'' This is illustrated with a simple example involving what Jaynes called a ``sure thing'' hypothesis. Jaynes' resolution of the situation involved introducing a large number of alternative ``sure thing'' hypotheses that were possible before we observed the data. However, in more complex situations, it may not be possible to explicitly enumerate large numbers of alternatives. The entropic priors formalism produces the desired result without modifying the hypothesis space or requiring explicit enumeration of alternatives; all that is required is a good model for the prior predictive distribution for the data. This idea is illustrated with a simple rigged-lottery example, and we outline how this idea may help to resolve a recent debate amongst cosmologists: is dark energy a cosmological constant, or has it evolved with time in some way? And how shall we decide, when the data are in?

  9. Bayesian analysis of a disability model for lung cancer survival.

    PubMed

    Armero, C; Cabras, S; Castellanos, M E; Perra, S; Quirós, A; Oruezábal, M J; Sánchez-Rubio, J

    2016-02-01

    Bayesian reasoning, survival analysis and multi-state models are used to assess survival times for Stage IV non-small-cell lung cancer patients and the evolution of the disease over time. Bayesian estimation is done using minimum informative priors for the Weibull regression survival model, leading to an automatic inferential procedure. Markov chain Monte Carlo methods have been used for approximating posterior distributions and the Bayesian information criterion has been considered for covariate selection. In particular, the posterior distribution of the transition probabilities, resulting from the multi-state model, constitutes a very interesting tool which could be useful to help oncologists and patients make efficient and effective decisions.

  10. Two-Stage Bayesian Model Averaging in Endogenous Variable Models.

    PubMed

    Lenkoski, Alex; Eicher, Theo S; Raftery, Adrian E

    2014-01-01

    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.

  11. Two-Stage Bayesian Model Averaging in Endogenous Variable Models.

    PubMed

    Lenkoski, Alex; Eicher, Theo S; Raftery, Adrian E

    2014-01-01

    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

  12. Nonparametric Bayesian Modeling for Automated Database Schema Matching

    SciTech Connect

    Ferragut, Erik M; Laska, Jason A

    2015-01-01

    The problem of merging databases arises in many government and commercial applications. Schema matching, a common first step, identifies equivalent fields between databases. We introduce a schema matching framework that builds nonparametric Bayesian models for each field and compares them by computing the probability that a single model could have generated both fields. Our experiments show that our method is more accurate and faster than the existing instance-based matching algorithms in part because of the use of nonparametric Bayesian models.

  13. Calibrating Bayesian Network Representations of Social-Behavioral Models

    SciTech Connect

    Whitney, Paul D.; Walsh, Stephen J.

    2010-04-08

    While human behavior has long been studied, recent and ongoing advances in computational modeling present opportunities for recasting research outcomes in human behavior. In this paper we describe how Bayesian networks can represent outcomes of human behavior research. We demonstrate a Bayesian network that represents political radicalization research – and show a corresponding visual representation of aspects of this research outcome. Since Bayesian networks can be quantitatively compared with external observations, the representation can also be used for empirical assessments of the research which the network summarizes. For a political radicalization model based on published research, we show this empirical comparison with data taken from the Minorities at Risk Organizational Behaviors database.

  14. Evaluation of ultrastructure and random effects band recovery models for estimating relationships between survival and harvest rates in exploited populations

    USGS Publications Warehouse

    Otis, D.L.; White, Gary C.

    2004-01-01

    Increased population survival rate after an episode of seasonal exploitation is considered a type of compensatory population response. Lack of an increase is interpreted as evidence that exploitation results in added annual mortality in the population. Despite its importance to management of exploited species, there are limited statistical techniques for comparing relative support for these two alternative models. For exploited bird species, the most common technique is to use a fixed effect, deterministic ultrastructure model incorporated into band recovery models to estimate the relationship between harvest and survival rate. We present a new likelihood-based technique within a framework that assumes that survival and harvest are random effects that covary through time. We conducted a Monte Carlo simulation study under this framework to evaluate the performance of these two techniques. The ultrastructure models performed poorly in all simulated scenarios, due mainly to pathological distributional properties. The random effects estimators and their associated estimators of precision had relatively small negative bias under most scenarios, and profile likelihood intervals achieved nominal coverage. We suggest that the random effects estimation method approach has many advantages compared to the ultrastructure models, and that evaluation of robustness and generalization to more complex population structures are topics for additional research. ?? 2004 Museu de Cie??ncies Naturals.

  15. Modeling Grade IV Gas Emboli using a Limited Failure Population Model with Random Effects

    NASA Astrophysics Data System (ADS)

    Thompson, Laura A.; Conkin, Johnny; Chhikara, Raj S.; Powell, Michael R.

    2002-05-01

    Venous gas emboli (VGE) (gas bubbles in venous blood) are associated with an increased risk of decompression sickness (DCS) in hypobaric environments. A high grade of VGE can be a precursor to serious DCS. In this paper, we model time to Grade IV VGE considering a subset of individuals assumed to be immune from experiencing VGE. Our data contain monitoring test results from subjects undergoing up to 13 denitrogenation test procedures prior to exposure to a hypobaric environment. The onset time of Grade IV VGE is recorded as contained within certain time intervals. We fit a parametric (lognormal) mixture survival model to the interval-and right-censored data to account for the possibility of a subset of "cured" individuals who are immune to the event. Our model contains random subject effects to account for correlations between repeated measurements on a single individual. Model assessments and cross-validation indicate that this limited failure population mixture model is an improvement over a model that does not account for the potential of a fraction of cured individuals. We also evaluated some alternative mixture models. Predictions from the best fitted mixture model indicate that the actual process is reasonably approximated by a limited failure population model.

  16. Modeling Grade IV Gas Emboli using a Limited Failure Population Model with Random Effects

    NASA Technical Reports Server (NTRS)

    Thompson, Laura A.; Conkin, Johnny; Chhikara, Raj S.; Powell, Michael R.

    2002-01-01

    Venous gas emboli (VGE) (gas bubbles in venous blood) are associated with an increased risk of decompression sickness (DCS) in hypobaric environments. A high grade of VGE can be a precursor to serious DCS. In this paper, we model time to Grade IV VGE considering a subset of individuals assumed to be immune from experiencing VGE. Our data contain monitoring test results from subjects undergoing up to 13 denitrogenation test procedures prior to exposure to a hypobaric environment. The onset time of Grade IV VGE is recorded as contained within certain time intervals. We fit a parametric (lognormal) mixture survival model to the interval-and right-censored data to account for the possibility of a subset of "cured" individuals who are immune to the event. Our model contains random subject effects to account for correlations between repeated measurements on a single individual. Model assessments and cross-validation indicate that this limited failure population mixture model is an improvement over a model that does not account for the potential of a fraction of cured individuals. We also evaluated some alternative mixture models. Predictions from the best fitted mixture model indicate that the actual process is reasonably approximated by a limited failure population model.

  17. Performance of time-varying predictors in multilevel models under an assumption of fixed or random effects.

    PubMed

    Baird, Rachel; Maxwell, Scott E

    2016-06-01

    Time-varying predictors in multilevel models are a useful tool for longitudinal research, whether they are the research variable of interest or they are controlling for variance to allow greater power for other variables. However, standard recommendations to fix the effect of time-varying predictors may make an assumption that is unlikely to hold in reality and may influence results. A simulation study illustrates that treating the time-varying predictor as fixed may allow analyses to converge, but the analyses have poor coverage of the true fixed effect when the time-varying predictor has a random effect in reality. A second simulation study shows that treating the time-varying predictor as random may have poor convergence, except when allowing negative variance estimates. Although negative variance estimates are uninterpretable, results of the simulation show that estimates of the fixed effect of the time-varying predictor are as accurate for these cases as for cases with positive variance estimates, and that treating the time-varying predictor as random and allowing negative variance estimates performs well whether the time-varying predictor is fixed or random in reality. Because of the difficulty of interpreting negative variance estimates, 2 procedures are suggested for selection between fixed-effect and random-effect models: comparing between fixed-effect and constrained random-effect models with a likelihood ratio test or fitting a fixed-effect model when an unconstrained random-effect model produces negative variance estimates. The performance of these 2 procedures is compared. (PsycINFO Database Record

  18. Prospective evaluation of a Bayesian model to predict organizational change.

    PubMed

    Molfenter, Todd; Gustafson, Dave; Kilo, Chuck; Bhattacharya, Abhik; Olsson, Jesper

    2005-01-01

    This research examines a subjective Bayesian model's ability to predict organizational change outcomes and sustainability of those outcomes for project teams participating in a multi-organizational improvement collaborative. PMID:16093893

  19. BAYESIAN METHODS FOR REGIONAL-SCALE EUTROPHICATION MODELS. (R830887)

    EPA Science Inventory

    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...

  20. Modelling SF-6D health state preference data using a nonparametric Bayesian method.

    PubMed

    Kharroubi, Samer A; Brazier, John E; Roberts, Jennifer; O'Hagan, Anthony

    2007-05-01

    This paper reports on the findings from applying a new approach to modelling health state valuation data. The approach applies a nonparametric model to estimate SF-6D health state utility values using Bayesian methods. The data set is the UK SF-6D valuation study where a sample of 249 states defined by the SF-6D (a derivative of the SF-36) was valued by a representative sample of the UK general population using standard gamble. The paper presents the results from applying the nonparametric model and comparing it to the original model estimated using a conventional parametric random effects model. The two models are compared theoretically and in terms of empirical performance. The paper discusses the implications of these results for future applications of the SF-6D and further work in this field. PMID:17069909

  1. A novel random effect model for GWAS meta-analysis and its application to trans-ethnic meta-analysis.

    PubMed

    Shi, Jingchunzi; Lee, Seunggeun

    2016-09-01

    Meta-analysis of trans-ethnic genome-wide association studies (GWAS) has proven to be a practical and profitable approach for identifying loci that contribute to the risk of complex diseases. However, the expected genetic effect heterogeneity cannot easily be accommodated through existing fixed-effects and random-effects methods. In response, we propose a novel random effect model for trans-ethnic meta-analysis with flexible modeling of the expected genetic effect heterogeneity across diverse populations. Specifically, we adopt a modified random effect model from the kernel regression framework, in which genetic effect coefficients are random variables whose correlation structure reflects the genetic distances across ancestry groups. In addition, we use the adaptive variance component test to achieve robust power regardless of the degree of genetic effect heterogeneity. Simulation studies show that our proposed method has well-calibrated type I error rates at very stringent significance levels and can improve power over the traditional meta-analysis methods. We reanalyzed the published type 2 diabetes GWAS meta-analysis (Consortium et al., 2014) and successfully identified one additional SNP that clearly exhibits genetic effect heterogeneity across different ancestry groups. Furthermore, our proposed method provides scalable computing time for genome-wide datasets, in which an analysis of one million SNPs would require less than 3 hours.

  2. Evaluating Individualized Reading Programs: A Bayesian Model.

    ERIC Educational Resources Information Center

    Maxwell, Martha

    Simple Bayesian approaches can be applied to answer specific questions in evaluating an individualized reading program. A small reading and study skills program located in the counseling center of a major research university collected and compiled data on student characteristics such as class, number of sessions attended, grade point average, and…

  3. Technical note: Bayesian calibration of dynamic ruminant nutrition models.

    PubMed

    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.

  4. Space-time Bayesian survival modeling of chronic wasting disease in deer.

    PubMed

    Song, Hae-Ryoung; Lawson, Andrew

    2009-09-01

    The primary objectives of this study are to describe the spatial and temporal variation in disease prevalence of chronic wasting disease (CWD), to assess the effect of demographic factors such as age and sex on disease prevalence and to model the disease clustering effects over space and time. We propose a Bayesian hierarchical survival model where latent parameters capture temporal and spatial trends in disease incidence, incorporating several individual covariates and random effects. The model is applied to a data set which consists of 65085 harvested deer in Wisconsin from 2002 to 2006. We found significant sex effects, spatial effects, temporal effects and spatio-temporal interacted effects in CWD infection in deer in Wisconsin. The risk of infection for male deer was significantly higher than that of female deer, and CWD has been significantly different over space, time, and space and time based on the harvest samples.

  5. Bayesian hierarchical models for smoothing in two-phase studies, with application to small area estimation

    PubMed Central

    Ross, Michelle; Wakefield, Jon

    2015-01-01

    Summary 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. PMID:26705382

  6. 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…

  7. Bayesian joint modeling of longitudinal measurements and time-to-event data using robust distributions.

    PubMed

    Baghfalaki, T; Ganjali, M; Hashemi, R

    2014-01-01

    Distributional assumptions of most of the existing methods for joint modeling of longitudinal measurements and time-to-event data cannot allow incorporation of outlier robustness. In this article, we develop and implement a joint modeling of longitudinal and time-to-event data using some powerful distributions for robust analyzing that are known as normal/independent distributions. These distributions include univariate and multivariate versions of the Student's t, the slash, and the contaminated normal distributions. The proposed model implements a linear mixed effects model under a normal/independent distribution assumption for both random effects and residuals of the longitudinal process. For the time-to-event process a parametric proportional hazard model with a Weibull baseline hazard is used. Also, a Bayesian approach using the Markov-chain Monte Carlo method is adopted for parameter estimation. Some simulation studies are performed to investigate the performance of the proposed method under presence and absence of outliers. Also, the proposed methods are applied for analyzing a real AIDS clinical trial, with the aim of comparing the efficiency and safety of two antiretroviral drugs, where CD4 count measurements are gathered as longitudinal outcomes. In these data, time to death or dropout is considered as the interesting time-to-event outcome variable. Different model structures are developed for analyzing these data sets, where model selection is performed by the deviance information criterion (DIC), expected Akaike information criterion (EAIC), and expected Bayesian information criterion (EBIC).

  8. Estimating tree height-diameter models with the Bayesian method.

    PubMed

    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.

  9. Iterative Usage of Fixed and Random Effect Models for Powerful and Efficient Genome-Wide Association Studies.

    PubMed

    Liu, Xiaolei; Huang, Meng; Fan, Bin; Buckler, Edward S; Zhang, Zhiwu

    2016-02-01

    False positives in a Genome-Wide Association Study (GWAS) can be effectively controlled by a fixed effect and random effect Mixed Linear Model (MLM) that incorporates population structure and kinship among individuals to adjust association tests on markers; however, the adjustment also compromises true positives. The modified MLM method, Multiple Loci Linear Mixed Model (MLMM), incorporates multiple markers simultaneously as covariates in a stepwise MLM to partially remove the confounding between testing markers and kinship. To completely eliminate the confounding, we divided MLMM into two parts: Fixed Effect Model (FEM) and a Random Effect Model (REM) and use them iteratively. FEM contains testing markers, one at a time, and multiple associated markers as covariates to control false positives. To avoid model over-fitting problem in FEM, the associated markers are estimated in REM by using them to define kinship. The P values of testing markers and the associated markers are unified at each iteration. We named the new method as Fixed and random model Circulating Probability Unification (FarmCPU). Both real and simulated data analyses demonstrated that FarmCPU improves statistical power compared to current methods. Additional benefits include an efficient computing time that is linear to both number of individuals and number of markers. Now, a dataset with half million individuals and half million markers can be analyzed within three days. PMID:26828793

  10. Iterative Usage of Fixed and Random Effect Models for Powerful and Efficient Genome-Wide Association Studies

    PubMed Central

    Liu, Xiaolei; Huang, Meng; Fan, Bin; Buckler, Edward S.; Zhang, Zhiwu

    2016-01-01

    False positives in a Genome-Wide Association Study (GWAS) can be effectively controlled by a fixed effect and random effect Mixed Linear Model (MLM) that incorporates population structure and kinship among individuals to adjust association tests on markers; however, the adjustment also compromises true positives. The modified MLM method, Multiple Loci Linear Mixed Model (MLMM), incorporates multiple markers simultaneously as covariates in a stepwise MLM to partially remove the confounding between testing markers and kinship. To completely eliminate the confounding, we divided MLMM into two parts: Fixed Effect Model (FEM) and a Random Effect Model (REM) and use them iteratively. FEM contains testing markers, one at a time, and multiple associated markers as covariates to control false positives. To avoid model over-fitting problem in FEM, the associated markers are estimated in REM by using them to define kinship. The P values of testing markers and the associated markers are unified at each iteration. We named the new method as Fixed and random model Circulating Probability Unification (FarmCPU). Both real and simulated data analyses demonstrated that FarmCPU improves statistical power compared to current methods. Additional benefits include an efficient computing time that is linear to both number of individuals and number of markers. Now, a dataset with half million individuals and half million markers can be analyzed within three days. PMID:26828793

  11. Iterative Usage of Fixed and Random Effect Models for Powerful and Efficient Genome-Wide Association Studies.

    PubMed

    Liu, Xiaolei; Huang, Meng; Fan, Bin; Buckler, Edward S; Zhang, Zhiwu

    2016-02-01

    False positives in a Genome-Wide Association Study (GWAS) can be effectively controlled by a fixed effect and random effect Mixed Linear Model (MLM) that incorporates population structure and kinship among individuals to adjust association tests on markers; however, the adjustment also compromises true positives. The modified MLM method, Multiple Loci Linear Mixed Model (MLMM), incorporates multiple markers simultaneously as covariates in a stepwise MLM to partially remove the confounding between testing markers and kinship. To completely eliminate the confounding, we divided MLMM into two parts: Fixed Effect Model (FEM) and a Random Effect Model (REM) and use them iteratively. FEM contains testing markers, one at a time, and multiple associated markers as covariates to control false positives. To avoid model over-fitting problem in FEM, the associated markers are estimated in REM by using them to define kinship. The P values of testing markers and the associated markers are unified at each iteration. We named the new method as Fixed and random model Circulating Probability Unification (FarmCPU). Both real and simulated data analyses demonstrated that FarmCPU improves statistical power compared to current methods. Additional benefits include an efficient computing time that is linear to both number of individuals and number of markers. Now, a dataset with half million individuals and half million markers can be analyzed within three days.

  12. Modelling blood-brain barrier partitioning using Bayesian neural nets.

    PubMed

    Winkler, David A; Burden, Frank R

    2004-07-01

    We have employed three families of molecular molecular descriptors, together with Bayesian regularized neural nets, to model the partitioning of a diverse range of drugs and other small molecules across the blood-brain barrier (BBB). The relative efficacy of each descriptors class is compared, and the advantages of flexible, parsimonious, model free mapping methods, like Bayesian neural nets, illustrated. The relative importance of the molecular descriptors for the most predictive BBB model were determined by use of automatic relevance determination (ARD), and compared with the important descriptors from other literature models of BBB partitioning.

  13. Bayesian analysis of the structural equation models with application to a longitudinal myopia trial.

    PubMed

    Wang, Yi-Fu; Fan, Tsai-Hung

    2012-01-30

    Myopia is becoming a significant public health problem, affecting more and more people. Studies indicate that there are two main factors, hereditary and environmental, suspected to have strong impact on myopia. Motivated by the increase in the number of people affected by this problem, this paper focuses primarily on the utilization of mathematical methods to gain further insight into their relationship with myopia. Accordingly, utilizing multidimensional longitudinal myopia data with correlation between both eyes, we develop a Bayesian structural equation model including random effects. With the aid of the MCMC method, it is capable of expressing the correlation between repeated measurements as well as the two-eye correlation and can be used to explore the relational structure among the variables in the model. We consider four observed factors, including intraocular pressure, anterior chamber depth, lens thickness, and axial length. The results indicate that the genetic effect has much greater influence on myopia than the environmental effects.

  14. Bayesian failure probability model sensitivity study. Final report

    SciTech Connect

    Not Available

    1986-05-30

    The Office of the Manager, National Communications System (OMNCS) has developed a system-level approach for estimating the effects of High-Altitude Electromagnetic Pulse (HEMP) on the connectivity of telecommunications networks. This approach incorporates a Bayesian statistical model which estimates the HEMP-induced failure probabilities of telecommunications switches and transmission facilities. The purpose of this analysis is to address the sensitivity of the Bayesian model. This is done by systematically varying two model input parameters--the number of observations, and the equipment failure rates. Throughout the study, a non-informative prior distribution is used. The sensitivity of the Bayesian model to the noninformative prior distribution is investigated from a theoretical mathematical perspective.

  15. On the Bayesian Nonparametric Generalization of IRT-Type Models

    ERIC Educational Resources Information Center

    San Martin, Ernesto; Jara, Alejandro; Rolin, Jean-Marie; Mouchart, Michel

    2011-01-01

    We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities' distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general…

  16. Bayesian non-parametrics and the probabilistic approach to modelling

    PubMed Central

    Ghahramani, Zoubin

    2013-01-01

    Modelling is fundamental to many fields of science and engineering. A model can be thought of as a representation of possible data one could predict from a system. The probabilistic approach to modelling uses probability theory to express all aspects of uncertainty in the model. The probabilistic approach is synonymous with Bayesian modelling, which simply uses the rules of probability theory in order to make predictions, compare alternative models, and learn model parameters and structure from data. This simple and elegant framework is most powerful when coupled with flexible probabilistic models. Flexibility is achieved through the use of Bayesian non-parametrics. This article provides an overview of probabilistic modelling and an accessible survey of some of the main tools in Bayesian non-parametrics. The survey covers the use of Bayesian non-parametrics for modelling unknown functions, density estimation, clustering, time-series modelling, and representing sparsity, hierarchies, and covariance structure. More specifically, it gives brief non-technical overviews of Gaussian processes, Dirichlet processes, infinite hidden Markov models, Indian buffet processes, Kingman’s coalescent, Dirichlet diffusion trees and Wishart processes. PMID:23277609

  17. Bayesian Network Models for Local Dependence among Observable Outcome Variables

    ERIC Educational Resources Information Center

    Almond, Russell G.; Mulder, Joris; Hemat, Lisa A.; Yan, Duanli

    2009-01-01

    Bayesian network models offer a large degree of flexibility for modeling dependence among observables (item outcome variables) from the same task, which may be dependent. This article explores four design patterns for modeling locally dependent observations: (a) no context--ignores dependence among observables; (b) compensatory context--introduces…

  18. Semiparametric Thurstonian Models for Recurrent Choices: A Bayesian Analysis

    ERIC Educational Resources Information Center

    Ansari, Asim; Iyengar, Raghuram

    2006-01-01

    We develop semiparametric Bayesian Thurstonian models for analyzing repeated choice decisions involving multinomial, multivariate binary or multivariate ordinal data. Our modeling framework has multiple components that together yield considerable flexibility in modeling preference utilities, cross-sectional heterogeneity and parameter-driven…

  19. On the Adequacy of Bayesian Evaluations of Categorization Models: Reply to Vanpaemel and Lee (2012)

    ERIC Educational Resources Information Center

    Wills, Andy J.; Pothos, Emmanuel M.

    2012-01-01

    Vanpaemel and Lee (2012) argued, and we agree, that the comparison of formal models can be facilitated by Bayesian methods. However, Bayesian methods neither precede nor supplant our proposals (Wills & Pothos, 2012), as Bayesian methods can be applied both to our proposals and to their polar opposites. Furthermore, the use of Bayesian methods to…

  20. A Bayesian semiparametric model for bivariate sparse longitudinal data.

    PubMed

    Das, Kiranmoy; Li, Runze; Sengupta, Subhajit; Wu, Rongling

    2013-09-30

    Mixed-effects models have recently become popular for analyzing sparse longitudinal data that arise naturally in biological, agricultural and biomedical studies. Traditional approaches assume independent residuals over time and explain the longitudinal dependence by random effects. However, when bivariate or multivariate traits are measured longitudinally, this fundamental assumption is likely to be violated because of intertrait dependence over time. We provide a more general framework where the dependence of the observations from the same subject over time is not assumed to be explained completely by the random effects of the model. We propose a novel, mixed model-based approach and estimate the error-covariance structure nonparametrically under a generalized linear model framework. We use penalized splines to model the general effect of time, and we consider a Dirichlet process mixture of normal prior for the random-effects distribution. We analyze blood pressure data from the Framingham Heart Study where body mass index, gender and time are treated as covariates. We compare our method with traditional methods including parametric modeling of the random effects and independent residual errors over time. We conduct extensive simulation studies to investigate the practical usefulness of the proposed method. The current approach is very helpful in analyzing bivariate irregular longitudinal traits. PMID:23553747

  1. Involving Stakeholders in Building Integrated Fisheries Models Using Bayesian Methods

    NASA Astrophysics Data System (ADS)

    Haapasaari, Päivi; Mäntyniemi, Samu; Kuikka, Sakari

    2013-06-01

    A participatory Bayesian approach was used to investigate how the views of stakeholders could be utilized to develop models to help understand the Central Baltic herring fishery. In task one, we applied the Bayesian belief network methodology to elicit the causal assumptions of six stakeholders on factors that influence natural mortality, growth, and egg survival of the herring stock in probabilistic terms. We also integrated the expressed views into a meta-model using the Bayesian model averaging (BMA) method. In task two, we used influence diagrams to study qualitatively how the stakeholders frame the management problem of the herring fishery and elucidate what kind of causalities the different views involve. The paper combines these two tasks to assess the suitability of the methodological choices to participatory modeling in terms of both a modeling tool and participation mode. The paper also assesses the potential of the study to contribute to the development of participatory modeling practices. It is concluded that the subjective perspective to knowledge, that is fundamental in Bayesian theory, suits participatory modeling better than a positivist paradigm that seeks the objective truth. The methodology provides a flexible tool that can be adapted to different kinds of needs and challenges of participatory modeling. The ability of the approach to deal with small data sets makes it cost-effective in participatory contexts. However, the BMA methodology used in modeling the biological uncertainties is so complex that it needs further development before it can be introduced to wider use in participatory contexts.

  2. Bayesian Analysis of Order-Statistics Models for Ranking Data.

    ERIC Educational Resources Information Center

    Yu, Philip L. H.

    2000-01-01

    Studied the order-statistics models, extending the usual normal order-statistics model into one in which the underlying random variables followed a multivariate normal distribution. Used a Bayesian approach and the Gibbs sampling technique. Applied the proposed method to analyze presidential election data from the American Psychological…

  3. Bayesian Estimation of the DINA Model with Gibbs Sampling

    ERIC Educational Resources Information Center

    Culpepper, Steven Andrew

    2015-01-01

    A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…

  4. Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

    ERIC Educational Resources Information Center

    Price, Larry R.

    2012-01-01

    The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

  5. 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…

  6. Bayesian Semiparametric Structural Equation Models with Latent Variables

    ERIC Educational Resources Information Center

    Yang, Mingan; Dunson, David B.

    2010-01-01

    Structural equation models (SEMs) with latent variables are widely useful for sparse covariance structure modeling and for inferring relationships among latent variables. Bayesian SEMs are appealing in allowing for the incorporation of prior information and in providing exact posterior distributions of unknowns, including the latent variables. In…

  7. 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…

  8. Understanding Random Effects in Group-Based Trajectory Modeling: An Application of Moffitt’s Developmental Taxonomy

    PubMed Central

    Saunders, Jessica M.

    2011-01-01

    The group-based trajectory modeling approach is a systematic way of categorizing subjects into different groups based on their developmental trajectories using formal and objective statistical criteria. With the recent advancement in methods and statistical software, modeling possibilities are almost limitless; however, parallel advances in theory development have not kept pace. This paper examines some of the modeling options that are becoming more widespread and how they impact both empirical and theoretical findings. The key issue that is explored is the impact of adding random effects to the latent growth factors and how this alters the meaning of a group. The paper argues that technical specification should be guided by theory, and Moffitt’s developmental taxonomy is used as an illustration of how modeling decisions can be matched to theory. PMID:21544268

  9. Shared random effects analysis of multi-state Markov models: application to a longitudinal study of transitions to dementia.

    PubMed

    Salazar, Juan C; Schmitt, Frederick A; Yu, Lei; Mendiondo, Marta M; Kryscio, Richard J

    2007-02-10

    Multi-state models are appealing tools for analysing data about the progression of a disease over time. In this paper, we consider a multi-state Markov chain with two competing absorbing states: dementia and death and three transient non-demented states: cognitively normal, amnestic mild cognitive impairment (amnestic MCI), and non-amnestic mild cognitive impairment (non-amnestic MCI). The likelihood function for the data is derived and estimates for the effects of the covariates on transitions are determined when the process can be viewed as a polytomous logistic regression model with shared random effects. The presence of a shared random effect not only complicates the formulation of the likelihood but also its evaluation and maximization. Three approaches for maximizing the likelihood are compared using a simulation study; the first method is based on the Gauss-quadrature technique, the second method is based on importance sampling ideas, and the third method is based on an expansion by Taylor series. The best approach is illustrated using a longitudinal study on a cohort of cognitively normal subjects, followed annually for conversion to mild cognitive impairment (MCI) and/or dementia, conducted at the Sanders Brown Center on Aging at the University of Kentucky. PMID:16345024

  10. Bayesian methods for characterizing unknown parameters of material models

    DOE PAGES

    Emery, J. M.; Grigoriu, M. D.; Field Jr., R. V.

    2016-02-04

    A Bayesian framework is developed for characterizing the unknown parameters of probabilistic models for material properties. In this framework, the unknown parameters are viewed as random and described by their posterior distributions obtained from prior information and measurements of quantities of interest that are observable and depend on the unknown parameters. The proposed Bayesian method is applied to characterize an unknown spatial correlation of the conductivity field in the definition of a stochastic transport equation and to solve this equation by Monte Carlo simulation and stochastic reduced order models (SROMs). As a result, the Bayesian method is also employed tomore » characterize unknown parameters of material properties for laser welds from measurements of peak forces sustained by these welds.« less

  11. A discrete-time survival model with random effects for designing and analyzing repeated low-dose challenge experiments.

    PubMed

    Kang, Chaeryon; Huang, Ying; Miller, Christopher J

    2015-04-01

    Repeated low-dose (RLD) challenge designs are important in HIV vaccine research. Current methods for RLD designs rely heavily on an assumption of homogeneous risk of infection among animals, which, upon violation, can lead to invalid inferences and underpowered study designs. We propose to fit a discrete-time survival model with random effects that allows for heterogeneity in the risk of infection among animals and allows for predetermined challenge dose changes over time. Based on this model, we derive likelihood ratio tests and estimators for vaccine efficacy. A two-stage approach is proposed for optimizing the RLD design under cost constraints. Simulation studies demonstrate good finite sample properties of the proposed method and its superior performance compared to existing methods. We illustrate the application of the heterogeneous infection risk model on data from a real simian immunodeficiency virus vaccine study using Rhesus Macaques. The results of our study provide useful guidance for future RLD experimental design.

  12. Bayesian Joint Modelling for Object Localisation in Weakly Labelled Images.

    PubMed

    Shi, Zhiyuan; Hospedales, Timothy M; Xiang, Tao

    2015-10-01

    We address the problem of localisation of objects as bounding boxes in images and videos with weak labels. This weakly supervised object localisation problem has been tackled in the past using discriminative models where each object class is localised independently from other classes. In this paper, a novel framework based on Bayesian joint topic modelling is proposed, which differs significantly from the existing ones in that: (1) All foreground object classes are modelled jointly in a single generative model that encodes multiple object co-existence so that "explaining away" inference can resolve ambiguity and lead to better learning and localisation. (2) Image backgrounds are shared across classes to better learn varying surroundings and "push out" objects of interest. (3) Our model can be learned with a mixture of weakly labelled and unlabelled data, allowing the large volume of unlabelled images on the Internet to be exploited for learning. Moreover, the Bayesian formulation enables the exploitation of various types of prior knowledge to compensate for the limited supervision offered by weakly labelled data, as well as Bayesian domain adaptation for transfer learning. Extensive experiments on the PASCAL VOC, ImageNet and YouTube-Object videos datasets demonstrate the effectiveness of our Bayesian joint model for weakly supervised object localisation. PMID:26340253

  13. Bayesian approach to neural-network modeling with input uncertainty.

    PubMed

    Wright, W A

    1999-01-01

    It is generally assumed when using Bayesian inference methods for neural networks that the input data contains no noise or corruption. For real-world (errors in variable) problems this is clearly an unsafe assumption. This paper presents a Bayesian neural-network framework which allows for input noise provided that some model of the noise process exists. In the limit where the noise process is small and symmetric it is shown, using the Laplace approximation, that this method gives an additional term to the usual Bayesian error bar which depends on the variance of the input noise process. Further by treating the true (noiseless) input as a hidden variable and sampling this jointly with the network's weights, using a Markov chain Monte Carlo method, it is demonstrated that it is possible to infer the regression over the noiseless input.

  14. A random effects model for multistate survival analysis with application to bone marrow transplants.

    PubMed

    Bhattacharyya, Mouchumi; Klein, John P

    2005-03-01

    We present an extension of the non-homogeneous Markov model for a bone marrow transplant recovery process which allows for possible associations between the transition intensities. The associations between intensities are modeled by a correlated gamma frailty model. Based on a parametric model for the conditional transition intensities, we obtain estimates of the model parameters. We use these estimates to make predictions of patient's eventual prognosis given the current medical history of the patient. Estimates of the uncertainty in our predictions are obtained by a modified bootstrap technique. PMID:15836863

  15. Bayesian IRT Guessing Models for Partial Guessing Behaviors

    ERIC Educational Resources Information Center

    Cao, Jing; Stokes, S. Lynne

    2008-01-01

    According to the recent Nation's Report Card, 12th-graders failed to produce gains on the 2005 National Assessment of Educational Progress (NAEP) despite earning better grades on average. One possible explanation is that 12th-graders were not motivated taking the NAEP, which is a low-stakes test. We develop three Bayesian IRT mixture models to…

  16. Shortlist B: A Bayesian Model of Continuous Speech Recognition

    ERIC Educational Resources Information Center

    Norris, Dennis; McQueen, James M.

    2008-01-01

    A Bayesian model of continuous speech recognition is presented. It is based on Shortlist (D. Norris, 1994; D. Norris, J. M. McQueen, A. Cutler, & S. Butterfield, 1997) and shares many of its key assumptions: parallel competitive evaluation of multiple lexical hypotheses, phonologically abstract prelexical and lexical representations, a feedforward…

  17. Examples of Mixed-Effects Modeling with Crossed Random Effects and with Binomial Data

    ERIC Educational Resources Information Center

    Quene, Hugo; van den Bergh, Huub

    2008-01-01

    Psycholinguistic data are often analyzed with repeated-measures analyses of variance (ANOVA), but this paper argues that mixed-effects (multilevel) models provide a better alternative method. First, models are discussed in which the two random factors of participants and items are crossed, and not nested. Traditional ANOVAs are compared against…

  18. A Bayesian A-optimal and model robust design criterion.

    PubMed

    Zhou, Xiaojie; Joseph, Lawrence; Wolfson, David B; Bélisle, Patrick

    2003-12-01

    Suppose that the true model underlying a set of data is one of a finite set of candidate models, and that parameter estimation for this model is of primary interest. With this goal, optimal design must depend on a loss function across all possible models. A common method that accounts for model uncertainty is to average the loss over all models; this is the basis of what is known as Läuter's criterion. We generalize Läuter's criterion and show that it can be placed in a Bayesian decision theoretic framework, by extending the definition of Bayesian A-optimality. We use this generalized A-optimality to find optimal design points in an environmental safety setting. In estimating the smallest detectable trace limit in a water contamination problem, we obtain optimal designs that are quite different from those suggested by standard A-optimality.

  19. 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.

  20. Standardized Mean Differences in Two-Level Cross-Classified Random Effects Models

    ERIC Educational Resources Information Center

    Lai, Mark H. C.; Kwok, Oi-Man

    2014-01-01

    Multilevel modeling techniques are becoming more popular in handling data with multilevel structure in educational and behavioral research. Recently, researchers have paid more attention to cross-classified data structure that naturally arises in educational settings. However, unlike traditional single-level research, methodological studies about…

  1. Efficient estimation and prediction for the Bayesian binary spatial model with flexible link functions.

    PubMed

    Roy, Vivekananda; Evangelou, Evangelos; Zhu, Zhengyuan

    2016-03-01

    Spatial generalized linear mixed models (SGLMMs) are popular models for spatial data with a non-Gaussian response. Binomial SGLMMs with logit or probit link functions are often used to model spatially dependent binomial random variables. It is known that for independent binomial data, the robit regression model provides a more robust (against extreme observations) alternative to the more popular logistic and probit models. In this article, we introduce a Bayesian spatial robit model for spatially dependent binomial data. Since constructing a meaningful prior on the link function parameter as well as the spatial correlation parameters in SGLMMs is difficult, we propose an empirical Bayes (EB) approach for the estimation of these parameters as well as for the prediction of the random effects. The EB methodology is implemented by efficient importance sampling methods based on Markov chain Monte Carlo (MCMC) algorithms. Our simulation study shows that the robit model is robust against model misspecification, and our EB method results in estimates with less bias than full Bayesian (FB) analysis. The methodology is applied to a Celastrus Orbiculatus data, and a Rhizoctonia root data. For the former, which is known to contain outlying observations, the robit model is shown to do better for predicting the spatial distribution of an invasive species. For the latter, our approach is doing as well as the classical models for predicting the disease severity for a root disease, as the probit link is shown to be appropriate. Though this article is written for Binomial SGLMMs for brevity, the EB methodology is more general and can be applied to other types of SGLMMs. In the accompanying R package geoBayes, implementations for other SGLMMs such as Poisson and Gamma SGLMMs are provided. PMID:26331903

  2. Efficient estimation and prediction for the Bayesian binary spatial model with flexible link functions.

    PubMed

    Roy, Vivekananda; Evangelou, Evangelos; Zhu, Zhengyuan

    2016-03-01

    Spatial generalized linear mixed models (SGLMMs) are popular models for spatial data with a non-Gaussian response. Binomial SGLMMs with logit or probit link functions are often used to model spatially dependent binomial random variables. It is known that for independent binomial data, the robit regression model provides a more robust (against extreme observations) alternative to the more popular logistic and probit models. In this article, we introduce a Bayesian spatial robit model for spatially dependent binomial data. Since constructing a meaningful prior on the link function parameter as well as the spatial correlation parameters in SGLMMs is difficult, we propose an empirical Bayes (EB) approach for the estimation of these parameters as well as for the prediction of the random effects. The EB methodology is implemented by efficient importance sampling methods based on Markov chain Monte Carlo (MCMC) algorithms. Our simulation study shows that the robit model is robust against model misspecification, and our EB method results in estimates with less bias than full Bayesian (FB) analysis. The methodology is applied to a Celastrus Orbiculatus data, and a Rhizoctonia root data. For the former, which is known to contain outlying observations, the robit model is shown to do better for predicting the spatial distribution of an invasive species. For the latter, our approach is doing as well as the classical models for predicting the disease severity for a root disease, as the probit link is shown to be appropriate. Though this article is written for Binomial SGLMMs for brevity, the EB methodology is more general and can be applied to other types of SGLMMs. In the accompanying R package geoBayes, implementations for other SGLMMs such as Poisson and Gamma SGLMMs are provided.

  3. APPLICATION OF BAYESIAN MONTE CARLO ANALYSIS TO A LAGRANGIAN PHOTOCHEMICAL AIR QUALITY MODEL. (R824792)

    EPA Science Inventory

    Uncertainties in ozone concentrations predicted with a Lagrangian photochemical air quality model have been estimated using Bayesian Monte Carlo (BMC) analysis. Bayesian Monte Carlo analysis provides a means of combining subjective "prior" uncertainty estimates developed ...

  4. Polygenic Modeling with Bayesian Sparse Linear Mixed Models

    PubMed Central

    Zhou, Xiang; Carbonetto, Peter; Stephens, Matthew

    2013-01-01

    Both linear mixed models (LMMs) and sparse regression models are widely used in genetics applications, including, recently, polygenic modeling in genome-wide association studies. These two approaches make very different assumptions, so are expected to perform well in different situations. However, in practice, for a given dataset one typically does not know which assumptions will be more accurate. Motivated by this, we consider a hybrid of the two, which we refer to as a “Bayesian sparse linear mixed model” (BSLMM) that includes both these models as special cases. We address several key computational and statistical issues that arise when applying BSLMM, including appropriate prior specification for the hyper-parameters and a novel Markov chain Monte Carlo algorithm for posterior inference. We apply BSLMM and compare it with other methods for two polygenic modeling applications: estimating the proportion of variance in phenotypes explained (PVE) by available genotypes, and phenotype (or breeding value) prediction. For PVE estimation, we demonstrate that BSLMM combines the advantages of both standard LMMs and sparse regression modeling. For phenotype prediction it considerably outperforms either of the other two methods, as well as several other large-scale regression methods previously suggested for this problem. Software implementing our method is freely available from http://stephenslab.uchicago.edu/software.html. PMID:23408905

  5. [A medical image semantic modeling based on hierarchical Bayesian networks].

    PubMed

    Lin, Chunyi; Ma, Lihong; Yin, Junxun; Chen, Jianyu

    2009-04-01

    A semantic modeling approach for medical image semantic retrieval based on hierarchical Bayesian networks was proposed, in allusion to characters of medical images. It used GMM (Gaussian mixture models) to map low-level image features into object semantics with probabilities, then it captured high-level semantics through fusing these object semantics using a Bayesian network, so that it built a multi-layer medical image semantic model, aiming to enable automatic image annotation and semantic retrieval by using various keywords at different semantic levels. As for the validity of this method, we have built a multi-level semantic model from a small set of astrocytoma MRI (magnetic resonance imaging) samples, in order to extract semantics of astrocytoma in malignant degree. Experiment results show that this is a superior approach.

  6. Exemplar models as a mechanism for performing Bayesian inference.

    PubMed

    Shi, Lei; Griffiths, Thomas L; Feldman, Naomi H; Sanborn, Adam N

    2010-08-01

    Probabilistic models have recently received much attention as accounts of human cognition. However, most research in which probabilistic models have been used has been focused on formulating the abstract problems behind cognitive tasks and their optimal solutions, rather than on mechanisms that could implement these solutions. Exemplar models are a successful class of psychological process models in which an inventory of stored examples is used to solve problems such as identification, categorization, and function learning. We show that exemplar models can be used to perform a sophisticated form of Monte Carlo approximation known as importance sampling and thus provide a way to perform approximate Bayesian inference. Simulations of Bayesian inference in speech perception, generalization along a single dimension, making predictions about everyday events, concept learning, and reconstruction from memory show that exemplar models can often account for human performance with only a few exemplars, for both simple and relatively complex prior distributions. These results suggest that exemplar models provide a possible mechanism for implementing at least some forms of Bayesian inference. PMID:20702863

  7. Bayesian inference in camera trapping studies for a class of spatial capture-recapture models

    USGS Publications Warehouse

    Royle, J. Andrew; Karanth, K. Ullas; Gopalaswamy, Arjun M.; Kumar, N. Samba

    2009-01-01

    We develop a class of models for inference about abundance or density using spatial capture-recapture data from studies based on camera trapping and related methods. The model is a hierarchical model composed of two components: a point process model describing the distribution of individuals in space (or their home range centers) and a model describing the observation of individuals in traps. We suppose that trap- and individual-specific capture probabilities are a function of distance between individual home range centers and trap locations. We show that the models can be regarded as generalized linear mixed models, where the individual home range centers are random effects. We adopt a Bayesian framework for inference under these models using a formulation based on data augmentation. We apply the models to camera trapping data on tigers from the Nagarahole Reserve, India, collected over 48 nights in 2006. For this study, 120 camera locations were used, but cameras were only operational at 30 locations during any given sample occasion. Movement of traps is common in many camera-trapping studies and represents an important feature of the observation model that we address explicitly in our application.

  8. Bayesian methods for assessing system reliability: models and computation.

    SciTech Connect

    Graves, T. L.; Hamada, Michael,

    2004-01-01

    There are many challenges with assessing the reliability of a system today. These challenges arise because a system may be aging and full system tests may be too expensive or can no longer be performed. Without full system testing, one must integrate (1) all science and engineering knowledge, models and simulations, (2) information and data at various levels of the system, e.g., subsystems and components and (3) information and data from similar systems, subsystems and components. The analyst must work with various data types and how the data are collected, account for measurement bias and uncertainty, deal with model and simulation uncertainty and incorporate expert knowledge. Bayesian hierarchical modeling provides a rigorous way to combine information from multiple sources and different types of information. However, an obstacle to applying Bayesian methods is the need to develop new software to analyze novel statistical models. We discuss a new statistical modeling environment, YADAS, that facilitates the development of Bayesian statistical analyses. It includes classes that help analysts specify new models, as well as classes that support the creation of new analysis algorithms. We illustrate these concepts using several examples.

  9. HIBAYES: Global 21-cm Bayesian Monte-Carlo Model Fitting

    NASA Astrophysics Data System (ADS)

    Zwart, Jonathan T. L.; Price, Daniel; Bernardi, Gianni

    2016-06-01

    HIBAYES implements fully-Bayesian extraction of the sky-averaged (global) 21-cm signal from the Cosmic Dawn and Epoch of Reionization in the presence of foreground emission. User-defined likelihood and prior functions are called by the sampler PyMultiNest (ascl:1606.005) in order to jointly explore the full (signal plus foreground) posterior probability distribution and evaluate the Bayesian evidence for a given model. Implemented models, for simulation and fitting, include gaussians (HI signal) and polynomials (foregrounds). Some simple plotting and analysis tools are supplied. The code can be extended to other models (physical or empirical), to incorporate data from other experiments, or to use alternative Monte-Carlo sampling engines as required.

  10. Bayesian point event modeling in spatial and environmental epidemiology.

    PubMed

    Lawson, Andrew B

    2012-10-01

    This paper reviews the current state of point event modeling in spatial epidemiology from a Bayesian perspective. Point event (or case event) data arise when geo-coded addresses of disease events are available. Often, this level of spatial resolution would not be accessible due to medical confidentiality constraints. However, for the examination of small spatial scales, it is important to be capable of examining point process data directly. Models for such data are usually formulated based on point process theory. In addition, special conditioning arguments can lead to simpler Bernoulli likelihoods and logistic spatial models. Goodness-of-fit diagnostics and Bayesian residuals are also considered. Applications within putative health hazard risk assessment, cluster detection, and linkage to environmental risk fields (misalignment) are considered.

  11. Semiparametric Bayesian joint modeling of a binary and continuous outcome with applications in toxicological risk assessment.

    PubMed

    Hwang, Beom Seuk; Pennell, Michael L

    2014-03-30

    Many dose-response studies collect data on correlated outcomes. For example, in developmental toxicity studies, uterine weight and presence of malformed pups are measured on the same dam. Joint modeling can result in more efficient inferences than independent models for each outcome. Most methods for joint modeling assume standard parametric response distributions. However, in toxicity studies, it is possible that response distributions vary in location and shape with dose, which may not be easily captured by standard models. To address this issue, we propose a semiparametric Bayesian joint model for a binary and continuous response. In our model, a kernel stick-breaking process prior is assigned to the distribution of a random effect shared across outcomes, which allows flexible changes in distribution shape with dose shared across outcomes. The model also includes outcome-specific fixed effects to allow different location effects. In simulation studies, we found that the proposed model provides accurate estimates of toxicological risk when the data do not satisfy assumptions of standard parametric models. We apply our method to data from a developmental toxicity study of ethylene glycol diethyl ether. PMID:24123309

  12. Bayesian model updating using incomplete modal data without mode matching

    NASA Astrophysics Data System (ADS)

    Sun, Hao; Büyüköztürk, Oral

    2016-04-01

    This study investigates a new probabilistic strategy for model updating using incomplete modal data. A hierarchical Bayesian inference is employed to model the updating problem. A Markov chain Monte Carlo technique with adaptive random-work steps is used to draw parameter samples for uncertainty quantification. Mode matching between measured and predicted modal quantities is not required through model reduction. We employ an iterated improved reduced system technique for model reduction. The reduced model retains the dynamic features as close as possible to those of the model before reduction. The proposed algorithm is finally validated by an experimental example.

  13. Application of the Bayesian dynamic survival model in medicine.

    PubMed

    He, Jianghua; McGee, Daniel L; Niu, Xufeng

    2010-02-10

    The Bayesian dynamic survival model (BDSM), a time-varying coefficient survival model from the Bayesian prospective, was proposed in early 1990s but has not been widely used or discussed. In this paper, we describe the model structure of the BDSM and introduce two estimation approaches for BDSMs: the Markov Chain Monte Carlo (MCMC) approach and the linear Bayesian (LB) method. The MCMC approach estimates model parameters through sampling and is computationally intensive. With the newly developed geoadditive survival models and software BayesX, the BDSM is available for general applications. The LB approach is easier in terms of computations but it requires the prespecification of some unknown smoothing parameters. In a simulation study, we use the LB approach to show the effects of smoothing parameters on the performance of the BDSM and propose an ad hoc method for identifying appropriate values for those parameters. We also demonstrate the performance of the MCMC approach compared with the LB approach and a penalized partial likelihood method available in software R packages. A gastric cancer trial is utilized to illustrate the application of the BDSM. PMID:20014356

  14. Application of the Bayesian dynamic survival model in medicine.

    PubMed

    He, Jianghua; McGee, Daniel L; Niu, Xufeng

    2010-02-10

    The Bayesian dynamic survival model (BDSM), a time-varying coefficient survival model from the Bayesian prospective, was proposed in early 1990s but has not been widely used or discussed. In this paper, we describe the model structure of the BDSM and introduce two estimation approaches for BDSMs: the Markov Chain Monte Carlo (MCMC) approach and the linear Bayesian (LB) method. The MCMC approach estimates model parameters through sampling and is computationally intensive. With the newly developed geoadditive survival models and software BayesX, the BDSM is available for general applications. The LB approach is easier in terms of computations but it requires the prespecification of some unknown smoothing parameters. In a simulation study, we use the LB approach to show the effects of smoothing parameters on the performance of the BDSM and propose an ad hoc method for identifying appropriate values for those parameters. We also demonstrate the performance of the MCMC approach compared with the LB approach and a penalized partial likelihood method available in software R packages. A gastric cancer trial is utilized to illustrate the application of the BDSM.

  15. Bayesian analysis of botanical epidemics using stochastic compartmental models.

    PubMed

    Gibson, G J; Kleczkowski, A; Gilligan, C A

    2004-08-17

    A stochastic model for an epidemic, incorporating susceptible, latent, and infectious states, is developed. The model represents primary and secondary infection rates and a time-varying host susceptibility with applications to a wide range of epidemiological systems. A Markov chain Monte Carlo algorithm is presented that allows the model to be fitted to experimental observations within a Bayesian framework. The approach allows the uncertainty in unobserved aspects of the process to be represented in the parameter posterior densities. The methods are applied to experimental observations of damping-off of radish (Raphanus sativus) caused by the fungal pathogen Rhizoctonia solani, in the presence and absence of the antagonistic fungus Trichoderma viride, a biological control agent that has previously been shown to affect the rate of primary infection by using a maximum-likelihood estimate for a simpler model with no allowance for a latent period. Using the Bayesian analysis, we are able to estimate the latent period from population data, even when there is uncertainty in discriminating infectious from latently infected individuals in data collection. We also show that the inference that T. viride can control primary, but not secondary, infection is robust to inclusion of the latent period in the model, although the absolute values of the parameters change. Some refinements and potential difficulties with the Bayesian approach in this context, when prior information on parameters is lacking, are discussed along with broader applications of the methods to a wide range of epidemiological systems.

  16. Application of hierarchical Bayesian unmixing models in river sediment source apportionment

    NASA Astrophysics Data System (ADS)

    Blake, Will; Smith, Hugh; Navas, Ana; Bodé, Samuel; Goddard, Rupert; Zou Kuzyk, Zou; Lennard, Amy; Lobb, David; Owens, Phil; Palazon, Leticia; Petticrew, Ellen; Gaspar, Leticia; Stock, Brian; Boeckx, Pacsal; Semmens, Brice

    2016-04-01

    Fingerprinting and unmixing concepts are used widely across environmental disciplines for forensic evaluation of pollutant sources. In aquatic and marine systems, this includes tracking the source of organic and inorganic pollutants in water and linking problem sediment to soil erosion and land use sources. It is, however, the particular complexity of ecological systems that has driven creation of the most sophisticated mixing models, primarily to (i) evaluate diet composition in complex ecological food webs, (ii) inform population structure and (iii) explore animal movement. In the context of the new hierarchical Bayesian unmixing model, MIXSIAR, developed to characterise intra-population niche variation in ecological systems, we evaluate the linkage between ecological 'prey' and 'consumer' concepts and river basin sediment 'source' and sediment 'mixtures' to exemplify the value of ecological modelling tools to river basin science. Recent studies have outlined advantages presented by Bayesian unmixing approaches in handling complex source and mixture datasets while dealing appropriately with uncertainty in parameter probability distributions. MixSIAR is unique in that it allows individual fixed and random effects associated with mixture hierarchy, i.e. factors that might exert an influence on model outcome for mixture groups, to be explored within the source-receptor framework. This offers new and powerful ways of interpreting river basin apportionment data. In this contribution, key components of the model are evaluated in the context of common experimental designs for sediment fingerprinting studies namely simple, nested and distributed catchment sampling programmes. Illustrative examples using geochemical and compound specific stable isotope datasets are presented and used to discuss best practice with specific attention to (1) the tracer selection process, (2) incorporation of fixed effects relating to sample timeframe and sediment type in the modelling

  17. Assessment of substitution model adequacy using frequentist and Bayesian methods.

    PubMed

    Ripplinger, Jennifer; Sullivan, Jack

    2010-12-01

    In order to have confidence in model-based phylogenetic methods, such as maximum likelihood (ML) and Bayesian analyses, one must use an appropriate model of molecular evolution identified using statistically rigorous criteria. Although model selection methods such as the likelihood ratio test and Akaike information criterion are widely used in the phylogenetic literature, model selection methods lack the ability to reject all models if they provide an inadequate fit to the data. There are two methods, however, that assess absolute model adequacy, the frequentist Goldman-Cox (GC) test and Bayesian posterior predictive simulations (PPSs), which are commonly used in conjunction with the multinomial log likelihood test statistic. In this study, we use empirical and simulated data to evaluate the adequacy of common substitution models using both frequentist and Bayesian methods and compare the results with those obtained with model selection methods. In addition, we investigate the relationship between model adequacy and performance in ML and Bayesian analyses in terms of topology, branch lengths, and bipartition support. We show that tests of model adequacy based on the multinomial likelihood often fail to reject simple substitution models, especially when the models incorporate among-site rate variation (ASRV), and normally fail to reject less complex models than those chosen by model selection methods. In addition, we find that PPSs often fail to reject simpler models than the GC test. Use of the simplest substitution models not rejected based on fit normally results in similar but divergent estimates of tree topology and branch lengths. In addition, use of the simplest adequate substitution models can affect estimates of bipartition support, although these differences are often small with the largest differences confined to poorly supported nodes. We also find that alternative assumptions about ASRV can affect tree topology, tree length, and bipartition support. Our

  18. Bayesian Inference of High-Dimensional Dynamical Ocean Models

    NASA Astrophysics Data System (ADS)

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

    2015-12-01

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

  19. The impact of spatial scales and spatial smoothing on the outcome of bayesian spatial model.

    PubMed

    Kang, Su Yun; McGree, James; Mengersen, Kerrie

    2013-01-01

    Discretization of a geographical region is quite common in spatial analysis. There have been few studies into the impact of different geographical scales on the outcome of spatial models for different spatial patterns. This study aims to investigate the impact of spatial scales and spatial smoothing on the outcomes of modelling spatial point-based data. Given a spatial point-based dataset (such as occurrence of a disease), we study the geographical variation of residual disease risk using regular grid cells. The individual disease risk is modelled using a logistic model with the inclusion of spatially unstructured and/or spatially structured random effects. Three spatial smoothness priors for the spatially structured component are employed in modelling, namely an intrinsic Gaussian Markov random field, a second-order random walk on a lattice, and a Gaussian field with Matérn correlation function. We investigate how changes in grid cell size affect model outcomes under different spatial structures and different smoothness priors for the spatial component. A realistic example (the Humberside data) is analyzed and a simulation study is described. Bayesian computation is carried out using an integrated nested Laplace approximation. The results suggest that the performance and predictive capacity of the spatial models improve as the grid cell size decreases for certain spatial structures. It also appears that different spatial smoothness priors should be applied for different patterns of point data. PMID:24146799

  20. Bayesian regression model for seasonal forecast of precipitation over Korea

    NASA Astrophysics Data System (ADS)

    Jo, Seongil; Lim, Yaeji; Lee, Jaeyong; Kang, Hyun-Suk; Oh, Hee-Seok

    2012-08-01

    In this paper, we apply three different Bayesian methods to the seasonal forecasting of the precipitation in a region around Korea (32.5°N-42.5°N, 122.5°E-132.5°E). We focus on the precipitation of summer season (June-July-August; JJA) for the period of 1979-2007 using the precipitation produced by the Global Data Assimilation and Prediction System (GDAPS) as predictors. Through cross-validation, we demonstrate improvement for seasonal forecast of precipitation in terms of root mean squared error (RMSE) and linear error in probability space score (LEPS). The proposed methods yield RMSE of 1.09 and LEPS of 0.31 between the predicted and observed precipitations, while the prediction using GDAPS output only produces RMSE of 1.20 and LEPS of 0.33 for CPC Merged Analyzed Precipitation (CMAP) data. For station-measured precipitation data, the RMSE and LEPS of the proposed Bayesian methods are 0.53 and 0.29, while GDAPS output is 0.66 and 0.33, respectively. The methods seem to capture the spatial pattern of the observed precipitation. The Bayesian paradigm incorporates the model uncertainty as an integral part of modeling in a natural way. We provide a probabilistic forecast integrating model uncertainty.

  1. Dissecting Magnetar Variability with Bayesian Hierarchical Models

    NASA Astrophysics Data System (ADS)

    Huppenkothen, Daniela; Brewer, Brendon J.; Hogg, David W.; Murray, Iain; Frean, Marcus; Elenbaas, Chris; Watts, Anna L.; Levin, Yuri; van der Horst, Alexander J.; Kouveliotou, Chryssa

    2015-09-01

    Neutron stars are a prime laboratory for testing physical processes under conditions of strong gravity, high density, and extreme magnetic fields. Among the zoo of neutron star phenomena, magnetars stand out for their bursting behavior, ranging from extremely bright, rare giant flares to numerous, less energetic recurrent bursts. The exact trigger and emission mechanisms for these bursts are not known; favored models involve either a crust fracture and subsequent energy release into the magnetosphere, or explosive reconnection of magnetic field lines. In the absence of a predictive model, understanding the physical processes responsible for magnetar burst variability is difficult. Here, we develop an empirical model that decomposes magnetar bursts into a superposition of small spike-like features with a simple functional form, where the number of model components is itself part of the inference problem. The cascades of spikes that we model might be formed by avalanches of reconnection, or crust rupture aftershocks. Using Markov Chain Monte Carlo sampling augmented with reversible jumps between models with different numbers of parameters, we characterize the posterior distributions of the model parameters and the number of components per burst. We relate these model parameters to physical quantities in the system, and show for the first time that the variability within a burst does not conform to predictions from ideas of self-organized criticality. We also examine how well the properties of the spikes fit the predictions of simplified cascade models for the different trigger mechanisms.

  2. DISSECTING MAGNETAR VARIABILITY WITH BAYESIAN HIERARCHICAL MODELS

    SciTech Connect

    Huppenkothen, Daniela; Elenbaas, Chris; Watts, Anna L.; Horst, Alexander J. van der; Brewer, Brendon J.; Hogg, David W.; Murray, Iain; Frean, Marcus; Levin, Yuri; Kouveliotou, Chryssa

    2015-09-01

    Neutron stars are a prime laboratory for testing physical processes under conditions of strong gravity, high density, and extreme magnetic fields. Among the zoo of neutron star phenomena, magnetars stand out for their bursting behavior, ranging from extremely bright, rare giant flares to numerous, less energetic recurrent bursts. The exact trigger and emission mechanisms for these bursts are not known; favored models involve either a crust fracture and subsequent energy release into the magnetosphere, or explosive reconnection of magnetic field lines. In the absence of a predictive model, understanding the physical processes responsible for magnetar burst variability is difficult. Here, we develop an empirical model that decomposes magnetar bursts into a superposition of small spike-like features with a simple functional form, where the number of model components is itself part of the inference problem. The cascades of spikes that we model might be formed by avalanches of reconnection, or crust rupture aftershocks. Using Markov Chain Monte Carlo sampling augmented with reversible jumps between models with different numbers of parameters, we characterize the posterior distributions of the model parameters and the number of components per burst. We relate these model parameters to physical quantities in the system, and show for the first time that the variability within a burst does not conform to predictions from ideas of self-organized criticality. We also examine how well the properties of the spikes fit the predictions of simplified cascade models for the different trigger mechanisms.

  3. Utilizing Gaussian Markov random field properties of Bayesian animal models.

    PubMed

    Steinsland, Ingelin; Jensen, Henrik

    2010-09-01

    In this article, we demonstrate how Gaussian Markov random field properties give large computational benefits and new opportunities for the Bayesian animal model. We make inference by computing the posteriors for important quantitative genetic variables. For the single-trait animal model, a nonsampling-based approximation is presented. For the multitrait model, we set up a robust and fast Markov chain Monte Carlo algorithm. The proposed methodology was used to analyze quantitative genetic properties of morphological traits of a wild house sparrow population. Results for single- and multitrait models were compared.

  4. A Semiparametric Bayesian Model for Repeatedly Repeated Binary Outcomes

    PubMed Central

    Quintana, Fernando A.; Müller, Peter; Rosner, Gary L.; Relling, Mary V.

    2009-01-01

    Summary We discuss the analysis of data from single nucleotide polymorphism (SNP) arrays comparing tumor and normal tissues. The data consist of sequences of indicators for loss of heterozygosity (LOH) and involve three nested levels of repetition: chromosomes for a given patient, regions within chromosomes, and SNPs nested within regions. We propose to analyze these data using a semiparametric model for multi-level repeated binary data. At the top level of the hierarchy we assume a sampling model for the observed binary LOH sequences that arises from a partial exchangeability argument. This implies a mixture of Markov chains model. The mixture is defined with respect to the Markov transition probabilities. We assume a nonparametric prior for the random mixing measure. The resulting model takes the form of a semiparametric random effects model with the matrix of transition probabilities being the random effects. The model includes appropriate dependence assumptions for the two remaining levels of the hierarchy, i.e., for regions within chromosomes and for chromosomes within patient. We use the model to identify regions of increased LOH in a dataset coming from a study of treatment-related leukemia in children with an initial cancer diagnostic. The model successfully identifies the desired regions and performs well compared to other available alternatives. PMID:19746193

  5. A comparison of observation-level random effect and Beta-Binomial models for modelling overdispersion in Binomial data in ecology & evolution.

    PubMed

    Harrison, Xavier A

    2015-01-01

    Overdispersion is a common feature of models of biological data, but researchers often fail to model the excess variation driving the overdispersion, resulting in biased parameter estimates and standard errors. Quantifying and modeling overdispersion when it is present is therefore critical for robust biological inference. One means to account for overdispersion is to add an observation-level random effect (OLRE) to a model, where each data point receives a unique level of a random effect that can absorb the extra-parametric variation in the data. Although some studies have investigated the utility of OLRE to model overdispersion in Poisson count data, studies doing so for Binomial proportion data are scarce. Here I use a simulation approach to investigate the ability of both OLRE models and Beta-Binomial models to recover unbiased parameter estimates in mixed effects models of Binomial data under various degrees of overdispersion. In addition, as ecologists often fit random intercept terms to models when the random effect sample size is low (<5 levels), I investigate the performance of both model types under a range of random effect sample sizes when overdispersion is present. Simulation results revealed that the efficacy of OLRE depends on the process that generated the overdispersion; OLRE failed to cope with overdispersion generated from a Beta-Binomial mixture model, leading to biased slope and intercept estimates, but performed well for overdispersion generated by adding random noise to the linear predictor. Comparison of parameter estimates from an OLRE model with those from its corresponding Beta-Binomial model readily identified when OLRE were performing poorly due to disagreement between effect sizes, and this strategy should be employed whenever OLRE are used for Binomial data to assess their reliability. Beta-Binomial models performed well across all contexts, but showed a tendency to underestimate effect sizes when modelling non-Beta-Binomial data

  6. Modeling HUI 2 health state preference data using a nonparametric Bayesian method.

    PubMed

    Kharroubi, Samer A; McCabe, Christopher

    2008-01-01

    This article reports the application of 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 Health Utilities Index Mark 2 (HUI 2) health state valuation algorithm. The data set is the UK HUI 2 valuation study where a sample of 51 states defined by the HUI 2 was valued by a sample of the UK general population using standard gamble. The article reports the application of the nonparametric model and compares it to the original model estimated using a conventional parametric random effects model. 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. The results suggest an important age effect with sex, having some effect, but the remaining covariates having no discernable effect. The article discusses the implications of these results for future applications of the HUI 2 and further work in this field. PMID:18971313

  7. Bayesian Geostatistical Modeling of Leishmaniasis Incidence in Brazil

    PubMed Central

    Karagiannis-Voules, Dimitrios-Alexios; Scholte, Ronaldo G. C.; Guimarães, Luiz H.; Utzinger, Jürg; Vounatsou, Penelope

    2013-01-01

    Background Leishmaniasis is endemic in 98 countries with an estimated 350 million people at risk and approximately 2 million cases annually. Brazil is one of the most severely affected countries. Methodology We applied Bayesian geostatistical negative binomial models to analyze reported incidence data of cutaneous and visceral leishmaniasis in Brazil covering a 10-year period (2001–2010). Particular emphasis was placed on spatial and temporal patterns. The models were fitted using integrated nested Laplace approximations to perform fast approximate Bayesian inference. Bayesian variable selection was employed to determine the most important climatic, environmental, and socioeconomic predictors of cutaneous and visceral leishmaniasis. Principal Findings For both types of leishmaniasis, precipitation and socioeconomic proxies were identified as important risk factors. The predicted number of cases in 2010 were 30,189 (standard deviation [SD]: 7,676) for cutaneous leishmaniasis and 4,889 (SD: 288) for visceral leishmaniasis. Our risk maps predicted the highest numbers of infected people in the states of Minas Gerais and Pará for visceral and cutaneous leishmaniasis, respectively. Conclusions/Significance Our spatially explicit, high-resolution incidence maps identified priority areas where leishmaniasis control efforts should be targeted with the ultimate goal to reduce disease incidence. PMID:23675545

  8. Estimating individual influences of behavioral intentions: an application of random-effects modeling to the theory of reasoned action.

    PubMed

    Hedeker, D; Flay, B R; Petraitis, J

    1996-02-01

    Methods are proposed and described for estimating the degree to which relations among variables vary at the individual level. As an example of the methods, M. Fishbein and I. Ajzen's (1975; I. Ajzen & M. Fishbein, 1980) theory of reasoned action is examined, which posits first that an individual's behavioral intentions are a function of 2 components: the individual's attitudes toward the behavior and the subjective norms as perceived by the individual. A second component of their theory is that individuals may weight these 2 components differently in assessing their behavioral intentions. This article illustrates the use of empirical Bayes methods based on a random-effects regression model to estimate these individual influences, estimating an individual's weighting of both of these components (attitudes toward the behavior and subjective norms) in relation to their behavioral intentions. This method can be used when an individual's behavioral intentions, subjective norms, and attitudes toward the behavior are all repeatedly measured. In this case, the empirical Bayes estimates are derived as a function of the data from the individual, strengthened by the overall sample data.

  9. Bayesian Local Contamination Models for Multivariate Outliers

    PubMed Central

    Page, Garritt L.; Dunson, David B.

    2013-01-01

    In studies where data are generated from multiple locations or sources it is common for there to exist observations that are quite unlike the majority. Motivated by the application of establishing a reference value in an inter-laboratory setting when outlying labs are present, we propose a local contamination model that is able to accommodate unusual multivariate realizations in a flexible way. The proposed method models the process level of a hierarchical model using a mixture with a parametric component and a possibly nonparametric contamination. Much of the flexibility in the methodology is achieved by allowing varying random subsets of the elements in the lab-specific mean vectors to be allocated to the contamination component. Computational methods are developed and the methodology is compared to three other possible approaches using a simulation study. We apply the proposed method to a NIST/NOAA sponsored inter-laboratory study which motivated the methodological development. PMID:24363465

  10. Bayesian sensitivity analysis of bifurcating nonlinear models

    NASA Astrophysics Data System (ADS)

    Becker, W.; Worden, K.; Rowson, J.

    2013-01-01

    Sensitivity analysis allows one to investigate how changes in input parameters to a system affect the output. When computational expense is a concern, metamodels such as Gaussian processes can offer considerable computational savings over Monte Carlo methods, albeit at the expense of introducing a data modelling problem. In particular, Gaussian processes assume a smooth, non-bifurcating response surface. This work highlights a recent extension to Gaussian processes which uses a decision tree to partition the input space into homogeneous regions, and then fits separate Gaussian processes to each region. In this way, bifurcations can be modelled at region boundaries and different regions can have different covariance properties. To test this method, both the treed and standard methods were applied to the bifurcating response of a Duffing oscillator and a bifurcating FE model of a heart valve. It was found that the treed Gaussian process provides a practical way of performing uncertainty and sensitivity analysis on large, potentially-bifurcating models, which cannot be dealt with by using a single GP, although an open problem remains how to manage bifurcation boundaries that are not parallel to coordinate axes.

  11. Bayesian inference and model comparison for metallic fatigue data

    NASA Astrophysics Data System (ADS)

    Babuška, Ivo; Sawlan, Zaid; Scavino, Marco; Szabó, Barna; Tempone, Raúl

    2016-06-01

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

  12. Accurate Model Selection of Relaxed Molecular Clocks in Bayesian Phylogenetics

    PubMed Central

    Baele, Guy; Li, Wai Lok Sibon; Drummond, Alexei J.; Suchard, Marc A.; Lemey, Philippe

    2013-01-01

    Recent implementations of path sampling (PS) and stepping-stone sampling (SS) have been shown to outperform the harmonic mean estimator (HME) and a posterior simulation-based analog of Akaike’s information criterion through Markov chain Monte Carlo (AICM), in Bayesian model selection of demographic and molecular clock models. Almost simultaneously, a Bayesian model averaging approach was developed that avoids conditioning on a single model but averages over a set of relaxed clock models. This approach returns estimates of the posterior probability of each clock model through which one can estimate the Bayes factor in favor of the maximum a posteriori (MAP) clock model; however, this Bayes factor estimate may suffer when the posterior probability of the MAP model approaches 1. Here, we compare these two recent developments with the HME, stabilized/smoothed HME (sHME), and AICM, using both synthetic and empirical data. Our comparison shows reassuringly that MAP identification and its Bayes factor provide similar performance to PS and SS and that these approaches considerably outperform HME, sHME, and AICM in selecting the correct underlying clock model. We also illustrate the importance of using proper priors on a large set of empirical data sets. PMID:23090976

  13. Bayesian Thurstonian models for ranking data using JAGS.

    PubMed

    Johnson, Timothy R; Kuhn, Kristine M

    2013-09-01

    A Thurstonian model for ranking data assumes that observed rankings are consistent with those of a set of underlying continuous variables. This model is appealing since it renders ranking data amenable to familiar models for continuous response variables-namely, linear regression models. To date, however, the use of Thurstonian models for ranking data has been very rare in practice. One reason for this may be that inferences based on these models require specialized technical methods. These methods have been developed to address computational challenges involved in these models but are not easy to implement without considerable technical expertise and are not widely available in software packages. To address this limitation, we show that Bayesian Thurstonian models for ranking data can be very easily implemented with the JAGS software package. We provide JAGS model files for Thurstonian ranking models for general use, discuss their implementation, and illustrate their use in analyses. PMID:23539504

  14. Predicting coastal cliff erosion using a Bayesian probabilistic model

    USGS Publications Warehouse

    Hapke, C.; Plant, N.

    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. ?? 2010.

  15. The Nature of Progression in Parkinson’s Disease: An Application of Non-Linear, Multivariate, Longitudinal Random Effects Modelling

    PubMed Central

    Kuramoto, Lisa; Cragg, Jacquelyn; Nandhagopal, Ramachandiran; Mak, Edwin; Sossi, Vesna; de la Fuente-Fernández, Raul; Stoessl, A. Jon; Schulzer, Michael

    2013-01-01

    Background To date, statistical methods that take into account fully the non-linear, longitudinal and multivariate aspects of clinical data have not been applied to the study of progression in Parkinson’s disease (PD). In this paper, we demonstrate the usefulness of such methodology for studying the temporal and spatial aspects of the progression of PD. Extending this methodology further, we also explore the presymptomatic course of this disease. Methods Longitudinal Positron Emission Tomography (PET) measurements were collected on 78 PD patients, from 4 subregions on each side of the brain, using 3 different radiotracers. Non-linear, multivariate, longitudinal random effects modelling was applied to analyze and interpret these data. Results The data showed a non-linear decline in PET measurements, which we modelled successfully by an exponential function depending on two patient-related covariates duration since symptom onset and age at symptom onset. We found that the degree of damage was significantly greater in the posterior putamen than in the anterior putamen throughout the disease. We also found that over the course of the illness, the difference between the less affected and more affected sides of the brain decreased in the anterior putamen. Younger patients had significantly poorer measurements than older patients at the time of symptom onset suggesting more effective compensatory mechanisms delaying the onset of symptoms. Cautious extrapolation showed that disease onset had occurred some 8 to 17 years prior to symptom onset. Conclusions Our model provides important biological insights into the pathogenesis of PD, as well as its preclinical aspects. Our methodology can be applied widely to study many other chronic progressive diseases. PMID:24204641

  16. Calibrating Subjective Probabilities Using Hierarchical Bayesian Models

    NASA Astrophysics Data System (ADS)

    Merkle, Edgar C.

    A body of psychological research has examined the correspondence between a judge's subjective probability of an event's outcome and the event's actual outcome. The research generally shows that subjective probabilities are noisy and do not match the "true" probabilities. However, subjective probabilities are still useful for forecasting purposes if they bear some relationship to true probabilities. The purpose of the current research is to exploit relationships between subjective probabilities and outcomes to create improved, model-based probabilities for forecasting. Once the model has been trained in situations where the outcome is known, it can then be used in forecasting situations where the outcome is unknown. These concepts are demonstrated using experimental psychology data, and potential applications are discussed.

  17. DPpackage: Bayesian Semi- and Nonparametric Modeling in R

    PubMed Central

    Jara, Alejandro; Hanson, Timothy E.; Quintana, Fernando A.; Müller, Peter; Rosner, Gary L.

    2011-01-01

    Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian non- and semi-parametric models in R, DPpackage. Currently DPpackage includes models for marginal and conditional density estimation, ROC curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison, and for eliciting the precision parameter of the Dirichlet process prior. To maximize computational efficiency, the actual sampling for each model is carried out using compiled FORTRAN. PMID:21796263

  18. DPpackage: Bayesian Non- and Semi-parametric Modelling in R.

    PubMed

    Jara, Alejandro; Hanson, Timothy E; Quintana, Fernando A; Müller, Peter; Rosner, Gary L

    2011-04-01

    Data analysis sometimes requires the relaxation of parametric assumptions in order to gain modeling flexibility and robustness against mis-specification of the probability model. In the Bayesian context, this is accomplished by placing a prior distribution on a function space, such as the space of all probability distributions or the space of all regression functions. Unfortunately, posterior distributions ranging over function spaces are highly complex and hence sampling methods play a key role. This paper provides an introduction to a simple, yet comprehensive, set of programs for the implementation of some Bayesian non- and semi-parametric models in R, DPpackage. Currently DPpackage includes models for marginal and conditional density estimation, ROC curve analysis, interval-censored data, binary regression data, item response data, longitudinal and clustered data using generalized linear mixed models, and regression data using generalized additive models. The package also contains functions to compute pseudo-Bayes factors for model comparison, and for eliciting the precision parameter of the Dirichlet process prior. To maximize computational efficiency, the actual sampling for each model is carried out using compiled FORTRAN. PMID:21796263

  19. Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.

    PubMed

    Hack, C Eric

    2006-04-17

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

  20. Bayesian partial linear model for skewed longitudinal data.

    PubMed

    Tang, Yuanyuan; Sinha, Debajyoti; Pati, Debdeep; Lipsitz, Stuart; Lipshultz, Steven

    2015-07-01

    Unlike majority of current statistical models and methods focusing on mean response for highly skewed longitudinal data, we present a novel model for such data accommodating a partially linear median regression function, a skewed error distribution and within subject association structures. We provide theoretical justifications for our methods including asymptotic properties of the posterior and associated semiparametric Bayesian estimators. We also provide simulation studies to investigate the finite sample properties of our methods. Several advantages of our method compared with existing methods are demonstrated via analysis of a cardiotoxicity study of children of HIV-infected mothers.

  1. Bayesian hierarchical modeling for detecting safety signals in clinical trials.

    PubMed

    Xia, H Amy; Ma, Haijun; Carlin, Bradley P

    2011-09-01

    Detection of safety signals from clinical trial adverse event data is critical in drug development, but carries a challenging statistical multiplicity problem. Bayesian hierarchical mixture modeling is appealing for its ability to borrow strength across subgroups in the data, as well as moderate extreme findings most likely due merely to chance. We implement such a model for subject incidence (Berry and Berry, 2004 ) using a binomial likelihood, and extend it to subject-year adjusted incidence rate estimation under a Poisson likelihood. We use simulation to choose a signal detection threshold, and illustrate some effective graphics for displaying the flagged signals.

  2. Adaptive Centering with Random Effects: An Alternative to the Fixed Effects Model for Studying Time-Varying Treatments in School Settings

    ERIC Educational Resources Information Center

    Raudenbush, Stephen W.

    2009-01-01

    Fixed effects models are often useful in longitudinal studies when the goal is to assess the impact of teacher or school characteristics on student learning. In this article, I introduce an alternative procedure: adaptive centering with random effects. I show that this procedure can replicate the fixed effects analysis while offering several…

  3. 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.

  4. Predictive RANS simulations via Bayesian Model-Scenario Averaging

    SciTech Connect

    Edeling, W.N.; Cinnella, P.; Dwight, R.P.

    2014-10-15

    The turbulence closure model is the dominant source of error in most Reynolds-Averaged Navier–Stokes simulations, yet no reliable estimators for this error component currently exist. Here we develop a stochastic, a posteriori error estimate, calibrated to specific classes of flow. It is based on variability in model closure coefficients across multiple flow scenarios, for multiple closure models. The variability is estimated using Bayesian calibration against experimental data for each scenario, and Bayesian Model-Scenario Averaging (BMSA) is used to collate the resulting posteriors, to obtain a stochastic estimate of a Quantity of Interest (QoI) in an unmeasured (prediction) scenario. The scenario probabilities in BMSA are chosen using a sensor which automatically weights those scenarios in the calibration set which are similar to the prediction scenario. The methodology is applied to the class of turbulent boundary-layers subject to various pressure gradients. For all considered prediction scenarios the standard-deviation of the stochastic estimate is consistent with the measurement ground truth. Furthermore, the mean of the estimate is more consistently accurate than the individual model predictions.

  5. Quantum-Like Bayesian Networks for Modeling Decision Making

    PubMed Central

    Moreira, Catarina; Wichert, Andreas

    2016-01-01

    In this work, we explore an alternative quantum structure to perform quantum probabilistic inferences to accommodate the paradoxical findings of the Sure Thing Principle. We propose a Quantum-Like Bayesian Network, which consists in replacing classical probabilities by quantum probability amplitudes. However, since this approach suffers from the problem of exponential growth of quantum parameters, we also propose a similarity heuristic that automatically fits quantum parameters through vector similarities. This makes the proposed model general and predictive in contrast to the current state of the art models, which cannot be generalized for more complex decision scenarios and that only provide an explanatory nature for the observed paradoxes. In the end, the model that we propose consists in a nonparametric method for estimating inference effects from a statistical point of view. It is a statistical model that is simpler than the previous quantum dynamic and quantum-like models proposed in the literature. We tested the proposed network with several empirical data from the literature, mainly from the Prisoner's Dilemma game and the Two Stage Gambling game. The results obtained show that the proposed quantum Bayesian Network is a general method that can accommodate violations of the laws of classical probability theory and make accurate predictions regarding human decision-making in these scenarios. PMID:26858669

  6. Quantum-Like Bayesian Networks for Modeling Decision Making.

    PubMed

    Moreira, Catarina; Wichert, Andreas

    2016-01-01

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

  7. An intuitive Bayesian spatial model for disease mapping that accounts for scaling.

    PubMed

    Riebler, Andrea; Sørbye, Sigrunn H; Simpson, Daniel; Rue, Håvard

    2016-08-01

    In recent years, disease mapping studies have become a routine application within geographical epidemiology and are typically analysed within a Bayesian hierarchical model formulation. A variety of model formulations for the latent level have been proposed but all come with inherent issues. In the classical BYM (Besag, York and Mollié) model, the spatially structured component cannot be seen independently from the unstructured component. This makes prior definitions for the hyperparameters of the two random effects challenging. There are alternative model formulations that address this confounding; however, the issue on how to choose interpretable hyperpriors is still unsolved. Here, we discuss a recently proposed parameterisation of the BYM model that leads to improved parameter control as the hyperparameters can be seen independently from each other. Furthermore, the need for a scaled spatial component is addressed, which facilitates assignment of interpretable hyperpriors and make these transferable between spatial applications with different graph structures. The hyperparameters themselves are used to define flexible extensions of simple base models. Consequently, penalised complexity priors for these parameters can be derived based on the information-theoretic distance from the flexible model to the base model, giving priors with clear interpretation. We provide implementation details for the new model formulation which preserve sparsity properties, and we investigate systematically the model performance and compare it to existing parameterisations. Through a simulation study, we show that the new model performs well, both showing good learning abilities and good shrinkage behaviour. In terms of model choice criteria, the proposed model performs at least equally well as existing parameterisations, but only the new formulation offers parameters that are interpretable and hyperpriors that have a clear meaning.

  8. An intuitive Bayesian spatial model for disease mapping that accounts for scaling.

    PubMed

    Riebler, Andrea; Sørbye, Sigrunn H; Simpson, Daniel; Rue, Håvard

    2016-08-01

    In recent years, disease mapping studies have become a routine application within geographical epidemiology and are typically analysed within a Bayesian hierarchical model formulation. A variety of model formulations for the latent level have been proposed but all come with inherent issues. In the classical BYM (Besag, York and Mollié) model, the spatially structured component cannot be seen independently from the unstructured component. This makes prior definitions for the hyperparameters of the two random effects challenging. There are alternative model formulations that address this confounding; however, the issue on how to choose interpretable hyperpriors is still unsolved. Here, we discuss a recently proposed parameterisation of the BYM model that leads to improved parameter control as the hyperparameters can be seen independently from each other. Furthermore, the need for a scaled spatial component is addressed, which facilitates assignment of interpretable hyperpriors and make these transferable between spatial applications with different graph structures. The hyperparameters themselves are used to define flexible extensions of simple base models. Consequently, penalised complexity priors for these parameters can be derived based on the information-theoretic distance from the flexible model to the base model, giving priors with clear interpretation. We provide implementation details for the new model formulation which preserve sparsity properties, and we investigate systematically the model performance and compare it to existing parameterisations. Through a simulation study, we show that the new model performs well, both showing good learning abilities and good shrinkage behaviour. In terms of model choice criteria, the proposed model performs at least equally well as existing parameterisations, but only the new formulation offers parameters that are interpretable and hyperpriors that have a clear meaning. PMID:27566770

  9. Assessing uncertainty in a stand growth model by Bayesian synthesis

    SciTech Connect

    Green, E.J.; MacFarlane, D.W.; Valentine, H.T.; Strawderman, W.E.

    1999-11-01

    The Bayesian synthesis method (BSYN) was used to bound the uncertainty in projections calculated with PIPESTEM, a mechanistic model of forest growth. The application furnished posterior distributions of (a) the values of the model's parameters, and (b) the values of three of the model's output variables--basal area per unit land area, average tree height, and tree density--at different points in time. Confidence or credible intervals for the output variables were obtained directly from the posterior distributions. The application also provides estimates of correlation among the parameters and output variables. BSYN, which originally was applied to a population dynamics model for bowhead whales, is generally applicable to deterministic models. Extension to two or more linked models is discussed. A simple worked example is included in an appendix.

  10. 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

  11. A Bayesian approach to biokinetic models of internally- deposited radionuclides

    NASA Astrophysics Data System (ADS)

    Amer, Mamun F.

    Bayesian methods were developed and applied to estimate parameters of biokinetic models of internally deposited radionuclides for the first time. Marginal posterior densities for the parameters, given the available data, were obtained and graphed. These densities contain all the information available about the parameters and fully describe their uncertainties. Two different numerical integration methods were employed to approximate the multi-dimensional integrals needed to obtain these densities and to verify our results. One numerical method was based on Gaussian quadrature. The other method was a lattice rule that was developed by Conroy. The lattice rule method is applied here for the first time in conjunction with Bayesian analysis. Computer codes were developed in Mathematica's own programming language to perform the integrals. Several biokinetic models were studied. The first model was a single power function, a/ t-b that was used to describe 226Ra whole body retention data for long periods of time in many patients. The posterior odds criterion for model identification was applied to select, from among some competing models, the best model to represent 226Ra retention in man. The highest model posterior was attained by the single power function. Posterior densities for the model parameters were obtained for each patient. Also, predictive densities for retention, given the available retention values and some selected times, were obtained. These predictive densities characterize the uncertainties in the unobservable retention values taking into consideration the uncertainties of other parameters in the model. The second model was a single exponential function, α e-/beta t, that was used to represent one patient's whole body retention as well as total excretion of 137Cs. Missing observations (censored data) in the two responses were replaced by unknown parameters and were handled in the same way other model parameters are treated. By applying the Bayesian

  12. Approximate Bayesian computation for forward modeling in cosmology

    NASA Astrophysics Data System (ADS)

    Akeret, Joël; Refregier, Alexandre; Amara, Adam; Seehars, Sebastian; Hasner, Caspar

    2015-08-01

    Bayesian inference is often used in cosmology and astrophysics to derive constraints on model parameters from observations. This approach relies on the ability to compute the likelihood of the data given a choice of model parameters. In many practical situations, the likelihood function may however be unavailable or intractable due to non-gaussian errors, non-linear measurements processes, or complex data formats such as catalogs and maps. In these cases, the simulation of mock data sets can often be made through forward modeling. We discuss how Approximate Bayesian Computation (ABC) can be used in these cases to derive an approximation to the posterior constraints using simulated data sets. This technique relies on the sampling of the parameter set, a distance metric to quantify the difference between the observation and the simulations and summary statistics to compress the information in the data. We first review the principles of ABC and discuss its implementation using a Population Monte-Carlo (PMC) algorithm and the Mahalanobis distance metric. We test the performance of the implementation using a Gaussian toy model. We then apply the ABC technique to the practical case of the calibration of image simulations for wide field cosmological surveys. We find that the ABC analysis is able to provide reliable parameter constraints for this problem and is therefore a promising technique for other applications in cosmology and astrophysics. Our implementation of the ABC PMC method is made available via a public code release.

  13. Bayesian Gaussian Copula Factor Models for Mixed Data

    PubMed Central

    Murray, Jared S.; Dunson, David B.; Carin, Lawrence; Lucas, Joseph E.

    2013-01-01

    Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables or through generalized latent trait models acommodating measurements in the exponential family. However, when generalizing to non-Gaussian measured variables the latent variables typically influence both the dependence structure and the form of the marginal distributions, complicating interpretation and introducing artifacts. To address this problem we propose a novel class of Bayesian Gaussian copula factor models which decouple the latent factors from the marginal distributions. A semiparametric specification for the marginals based on the extended rank likelihood yields straightforward implementation and substantial computational gains. We provide new theoretical and empirical justifications for using this likelihood in Bayesian inference. We propose new default priors for the factor loadings and develop efficient parameter-expanded Gibbs sampling for posterior computation. The methods are evaluated through simulations and applied to a dataset in political science. The models in this paper are implemented in the R package bfa.1 PMID:23990691

  14. Bayesian Gaussian Copula Factor Models for Mixed Data.

    PubMed

    Murray, Jared S; Dunson, David B; Carin, Lawrence; Lucas, Joseph E

    2013-06-01

    Gaussian factor models have proven widely useful for parsimoniously characterizing dependence in multivariate data. There is a rich literature on their extension to mixed categorical and continuous variables, using latent Gaussian variables or through generalized latent trait models acommodating measurements in the exponential family. However, when generalizing to non-Gaussian measured variables the latent variables typically influence both the dependence structure and the form of the marginal distributions, complicating interpretation and introducing artifacts. To address this problem we propose a novel class of Bayesian Gaussian copula factor models which decouple the latent factors from the marginal distributions. A semiparametric specification for the marginals based on the extended rank likelihood yields straightforward implementation and substantial computational gains. We provide new theoretical and empirical justifications for using this likelihood in Bayesian inference. We propose new default priors for the factor loadings and develop efficient parameter-expanded Gibbs sampling for posterior computation. The methods are evaluated through simulations and applied to a dataset in political science. The models in this paper are implemented in the R package bfa.

  15. Bayesian Models for fMRI Data Analysis

    PubMed Central

    Zhang, Linlin; Guindani, Michele; Vannucci, Marina

    2015-01-01

    Functional magnetic resonance imaging (fMRI), a noninvasive neuroimaging method that provides an indirect measure of neuronal activity by detecting blood flow changes, has experienced an explosive growth in the past years. Statistical methods play a crucial role in understanding and analyzing fMRI data. Bayesian approaches, in particular, have shown great promise in applications. A remarkable feature of fully Bayesian approaches is that they allow a flexible modeling of spatial and temporal correlations in the data. This paper provides a review of the most relevant models developed in recent years. We divide methods according to the objective of the analysis. We start from spatio-temporal models for fMRI data that detect task-related activation patterns. We then address the very important problem of estimating brain connectivity. We also touch upon methods that focus on making predictions of an individual's brain activity or a clinical or behavioral response. We conclude with a discussion of recent integrative models that aim at combining fMRI data with other imaging modalities, such as EEG/MEG and DTI data, measured on the same subjects. We also briefly discuss the emerging field of imaging genetics. PMID:25750690

  16. Bayesian Sensitivity Analysis of Statistical Models with Missing Data

    PubMed Central

    ZHU, HONGTU; IBRAHIM, JOSEPH G.; TANG, NIANSHENG

    2013-01-01

    Methods for handling missing data depend strongly on the mechanism that generated the missing values, such as missing completely at random (MCAR) or missing at random (MAR), as well as other distributional and modeling assumptions at various stages. It is well known that the resulting estimates and tests may be sensitive to these assumptions as well as to outlying observations. In this paper, we introduce various perturbations to modeling assumptions and individual observations, and then develop a formal sensitivity analysis to assess these perturbations in the Bayesian analysis of statistical models with missing data. We develop a geometric framework, called the Bayesian perturbation manifold, to characterize the intrinsic structure of these perturbations. We propose several intrinsic influence measures to perform sensitivity analysis and quantify the effect of various perturbations to statistical models. We use the proposed sensitivity analysis procedure to systematically investigate the tenability of the non-ignorable missing at random (NMAR) assumption. Simulation studies are conducted to evaluate our methods, and a dataset is analyzed to illustrate the use of our diagnostic measures. PMID:24753718

  17. A Comparison of General Diagnostic Models (GDM) and Bayesian Networks Using a Middle School Mathematics Test

    ERIC Educational Resources Information Center

    Wu, Haiyan

    2013-01-01

    General diagnostic models (GDMs) and Bayesian networks are mathematical frameworks that cover a wide variety of psychometric models. Both extend latent class models, and while GDMs also extend item response theory (IRT) models, Bayesian networks can be parameterized using discretized IRT. The purpose of this study is to examine similarities and…

  18. Multiple testing on standardized mortality ratios: a Bayesian hierarchical model for FDR estimation.

    PubMed

    Ventrucci, Massimo; Scott, E Marian; Cocchi, Daniela

    2011-01-01

    The analysis of large data sets of standardized mortality ratios (SMRs), obtained by collecting observed and expected disease counts in a map of contiguous regions, is a first step in descriptive epidemiology to detect potential environmental risk factors. A common situation arises when counts are collected in small areas, that is, where the expected count is very low, and disease risks underlying the map are spatially correlated. Traditional p-value-based methods, which control the false discovery rate (FDR) by means of Poisson p-values, might achieve small sensitivity in identifying risk in small areas. This problem is the focus of the present work, where a Bayesian approach which performs a test to evaluate the null hypothesis of no risk over each SMR and controls the posterior FDR is proposed. A Bayesian hierarchical model including spatial random effects to allow for extra-Poisson variability is implemented providing estimates of the posterior probabilities that the null hypothesis of absence of risk is true. By means of such posterior probabilities, an estimate of the posterior FDR conditional on the data can be computed. A conservative estimation is needed to achieve the control which is checked by simulation. The availability of this estimate allows the practitioner to determine nonarbitrary FDR-based selection rules to identify high-risk areas according to a preset FDR level. Sensitivity and specificity of FDR-based rules are studied via simulation and a comparison with p-value-based rules is also shown. A real data set is analyzed using rules based on several FDR levels.

  19. Model Selection in Historical Research Using Approximate Bayesian Computation

    PubMed Central

    Rubio-Campillo, Xavier

    2016-01-01

    Formal Models and History Computational models are increasingly being used to study historical dynamics. This new trend, which could be named Model-Based History, makes use of recently published datasets and innovative quantitative methods to improve our understanding of past societies based on their written sources. The extensive use of formal models allows historians to re-evaluate hypotheses formulated decades ago and still subject to debate due to the lack of an adequate quantitative framework. The initiative has the potential to transform the discipline if it solves the challenges posed by the study of historical dynamics. These difficulties are based on the complexities of modelling social interaction, and the methodological issues raised by the evaluation of formal models against data with low sample size, high variance and strong fragmentation. Case Study This work examines an alternate approach to this evaluation based on a Bayesian-inspired model selection method. The validity of the classical Lanchester’s laws of combat is examined against a dataset comprising over a thousand battles spanning 300 years. Four variations of the basic equations are discussed, including the three most common formulations (linear, squared, and logarithmic) and a new variant introducing fatigue. Approximate Bayesian Computation is then used to infer both parameter values and model selection via Bayes Factors. Impact Results indicate decisive evidence favouring the new fatigue model. The interpretation of both parameter estimations and model selection provides new insights into the factors guiding the evolution of warfare. At a methodological level, the case study shows how model selection methods can be used to guide historical research through the comparison between existing hypotheses and empirical evidence. PMID:26730953

  20. Uncovering Transcriptional Regulatory Networks by Sparse Bayesian Factor Model

    NASA Astrophysics Data System (ADS)

    Meng, Jia; Zhang, Jianqiu(Michelle); Qi, Yuan(Alan); Chen, Yidong; Huang, Yufei

    2010-12-01

    The problem of uncovering transcriptional regulation by transcription factors (TFs) based on microarray data is considered. A novel Bayesian sparse correlated rectified factor model (BSCRFM) is proposed that models the unknown TF protein level activity, the correlated regulations between TFs, and the sparse nature of TF-regulated genes. The model admits prior knowledge from existing database regarding TF-regulated target genes based on a sparse prior and through a developed Gibbs sampling algorithm, a context-specific transcriptional regulatory network specific to the experimental condition of the microarray data can be obtained. The proposed model and the Gibbs sampling algorithm were evaluated on the simulated systems, and results demonstrated the validity and effectiveness of the proposed approach. The proposed model was then applied to the breast cancer microarray data of patients with Estrogen Receptor positive ([InlineEquation not available: see fulltext.]) status and Estrogen Receptor negative ([InlineEquation not available: see fulltext.]) status, respectively.

  1. Preferential sampling and Bayesian geostatistics: Statistical modeling and examples.

    PubMed

    Cecconi, Lorenzo; Grisotto, Laura; Catelan, Dolores; Lagazio, Corrado; Berrocal, Veronica; Biggeri, Annibale

    2016-08-01

    Preferential sampling refers to any situation in which the spatial process and the sampling locations are not stochastically independent. In this paper, we present two examples of geostatistical analysis in which the usual assumption of stochastic independence between the point process and the measurement process is violated. To account for preferential sampling, we specify a flexible and general Bayesian geostatistical model that includes a shared spatial random component. We apply the proposed model to two different case studies that allow us to highlight three different modeling and inferential aspects of geostatistical modeling under preferential sampling: (1) continuous or finite spatial sampling frame; (2) underlying causal model and relevant covariates; and (3) inferential goals related to mean prediction surface or prediction uncertainty.

  2. Preferential sampling and Bayesian geostatistics: Statistical modeling and examples.

    PubMed

    Cecconi, Lorenzo; Grisotto, Laura; Catelan, Dolores; Lagazio, Corrado; Berrocal, Veronica; Biggeri, Annibale

    2016-08-01

    Preferential sampling refers to any situation in which the spatial process and the sampling locations are not stochastically independent. In this paper, we present two examples of geostatistical analysis in which the usual assumption of stochastic independence between the point process and the measurement process is violated. To account for preferential sampling, we specify a flexible and general Bayesian geostatistical model that includes a shared spatial random component. We apply the proposed model to two different case studies that allow us to highlight three different modeling and inferential aspects of geostatistical modeling under preferential sampling: (1) continuous or finite spatial sampling frame; (2) underlying causal model and relevant covariates; and (3) inferential goals related to mean prediction surface or prediction uncertainty. PMID:27566774

  3. Bayesian Inference for Generalized Linear Models for Spiking Neurons

    PubMed Central

    Gerwinn, Sebastian; Macke, Jakob H.; Bethge, Matthias

    2010-01-01

    Generalized Linear Models (GLMs) are commonly used statistical methods for modelling the relationship between neural population activity and presented stimuli. When the dimension of the parameter space is large, strong regularization has to be used in order to fit GLMs to datasets of realistic size without overfitting. By imposing properly chosen priors over parameters, Bayesian inference provides an effective and principled approach for achieving regularization. Here we show how the posterior distribution over model parameters of GLMs can be approximated by a Gaussian using the Expectation Propagation algorithm. In this way, we obtain an estimate of the posterior mean and posterior covariance, allowing us to calculate Bayesian confidence intervals that characterize the uncertainty about the optimal solution. From the posterior we also obtain a different point estimate, namely the posterior mean as opposed to the commonly used maximum a posteriori estimate. We systematically compare the different inference techniques on simulated as well as on multi-electrode recordings of retinal ganglion cells, and explore the effects of the chosen prior and the performance measure used. We find that good performance can be achieved by choosing an Laplace prior together with the posterior mean estimate. PMID:20577627

  4. A kinematic model for Bayesian tracking of cyclic human motion

    NASA Astrophysics Data System (ADS)

    Greif, Thomas; Lienhart, Rainer

    2010-01-01

    We introduce a two-dimensional kinematic model for cyclic motions of humans, which is suitable for the use as temporal prior in any Bayesian tracking framework. This human motion model is solely based on simple kinematic properties: the joint accelerations. Distributions of joint accelerations subject to the cycle progress are learned from training data. We present results obtained by applying the introduced model to the cyclic motion of backstroke swimming in a Kalman filter framework that represents the posterior distribution by a Gaussian. We experimentally evaluate the sensitivity of the motion model with respect to the frequency and noise level of assumed appearance-based pose measurements by simulating various fidelities of the pose measurements using ground truth data.

  5. Bayesian inference with an adaptive proposal density for GARCH models

    NASA Astrophysics Data System (ADS)

    Takaishi, Tetsuya

    2010-04-01

    We perform the Bayesian inference of a GARCH model by the Metropolis-Hastings algorithm with an adaptive proposal density. The adaptive proposal density is assumed to be the Student's t-distribution and the distribution parameters are evaluated by using the data sampled during the simulation. We apply the method for the QGARCH model which is one of asymmetric GARCH models and make empirical studies for Nikkei 225, DAX and Hang indexes. We find that autocorrelation times from our method are very small, thus the method is very efficient for generating uncorrelated Monte Carlo data. The results from the QGARCH model show that all the three indexes show the leverage effect, i.e. the volatility is high after negative observations.

  6. Bayesian Dose-Response Modeling in Sparse Data

    NASA Astrophysics Data System (ADS)

    Kim, Steven B.

    This book discusses Bayesian dose-response modeling in small samples applied to two different settings. The first setting is early phase clinical trials, and the second setting is toxicology studies in cancer risk assessment. In early phase clinical trials, experimental units are humans who are actual patients. Prior to a clinical trial, opinions from multiple subject area experts are generally more informative than the opinion of a single expert, but we may face a dilemma when they have disagreeing prior opinions. In this regard, we consider compromising the disagreement and compare two different approaches for making a decision. In addition to combining multiple opinions, we also address balancing two levels of ethics in early phase clinical trials. The first level is individual-level ethics which reflects the perspective of trial participants. The second level is population-level ethics which reflects the perspective of future patients. We extensively compare two existing statistical methods which focus on each perspective and propose a new method which balances the two conflicting perspectives. In toxicology studies, experimental units are living animals. Here we focus on a potential non-monotonic dose-response relationship which is known as hormesis. Briefly, hormesis is a phenomenon which can be characterized by a beneficial effect at low doses and a harmful effect at high doses. In cancer risk assessments, the estimation of a parameter, which is known as a benchmark dose, can be highly sensitive to a class of assumptions, monotonicity or hormesis. In this regard, we propose a robust approach which considers both monotonicity and hormesis as a possibility. In addition, We discuss statistical hypothesis testing for hormesis and consider various experimental designs for detecting hormesis based on Bayesian decision theory. Past experiments have not been optimally designed for testing for hormesis, and some Bayesian optimal designs may not be optimal under a

  7. Parameter Estimation and Parameterization Uncertainty Using Bayesian Model Averaging

    NASA Astrophysics Data System (ADS)

    Tsai, F. T.; Li, X.

    2007-12-01

    This study proposes Bayesian model averaging (BMA) to address parameter estimation uncertainty arisen from non-uniqueness in parameterization methods. BMA provides a means of incorporating multiple parameterization methods for prediction through the law of total probability, with which an ensemble average of hydraulic conductivity distribution is obtained. Estimation uncertainty is described by the BMA variances, which contain variances within and between parameterization methods. BMA shows the facts that considering more parameterization methods tends to increase estimation uncertainty and estimation uncertainty is always underestimated using a single parameterization method. Two major problems in applying BMA to hydraulic conductivity estimation using a groundwater inverse method will be discussed in the study. The first problem is the use of posterior probabilities in BMA, which tends to single out one best method and discard other good methods. This problem arises from Occam's window that only accepts models in a very narrow range. We propose a variance window to replace Occam's window to cope with this problem. The second problem is the use of Kashyap information criterion (KIC), which makes BMA tend to prefer high uncertain parameterization methods due to considering the Fisher information matrix. We found that Bayesian information criterion (BIC) is a good approximation to KIC and is able to avoid controversial results. We applied BMA to hydraulic conductivity estimation in the 1,500-foot sand aquifer in East Baton Rouge Parish, Louisiana.

  8. Advanced REACH Tool: a Bayesian model for occupational exposure assessment.

    PubMed

    McNally, Kevin; Warren, Nicholas; Fransman, Wouter; Entink, Rinke Klein; Schinkel, Jody; van Tongeren, Martie; Cherrie, John W; Kromhout, Hans; Schneider, Thomas; Tielemans, Erik

    2014-06-01

    This paper describes a Bayesian model for the assessment of inhalation exposures in an occupational setting; the methodology underpins a freely available web-based application for exposure assessment, the Advanced REACH Tool (ART). The ART is a higher tier exposure tool that combines disparate sources of information within a Bayesian statistical framework. The information is obtained from expert knowledge expressed in a calibrated mechanistic model of exposure assessment, data on inter- and intra-individual variability in exposures from the literature, and context-specific exposure measurements. The ART provides central estimates and credible intervals for different percentiles of the exposure distribution, for full-shift and long-term average exposures. The ART can produce exposure estimates in the absence of measurements, but the precision of the estimates improves as more data become available. The methodology presented in this paper is able to utilize partially analogous data, a novel approach designed to make efficient use of a sparsely populated measurement database although some additional research is still required before practical implementation. The methodology is demonstrated using two worked examples: an exposure to copper pyrithione in the spraying of antifouling paints and an exposure to ethyl acetate in shoe repair. PMID:24665110

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

    PubMed Central

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

    2015-01-01

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

  10. Bayesian methods for model choice and propagation of model uncertainty in groundwater transport modeling

    NASA Astrophysics Data System (ADS)

    Mendes, B. S.; Draper, D.

    2008-12-01

    The issue of model uncertainty and model choice is central in any groundwater modeling effort [Neuman and Wierenga, 2003]; among the several approaches to the problem we favour using Bayesian statistics because it is a method that integrates in a natural way uncertainties (arising from any source) and experimental data. In this work, we experiment with several Bayesian approaches to model choice, focusing primarily on demonstrating the usefulness of the Reversible Jump Markov Chain Monte Carlo (RJMCMC) simulation method [Green, 1995]; this is an extension of the now- common MCMC methods. Standard MCMC techniques approximate posterior distributions for quantities of interest, often by creating a random walk in parameter space; RJMCMC allows the random walk to take place between parameter spaces with different dimensionalities. This fact allows us to explore state spaces that are associated with different deterministic models for experimental data. Our work is exploratory in nature; we restrict our study to comparing two simple transport models applied to a data set gathered to estimate the breakthrough curve for a tracer compound in groundwater. One model has a mean surface based on a simple advection dispersion differential equation; the second model's mean surface is also governed by a differential equation but in two dimensions. We focus on artificial data sets (in which truth is known) to see if model identification is done correctly, but we also address the issues of over and under-paramerization, and we compare RJMCMC's performance with other traditional methods for model selection and propagation of model uncertainty, including Bayesian model averaging, BIC and DIC.References Neuman and Wierenga (2003). A Comprehensive Strategy of Hydrogeologic Modeling and Uncertainty Analysis for Nuclear Facilities and Sites. NUREG/CR-6805, Division of Systems Analysis and Regulatory Effectiveness Office of Nuclear Regulatory Research, U. S. Nuclear Regulatory Commission

  11. Perceptual decision making: drift-diffusion model is equivalent to a Bayesian model

    PubMed Central

    Bitzer, Sebastian; Park, Hame; Blankenburg, Felix; Kiebel, Stefan J.

    2014-01-01

    Behavioral data obtained with perceptual decision making experiments are typically analyzed with the drift-diffusion model. This parsimonious model accumulates noisy pieces of evidence toward a decision bound to explain the accuracy and reaction times of subjects. Recently, Bayesian models have been proposed to explain how the brain extracts information from noisy input as typically presented in perceptual decision making tasks. It has long been known that the drift-diffusion model is tightly linked with such functional Bayesian models but the precise relationship of the two mechanisms was never made explicit. Using a Bayesian model, we derived the equations which relate parameter values between these models. In practice we show that this equivalence is useful when fitting multi-subject data. We further show that the Bayesian model suggests different decision variables which all predict equal responses and discuss how these may be discriminated based on neural correlates of accumulated evidence. In addition, we discuss extensions to the Bayesian model which would be difficult to derive for the drift-diffusion model. We suggest that these and other extensions may be highly useful for deriving new experiments which test novel hypotheses. PMID:24616689

  12. Modeling the Climatology of Tornado Occurrence with Bayesian Inference

    NASA Astrophysics Data System (ADS)

    Cheng, Vincent Y. S.

    Our mechanistic understanding of tornadic environments has significantly improved by the recent technological enhancements in the detection of tornadoes as well as the advances of numerical weather predictive modeling. Nonetheless, despite the decades of active research, prediction of tornado occurrence remains one of the most difficult problems in meteorological and climate science. In our efforts to develop predictive tools for tornado occurrence, there are a number of issues to overcome, such as the treatment of inconsistent tornado records, the consideration of suitable combination of atmospheric predictors, and the selection of appropriate resolution to accommodate the variability in time and space. In this dissertation, I address each of these topics by undertaking three empirical (statistical) modeling studies, where I examine the signature of different atmospheric factors influencing the tornado occurrence, the sampling biases in tornado observations, and the optimal spatiotemporal resolution for studying tornado occurrence. In the first study, I develop a novel Bayesian statistical framework to assess the probability of tornado occurrence in Canada, in which the sampling bias of tornado observations and the linkage between lightning climatology and tornadogenesis are considered. The results produced reasonable probability estimates of tornado occurrence for the under-sampled areas in the model domain. The same study also delineated the geographical variability in the lightning-tornado relationship across Canada. In the second study, I present a novel modeling framework to examine the relative importance of several key atmospheric variables (e.g., convective available potential energy, 0-3 km storm-relative helicity, 0-6 km bulk wind difference, 0-tropopause vertical wind shear) on tornado activity in North America. I found that the variable quantifying the updraft strength is more important during the warm season, whereas the effects of wind

  13. Aggregated Residential Load Modeling Using Dynamic Bayesian Networks

    SciTech Connect

    Vlachopoulou, Maria; Chin, George; Fuller, Jason C.; Lu, Shuai

    2014-09-28

    Abstract—It is already obvious that the future power grid will have to address higher demand for power and energy, and to incorporate renewable resources of different energy generation patterns. Demand response (DR) schemes could successfully be used to manage and balance power supply and demand under operating conditions of the future power grid. To achieve that, more advanced tools for DR management of operations and planning are necessary that can estimate the available capacity from DR resources. In this research, a Dynamic Bayesian Network (DBN) is derived, trained, and tested that can model aggregated load of Heating, Ventilation, and Air Conditioning (HVAC) systems. DBNs can provide flexible and powerful tools for both operations and planing, due to their unique analytical capabilities. The DBN model accuracy and flexibility of use is demonstrated by testing the model under different operational scenarios.

  14. Performance and Prediction: Bayesian Modelling of Fallible Choice in Chess

    NASA Astrophysics Data System (ADS)

    Haworth, Guy; Regan, Ken; di Fatta, Giuseppe

    Evaluating agents in decision-making applications requires assessing their skill and predicting their behaviour. Both are well developed in Poker-like situations, but less so in more complex game and model domains. This paper addresses both tasks by using Bayesian inference in a benchmark space of reference agents. The concepts are explained and demonstrated using the game of chess but the model applies generically to any domain with quantifiable options and fallible choice. Demonstration applications address questions frequently asked by the chess community regarding the stability of the rating scale, the comparison of players of different eras and/or leagues, and controversial incidents possibly involving fraud. The last include alleged under-performance, fabrication of tournament results, and clandestine use of computer advice during competition. Beyond the model world of games, the aim is to improve fallible human performance in complex, high-value tasks.

  15. Development of a Bayesian Belief Network Runway Incursion Model

    NASA Technical Reports Server (NTRS)

    Green, Lawrence L.

    2014-01-01

    In a previous paper, a statistical analysis of runway incursion (RI) events was conducted to ascertain their relevance to the top ten Technical Challenges (TC) of the National Aeronautics and Space Administration (NASA) Aviation Safety Program (AvSP). The study revealed connections to perhaps several of the AvSP top ten TC. That data also identified several primary causes and contributing factors for RI events that served as the basis for developing a system-level Bayesian Belief Network (BBN) model for RI events. The system-level BBN model will allow NASA to generically model the causes of RI events and to assess the effectiveness of technology products being developed under NASA funding. These products are intended to reduce the frequency of RI events in particular, and to improve runway safety in general. The development, structure and assessment of that BBN for RI events by a Subject Matter Expert panel are documented in this paper.

  16. Advances in Bayesian Model Based Clustering Using Particle Learning

    SciTech Connect

    Merl, D M

    2009-11-19

    Recent work by Carvalho, Johannes, Lopes and Polson and Carvalho, Lopes, Polson and Taddy introduced a sequential Monte Carlo (SMC) alternative to traditional iterative Monte Carlo strategies (e.g. MCMC and EM) for Bayesian inference for a large class of dynamic models. The basis of SMC techniques involves representing the underlying inference problem as one of state space estimation, thus giving way to inference via particle filtering. The key insight of Carvalho et al was to construct the sequence of filtering distributions so as to make use of the posterior predictive distribution of the observable, a distribution usually only accessible in certain Bayesian settings. Access to this distribution allows a reversal of the usual propagate and resample steps characteristic of many SMC methods, thereby alleviating to a large extent many problems associated with particle degeneration. Furthermore, Carvalho et al point out that for many conjugate models the posterior distribution of the static variables can be parametrized in terms of [recursively defined] sufficient statistics of the previously observed data. For models where such sufficient statistics exist, particle learning as it is being called, is especially well suited for the analysis of streaming data do to the relative invariance of its algorithmic complexity with the number of data observations. Through a particle learning approach, a statistical model can be fit to data as the data is arriving, allowing at any instant during the observation process direct quantification of uncertainty surrounding underlying model parameters. Here we describe the use of a particle learning approach for fitting a standard Bayesian semiparametric mixture model as described in Carvalho, Lopes, Polson and Taddy. In Section 2 we briefly review the previously presented particle learning algorithm for the case of a Dirichlet process mixture of multivariate normals. In Section 3 we describe several novel extensions to the original

  17. Bayesian spatio-temporal modelling of national milk-recording data of seasonal-calving New Zealand dairy herds.

    PubMed

    Clements, A C A; Pfeiffer, D U; Hayes, D

    2005-10-12

    A spatio-temporal analysis was undertaken with the aim of identifying the dynamics of herd mean individual cow SCCs (MICSCC) in seasonally calving New Zealand dairy herds. Two datasets were extracted from the Livestock Improvement Corporation's extensive national dairy recording database: (1) milk-recording data aggregated at the herd-level and (2) sales questionnaire data containing information on the size, location and infrastructure of each farm. A Bayesian spatio-temporal modelling approach was applied to the analysis. The data were aggregated by 10 km(2) grid cells and linear regression models were developed with spatially structured and unstructured random effects, a linear temporal trend random effect and spatial-temporal interactions for log-transformed median MISCC (ln(median MISCC)). Significant associations were found between ln(median MISCC) and milk yield, milk fat, milk protein, farm area and number of cups in the dairy. This led us to suggest that SCCs should be adjusted for volume and constituents prior to determining a threshold MISCC for identification of subclinical mastitis (SCM) problem herds. Part, or all, of the temporal trend in MISCC in the spatio-temporal model was accounted for by inclusion of yield and milk constituents as independent variables. This supports the hypothesis of a dilution effect with potential consequences for misdiagnosis of SCM, particularly in late lactation. Unmeasured covariates were similarly likely to be spatially structured and unstructured. PMID:16107283

  18. Integrated Bayesian network framework for modeling complex ecological issues.

    PubMed

    Johnson, Sandra; Mengersen, Kerrie

    2012-07-01

    The management of environmental problems is multifaceted, requiring varied and sometimes conflicting objectives and perspectives to be considered. Bayesian network (BN) modeling facilitates the integration of information from diverse sources and is well suited to tackling the management challenges of complex environmental problems. However, combining several perspectives in one model can lead to large, unwieldy BNs that are difficult to maintain and understand. Conversely, an oversimplified model may lead to an unrealistic representation of the environmental problem. Environmental managers require the current research and available knowledge about an environmental problem of interest to be consolidated in a meaningful way, thereby enabling the assessment of potential impacts and different courses of action. Previous investigations of the environmental problem of interest may have already resulted in the construction of several disparate ecological models. On the other hand, the opportunity may exist to initiate this modeling. In the first instance, the challenge is to integrate existing models and to merge the information and perspectives from these models. In the second instance, the challenge is to include different aspects of the environmental problem incorporating both the scientific and management requirements. Although the paths leading to the combined model may differ for these 2 situations, the common objective is to design an integrated model that captures the available information and research, yet is simple to maintain, expand, and refine. BN modeling is typically an iterative process, and we describe a heuristic method, the iterative Bayesian network development cycle (IBNDC), for the development of integrated BN models that are suitable for both situations outlined above. The IBNDC approach facilitates object-oriented BN (OOBN) modeling, arguably viewed as the next logical step in adaptive management modeling, and that embraces iterative development

  19. A Semiparametric Bayesian Model for Detecting Synchrony Among Multiple Neurons

    PubMed Central

    Shahbaba, Babak; Zhou, Bo; Lan, Shiwei; Ombao, Hernando; Moorman, David; Behseta, Sam

    2015-01-01

    We propose a scalable semiparametric Bayesian model to capture dependencies among multiple neurons by detecting their co-firing (possibly with some lag time) patterns over time. After discretizing time so there is at most one spike at each interval, the resulting sequence of 1’s (spike) and 0’s (silence) for each neuron is modeled using the logistic function of a continuous latent variable with a Gaussian process prior. For multiple neurons, the corresponding marginal distributions are coupled to their joint probability distribution using a parametric copula model. The advantages of our approach are as follows: the nonparametric component (i.e., the Gaussian process model) provides a flexible framework for modeling the underlying firing rates; the parametric component (i.e., the copula model) allows us to make inference regarding both contemporaneous and lagged relationships among neurons; using the copula model, we construct multivariate probabilistic models by separating the modeling of univariate marginal distributions from the modeling of dependence structure among variables; our method is easy to implement using a computationally efficient sampling algorithm that can be easily extended to high dimensional problems. Using simulated data, we show that our approach could correctly capture temporal dependencies in firing rates and identify synchronous neurons. We also apply our model to spike train data obtained from prefrontal cortical areas. PMID:24922500

  20. 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…

  1. 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…

  2. Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management

    EPA Science Inventory

    A formal Bayesian methodology is presented for integrated model calibration and risk-based water quality management using Bayesian Monte Carlo simulation and maximum likelihood estimation (BMCML). The primary focus is on lucid integration of model calibration with risk-based wat...

  3. A Bayesian Measurment Error Model for Misaligned Radiographic Data

    SciTech Connect

    Lennox, Kristin P.; Glascoe, Lee G.

    2013-09-06

    An understanding of the inherent variability in micro-computed tomography (micro-CT) data is essential to tasks such as statistical process control and the validation of radiographic simulation tools. The data present unique challenges to variability analysis due to the relatively low resolution of radiographs, and also due to minor variations from run to run which can result in misalignment or magnification changes between repeated measurements of a sample. Positioning changes artificially inflate the variability of the data in ways that mask true physical phenomena. We present a novel Bayesian nonparametric regression model that incorporates both additive and multiplicative measurement error in addition to heteroscedasticity to address this problem. We also use this model to assess the effects of sample thickness and sample position on measurement variability for an aluminum specimen. Supplementary materials for this article are available online.

  4. A Bayesian Measurment Error Model for Misaligned Radiographic Data

    DOE PAGES

    Lennox, Kristin P.; Glascoe, Lee G.

    2013-09-06

    An understanding of the inherent variability in micro-computed tomography (micro-CT) data is essential to tasks such as statistical process control and the validation of radiographic simulation tools. The data present unique challenges to variability analysis due to the relatively low resolution of radiographs, and also due to minor variations from run to run which can result in misalignment or magnification changes between repeated measurements of a sample. Positioning changes artificially inflate the variability of the data in ways that mask true physical phenomena. We present a novel Bayesian nonparametric regression model that incorporates both additive and multiplicative measurement error inmore » addition to heteroscedasticity to address this problem. We also use this model to assess the effects of sample thickness and sample position on measurement variability for an aluminum specimen. Supplementary materials for this article are available online.« less

  5. Acquisition of causal models for local distributions in Bayesian networks.

    PubMed

    Xiang, Yang; Truong, Minh

    2014-09-01

    To specify a Bayesian network, a local distribution in the form of a conditional probability table, often of an effect conditioned on its n causes, needs to be acquired, one for each non-root node. Since the number of parameters to be assessed is generally exponential in n , improving the efficiency is an important concern in knowledge engineering. Non-impeding noisy-AND (NIN-AND) tree causal models reduce the number of parameters to being linear in n , while explicitly expressing both reinforcing and undermining interactions among causes. The key challenge in NIN-AND tree modeling is the acquisition of the NIN-AND tree structure. In this paper, we formulate a concise structure representation and an expressive causal interaction function of NIN-AND trees. Building on these representations, we propose two structural acquisition methods, which are applicable to both elicitation-based and machine learning-based acquisitions. Their accuracy is demonstrated through experimental evaluations.

  6. Analyzing large-scale conservation interventions with Bayesian hierarchical models: a case study of supplementing threatened Pacific salmon.

    PubMed

    Scheuerell, Mark D; Buhle, Eric R; Semmens, Brice X; Ford, Michael J; Cooney, Tom; Carmichael, Richard W

    2015-05-01

    Myriad human activities increasingly threaten the existence of many species. A variety of conservation interventions such as habitat restoration, protected areas, and captive breeding have been used to prevent extinctions. Evaluating the effectiveness of these interventions requires appropriate statistical methods, given the quantity and quality of available data. Historically, analysis of variance has been used with some form of predetermined before-after control-impact design to estimate the effects of large-scale experiments or conservation interventions. However, ad hoc retrospective study designs or the presence of random effects at multiple scales may preclude the use of these tools. We evaluated the effects of a large-scale supplementation program on the density of adult Chinook salmon Oncorhynchus tshawytscha from the Snake River basin in the northwestern United States currently listed under the U.S. Endangered Species Act. We analyzed 43 years of data from 22 populations, accounting for random effects across time and space using a form of Bayesian hierarchical time-series model common in analyses of financial markets. We found that varying degrees of supplementation over a period of 25 years increased the density of natural-origin adults, on average, by 0-8% relative to nonsupplementation years. Thirty-nine of the 43 year effects were at least two times larger in magnitude than the mean supplementation effect, suggesting common environmental variables play a more important role in driving interannual variability in adult density. Additional residual variation in density varied considerably across the region, but there was no systematic difference between supplemented and reference populations. Our results demonstrate the power of hierarchical Bayesian models to detect the diffuse effects of management interventions and to quantitatively describe the variability of intervention success. Nevertheless, our study could not address whether ecological factors

  7. Analyzing large-scale conservation interventions with Bayesian hierarchical models: a case study of supplementing threatened Pacific salmon.

    PubMed

    Scheuerell, Mark D; Buhle, Eric R; Semmens, Brice X; Ford, Michael J; Cooney, Tom; Carmichael, Richard W

    2015-05-01

    Myriad human activities increasingly threaten the existence of many species. A variety of conservation interventions such as habitat restoration, protected areas, and captive breeding have been used to prevent extinctions. Evaluating the effectiveness of these interventions requires appropriate statistical methods, given the quantity and quality of available data. Historically, analysis of variance has been used with some form of predetermined before-after control-impact design to estimate the effects of large-scale experiments or conservation interventions. However, ad hoc retrospective study designs or the presence of random effects at multiple scales may preclude the use of these tools. We evaluated the effects of a large-scale supplementation program on the density of adult Chinook salmon Oncorhynchus tshawytscha from the Snake River basin in the northwestern United States currently listed under the U.S. Endangered Species Act. We analyzed 43 years of data from 22 populations, accounting for random effects across time and space using a form of Bayesian hierarchical time-series model common in analyses of financial markets. We found that varying degrees of supplementation over a period of 25 years increased the density of natural-origin adults, on average, by 0-8% relative to nonsupplementation years. Thirty-nine of the 43 year effects were at least two times larger in magnitude than the mean supplementation effect, suggesting common environmental variables play a more important role in driving interannual variability in adult density. Additional residual variation in density varied considerably across the region, but there was no systematic difference between supplemented and reference populations. Our results demonstrate the power of hierarchical Bayesian models to detect the diffuse effects of management interventions and to quantitatively describe the variability of intervention success. Nevertheless, our study could not address whether ecological factors

  8. Analyzing large-scale conservation interventions with Bayesian hierarchical models: a case study of supplementing threatened Pacific salmon

    PubMed Central

    Scheuerell, Mark D; Buhle, Eric R; Semmens, Brice X; Ford, Michael J; Cooney, Tom; Carmichael, Richard W

    2015-01-01

    Myriad human activities increasingly threaten the existence of many species. A variety of conservation interventions such as habitat restoration, protected areas, and captive breeding have been used to prevent extinctions. Evaluating the effectiveness of these interventions requires appropriate statistical methods, given the quantity and quality of available data. Historically, analysis of variance has been used with some form of predetermined before-after control-impact design to estimate the effects of large-scale experiments or conservation interventions. However, ad hoc retrospective study designs or the presence of random effects at multiple scales may preclude the use of these tools. We evaluated the effects of a large-scale supplementation program on the density of adult Chinook salmon Oncorhynchus tshawytscha from the Snake River basin in the northwestern United States currently listed under the U.S. Endangered Species Act. We analyzed 43 years of data from 22 populations, accounting for random effects across time and space using a form of Bayesian hierarchical time-series model common in analyses of financial markets. We found that varying degrees of supplementation over a period of 25 years increased the density of natural-origin adults, on average, by 0–8% relative to nonsupplementation years. Thirty-nine of the 43 year effects were at least two times larger in magnitude than the mean supplementation effect, suggesting common environmental variables play a more important role in driving interannual variability in adult density. Additional residual variation in density varied considerably across the region, but there was no systematic difference between supplemented and reference populations. Our results demonstrate the power of hierarchical Bayesian models to detect the diffuse effects of management interventions and to quantitatively describe the variability of intervention success. Nevertheless, our study could not address whether ecological

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

    PubMed Central

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

    2014-01-01

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

  10. Determinants of Low Birth Weight in Malawi: Bayesian Geo-Additive Modelling.

    PubMed

    Ngwira, Alfred; Stanley, Christopher C

    2015-01-01

    Studies on factors of low birth weight in Malawi have neglected the flexible approach of using smooth functions for some covariates in models. Such flexible approach reveals detailed relationship of covariates with the response. The study aimed at investigating risk factors of low birth weight in Malawi by assuming a flexible approach for continuous covariates and geographical random effect. A Bayesian geo-additive model for birth weight in kilograms and size of the child at birth (less than average or average and higher) with district as a spatial effect using the 2010 Malawi demographic and health survey data was adopted. A Gaussian model for birth weight in kilograms and a binary logistic model for the binary outcome (size of child at birth) were fitted. Continuous covariates were modelled by the penalized (p) splines and spatial effects were smoothed by the two dimensional p-spline. The study found that child birth order, mother weight and height are significant predictors of birth weight. Secondary education for mother, birth order categories 2-3 and 4-5, wealth index of richer family and mother height were significant predictors of child size at birth. The area associated with low birth weight was Chitipa and areas with increased risk to less than average size at birth were Chitipa and Mchinji. The study found support for the flexible modelling of some covariates that clearly have nonlinear influences. Nevertheless there is no strong support for inclusion of geographical spatial analysis. The spatial patterns though point to the influence of omitted variables with some spatial structure or possibly epidemiological processes that account for this spatial structure and the maps generated could be used for targeting development efforts at a glance.

  11. Determinants of Low Birth Weight in Malawi: Bayesian Geo-Additive Modelling

    PubMed Central

    Ngwira, Alfred; Stanley, Christopher C.

    2015-01-01

    Studies on factors of low birth weight in Malawi have neglected the flexible approach of using smooth functions for some covariates in models. Such flexible approach reveals detailed relationship of covariates with the response. The study aimed at investigating risk factors of low birth weight in Malawi by assuming a flexible approach for continuous covariates and geographical random effect. A Bayesian geo-additive model for birth weight in kilograms and size of the child at birth (less than average or average and higher) with district as a spatial effect using the 2010 Malawi demographic and health survey data was adopted. A Gaussian model for birth weight in kilograms and a binary logistic model for the binary outcome (size of child at birth) were fitted. Continuous covariates were modelled by the penalized (p) splines and spatial effects were smoothed by the two dimensional p-spline. The study found that child birth order, mother weight and height are significant predictors of birth weight. Secondary education for mother, birth order categories 2-3 and 4-5, wealth index of richer family and mother height were significant predictors of child size at birth. The area associated with low birth weight was Chitipa and areas with increased risk to less than average size at birth were Chitipa and Mchinji. The study found support for the flexible modelling of some covariates that clearly have nonlinear influences. Nevertheless there is no strong support for inclusion of geographical spatial analysis. The spatial patterns though point to the influence of omitted variables with some spatial structure or possibly epidemiological processes that account for this spatial structure and the maps generated could be used for targeting development efforts at a glance. PMID:26114866

  12. Random effect modelling of patient-related risk factors in orthopaedic procedures: results from the Dutch nosocomial infection surveillance network 'PREZIES'.

    PubMed

    Muilwijk, J; Walenkamp, G H I M; Voss, A; Wille, J C; van den Hof, S

    2006-03-01

    In the Dutch surveillance for surgical site infections (SSIs), data from 70277 orthopaedic procedures with 1895 SSIs were collected between 1996 and 2003. The aims of this study were: (1) to analyse the trends in SSIs associated with Gram-positive and Gram-negative bacteria; (2) to estimate patient-related risk factors for deep and superficial SSIs after all orthopaedic procedures, with special attention to primary total hip arthroplasty (THA); and (3) to analyse inherent differences in infection risk between hospitals. A random effect model was used to estimate the odds ratios of patient-related risk factors for developing an SSI, and to describe the distribution of the most widespread bacterial species responsible for SSIs among hospitals. Gram-positive organisms, mainly staphylococci, were the main cause of both deep (84.0%) and superficial SSIs (69.1%) after orthopaedic procedures. The percentage of SSIs after THA caused by coagulase-negative staphylococci decreased over the surveillance period, while the contribution of Staphylococcus aureus increased. Temporary elevations in the incidence of the most widespread pathogen species were observed within hospitals. Patient-related factors such as the National Nosocomial Infections Surveillance System risk index or age had little effect on the predictive power of the random effect models. This study underlines the usefulness of a random effect model, which adjusts risk estimates for random variation between hospitals, in a multicentre study on risk factors for SSIs.

  13. Diagnosing Hybrid Systems: a Bayesian Model Selection Approach

    NASA Technical Reports Server (NTRS)

    McIlraith, Sheila A.

    2005-01-01

    In this paper we examine the problem of monitoring and diagnosing noisy complex dynamical systems that are modeled as hybrid systems-models of continuous behavior, interleaved by discrete transitions. In particular, we examine continuous systems with embedded supervisory controllers that experience abrupt, partial or full failure of component devices. Building on our previous work in this area (MBCG99;MBCG00), our specific focus in this paper ins on the mathematical formulation of the hybrid monitoring and diagnosis task as a Bayesian model tracking algorithm. The nonlinear dynamics of many hybrid systems present challenges to probabilistic tracking. Further, probabilistic tracking of a system for the purposes of diagnosis is problematic because the models of the system corresponding to failure modes are numerous and generally very unlikely. To focus tracking on these unlikely models and to reduce the number of potential models under consideration, we exploit logic-based techniques for qualitative model-based diagnosis to conjecture a limited initial set of consistent candidate models. In this paper we discuss alternative tracking techniques that are relevant to different classes of hybrid systems, focusing specifically on a method for tracking multiple models of nonlinear behavior simultaneously using factored sampling and conditional density propagation. To illustrate and motivate the approach described in this paper we examine the problem of monitoring and diganosing NASA's Sprint AERCam, a small spherical robotic camera unit with 12 thrusters that enable both linear and rotational motion.

  14. Using hierarchical Bayesian binary probit models to analyze crash injury severity on high speed facilities with real-time traffic data.

    PubMed

    Yu, Rongjie; Abdel-Aty, Mohamed

    2014-01-01

    Severe crashes are causing serious social and economic loss, and because of this, reducing crash injury severity has become one of the key objectives of the high speed facilities' (freeway and expressway) management. Traditional crash injury severity analysis utilized data mainly from crash reports concerning the crash occurrence information, drivers' characteristics and roadway geometric related variables. In this study, real-time traffic and weather data were introduced to analyze the crash injury severity. The space mean speeds captured by the Automatic Vehicle Identification (AVI) system on the two roadways were used as explanatory variables in this study; and data from a mountainous freeway (I-70 in Colorado) and an urban expressway (State Road 408 in Orlando) have been used to identify the analysis result's consistence. Binary probit (BP) models were estimated to classify the non-severe (property damage only) crashes and severe (injury and fatality) crashes. Firstly, Bayesian BP models' results were compared to the results from Maximum Likelihood Estimation BP models and it was concluded that Bayesian inference was superior with more significant variables. Then different levels of hierarchical Bayesian BP models were developed with random effects accounting for the unobserved heterogeneity at segment level and crash individual level, respectively. Modeling results from both studied locations demonstrate that large variations of speed prior to the crash occurrence would increase the likelihood of severe crash occurrence. Moreover, with considering unobserved heterogeneity in the Bayesian BP models, the model goodness-of-fit has improved substantially. Finally, possible future applications of the model results and the hierarchical Bayesian probit models were discussed.

  15. Bayesian modeling of censored partial linear models using scale-mixtures of normal distributions

    NASA Astrophysics Data System (ADS)

    Castro, Luis M.; Lachos, Victor H.; Ferreira, Guillermo P.; Arellano-Valle, Reinaldo B.

    2012-10-01

    Regression models where the dependent variable is censored (limited) are usually considered in statistical analysis. Particularly, the case of a truncation to the left of zero and a normality assumption for the error terms is studied in detail by [1] in the well known Tobit model. In the present article, this typical censored regression model is extended by considering a partial linear model with errors belonging to the class of scale mixture of normal distributions. We achieve a fully Bayesian inference by adopting a Metropolis algorithm within a Gibbs sampler. The likelihood function is utilized to compute not only some Bayesian model selection measures but also to develop Bayesian case-deletion influence diagnostics based on the q-divergence measures. We evaluate the performances of the proposed methods with simulated data. In addition, we present an application in order to know what type of variables affect the income of housewives.

  16. Bayesian network models for error detection in radiotherapy plans

    NASA Astrophysics Data System (ADS)

    Kalet, Alan M.; Gennari, John H.; Ford, Eric C.; Phillips, Mark H.

    2015-04-01

    The purpose of this study is to design and develop a probabilistic network for detecting errors in radiotherapy plans for use at the time of initial plan verification. Our group has initiated a multi-pronged approach to reduce these errors. We report on our development of Bayesian models of radiotherapy plans. Bayesian networks consist of joint probability distributions that define the probability of one event, given some set of other known information. Using the networks, we find the probability of obtaining certain radiotherapy parameters, given a set of initial clinical information. A low probability in a propagated network then corresponds to potential errors to be flagged for investigation. To build our networks we first interviewed medical physicists and other domain experts to identify the relevant radiotherapy concepts and their associated interdependencies and to construct a network topology. Next, to populate the network’s conditional probability tables, we used the Hugin Expert software to learn parameter distributions from a subset of de-identified data derived from a radiation oncology based clinical information database system. These data represent 4990 unique prescription cases over a 5 year period. Under test case scenarios with approximately 1.5% introduced error rates, network performance produced areas under the ROC curve of 0.88, 0.98, and 0.89 for the lung, brain and female breast cancer error detection networks, respectively. Comparison of the brain network to human experts performance (AUC of 0.90 ± 0.01) shows the Bayes network model performs better than domain experts under the same test conditions. Our results demonstrate the feasibility and effectiveness of comprehensive probabilistic models as part of decision support systems for improved detection of errors in initial radiotherapy plan verification procedures.

  17. Hierarchical Bayesian modeling of heterogeneous variances in average daily weight gain of commercial feedlot cattle.

    PubMed

    Cernicchiaro, N; Renter, D G; Xiang, S; White, B J; Bello, N M

    2013-06-01

    Variability in ADG of feedlot cattle can affect profits, thus making overall returns more unstable. Hence, knowledge of the factors that contribute to heterogeneity of variances in animal performance can help feedlot managers evaluate risks and minimize profit volatility when making managerial and economic decisions in commercial feedlots. The objectives of the present study were to evaluate heteroskedasticity, defined as heterogeneity of variances, in ADG of cohorts of commercial feedlot cattle, and to identify cattle demographic factors at feedlot arrival as potential sources of variance heterogeneity, accounting for cohort- and feedlot-level information in the data structure. An operational dataset compiled from 24,050 cohorts from 25 U. S. commercial feedlots in 2005 and 2006 was used for this study. Inference was based on a hierarchical Bayesian model implemented with Markov chain Monte Carlo, whereby cohorts were modeled at the residual level and feedlot-year clusters were modeled as random effects. Forward model selection based on deviance information criteria was used to screen potentially important explanatory variables for heteroskedasticity at cohort- and feedlot-year levels. The Bayesian modeling framework was preferred as it naturally accommodates the inherently hierarchical structure of feedlot data whereby cohorts are nested within feedlot-year clusters. Evidence for heterogeneity of variance components of ADG was substantial and primarily concentrated at the cohort level. Feedlot-year specific effects were, by far, the greatest contributors to ADG heteroskedasticity among cohorts, with an estimated ∼12-fold change in dispersion between most and least extreme feedlot-year clusters. In addition, identifiable demographic factors associated with greater heterogeneity of cohort-level variance included smaller cohort sizes, fewer days on feed, and greater arrival BW, as well as feedlot arrival during summer months. These results support that

  18. A Bayesian modelling framework for tornado occurrences in North America.

    PubMed

    Cheng, Vincent Y S; Arhonditsis, George B; Sills, David M L; Gough, William A; Auld, Heather

    2015-01-01

    Tornadoes represent one of nature's most hazardous phenomena that have been responsible for significant destruction and devastating fatalities. Here we present a Bayesian modelling approach for elucidating the spatiotemporal patterns of tornado activity in North America. Our analysis shows a significant increase in the Canadian Prairies and the Northern Great Plains during the summer, indicating a clear transition of tornado activity from the United States to Canada. The linkage between monthly-averaged atmospheric variables and likelihood of tornado events is characterized by distinct seasonality; the convective available potential energy is the predominant factor in the summer; vertical wind shear appears to have a strong signature primarily in the winter and secondarily in the summer; and storm relative environmental helicity is most influential in the spring. The present probabilistic mapping can be used to draw inference on the likelihood of tornado occurrence in any location in North America within a selected time period of the year.

  19. A Bayesian modelling framework for tornado occurrences in North America.

    PubMed

    Cheng, Vincent Y S; Arhonditsis, George B; Sills, David M L; Gough, William A; Auld, Heather

    2015-01-01

    Tornadoes represent one of nature's most hazardous phenomena that have been responsible for significant destruction and devastating fatalities. Here we present a Bayesian modelling approach for elucidating the spatiotemporal patterns of tornado activity in North America. Our analysis shows a significant increase in the Canadian Prairies and the Northern Great Plains during the summer, indicating a clear transition of tornado activity from the United States to Canada. The linkage between monthly-averaged atmospheric variables and likelihood of tornado events is characterized by distinct seasonality; the convective available potential energy is the predominant factor in the summer; vertical wind shear appears to have a strong signature primarily in the winter and secondarily in the summer; and storm relative environmental helicity is most influential in the spring. The present probabilistic mapping can be used to draw inference on the likelihood of tornado occurrence in any location in North America within a selected time period of the year. PMID:25807465

  20. Toward diagnostic model calibration and evaluation: Approximate Bayesian computation

    NASA Astrophysics Data System (ADS)

    Vrugt, Jasper A.; Sadegh, Mojtaba

    2013-07-01

    The ever increasing pace of computational power, along with continued advances in measurement technologies and improvements in process understanding has stimulated the development of increasingly complex hydrologic models that simulate soil moisture flow, groundwater recharge, surface runoff, root water uptake, and river discharge at different spatial and temporal scales. Reconciling these high-order system models with perpetually larger volumes of field data is becoming more and more difficult, particularly because classical likelihood-based fitting methods lack the power to detect and pinpoint deficiencies in the model structure. Gupta et al. (2008) has recently proposed steps (amongst others) toward the development of a more robust and powerful method of model evaluation. Their diagnostic approach uses signature behaviors and patterns observed in the input-output data to illuminate to what degree a representation of the real world has been adequately achieved and how the model should be improved for the purpose of learning and scientific discovery. In this paper, we introduce approximate Bayesian computation (ABC) as a vehicle for diagnostic model evaluation. This statistical methodology relaxes the need for an explicit likelihood function in favor of one or multiple different summary statistics rooted in hydrologic theory that together have a clearer and more compelling diagnostic power than some average measure of the size of the error residuals. Two illustrative case studies are used to demonstrate that ABC is relatively easy to implement, and readily employs signature based indices to analyze and pinpoint which part of the model is malfunctioning and in need of further improvement.

  1. A unified Bayesian hierarchical model for MRI tissue classification.

    PubMed

    Feng, Dai; Liang, Dong; Tierney, Luke

    2014-04-15

    Various works have used magnetic resonance imaging (MRI) tissue classification extensively to study a number of neurological and psychiatric disorders. Various noise characteristics and other artifacts make this classification a challenging task. Instead of splitting the procedure into different steps, we extend a previous work to develop a unified Bayesian hierarchical model, which addresses both the partial volume effect and intensity non-uniformity, the two major acquisition artifacts, simultaneously. We adopted a normal mixture model with the means and variances depending on the tissue types of voxels to model the observed intensity values. We modeled the relationship among the components of the index vector of tissue types by a hidden Markov model, which captures the spatial similarity of voxels. Furthermore, we addressed the partial volume effect by construction of a higher resolution image in which each voxel is divided into subvoxels. Finally, We achieved the bias field correction by using a Gaussian Markov random field model with a band precision matrix designed in light of image filtering. Sparse matrix methods and parallel computations based on conditional independence are exploited to improve the speed of the Markov chain Monte Carlo simulation. The unified model provides more accurate tissue classification results for both simulated and real data sets. PMID:24738112

  2. Bridging groundwater models and decision support with a Bayesian network

    USGS Publications Warehouse

    Fienen, Michael N.; Masterson, John P.; Plant, Nathaniel G.; Gutierrez, Benjamin T.; Thieler, E. Robert

    2013-01-01

    Resource managers need to make decisions to plan for future environmental conditions, particularly sea level rise, in the face of substantial uncertainty. Many interacting processes factor in to the decisions they face. Advances in process models and the quantification of uncertainty have made models a valuable tool for this purpose. Long-simulation runtimes and, often, numerical instability make linking process models impractical in many cases. A method for emulating the important connections between model input and forecasts, while propagating uncertainty, has the potential to provide a bridge between complicated numerical process models and the efficiency and stability needed for decision making. We explore this using a Bayesian network (BN) to emulate a groundwater flow model. We expand on previous approaches to validating a BN by calculating forecasting skill using cross validation of a groundwater model of Assateague Island in Virginia and Maryland, USA. This BN emulation was shown to capture the important groundwater-flow characteristics and uncertainty of the groundwater system because of its connection to island morphology and sea level. Forecast power metrics associated with the validation of multiple alternative BN designs guided the selection of an optimal level of BN complexity. Assateague island is an ideal test case for exploring a forecasting tool based on current conditions because the unique hydrogeomorphological variability of the island includes a range of settings indicative of past, current, and future conditions. The resulting BN is a valuable tool for exploring the response of groundwater conditions to sea level rise in decision support.

  3. A Bayesian Joint Model of Menstrual Cycle Length and Fecundity

    PubMed Central

    Lum, Kirsten J.; Sundaram, Rajeshwari; Louis, Germaine M. Buck; Louis, Thomas A.

    2015-01-01

    Summary Menstrual cycle length (MCL) has been shown to play an important role in couple fecundity, which is the biologic capacity for reproduction irrespective of pregnancy intentions. However, a comprehensive assessment of its role requires a fecundity model that accounts for male and female attributes and the couple’s intercourse pattern relative to the ovulation day. To this end, we employ a Bayesian joint model for MCL and pregnancy. MCLs follow a scale multiplied (accelerated) mixture model with Gaussian and Gumbel components; the pregnancy model includes MCL as a covariate and computes the cycle-specific probability of pregnancy in a menstrual cycle conditional on the pattern of intercourse and no previous fertilization. Day-specific fertilization probability is modeled using natural, cubic splines. We analyze data from the Longitudinal Investigation of Fertility and the Environment Study (the LIFE Study), a couple based prospective pregnancy study, and find a statistically significant quadratic relation between fecundity and menstrual cycle length, after adjustment for intercourse pattern and other attributes, including male semen quality, both partner’s age, and active smoking status (determined by baseline cotinine level 100ng/mL). We compare results to those produced by a more basic model and show the advantages of a more comprehensive approach. PMID:26295923

  4. Bayesian analysis of inflation: Parameter estimation for single field models

    SciTech Connect

    Mortonson, Michael J.; Peiris, Hiranya V.; Easther, Richard

    2011-02-15

    Future astrophysical data sets promise to strengthen constraints on models of inflation, and extracting these constraints requires methods and tools commensurate with the quality of the data. In this paper we describe ModeCode, a new, publicly available code that computes the primordial scalar and tensor power spectra for single-field inflationary models. ModeCode solves the inflationary mode equations numerically, avoiding the slow roll approximation. It is interfaced with CAMB and CosmoMC to compute cosmic microwave background angular power spectra and perform likelihood analysis and parameter estimation. ModeCode is easily extendable to additional models of inflation, and future updates will include Bayesian model comparison. Errors from ModeCode contribute negligibly to the error budget for analyses of data from Planck or other next generation experiments. We constrain representative single-field models ({phi}{sup n} with n=2/3, 1, 2, and 4, natural inflation, and 'hilltop' inflation) using current data, and provide forecasts for Planck. From current data, we obtain weak but nontrivial limits on the post-inflationary physics, which is a significant source of uncertainty in the predictions of inflationary models, while we find that Planck will dramatically improve these constraints. In particular, Planck will link the inflationary dynamics with the post-inflationary growth of the horizon, and thus begin to probe the ''primordial dark ages'' between TeV and grand unified theory scale energies.

  5. A Bayesian hierarchical model for wind gust prediction

    NASA Astrophysics Data System (ADS)

    Friederichs, Petra; Oesting, Marco; Schlather, Martin

    2014-05-01

    A postprocessing method for ensemble wind gust forecasts given by a mesoscale limited area numerical weather prediction (NWP) model is presented, which is based on extreme value theory. A process layer for the parameters of a generalized extreme value distribution (GEV) is introduced using a Bayesian hierarchical model (BHM). Incorporating the information of the COMSO-DE forecasts, the process parameters model the spatial response surfaces of the GEV parameters as Gaussian random fields. The spatial BHM provides area wide forecasts of wind gusts in terms of a conditional GEV. It models the marginal distribution of the spatial gust process and provides not only forecasts of the conditional GEV at locations without observations, but also uncertainty information about the estimates. A disadvantages of BHM model is that it assumes conditional independent observations. In order to incorporate the dependence between gusts at neighboring locations as well as the spatial random fields of observed and forecasted maximal wind gusts, we propose to model them jointly by a bivariate Brown-Resnick process.

  6. 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…

  7. A Bayesian Network Approach to Modeling Learning Progressions and Task Performance. CRESST Report 776

    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…

  8. Bayesian Methods for Analyzing Structural Equation Models with Covariates, Interaction, and Quadratic Latent Variables

    ERIC Educational Resources Information Center

    Lee, Sik-Yum; Song, Xin-Yuan; Tang, Nian-Sheng

    2007-01-01

    The analysis of interaction among latent variables has received much attention. This article introduces a Bayesian approach to analyze a general structural equation model that accommodates the general nonlinear terms of latent variables and covariates. This approach produces a Bayesian estimate that has the same statistical optimal properties as a…

  9. Bayesian Estimation and Uncertainty Quantification in Differential Equation Models

    NASA Astrophysics Data System (ADS)

    Bhaumik, Prithwish

    In engineering, physics, biomedical sciences, pharmacokinetics and pharmacodynamics (PKPD) and many other fields the regression function is often specified as solution of a system of ordinary differential equations (ODEs) given by. dƒtheta(t) / dt = F(t), ƒtheta(, t),theta), t ∈ [0, 1]; here F is a known appropriately smooth vector valued function. Our interest lies in estimating theta from the noisy data. A two-step approach to solve this problem consists of the first step fitting the data nonparametrically, and the second step estimating the parameter by minimizing the distance between the nonparametrically estimated derivative and the derivative suggested by the system of ODEs. In Chapter 2 we consider a Bayesian analog of the two step approach by putting a finite random series prior on the regression function using B-spline basis. We establish a Bernstein-von Mises theorem for the posterior distribution of the parameter of interest induced from that on the regression function with the n --1/2 contraction rate. Although this approach is computationally fast, the Bayes estimator is not asymptotically efficient. This can be remedied by directly considering the distance between the function in the nonparametric model and a Runge-Kutta (RK4) approximate solution of the ODE while inducing the posterior distribution on the parameter as done in Chapter 3. We also study the asymptotic properties of a direct Bayesian method obtained from the approximate likelihood obtained by the RK4 method in Chapter 3. Chapters 4 and 5 contain the extensions of the methods discussed so far for higher order ODE's and partial differential equations (PDE's) respectively. We have mentioned the scopes of some future works in Chapter 6.

  10. More Bayesian Transdimensional Inversion for Thermal History Modelling (Invited)

    NASA Astrophysics Data System (ADS)

    Gallagher, K.

    2013-12-01

    Since the publication of Dodson (1973) quantifying the relationship between geochronogical ages and closure temperatures, an ongoing concern in thermochronology is reconstruction of thermal histories consistent with the measured data. Extracting this thermal history information is best treated as an inverse problem, given the complex relationship between the observations and the thermal history. When solving the inverse problem (i.e. finding thermal acceptable thermal histories), stochastic sampling methods have often been used, as these are relatively global when searching the model space. However, the issue remains how best to estimate those parts of the thermal history unconstrained by independent information, i.e. what is required to fit the data ? To solve this general problem, we use a Bayesian transdimensional Markov Chain Monte Carlo method and this has been integrated into user-friendly software, QTQt (Quantitative Thermochronology with Qt), which runs on both Macintosh and PC. The Bayesian approach allows us to consider a wide range of possible thermal history as general prior information on time, temperature (and temperature offset for multiple samples in a vertical profile). We can also incorporate more focussed geological constraints in terms of more specific priors. In this framework, it is the data themselves (and their errors) that determine the complexity of the thermal history solutions. For example, more precise data will justify a more complex solution, while more noisy data will be happy with simpler solutions. We can express complexity in terms of the number of time-temperature points defining the total thermal history. Another useful feature of this method is that was can easily deal with imprecise parameter values (e.g. kinetics, data errors), by drawing samples from a user specified probability distribution, rather than using a single value. Finally, the method can be applied to either single samples, or multiple samples (from a borehole or

  11. Nonlinear regression modeling of nutrient loads in streams: A Bayesian approach

    USGS Publications Warehouse

    Qian, S.S.; Reckhow, K.H.; Zhai, J.; McMahon, G.

    2005-01-01

    A Bayesian nonlinear regression modeling method is introduced and compared with the least squares method for modeling nutrient loads in stream networks. The objective of the study is to better model spatial correlation in river basin hydrology and land use for improving the model as a forecasting tool. The Bayesian modeling approach is introduced in three steps, each with a more complicated model and data error structure. The approach is illustrated using a data set from three large river basins in eastern North Carolina. Results indicate that the Bayesian model better accounts for model and data uncertainties than does the conventional least squares approach. Applications of the Bayesian models for ambient water quality standards compliance and TMDL assessment are discussed. Copyright 2005 by the American Geophysical Union.

  12. A Bayesian Model of Category-Specific Emotional Brain Responses

    PubMed Central

    Wager, Tor D.; Kang, Jian; Johnson, Timothy D.; Nichols, Thomas E.; Satpute, Ajay B.; Barrett, Lisa Feldman

    2015-01-01

    Understanding emotion is critical for a science of healthy and disordered brain function, but the neurophysiological basis of emotional experience is still poorly understood. We analyzed human brain activity patterns from 148 studies of emotion categories (2159 total participants) using a novel hierarchical Bayesian model. The model allowed us to classify which of five categories—fear, anger, disgust, sadness, or happiness—is engaged by a study with 66% accuracy (43-86% across categories). Analyses of the activity patterns encoded in the model revealed that each emotion category is associated with unique, prototypical patterns of activity across multiple brain systems including the cortex, thalamus, amygdala, and other structures. The results indicate that emotion categories are not contained within any one region or system, but are represented as configurations across multiple brain networks. The model provides a precise summary of the prototypical patterns for each emotion category, and demonstrates that a sufficient characterization of emotion categories relies on (a) differential patterns of involvement in neocortical systems that differ between humans and other species, and (b) distinctive patterns of cortical-subcortical interactions. Thus, these findings are incompatible with several contemporary theories of emotion, including those that emphasize emotion-dedicated brain systems and those that propose emotion is localized primarily in subcortical activity. They are consistent with componential and constructionist views, which propose that emotions are differentiated by a combination of perceptual, mnemonic, prospective, and motivational elements. Such brain-based models of emotion provide a foundation for new translational and clinical approaches. PMID:25853490

  13. Ensemble bayesian model averaging using markov chain Monte Carlo sampling

    SciTech Connect

    Vrugt, Jasper A; Diks, Cees G H; Clark, Martyn P

    2008-01-01

    Bayesian model averaging (BMA) has recently been proposed as a statistical method to calibrate forecast ensembles from numerical weather models. Successful implementation of BMA however, requires accurate estimates of the weights and variances of the individual competing models in the ensemble. In their seminal paper (Raftery etal. Mon Weather Rev 133: 1155-1174, 2(05)) has recommended the Expectation-Maximization (EM) algorithm for BMA model training, even though global convergence of this algorithm cannot be guaranteed. In this paper, we compare the performance of the EM algorithm and the recently developed Differential Evolution Adaptive Metropolis (DREAM) Markov Chain Monte Carlo (MCMC) algorithm for estimating the BMA weights and variances. Simulation experiments using 48-hour ensemble data of surface temperature and multi-model stream-flow forecasts show that both methods produce similar results, and that their performance is unaffected by the length of the training data set. However, MCMC simulation with DREAM is capable of efficiently handling a wide variety of BMA predictive distributions, and provides useful information about the uncertainty associated with the estimated BMA weights and variances.

  14. Bayesian calibration of the Community Land Model using surrogates

    SciTech Connect

    Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Swiler, Laura Painton

    2014-02-01

    We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditional on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural error in CLM under two error models. We find that surrogate models can be created for CLM in most cases. The posterior distributions are more predictive than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters' distributions significantly. The structural error model reveals a correlation time-scale which can be used to identify the physical process that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.

  15. Bayesian Calibration of the Community Land Model using Surrogates

    SciTech Connect

    Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Sargsyan, K.; Swiler, Laura P.

    2015-01-01

    We present results from the Bayesian calibration of hydrological parameters of the Community Land Model (CLM), which is often used in climate simulations and Earth system models. A statistical inverse problem is formulated for three hydrological parameters, conditioned on observations of latent heat surface fluxes over 48 months. Our calibration method uses polynomial and Gaussian process surrogates of the CLM, and solves the parameter estimation problem using a Markov chain Monte Carlo sampler. Posterior probability densities for the parameters are developed for two sites with different soil and vegetation covers. Our method also allows us to examine the structural error in CLM under two error models. We find that accurate surrogate models can be created for CLM in most cases. The posterior distributions lead to better prediction than the default parameter values in CLM. Climatologically averaging the observations does not modify the parameters’ distributions significantly. The structural error model reveals a correlation time-scale which can potentially be used to identify physical processes that could be contributing to it. While the calibrated CLM has a higher predictive skill, the calibration is under-dispersive.

  16. Application Bayesian Model Averaging method for ensemble system for Poland

    NASA Astrophysics Data System (ADS)

    Guzikowski, Jakub; Czerwinska, Agnieszka

    2014-05-01

    The aim of the project is to evaluate methods for generating numerical ensemble weather prediction using a meteorological data from The Weather Research & Forecasting Model and calibrating this data by means of Bayesian Model Averaging (WRF BMA) approach. We are constructing height resolution short range ensemble forecasts using meteorological data (temperature) generated by nine WRF's models. WRF models have 35 vertical levels and 2.5 km x 2.5 km horizontal resolution. The main emphasis is that the used ensemble members has a different parameterization of the physical phenomena occurring in the boundary layer. To calibrate an ensemble forecast we use Bayesian Model Averaging (BMA) approach. The BMA predictive Probability Density Function (PDF) is a weighted average of predictive PDFs associated with each individual ensemble member, with weights that reflect the member's relative skill. For test we chose a case with heat wave and convective weather conditions in Poland area from 23th July to 1st August 2013. From 23th July to 29th July 2013 temperature oscillated below or above 30 Celsius degree in many meteorology stations and new temperature records were added. During this time the growth of the hospitalized patients with cardiovascular system problems was registered. On 29th July 2013 an advection of moist tropical air masses was recorded in the area of Poland causes strong convection event with mesoscale convection system (MCS). MCS caused local flooding, damage to the transport infrastructure, destroyed buildings, trees and injuries and direct threat of life. Comparison of the meteorological data from ensemble system with the data recorded on 74 weather stations localized in Poland is made. We prepare a set of the model - observations pairs. Then, the obtained data from single ensemble members and median from WRF BMA system are evaluated on the basis of the deterministic statistical error Root Mean Square Error (RMSE), Mean Absolute Error (MAE). To evaluation

  17. Quantifying Uncertainty in Velocity Models using Bayesian Methods

    NASA Astrophysics Data System (ADS)

    Hobbs, R.; Caiado, C.; Majdański, M.

    2008-12-01

    Quanitifying uncertainty in models derived from observed data is a major issue. Public and political understanding of uncertainty is poor and for industry inadequate assessment of risk costs money. In this talk we will examine the geological structure of the subsurface, however our principal exploration tool, controlled source seismology, gives its data in time. Inversion tools exist to map these data into a depth model but a full exploration of the uncertainty of the model is rarely done because robust strategies do not exist for large non-linear complex systems. There are two principal sources of uncertainty: the first comes from the input data which is noisy and bandlimited; the second, and more sinister, is from the model parameterisation and forward algorithms themselves, which approximate to the physics to make the problem tractable. To address these issues we propose a Bayesian approach. One philosophy is to estimate the uncertainty in a possible model derived using standard inversion tools. During the inversion stage we can use our geological prejudice to derive an acceptable model. Then we use a local random walk using the Metropolis- Hastings algorithm to explore the model space immediately around a possible solution. For models with a limited number of parameters we can use the forward modeling step from the inversion code. However as the number of parameters increase and/or the cost of the forward modeling step becomes significant, we need to use fast emulators to act as proxies so a sufficient number of iterations can be performed on which to base our statistical measures of uncertainty. In this presentation we show examples of uncertainty estimation using both pre- and post-critical seismic data. In particular, we will demonstrate uncertainty introduced by the approximation of the physics by using a tomographic inversion of bandlimited data and show that uncertainty increases as the central frequency of the data decreases. This is consistent with the

  18. Using Bayesian Stable Isotope Mixing Models to Enhance Marine Ecosystem Models

    EPA Science Inventory

    The use of stable isotopes in food web studies has proven to be a valuable tool for ecologists. We investigated the use of Bayesian stable isotope mixing models as constraints for an ecosystem model of a temperate seagrass system on the Atlantic coast of France. δ13C and δ15N i...

  19. Calibration of Uncertainty Analysis of the SWAT Model Using Genetic Algorithms and Bayesian Model Averaging

    Technology Transfer Automated Retrieval System (TEKTRAN)

    In this paper, the Genetic Algorithms (GA) and Bayesian model averaging (BMA) were combined to simultaneously conduct calibration and uncertainty analysis for the Soil and Water Assessment Tool (SWAT). In this hybrid method, several SWAT models with different structures are first selected; next GA i...

  20. Forecasting unconventional resource productivity - A spatial Bayesian model

    NASA Astrophysics Data System (ADS)

    Montgomery, J.; O'sullivan, F.

    2015-12-01

    Today's low prices mean that unconventional oil and gas development requires ever greater efficiency and better development decision-making. Inter and intra-field variability in well productivity, which is a major contemporary driver of uncertainty regarding resource size and its economics is driven by factors including geological conditions, well and completion design (which companies vary as they seek to optimize their performance), and uncertainty about the nature of fracture propagation. Geological conditions are often not be well understood early on in development campaigns, but nevertheless critical assessments and decisions must be made regarding the value of drilling an area and the placement of wells. In these situations, location provides a reasonable proxy for geology and the "rock quality." We propose a spatial Bayesian model for forecasting acreage quality, which improves decision-making by leveraging available production data and provides a framework for statistically studying the influence of different parameters on well productivity. Our approach consists of subdividing a field into sections and forming prior distributions for productivity in each section based on knowledge about the overall field. Production data from wells is used to update these estimates in a Bayesian fashion, improving model accuracy far more rapidly and with less sensitivity to outliers than a model that simply establishes an "average" productivity in each section. Additionally, forecasts using this model capture the importance of uncertainty—either due to a lack of information or for areas that demonstrate greater geological risk. We demonstrate the forecasting utility of this method using public data and also provide examples of how information from this model can be combined with knowledge about a field's geology or changes in technology to better quantify development risk. This approach represents an important shift in the way that production data is used to guide

  1. Collective opinion formation model under Bayesian updating and confirmation bias

    NASA Astrophysics Data System (ADS)

    Nishi, Ryosuke; Masuda, Naoki

    2013-06-01

    We propose a collective opinion formation model with a so-called confirmation bias. The confirmation bias is a psychological effect with which, in the context of opinion formation, an individual in favor of an opinion is prone to misperceive new incoming information as supporting the current belief of the individual. Our model modifies a Bayesian decision-making model for single individuals [M. Rabin and J. L. Schrag, Q. J. Econ.0033-553310.1162/003355399555945 114, 37 (1999)] for the case of a well-mixed population of interacting individuals in the absence of the external input. We numerically simulate the model to show that all the agents eventually agree on one of the two opinions only when the confirmation bias is weak. Otherwise, the stochastic population dynamics ends up creating a disagreement configuration (also called polarization), particularly for large system sizes. A strong confirmation bias allows various final disagreement configurations with different fractions of the individuals in favor of the opposite opinions.

  2. A Bayesian Model for the Analysis of Transgenerational Epigenetic Variation

    PubMed Central

    Varona, Luis; Munilla, Sebastián; Mouresan, Elena Flavia; González-Rodríguez, Aldemar; Moreno, Carlos; Altarriba, Juan

    2015-01-01

    Epigenetics has become one of the major areas of biological research. However, the degree of phenotypic variability that is explained by epigenetic processes still remains unclear. From a quantitative genetics perspective, the estimation of variance components is achieved by means of the information provided by the resemblance between relatives. In a previous study, this resemblance was described as a function of the epigenetic variance component and a reset coefficient that indicates the rate of dissipation of epigenetic marks across generations. Given these assumptions, we propose a Bayesian mixed model methodology that allows the estimation of epigenetic variance from a genealogical and phenotypic database. The methodology is based on the development of a T matrix of epigenetic relationships that depends on the reset coefficient. In addition, we present a simple procedure for the calculation of the inverse of this matrix (T−1) and a Gibbs sampler algorithm that obtains posterior estimates of all the unknowns in the model. The new procedure was used with two simulated data sets and with a beef cattle database. In the simulated populations, the results of the analysis provided marginal posterior distributions that included the population parameters in the regions of highest posterior density. In the case of the beef cattle dataset, the posterior estimate of transgenerational epigenetic variability was very low and a model comparison test indicated that a model that did not included it was the most plausible. PMID:25617408

  3. A Bayesian model for the analysis of transgenerational epigenetic variation.

    PubMed

    Varona, Luis; Munilla, Sebastián; Mouresan, Elena Flavia; González-Rodríguez, Aldemar; Moreno, Carlos; Altarriba, Juan

    2015-01-23

    Epigenetics has become one of the major areas of biological research. However, the degree of phenotypic variability that is explained by epigenetic processes still remains unclear. From a quantitative genetics perspective, the estimation of variance components is achieved by means of the information provided by the resemblance between relatives. In a previous study, this resemblance was described as a function of the epigenetic variance component and a reset coefficient that indicates the rate of dissipation of epigenetic marks across generations. Given these assumptions, we propose a Bayesian mixed model methodology that allows the estimation of epigenetic variance from a genealogical and phenotypic database. The methodology is based on the development of a T: matrix of epigenetic relationships that depends on the reset coefficient. In addition, we present a simple procedure for the calculation of the inverse of this matrix ( T-1: ) and a Gibbs sampler algorithm that obtains posterior estimates of all the unknowns in the model. The new procedure was used with two simulated data sets and with a beef cattle database. In the simulated populations, the results of the analysis provided marginal posterior distributions that included the population parameters in the regions of highest posterior density. In the case of the beef cattle dataset, the posterior estimate of transgenerational epigenetic variability was very low and a model comparison test indicated that a model that did not included it was the most plausible.

  4. Improving default risk prediction using Bayesian model uncertainty techniques.

    PubMed

    Kazemi, Reza; Mosleh, Ali

    2012-11-01

    Credit risk is the potential exposure of a creditor to an obligor's failure or refusal to repay the debt in principal or interest. The potential of exposure is measured in terms of probability of default. Many models have been developed to estimate credit risk, with rating agencies dating back to the 19th century. They provide their assessment of probability of default and transition probabilities of various firms in their annual reports. Regulatory capital requirements for credit risk outlined by the Basel Committee on Banking Supervision have made it essential for banks and financial institutions to develop sophisticated models in an attempt to measure credit risk with higher accuracy. The Bayesian framework proposed in this article uses the techniques developed in physical sciences and engineering for dealing with model uncertainty and expert accuracy to obtain improved estimates of credit risk and associated uncertainties. The approach uses estimates from one or more rating agencies and incorporates their historical accuracy (past performance data) in estimating future default risk and transition probabilities. Several examples demonstrate that the proposed methodology can assess default probability with accuracy exceeding the estimations of all the individual models. Moreover, the methodology accounts for potentially significant departures from "nominal predictions" due to "upsetting events" such as the 2008 global banking crisis. PMID:23163724

  5. Improving default risk prediction using Bayesian model uncertainty techniques.

    PubMed

    Kazemi, Reza; Mosleh, Ali

    2012-11-01

    Credit risk is the potential exposure of a creditor to an obligor's failure or refusal to repay the debt in principal or interest. The potential of exposure is measured in terms of probability of default. Many models have been developed to estimate credit risk, with rating agencies dating back to the 19th century. They provide their assessment of probability of default and transition probabilities of various firms in their annual reports. Regulatory capital requirements for credit risk outlined by the Basel Committee on Banking Supervision have made it essential for banks and financial institutions to develop sophisticated models in an attempt to measure credit risk with higher accuracy. The Bayesian framework proposed in this article uses the techniques developed in physical sciences and engineering for dealing with model uncertainty and expert accuracy to obtain improved estimates of credit risk and associated uncertainties. The approach uses estimates from one or more rating agencies and incorporates their historical accuracy (past performance data) in estimating future default risk and transition probabilities. Several examples demonstrate that the proposed methodology can assess default probability with accuracy exceeding the estimations of all the individual models. Moreover, the methodology accounts for potentially significant departures from "nominal predictions" due to "upsetting events" such as the 2008 global banking crisis.

  6. Competing risk models in reliability systems, a weibull distribution model with bayesian analysis approach

    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

  7. Semiparametric Bayesian Inference for Multilevel Repeated Measurement Data

    PubMed Central

    Müller, Peter; Quintana, Fernando A.; Rosner, Gary L.

    2011-01-01

    Summary We discuss inference for data with repeated measurements at multiple levels. The motivating example is data with blood counts from cancer patients undergoing multiple cycles of chemotherapy, with days nested within cycles. Some inference questions relate to repeated measurements over days within cycle, while other questions are concerned with the dependence across cycles. When the desired inference relates to both levels of repetition, it becomes important to reflect the data structure in the model. We develop a semiparametric Bayesian modeling approach, restricting attention to two levels of repeated measurements. For the top-level longitudinal sampling model we use random effects to introduce the desired dependence across repeated measurements. We use a nonparametric prior for the random effects distribution. Inference about dependence across second-level repetition is implemented by the clustering implied in the nonparametric random effects model. Practical use of the model requires that the posterior distribution on the latent random effects be reasonably precise. PMID:17447954

  8. Context-dependent decision-making: a simple Bayesian model.

    PubMed

    Lloyd, Kevin; Leslie, David S

    2013-05-01

    Many phenomena in animal learning can be explained by a context-learning process whereby an animal learns about different patterns of relationship between environmental variables. Differentiating between such environmental regimes or 'contexts' allows an animal to rapidly adapt its behaviour when context changes occur. The current work views animals as making sequential inferences about current context identity in a world assumed to be relatively stable but also capable of rapid switches to previously observed or entirely new contexts. We describe a novel decision-making model in which contexts are assumed to follow a Chinese restaurant process with inertia and full Bayesian inference is approximated by a sequential-sampling scheme in which only a single hypothesis about current context is maintained. Actions are selected via Thompson sampling, allowing uncertainty in parameters to drive exploration in a straightforward manner. The model is tested on simple two-alternative choice problems with switching reinforcement schedules and the results compared with rat behavioural data from a number of T-maze studies. The model successfully replicates a number of important behavioural effects: spontaneous recovery, the effect of partial reinforcement on extinction and reversal, the overtraining reversal effect, and serial reversal-learning effects.

  9. Using Bayesian Networks to Model Hierarchical Relationships in Epidemiological Studies

    PubMed Central

    2011-01-01

    OBJECTIVES To propose an alternative procedure, based on a Bayesian network (BN), for estimation and prediction, and to discuss its usefulness for taking into account the hierarchical relationships among covariates. METHODS The procedure is illustrated by modeling the risk of diarrhea infection for 2,740 children aged 0 to 59 months in Cameroon. We compare the procedure with a standard logistic regression and with a model based on multi-level logistic regression. RESULTS The standard logistic regression approach is inadequate, or at least incomplete, in that it does not attempt to account for potentially causal relationships between risk factors. The multi-level logistic regression does model the hierarchical structure, but does so in a piecewise manner; the resulting estimates and interpretations differ from those of the BN approach proposed here. An advantage of the BN approach is that it enables one to determine the probability that a risk factor (and/or the outcome) is in any specific state, given the states of the others. The currently available approaches can only predict the outcome (disease), given the states of the covariates. CONCLUSION A major advantage of BNs is that they can deal with more complex interrelationships between variables whereas competing approaches deal at best only with hierarchical ones. We propose that BN be considered as well as a worthwhile method for summarizing the data in epidemiological studies whose aim is understanding the determinants of diseases and quantifying their effects. PMID:21779534

  10. Bayesian network model of crowd emotion and negative behavior

    NASA Astrophysics Data System (ADS)

    Ramli, Nurulhuda; Ghani, Noraida Abdul; Hatta, Zulkarnain Ahmad; Hashim, Intan Hashimah Mohd; Sulong, Jasni; Mahudin, Nor Diana Mohd; Rahman, Shukran Abd; Saad, Zarina Mat

    2014-12-01

    The effects of overcrowding have become a major concern for event organizers. One aspect of this concern has been the idea that overcrowding can enhance the occurrence of serious incidents during events. As one of the largest Muslim religious gathering attended by pilgrims from all over the world, Hajj has become extremely overcrowded with many incidents being reported. The purpose of this study is to analyze the nature of human emotion and negative behavior resulting from overcrowding during Hajj events from data gathered in Malaysian Hajj Experience Survey in 2013. The sample comprised of 147 Malaysian pilgrims (70 males and 77 females). Utilizing a probabilistic model called Bayesian network, this paper models the dependence structure between different emotions and negative behaviors of pilgrims in the crowd. The model included the following variables of emotion: negative, negative comfortable, positive, positive comfortable and positive spiritual and variables of negative behaviors; aggressive and hazardous acts. The study demonstrated that emotions of negative, negative comfortable, positive spiritual and positive emotion have a direct influence on aggressive behavior whereas emotion of negative comfortable, positive spiritual and positive have a direct influence on hazardous acts behavior. The sensitivity analysis showed that a low level of negative and negative comfortable emotions leads to a lower level of aggressive and hazardous behavior. Findings of the study can be further improved to identify the exact cause and risk factors of crowd-related incidents in preventing crowd disasters during the mass gathering events.

  11. A Bayesian Semiparametric Model for Radiation Dose-Response Estimation.

    PubMed

    Furukawa, Kyoji; Misumi, Munechika; Cologne, John B; Cullings, Harry M

    2016-06-01

    In evaluating the risk of exposure to health hazards, characterizing the dose-response relationship and estimating acceptable exposure levels are the primary goals. In analyses of health risks associated with exposure to ionizing radiation, while there is a clear agreement that moderate to high radiation doses cause harmful effects in humans, little has been known about the possible biological effects at low doses, for example, below 0.1 Gy, which is the dose range relevant to most radiation exposures of concern today. A conventional approach to radiation dose-response estimation based on simple parametric forms, such as the linear nonthreshold model, can be misleading in evaluating the risk and, in particular, its uncertainty at low doses. As an alternative approach, we consider a Bayesian semiparametric model that has a connected piece-wise-linear dose-response function with prior distributions having an autoregressive structure among the random slope coefficients defined over closely spaced dose categories. With a simulation study and application to analysis of cancer incidence data among Japanese atomic bomb survivors, we show that this approach can produce smooth and flexible dose-response estimation while reasonably handling the risk uncertainty at low doses and elsewhere. With relatively few assumptions and modeling options to be made by the analyst, the method can be particularly useful in assessing risks associated with low-dose radiation exposures. PMID:26581473

  12. A mixed effect model for bivariate meta-analysis of diagnostic test accuracy studies using a copula representation of the random effects distribution.

    PubMed

    Nikoloulopoulos, Aristidis K

    2015-12-20

    Diagnostic test accuracy studies typically report the number of true positives, false positives, true negatives and false negatives. There usually exists a negative association between the number of true positives and true negatives, because studies that adopt less stringent criterion for declaring a test positive invoke higher sensitivities and lower specificities. A generalized linear mixed model (GLMM) is currently recommended to synthesize diagnostic test accuracy studies. We propose a copula mixed model for bivariate meta-analysis of diagnostic test accuracy studies. Our general model includes the GLMM as a special case and can also operate on the original scale of sensitivity and specificity. Summary receiver operating characteristic curves are deduced for the proposed model through quantile regression techniques and different characterizations of the bivariate random effects distribution. Our general methodology is demonstrated with an extensive simulation study and illustrated by re-analysing the data of two published meta-analyses. Our study suggests that there can be an improvement on GLMM in fit to data and makes the argument for moving to copula random effects models. Our modelling framework is implemented in the package CopulaREMADA within the open source statistical environment R.

  13. Bayesian methods for quantitative trait loci mapping based on model selection: approximate analysis using the Bayesian information criterion.

    PubMed Central

    Ball, R D

    2001-01-01

    We describe an approximate method for the analysis of quantitative trait loci (QTL) based on model selection from multiple regression models with trait values regressed on marker genotypes, using a modification of the easily calculated Bayesian information criterion to estimate the posterior probability of models with various subsets of markers as variables. The BIC-delta criterion, with the parameter delta increasing the penalty for additional variables in a model, is further modified to incorporate prior information, and missing values are handled by multiple imputation. Marginal probabilities for model sizes are calculated, and the posterior probability of nonzero model size is interpreted as the posterior probability of existence of a QTL linked to one or more markers. The method is demonstrated on analysis of associations between wood density and markers on two linkage groups in Pinus radiata. Selection bias, which is the bias that results from using the same data to both select the variables in a model and estimate the coefficients, is shown to be a problem for commonly used non-Bayesian methods for QTL mapping, which do not average over alternative possible models that are consistent with the data. PMID:11729175

  14. A Flexible Bayesian Model for Testing for Transmission Ratio Distortion

    PubMed Central

    Casellas, Joaquim; Manunza, Arianna; Mercader, Anna; Quintanilla, Raquel; Amills, Marcel

    2014-01-01

    Current statistical approaches to investigate the nature and magnitude of transmission ratio distortion (TRD) are scarce and restricted to the most common experimental designs such as F2 populations and backcrosses. In this article, we describe a new Bayesian approach to check TRD within a given biallelic genetic marker in a diploid species, providing a highly flexible framework that can accommodate any kind of population structure. This model relies on the genotype of each offspring and thus integrates all available information from either the parents’ genotypes or population-specific allele frequencies and yields TRD estimates that can be corroborated by the calculation of a Bayes factor (BF). This approach has been evaluated on simulated data sets with appealing statistical performance. As a proof of concept, we have also tested TRD in a porcine population with five half-sib families and 352 offspring. All boars and piglets were genotyped with the Porcine SNP60 BeadChip, whereas genotypes from the sows were not available. The SNP-by-SNP screening of the pig genome revealed 84 SNPs with decisive evidences of TRD (BF > 100) after accounting for multiple testing. Many of these regions contained genes related to biological processes (e.g., nucleosome assembly and co-organization, DNA conformation and packaging, and DNA complex assembly) that are critically associated with embryonic viability. The implementation of this method, which overcomes many of the limitations of previous approaches, should contribute to fostering research on TRD in both model and nonmodel organisms. PMID:25271302

  15. A Bayesian model of context-sensitive value attribution

    PubMed Central

    Rigoli, Francesco; Friston, Karl J; Martinelli, Cristina; Selaković, Mirjana; Shergill, Sukhwinder S; Dolan, Raymond J

    2016-01-01

    Substantial evidence indicates that incentive value depends on an anticipation of rewards within a given context. However, the computations underlying this context sensitivity remain unknown. To address this question, we introduce a normative (Bayesian) account of how rewards map to incentive values. This assumes that the brain inverts a model of how rewards are generated. Key features of our account include (i) an influence of prior beliefs about the context in which rewards are delivered (weighted by their reliability in a Bayes-optimal fashion), (ii) the notion that incentive values correspond to precision-weighted prediction errors, (iii) and contextual information unfolding at different hierarchical levels. This formulation implies that incentive value is intrinsically context-dependent. We provide empirical support for this model by showing that incentive value is influenced by context variability and by hierarchically nested contexts. The perspective we introduce generates new empirical predictions that might help explaining psychopathologies, such as addiction. DOI: http://dx.doi.org/10.7554/eLife.16127.001 PMID:27328323

  16. Point source moment tensor inversion through a Bayesian hierarchical model

    NASA Astrophysics Data System (ADS)

    Mustać, Marija; Tkalčić, Hrvoje

    2016-01-01

    Characterization of seismic sources is an important aspect of seismology. Parameter uncertainties in such inversions are essential for estimating solution robustness, but are rarely available. We have developed a non-linear moment tensor inversion method in a probabilistic Bayesian framework that also accounts for noise in the data. The method is designed for point source inversion using waveform data of moderate-size earthquakes and explosions at regional distances. This probabilistic approach results in an ensemble of models, whose density is proportional to parameter probability distribution and quantifies parameter uncertainties. Furthermore, we invert for noise in the data, allowing it to determine the model complexity. We implement an empirical noise covariance matrix that accounts for interdependence of observational errors present in waveform data. After we demonstrate the feasibility of the approach on synthetic data, we apply it to a Long Valley Caldera, CA, earthquake with a well-documented anomalous (non-double-couple) radiation from previous studies. We confirm a statistically significant isotropic component in the source without a trade-off with the compensated linear vector dipoles component.

  17. Bayesian mixture models for source separation in MEG

    NASA Astrophysics Data System (ADS)

    Calvetti, Daniela; Homa, Laura; Somersalo, Erkki

    2011-11-01

    This paper discusses the problem of imaging electromagnetic brain activity from measurements of the induced magnetic field outside the head. This imaging modality, magnetoencephalography (MEG), is known to be severely ill posed, and in order to obtain useful estimates for the activity map, complementary information needs to be used to regularize the problem. In this paper, a particular emphasis is on finding non-superficial focal sources that induce a magnetic field that may be confused with noise due to external sources and with distributed brain noise. The data are assumed to come from a mixture of a focal source and a spatially distributed possibly virtual source; hence, to differentiate between those two components, the problem is solved within a Bayesian framework, with a mixture model prior encoding the information that different sources may be concurrently active. The mixture model prior combines one density that favors strongly focal sources and another that favors spatially distributed sources, interpreted as clutter in the source estimation. Furthermore, to address the challenge of localizing deep focal sources, a novel depth sounding algorithm is suggested, and it is shown with simulated data that the method is able to distinguish between a signal arising from a deep focal source and a clutter signal.

  18. Bayesian image reconstruction - The pixon and optimal image modeling

    NASA Technical Reports Server (NTRS)

    Pina, R. K.; Puetter, R. C.

    1993-01-01

    In this paper we describe the optimal image model, maximum residual likelihood method (OptMRL) for image reconstruction. OptMRL is a Bayesian image reconstruction technique for removing point-spread function blurring. OptMRL uses both a goodness-of-fit criterion (GOF) and an 'image prior', i.e., a function which quantifies the a priori probability of the image. Unlike standard maximum entropy methods, which typically reconstruct the image on the data pixel grid, OptMRL varies the image model in order to find the optimal functional basis with which to represent the image. We show how an optimal basis for image representation can be selected and in doing so, develop the concept of the 'pixon' which is a generalized image cell from which this basis is constructed. By allowing both the image and the image representation to be variable, the OptMRL method greatly increases the volume of solution space over which the image is optimized. Hence the likelihood of the final reconstructed image is greatly increased. For the goodness-of-fit criterion, OptMRL uses the maximum residual likelihood probability distribution introduced previously by Pina and Puetter (1992). This GOF probability distribution, which is based on the spatial autocorrelation of the residuals, has the advantage that it ensures spatially uncorrelated image reconstruction residuals.

  19. Emulation Modeling with Bayesian Networks for Efficient Decision Support

    NASA Astrophysics Data System (ADS)

    Fienen, M. N.; Masterson, J.; Plant, N. G.; Gutierrez, B. T.; Thieler, E. R.

    2012-12-01

    Bayesian decision networks (BDN) have long been used to provide decision support in systems that require explicit consideration of uncertainty; applications range from ecology to medical diagnostics and terrorism threat assessments. Until recently, however, few studies have applied BDNs to the study of groundwater systems. BDNs are particularly useful for representing real-world system variability by synthesizing a range of hydrogeologic situations within a single simulation. Because BDN output is cast in terms of probability—an output desired by decision makers—they explicitly incorporate the uncertainty of a system. BDNs can thus serve as a more efficient alternative to other uncertainty characterization methods such as computationally demanding Monte Carlo analyses and others methods restricted to linear model analyses. We present a unique application of a BDN to a groundwater modeling analysis of the hydrologic response of Assateague Island, Maryland to sea-level rise. Using both input and output variables of the modeled groundwater response to different sea-level (SLR) rise scenarios, the BDN predicts the probability of changes in the depth to fresh water, which exerts an important influence on physical and biological island evolution. Input variables included barrier-island width, maximum island elevation, and aquifer recharge. The variability of these inputs and their corresponding outputs are sampled along cross sections in a single model run to form an ensemble of input/output pairs. The BDN outputs, which are the posterior distributions of water table conditions for the sea-level rise scenarios, are evaluated through error analysis and cross-validation to assess both fit to training data and predictive power. The key benefit for using BDNs in groundwater modeling analyses is that they provide a method for distilling complex model results into predictions with associated uncertainty, which is useful to decision makers. Future efforts incorporate

  20. Modeling hypoxia in the Chesapeake Bay: Ensemble estimation using a Bayesian hierarchical model

    NASA Astrophysics Data System (ADS)

    Stow, Craig A.; Scavia, Donald

    2009-02-01

    Quantifying parameter and prediction uncertainty in a rigorous framework can be an important component of model skill assessment. Generally, models with lower uncertainty will be more useful for prediction and inference than models with higher uncertainty. Ensemble estimation, an idea with deep roots in the Bayesian literature, can be useful to reduce model uncertainty. It is based on the idea that simultaneously estimating common or similar parameters among models can result in more precise estimates. We demonstrate this approach using the Streeter-Phelps dissolved oxygen sag model fit to 29 years of data from Chesapeake Bay. Chesapeake Bay has a long history of bottom water hypoxia and several models are being used to assist management decision-making in this system. The Bayesian framework is particularly useful in a decision context because it can combine both expert-judgment and rigorous parameter estimation to yield model forecasts and a probabilistic estimate of the forecast uncertainty.

  1. Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems

    SciTech Connect

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

    2014-02-01

    A Hybrid Nested Sampling (HNS) algorithm is proposed for efficient Bayesian model calibration and prior model selection. The proposed algorithm combines, Nested Sampling (NS) algorithm, Hybrid Monte Carlo (HMC) sampling and gradient estimation using Stochastic Ensemble Method (SEM). NS is an efficient sampling algorithm that can be used for Bayesian calibration and estimating the Bayesian evidence for prior model selection. Nested sampling has the advantage of computational feasibility. Within the nested sampling algorithm, a constrained sampling step is performed. For this step, we utilize HMC to reduce the correlation between successive sampled states. HMC relies on the gradient of the logarithm of the posterior distribution, which we estimate using a stochastic ensemble method based on an ensemble of directional derivatives. SEM only requires forward model runs and the simulator is then used as a black box and no adjoint code is needed. The developed HNS algorithm is successfully applied for Bayesian calibration and prior model selection of several nonlinear subsurface flow problems.

  2. Comparing models for perfluorooctanoic acid pharmacokinetics using Bayesian analysis.

    PubMed

    Wambaugh, John F; Barton, Hugh A; Setzer, R Woodrow

    2008-12-01

    Selecting the appropriate pharmacokinetic (PK) model given the available data is investigated for perfluorooctanoic acid (PFOA), which has been widely analyzed with an empirical, one-compartment model. This research examined the results of experiments [Kemper R. A., DuPont Haskell Laboratories, USEPA Administrative Record AR-226.1499 (2003)] that administered single oral or iv doses of PFOA to adult male and female rats. PFOA concentration was observed over time; in plasma for some animals and in fecal and urinary excretion for others. There were four rats per dose group, for a total of 36 males and 36 females. Assuming that the PK parameters for each individual within a gender were drawn from the same, biologically varying population, plasma and excretion data were jointly analyzed using a hierarchical framework to separate uncertainty due to measurement error from actual biological variability. Bayesian analysis using Markov Chain Monte Carlo (MCMC) provides tools to perform such an analysis as well as quantitative diagnostics to evaluate and discriminate between models. Starting from a one-compartment PK model with separate clearances to urine and feces, the model was incrementally expanded using Bayesian measures to assess if the expansion was supported by the data. PFOA excretion is sexually dimorphic in rats; male rats have bi-phasic elimination that is roughly 40 times slower than that of the females, which appear to have a single elimination phase. The male and female data were analyzed separately, keeping only the parameters describing the measurement process in common. For male rats, including excretion data initially decreased certainty in the one-compartment parameter estimates compared to an analysis using plasma data only. Allowing a third, unspecified clearance improved agreement and increased certainty when all the data was used, however a significant amount of eliminated PFOA was estimated to be missing from the excretion data. Adding an additional

  3. The importance of being spatial (and reserved): assessing northern spotted owl habitat relationships with hierarchical Bayesian models.

    PubMed

    Carroll, Carlos; Johnson, Devin S

    2008-08-01

    Regional conservation planning increasingly draws on habitat suitability models to support decisions regarding land allocation and management. Nevertheless, statistical techniques commonly used for developing such models may give misleading results because they fail to account for 3 factors common in data sets of species distribution: spatial autocorrelation, the large number of sites where the species is absent (zero inflation), and uneven survey effort. We used spatial autoregressive models fit with Bayesian Markov Chain Monte Carlo techniques to assess the relationship between older coniferous forest and the abundance of Northern Spotted Owl nest and activity sites throughout the species' range. The spatial random-effect term incorporated in the autoregressive models successfully accounted for zero inflation and reduced the effect of survey bias on estimates of species-habitat associations. Our results support the hypothesis that the relationship between owl distribution and older forest varies with latitude. A quadratic relationship between owl abundance and older forest was evident in the southern portion of the range, and a pseudothreshold relationship was evident in the northern portion of the range. Our results suggest that proposed changes to the network of owl habitat reserves would reduce the proportion of the population protected by up to one-third, and that proposed guidelines for forest management within reserves underestimate the proportion of older forest associated with maximum owl abundance and inappropriately generalize threshold relationships among subregions. Bayesian spatial models can greatly enhance the utility of habitat analysis for conservation planning because they add the statistical flexibility necessary for analyzing regional survey data while retaining the interpretability of simpler models. PMID:18477026

  4. Assessing Risk-Taking in a Driving Simulator Study: Modeling Longitudinal Semi-Continuous Driving Data Using a Two-Part Regression Model with Correlated Random Effects

    PubMed Central

    Tran, Van; Liu, Danping; Pradhan, Anuj K.; Li, Kaigang; Bingham, C. Raymond; Simons-Morton, Bruce G.; Albert, Paul S.

    2016-01-01

    Signalized intersection management is a common measure of risky driving in simulator studies. In a recent randomized trial, investigators were interested in whether teenage males exposed to a risk-accepting passenger took more intersection risks in a driving simulator compared with those exposed to a risk-averse peer passenger. Analyses in this trial are complicated by the longitudinal or repeated measures that are semi-continuous with clumping at zero. Specifically, the dependent variable in a randomized trial looking at the effect of risk-accepting versus risk-averse peer passengers on teenage simulator driving is comprised of two components. The discrete component measures whether the teen driver stops for a yellow light, and the continuous component measures the time the teen driver, who does not stop, spends in the intersection during a red light. To convey both components of this measure, we apply a two-part regression with correlated random effects model (CREM), consisting of a logistic regression to model whether the driver stops for a yellow light and a linear regression to model the time spent in the intersection during a red light. These two components are related through the correlation of their random effects. Using this novel analysis, we found that those exposed to a risk-averse passenger have a higher proportion of stopping at yellow lights and a longer mean time in the intersection during a red light when they did not stop at the light compared to those exposed to a risk-accepting passenger, consistent with the study hypotheses and previous analyses. Examining the statistical properties of the CREM approach through simulations, we found that in most situations, the CREM achieves greater power than competing approaches. We also examined whether the treatment effect changes across the length of the drive and provided a sample size recommendation for detecting such phenomenon in subsequent trials. Our findings suggest that CREM provides an efficient

  5. Bayesian modelling of household solid fuel use: insights towards designing effective interventions to promote fuel switching in Africa.

    PubMed

    Rehfuess, Eva A; Briggs, David J; Joffe, Mike; Best, Nicky

    2010-10-01

    Indoor air pollution from solid fuel use is a significant risk factor for acute lower respiratory infections among children in sub-Saharan Africa. Interventions that promote a switch to modern fuels hold a large health promise, but their effective design and implementation require an understanding of the web of upstream and proximal determinants of household fuel use. Using Demographic and Health Survey data for Benin, Kenya and Ethiopia together with Bayesian hierarchical and spatial modelling, this paper quantifies the impact of household-level factors on cooking fuel choice, assesses variation between communities and districts and discusses the likely nature of contextual effects. Household- and area-level characteristics appear to interact as determinants of cooking fuel choice. In all three countries, wealth and the educational attainment of women and men emerge as important; the nature of area-level factors varies between countries. In Benin, a two-level model with spatial community random effects best explains the data, pointing to an environmental explanation. In Ethiopia and Kenya, a three-level model with unstructured community and district random effects is selected, implying relatively autonomous economic and social areas. Area-level heterogeneity, indicated by large median odds ratios, appears to be responsible for a greater share of variation in the data than household-level factors. This may be an indication that fuel choice is to a considerable extent supply-driven rather than demand-driven. Consequently, interventions to promote fuel switching will carefully need to assess supply-side limitations and devise appropriate policy and programmatic approaches to overcome them. To our knowledge, this paper represents the first attempt to model the determinants of solid fuel use, highlighting socio-economic differences between households and, notably, the dramatic influence of contextual effects. It illustrates the potential that multilevel and spatial

  6. The Survival Kit: software to analyze survival data including possibly correlated random effects.

    PubMed

    Mészáros, G; Sölkner, J; Ducrocq, V

    2013-06-01

    The Survival Kit is a Fortran 90 Software intended for survival analysis using proportional hazards models and their extension to frailty models with a single response time. The hazard function is described as the product of a baseline hazard function and a positive (exponential) function of possibly time-dependent fixed and random covariates. Stratified Cox, grouped data and Weibull models can be used. Random effects can be either log-gamma or normally distributed and can account for a pedigree structure. Variance parameters are estimated in a Bayesian context. It is possible to account for the correlated nature of two random effects either by specifying a known correlation coefficient or estimating it from the data. An R interface of the Survival Kit provides a user friendly way to run the software. PMID:23399103

  7. Bayesian Safety Risk Modeling of Human-Flightdeck Automation Interaction

    NASA Technical Reports Server (NTRS)

    Ancel, Ersin; Shih, Ann T.

    2015-01-01

    Usage of automatic systems in airliners has increased fuel efficiency, added extra capabilities, enhanced safety and reliability, as well as provide improved passenger comfort since its introduction in the late 80's. However, original automation benefits, including reduced flight crew workload, human errors or training requirements, were not achieved as originally expected. Instead, automation introduced new failure modes, redistributed, and sometimes increased workload, brought in new cognitive and attention demands, and increased training requirements. Modern airliners have numerous flight modes, providing more flexibility (and inherently more complexity) to the flight crew. However, the price to pay for the increased flexibility is the need for increased mode awareness, as well as the need to supervise, understand, and predict automated system behavior. Also, over-reliance on automation is linked to manual flight skill degradation and complacency in commercial pilots. As a result, recent accidents involving human errors are often caused by the interactions between humans and the automated systems (e.g., the breakdown in man-machine coordination), deteriorated manual flying skills, and/or loss of situational awareness due to heavy dependence on automated systems. This paper describes the development of the increased complexity and reliance on automation baseline model, named FLAP for FLightdeck Automation Problems. The model development process starts with a comprehensive literature review followed by the construction of a framework comprised of high-level causal factors leading to an automation-related flight anomaly. The framework was then converted into a Bayesian Belief Network (BBN) using the Hugin Software v7.8. The effects of automation on flight crew are incorporated into the model, including flight skill degradation, increased cognitive demand and training requirements along with their interactions. Besides flight crew deficiencies, automation system

  8. A Bayesian network model for biomarker-based dose response.

    PubMed

    Hack, C Eric; Haber, Lynne T; Maier, Andrew; Shulte, Paul; Fowler, Bruce; Lotz, W Gregory; Savage, Russell E

    2010-07-01

    A Bayesian network model was developed to integrate diverse types of data to conduct an exposure-dose-response assessment for benzene-induced acute myeloid leukemia (AML). The network approach was used to evaluate and compare individual biomarkers and quantitatively link the biomarkers along the exposure-disease continuum. The network was used to perform the biomarker-based dose-response analysis, and various other approaches to the dose-response analysis were conducted for comparison. The network-derived benchmark concentration was approximately an order of magnitude lower than that from the usual exposure concentration versus response approach, which suggests that the presence of more information in the low-dose region (where changes in biomarkers are detectable but effects on AML mortality are not) helps inform the description of the AML response at lower exposures. This work provides a quantitative approach for linking changes in biomarkers of effect both to exposure information and to changes in disease response. Such linkage can provide a scientifically valid point of departure that incorporates precursor dose-response information without being dependent on the difficult issue of a definition of adversity for precursors.

  9. Computational Approaches for Developing Informative Prior Distributions for Bayesian Calibration of PBPK Models

    EPA Science Inventory

    Using Bayesian statistical methods to quantify uncertainty and variability in human PBPK model predictions for use in risk assessments requires prior distributions (priors), which characterize what is known or believed about parameters’ values before observing in vivo data. Expe...

  10. Computational Approaches for Developing Informative Prior Distributions for Bayesian Calibration of PBPK Models (Book Chapter)

    EPA Science Inventory

    Using Bayesian statistical methods to quantify uncertainty and variability in human physiologically-based pharmacokinetic (PBPK) model predictions for use in risk assessments requires prior distributions (priors), which characterize what is known or believed about parameters’ val...

  11. Bayesian model comparison of nonlinear structural equation models with missing continuous and ordinal categorical data.

    PubMed

    Lee, Sik-Yum; Song, Xin-Yuan

    2004-05-01

    Missing data are very common in behavioural and psychological research. In this paper, we develop a Bayesian approach in the context of a general nonlinear structural equation model with missing continuous and ordinal categorical data. In the development, the missing data are treated as latent quantities, and provision for the incompleteness of the data is made by a hybrid algorithm that combines the Gibbs sampler and the Metropolis-Hastings algorithm. We show by means of a simulation study that the Bayesian estimates are accurate. A Bayesian model comparison procedure based on the Bayes factor and path sampling is proposed. The required observations from the posterior distribution for computing the Bayes factor are simulated by the hybrid algorithm in Bayesian estimation. Our simulation results indicate that the correct model is selected more frequently when the incomplete records are used in the analysis than when they are ignored. The methodology is further illustrated with a real data set from a study concerned with an AIDS preventative intervention for Filipina sex workers.

  12. Bayesian inference for an illness-death model for stroke with cognition as a latent time-dependent risk factor.

    PubMed

    van den Hout, Ardo; Fox, Jean-Paul; Klein Entink, Rinke H

    2015-12-01

    Longitudinal data can be used to estimate the transition intensities between healthy and unhealthy states prior to death. An illness-death model for history of stroke is presented, where time-dependent transition intensities are regressed on a latent variable representing cognitive function. The change of this function over time is described by a linear growth model with random effects. Occasion-specific cognitive function is measured by an item response model for longitudinal scores on the Mini-Mental State Examination, a questionnaire used to screen for cognitive impairment. The illness-death model will be used to identify and to explore the relationship between occasion-specific cognitive function and stroke. Combining a multi-state model with the latent growth model defines a joint model which extends current statistical inference regarding disease progression and cognitive function. Markov chain Monte Carlo methods are used for Bayesian inference. Data stem from the Medical Research Council Cognitive Function and Ageing Study in the UK (1991-2005). PMID:22080595

  13. Bayesian inference for an illness-death model for stroke with cognition as a latent time-dependent risk factor

    PubMed Central

    Fox, Jean-Paul; Klein Entink, Rinke H

    2015-01-01

    Longitudinal data can be used to estimate the transition intensities between healthy and unhealthy states prior to death. An illness-death model for history of stroke is presented, where time-dependent transition intensities are regressed on a latent variable representing cognitive function. The change of this function over time is described by a linear growth model with random effects. Occasion-specific cognitive function is measured by an item response model for longitudinal scores on the Mini-Mental State Examination, a questionnaire used to screen for cognitive impairment. The illness-death model will be used to identify and to explore the relationship between occasion-specific cognitive function and stroke. Combining a multi-state model with the latent growth model defines a joint model which extends current statistical inference regarding disease progression and cognitive function. Markov chain Monte Carlo methods are used for Bayesian inference. Data stem from the Medical Research Council Cognitive Function and Ageing Study in the UK (1991–2005). PMID:22080595

  14. A Study of Mexican Free-Tailed Bat Chirp Syllables: Bayesian Functional Mixed Models for Nonstationary Acoustic Time Series

    PubMed Central

    MARTINEZ, Josue G.; BOHN, Kirsten M.; CARROLL, Raymond J.

    2013-01-01

    We describe a new approach to analyze chirp syllables of free-tailed bats from two regions of Texas in which they are predominant: Austin and College Station. Our goal is to characterize any systematic regional differences in the mating chirps and assess whether individual bats have signature chirps. The data are analyzed by modeling spectrograms of the chirps as responses in a Bayesian functional mixed model. Given the variable chirp lengths, we compute the spectrograms on a relative time scale interpretable as the relative chirp position, using a variable window overlap based on chirp length. We use 2D wavelet transforms to capture correlation within the spectrogram in our modeling and obtain adaptive regularization of the estimates and inference for the regions-specific spectrograms. Our model includes random effect spectrograms at the bat level to account for correlation among chirps from the same bat, and to assess relative variability in chirp spectrograms within and between bats. The modeling of spectrograms using functional mixed models is a general approach for the analysis of replicated nonstationary time series, such as our acoustical signals, to relate aspects of the signals to various predictors, while accounting for between-signal structure. This can be done on raw spectrograms when all signals are of the same length, and can be done using spectrograms defined on a relative time scale for signals of variable length in settings where the idea of defining correspondence across signals based on relative position is sensible. PMID:23997376

  15. A Study of Mexican Free-Tailed Bat Chirp Syllables: Bayesian Functional Mixed Models for Nonstationary Acoustic Time Series.

    PubMed

    Martinez, Josue G; Bohn, Kirsten M; Carroll, Raymond J; Morris, Jeffrey S

    2013-06-01

    We describe a new approach to analyze chirp syllables of free-tailed bats from two regions of Texas in which they are predominant: Austin and College Station. Our goal is to characterize any systematic regional differences in the mating chirps and assess whether individual bats have signature chirps. The data are analyzed by modeling spectrograms of the chirps as responses in a Bayesian functional mixed model. Given the variable chirp lengths, we compute the spectrograms on a relative time scale interpretable as the relative chirp position, using a variable window overlap based on chirp length. We use 2D wavelet transforms to capture correlation within the spectrogram in our modeling and obtain adaptive regularization of the estimates and inference for the regions-specific spectrograms. Our model includes random effect spectrograms at the bat level to account for correlation among chirps from the same bat, and to assess relative variability in chirp spectrograms within and between bats. The modeling of spectrograms using functional mixed models is a general approach for the analysis of replicated nonstationary time series, such as our acoustical signals, to relate aspects of the signals to various predictors, while accounting for between-signal structure. This can be done on raw spectrograms when all signals are of the same length, and can be done using spectrograms defined on a relative time scale for signals of variable length in settings where the idea of defining correspondence across signals based on relative position is sensible. PMID:23997376

  16. Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

    NASA Astrophysics Data System (ADS)

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

    2012-12-01

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

  17. Bayesian Proteoform Modeling Improves Protein Quantification of Global Proteomic Measurements

    SciTech Connect

    Webb-Robertson, Bobbie-Jo M.; Matzke, Melissa M.; Datta, Susmita; Payne, Samuel H.; Kang, Jiyun; Bramer, Lisa M.; Nicora, Carrie D.; Shukla, Anil K.; Metz, Thomas O.; Rodland, Karin D.; Smith, Richard D.; Tardiff, Mark F.; McDermott, Jason E.; Pounds, Joel G.; Waters, Katrina M.

    2014-12-01

    As the capability of mass spectrometry-based proteomics has matured, tens of thousands of peptides can be measured simultaneously, which has the benefit of offering a systems view of protein expression. However, a major challenge is that with an increase in throughput, protein quantification estimation from the native measured peptides has become a computational task. A limitation to existing computationally-driven protein quantification methods is that most ignore protein variation, such as alternate splicing of the RNA transcript and post-translational modifications or other possible proteoforms, which will affect a significant fraction of the proteome. The consequence of this assumption is that statistical inference at the protein level, and consequently downstream analyses, such as network and pathway modeling, have only limited power for biomarker discovery. Here, we describe a Bayesian model (BP-Quant) that uses statistically derived peptides signatures to identify peptides that are outside the dominant pattern, or the existence of multiple over-expressed patterns to improve relative protein abundance estimates. It is a research-driven approach that utilizes the objectives of the experiment, defined in the context of a standard statistical hypothesis, to identify a set of peptides exhibiting similar statistical behavior relating to a protein. This approach infers that changes in relative protein abundance can be used as a surrogate for changes in function, without necessarily taking into account the effect of differential post-translational modifications, processing, or splicing in altering protein function. We verify the approach using a dilution study from mouse plasma samples and demonstrate that BP-Quant achieves similar accuracy as the current state-of-the-art methods at proteoform identification with significantly better specificity. BP-Quant is available as a MatLab ® and R packages at https://github.com/PNNL-Comp-Mass-Spec/BP-Quant.

  18. Learning Bayesian Networks from Correlated Data

    NASA Astrophysics Data System (ADS)

    Bae, Harold; Monti, Stefano; Montano, Monty; Steinberg, Martin H.; Perls, Thomas T.; Sebastiani, Paola

    2016-05-01

    Bayesian networks are probabilistic models that represent complex distributions in a modular way and have become very popular in many fields. There are many methods to build Bayesian networks from a random sample of independent and identically distributed observations. However, many observational studies are designed using some form of clustered sampling that introduces correlations between observations within the same cluster and ignoring this correlation typically inflates the rate of false positive associations. We describe a novel parameterization of Bayesian networks that uses random effects to model the correlation within sample units and can be used for structure and parameter learning from correlated data without inflating the Type I error rate. We compare different learning metrics using simulations and illustrate the method in two real examples: an analysis of genetic and non-genetic factors associated with human longevity from a family-based study, and an example of risk factors for complications of sickle cell anemia from a longitudinal study with repeated measures.

  19. Bayesian parameter inference and model selection by population annealing in systems biology.

    PubMed

    Murakami, Yohei

    2014-01-01

    Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named "posterior parameter ensemble". We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor.

  20. A Bayesian model of stereopsis depth and motion direction discrimination.

    PubMed

    Read, J C A

    2002-02-01

    The extraction of stereoscopic depth from retinal disparity, and motion direction from two-frame kinematograms, requires the solution of a correspondence problem. In previous psychophysical work [Read and Eagle (2000) Vision Res 40: 3345-3358], we compared the performance of the human stereopsis and motion systems with correlated and anti-correlated stimuli. We found that, although the two systems performed similarly for narrow-band stimuli, broadband anti-correlated kinematograms produced a strong perception of reversed motion, whereas the stereograms appeared merely rivalrous. I now model these psychophysical data with a computational model of the correspondence problem based on the known properties of visual cortical cells. Noisy retinal images are filtered through a set of Fourier channels tuned to different spatial frequencies and orientations. Within each channel, a Bayesian analysis incorporating a prior preference for small disparities is used to assess the probability of each possible match. Finally, information from the different channels is combined to arrive at a judgement of stimulus disparity. Each model system--stereopsis and motion--has two free parameters: the amount of noise they are subject to, and the strength of their preference for small disparities. By adjusting these parameters independently for each system, qualitative matches are produced to psychophysical data, for both correlated and anti-correlated stimuli, across a range of spatial frequency and orientation bandwidths. The motion model is found to require much higher noise levels and a weaker preference for small disparities. This makes the motion model more tolerant of poor-quality reverse-direction false matches encountered with anti-correlated stimuli, matching the strong perception of reversed motion that humans experience with these stimuli. In contrast, the lower noise level and tighter prior preference used with the stereopsis model means that it performs close to chance with

  1. Ice Shelf Modeling: A Cross-Polar Bayesian Statistical Approach

    NASA Astrophysics Data System (ADS)

    Kirchner, N.; Furrer, R.; Jakobsson, M.; Zwally, H. J.

    2010-12-01

    Ice streams interlink glacial terrestrial and marine environments: embedded in a grounded inland ice such as the Antarctic Ice Sheet or the paleo ice sheets covering extensive parts of the Eurasian and Amerasian Arctic respectively, ice streams are major drainage agents facilitating the discharge of substantial portions of continental ice into the ocean. At their seaward side, ice streams can either extend onto the ocean as floating ice tongues (such as the Drygalsky Ice Tongue/East Antarctica), or feed large ice shelves (as is the case for e.g. the Siple Coast and the Ross Ice Shelf/West Antarctica). The flow behavior of ice streams has been recognized to be intimately linked with configurational changes in their attached ice shelves; in particular, ice shelf disintegration is associated with rapid ice stream retreat and increased mass discharge from the continental ice mass, contributing eventually to sea level rise. Investigations of ice stream retreat mechanism are however incomplete if based on terrestrial records only: rather, the dynamics of ice shelves (and, eventually, the impact of the ocean on the latter) must be accounted for. However, since floating ice shelves leave hardly any traces behind when melting, uncertainty regarding the spatio-temporal distribution and evolution of ice shelves in times prior to instrumented and recorded observation is high, calling thus for a statistical modeling approach. Complementing ongoing large-scale numerical modeling efforts (Pollard & DeConto, 2009), we model the configuration of ice shelves by using a Bayesian Hiearchial Modeling (BHM) approach. We adopt a cross-polar perspective accounting for the fact that currently, ice shelves exist mainly along the coastline of Antarctica (and are virtually non-existing in the Arctic), while Arctic Ocean ice shelves repeatedly impacted the Arctic ocean basin during former glacial periods. Modeled Arctic ocean ice shelf configurations are compared with geological spatial

  2. Inherently irrational? A computational model of escalation of commitment as Bayesian Updating.

    PubMed

    Gilroy, Shawn P; Hantula, Donald A

    2016-06-01

    Monte Carlo simulations were performed to analyze the degree to which two-, three- and four-step learning histories of losses and gains correlated with escalation and persistence in extended extinction (continuous loss) conditions. Simulated learning histories were randomly generated at varying lengths and compositions and warranted probabilities were determined using Bayesian Updating methods. Bayesian Updating predicted instances where particular learning sequences were more likely to engender escalation and persistence under extinction conditions. All simulations revealed greater rates of escalation and persistence in the presence of heterogeneous (e.g., both Wins and Losses) lag sequences, with substantially increased rates of escalation when lags comprised predominantly of losses were followed by wins. These methods were then applied to human investment choices in earlier experiments. The Bayesian Updating models corresponded with data obtained from these experiments. These findings suggest that Bayesian Updating can be utilized as a model for understanding how and when individual commitment may escalate and persist despite continued failures.

  3. Hierarchical Bayesian Model Averaging for Chance Constrained Remediation Designs

    NASA Astrophysics Data System (ADS)

    Chitsazan, N.; Tsai, F. T.

    2012-12-01

    Groundwater remediation designs are heavily relying on simulation models which are subjected to various sources of uncertainty in their predictions. To develop a robust remediation design, it is crucial to understand the effect of uncertainty sources. In this research, we introduce a hierarchical Bayesian model averaging (HBMA) framework to segregate and prioritize sources of uncertainty in a multi-layer frame, where each layer targets a source of uncertainty. The HBMA framework provides an insight to uncertainty priorities and propagation. In addition, HBMA allows evaluating model weights in different hierarchy levels and assessing the relative importance of models in each level. To account for uncertainty, we employ a chance constrained (CC) programming for stochastic remediation design. Chance constrained programming was implemented traditionally to account for parameter uncertainty. Recently, many studies suggested that model structure uncertainty is not negligible compared to parameter uncertainty. Using chance constrained programming along with HBMA can provide a rigorous tool for groundwater remediation designs under uncertainty. In this research, the HBMA-CC was applied to a remediation design in a synthetic aquifer. The design was to develop a scavenger well approach to mitigate saltwater intrusion toward production wells. HBMA was employed to assess uncertainties from model structure, parameter estimation and kriging interpolation. An improved harmony search optimization method was used to find the optimal location of the scavenger well. We evaluated prediction variances of chloride concentration at the production wells through the HBMA framework. The results showed that choosing the single best model may lead to a significant error in evaluating prediction variances for two reasons. First, considering the single best model, variances that stem from uncertainty in the model structure will be ignored. Second, considering the best model with non

  4. Bayesian estimation of regularization parameters for deformable surface models

    SciTech Connect

    Cunningham, G.S.; Lehovich, A.; Hanson, K.M.

    1999-02-20

    In this article the authors build on their past attempts to reconstruct a 3D, time-varying bolus of radiotracer from first-pass data obtained by the dynamic SPECT imager, FASTSPECT, built by the University of Arizona. The object imaged is a CardioWest total artificial heart. The bolus is entirely contained in one ventricle and its associated inlet and outlet tubes. The model for the radiotracer distribution at a given time is a closed surface parameterized by 482 vertices that are connected to make 960 triangles, with nonuniform intensity variations of radiotracer allowed inside the surface on a voxel-to-voxel basis. The total curvature of the surface is minimized through the use of a weighted prior in the Bayesian framework, as is the weighted norm of the gradient of the voxellated grid. MAP estimates for the vertices, interior intensity voxels and background count level are produced. The strength of the priors, or hyperparameters, are determined by maximizing the probability of the data given the hyperparameters, called the evidence. The evidence is calculated by first assuming that the posterior is approximately normal in the values of the vertices and voxels, and then by evaluating the integral of the multi-dimensional normal distribution. This integral (which requires evaluating the determinant of a covariance matrix) is computed by applying a recent algorithm from Bai et. al. that calculates the needed determinant efficiently. They demonstrate that the radiotracer is highly inhomogeneous in early time frames, as suspected in earlier reconstruction attempts that assumed a uniform intensity of radiotracer within the closed surface, and that the optimal choice of hyperparameters is substantially different for different time frames.

  5. Bayesian Modeling in Institutional Research: An Example of Nonlinear Classification

    ERIC Educational Resources Information Center

    Xu, Yonghong Jade; Ishitani, Terry T.

    2008-01-01

    In recent years, rapid advancement has taken place in computing technology that allows institutional researchers to efficiently and effectively address data of increasing volume and structural complexity (Luan, 2002). In this chapter, the authors propose a new data analytical technique, Bayesian belief networks (BBN), to add to the toolbox for…

  6. Model Criticism of Bayesian Networks with Latent Variables.

    ERIC Educational Resources Information Center

    Williamson, David M.; Mislevy, Robert J.; Almond, Russell G.

    This study investigated statistical methods for identifying errors in Bayesian networks (BN) with latent variables, as found in intelligent cognitive assessments. BN, commonly used in artificial intelligence systems, are promising mechanisms for scoring constructed-response examinations. The success of an intelligent assessment or tutoring system…

  7. A Comparison of Imputation Methods for Bayesian Factor Analysis Models

    ERIC Educational Resources Information Center

    Merkle, Edgar C.

    2011-01-01

    Imputation methods are popular for the handling of missing data in psychology. The methods generally consist of predicting missing data based on observed data, yielding a complete data set that is amiable to standard statistical analyses. In the context of Bayesian factor analysis, this article compares imputation under an unrestricted…

  8. Open Source Bayesian Models. 3. Composite Models for Prediction of Binned Responses

    PubMed Central

    2016-01-01

    Bayesian models constructed from structure-derived fingerprints have been a popular and useful method for drug discovery research when applied to bioactivity measurements that can be effectively classified as active or inactive. The results can be used to rank candidate structures according to their probability of activity, and this ranking benefits from the high degree of interpretability when structure-based fingerprints are used, making the results chemically intuitive. Besides selecting an activity threshold, building a Bayesian model is fast and requires few or no parameters or user intervention. The method also does not suffer from such acute overtraining problems as quantitative structure–activity relationships or quantitative structure–property relationships (QSAR/QSPR). This makes it an approach highly suitable for automated workflows that are independent of user expertise or prior knowledge of the training data. We now describe a new method for creating a composite group of Bayesian models to extend the method to work with multiple states, rather than just binary. Incoming activities are divided into bins, each covering a mutually exclusive range of activities. For each of these bins, a Bayesian model is created to model whether or not the compound belongs in the bin. Analyzing putative molecules using the composite model involves making a prediction for each bin and examining the relative likelihood for each assignment, for example, highest value wins. The method has been evaluated on a collection of hundreds of data sets extracted from ChEMBL v20 and validated data sets for ADME/Tox and bioactivity. PMID:26750305

  9. A Bayesian hierarchical diffusion model decomposition of performance in Approach–Avoidance Tasks

    PubMed Central

    Krypotos, Angelos-Miltiadis; Beckers, Tom; Kindt, Merel; Wagenmakers, Eric-Jan

    2015-01-01

    Common methods for analysing response time (RT) tasks, frequently used across different disciplines of psychology, suffer from a number of limitations such as the failure to directly measure the underlying latent processes of interest and the inability to take into account the uncertainty associated with each individual's point estimate of performance. Here, we discuss a Bayesian hierarchical diffusion model and apply it to RT data. This model allows researchers to decompose performance into meaningful psychological processes and to account optimally for individual differences and commonalities, even with relatively sparse data. We highlight the advantages of the Bayesian hierarchical diffusion model decomposition by applying it to performance on Approach–Avoidance Tasks, widely used in the emotion and psychopathology literature. Model fits for two experimental data-sets demonstrate that the model performs well. The Bayesian hierarchical diffusion model overcomes important limitations of current analysis procedures and provides deeper insight in latent psychological processes of interest. PMID:25491372

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

    SciTech Connect

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

    2010-05-23

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

  11. EXONEST: Bayesian model selection applied to the detection and characterization of exoplanets via photometric variations

    SciTech Connect

    Placek, Ben; Knuth, Kevin H.; Angerhausen, Daniel E-mail: kknuth@albany.edu

    2014-11-10

    EXONEST is an algorithm dedicated to detecting and characterizing the photometric signatures of exoplanets, which include reflection and thermal emission, Doppler boosting, and ellipsoidal variations. Using Bayesian inference, we can test between competing models that describe the data as well as estimate model parameters. We demonstrate this approach by testing circular versus eccentric planetary orbital models, as well as testing for the presence or absence of four photometric effects. In addition to using Bayesian model selection, a unique aspect of EXONEST is the potential capability to distinguish between reflective and thermal contributions to the light curve. A case study is presented using Kepler data recorded from the transiting planet KOI-13b. By considering only the nontransiting portions of the light curve, we demonstrate that it is possible to estimate the photometrically relevant model parameters of KOI-13b. Furthermore, Bayesian model testing confirms that the orbit of KOI-13b has a detectable eccentricity.

  12. Number-Knower Levels in Young Children: Insights from Bayesian Modeling

    ERIC Educational Resources Information Center

    Lee, Michael D.; Sarnecka, Barbara W.

    2011-01-01

    Lee and Sarnecka (2010) developed a Bayesian model of young children's behavior on the Give-N test of number knowledge. This paper presents two new extensions of the model, and applies the model to new data. In the first extension, the model is used to evaluate competing theories about the conceptual knowledge underlying children's behavior. One,…

  13. 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.

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

    PubMed

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

    2016-01-01

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

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

    PubMed Central

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

    2016-01-01

    Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision. PMID:27303323

  16. Influence of covariance between random effects in design for nonlinear mixed-effect models with an illustration in pediatric pharmacokinetics.

    PubMed

    Dumont, Cyrielle; Chenel, Marylore; Mentré, France

    2014-01-01

    Nonlinear mixed-effect models are used increasingly during drug development. For design, an alternative to simulations is based on the Fisher information matrix. Its expression was derived using a first-order approach, was then extended to include covariance and implemented into the R function PFIM. The impact of covariance on standard errors, amount of information, and optimal designs was studied. It was also shown how standard errors can be predicted analytically within the framework of rich individual data without the model. The results were illustrated by applying this extension to the design of a pharmacokinetic study of a drug in pediatric development.

  17. On Numerical Aspects of Bayesian Model Selection in High and Ultrahigh-dimensional Settings

    PubMed Central

    Johnson, Valen E.

    2014-01-01

    This article examines the convergence properties of a Bayesian model selection procedure based on a non-local prior density in ultrahigh-dimensional settings. The performance of the model selection procedure is also compared to popular penalized likelihood methods. Coupling diagnostics are used to bound the total variation distance between iterates in an Markov chain Monte Carlo (MCMC) algorithm and the posterior distribution on the model space. In several simulation scenarios in which the number of observations exceeds 100, rapid convergence and high accuracy of the Bayesian procedure is demonstrated. Conversely, the coupling diagnostics are successful in diagnosing lack of convergence in several scenarios for which the number of observations is less than 100. The accuracy of the Bayesian model selection procedure in identifying high probability models is shown to be comparable to commonly used penalized likelihood methods, including extensions of smoothly clipped absolute deviations (SCAD) and least absolute shrinkage and selection operator (LASSO) procedures. PMID:24683431

  18. Bayesian shared frailty models for regional inference about wildlife survival

    USGS Publications Warehouse

    Heisey, D.M.

    2012-01-01

    One can joke that 'exciting statistics' is an oxymoron, but it is neither a joke nor an exaggeration to say that these are exciting times to be involved in statistical ecology. As Halstead et al.'s (2012) paper nicely exemplifies, recently developed Bayesian analyses can now be used to extract insights from data using techniques that would have been unavailable to the ecological researcher just a decade ago. Some object to this, implying that the subjective priors of the Bayesian approach is the pathway to perdition (e.g. Lele & Dennis, 2009). It is reasonable to ask whether these new approaches are really giving us anything that we could not obtain with traditional tried-and-true frequentist approaches. I believe the answer is a clear yes.

  19. A Correlated Random Effects Model for Nonignorable Missing Data in Value-Added Assessment of Teacher Effects

    ERIC Educational Resources Information Center

    Karl, Andrew T.; Yang, Yan; Lohr, Sharon L.

    2013-01-01

    Value-added models have been widely used to assess the contributions of individual teachers and schools to students' academic growth based on longitudinal student achievement outcomes. There is concern, however, that ignoring the presence of missing values, which are common in longitudinal studies, can bias teachers' value-added scores.…

  20. The establishment of Bayesian Coronary Artery Disease Prediction model.

    PubMed

    Chu, Chi-Ming; Tscai, Hui-Jen; Chu, Nian-Feng; Pai, Lu; Wetter, Thomas; Sun, Cien-An; Lin, Jin-Ding; Yang, Tsan; Pai, Cien-Yu; Bludau, Hans-Bernd

    2005-01-01

    This poster will demonstrate how we build up the module of Bayesian Coronary Artery Disease Predicting Evidence-Based Medicine. The system-module may help the young professional understand the effect of factors for referring patients to take the invasive examination of Angiographic.Moreover, the non-invasive information-tech also can perform as the screening tool on a clinical or a community-based epidemiology.

  1. Model selection on solid ground: Rigorous comparison of nine ways to evaluate Bayesian model evidence

    PubMed Central

    Schöniger, Anneli; Wöhling, Thomas; Samaniego, Luis; Nowak, Wolfgang

    2014-01-01

    Bayesian model selection or averaging objectively ranks a number of plausible, competing conceptual models based on Bayes' theorem. It implicitly performs an optimal trade-off between performance in fitting available data and minimum model complexity. The procedure requires determining Bayesian model evidence (BME), which is the likelihood of the observed data integrated over each model's parameter space. The computation of this integral is highly challenging because it is as high-dimensional as the number of model parameters. Three classes of techniques to compute BME are available, each with its own challenges and limitations: (1) Exact and fast analytical solutions are limited by strong assumptions. (2) Numerical evaluation quickly becomes unfeasible for expensive models. (3) Approximations known as information criteria (ICs) such as the AIC, BIC, or KIC (Akaike, Bayesian, or Kashyap information criterion, respectively) yield contradicting results with regard to model ranking. Our study features a theory-based intercomparison of these techniques. We further assess their accuracy in a simplistic synthetic example where for some scenarios an exact analytical solution exists. In more challenging scenarios, we use a brute-force Monte Carlo integration method as reference. We continue this analysis with a real-world application of hydrological model selection. This is a first-time benchmarking of the various methods for BME evaluation against true solutions. Results show that BME values from ICs are often heavily biased and that the choice of approximation method substantially influences the accuracy of model ranking. For reliable model selection, bias-free numerical methods should be preferred over ICs whenever computationally feasible. PMID:25745272

  2. Model selection on solid ground: Rigorous comparison of nine ways to evaluate Bayesian model evidence

    NASA Astrophysics Data System (ADS)

    Schöniger, Anneli; Wöhling, Thomas; Samaniego, Luis; Nowak, Wolfgang

    2014-12-01

    Bayesian model selection or averaging objectively ranks a number of plausible, competing conceptual models based on Bayes' theorem. It implicitly performs an optimal trade-off between performance in fitting available data and minimum model complexity. The procedure requires determining Bayesian model evidence (BME), which is the likelihood of the observed data integrated over each model's parameter space. The computation of this integral is highly challenging because it is as high-dimensional as the number of model parameters. Three classes of techniques to compute BME are available, each with its own challenges and limitations: (1) Exact and fast analytical solutions are limited by strong assumptions. (2) Numerical evaluation quickly becomes unfeasible for expensive models. (3) Approximations known as information criteria (ICs) such as the AIC, BIC, or KIC (Akaike, Bayesian, or Kashyap information criterion, respectively) yield contradicting results with regard to model ranking. Our study features a theory-based intercomparison of these techniques. We further assess their accuracy in a simplistic synthetic example where for some scenarios an exact analytical solution exists. In more challenging scenarios, we use a brute-force Monte Carlo integration method as reference. We continue this analysis with a real-world application of hydrological model selection. This is a first-time benchmarking of the various methods for BME evaluation against true solutions. Results show that BME values from ICs are often heavily biased and that the choice of approximation method substantially influences the accuracy of model ranking. For reliable model selection, bias-free numerical methods should be preferred over ICs whenever computationally feasible.

  3. Truth, models, model sets, AIC, and multimodel inference: a Bayesian perspective

    USGS Publications Warehouse

    Barker, Richard J.; Link, William A.

    2015-01-01

    Statistical inference begins with viewing data as realizations of stochastic processes. Mathematical models provide partial descriptions of these processes; inference is the process of using the data to obtain a more complete description of the stochastic processes. Wildlife and ecological scientists have become increasingly concerned with the conditional nature of model-based inference: what if the model is wrong? Over the last 2 decades, Akaike's Information Criterion (AIC) has been widely and increasingly used in wildlife statistics for 2 related purposes, first for model choice and second to quantify model uncertainty. We argue that for the second of these purposes, the Bayesian paradigm provides the natural framework for describing uncertainty associated with model choice and provides the most easily communicated basis for model weighting. Moreover, Bayesian arguments provide the sole justification for interpreting model weights (including AIC weights) as coherent (mathematically self consistent) model probabilities. This interpretation requires treating the model as an exact description of the data-generating mechanism. We discuss the implications of this assumption, and conclude that more emphasis is needed on model checking to provide confidence in the quality of inference.

  4. Bayesian Comparison of Alternative Graded Response Models for Performance Assessment Applications

    ERIC Educational Resources Information Center

    Zhu, Xiaowen; Stone, Clement A.

    2012-01-01

    This study examined the relative effectiveness of Bayesian model comparison methods in selecting an appropriate graded response (GR) model for performance assessment applications. Three popular methods were considered: deviance information criterion (DIC), conditional predictive ordinate (CPO), and posterior predictive model checking (PPMC). Using…

  5. Skew-symmetric Random Effect Models with Application to a Preventive Cohort Study: Improving Outcomes in Low Back Pain Patients

    PubMed Central

    Mansourian, Marjan; Mahdiyeh, Zahra; Park, Jongbae J; Haghjooyejavanmard, Shaghayegh

    2013-01-01

    Background: To investigate the respective contribution of various biologic and psychosocial factors, especially Health Related Quality of Life (HRQOL) as a main outcome, in the natural history of acute low back pain (LBP) and to evaluate the impact of this condition on HRQOL. Methods: In a prospective cohort study For 24 weeks, 150 patients were assessed at an outpatient clinic in Korea consulting for low back and confirmed disc herniation duration at inclusion and treated with treatment package comprised of herbal medicines, acupuncture, bee venom acupuncture, and a Korean version of spinal manipulation (Chuna). Study participants were evaluated at baseline and every 4 weeks for 24 weeks. Low back intensity levels were measured on a visual analog scale (0-10), back function was evaluated with the Oswestry Disability Index (0-100), disability assessed by HRQOL assessed by the short form 36 health survey (0-100 in 8 different sub-categories). Results: Out of 150 patients, 128 completed the 24 weeks of traditional therapy. Patients reported improvements SF-36 outcome measures. At the completion of the study, low back pain scores improved by a mean of 3.3 (95% CI = 2.8 to 3.8). According to the results of our modeling, low back intensity level, back function and BMI measures had significant effects on quality of life during study. Interpreting the coefficients of modeling, the impact of the decreasing acute LBP episode on HRQOL by VAS and ODI outcomes, was high and important. Conclusions: This study highlights the large contribution of integrative package therapy as an effective preventive method for improving LBP patient's HRQOL. PMID:23626884

  6. Bayesian model selection for a finite element model of a large civil aircraft

    SciTech Connect

    Hemez, F. M.; Rutherford, A. C.

    2004-01-01

    Nine aircraft stiffness parameters have been varied and used as inputs to a finite element model of an aircraft to generate natural frequency and deflection features (Goge, 2003). This data set (147 input parameter configurations and associated outputs) is now used to generate a metamodel, or a fast running surrogate model, using Bayesian model selection methods. Once a forward relationship is defined, the metamodel may be used in an inverse sense. That is, knowing the measured output frequencies and deflections, what were the input stiffness parameters that caused them?

  7. Bayesian Modeling of Time Trends in Component Reliability Data via Markov Chain Monte Carlo Simulation

    SciTech Connect

    D. L. Kelly

    2007-06-01

    Markov chain Monte Carlo (MCMC) techniques represent an extremely flexible and powerful approach to Bayesian modeling. This work illustrates the application of such techniques to time-dependent reliability of components with repair. The WinBUGS package is used to illustrate, via examples, how Bayesian techniques can be used for parametric statistical modeling of time-dependent component reliability. Additionally, the crucial, but often overlooked subject of model validation is discussed, and summary statistics for judging the model’s ability to replicate the observed data are developed, based on the posterior predictive distribution for the parameters of interest.

  8. Bayesian Nonparametric Inference – Why and How

    PubMed Central

    Müller, Peter; Mitra, Riten

    2013-01-01

    We review inference under models with nonparametric Bayesian (BNP) priors. The discussion follows a set of examples for some common inference problems. The examples are chosen to highlight problems that are challenging for standard parametric inference. We discuss inference for density estimation, clustering, regression and for mixed effects models with random effects distributions. While we focus on arguing for the need for the flexibility of BNP models, we also review some of the more commonly used BNP models, thus hopefully answering a bit of both questions, why and how to use BNP. PMID:24368932

  9. 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.

  10. A hybrid Bayesian hierarchical model combining cohort and case-control studies for meta-analysis of diagnostic tests: Accounting for partial verification bias.

    PubMed

    Ma, Xiaoye; Chen, Yong; Cole, Stephen R; Chu, Haitao

    2014-05-26

    To account for between-study heterogeneity in meta-analysis of diagnostic accuracy studies, bivariate random effects models have been recommended to jointly model the sensitivities and specificities. As study design and population vary, the definition of disease status or severity could differ across studies. Consequently, sensitivity and specificity may be correlated with disease prevalence. To account for this dependence, a trivariate random effects model had been proposed. However, the proposed approach can only include cohort studies with information estimating study-specific disease prevalence. In addition, some diagnostic accuracy studies only select a subset of samples to be verified by the reference test. It is known that ignoring unverified subjects may lead to partial verification bias in the estimation of prevalence, sensitivities, and specificities in a single study. However, the impact of this bias on a meta-analysis has not been investigated. In this paper, we propose a novel hybrid Bayesian hierarchical model combining cohort and case-control studies and correcting partial verification bias at the same time. We investigate the performance of the proposed methods through a set of simulation studies. Two case studies on assessing the diagnostic accuracy of gadolinium-enhanced magnetic resonance imaging in detecting lymph node metastases and of adrenal fluorine-18 fluorodeoxyglucose positron emission tomography in characterizing adrenal masses are presented.

  11. Simplifying Probability Elicitation and Uncertainty Modeling in Bayesian Networks

    SciTech Connect

    Paulson, Patrick R; Carroll, Thomas E; Sivaraman, Chitra; Neorr, Peter A; Unwin, Stephen D; Hossain, Shamina S

    2011-04-16

    In this paper we contribute two methods that simplify the demands of knowledge elicitation for particular types of Bayesian networks. The first method simplify the task of providing probabilities when the states that a random variable takes can be described by a new, fully ordered state set in which a state implies all the preceding states. The second method leverages Dempster-Shafer theory of evidence to provide a way for the expert to express the degree of ignorance that they feel about the estimates being provided.

  12. Bayesian mixed-effects location and scale models for multivariate longitudinal outcomes: an application to ecological momentary assessment data.

    PubMed

    Kapur, Kush; Li, Xue; Blood, Emily A; Hedeker, Donald

    2015-02-20

    In the statistical literature, the methods to understand the relationship of explanatory variables on each individual outcome variable are well developed and widely applied. However, in most health-related studies given the technological advancement and sophisticated methods of obtaining and storing data, a need to perform joint analysis of multivariate outcomes while explaining the impact of predictors simultaneously and accounting for all the correlations is in high demand. In this manuscript, we propose a generalized approach within a Bayesian framework that models the changes in the variation in terms of explanatory variables and captures the correlations between the multivariate continuous outcomes by the inclusion of random effects at both the location and scale levels. We describe the use of a spherical transformation for the correlations between the random location and scale effects in order to apply separation strategy for prior elicitation while ensuring positive semi-definiteness of the covariance matrix. We present the details of our approach using an example from an ecological momentary assessment study on adolescents. PMID:25409923

  13. Model Reduction of a Transient Groundwater-Flow Model for Bayesian Inverse Problems

    NASA Astrophysics Data System (ADS)

    Boyce, S. E.; Yeh, W. W.

    2011-12-01

    A Bayesian inverse problem requires many repeated model simulations to characterize an unknown parameter's posterior probability distribution. It is computationally infeasible to solve a Bayesian inverse problem of a discretized groundwater flow model with a high dimension parameter and state space. Model reduction has been shown to reduce the dimension of a groundwater model by several orders of magnitude and is well suited for Bayesian inverse problems. A projection-based model reduction approach is proposed to reduce the parameter and state dimensions of a groundwater model. Previous work has done this by using a greedy algorithm for the selection of parameter vectors that make up a basis and their corresponding steady-state solutions for a state basis. The proposed method extends this idea to include transient models by assembling sequentially though the greedy algorithm the parameter and state projection bases. The method begins with the parameter basis being a single vector that is equal to one or an accepted series of values. A set of state vectors that are solutions to the groundwater model using this parameter vector at appropriate times is called the parameter snapshot set. The appropriate times for the parameter snapshot set are determined by maximizing the set's minimum singular value. This optimization is a similar to those used in experimental design for maximizing information. The two bases are made orthonormal by a QR decomposition and applied to the full groundwater model to form a reduced model. The parameter basis is increased with a new parameter vector that maximizes the error between the full model and the reduced model at a set of observation times. The new parameter vector represents where the reduced model is least accurate in representing the original full model. The corresponding parameter snapshot set's appropriate times are found using a greedy algorithm. This sequentially chooses times that have maximum error between the full and

  14. Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes

    PubMed Central

    Xu, Xiaoguang; Kypraios, Theodore; O'Neill, Philip D.

    2016-01-01

    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. PMID:26993062

  15. Locating the Optic Nerve in Retinal Images: Comparing Model-Based and Bayesian Decision Methods

    SciTech Connect

    Karnowski, Thomas Paul; Tobin Jr, Kenneth William; Muthusamy Govindasamy, Vijaya Priya; Chaum, Edward

    2006-01-01

    In this work we compare two methods for automatic optic nerve (ON) localization in retinal imagery. The first method uses a Bayesian decision theory is criminator based on four spatial features of the retina imagery. The second method uses a principal component-based reconstruction to model the ON. We report on an improvement to the model-based technique by incorporating linear discriminant analysis and Bayesian decision theory methods. We explore a method to combine both techniques to produce a composite technique with high accuracy and rapid throughput. Results are shown for a data set of 395 images with 2-fold validation testing.

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

    NASA Astrophysics Data System (ADS)

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

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

  17. 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…

  18. A Bayesian Multi-Level Factor Analytic Model of Consumer Price Sensitivities across Categories

    ERIC Educational Resources Information Center

    Duvvuri, Sri Devi; Gruca, Thomas S.

    2010-01-01

    Identifying price sensitive consumers is an important problem in marketing. We develop a Bayesian multi-level factor analytic model of the covariation among household-level price sensitivities across product categories that are substitutes. Based on a multivariate probit model of category incidence, this framework also allows the researcher to…

  19. An Explanation of the Effectiveness of Latent Semantic Indexing by Means of a Bayesian Regression Model.

    ERIC Educational Resources Information Center

    Story, Roger E.

    1996-01-01

    Discussion of the use of Latent Semantic Indexing to determine relevancy in information retrieval focuses on statistical regression and Bayesian methods. Topics include keyword searching; a multiple regression model; how the regression model can aid search methods; and limitations of this approach, including complexity, linearity, and…

  20. A Test of Bayesian Observer Models of Processing in the Eriksen Flanker Task

    ERIC Educational Resources Information Center

    White, Corey N.; Brown, Scott; Ratcliff, Roger

    2012-01-01

    Two Bayesian observer models were recently proposed to account for data from the Eriksen flanker task, in which flanking items interfere with processing of a central target. One model assumes that interference stems from a perceptual bias to process nearby items as if they are compatible, and the other assumes that the interference is due to…

  1. Transmission parameters estimated for Salmonella typhimurium in swine using susceptible-infectious-resistant models and a Bayesian approach

    PubMed Central

    2014-01-01

    Background Transmission models can aid understanding of disease dynamics and are useful in testing the efficiency of control measures. The aim of this study was to formulate an appropriate stochastic Susceptible-Infectious-Resistant/Carrier (SIR) model for Salmonella Typhimurium in pigs and thus estimate the transmission parameters between states. Results The transmission parameters were estimated using data from a longitudinal study of three Danish farrow-to-finish pig herds known to be infected. A Bayesian model framework was proposed, which comprised Binomial components for the transition from susceptible to infectious and from infectious to carrier; and a Poisson component for carrier to infectious. Cohort random effects were incorporated into these models to allow for unobserved cohort-specific variables as well as unobserved sources of transmission, thus enabling a more realistic estimation of the transmission parameters. In the case of the transition from susceptible to infectious, the cohort random effects were also time varying. The number of infectious pigs not detected by the parallel testing was treated as unknown, and the probability of non-detection was estimated using information about the sensitivity and specificity of the bacteriological and serological tests. The estimate of the transmission rate from susceptible to infectious was 0.33 [0.06, 1.52], from infectious to carrier was 0.18 [0.14, 0.23] and from carrier to infectious was 0.01 [0.0001, 0.04]. The estimate for the basic reproduction ration (R 0 ) was 1.91 [0.78, 5.24]. The probability of non-detection was estimated to be 0.18 [0.12, 0.25]. Conclusions The proposed framework for stochastic SIR models was successfully implemented to estimate transmission rate parameters for Salmonella Typhimurium in swine field data. R 0 was 1.91, implying that there was dissemination of the infection within pigs of the same cohort. There was significant temporal-cohort variability, especially at the

  2. Application of a random effects negative binomial model to examine tram-involved crash frequency on route sections in Melbourne, Australia.

    PubMed

    Naznin, Farhana; Currie, Graham; Logan, David; Sarvi, Majid

    2016-07-01

    Safety is a key concern in the design, operation and development of light rail systems including trams or streetcars as they impose crash risks on road users in terms of crash frequency and severity. The aim of this study is to identify key traffic, transit and route factors that influence tram-involved crash frequencies along tram route sections in Melbourne. A random effects negative binomial (RENB) regression model was developed to analyze crash frequency data obtained from Yarra Trams, the tram operator in Melbourne. The RENB modelling approach can account for spatial and temporal variations within observation groups in panel count data structures by assuming that group specific effects are randomly distributed across locations. The results identify many significant factors effecting tram-involved crash frequency including tram service frequency (2.71), tram stop spacing (-0.42), tram route section length (0.31), tram signal priority (-0.25), general traffic volume (0.18), tram lane priority (-0.15) and ratio of platform tram stops (-0.09). Findings provide useful insights on route section level tram-involved crashes in an urban tram or streetcar operating environment. The method described represents a useful planning tool for transit agencies hoping to improve safety performance.

  3. Assessment of uncertainty in chemical models by Bayesian probabilities: Why, when, how?

    PubMed

    Sahlin, Ullrika

    2015-07-01

    A prediction of a chemical property or activity is subject to uncertainty. Which type of uncertainties to consider, whether to account for them in a differentiated manner and with which methods, depends on the practical context. In chemical modelling, general guidance of the assessment of uncertainty is hindered by the high variety in underlying modelling algorithms, high-dimensionality problems, the acknowledgement of both qualitative and quantitative dimensions of uncertainty, and the fact that statistics offers alternative principles for uncertainty quantification. Here, a view of the assessment of uncertainty in predictions is presented with the aim to overcome these issues. The assessment sets out to quantify uncertainty representing error in predictions and is based on probability modelling of errors where uncertainty is measured by Bayesian probabilities. Even though well motivated, the choice to use Bayesian probabilities is a challenge to statistics and chemical modelling. Fully Bayesian modelling, Bayesian meta-modelling and bootstrapping are discussed as possible approaches. Deciding how to assess uncertainty is an active choice, and should not be constrained by traditions or lack of validated and reliable ways of doing it.

  4. Inverse groundwater modeling for hydraulic conductivity estimation using Bayesian model averaging and variance window

    NASA Astrophysics Data System (ADS)

    Tsai, Frank T.-C.; Li, Xiaobao

    2008-09-01

    This study proposes a Bayesian model averaging (BMA) method to address parameter estimation uncertainty arising from nonuniqueness in parameterization methods. BMA is able to incorporate multiple parameterization methods for prediction through the law of total probability and to obtain an ensemble average of hydraulic conductivity estimates. Two major issues in applying BMA to hydraulic conductivity estimation are discussed. The first problem is using Occam's window in usual BMA applications to measure approximated posterior model probabilities. Occam's window only accepts models in a very narrow range, tending to single out the best method and discard other good methods. We propose a variance window to replace Occam's window to cope with this problem. The second problem is the Kashyap information criterion (KIC) in the approximated posterior model probabilities, which tends to prefer highly uncertain parameterization methods by considering the Fisher information matrix. With sufficient amounts of observation data, the Bayesian information criterion (BIC) is a good approximation and is able to avoid controversial results from using KIC. This study adopts multiple generalized parameterization (GP) methods such as the BMA models to estimate spatially correlated hydraulic conductivity. Numerical examples illustrate the issues of using KIC and Occam's window and show the advantages of using BIC and the variance window in BMA application. Finally, we apply BMA to the hydraulic conductivity estimation of the "1500-foot" sand in East Baton Rouge Parish, Louisiana.

  5. Automated parameter estimation for biological models using Bayesian statistical model checking

    PubMed Central

    2015-01-01

    Background Probabilistic models have gained widespread acceptance in the systems biology community as a useful way to represent complex biological systems. Such models are developed using existing knowledge of the structure and dynamics of the system, experimental observations, and inferences drawn from statistical analysis of empirical data. A key bottleneck in building such models is that some system variables cannot be measured experimentally. These variables are incorporated into the model as numerical parameters. Determining values of these parameters that justify existing experiments and provide reliable predictions when model simulations are performed is a key research problem. Domain experts usually estimate the values of these parameters by fitting the model to experimental data. Model fitting is usually expressed as an optimization problem that requires minimizing a cost-function which measures some notion of distance between the model and the data. This optimization problem is often solved by combining local and global search methods that tend to perform well for the specific application domain. When some prior information about parameters is available, methods such as Bayesian inference are commonly used for parameter learning. Choosing the appropriate parameter search technique requires detailed domain knowledge and insight into the underlying system. Results Using an agent-based model of the dynamics of acute inflammation, we demonstrate a novel parameter estimation algorithm by discovering the amount and schedule of doses of bacterial lipopolysaccharide that guarantee a set of observed clinical outcomes with high probability. We synthesized values of twenty-eight unknown parameters such that the parameterized model instantiated with these parameter values satisfies four specifications describing the dynamic behavior of the model. Conclusions We have developed a new algorithmic technique for discovering parameters in complex stochastic models of

  6. Bayesian experimental design for identification of model propositions and conceptual model uncertainty reduction

    NASA Astrophysics Data System (ADS)

    Pham, Hai V.; Tsai, Frank T.-C.

    2015-09-01

    The lack of hydrogeological data and knowledge often results in different propositions (or alternatives) to represent uncertain model components and creates many candidate groundwater models using the same data. Uncertainty of groundwater head prediction may become unnecessarily high. This study introduces an experimental design to identify propositions in each uncertain model component and decrease the prediction uncertainty by reducing conceptual model uncertainty. A discrimination criterion is developed based on posterior model probability that directly uses data to evaluate model importance. Bayesian model averaging (BMA) is used to predict future observation data. The experimental design aims to find the optimal number and location of future observations and the number of sampling rounds such that the desired discrimination criterion is met. Hierarchical Bayesian model averaging (HBMA) is adopted to assess if highly probable propositions can be identified and the conceptual model uncertainty can be reduced by the experimental design. The experimental design is implemented to a groundwater study in the Baton Rouge area, Louisiana. We design a new groundwater head observation network based on existing USGS observation wells. The sources of uncertainty that create multiple groundwater models are geological architecture, boundary condition, and fault permeability architecture. All possible design solutions are enumerated using a multi-core supercomputer. Several design solutions are found to achieve an 80%-identifiable groundwater model in 5 years by using six or more existing USGS wells. The HBMA result shows that each highly probable proposition can be identified for each uncertain model component once the discrimination criterion is achieved. The variances of groundwater head predictions are significantly decreased by reducing posterior model probabilities of unimportant propositions.

  7. Bayesian model selection of template forward models for EEG source reconstruction.

    PubMed

    Strobbe, Gregor; van Mierlo, Pieter; De Vos, Maarten; Mijović, Bogdan; Hallez, Hans; Van Huffel, Sabine; López, José David; Vandenberghe, Stefaan

    2014-06-01

    Several EEG source reconstruction techniques have been proposed to identify the generating neuronal sources of electrical activity measured on the scalp. The solution of these techniques depends directly on the accuracy of the forward model that is inverted. Recently, a parametric empirical Bayesian (PEB) framework for distributed source reconstruction in EEG/MEG was introduced and implemented in the Statistical Parametric Mapping (SPM) software. The framework allows us to compare different forward modeling approaches, using real data, instead of using more traditional simulated data from an assumed true forward model. In the absence of a subject specific MR image, a 3-layered boundary element method (BEM) template head model is currently used including a scalp, skull and brain compartment. In this study, we introduced volumetric template head models based on the finite difference method (FDM). We constructed a FDM head model equivalent to the BEM model and an extended FDM model including CSF. These models were compared within the context of three different types of source priors related to the type of inversion used in the PEB framework: independent and identically distributed (IID) sources, equivalent to classical minimum norm approaches, coherence (COH) priors similar to methods such as LORETA, and multiple sparse priors (MSP). The resulting models were compared based on ERP data of 20 subjects using Bayesian model selection for group studies. The reconstructed activity was also compared with the findings of previous studies using functional magnetic resonance imaging. We found very strong evidence in favor of the extended FDM head model with CSF and assuming MSP. These results suggest that the use of realistic volumetric forward models can improve PEB EEG source reconstruction.

  8. Using Bayesian Model Selection to Characterize Neonatal Eeg Recordings

    NASA Astrophysics Data System (ADS)

    Mitchell, Timothy J.

    2009-12-01

    The brains of premature infants must undergo significant maturation outside of the womb and are thus particularly susceptible to injury. Electroencephalographic (EEG) recordings are an important diagnostic tool in determining if a newborn's brain is functioning normally or if injury has occurred. However, interpreting the recordings is difficult and requires the skills of a trained electroencephelographer. Because these EEG specialists are rare, an automated interpretation of newborn EEG recordings would increase access to an important diagnostic tool for physicians. To automate this procedure, we employ Bayesian probability theory to compute the posterior probability for the EEG features of interest and use the results in a program designed to mimic EEG specialists. Specifically, we will be identifying waveforms of varying frequency and amplitude, as well as periods of flat recordings where brain activity is minimal.

  9. Bayesian-MCMC-based parameter estimation of stealth aircraft RCS models

    NASA Astrophysics Data System (ADS)

    Xia, Wei; Dai, Xiao-Xia; Feng, Yuan

    2015-12-01

    When modeling a stealth aircraft with low RCS (Radar Cross Section), conventional parameter estimation methods may cause a deviation from the actual distribution, owing to the fact that the characteristic parameters are estimated via directly calculating the statistics of RCS. The Bayesian-Markov Chain Monte Carlo (Bayesian-MCMC) method is introduced herein to estimate the parameters so as to improve the fitting accuracies of fluctuation models. The parameter estimations of the lognormal and the Legendre polynomial models are reformulated in the Bayesian framework. The MCMC algorithm is then adopted to calculate the parameter estimates. Numerical results show that the distribution curves obtained by the proposed method exhibit improved consistence with the actual ones, compared with those fitted by the conventional method. The fitting accuracy could be improved by no less than 25% for both fluctuation models, which implies that the Bayesian-MCMC method might be a good candidate among the optimal parameter estimation methods for stealth aircraft RCS models. Project supported by the National Natural Science Foundation of China (Grant No. 61101173), the National Basic Research Program of China (Grant No. 613206), the National High Technology Research and Development Program of China (Grant No. 2012AA01A308), the State Scholarship Fund by the China Scholarship Council (CSC), and the Oversea Academic Training Funds, and University of Electronic Science and Technology of China (UESTC).

  10. A Bayesian approach to the semi-analytic model of galaxy formation

    NASA Astrophysics Data System (ADS)

    Lu, Yu

    It is believed that a wide range of physical processes conspire to shape the observed galaxy population but it remains unsure of their detailed interactions. The semi-analytic model (SAM) of galaxy formation uses multi-dimensional parameterizations of the physical processes of galaxy formation and provides a tool to constrain these underlying physical interactions. Because of the high dimensionality and large uncertainties in the model, the parametric problem of galaxy formation can be profitably tackled with a Bayesian-inference based approach, which allows one to constrain theory with data in a statistically rigorous way. In this thesis, I present a newly developed method to build SAM upon the framework of Bayesian inference. I show that, aided by advanced Markov-Chain Monte-Carlo algorithms, the method has the power to efficiently combine information from diverse data sources, rigorously establish confidence bounds on model parameters, and provide powerful probability-based methods for hypothesis test. Using various data sets (stellar mass function, conditional stellar mass function, K-band luminosity function, and cold gas mass functions) of galaxies in the local Universe, I carry out a series of Bayesian model inferences. The results show that SAM contains huge degeneracies among its parameters, indicating that some of the conclusions drawn previously with the conventional approach may not be truly valid but need to be revisited by the Bayesian approach. Second, some of the degeneracy of the model can be broken by adopting multiple data sets that constrain different aspects of the galaxy population. Third, the inferences reveal that model has challenge to simultaneously explain some important observational results, suggesting that some key physics governing the evolution of star formation and feedback may still be missing from the model. These analyses show clearly that the Bayesian inference based SAM can be used to perform systematic and statistically

  11. Likelihood-free Bayesian computation for structural model calibration: a feasibility study

    NASA Astrophysics Data System (ADS)

    Jin, Seung-Seop; Jung, Hyung-Jo

    2016-04-01

    Finite element (FE) model updating is often used to associate FE models with corresponding existing structures for the condition assessment. FE model updating is an inverse problem and prone to be ill-posed and ill-conditioning when there are many errors and uncertainties in both an FE model and its corresponding measurements. In this case, it is important to quantify these uncertainties properly. Bayesian FE model updating is one of the well-known methods to quantify parameter uncertainty by updating our prior belief on the parameters with the available measurements. In Bayesian inference, likelihood plays a central role in summarizing the overall residuals between model predictions and corresponding measurements. Therefore, likelihood should be carefully chosen to reflect the characteristics of the residuals. It is generally known that very little or no information is available regarding the statistical characteristics of the residuals. In most cases, the likelihood is assumed to be the independent identically distributed Gaussian distribution with the zero mean and constant variance. However, this assumption may cause biased and over/underestimated estimates of parameters, so that the uncertainty quantification and prediction are questionable. To alleviate the potential misuse of the inadequate likelihood, this study introduced approximate Bayesian computation (i.e., likelihood-free Bayesian inference), which relaxes the need for an explicit likelihood by analyzing the behavior similarities between model predictions and measurements. We performed FE model updating based on likelihood-free Markov chain Monte Carlo (MCMC) without using the likelihood. Based on the result of the numerical study, we observed that the likelihood-free Bayesian computation can quantify the updating parameters correctly and its predictive capability for the measurements, not used in calibrated, is also secured.

  12. Fully Bayesian mixture model for differential gene expression: simulations and model checks.

    PubMed

    Lewin, Alex; Bochkina, Natalia; Richardson, Sylvia

    2007-01-01

    We present a Bayesian hierarchical model for detecting differentially expressed genes using a mixture prior on the parameters representing differential effects. We formulate an easily interpretable 3-component mixture to classify genes as over-expressed, under-expressed and non-differentially expressed, and model gene variances as exchangeable to allow for variability between genes. We show how the proportion of differentially expressed genes, and the mixture parameters, can be estimated in a fully Bayesian way, extending previous approaches where this proportion was fixed and empirically estimated. Good estimates of the false discovery rates are also obtained. Different parametric families for the mixture components can lead to quite different classifications of genes for a given data set. Using Affymetrix data from a knock out and wildtype mice experiment, we show how predictive model checks can be used to guide the choice between possible mixture priors. These checks show that extending the mixture model to allow extra variability around zero instead of the usual point mass null fits the data better. A software package for R is available.

  13. RevBayes: Bayesian Phylogenetic Inference Using Graphical Models and an Interactive Model-Specification Language

    PubMed Central

    Höhna, Sebastian; Landis, Michael J.

    2016-01-01

    Programs for Bayesian inference of phylogeny currently implement a unique and fixed suite of models. Consequently, users of these software packages are simultaneously forced to use a number of programs for a given study, while also lacking the freedom to explore models that have not been implemented by the developers of those programs. We developed a new open-source software package, RevBayes, to address these problems. RevBayes is entirely based on probabilistic graphical models, a powerful generic framework for specifying and analyzing statistical models. Phylogenetic-graphical models can be specified interactively in RevBayes, piece by piece, using a new succinct and intuitive language called Rev. Rev is similar to the R language and the BUGS model-specification language, and should be easy to learn for most users. The strength of RevBayes is the simplicity with which one can design, specify, and implement new and complex models. Fortunately, this tremendous flexibility does not come at the cost of slower computation; as we demonstrate, RevBayes outperforms competing software for several standard analyses. Compared with other programs, RevBayes has fewer black-box elements. Users need to explicitly specify each part of the model and analysis. Although this explicitness may initially be unfamiliar, we are convinced that this transparency will improve understanding of phylogenetic models in our field. Moreover, it will motivate the search for improvements to existing methods by brazenly exposing the model choices that we make to critical scrutiny. RevBayes is freely available at http://www.RevBayes.com. [Bayesian inference; Graphical models; MCMC; statistical phylogenetics.] PMID:27235697

  14. RevBayes: Bayesian Phylogenetic Inference Using Graphical Models and an Interactive Model-Specification Language.

    PubMed

    Höhna, Sebastian; Landis, Michael J; Heath, Tracy A; Boussau, Bastien; Lartillot, Nicolas; Moore, Brian R; Huelsenbeck, John P; Ronquist, Fredrik

    2016-07-01

    Programs for Bayesian inference of phylogeny currently implement a unique and fixed suite of models. Consequently, users of these software packages are simultaneously forced to use a number of programs for a given study, while also lacking the freedom to explore models that have not been implemented by the developers of those programs. We developed a new open-source software package, RevBayes, to address these problems. RevBayes is entirely based on probabilistic graphical models, a powerful generic framework for specifying and analyzing statistical models. Phylogenetic-graphical models can be specified interactively in RevBayes, piece by piece, using a new succinct and intuitive language called Rev. Rev is similar to the R language and the BUGS model-specification language, and should be easy to learn for most users. The strength of RevBayes is the simplicity with which one can design, specify, and implement new and complex models. Fortunately, this tremendous flexibility does not come at the cost of slower computation; as we demonstrate, RevBayes outperforms competing software for several standard analyses. Compared with other programs, RevBayes has fewer black-box elements. Users need to explicitly specify each part of the model and analysis. Although this explicitness may initially be unfamiliar, we are convinced that this transparency will improve understanding of phylogenetic models in our field. Moreover, it will motivate the search for improvements to existing methods by brazenly exposing the model choices that we make to critical scrutiny. RevBayes is freely available at http://www.RevBayes.com [Bayesian inference; Graphical models; MCMC; statistical phylogenetics.].

  15. RevBayes: Bayesian Phylogenetic Inference Using Graphical Models and an Interactive Model-Specification Language.

    PubMed

    Höhna, Sebastian; Landis, Michael J; Heath, Tracy A; Boussau, Bastien; Lartillot, Nicolas; Moore, Brian R; Huelsenbeck, John P; Ronquist, Fredrik

    2016-07-01

    Programs for Bayesian inference of phylogeny currently implement a unique and fixed suite of models. Consequently, users of these software packages are simultaneously forced to use a number of programs for a given study, while also lacking the freedom to explore models that have not been implemented by the developers of those programs. We developed a new open-source software package, RevBayes, to address these problems. RevBayes is entirely based on probabilistic graphical models, a powerful generic framework for specifying and analyzing statistical models. Phylogenetic-graphical models can be specified interactively in RevBayes, piece by piece, using a new succinct and intuitive language called Rev. Rev is similar to the R language and the BUGS model-specification language, and should be easy to learn for most users. The strength of RevBayes is the simplicity with which one can design, specify, and implement new and complex models. Fortunately, this tremendous flexibility does not come at the cost of slower computation; as we demonstrate, RevBayes outperforms competing software for several standard analyses. Compared with other programs, RevBayes has fewer black-box elements. Users need to explicitly specify each part of the model and analysis. Although this explicitness may initially be unfamiliar, we are convinced that this transparency will improve understanding of phylogenetic models in our field. Moreover, it will motivate the search for improvements to existing methods by brazenly exposing the model choices that we make to critical scrutiny. RevBayes is freely available at http://www.RevBayes.com [Bayesian inference; Graphical models; MCMC; statistical phylogenetics.]. PMID:27235697

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

    PubMed

    Liang, Yulan; Kelemen, Arpad

    2016-08-01

    Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes. PMID:27343475

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

    PubMed

    Liang, Yulan; Kelemen, Arpad

    2016-08-01

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

  18. Medical Inpatient Journey Modeling and Clustering: A Bayesian Hidden Markov Model Based Approach

    PubMed Central

    Huang, Zhengxing; Dong, Wei; Wang, Fei; Duan, Huilong

    2015-01-01

    Modeling and clustering medical inpatient journeys is useful to healthcare organizations for a number of reasons including inpatient journey reorganization in a more convenient way for understanding and browsing, etc. In this study, we present a probabilistic model-based approach to model and cluster medical inpatient journeys. Specifically, we exploit a Bayesian Hidden Markov Model based approach to transform medical inpatient journeys into a probabilistic space, which can be seen as a richer representation of inpatient journeys to be clustered. Then, using hierarchical clustering on the matrix of similarities, inpatient journeys can be clustered into different categories w.r.t their clinical and temporal characteristics. We evaluated the proposed approach on a real clinical data set pertaining to the unstable angina treatment process. The experimental results reveal that our method can identify and model latent treatment topics underlying in personalized inpatient journeys, and yield impressive clustering quality. PMID:26958200

  19. 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…

  20. 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…

  1. Bayesian Inference for Growth Mixture Models with Latent Class Dependent Missing Data

    ERIC Educational Resources Information Center

    Lu, Zhenqiu Laura; Zhang, Zhiyong; Lubke, Gitta

    2011-01-01

    "Growth mixture models" (GMMs) with nonignorable missing data have drawn increasing attention in research communities but have not been fully studied. The goal of this article is to propose and to evaluate a Bayesian method to estimate the GMMs with latent class dependent missing data. An extended GMM is first presented in which class…

  2. Modeling Associations among Multivariate Longitudinal Categorical Variables in Survey Data: A Semiparametric Bayesian Approach

    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…

  3. Hierarchical Bayesian Model (HBM) - Derived Estimates of Air Quality for 2007: Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model generated (HBM) estimates of ozone (O3) and fine particulate matter (PM2.5 particles with aerodynamic diameter < 2.5 microns)concentrations throughout the continental United States during the 2007 calen...

  4. Hierarchical Bayesian Model (HBM) - Derived Estimates of Air Quality for 2008: Annual Report

    EPA Science Inventory

    This report describes EPA’s Hierarchical Bayesian model generated (HBM) estimates of ozone (O3) and fine particulate matter (PM2.5, particles with aerodynamic diameter < 2.5 microns) concentrations throughout the continental United States during the 2007 ca...

  5. 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…

  6. A Bayesian Approach for Nonlinear Structural Equation Models with Dichotomous Variables Using Logit and Probit Links

    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…

  7. Discriminative variable subsets in Bayesian classification with mixture models, with application in flow cytometry studies.

    PubMed

    Lin, Lin; Chan, Cliburn; West, Mike

    2016-01-01

    We discuss the evaluation of subsets of variables for the discriminative evidence they provide in multivariate mixture modeling for classification. The novel development of Bayesian classification analysis presented is partly motivated by problems of design and selection of variables in biomolecular studies, particularly involving widely used assays of large-scale single-cell data generated using flow cytometry technology. For such studies and for mixture modeling generally, we define discriminative analysis that overlays fitted mixture models using a natural measure of concordance between mixture component densities, and define an effective and computationally feasible method for assessing and prioritizing subsets of variables according to their roles in discrimination of one or more mixture components. We relate the new discriminative information measures to Bayesian classification probabilities and error rates, and exemplify their use in Bayesian analysis of Dirichlet process mixture models fitted via Markov chain Monte Carlo methods as well as using a novel Bayesian expectation-maximization algorithm. We present a series of theoretical and simulated data examples to fix concepts and exhibit the utility of the approach, and compare with prior approaches. We demonstrate application in the context of automatic classification and discriminative variable selection in high-throughput systems biology using large flow cytometry datasets.

  8. Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2004 - Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2004 calendar year. HBM estimates provide the spatial and temporal variance of O3 ...

  9. Discriminative variable subsets in Bayesian classification with mixture models, with application in flow cytometry studies.

    PubMed

    Lin, Lin; Chan, Cliburn; West, Mike

    2016-01-01

    We discuss the evaluation of subsets of variables for the discriminative evidence they provide in multivariate mixture modeling for classification. The novel development of Bayesian classification analysis presented is partly motivated by problems of design and selection of variables in biomolecular studies, particularly involving widely used assays of large-scale single-cell data generated using flow cytometry technology. For such studies and for mixture modeling generally, we define discriminative analysis that overlays fitted mixture models using a natural measure of concordance between mixture component densities, and define an effective and computationally feasible method for assessing and prioritizing subsets of variables according to their roles in discrimination of one or more mixture components. We relate the new discriminative information measures to Bayesian classification probabilities and error rates, and exemplify their use in Bayesian analysis of Dirichlet process mixture models fitted via Markov chain Monte Carlo methods as well as using a novel Bayesian expectation-maximization algorithm. We present a series of theoretical and simulated data examples to fix concepts and exhibit the utility of the approach, and compare with prior approaches. We demonstrate application in the context of automatic classification and discriminative variable selection in high-throughput systems biology using large flow cytometry datasets. PMID:26040910

  10. Estimating expected value of sample information for incomplete data models using Bayesian approximation.

    PubMed

    Kharroubi, Samer A; Brennan, Alan; Strong, Mark

    2011-01-01

    Expected value of sample information (EVSI) involves simulating data collection, Bayesian updating, and reexamining decisions. Bayesian updating in incomplete data models typically requires Markov chain Monte Carlo (MCMC). This article describes a revision to a form of Bayesian Laplace approximation for EVSI computation to support decisions in incomplete data models. The authors develop the approximation, setting out the mathematics for the likelihood and log posterior density function, which are necessary for the method. They compare the accuracy of EVSI estimates in a case study cost-effectiveness model using first- and second-order versions of their approximation formula and traditional Monte Carlo. Computational efficiency gains depend on the complexity of the net benefit functions, the number of inner-level Monte Carlo samples used, and the requirement or otherwise for MCMC methods to produce the posterior distributions. This methodology provides a new and valuable approach for EVSI computation in health economic decision models and potential wider benefits in many fields requiring Bayesian approximation. PMID:21512189

  11. 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…

  12. Pretense, Counterfactuals, and Bayesian Causal Models: Why What Is Not Real Really Matters

    ERIC Educational Resources Information Center

    Weisberg, Deena S.; Gopnik, Alison

    2013-01-01

    Young children spend a large portion of their time pretending about non-real situations. Why? We answer this question by using the framework of Bayesian causal models to argue that pretending and counterfactual reasoning engage the same component cognitive abilities: disengaging with current reality, making inferences about an alternative…

  13. Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2006 - Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2006 calendar year. HBM estimates provide the spatial and temporal variance of O3 ...

  14. Applying Bayesian Modeling and Receiver Operating Characteristic Methodologies for Test Utility Analysis

    ERIC Educational Resources Information Center

    Wang, Qiu; Diemer, Matthew A.; Maier, Kimberly S.

    2013-01-01

    This study integrated Bayesian hierarchical modeling and receiver operating characteristic analysis (BROCA) to evaluate how interest strength (IS) and interest differentiation (ID) predicted low–socioeconomic status (SES) youth's interest-major congruence (IMC). Using large-scale Kuder Career Search online-assessment data, this study fit three…

  15. Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2005 - Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2005 calendar year. HBM estimates provide the spatial and temporal variance of O3 ...

  16. Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2003 – Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2003 calendar year. HBM estimates provide the spatial and temporal variance of O3 ...

  17. Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2002– Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2002 calendar year. HBM estimates provide the spatial and temporal variance of O3 ...

  18. Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2001 - Annual Report

    EPA Science Inventory

    This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2001 calendar year. HBM estimates provide the spatial and temporal variance of O 3...

  19. 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…

  20. Climate information based streamflow and rainfall forecasts for Huai River basin using hierarchical Bayesian modeling

    NASA Astrophysics Data System (ADS)

    Chen, X.; Hao, Z.; Devineni, N.; Lall, U.

    2014-04-01

    A Hierarchal Bayesian model is presented for one season-ahead forecasts of summer rainfall and streamflow using exogenous climate variables for east central China. The model provides estimates of the posterior forecasted probability distribution for 12 rainfall and 2 streamflow stations considering parameter uncertainty, and cross-site correlation. The model has a multi-level structure with regression coefficients modeled from a common multi-variate normal distribution resulting in partial pooling of information across multiple stations and better representation of parameter and posterior distribution uncertainty. Covariance structure of the residuals across stations is explicitly modeled. Model performance is tested under leave-10-out cross-validation. Frequentist and Bayesian performance metrics used include receiver operating characteristic, reduction of error, coefficient of efficiency, rank probability skill scores, and coverage by posterior credible intervals. The ability of the model to reliably forecast season-ahead regional summer rainfall and streamflow offers potential for developing adaptive water risk management strategies.

  1. An Application of Bayesian Approach in Modeling Risk of Death in an Intensive Care Unit

    PubMed Central

    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

  2. Comparison of a Bayesian network with a logistic regression model to forecast IgA nephropathy.

    PubMed

    Ducher, Michel; Kalbacher, Emilie; Combarnous, François; Finaz de Vilaine, Jérome; McGregor, Brigitte; Fouque, Denis; Fauvel, Jean Pierre

    2013-01-01

    Models are increasingly used in clinical practice to improve the accuracy of diagnosis. The aim of our work was to compare a Bayesian network to logistic regression to forecast IgA nephropathy (IgAN) from simple clinical and biological criteria. Retrospectively, we pooled the results of all biopsies (n = 155) performed by nephrologists in a specialist clinical facility between 2002 and 2009. Two groups were constituted at random. The first subgroup was used to determine the parameters of the models adjusted to data by logistic regression or Bayesian network, and the second was used to compare the performances of the models using receiver operating characteristics (ROC) curves. IgAN was found (on pathology) in 44 patients. Areas under the ROC curves provided by both methods were highly significant but not different from each other. Based on the highest Youden indices, sensitivity reached (100% versus 67%) and specificity (73% versus 95%) using the Bayesian network and logistic regression, respectively. A Bayesian network is at least as efficient as logistic regression to estimate the probability of a patient suffering IgAN, using simple clinical and biological data obtained during consultation.

  3. Comparison of a Bayesian Network with a Logistic Regression Model to Forecast IgA Nephropathy

    PubMed Central

    Ducher, Michel; Kalbacher, Emilie; Combarnous, François; Finaz de Vilaine, Jérome; McGregor, Brigitte; Fouque, Denis; Fauvel, Jean Pierre

    2013-01-01

    Models are increasingly used in clinical practice to improve the accuracy of diagnosis. The aim of our work was to compare a Bayesian network to logistic regression to forecast IgA nephropathy (IgAN) from simple clinical and biological criteria. Retrospectively, we pooled the results of all biopsies (n = 155) performed by nephrologists in a specialist clinical facility between 2002 and 2009. Two groups were constituted at random. The first subgroup was used to determine the parameters of the models adjusted to data by logistic regression or Bayesian network, and the second was used to compare the performances of the models using receiver operating characteristics (ROC) curves. IgAN was found (on pathology) in 44 patients. Areas under the ROC curves provided by both methods were highly significant but not different from each other. Based on the highest Youden indices, sensitivity reached (100% versus 67%) and specificity (73% versus 95%) using the Bayesian network and logistic regression, respectively. A Bayesian network is at least as efficient as logistic regression to estimate the probability of a patient suffering IgAN, using simple clinical and biological data obtained during consultation. PMID:24328031

  4. Equifinality of formal (DREAM) and informal (GLUE) bayesian approaches in hydrologic modeling?

    SciTech Connect

    Vrugt, Jasper A; Robinson, Bruce A; Ter Braak, Cajo J F; Gupta, Hoshin V

    2008-01-01

    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 using 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.

  5. Bayesian Network Model with Application to Smart Power Semiconductor Lifetime Data.

    PubMed

    Plankensteiner, Kathrin; Bluder, Olivia; Pilz, Jürgen

    2015-09-01

    In this article, Bayesian networks are used to model semiconductor lifetime data obtained from a cyclic stress test system. The data of interest are a mixture of log-normal distributions, representing two dominant physical failure mechanisms. Moreover, the data can be censored due to limited test resources. For a better understanding of the complex lifetime behavior, interactions between test settings, geometric designs, material properties, and physical parameters of the semiconductor device are modeled by a Bayesian network. Statistical toolboxes in MATLAB® have been extended and applied to find the best structure of the Bayesian network and to perform parameter learning. Due to censored observations Markov chain Monte Carlo (MCMC) simulations are employed to determine the posterior distributions. For model selection the automatic relevance determination (ARD) algorithm and goodness-of-fit criteria such as marginal likelihoods, Bayes factors, posterior predictive density distributions, and sum of squared errors of prediction (SSEP) are applied and evaluated. The results indicate that the application of Bayesian networks to semiconductor reliability provides useful information about the interactions between the significant covariates and serves as a reliable alternative to currently applied methods.

  6. Elicitation by design in ecology: using expert opinion to inform priors for Bayesian statistical models.

    PubMed

    Choy, Samantha Low; O'Leary, Rebecca; Mengersen, Kerrie

    2009-01-01

    Bayesian statistical modeling has several benefits within an ecological context. In particular, when observed data are limited in sample size or representativeness, then the Bayesian framework provides a mechanism to combine observed data with other "prior" information. Prior information may be obtained from earlier studies, or in their absence, from expert knowledge. This use of the Bayesian framework reflects the scientific "learning cycle," where prior or initial estimates are updated when new data become available. In this paper we outline a framework for statistical design of expert elicitation processes for quantifying such expert knowledge, in a form suitable for input as prior information into Bayesian models. We identify six key elements: determining the purpose and motivation for using prior information; specifying the relevant expert knowledge available; formulating the statistical model; designing effective and efficient numerical encoding; managing uncertainty; and designing a practical elicitation protocol. We demonstrate this framework applies to a variety of situations, with two examples from the ecological literature and three from our experience. Analysis of these examples reveals several recurring important issues affecting practical design of elicitation in ecological problems.

  7. Next Steps in Bayesian Structural Equation Models: Comments on, Variations of, and Extensions to Muthen and Asparouhov (2012)

    ERIC Educational Resources Information Center

    Rindskopf, David

    2012-01-01

    Muthen and Asparouhov (2012) made a strong case for the advantages of Bayesian methodology in factor analysis and structural equation models. I show additional extensions and adaptations of their methods and show how non-Bayesians can take advantage of many (though not all) of these advantages by using interval restrictions on parameters. By…

  8. Bayesian spatio-temporal modeling of particulate matter concentrations in Peninsular Malaysia

    NASA Astrophysics Data System (ADS)

    Manga, Edna; Awang, Norhashidah

    2016-06-01

    This article presents an application of a Bayesian spatio-temporal Gaussian process (GP) model on particulate matter concentrations from Peninsular Malaysia. We analyze daily PM10 concentration levels from 35 monitoring sites in June and July 2011. The spatiotemporal model set in a Bayesian hierarchical framework allows for inclusion of informative covariates, meteorological variables and spatiotemporal interactions. Posterior density estimates of the model parameters are obtained by Markov chain Monte Carlo methods. Preliminary data analysis indicate information on PM10 levels at sites classified as industrial locations could explain part of the space time variations. We include the site-type indicator in our modeling efforts. Results of the parameter estimates for the fitted GP model show significant spatio-temporal structure and positive effect of the location-type explanatory variable. We also compute some validation criteria for the out of sample sites that show the adequacy of the model for predicting PM10 at unmonitored sites.

  9. Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation

    NASA Astrophysics Data System (ADS)

    Tsai, Frank T.-C.; Elshall, Ahmed S.

    2013-09-01

    Analysts are often faced with competing propositions for each uncertain model component. How can we judge that we select a correct proposition(s) for an uncertain model component out of numerous possible propositions? We introduce the hierarchical Bayesian model averaging (HBMA) method as a multimodel framework for uncertainty analysis. The HBMA allows for segregating, prioritizing, and evaluating different sources of uncertainty and their corresponding competing propositions through a hierarchy of BMA models that forms a BMA tree. We apply the HBMA to conduct uncertainty analysis on the reconstructed hydrostratigraphic architectures of the Baton Rouge aquifer-fault system, Louisiana. Due to uncertainty in model data, structure, and parameters, multiple possible hydrostratigraphic models are produced and calibrated as base models. The study considers four sources of uncertainty. With respect to data uncertainty, the study considers two calibration data sets. With respect to model structure, the study considers three different variogram models, two geological stationarity assumptions and two fault conceptualizations. The base models are produced following a combinatorial design to allow for uncertainty segregation. Thus, these four uncertain model components with their corresponding competing model propositions result in 24 base models. The results show that the systematic dissection of the uncertain model components along with their corresponding competing propositions allows for detecting the robust model propositions and the major sources of uncertainty.

  10. Open Source Bayesian Models. 1. Application to ADME/Tox and Drug Discovery Datasets

    PubMed Central

    2015-01-01

    On the order of hundreds of absorption, distribution, metabolism, excretion, and toxicity (ADME/Tox) models have been described in the literature in the past decade which are more often than not inaccessible to anyone but their authors. Public accessibility is also an issue with computational models for bioactivity, and the ability to share such models still remains a major challenge limiting drug discovery. We describe the creation of a reference implementation of a Bayesian model-building software module, which we have released as an open source component that is now included in the Chemistry Development Kit (CDK) project, as well as implemented in the CDD Vault and in several mobile apps. We use this implementation to build an array of Bayesian models for ADME/Tox, in vitro and in vivo bioactivity, and other physicochemical properties. We show that these models possess cross-validation receiver operator curve values comparable to those generated previously in prior publications using alternative tools. We have now described how the implementation of Bayesian models with FCFP6 descriptors generated in the CDD Vault enables the rapid production of robust machine learning models from public data or the user’s own datasets. The current study sets the stage for generating models in proprietary software (such as CDD) and exporting these models in a format that could be run in open source software using CDK components. This work also demonstrates that we can enable biocomputation across distributed private or public datasets to enhance drug discovery. PMID:25994950

  11. Open Source Bayesian Models. 1. Application to ADME/Tox and Drug Discovery Datasets.

    PubMed

    Clark, Alex M; Dole, Krishna; Coulon-Spektor, Anna; McNutt, Andrew; Grass, George; Freundlich, Joel S; Reynolds, Robert C; Ekins, Sean

    2015-06-22

    On the order of hundreds of absorption, distribution, metabolism, excretion, and toxicity (ADME/Tox) models have been described in the literature in the past decade which are more often than not inaccessible to anyone but their authors. Public accessibility is also an issue with computational models for bioactivity, and the ability to share such models still remains a major challenge limiting drug discovery. We describe the creation of a reference implementation of a Bayesian model-building software module, which we have released as an open source component that is now included in the Chemistry Development Kit (CDK) project, as well as implemented in the CDD Vault and in several mobile apps. We use this implementation to build an array of Bayesian models for ADME/Tox, in vitro and in vivo bioactivity, and other physicochemical properties. We show that these models possess cross-validation receiver operator curve values comparable to those generated previously in prior publications using alternative tools. We have now described how the implementation of Bayesian models with FCFP6 descriptors generated in the CDD Vault enables the rapid production of robust machine learning models from public data or the user's own datasets. The current study sets the stage for generating models in proprietary software (such as CDD) and exporting these models in a format that could be run in open source software using CDK components. This work also demonstrates that we can enable biocomputation across distributed private or public datasets to enhance drug discovery.

  12. Lessons Learned from a Past Series of Bayesian Model Averaging studies for Soil/Plant Models

    NASA Astrophysics Data System (ADS)

    Nowak, Wolfgang; Wöhling, Thomas; Schöniger, Anneli

    2015-04-01

    In this study we evaluate the lessons learned about modelling soil/plant systems from analyzing evapotranspiration data, soil moisture and leaf area index. The data were analyzed with advanced tools from the area of Bayesian Model Averaging, model ranking and Bayesian Model Selection. We have generated a large variety of model conceptualizations by sampling random parameter sets from the vegetation components of the CERES, SUCROS, GECROS, and SPASS models and a common model for soil water movement via Monte-Carlo simulations. We used data from a one vegetation period of winter wheat at a field site in Nellingen, Germany. The data set includes soil moisture, actual evapotranspiration (ETa) from an eddy covariance tower, and leaf-area index (LAI). The focus of data analysis was on how one can do model ranking and model selection. Further analysis steps included the predictive reliability of different soil/plant models calibrated on different subsets of the available data. Our main conclusion is that model selection between different competing soil-plant models remains a large challenge, because 1. different data types and their combinations favor different models, because competing models are more or less good in simulating the coupling processes between the various compartments and their states, 2. singular events (such as the evolution of LAI during plant senescence) can dominate an entire time series, and long time series can be represented well by the few data values where the models disagree most, 3. the different data types differ in their discriminating power for model selection, 4. the level of noise present in ETa and LAI data, and the level of systematic model bias through simplifications of the complex system (e.g., assuming a few internally homogeneous soil layers) substantially reduce the confidence in model ranking and model selection, 5. none of the models withstands a hypothesis test against the available data, 6. even the assumed level of measurement

  13. Bayesian Action-Perception loop modeling: Application to trajectory generation and recognition using internal motor simulation

    NASA Astrophysics Data System (ADS)

    Gilet, Estelle; Diard, Julien; Palluel-Germain, Richard; Bessière, Pierre

    2011-03-01

    This paper is about modeling perception-action loops and, more precisely, the study of the influence of motor knowledge during perception tasks. We use the Bayesian Action-Perception (BAP) model, which deals with the sensorimotor loop involved in reading and writing cursive isolated letters and includes an internal simulation of movement loop. By using this probabilistic model we simulate letter recognition, both with and without internal motor simulation. Comparison of their performance yields an experimental prediction, which we set forth.

  14. Bayesian model of dynamic image stabilization in the visual system.

    PubMed

    Burak, Yoram; Rokni, Uri; Meister, Markus; Sompolinsky, Haim

    2010-11-01

    Humans can resolve the fine details of visual stimuli although the image projected on the retina is constantly drifting relative to the photoreceptor array. Here we demonstrate that the brain must take this drift into account when performing high acuity visual tasks. Further, we propose a decoding strategy for interpreting the spikes emitted by the retina, which takes into account the ambiguity caused by retinal noise and the unknown trajectory of the projected image on the retina. A main difficulty, addressed in our proposal, is the exponentially large number of possible stimuli, which renders the ideal Bayesian solution to the problem computationally intractable. In contrast, the strategy that we propose suggests a realistic implementation in the visual cortex. The implementation involves two populations of cells, one that tracks the position of the image and another that represents a stabilized estimate of the image itself. Spikes from the retina are dynamically routed to the two populations and are interpreted in a probabilistic manner. We consider the architecture of neural circuitry that could implement this strategy and its performance under measured statistics of human fixational eye motion. A salient prediction is that in high acuity tasks, fixed features within the visual scene are beneficial because they provide information about the drifting position of the image. Therefore, complete elimination of peripheral features in the visual scene should degrade performance on high acuity tasks involving very small stimuli.

  15. Phosphorus load estimation in the Saginaw River, MI using a Bayesian hierarchical/multilevel model.

    PubMed

    Cha, YoonKyung; Stow, Craig A; Reckhow, Kenneth H; DeMarchi, Carlo; Johengen, Thomas H

    2010-05-01

    We propose the use of Bayesian hierarchical/multilevel ratio approach to estimate the annual riverine phosphorus loads in the Saginaw River, Michigan, from 1968 to 2008. The ratio estimator is known to be an unbiased, precise approach for differing flow-concentration relationships and sampling schemes. A Bayesian model can explicitly address the uncertainty in prediction by using a posterior predictive distribution, while in comparison, a Bayesian hierarchical technique can overcome the limitation of interpreting the estimated annual loads inferred from small sample sizes by borrowing strength from the underlying population shared by the years of interest. Thus, by combining the ratio estimator with the Bayesian hierarchical modeling framework, long-term loads estimation can be addressed with explicit quantification of uncertainty. Our study results indicate a slight decrease in total phosphorus load early in the series. The estimated ratio parameter, which can be interpreted as flow-weighted concentration, shows a clearer decrease, damping the noise that yearly flow variation adds to the load. Despite the reductions, it is not likely that Saginaw Bay meets with its target phosphorus load, 440 tonnes/yr. Throughout the decades, the probabilities of the Saginaw Bay not complying with the target load are estimated as 1.00, 0.50, 0.57 and 0.36 in 1977, 1987, 1997, and 2007, respectively. We show that the Bayesian hierarchical model results in reasonable goodness-of-fits to the observations whether or not individual loads are aggregated. Also, this modeling approach can substantially reduce uncertainties associated with small sample sizes both in the estimated parameters and loads. PMID:20382406

  16. Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems

    PubMed Central

    Toni, Tina; Welch, David; Strelkowa, Natalja; Ipsen, Andreas; Stumpf, Michael P.H.

    2008-01-01

    Approximate Bayesian computation (ABC) methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper, we discuss and apply an ABC method based on sequential Monte Carlo (SMC) to estimate parameters of dynamical models. We show that ABC SMC provides information about the inferability of parameters and model sensitivity to changes in parameters, and tends to perform better than other ABC approaches. The algorithm is applied to several well-known biological systems, for which parameters and their credible intervals are inferred. Moreover, we develop ABC SMC as a tool for model selection; given a range of different mathematical descriptions, ABC SMC is able to choose the best model using the standard Bayesian model selection apparatus. PMID:19205079

  17. Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models

    PubMed Central

    Daunizeau, J.; Friston, K.J.; Kiebel, S.J.

    2009-01-01

    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. PMID:19862351

  18. Bayesian analysis of binary prediction tree models for retrospectively sampled outcomes.

    PubMed

    Pittman, Jennifer; Huang, Erich; Nevins, Joseph; Wang, Quanli; West, Mike

    2004-10-01

    Classification tree models are flexible analysis tools which have the ability to evaluate interactions among predictors as well as generate predictions for responses of interest. We describe Bayesian analysis of a specific class of tree models in which binary response data arise from a retrospective case-control design. We are also particularly interested in problems with potentially very many candidate predictors. This scenario is common in studies concerning gene expression data, which is a key motivating example context. Innovations here include the introduction of tree models that explicitly address and incorporate the retrospective design, and the use of nonparametric Bayesian models involving Dirichlet process priors on the distributions of predictor variables. The model specification influences the generation of trees through Bayes' factor based tests of association that determine significant binary partitions of nodes during a process of forward generation of trees. We describe this constructive process and discuss questions of generating and combining multiple trees via Bayesian model averaging for prediction. Additional discussion of parameter selection and sensitivity is given in the context of an example which concerns prediction of breast tumour status utilizing high-dimensional gene expression data; the example demonstrates the exploratory/explanatory uses of such models as well as their primary utility in prediction. Shortcomings of the approach and comparison with alternative tree modelling algorithms are also discussed, as are issues of modelling and computational extensions.

  19. A Bayesian approach for inducing sparsity in generalized linear models with multi-category response

    PubMed Central

    2015-01-01

    Background The dimension and complexity of high-throughput gene expression data create many challenges for downstream analysis. Several approaches exist to reduce the number of variables with respect to small sample sizes. In this study, we utilized the Generalized Double Pareto (GDP) prior to induce sparsity in a Bayesian Generalized Linear Model (GLM) setting. The approach was evaluated using a publicly available microarray dataset containing 99 samples corresponding to four different prostate cancer subtypes. Results A hierarchical Sparse Bayesian GLM using GDP prior (SBGG) was developed to take into account the progressive nature of the response variable. We obtained an average overall classification accuracy between 82.5% and 94%, which was higher than Support Vector Machine, Random Forest or a Sparse Bayesian GLM using double exponential priors. Additionally, SBGG outperforms the other 3 methods in correctly identifying pre-metastatic stages of cancer progression, which can prove extremely valuable for therapeutic and diagnostic purposes. Importantly, using Geneset Cohesion Analysis Tool, we found that the top 100 genes produced by SBGG had an average functional cohesion p-value of 2.0E-4 compared to 0.007 to 0.131 produced by the other methods. Conclusions Using GDP in a Bayesian GLM model applied to cancer progression data results in better subclass prediction. In particular, the method identifies pre-metastatic stages of prostate cancer with substantially better accuracy and produces more functionally relevant gene sets. PMID:26423345

  20. Dynamic causal modelling of electrographic seizure activity using Bayesian belief updating.

    PubMed

    Cooray, Gerald K; Sengupta, Biswa; Douglas, Pamela K; Friston, Karl

    2016-01-15

    Seizure activity in EEG recordings can persist for hours with seizure dynamics changing rapidly over time and space. To characterise the spatiotemporal evolution of seizure activity, large data sets often need to be analysed. Dynamic causal modelling (DCM) can be used to estimate the synaptic drivers of cortical dynamics during a seizure; however, the requisite (Bayesian) inversion procedure is computationally expensive. In this note, we describe a straightforward procedure, within the DCM framework, that provides efficient inversion of seizure activity measured with non-invasive and invasive physiological recordings; namely, EEG/ECoG. We describe the theoretical background behind a Bayesian belief updating scheme for DCM. The scheme is tested on simulated and empirical seizure activity (recorded both invasively and non-invasively) and compared with standard Bayesian inversion. We show that the Bayesian belief updating scheme provides similar estimates of time-varying synaptic parameters, compared to standard schemes, indicating no significant qualitative change in accuracy. The difference in variance explained was small (less than 5%). The updating method was substantially more efficient, taking approximately 5-10min compared to approximately 1-2h. Moreover, the setup of the model under the updating scheme allows for a clear specification of how neuronal variables fluctuate over separable timescales. This method now allows us to investigate the effect of fast (neuronal) activity on slow fluctuations in (synaptic) parameters, paving a way forward to understand how seizure activity is generated.

  1. Modelling household finances: A Bayesian approach to a multivariate two-part model

    PubMed Central

    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

  2. Maximum likelihood Bayesian model averaging and its predictive analysis for groundwater reactive transport models

    USGS Publications Warehouse

    Curtis, Gary P.; Lu, Dan; Ye, Ming

    2015-01-01

    While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. This study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. These reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Limitations of applying MLBMA to the

  3. Maximum likelihood Bayesian model averaging and its predictive analysis for groundwater reactive transport models

    DOE PAGES

    Lu, Dan; Ye, Ming; Curtis, Gary P.

    2015-08-01

    While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. Our study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict themore » reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. Moreover, these reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Finally

  4. Maximum likelihood Bayesian model averaging and its predictive analysis for groundwater reactive transport models

    SciTech Connect

    Lu, Dan; Ye, Ming; Curtis, Gary P.

    2015-08-01

    While Bayesian model averaging (BMA) has been widely used in groundwater modeling, it is infrequently applied to groundwater reactive transport modeling because of multiple sources of uncertainty in the coupled hydrogeochemical processes and because of the long execution time of each model run. To resolve these problems, this study analyzed different levels of uncertainty in a hierarchical way, and used the maximum likelihood version of BMA, i.e., MLBMA, to improve the computational efficiency. Our study demonstrates the applicability of MLBMA to groundwater reactive transport modeling in a synthetic case in which twenty-seven reactive transport models were designed to predict the reactive transport of hexavalent uranium (U(VI)) based on observations at a former uranium mill site near Naturita, CO. Moreover, these reactive transport models contain three uncertain model components, i.e., parameterization of hydraulic conductivity, configuration of model boundary, and surface complexation reactions that simulate U(VI) adsorption. These uncertain model components were aggregated into the alternative models by integrating a hierarchical structure into MLBMA. The modeling results of the individual models and MLBMA were analyzed to investigate their predictive performance. The predictive logscore results show that MLBMA generally outperforms the best model, suggesting that using MLBMA is a sound strategy to achieve more robust model predictions relative to a single model. MLBMA works best when the alternative models are structurally distinct and have diverse model predictions. When correlation in model structure exists, two strategies were used to improve predictive performance by retaining structurally distinct models or assigning smaller prior model probabilities to correlated models. Since the synthetic models were designed using data from the Naturita site, the results of this study are expected to provide guidance for real-world modeling. Finally, limitations of

  5. Bayesian methods for spatial upscaling of process-based forest ecosystem models

    NASA Astrophysics Data System (ADS)

    van Oijen, M.; Cameron, D.; Reinds, G.; Thomson, A.

    2010-12-01

    Forest ecosystem models are common tools in environmental research: 78 different ones are listed by REM (http://ecobas.org/www-server/index.html). They tend to be process-based, parameter-rich simulators of biogeochemical fluxes at the point-support scale. Model inputs (weather, soil) should thus be provided at point-support too, rather than as regional averages. The high computational demand and point-support hampers the use of the models for larger regions. Models have been applied regionally, but without assessment of uncertainties due to upscaling from point to region. Bayesian methods are increasingly used to quantify parametric and structural uncertainties of forest models (Van Oijen et al. 2005), made possible by improvement in computing power and calibration algorithms such as MCMC. We present two case-studies of regional model application where we used MCMC to quantify uncertainties. The first study concerns Bayesian calibration of the VSD soil acidification model using European forest monitoring data (Reinds et al. 2008). Single-site calibration, applied separately to 122 sites, effectively converted prior parameter uncertainty into spatial variability. In contrast, multiple-site calibration, using the data from all sites simultaneously to estimate a common parameter vector, led to asymptotic collapse of the parameter distribution. The narrow posterior parameter distribution caused 20-100% higher values of NRMSE on 60 test sites than using nearest-neighbour single-site calibration results. Next, we applied the forest model BASFOR to the U.K. at a 20 x 20 km grid, to calculate carbon accumulation in biomass and soil (Van Oijen & Thomson 2010), as part of the U.K.’s Greenhouse Gas Inventory. For each grid cell, the model was run multiple times by taking different samples from the parameter distribution determined by a preceding Bayesian calibration. This allowed us to draw up a map of the spatial distribution of model output uncertainty. Uncertainty was

  6. Non-stationary Bayesian estimation of parameters from a body cover model of the vocal folds.

    PubMed

    Hadwin, Paul J; Galindo, Gabriel E; Daun, Kyle J; Zañartu, Matías; Erath, Byron D; Cataldo, Edson; Peterson, Sean D

    2016-05-01

    The evolution of reduced-order vocal fold models into clinically useful tools for subject-specific diagnosis and treatment hinges upon successfully and accurately representing an individual patient in the modeling framework. This, in turn, requires inference of model parameters from clinical measurements in order to tune a model to the given individual. Bayesian analysis is a powerful tool for estimating model parameter probabilities based upon a set of observed data. In this work, a Bayesian particle filter sampling technique capable of estimating time-varying model parameters, as occur in complex vocal gestures, is introduced. The technique is compared with time-invariant Bayesian estimation and least squares methods for determining both stationary and non-stationary parameters. The current technique accurately estimates the time-varying unknown model parameter and maintains tight credibility bounds. The credibility bounds are particularly relevant from a clinical perspective, as they provide insight into the confidence a clinician should have in the model predictions. PMID:27250162

  7. Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.

    PubMed

    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. PMID:26497359

  8. Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.

    PubMed

    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.

  9. Bayesian multimodel inference of soil microbial respiration models: Theory, application and future prospective

    NASA Astrophysics Data System (ADS)

    Elshall, A. S.; Ye, M.; Niu, G. Y.; Barron-Gafford, G.

    2015-12-01

    Models in biogeoscience involve uncertainties in observation data, model inputs, model structure, model processes and modeling scenarios. To accommodate for different sources of uncertainty, multimodal analysis such as model combination, model selection, model elimination or model discrimination are becoming more popular. To illustrate theoretical and practical challenges of multimodal analysis, we use an example about microbial soil respiration modeling. Global soil respiration releases more than ten times more carbon dioxide to the atmosphere than all anthropogenic emissions. Thus, improving our understanding of microbial soil respiration is essential for improving climate change models. This study focuses on a poorly understood phenomena, which is the soil microbial respiration pulses in response to episodic rainfall pulses (the "Birch effect"). We hypothesize that the "Birch effect" is generated by the following three mechanisms. To test our hypothesis, we developed and assessed five evolving microbial-enzyme models against field measurements from a semiarid Savannah that is characterized by pulsed precipitation. These five model evolve step-wise such that the first model includes none of these three mechanism, while the fifth model includes the three mechanisms. The basic component of Bayesian multimodal analysis is the estimation of marginal likelihood to rank the candidate models based on their overall likelihood with respect to observation data. The first part of the study focuses on using this Bayesian scheme to discriminate between these five candidate models. The second part discusses some theoretical and practical challenges, which are mainly the effect of likelihood function selection and the marginal likelihood estimation methods on both model ranking and Bayesian model averaging. The study shows that making valid inference from scientific data is not a trivial task, since we are not only uncertain about the candidate scientific models, but also about

  10. Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models

    USGS Publications Warehouse

    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.

  11. Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models

    USGS Publications Warehouse

    Plant, Nathaniel G.; Holland, K. Todd

    2011-01-01

    A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

  12. Construction of an Improved Bayesian Clutter Suppression Model for Gas Detection

    SciTech Connect

    Heasler, Patrick G.; Anderson, Kevin K.; Hylden, Jeffrey L.

    2002-10-28

    This technical report describes a nonlinear Bayesian Regression model that can be used to estimate effuent concentrations from IR hyperspectral data. As the title implies, the model is constructed to account for background clutter more effectively than current estimators. Although the main objective is to account for background clutter, which is the dominant source of variability in IR data, the model could easily be extended to allow for uncertainties in the atmosphere. The term, "clutter," refers to the variations that occur in the image spectra because emissivity and background temperature change from pixel to pixel. The Bayesian regression model utilizes a more complete description of background clutter to obtain better estimates. The description is in terms of a "prior distribution" on background radiance.

  13. Some comments on misspecification of priors in Bayesian modelling of measurement error problems.

    PubMed

    Richardson, S; Leblond, L

    In this paper we discuss some aspects of misspecification of prior distributions in the context of Bayesian modelling of measurement error problems. A Bayesian approach to the treatment of common measurement error situations encountered in epidemiology has been recently proposed. Its implementation involves, first, the structural specification, through conditional independence relationships, of three submodels-a measurement model, an exposure model and a disease model- and secondly, the choice of functional forms for the distributions involved in the submodels. We present some results indicating how the estimation of the regression parameters of interest, which is carried out using Gibbs sampling, can be influenced by a misspecification of the parametric shape of the prior distribution of exposure. PMID:9004392

  14. Online Dectection and Modeling of Safety Boundaries for Aerospace Application Using Bayesian Statistics

    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.

  15. A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA.

    PubMed

    Fong, Duncan K H; Kim, Sunghoon; Chen, Zhe; DeSarbo, Wayne S

    2016-03-01

    A new Bayesian multinomial probit model is proposed for the analysis of panel choice data. Using a parameter expansion technique, we are able to devise a Markov Chain Monte Carlo algorithm to compute our Bayesian estimates efficiently. We also show that the proposed procedure enables the estimation of individual level coefficients for the single-period multinomial probit model even when the available prior information is vague. We apply our new procedure to consumer purchase data and reanalyze a well-known scanner panel dataset that reveals new substantive insights. In addition, we delineate a number of advantageous features of our proposed procedure over several benchmark models. Finally, through a simulation analysis employing a fractional factorial design, we demonstrate that the results from our proposed model are quite robust with respect to differing factors across various conditions.

  16. Models and simulation of 3D neuronal dendritic trees using Bayesian networks.

    PubMed

    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.

  17. A Genomic Bayesian Multi-trait and Multi-environment Model.

    PubMed

    Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Toledo, Fernando H; Pérez-Hernández, Oscar; Eskridge, Kent M; Rutkoski, Jessica

    2016-09-08

    When information on multiple genotypes evaluated in multiple environments is recorded, a multi-environment single trait model for assessing genotype × environment interaction (G × E) is usually employed. Comprehensive models that simultaneously take into account the correlated traits and trait × genotype × environment interaction (T × G × E) are lacking. In this research, we propose a Bayesian model for analyzing multiple traits and multiple environments for whole-genome prediction (WGP) model. For this model, we used Half-[Formula: see text] priors on each standard deviation term and uniform priors on each correlation of the covariance matrix. These priors were not informative and led to posterior inferences that were insensitive to the choice of hyper-parameters. We also developed a computationally efficient Markov Chain Monte Carlo (MCMC) under the above priors, which allowed us to obtain all required full conditional distributions of the parameters leading to an exact Gibbs sampling for the posterior distribution. We used two real data sets to implement and evaluate the proposed Bayesian method and found that when the correlation between traits was high (>0.5), the proposed model (with unstructured variance-covariance) improved prediction accuracy compared to the model with diagonal and standard variance-covariance structures. The R-software package Bayesian Multi-Trait and Multi-Environment (BMTME) offers optimized C++ routines to efficiently perform the analyses.

  18. A Genomic Bayesian Multi-trait and Multi-environment Model.

    PubMed

    Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Toledo, Fernando H; Pérez-Hernández, Oscar; Eskridge, Kent M; Rutkoski, Jessica

    2016-01-01

    When information on multiple genotypes evaluated in multiple environments is recorded, a multi-environment single trait model for assessing genotype × environment interaction (G × E) is usually employed. Comprehensive models that simultaneously take into account the correlated traits and trait × genotype × environment interaction (T × G × E) are lacking. In this research, we propose a Bayesian model for analyzing multiple traits and multiple environments for whole-genome prediction (WGP) model. For this model, we used Half-[Formula: see text] priors on each standard deviation term and uniform priors on each correlation of the covariance matrix. These priors were not informative and led to posterior inferences that were insensitive to the choice of hyper-parameters. We also developed a computationally efficient Markov Chain Monte Carlo (MCMC) under the above priors, which allowed us to obtain all required full conditional distributions of the parameters leading to an exact Gibbs sampling for the posterior distribution. We used two real data sets to implement and evaluate the proposed Bayesian method and found that when the correlation between traits was high (>0.5), the proposed model (with unstructured variance-covariance) improved prediction accuracy compared to the model with diagonal and standard variance-covariance structures. The R-software package Bayesian Multi-Trait and Multi-Environment (BMTME) offers optimized C++ routines to efficiently perform the analyses. PMID:27342738

  19. Bayesian Monte Carlo updating of Hudson River PCB model using water column PCB measurements

    SciTech Connect

    Zhang, S.; Toll, J.; Cothern, K.

    1995-12-31

    The authors have developed prior probability distributions for model parameters and terms describing physico-chemical processes in sediment and water column models of PCB fate in a segment of the lower Hudson River, and performed importance analyses to identify the key uncertainties affecting the models` predictive power. In this work, the authors employ field measurements of the mean total water column PCB concentration from nearby river segments to refine the prior probability distributions for the important parameters and terms in the water column PCB model, using Bayesian Monte Carlo analysis. The principal objectives of the current work are (1) to implement Bayesian Monte Carlo analysis, to demonstrate the technique and evaluate its potential benefits, and (2) to improve the parameterization of the water column PCB model on the basis of site-specific PCB concentration data. The Bayesian updating procedure resulted in improved estimates of PCB mass loading and re-suspension velocity terms, but posteriors for three other key parameters -- settling velocity and particulate PCB fractions in the water column and surface sediments -- were unaffected by the information extracted from the new field data. In addition, the authors found that some of the high posterior probability parameter vectors, though mathematically plausible, were physically implausible, as a consequence of the unrealistic (but common) Monte Carlo assumption that the model`s parameters are independently distributed. The implications of this and other findings are discussed.

  20. A Genomic Bayesian Multi-trait and Multi-environment Model

    PubMed Central

    Montesinos-López, Osval A.; Montesinos-López, Abelardo; Crossa, José; Toledo, Fernando H.; Pérez-Hernández, Oscar; Eskridge, Kent M.; Rutkoski, Jessica

    2016-01-01

    When information on multiple genotypes evaluated in multiple environments is recorded, a multi-environment single trait model for assessing genotype × environment interaction (G × E) is usually employed. Comprehensive models that simultaneously take into account the correlated traits and trait × genotype × environment interaction (T × G × E) are lacking. In this research, we propose a Bayesian model for analyzing multiple traits and multiple environments for whole-genome prediction (WGP) model. For this model, we used Half-t priors on each standard deviation term and uniform priors on each correlation of the covariance matrix. These priors were not informative and led to posterior inferences that were insensitive to the choice of hyper-parameters. We also developed a computationally efficient Markov Chain Monte Carlo (MCMC) under the above priors, which allowed us to obtain all required full conditional distributions of the parameters leading to an exact Gibbs sampling for the posterior distribution. We used two real data sets to implement and evaluate the proposed Bayesian method and found that when the correlation between traits was high (>0.5), the proposed model (with unstructured variance–covariance) improved prediction accuracy compared to the model with diagonal and standard variance–covariance structures. The R-software package Bayesian Multi-Trait and Multi-Environment (BMTME) offers optimized C++ routines to efficiently perform the analyses. PMID:27342738

  1. Models and simulation of 3D neuronal dendritic trees using Bayesian networks.

    PubMed

    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. PMID:21305364

  2. Calibration of complex models through Bayesian evidence synthesis: a demonstration and tutorial.

    PubMed

    Jackson, Christopher H; Jit, Mark; Sharples, Linda D; De Angelis, Daniela

    2015-02-01

    Decision-analytic models must often be informed using data that are only indirectly related to the main model parameters. The authors outline how to implement a Bayesian synthesis of diverse sources of evidence to calibrate the parameters of a complex model. A graphical model is built to represent how observed data are generated from statistical models with unknown parameters and how those parameters are related to quantities of interest for decision making. This forms the basis of an algorithm to estimate a posterior probability distribution, which represents the updated state of evidence for all unknowns given all data and prior beliefs. This process calibrates the quantities of interest against data and, at the same time, propagates all parameter uncertainties to the results used for decision making. To illustrate these methods, the authors demonstrate how a previously developed Markov model for the progression of human papillomavirus (HPV-16) infection was rebuilt in a Bayesian framework. Transition probabilities between states of disease severity are inferred indirectly from cross-sectional observations of prevalence of HPV-16 and HPV-16-related disease by age, cervical cancer incidence, and other published information. Previously, a discrete collection of plausible scenarios was identified but with no further indication of which of these are more plausible. Instead, the authors derive a Bayesian posterior distribution, in which scenarios are implicitly weighted according to how well they are supported by the data. In particular, we emphasize the appropriate choice of prior distributions and checking and comparison of fitted models.

  3. Bayesian Analysis of Multivariate Probit Models with Surrogate Outcome Data

    ERIC Educational Resources Information Center

    Poon, Wai-Yin; Wang, Hai-Bin

    2010-01-01

    A new class of parametric models that generalize the multivariate probit model and the errors-in-variables model is developed to model and analyze ordinal data. A general model structure is assumed to accommodate the information that is obtained via surrogate variables. A hybrid Gibbs sampler is developed to estimate the model parameters. To…

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

    PubMed

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

    2016-07-26

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

  5. A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China

    PubMed Central

    Zhang, Xiongqing; Zhang, Jianguo; Duan, Aiguo

    2015-01-01

    Self-thinning is a dynamic equilibrium between forest growth and mortality at full site occupancy. Parameters of the self-thinning lines are often confounded by differences across various stand and site conditions. For overcoming the problem of hierarchical and repeated measures, we used hierarchical Bayesian method to estimate the self-thinning line. The results showed that the self-thinning line for Chinese fir (Cunninghamia lanceolata (Lamb.)Hook.) plantations was not sensitive to the initial planting density. The uncertainty of model predictions was mostly due to within-subject variability. The simulation precision of hierarchical Bayesian method was better than that of stochastic frontier function (SFF). Hierarchical Bayesian method provided a reasonable explanation of the impact of other variables (site quality, soil type, aspect, etc.) on self-thinning line, which gave us the posterior distribution of parameters of self-thinning line. The research of self-thinning relationship could be benefit from the use of hierarchical Bayesian method. PMID:26440942

  6. Approximate Bayesian Computation in hydrologic modeling: equifinality of formal and informal approaches

    NASA Astrophysics Data System (ADS)

    Sadegh, M.; Vrugt, J. A.

    2013-04-01

    In recent years, a strong debate has emerged in the hydrologic literature how to properly treat non-traditional error residual distributions and quantify parameter and predictive uncertainty. Particularly, there is strong disagreement whether such uncertainty framework should have its roots within a proper statistical (Bayesian) context using Markov chain Monte Carlo (MCMC) simulation techniques, or whether such a framework should be based on a quite different philosophy and implement informal likelihood functions and simplistic search methods to summarize parameter and predictive distributions. In this paper we introduce an alternative framework, called Approximate Bayesian Computation (ABC) that summarizes the differing viewpoints of formal and informal Bayesian approaches. This methodology has recently emerged in the fields of biology and population genetics and relaxes the need for an explicit likelihood function in favor of one or multiple different summary statistics that measure the distance of each model simulation to the data. This paper is a follow up of the recent publication of Nott et al. (2012) and further studies the theoretical and numerical equivalence of formal (DREAM) and informal (GLUE) Bayesian approaches using data from different watersheds in the United States. We demonstrate that the limits of acceptability approach of GLUE is a special variant of ABC in which each discharge observation of the calibration data set is used as a summary diagnostic.

  7. Association between the Density of Physicians and Suicide Rates in Japan: Nationwide Ecological Study Using a Spatial Bayesian Model

    PubMed Central

    2016-01-01

    Background Regional disparity in suicide rates is a serious problem worldwide. One possible cause is unequal distribution of the health workforce, especially psychiatrists. Research about the association between regional physician numbers and suicide rates is therefore important but studies are rare. The objective of this study was to evaluate the association between physician numbers and suicide rates in Japan, by municipality. Methods The study included all the municipalities in Japan (n = 1,896). We estimated smoothed standardized mortality ratios of suicide rates for each municipality and evaluated the association between health workforce and suicide rates using a hierarchical Bayesian model accounting for spatially correlated random effects, a conditional autoregressive model. We assumed a Poisson distribution for the observed number of suicides and set the expected number of suicides as the offset variable. The explanatory variables were numbers of physicians, a binary variable for the presence of psychiatrists, and social covariates. Results After adjustment for socioeconomic factors, suicide rates in municipalities that had at least one psychiatrist were lower than those in the other municipalities. There was, however, a positive and statistically significant association between the number of physicians and suicide rates. Conclusions Suicide rates in municipalities that had at least one psychiatrist were lower than those in other municipalities, but the number of physicians was positively and significantly related with suicide rates. To improve the regional disparity in suicide rates, the government should encourage psychiatrists to participate in community-based suicide prevention programs and to settle in municipalities that currently have no psychiatrists. The government and other stakeholders should also construct better networks between psychiatrists and non-psychiatrists to support sharing of information for suicide prevention. PMID:26840389

  8. Bayesian Action–Perception Computational Model: Interaction of Production and Recognition of Cursive Letters

    PubMed Central

    Gilet, Estelle; Diard, Julien; Bessière, Pierre

    2011-01-01

    In this paper, we study the collaboration of perception and action representations involved in cursive letter recognition and production. We propose a mathematical formulation for the whole perception–action loop, based on probabilistic modeling and Bayesian inference, which we call the Bayesian Action–Perception (BAP) model. Being a model of both perception and action processes, the purpose of this model is to study the interaction of these processes. More precisely, the model includes a feedback loop from motor production, which implements an internal simulation of movement. Motor knowledge can therefore be involved during perception tasks. In this paper, we formally define the BAP model and show how it solves the following six varied cognitive tasks using Bayesian inference: i) letter recognition (purely sensory), ii) writer recognition, iii) letter production (with different effectors), iv) copying of trajectories, v) copying of letters, and vi) letter recognition (with internal simulation of movements). We present computer simulations of each of these cognitive tasks, and discuss experimental predictions and theoretical developments. PMID:21674043

  9. Environmental Modeling and Bayesian Analysis for Assessing Human Health Impacts from Radioactive Waste Disposal

    NASA Astrophysics Data System (ADS)

    Stockton, T.; Black, P.; Tauxe, J.; Catlett, K.

    2004-12-01

    Bayesian decision analysis provides a unified framework for coherent decision-making. Two key components of Bayesian decision analysis are probability distributions and utility functions. Calculating posterior distributions and performing decision analysis can be computationally challenging, especially for complex environmental models. In addition, probability distributions and utility functions for environmental models must be specified through expert elicitation, stakeholder consensus, or data collection, all of which have their own set of technical and political challenges. Nevertheless, a grand appeal of the Bayesian approach for environmental decision- making is the explicit treatment of uncertainty, including expert judgment. The impact of expert judgment on the environmental decision process, though integral, goes largely unassessed. Regulations and orders of the Environmental Protection Agency, Department Of Energy, and Nuclear Regulatory Agency orders require assessing the impact on human health of radioactive waste contamination over periods of up to ten thousand years. Towards this end complex environmental simulation models are used to assess "risk" to human and ecological health from migration of radioactive waste. As the computational burden of environmental modeling is continually reduced probabilistic process modeling using Monte Carlo simulation is becoming routinely used to propagate uncertainty from model inputs through model predictions. The utility of a Bayesian approach to environmental decision-making is discussed within the context of a buried radioactive waste example. This example highlights the desirability and difficulties of merging the cost of monitoring, the cost of the decision analysis, the cost and viability of clean up, and the probability of human health impacts within a rigorous decision framework.

  10. Bayesian approaches to spatial inference: Modelling and computational challenges and solutions

    NASA Astrophysics Data System (ADS)

    Moores, Matthew; Mengersen, Kerrie

    2014-12-01

    We discuss a range of Bayesian modelling approaches for spatial data and investigate some of the associated computational challenges. This paper commences with a brief review of Bayesian mixture models and Markov random fields, with enabling computational algorithms including Markov chain Monte Carlo (MCMC) and integrated nested Laplace approximation (INLA). Following this, we focus on the Potts model as a canonical approach, and discuss the challenge of estimating the inverse temperature parameter that controls the degree of spatial smoothing. We compare three approaches to addressing the doubly intractable nature of the likelihood, namely pseudo-likelihood, path sampling and the exchange algorithm. These techniques are applied to satellite data used to analyse water quality in the Great Barrier Reef.

  11. Bayesian model selection framework for identifying growth patterns in filamentous fungi.

    PubMed

    Lin, Xiao; Terejanu, Gabriel; Shrestha, Sajan; Banerjee, Sourav; Chanda, Anindya

    2016-06-01

    This paper describes a rigorous methodology for quantification of model errors in fungal growth models. This is essential to choose the model that best describes the data and guide modeling efforts. Mathematical modeling of growth of filamentous fungi is necessary in fungal biology for gaining systems level understanding on hyphal and colony behaviors in different environments. A critical challenge in the development of these mathematical models arises from the indeterminate nature of their colony architecture, which is a result of processing diverse intracellular signals induced in response to a heterogeneous set of physical and nutritional factors. There exists a practical gap in connecting fungal growth models with measurement data. Here, we address this gap by introducing the first unified computational framework based on Bayesian inference that can quantify individual model errors and rank the statistical models based on their descriptive power against data. We show that this Bayesian model comparison is just a natural formalization of Occam׳s razor. The application of this framework is discussed in comparing three models in the context of synthetic data generated from a known true fungal growth model. This framework of model comparison achieves a trade-off between data fitness and model complexity and the quantified model error not only helps in calibrating and comparing the models, but also in making better predictions and guiding model refinements. PMID:27000772

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

    PubMed Central

    2009-01-01

    Background A common challenge in systems biology is to infer mechanistic descriptions of biological process given limited observations of a biological system. Mathematical models are frequently used to represent a belief about the causal relationships among proteins within a signaling network. Bayesian methods provide an attractive framework for inferring the validity of those beliefs in the context of the available data. However, efficient sampling of high-dimensional parameter space and appropriate convergence criteria provide barriers for implementing an empirical Bayesian approach. The objective of this study was to apply an Adaptive Markov chain Monte Carlo technique to a typical study of cellular signaling pathways. Results As an illustrative example, a kinetic model for the early signaling events associated with the epidermal growth factor (EGF) signaling network was calibrated against dynamic measurements observed in primary rat hepatocytes. A convergence criterion, based upon the Gelman-Rubin potential scale reduction factor, was applied to the model predictions. The posterior distributions of the parameters exhibited complicated structure, including significant covariance between specific parameters and a broad range of variance among the parameters. The model predictions, in contrast, were narrowly distributed and were used to identify areas of agreement among a collection of experimental studies. Conclusion In summary, an empirical Bayesian approach was developed for inferring the confidence that one can place in a particular model that describes signal transduction mechanisms and for inferring inconsistencies in experimental measurements. PMID:19900289

  13. A Fully Bayesian Approach to Improved Calibration and Prediction of Groundwater Models With Structure Error

    NASA Astrophysics Data System (ADS)

    Xu, T.; Valocchi, A. J.

    2014-12-01

    Effective water resource management typically relies on numerical models to analyse groundwater flow and solute transport processes. These models are usually subject to model structure error due to simplification and/or misrepresentation of the real system. As a result, the model outputs may systematically deviate from measurements, thus violating a key assumption for traditional regression-based calibration and uncertainty analysis. On the other hand, model structure error induced bias can be described statistically in an inductive, data-driven way based on historical model-to-measurement misfit. We adopt a fully Bayesian approach that integrates a Gaussian process error model to account for model structure error to the calibration, prediction and uncertainty analysis of groundwater models. The posterior distributions of parameters of the groundwater model and the Gaussian process error model are jointly inferred using DREAM, an efficient Markov chain Monte Carlo sampler. We test the usefulness of the fully Bayesian approach towards a synthetic case study of surface-ground water interaction under changing pumping conditions. We first illustrate through this example that traditional least squares regression without accounting for model structure error yields biased parameter estimates due to parameter compensation as well as biased predictions. In contrast, the Bayesian approach gives less biased parameter estimates. Moreover, the integration of a Gaussian process error model significantly reduces predictive bias and leads to prediction intervals that are more consistent with observations. The results highlight the importance of explicit treatment of model structure error especially in circumstances where subsequent decision-making and risk analysis require accurate prediction and uncertainty quantification. In addition, the data-driven error modelling approach is capable of extracting more information from observation data than using a groundwater model alone.

  14. A Bayesian method for construction of Markov models to describe dynamics on various time-scales

    NASA Astrophysics Data System (ADS)

    Rains, Emily K.; Andersen, Hans C.

    2010-10-01

    The dynamics of many biological processes of interest, such as the folding of a protein, are slow and complicated enough that a single molecular dynamics simulation trajectory of the entire process is difficult to obtain in any reasonable amount of time. Moreover, one such simulation may not be sufficient to develop an understanding of the mechanism of the process, and multiple simulations may be necessary. One approach to circumvent this computational barrier is the use of Markov state models. These models are useful because they can be constructed using data from a large number of shorter simulations instead of a single long simulation. This paper presents a new Bayesian method for the construction of Markov models from simulation data. A Markov model is specified by (τ,P,T), where τ is the mesoscopic time step, P is a partition of configuration space into mesostates, and T is an NP×NP transition rate matrix for transitions between the mesostates in one mesoscopic time step, where NP is the number of mesostates in P. The method presented here is different from previous Bayesian methods in several ways. (1) The method uses Bayesian analysis to determine the partition as well as the transition probabilities. (2) The method allows the construction of a Markov model for any chosen mesoscopic time-scale τ. (3) It constructs Markov models for which the diagonal elements of T are all equal to or greater than 0.5. Such a model will be called a "consistent mesoscopic Markov model" (CMMM). Such models have important advantages for providing an understanding of the dynamics on a mesoscopic time-scale. The Bayesian method uses simulation data to find a posterior probability distribution for (P,T) for any chosen τ. This distribution can be regarded as the Bayesian probability that the kinetics observed in the atomistic simulation data on the mesoscopic time-scale τ was generated by the CMMM specified by (P,T). An optimization algorithm is used to find the most probable

  15. Lifting a veil on diversity: a Bayesian approach to fitting relative-abundance models.

    PubMed

    Golicher, Duncan J; O'Hara, Robert B; Ruíz-Montoya, Lorena; Cayuela, Luis

    2006-02-01

    Bayesian methods incorporate prior knowledge into a statistical analysis. This prior knowledge is usually restricted to assumptions regarding the form of probability distributions of the parameters of interest, leaving their values to be determined mainly through the data. Here we show how a Bayesian approach can be applied to the problem of drawing inference regarding species abundance distributions and comparing diversity indices between sites. The classic log series and the lognormal models of relative- abundance distribution are apparently quite different in form. The first is a sampling distribution while the other is a model of abundance of the underlying population. Bayesian methods help unite these two models in a common framework. Markov chain Monte Carlo simulation can be used to fit both distributions as small hierarchical models with shared common assumptions. Sampling error can be assumed to follow a Poisson distribution. Species not found in a sample, but suspected to be present in the region or community of interest, can be given zero abundance. This not only simplifies the process of model fitting, but also provides a convenient way of calculating confidence intervals for diversity indices. The method is especially useful when a comparison of species diversity between sites with different sample sizes is the key motivation behind the research. We illustrate the potential of the approach using data on fruit-feeding butterflies in southern Mexico. We conclude that, once all assumptions have been made transparent, a single data set may provide support for the belief that diversity is negatively affected by anthropogenic forest disturbance. Bayesian methods help to apply theory regarding the distribution of abundance in ecological communities to applied conservation. PMID:16705973

  16. Variational Bayesian framework for estimating parameters of integrated E/MEG and fMRI model

    NASA Astrophysics Data System (ADS)

    Babajani-Feremi, Abbas; Bowyer, Susan; Moran, John; Elisevich, Kost; Soltanian-Zadeh, Hamid

    2009-02-01

    The integrated analysis of the Electroencephalography (EEG), Magnetoencephalography (MEG), and functional magnetic resonance imaging (fMRI) are instrumental for functional neuroimaging of the brain. A bottom-up integrated E/MEG and fMRI model based on physiology as well as a method for estimating its parameters are keys to the integrated analysis. We propose the variational Bayesian expectation maximization (VBEM) method to estimate parameters of our proposed integrated model. VBEM method iteratively optimizes a lower bound on the marginal likelihood. An iteration of the VBEM consists of two steps: a variational Bayesian expectation step implemented using the extended Kalman smoother (EKS) and the posterior probability of the parameters in the previous step, and a variational Bayesian maximization step to estimate the posterior distributions of the parameters. For a given external stimulus, a variety of multi-area models can be considered in which the number of areas and the configuration and strength of connections between the areas are different. The proposed VBEM method can be used to select an optimal model as well as estimate its parameters. The efficiency of the proposed VBEM method is illustrated using simulation and real datasets. The proposed VBEM method can be used to estimate parameters of other non-linear dynamical systems. This study proposes an effective method to integrate E/MEG and fMRI and plans to use these techniques in functional neuroimaging.

  17. A Bayesian non-parametric Potts model with application to pre-surgical FMRI data.

    PubMed

    Johnson, Timothy D; Liu, Zhuqing; Bartsch, Andreas J; Nichols, Thomas E

    2013-08-01

    The Potts model has enjoyed much success as a prior model for image segmentation. Given the individual classes in the model, the data are typically modeled as Gaussian random variates or as random variates from some other parametric distribution. In this article, we present a non-parametric Potts model and apply it to a functional magnetic resonance imaging study for the pre-surgical assessment of peritumoral brain activation. In our model, we assume that the Z-score image from a patient can be segmented into activated, deactivated, and null classes, or states. Conditional on the class, or state, the Z-scores are assumed to come from some generic distribution which we model non-parametrically using a mixture of Dirichlet process priors within the Bayesian framework. The posterior distribution of the model parameters is estimated with a Markov chain Monte Carlo algorithm, and Bayesian decision theory is used to make the final classifications. Our Potts prior model includes two parameters, the standard spatial regularization parameter and a parameter that can be interpreted as the a priori probability that each voxel belongs to the null, or background state, conditional on the lack of spatial regularization. We assume that both of these parameters are unknown, and jointly estimate them along with other model parameters. We show through simulation studies that our model performs on par, in terms of posterior expected loss, with parametric Potts models when the parametric model is correctly specified and outperforms parametric models when the parametric model in misspecified. PMID:22627277

  18. Cross-validation analysis of bias models in Bayesian multi-model projections of climate

    NASA Astrophysics Data System (ADS)

    Huttunen, J. M. J.; Räisänen, J.; Nissinen, A.; Lipponen, A.; Kolehmainen, V.

    2016-05-01

    Climate change projections are commonly based on multi-model ensembles of climate simulations. In this paper we consider the choice of bias models in Bayesian multimodel predictions. Buser et al. (Clim Res 44(2-3):227-241, 2010a) introduced a hybrid bias model which combines commonly used constant bias and constant relation bias assumptions. The hybrid model includes a weighting parameter which balances these bias models. In this study, we use a cross-validation approach to study which bias model or bias parameter leads to, in a specific sense, optimal climate change projections. The analysis is carried out for summer and winter season means of 2 m-temperatures spatially averaged over the IPCC SREX regions, using 19 model runs from the CMIP5 data set. The cross-validation approach is applied to calculate optimal bias parameters (in the specific sense) for projecting the temperature change from the control period (1961-2005) to the scenario period (2046-2090). The results are compared to the results of the Buser et al. (Clim Res 44(2-3):227-241, 2010a) method which includes the bias parameter as one of the unknown parameters to be estimated from the data.

  19. Finding the right balance between groundwater model complexity and experimental effort via Bayesian model selection

    NASA Astrophysics Data System (ADS)

    Schöniger, Anneli; Illman, Walter A.; Wöhling, Thomas; Nowak, Wolfgang

    2015-12-01

    Groundwater modelers face the challenge of how to assign representative parameter values to the studied aquifer. Several approaches are available to parameterize spatial heterogeneity in aquifer parameters. They differ in their conceptualization and complexity, ranging from homogeneous models to heterogeneous random fields. While it is common practice to invest more effort into data collection for models with a finer resolution of heterogeneities, there is a lack of advice which amount of data is required to justify a certain level of model complexity. In this study, we propose to use concepts related to Bayesian model selection to identify this balance. We demonstrate our approach on the characterization of a heterogeneous aquifer via hydraulic tomography in a sandbox experiment (Illman et al., 2010). We consider four increasingly complex parameterizations of hydraulic conductivity: (1) Effective homogeneous medium, (2) geology-based zonation, (3) interpolation by pilot points, and (4) geostatistical random fields. First, we investigate the shift in justified complexity with increasing amount of available data by constructing a model confusion matrix. This matrix indicates the maximum level of complexity that can be justified given a specific experimental setup. Second, we determine which parameterization is most adequate given the observed drawdown data. Third, we test how the different parameterizations perform in a validation setup. The results of our test case indicate that aquifer characterization via hydraulic tomography does not necessarily require (or justify) a geostatistical description. Instead, a zonation-based model might be a more robust choice, but only if the zonation is geologically adequate.

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

    PubMed Central

    Cuevas Rivera, Dario; Bitzer, Sebastian; Kiebel, Stefan J.

    2015-01-01

    The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an ‘intelligent coincidence detector’, which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena. PMID:26451888

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

    PubMed

    Cuevas Rivera, Dario; Bitzer, Sebastian; Kiebel, Stefan J

    2015-10-01

    The olfactory information that is received by the insect brain is encoded in the form of spatiotemporal patterns in the projection neurons of the antennal lobe. These dense and overlapping patterns are transformed into a sparse code in Kenyon cells in the mushroom body. Although it is clear that this sparse code is the basis for rapid categorization of odors, it is yet unclear how the sparse code in Kenyon cells is computed and what information it represents. Here we show that this computation can be modeled by sequential firing rate patterns using Lotka-Volterra equations and Bayesian online inference. This new model can be understood as an 'intelligent coincidence detector', which robustly and dynamically encodes the presence of specific odor features. We found that the model is able to qualitatively reproduce experimentally observed activity in both the projection neurons and the Kenyon cells. In particular, the model explains mechanistically how sparse activity in the Kenyon cells arises from the dense code in the projection neurons. The odor classification performance of the model proved to be robust against noise and time jitter in the observed input sequences. As in recent experimental results, we found that recognition of an odor happened very early during stimulus presentation in the model. Critically, by using the model, we found surprising but simple computational explanations for several experimental phenomena. PMID:26451888

  2. Two levels of Bayesian model averaging for optimal control of stochastic systems

    NASA Astrophysics Data System (ADS)

    Darwen, Paul J.

    2013-02-01

    Bayesian model averaging provides the best possible estimate of a model, given the data. This article uses that approach twice: once to get a distribution of plausible models of the world, and again to find a distribution of plausible control functions. The resulting ensemble gives control instructions different from simply taking the single best-fitting model and using it to find a single lowest-error control function for that single model. The only drawback is, of course, the need for more computer time: this article demonstrates that the required computer time is feasible. The test problem here is from flood control and risk management.

  3. Bayesian estimation of airborne fugitive emissions using a Gaussian plume model

    NASA Astrophysics Data System (ADS)

    Hosseini, Bamdad; Stockie, John M.

    2016-09-01

    A new method is proposed for estimating the rate of fugitive emissions of particulate matter from multiple time-dependent sources via measurements of deposition and concentration. We cast this source inversion problem within the Bayesian framework, and use a forward model based on a Gaussian plume solution. We present three alternate models for constructing the prior distribution on the emission rates as functions of time. Next, we present an industrial case study in which our framework is applied to estimate the rate of fugitive emissions of lead particulates from a smelter in Trail, British Columbia, Canada. The Bayesian framework not only provides an approximate solution to the inverse problem, but also quantifies the uncertainty in the solution. Using this information we perform an uncertainty propagation study in order to assess the impact of the estimated sources on the area surrounding the industrial site.

  4. Chain Graph Models to Elicit the Structure of a Bayesian Network

    PubMed Central

    Stefanini, Federico M.

    2014-01-01

    Bayesian networks are possibly the most successful graphical models to build decision support systems. Building the structure of large networks is still a challenging task, but Bayesian methods are particularly suited to exploit experts' degree of belief in a quantitative way while learning the network structure from data. In this paper details are provided about how to build a prior distribution on the space of network structures by eliciting a chain graph model on structural reference features. Several structural features expected to be often useful during the elicitation are described. The statistical background needed to effectively use this approach is summarized, and some potential pitfalls are illustrated. Finally, a few seminal contributions from the literature are reformulated in terms of structural features. PMID:24688427

  5. 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.

  6. Spatial correlation in Bayesian logistic regression with misclassification.

    PubMed

    Bihrmann, Kristine; Toft, Nils; Nielsen, Søren Saxmose; Ersbøll, Annette Kjær

    2014-06-01

    Standard logistic regression assumes that the outcome is measured perfectly. In practice, this is often not the case, which could lead to biased estimates if not accounted for. This study presents Bayesian logistic regression with adjustment for misclassification of the outcome applied to data with spatial correlation. The models assessed include a fixed effects model, an independent random effects model, and models with spatially correlated random effects modelled using conditional autoregressive prior distributions (ICAR and ICAR(ρ)). Performance of these models was evaluated in a simulation study. Parameters were estimated by Markov Chain Monte Carlo methods, using slice sampling to improve convergence. The results demonstrated that adjustment for misclassification must be included to produce unbiased regression estimates. With strong correlation the ICAR model performed best. With weak or moderate correlation the ICAR(ρ) performed best. With unknown spatial correlation the recommended model would be the ICAR(ρ), assuming convergence can be obtained. PMID:24889989

  7. Bayesian Analysis of a Reduced-Form Air Quality Model

    EPA Science Inventory

    Numerical air quality models are being used for assessing emission control strategies for improving ambient pollution levels across the globe. This paper applies probabilistic modeling to evaluate the effectiveness of emission reduction scenarios aimed at lowering ground-level oz...

  8. A Bayesian Semiparametric Latent Variable Model for Mixed Responses

    ERIC Educational Resources Information Center

    Fahrmeir, Ludwig; Raach, Alexander

    2007-01-01

    In this paper we introduce a latent variable model (LVM) for mixed ordinal and continuous responses, where covariate effects on the continuous latent variables are modelled through a flexible semiparametric Gaussian regression model. We extend existing LVMs with the usual linear covariate effects by including nonparametric components for nonlinear…

  9. Bayesian modeling for linking causally related observations in chest X-ray reports.

    PubMed Central

    Chapman, W. W.; Haug, P. J.

    1998-01-01

    Our natural language understanding system outputs a list of diseases, findings, and appliances found in a chest x-ray report. The system described in this paper links those diseases and findings that are causally related. Using Bayesian networks to model the conceptual and diagnostic information found in a chest x-ray we are able to infer more specific information about the findings that are linked to diseases. PMID:9929287

  10. Computational model of an infant brain subjected to periodic motion simplified modelling and Bayesian sensitivity analysis.

    PubMed

    Batterbee, D C; Sims, N D; Becker, W; Worden, K; Rowson, J

    2011-11-01

    Non-accidental head injury in infants, or shaken baby syndrome, is a highly controversial and disputed topic. Biomechanical studies often suggest that shaking alone cannot cause the classical symptoms, yet many medical experts believe the contrary. Researchers have turned to finite element modelling for a more detailed understanding of the interactions between the brain, skull, cerebrospinal fluid (CSF), and surrounding tissues. However, the uncertainties in such models are significant; these can arise from theoretical approximations, lack of information, and inherent variability. Consequently, this study presents an uncertainty analysis of a finite element model of a human head subject to shaking. Although the model geometry was greatly simplified, fluid-structure-interaction techniques were used to model the brain, skull, and CSF using a Eulerian mesh formulation with penalty-based coupling. Uncertainty and sensitivity measurements were obtained using Bayesian sensitivity analysis, which is a technique that is relatively new to the engineering community. Uncertainty in nine different model parameters was investigated for two different shaking excitations: sinusoidal translation only, and sinusoidal translation plus rotation about the base of the head. The level and type of sensitivity in the results was found to be highly dependent on the excitation type.

  11. A Bayesian model to predict oil spill consequences of management plans in the Gulf of Mexico

    SciTech Connect

    Obie, D.S.; Englehardt, J.

    1996-12-31

    A Bayesian risk analysis model, comprising of a release assessment module and an exposure assessment module for the oil transportation system in the Gulf of Mexico is described in this paper. The model is used to compute probability distributions for oil spill quantities for 160 grid cells in the Gulf of Mexico, and the volumes of that oil to reach 58 coastline segments over a user-specified planning period. In addition to historical oil spill data, the model can accept subjective information on management alternatives involving changes in the oil transportation system. For example, volumes, tugboat escorts, mechanical equipment and hull design can be altered, and user confidence can be entered concerning how changes will effect spill number and size. The release assessment module uses a predictive Bayesian negative binomial distribution for spill number, and a predictive Bayesian distribution based on the Pareto I distribution for spill size. Conditional transport probabilities developed by the Minerals Management Service and the results of the release assessment module were used in the exposure assessment module. Oil spill data maintained by the US Coast Guard for the years 1991-1995 were analyzed along with two basic oil transportation management scenarios.

  12. Estimation of temporal gait parameters using Bayesian models on acceleration signals.

    PubMed

    López-Nava, I H; Muñoz-Meléndez, A; Pérez Sanpablo, A I; Alessi Montero, A; Quiñones Urióstegui, I; Núñez Carrera, L

    2016-01-01

    The purpose of this study is to develop a system capable of performing calculation of temporal gait parameters using two low-cost wireless accelerometers and artificial intelligence-based techniques as part of a larger research project for conducting human gait analysis. Ten healthy subjects of different ages participated in this study and performed controlled walking tests. Two wireless accelerometers were placed on their ankles. Raw acceleration signals were processed in order to obtain gait patterns from characteristic peaks related to steps. A Bayesian model was implemented to classify the characteristic peaks into steps or nonsteps. The acceleration signals were segmented based on gait events, such as heel strike and toe-off, of actual steps. Temporal gait parameters, such as cadence, ambulation time, step time, gait cycle time, stance and swing phase time, simple and double support time, were estimated from segmented acceleration signals. Gait data-sets were divided into two groups of ages to test Bayesian models in order to classify the characteristic peaks. The mean error obtained from calculating the temporal gait parameters was 4.6%. Bayesian models are useful techniques that can be applied to classification of gait data of subjects at different ages with promising results.

  13. A High Performance Bayesian Computing Framework for Spatiotemporal Uncertainty Modeling

    NASA Astrophysics Data System (ADS)

    Cao, G.

    2015-12-01

    All types of spatiotemporal measurements are subject to uncertainty. With spatiotemporal data becomes increasingly involved in scientific research and decision making, it is important to appropriately model the impact of uncertainty. Quantitatively modeling spatiotemporal uncertainty, however, is a challenging problem considering the complex dependence and dataheterogeneities.State-space models provide a unifying and intuitive framework for dynamic systems modeling. In this paper, we aim to extend the conventional state-space models for uncertainty modeling in space-time contexts while accounting for spatiotemporal effects and data heterogeneities. Gaussian Markov Random Field (GMRF) models, also known as conditional autoregressive models, are arguably the most commonly used methods for modeling of spatially dependent data. GMRF models basically assume that a geo-referenced variable primarily depends on its neighborhood (Markov property), and the spatial dependence structure is described via a precision matrix. Recent study has shown that GMRFs are efficient approximation to the commonly used Gaussian fields (e.g., Kriging), and compared with Gaussian fields, GMRFs enjoy a series of appealing features, such as fast computation and easily accounting for heterogeneities in spatial data (e.g, point and areal). This paper represents each spatial dataset as a GMRF and integrates them into a state-space form to statistically model the temporal dynamics. Different types of spatial measurements (e.g., categorical, count or continuous), can be accounted for by according link functions. A fast alternative to MCMC framework, so-called Integrated Nested Laplace Approximation (INLA), was adopted for model inference.Preliminary case studies will be conducted to showcase the advantages of the described framework. In the first case, we apply the proposed method for modeling the water table elevation of Ogallala aquifer over the past decades. In the second case, we analyze the

  14. Parameter inference in small world network disease models with approximate Bayesian Computational methods

    NASA Astrophysics Data System (ADS)

    Walker, David M.; Allingham, David; Lee, Heung Wing Joseph; Small, Michael

    2010-02-01

    Small world network models have been effective in capturing the variable behaviour of reported case data of the SARS coronavirus outbreak in Hong Kong during 2003. Simulations of these models have previously been realized using informed “guesses” of the proposed model parameters and tested for consistency with the reported data by surrogate analysis. In this paper we attempt to provide statistically rigorous parameter distributions using Approximate Bayesian Computation sampling methods. We find that such sampling schemes are a useful framework for fitting parameters of stochastic small world network models where simulation of the system is straightforward but expressing a likelihood is cumbersome.

  15. Bayesian geostatistical design: Task-driven optimal site investigation when the geostatistical model is uncertain

    NASA Astrophysics Data System (ADS)

    Nowak, W.; de Barros, F. P. J.; Rubin, Y.

    2010-03-01

    Geostatistical optimal design optimizes subsurface exploration for maximum information toward task-specific prediction goals. Until recently, most geostatistical design studies have assumed that the geostatistical description (i.e., the mean, trends, covariance models and their parameters) is given a priori. This contradicts, as emphasized by Rubin and Dagan (1987a), the fact that only few or even no data at all offer support for such assumptions prior to the bulk of exploration effort. We believe that geostatistical design should (1) avoid unjustified a priori assumptions on the geostatistical description, (2) instead reduce geostatistical model uncertainty as secondary design objective