Bayesian Meta-Analysis of Cronbach's Coefficient Alpha to Evaluate Informative Hypotheses
ERIC Educational Resources Information Center
Okada, Kensuke
2015-01-01
This paper proposes a new method to evaluate informative hypotheses for meta-analysis of Cronbach's coefficient alpha using a Bayesian approach. The coefficient alpha is one of the most widely used reliability indices. In meta-analyses of reliability, researchers typically form specific informative hypotheses beforehand, such as "alpha of…
DATMAN: A reliability data analysis program using Bayesian updating
DOE Office of Scientific and Technical Information (OSTI.GOV)
Becker, M.; Feltus, M.A.
1996-12-31
Preventive maintenance (PM) techniques focus on the prevention of failures, in particular, system components that are important to plant functions. Reliability-centered maintenance (RCM) improves on the PM techniques by introducing a set of guidelines by which to evaluate the system functions. It also minimizes intrusive maintenance, labor, and equipment downtime without sacrificing system performance when its function is essential for plant safety. Both the PM and RCM approaches require that system reliability data be updated as more component failures and operation time are acquired. Systems reliability and the likelihood of component failures can be calculated by Bayesian statistical methods, whichmore » can update these data. The DATMAN computer code has been developed at Penn State to simplify the Bayesian analysis by performing tedious calculations needed for RCM reliability analysis. DATMAN reads data for updating, fits a distribution that best fits the data, and calculates component reliability. DATMAN provides a user-friendly interface menu that allows the user to choose from several common prior and posterior distributions, insert new failure data, and visually select the distribution that matches the data most accurately.« less
NASA Astrophysics Data System (ADS)
Iskandar, Ismed; Satria Gondokaryono, Yudi
2016-02-01
In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range between the true value and the maximum likelihood estimated value lines.
[Reliability theory based on quality risk network analysis for Chinese medicine injection].
Li, Zheng; Kang, Li-Yuan; Fan, Xiao-Hui
2014-08-01
A new risk analysis method based upon reliability theory was introduced in this paper for the quality risk management of Chinese medicine injection manufacturing plants. The risk events including both cause and effect ones were derived in the framework as nodes with a Bayesian network analysis approach. It thus transforms the risk analysis results from failure mode and effect analysis (FMEA) into a Bayesian network platform. With its structure and parameters determined, the network can be used to evaluate the system reliability quantitatively with probabilistic analytical appraoches. Using network analysis tools such as GeNie and AgenaRisk, we are able to find the nodes that are most critical to influence the system reliability. The importance of each node to the system can be quantitatively evaluated by calculating the effect of the node on the overall risk, and minimization plan can be determined accordingly to reduce their influences and improve the system reliability. Using the Shengmai injection manufacturing plant of SZYY Ltd as a user case, we analyzed the quality risk with both static FMEA analysis and dynamic Bayesian Network analysis. The potential risk factors for the quality of Shengmai injection manufacturing were identified with the network analysis platform. Quality assurance actions were further defined to reduce the risk and improve the product quality.
Bayesian Meta-Analysis of Coefficient Alpha
ERIC Educational Resources Information Center
Brannick, Michael T.; Zhang, Nanhua
2013-01-01
The current paper describes and illustrates a Bayesian approach to the meta-analysis of coefficient alpha. Alpha is the most commonly used estimate of the reliability or consistency (freedom from measurement error) for educational and psychological measures. The conventional approach to meta-analysis uses inverse variance weights to combine…
A Bayesian approach to reliability and confidence
NASA Technical Reports Server (NTRS)
Barnes, Ron
1989-01-01
The historical evolution of NASA's interest in quantitative measures of reliability assessment is outlined. The introduction of some quantitative methodologies into the Vehicle Reliability Branch of the Safety, Reliability and Quality Assurance (SR and QA) Division at Johnson Space Center (JSC) was noted along with the development of the Extended Orbiter Duration--Weakest Link study which will utilize quantitative tools for a Bayesian statistical analysis. Extending the earlier work of NASA sponsor, Richard Heydorn, researchers were able to produce a consistent Bayesian estimate for the reliability of a component and hence by a simple extension for a system of components in some cases where the rate of failure is not constant but varies over time. Mechanical systems in general have this property since the reliability usually decreases markedly as the parts degrade over time. While they have been able to reduce the Bayesian estimator to a simple closed form for a large class of such systems, the form for the most general case needs to be attacked by the computer. Once a table is generated for this form, researchers will have a numerical form for the general solution. With this, the corresponding probability statements about the reliability of a system can be made in the most general setting. Note that the utilization of uniform Bayesian priors represents a worst case scenario in the sense that as researchers incorporate more expert opinion into the model, they will be able to improve the strength of the probability calculations.
A Bayesian modification to the Jelinski-Moranda software reliability growth model
NASA Technical Reports Server (NTRS)
Littlewood, B.; Sofer, A.
1983-01-01
The Jelinski-Moranda (JM) model for software reliability was examined. It is suggested that a major reason for the poor results given by this model is the poor performance of the maximum likelihood method (ML) of parameter estimation. A reparameterization and Bayesian analysis, involving a slight modelling change, are proposed. It is shown that this new Bayesian-Jelinski-Moranda model (BJM) is mathematically quite tractable, and several metrics of interest to practitioners are obtained. The BJM and JM models are compared by using several sets of real software failure data collected and in all cases the BJM model gives superior reliability predictions. A change in the assumption which underlay both models to present the debugging process more accurately is discussed.
NASA Astrophysics Data System (ADS)
Hanish Nithin, Anu; Omenzetter, Piotr
2017-04-01
Optimization of the life-cycle costs and reliability of offshore wind turbines (OWTs) is an area of immense interest due to the widespread increase in wind power generation across the world. Most of the existing studies have used structural reliability and the Bayesian pre-posterior analysis for optimization. This paper proposes an extension to the previous approaches in a framework for probabilistic optimization of the total life-cycle costs and reliability of OWTs by combining the elements of structural reliability/risk analysis (SRA), the Bayesian pre-posterior analysis with optimization through a genetic algorithm (GA). The SRA techniques are adopted to compute the probabilities of damage occurrence and failure associated with the deterioration model. The probabilities are used in the decision tree and are updated using the Bayesian analysis. The output of this framework would determine the optimal structural health monitoring and maintenance schedules to be implemented during the life span of OWTs while maintaining a trade-off between the life-cycle costs and risk of the structural failure. Numerical illustrations with a generic deterioration model for one monitoring exercise in the life cycle of a system are demonstrated. Two case scenarios, namely to build initially an expensive and robust or a cheaper but more quickly deteriorating structures and to adopt expensive monitoring system, are presented to aid in the decision-making process.
Bayesian Inference for NASA Probabilistic Risk and Reliability Analysis
NASA Technical Reports Server (NTRS)
Dezfuli, Homayoon; Kelly, Dana; Smith, Curtis; Vedros, Kurt; Galyean, William
2009-01-01
This document, Bayesian Inference for NASA Probabilistic Risk and Reliability Analysis, is intended to provide guidelines for the collection and evaluation of risk and reliability-related data. It is aimed at scientists and engineers familiar with risk and reliability methods and provides a hands-on approach to the investigation and application of a variety of risk and reliability data assessment methods, tools, and techniques. This document provides both: A broad perspective on data analysis collection and evaluation issues. A narrow focus on the methods to implement a comprehensive information repository. The topics addressed herein cover the fundamentals of how data and information are to be used in risk and reliability analysis models and their potential role in decision making. Understanding these topics is essential to attaining a risk informed decision making environment that is being sought by NASA requirements and procedures such as 8000.4 (Agency Risk Management Procedural Requirements), NPR 8705.05 (Probabilistic Risk Assessment Procedures for NASA Programs and Projects), and the System Safety requirements of NPR 8715.3 (NASA General Safety Program Requirements).
NASA Astrophysics Data System (ADS)
Iskandar, I.
2018-03-01
The exponential distribution is the most widely used reliability analysis. This distribution is very suitable for representing the lengths of life of many cases and is available in a simple statistical form. The characteristic of this distribution is a constant hazard rate. The exponential distribution is the lower rank of the Weibull distributions. In this paper our effort is to introduce the basic notions that constitute an exponential competing risks model in reliability analysis using Bayesian analysis approach and presenting their analytic methods. The cases are limited to the models with independent causes of failure. A non-informative prior distribution is used in our analysis. This model describes the likelihood function and follows with the description of the posterior function and the estimations of the point, interval, hazard function, and reliability. The net probability of failure if only one specific risk is present, crude probability of failure due to a specific risk in the presence of other causes, and partial crude probabilities are also included.
Gajewski, Byron J.; Lee, Robert; Dunton, Nancy
2012-01-01
Data Envelopment Analysis (DEA) is the most commonly used approach for evaluating healthcare efficiency (Hollingsworth, 2008), but a long-standing concern is that DEA assumes that data are measured without error. This is quite unlikely, and DEA and other efficiency analysis techniques may yield biased efficiency estimates if it is not realized (Gajewski, Lee, Bott, Piamjariyakul and Taunton, 2009; Ruggiero, 2004). We propose to address measurement error systematically using a Bayesian method (Bayesian DEA). We will apply Bayesian DEA to data from the National Database of Nursing Quality Indicators® (NDNQI®) to estimate nursing units’ efficiency. Several external reliability studies inform the posterior distribution of the measurement error on the DEA variables. We will discuss the case of generalizing the approach to situations where an external reliability study is not feasible. PMID:23328796
Reliability modelling and analysis of a multi-state element based on a dynamic Bayesian network
NASA Astrophysics Data System (ADS)
Li, Zhiqiang; Xu, Tingxue; Gu, Junyuan; Dong, Qi; Fu, Linyu
2018-04-01
This paper presents a quantitative reliability modelling and analysis method for multi-state elements based on a combination of the Markov process and a dynamic Bayesian network (DBN), taking perfect repair, imperfect repair and condition-based maintenance (CBM) into consideration. The Markov models of elements without repair and under CBM are established, and an absorbing set is introduced to determine the reliability of the repairable element. According to the state-transition relations between the states determined by the Markov process, a DBN model is built. In addition, its parameters for series and parallel systems, namely, conditional probability tables, can be calculated by referring to the conditional degradation probabilities. Finally, the power of a control unit in a failure model is used as an example. A dynamic fault tree (DFT) is translated into a Bayesian network model, and subsequently extended to a DBN. The results show the state probabilities of an element and the system without repair, with perfect and imperfect repair, and under CBM, with an absorbing set plotted by differential equations and verified. Through referring forward, the reliability value of the control unit is determined in different kinds of modes. Finally, weak nodes are noted in the control unit.
Pocket Handbook on Reliability
1975-09-01
exponencial distributions Weibull distribution, -xtimating reliability, confidence intervals, relia- bility growth, 0. P- curves, Bayesian analysis. 20 A S...introduction for those not familiar with reliability and a good refresher for those who are currently working in the area. LEWIS NERI, CHIEF...includes one or both of the following objectives: a) prediction of the current system reliability, b) projection on the system reliability for someI future
Bayesian methods in reliability
NASA Astrophysics Data System (ADS)
Sander, P.; Badoux, R.
1991-11-01
The present proceedings from a course on Bayesian methods in reliability encompasses Bayesian statistical methods and their computational implementation, models for analyzing censored data from nonrepairable systems, the traits of repairable systems and growth models, the use of expert judgment, and a review of the problem of forecasting software reliability. Specific issues addressed include the use of Bayesian methods to estimate the leak rate of a gas pipeline, approximate analyses under great prior uncertainty, reliability estimation techniques, and a nonhomogeneous Poisson process. Also addressed are the calibration sets and seed variables of expert judgment systems for risk assessment, experimental illustrations of the use of expert judgment for reliability testing, and analyses of the predictive quality of software-reliability growth models such as the Weibull order statistics.
A Bayesian approach to parameter and reliability estimation in the Poisson distribution.
NASA Technical Reports Server (NTRS)
Canavos, G. C.
1972-01-01
For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.
Reliability modelling and analysis of a multi-state element based on a dynamic Bayesian network
Xu, Tingxue; Gu, Junyuan; Dong, Qi; Fu, Linyu
2018-01-01
This paper presents a quantitative reliability modelling and analysis method for multi-state elements based on a combination of the Markov process and a dynamic Bayesian network (DBN), taking perfect repair, imperfect repair and condition-based maintenance (CBM) into consideration. The Markov models of elements without repair and under CBM are established, and an absorbing set is introduced to determine the reliability of the repairable element. According to the state-transition relations between the states determined by the Markov process, a DBN model is built. In addition, its parameters for series and parallel systems, namely, conditional probability tables, can be calculated by referring to the conditional degradation probabilities. Finally, the power of a control unit in a failure model is used as an example. A dynamic fault tree (DFT) is translated into a Bayesian network model, and subsequently extended to a DBN. The results show the state probabilities of an element and the system without repair, with perfect and imperfect repair, and under CBM, with an absorbing set plotted by differential equations and verified. Through referring forward, the reliability value of the control unit is determined in different kinds of modes. Finally, weak nodes are noted in the control unit. PMID:29765629
A Bayesian Framework for Reliability Analysis of Spacecraft Deployments
NASA Technical Reports Server (NTRS)
Evans, John W.; Gallo, Luis; Kaminsky, Mark
2012-01-01
Deployable subsystems are essential to mission success of most spacecraft. These subsystems enable critical functions including power, communications and thermal control. The loss of any of these functions will generally result in loss of the mission. These subsystems and their components often consist of unique designs and applications for which various standardized data sources are not applicable for estimating reliability and for assessing risks. In this study, a two stage sequential Bayesian framework for reliability estimation of spacecraft deployment was developed for this purpose. This process was then applied to the James Webb Space Telescope (JWST) Sunshield subsystem, a unique design intended for thermal control of the Optical Telescope Element. Initially, detailed studies of NASA deployment history, "heritage information", were conducted, extending over 45 years of spacecraft launches. This information was then coupled to a non-informative prior and a binomial likelihood function to create a posterior distribution for deployments of various subsystems uSing Monte Carlo Markov Chain sampling. Select distributions were then coupled to a subsequent analysis, using test data and anomaly occurrences on successive ground test deployments of scale model test articles of JWST hardware, to update the NASA heritage data. This allowed for a realistic prediction for the reliability of the complex Sunshield deployment, with credibility limits, within this two stage Bayesian framework.
The Challenges of Credible Thermal Protection System Reliability Quantification
NASA Technical Reports Server (NTRS)
Green, Lawrence L.
2013-01-01
The paper discusses several of the challenges associated with developing a credible reliability estimate for a human-rated crew capsule thermal protection system. The process of developing such a credible estimate is subject to the quantification, modeling and propagation of numerous uncertainties within a probabilistic analysis. The development of specific investment recommendations, to improve the reliability prediction, among various potential testing and programmatic options is then accomplished through Bayesian analysis.
Uncertainty aggregation and reduction in structure-material performance prediction
NASA Astrophysics Data System (ADS)
Hu, Zhen; Mahadevan, Sankaran; Ao, Dan
2018-02-01
An uncertainty aggregation and reduction framework is presented for structure-material performance prediction. Different types of uncertainty sources, structural analysis model, and material performance prediction model are connected through a Bayesian network for systematic uncertainty aggregation analysis. To reduce the uncertainty in the computational structure-material performance prediction model, Bayesian updating using experimental observation data is investigated based on the Bayesian network. It is observed that the Bayesian updating results will have large error if the model cannot accurately represent the actual physics, and that this error will be propagated to the predicted performance distribution. To address this issue, this paper proposes a novel uncertainty reduction method by integrating Bayesian calibration with model validation adaptively. The observation domain of the quantity of interest is first discretized into multiple segments. An adaptive algorithm is then developed to perform model validation and Bayesian updating over these observation segments sequentially. Only information from observation segments where the model prediction is highly reliable is used for Bayesian updating; this is found to increase the effectiveness and efficiency of uncertainty reduction. A composite rotorcraft hub component fatigue life prediction model, which combines a finite element structural analysis model and a material damage model, is used to demonstrate the proposed method.
NASA Astrophysics Data System (ADS)
Ha, Taesung
A probabilistic risk assessment (PRA) was conducted for a loss of coolant accident, (LOCA) in the McMaster Nuclear Reactor (MNR). A level 1 PRA was completed including event sequence modeling, system modeling, and quantification. To support the quantification of the accident sequence identified, data analysis using the Bayesian method and human reliability analysis (HRA) using the accident sequence evaluation procedure (ASEP) approach were performed. Since human performance in research reactors is significantly different from that in power reactors, a time-oriented HRA model (reliability physics model) was applied for the human error probability (HEP) estimation of the core relocation. This model is based on two competing random variables: phenomenological time and performance time. The response surface and direct Monte Carlo simulation with Latin Hypercube sampling were applied for estimating the phenomenological time, whereas the performance time was obtained from interviews with operators. An appropriate probability distribution for the phenomenological time was assigned by statistical goodness-of-fit tests. The human error probability (HEP) for the core relocation was estimated from these two competing quantities: phenomenological time and operators' performance time. The sensitivity of each probability distribution in human reliability estimation was investigated. In order to quantify the uncertainty in the predicted HEPs, a Bayesian approach was selected due to its capability of incorporating uncertainties in model itself and the parameters in that model. The HEP from the current time-oriented model was compared with that from the ASEP approach. Both results were used to evaluate the sensitivity of alternative huinan reliability modeling for the manual core relocation in the LOCA risk model. This exercise demonstrated the applicability of a reliability physics model supplemented with a. Bayesian approach for modeling human reliability and its potential usefulness of quantifying model uncertainty as sensitivity analysis in the PRA model.
Spatiotemporal Bayesian analysis of Lyme disease in New York state, 1990-2000.
Chen, Haiyan; Stratton, Howard H; Caraco, Thomas B; White, Dennis J
2006-07-01
Mapping ordinarily increases our understanding of nontrivial spatial and temporal heterogeneities in disease rates. However, the large number of parameters required by the corresponding statistical models often complicates detailed analysis. This study investigates the feasibility of a fully Bayesian hierarchical regression approach to the problem and identifies how it outperforms two more popular methods: crude rate estimates (CRE) and empirical Bayes standardization (EBS). In particular, we apply a fully Bayesian approach to the spatiotemporal analysis of Lyme disease incidence in New York state for the period 1990-2000. These results are compared with those obtained by CRE and EBS in Chen et al. (2005). We show that the fully Bayesian regression model not only gives more reliable estimates of disease rates than the other two approaches but also allows for tractable models that can accommodate more numerous sources of variation and unknown parameters.
System Analysis by Mapping a Fault-tree into a Bayesian-network
NASA Astrophysics Data System (ADS)
Sheng, B.; Deng, C.; Wang, Y. H.; Tang, L. H.
2018-05-01
In view of the limitations of fault tree analysis in reliability assessment, Bayesian Network (BN) has been studied as an alternative technology. After a brief introduction to the method for mapping a Fault Tree (FT) into an equivalent BN, equations used to calculate the structure importance degree, the probability importance degree and the critical importance degree are presented. Furthermore, the correctness of these equations is proved mathematically. Combining with an aircraft landing gear’s FT, an equivalent BN is developed and analysed. The results show that richer and more accurate information have been achieved through the BN method than the FT, which demonstrates that the BN is a superior technique in both reliability assessment and fault diagnosis.
Tenan, Matthew S; Tweedell, Andrew J; Haynes, Courtney A
2017-12-01
The onset of muscle activity, as measured by electromyography (EMG), is a commonly applied metric in biomechanics. Intramuscular EMG is often used to examine deep musculature and there are currently no studies examining the effectiveness of algorithms for intramuscular EMG onset. The present study examines standard surface EMG onset algorithms (linear envelope, Teager-Kaiser Energy Operator, and sample entropy) and novel algorithms (time series mean-variance analysis, sequential/batch processing with parametric and nonparametric methods, and Bayesian changepoint analysis). Thirteen male and 5 female subjects had intramuscular EMG collected during isolated biceps brachii and vastus lateralis contractions, resulting in 103 trials. EMG onset was visually determined twice by 3 blinded reviewers. Since the reliability of visual onset was high (ICC (1,1) : 0.92), the mean of the 6 visual assessments was contrasted with the algorithmic approaches. Poorly performing algorithms were stepwise eliminated via (1) root mean square error analysis, (2) algorithm failure to identify onset/premature onset, (3) linear regression analysis, and (4) Bland-Altman plots. The top performing algorithms were all based on Bayesian changepoint analysis of rectified EMG and were statistically indistinguishable from visual analysis. Bayesian changepoint analysis has the potential to produce more reliable, accurate, and objective intramuscular EMG onset results than standard methodologies.
Yang, Ziheng; Zhu, Tianqi
2018-02-20
The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this overconfidence are unknown. In general, the performance of Bayesian selection of misspecified models is poorly understood, even though this is of great scientific interest since models are never true in real data analysis. Here we characterize the asymptotic behavior of Bayesian model selection and show that when the competing models are equally wrong, Bayesian model selection exhibits surprising and polarized behaviors in large datasets, supporting one model with full force while rejecting the others. If one model is slightly less wrong than the other, the less wrong model will eventually win when the amount of data increases, but the method may become overconfident before it becomes reliable. We suggest that this extreme behavior may be a major factor for the spuriously high posterior probabilities for evolutionary trees. The philosophical implications of our results to the application of Bayesian model selection to evaluate opposing scientific hypotheses are yet to be explored, as are the behaviors of non-Bayesian methods in similar situations.
Review of Reliability-Based Design Optimization Approach and Its Integration with Bayesian Method
NASA Astrophysics Data System (ADS)
Zhang, Xiangnan
2018-03-01
A lot of uncertain factors lie in practical engineering, such as external load environment, material property, geometrical shape, initial condition, boundary condition, etc. Reliability method measures the structural safety condition and determine the optimal design parameter combination based on the probabilistic theory. Reliability-based design optimization (RBDO) is the most commonly used approach to minimize the structural cost or other performance under uncertainty variables which combines the reliability theory and optimization. However, it cannot handle the various incomplete information. The Bayesian approach is utilized to incorporate this kind of incomplete information in its uncertainty quantification. In this paper, the RBDO approach and its integration with Bayesian method are introduced.
Population forecasts for Bangladesh, using a Bayesian methodology.
Mahsin, Md; Hossain, Syed Shahadat
2012-12-01
Population projection for many developing countries could be quite a challenging task for the demographers mostly due to lack of availability of enough reliable data. The objective of this paper is to present an overview of the existing methods for population forecasting and to propose an alternative based on the Bayesian statistics, combining the formality of inference. The analysis has been made using Markov Chain Monte Carlo (MCMC) technique for Bayesian methodology available with the software WinBUGS. Convergence diagnostic techniques available with the WinBUGS software have been applied to ensure the convergence of the chains necessary for the implementation of MCMC. The Bayesian approach allows for the use of observed data and expert judgements by means of appropriate priors, and a more realistic population forecasts, along with associated uncertainty, has been possible.
Bayesian meta-analysis of Cronbach's coefficient alpha to evaluate informative hypotheses.
Okada, Kensuke
2015-12-01
This paper proposes a new method to evaluate informative hypotheses for meta-analysis of Cronbach's coefficient alpha using a Bayesian approach. The coefficient alpha is one of the most widely used reliability indices. In meta-analyses of reliability, researchers typically form specific informative hypotheses beforehand, such as 'alpha of this test is greater than 0.8' or 'alpha of one form of a test is greater than the others.' The proposed method enables direct evaluation of these informative hypotheses. To this end, a Bayes factor is calculated to evaluate the informative hypothesis against its complement. It allows researchers to summarize the evidence provided by previous studies in favor of their informative hypothesis. The proposed approach can be seen as a natural extension of the Bayesian meta-analysis of coefficient alpha recently proposed in this journal (Brannick and Zhang, 2013). The proposed method is illustrated through two meta-analyses of real data that evaluate different kinds of informative hypotheses on superpopulation: one is that alpha of a particular test is above the criterion value, and the other is that alphas among different test versions have ordered relationships. Informative hypotheses are supported from the data in both cases, suggesting that the proposed approach is promising for application. Copyright © 2015 John Wiley & Sons, Ltd.
Morelli, Maria Sole; Giannoni, Alberto; Passino, Claudio; Landini, Luigi; Emdin, Michele; Vanello, Nicola
2016-01-01
Electroencephalographic (EEG) irreducible artifacts are common and the removal of corrupted segments from the analysis may be required. The present study aims at exploring the effects of different EEG Missing Data Segment (MDS) distributions on cross-correlation analysis, involving EEG and physiological signals. The reliability of cross-correlation analysis both at single subject and at group level as a function of missing data statistics was evaluated using dedicated simulations. Moreover, a Bayesian-based approach for combining the single subject results at group level by considering each subject’s reliability was introduced. Starting from the above considerations, the cross-correlation function between EEG Global Field Power (GFP) in delta band and end-tidal CO2 (PETCO2) during rest and voluntary breath-hold was evaluated in six healthy subjects. The analysis of simulated data results at single subject level revealed a worsening of precision and accuracy in the cross-correlation analysis in the presence of MDS. At the group level, a large improvement in the results’ reliability with respect to single subject analysis was observed. The proposed Bayesian approach showed a slight improvement with respect to simple average results. Real data results were discussed in light of the simulated data tests and of the current physiological findings. PMID:27809243
Practical differences among probabilities, possibilities, and credibilities
NASA Astrophysics Data System (ADS)
Grandin, Jean-Francois; Moulin, Caroline
2002-03-01
This paper presents some important differences that exist between theories, which allow the uncertainty management in data fusion. The main comparative results illustrated in this paper are the followings: Incompatibility between decisions got from probabilities and credibilities is highlighted. In the dynamic frame, as remarked in [19] or [17], belief and plausibility of Dempster-Shafer model do not frame the Bayesian probability. This framing can however be obtained by the Modified Dempster-Shafer approach. It also can be obtained in the Bayesian framework either by simulation techniques, or with a studentization. The uncommitted in the Dempster-Shafer way, e.g. the mass accorded to the ignorance, gives a mechanism similar to the reliability in the Bayesian model. Uncommitted mass in Dempster-Shafer theory or reliability in Bayes theory act like a filter that weakens extracted information, and improves robustness to outliners. So, it is logical to observe on examples like the one presented particularly by D.M. Buede, a faster convergence of a Bayesian method that doesn't take into account the reliability, in front of Dempster-Shafer method which uses uncommitted mass. But, on Bayesian masses, if reliability is taken into account, at the same level that the uncommited, e.g. F=1-m, we observe an equivalent rate for convergence. When Dempster-Shafer and Bayes operator are informed by uncertainty, faster or lower convergence can be exhibited on non Bayesian masses. This is due to positive or negative synergy between information delivered by sensors. This effect is a direct consequence of non additivity when considering non Bayesian masses. Unknowledge of the prior in bayesian techniques can be quickly compensated by information accumulated as time goes on by a set of sensors. All these results are presented on simple examples, and developed when necessary.
Cross-view gait recognition using joint Bayesian
NASA Astrophysics Data System (ADS)
Li, Chao; Sun, Shouqian; Chen, Xiaoyu; Min, Xin
2017-07-01
Human gait, as a soft biometric, helps to recognize people by walking. To further improve the recognition performance under cross-view condition, we propose Joint Bayesian to model the view variance. We evaluated our prosed method with the largest population (OULP) dataset which makes our result reliable in a statically way. As a result, we confirmed our proposed method significantly outperformed state-of-the-art approaches for both identification and verification tasks. Finally, sensitivity analysis on the number of training subjects was conducted, we find Joint Bayesian could achieve competitive results even with a small subset of training subjects (100 subjects). For further comparison, experimental results, learning models, and test codes are available.
Bayesian analysis of rare events
NASA Astrophysics Data System (ADS)
Straub, Daniel; Papaioannou, Iason; Betz, Wolfgang
2016-06-01
In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into the probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.
NASA Astrophysics Data System (ADS)
Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen
2017-06-01
This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.
Bayesian least squares deconvolution
NASA Astrophysics Data System (ADS)
Asensio Ramos, A.; Petit, P.
2015-11-01
Aims: We develop a fully Bayesian least squares deconvolution (LSD) that can be applied to the reliable detection of magnetic signals in noise-limited stellar spectropolarimetric observations using multiline techniques. Methods: We consider LSD under the Bayesian framework and we introduce a flexible Gaussian process (GP) prior for the LSD profile. This prior allows the result to automatically adapt to the presence of signal. We exploit several linear algebra identities to accelerate the calculations. The final algorithm can deal with thousands of spectral lines in a few seconds. Results: We demonstrate the reliability of the method with synthetic experiments and we apply it to real spectropolarimetric observations of magnetic stars. We are able to recover the magnetic signals using a small number of spectral lines, together with the uncertainty at each velocity bin. This allows the user to consider if the detected signal is reliable. The code to compute the Bayesian LSD profile is freely available.
Groth, Katrina M.; Smith, Curtis L.; Swiler, Laura P.
2014-04-05
In the past several years, several international agencies have begun to collect data on human performance in nuclear power plant simulators [1]. This data provides a valuable opportunity to improve human reliability analysis (HRA), but there improvements will not be realized without implementation of Bayesian methods. Bayesian methods are widely used in to incorporate sparse data into models in many parts of probabilistic risk assessment (PRA), but Bayesian methods have not been adopted by the HRA community. In this article, we provide a Bayesian methodology to formally use simulator data to refine the human error probabilities (HEPs) assigned by existingmore » HRA methods. We demonstrate the methodology with a case study, wherein we use simulator data from the Halden Reactor Project to update the probability assignments from the SPAR-H method. The case study demonstrates the ability to use performance data, even sparse data, to improve existing HRA methods. Furthermore, this paper also serves as a demonstration of the value of Bayesian methods to improve the technical basis of HRA.« less
Use of limited data to construct Bayesian networks for probabilistic risk assessment.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Groth, Katrina M.; Swiler, Laura Painton
2013-03-01
Probabilistic Risk Assessment (PRA) is a fundamental part of safety/quality assurance for nuclear power and nuclear weapons. Traditional PRA very effectively models complex hardware system risks using binary probabilistic models. However, traditional PRA models are not flexible enough to accommodate non-binary soft-causal factors, such as digital instrumentation&control, passive components, aging, common cause failure, and human errors. Bayesian Networks offer the opportunity to incorporate these risks into the PRA framework. This report describes the results of an early career LDRD project titled %E2%80%9CUse of Limited Data to Construct Bayesian Networks for Probabilistic Risk Assessment%E2%80%9D. The goal of the work was tomore » establish the capability to develop Bayesian Networks from sparse data, and to demonstrate this capability by producing a data-informed Bayesian Network for use in Human Reliability Analysis (HRA) as part of nuclear power plant Probabilistic Risk Assessment (PRA). This report summarizes the research goal and major products of the research.« less
Confirmatory Factor Analysis Alternative: Free, Accessible CBID Software.
Bott, Marjorie; Karanevich, Alex G; Garrard, Lili; Price, Larry R; Mudaranthakam, Dinesh Pal; Gajewski, Byron
2018-02-01
New software that performs Classical and Bayesian Instrument Development (CBID) is reported that seamlessly integrates expert (content validity) and participant data (construct validity) to produce entire reliability estimates with smaller sample requirements. The free CBID software can be accessed through a website and used by clinical investigators in new instrument development. Demonstrations are presented of the three approaches using the CBID software: (a) traditional confirmatory factor analysis (CFA), (b) Bayesian CFA using flat uninformative prior, and (c) Bayesian CFA using content expert data (informative prior). Outcomes of usability testing demonstrate the need to make the user-friendly, free CBID software available to interdisciplinary researchers. CBID has the potential to be a new and expeditious method for instrument development, adding to our current measurement toolbox. This allows for the development of new instruments for measuring determinants of health in smaller diverse populations or populations of rare diseases.
Zhang, Limao; Wu, Xianguo; Qin, Yawei; Skibniewski, Miroslaw J; Liu, Wenli
2016-02-01
Tunneling excavation is bound to produce significant disturbances to surrounding environments, and the tunnel-induced damage to adjacent underground buried pipelines is of considerable importance for geotechnical practice. A fuzzy Bayesian networks (FBNs) based approach for safety risk analysis is developed in this article with detailed step-by-step procedures, consisting of risk mechanism analysis, the FBN model establishment, fuzzification, FBN-based inference, defuzzification, and decision making. In accordance with the failure mechanism analysis, a tunnel-induced pipeline damage model is proposed to reveal the cause-effect relationships between the pipeline damage and its influential variables. In terms of the fuzzification process, an expert confidence indicator is proposed to reveal the reliability of the data when determining the fuzzy probability of occurrence of basic events, with both the judgment ability level and the subjectivity reliability level taken into account. By means of the fuzzy Bayesian inference, the approach proposed in this article is capable of calculating the probability distribution of potential safety risks and identifying the most likely potential causes of accidents under both prior knowledge and given evidence circumstances. A case concerning the safety analysis of underground buried pipelines adjacent to the construction of the Wuhan Yangtze River Tunnel is presented. The results demonstrate the feasibility of the proposed FBN approach and its application potential. The proposed approach can be used as a decision tool to provide support for safety assurance and management in tunnel construction, and thus increase the likelihood of a successful project in a complex project environment. © 2015 Society for Risk Analysis.
Wang, Hongrui; Wang, Cheng; Wang, Ying; ...
2017-04-05
This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less
NASA Astrophysics Data System (ADS)
Wilting, Jens; Lehnertz, Klaus
2015-08-01
We investigate a recently published analysis framework based on Bayesian inference for the time-resolved characterization of interaction properties of noisy, coupled dynamical systems. It promises wide applicability and a better time resolution than well-established methods. At the example of representative model systems, we show that the analysis framework has the same weaknesses as previous methods, particularly when investigating interacting, structurally different non-linear oscillators. We also inspect the tracking of time-varying interaction properties and propose a further modification of the algorithm, which improves the reliability of obtained results. We exemplarily investigate the suitability of this algorithm to infer strength and direction of interactions between various regions of the human brain during an epileptic seizure. Within the limitations of the applicability of this analysis tool, we show that the modified algorithm indeed allows a better time resolution through Bayesian inference when compared to previous methods based on least square fits.
Bayesian analysis of rare events
DOE Office of Scientific and Technical Information (OSTI.GOV)
Straub, Daniel, E-mail: straub@tum.de; Papaioannou, Iason; Betz, Wolfgang
2016-06-01
In many areas of engineering and science there is an interest in predicting the probability of rare events, in particular in applications related to safety and security. Increasingly, such predictions are made through computer models of physical systems in an uncertainty quantification framework. Additionally, with advances in IT, monitoring and sensor technology, an increasing amount of data on the performance of the systems is collected. This data can be used to reduce uncertainty, improve the probability estimates and consequently enhance the management of rare events and associated risks. Bayesian analysis is the ideal method to include the data into themore » probabilistic model. It ensures a consistent probabilistic treatment of uncertainty, which is central in the prediction of rare events, where extrapolation from the domain of observation is common. We present a framework for performing Bayesian updating of rare event probabilities, termed BUS. It is based on a reinterpretation of the classical rejection-sampling approach to Bayesian analysis, which enables the use of established methods for estimating probabilities of rare events. By drawing upon these methods, the framework makes use of their computational efficiency. These methods include the First-Order Reliability Method (FORM), tailored importance sampling (IS) methods and Subset Simulation (SuS). In this contribution, we briefly review these methods in the context of the BUS framework and investigate their applicability to Bayesian analysis of rare events in different settings. We find that, for some applications, FORM can be highly efficient and is surprisingly accurate, enabling Bayesian analysis of rare events with just a few model evaluations. In a general setting, BUS implemented through IS and SuS is more robust and flexible.« less
Mejia, Amanda F; Nebel, Mary Beth; Barber, Anita D; Choe, Ann S; Pekar, James J; Caffo, Brian S; Lindquist, Martin A
2018-05-15
Reliability of subject-level resting-state functional connectivity (FC) is determined in part by the statistical techniques employed in its estimation. Methods that pool information across subjects to inform estimation of subject-level effects (e.g., Bayesian approaches) have been shown to enhance reliability of subject-level FC. However, fully Bayesian approaches are computationally demanding, while empirical Bayesian approaches typically rely on using repeated measures to estimate the variance components in the model. Here, we avoid the need for repeated measures by proposing a novel measurement error model for FC describing the different sources of variance and error, which we use to perform empirical Bayes shrinkage of subject-level FC towards the group average. In addition, since the traditional intra-class correlation coefficient (ICC) is inappropriate for biased estimates, we propose a new reliability measure denoted the mean squared error intra-class correlation coefficient (ICC MSE ) to properly assess the reliability of the resulting (biased) estimates. We apply the proposed techniques to test-retest resting-state fMRI data on 461 subjects from the Human Connectome Project to estimate connectivity between 100 regions identified through independent components analysis (ICA). We consider both correlation and partial correlation as the measure of FC and assess the benefit of shrinkage for each measure, as well as the effects of scan duration. We find that shrinkage estimates of subject-level FC exhibit substantially greater reliability than traditional estimates across various scan durations, even for the most reliable connections and regardless of connectivity measure. Additionally, we find partial correlation reliability to be highly sensitive to the choice of penalty term, and to be generally worse than that of full correlations except for certain connections and a narrow range of penalty values. This suggests that the penalty needs to be chosen carefully when using partial correlations. Copyright © 2018. Published by Elsevier Inc.
USDA-ARS?s Scientific Manuscript database
The development of genomic selection methodology, with accompanying substantial gains in reliability for low-heritability traits, may dramatically improve the feasibility of genetic improvement of dairy cow health. Many methods for genomic analysis have now been developed, including the “Bayesian Al...
A Flexible Hierarchical Bayesian Modeling Technique for Risk Analysis of Major Accidents.
Yu, Hongyang; Khan, Faisal; Veitch, Brian
2017-09-01
Safety analysis of rare events with potentially catastrophic consequences is challenged by data scarcity and uncertainty. Traditional causation-based approaches, such as fault tree and event tree (used to model rare event), suffer from a number of weaknesses. These include the static structure of the event causation, lack of event occurrence data, and need for reliable prior information. In this study, a new hierarchical Bayesian modeling based technique is proposed to overcome these drawbacks. The proposed technique can be used as a flexible technique for risk analysis of major accidents. It enables both forward and backward analysis in quantitative reasoning and the treatment of interdependence among the model parameters. Source-to-source variability in data sources is also taken into account through a robust probabilistic safety analysis. The applicability of the proposed technique has been demonstrated through a case study in marine and offshore industry. © 2017 Society for Risk Analysis.
Calculating system reliability with SRFYDO
DOE Office of Scientific and Technical Information (OSTI.GOV)
Morzinski, Jerome; Anderson - Cook, Christine M; Klamann, Richard M
2010-01-01
SRFYDO is a process for estimating reliability of complex systems. Using information from all applicable sources, including full-system (flight) data, component test data, and expert (engineering) judgment, SRFYDO produces reliability estimates and predictions. It is appropriate for series systems with possibly several versions of the system which share some common components. It models reliability as a function of age and up to 2 other lifecycle (usage) covariates. Initial output from its Exploratory Data Analysis mode consists of plots and numerical summaries so that the user can check data entry and model assumptions, and help determine a final form for themore » system model. The System Reliability mode runs a complete reliability calculation using Bayesian methodology. This mode produces results that estimate reliability at the component, sub-system, and system level. The results include estimates of uncertainty, and can predict reliability at some not-too-distant time in the future. This paper presents an overview of the underlying statistical model for the analysis, discusses model assumptions, and demonstrates usage of SRFYDO.« less
Characterizing reliability in a product/process design-assurance program
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kerscher, W.J. III; Booker, J.M.; Bement, T.R.
1997-10-01
Over the years many advancing techniques in the area of reliability engineering have surfaced in the military sphere of influence, and one of these techniques is Reliability Growth Testing (RGT). Private industry has reviewed RGT as part of the solution to their reliability concerns, but many practical considerations have slowed its implementation. It`s objective is to demonstrate the reliability requirement of a new product with a specified confidence. This paper speaks directly to that objective but discusses a somewhat different approach to achieving it. Rather than conducting testing as a continuum and developing statistical confidence bands around the results, thismore » Bayesian updating approach starts with a reliability estimate characterized by large uncertainty and then proceeds to reduce the uncertainty by folding in fresh information in a Bayesian framework.« less
The need to assess large numbers of chemicals for their potential toxicities has resulted in increased emphasis on medium- and high-throughput in vitro screening approaches. For such approaches to be useful, efficient and reliable data analysis and hit detection methods are also ...
The Cause of Category-Based Distortions in Spatial Memory: A Distribution Analysis
ERIC Educational Resources Information Center
Sampaio, Cristina; Wang, Ranxiao Frances
2017-01-01
Recall of remembered locations reliably reflects a compromise between a target's true position and its region's prototypical position. The effect is quite robust, and a standard interpretation for these data is that the metric and categorical codings blend in a Bayesian combinatory fashion. However, there has been no direct experimental evidence…
Bayesian inference based on dual generalized order statistics from the exponentiated Weibull model
NASA Astrophysics Data System (ADS)
Al Sobhi, Mashail M.
2015-02-01
Bayesian estimation for the two parameters and the reliability function of the exponentiated Weibull model are obtained based on dual generalized order statistics (DGOS). Also, Bayesian prediction bounds for future DGOS from exponentiated Weibull model are obtained. The symmetric and asymmetric loss functions are considered for Bayesian computations. The Markov chain Monte Carlo (MCMC) methods are used for computing the Bayes estimates and prediction bounds. The results have been specialized to the lower record values. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation.
Green, Nancy
2005-04-01
We developed a Bayesian network coding scheme for annotating biomedical content in layperson-oriented clinical genetics documents. The coding scheme supports the representation of probabilistic and causal relationships among concepts in this domain, at a high enough level of abstraction to capture commonalities among genetic processes and their relationship to health. We are using the coding scheme to annotate a corpus of genetic counseling patient letters as part of the requirements analysis and knowledge acquisition phase of a natural language generation project. This paper describes the coding scheme and presents an evaluation of intercoder reliability for its tag set. In addition to giving examples of use of the coding scheme for analysis of discourse and linguistic features in this genre, we suggest other uses for it in analysis of layperson-oriented text and dialogue in medical communication.
Fuzzy Bayesian Network-Bow-Tie Analysis of Gas Leakage during Biomass Gasification
Yan, Fang; Xu, Kaili; Yao, Xiwen; Li, Yang
2016-01-01
Biomass gasification technology has been rapidly developed recently. But fire and poisoning accidents caused by gas leakage restrict the development and promotion of biomass gasification. Therefore, probabilistic safety assessment (PSA) is necessary for biomass gasification system. Subsequently, Bayesian network-bow-tie (BN-bow-tie) analysis was proposed by mapping bow-tie analysis into Bayesian network (BN). Causes of gas leakage and the accidents triggered by gas leakage can be obtained by bow-tie analysis, and BN was used to confirm the critical nodes of accidents by introducing corresponding three importance measures. Meanwhile, certain occurrence probability of failure was needed in PSA. In view of the insufficient failure data of biomass gasification, the occurrence probability of failure which cannot be obtained from standard reliability data sources was confirmed by fuzzy methods based on expert judgment. An improved approach considered expert weighting to aggregate fuzzy numbers included triangular and trapezoidal numbers was proposed, and the occurrence probability of failure was obtained. Finally, safety measures were indicated based on the obtained critical nodes. The theoretical occurrence probabilities in one year of gas leakage and the accidents caused by it were reduced to 1/10.3 of the original values by these safety measures. PMID:27463975
A Massively Parallel Bayesian Approach to Planetary Protection Trajectory Analysis and Design
NASA Technical Reports Server (NTRS)
Wallace, Mark S.
2015-01-01
The NASA Planetary Protection Office has levied a requirement that the upper stage of future planetary launches have a less than 10(exp -4) chance of impacting Mars within 50 years after launch. A brute-force approach requires a decade of computer time to demonstrate compliance. By using a Bayesian approach and taking advantage of the demonstrated reliability of the upper stage, the required number of fifty-year propagations can be massively reduced. By spreading the remaining embarrassingly parallel Monte Carlo simulations across multiple computers, compliance can be demonstrated in a reasonable time frame. The method used is described here.
NASA Astrophysics Data System (ADS)
Ndu, Obibobi Kamtochukwu
To ensure that estimates of risk and reliability inform design and resource allocation decisions in the development of complex engineering systems, early engagement in the design life cycle is necessary. An unfortunate constraint on the accuracy of such estimates at this stage of concept development is the limited amount of high fidelity design and failure information available on the actual system under development. Applying the human ability to learn from experience and augment our state of knowledge to evolve better solutions mitigates this limitation. However, the challenge lies in formalizing a methodology that takes this highly abstract, but fundamentally human cognitive, ability and extending it to the field of risk analysis while maintaining the tenets of generalization, Bayesian inference, and probabilistic risk analysis. We introduce an integrated framework for inferring the reliability, or other probabilistic measures of interest, of a new system or a conceptual variant of an existing system. Abstractly, our framework is based on learning from the performance of precedent designs and then applying the acquired knowledge, appropriately adjusted based on degree of relevance, to the inference process. This dissertation presents a method for inferring properties of the conceptual variant using a pseudo-spatial model that describes the spatial configuration of the family of systems to which the concept belongs. Through non-metric multidimensional scaling, we formulate the pseudo-spatial model based on rank-ordered subjective expert perception of design similarity between systems that elucidate the psychological space of the family. By a novel extension of Kriging methods for analysis of geospatial data to our "pseudo-space of comparable engineered systems", we develop a Bayesian inference model that allows prediction of the probabilistic measure of interest.
Modified Bayesian Kriging for Noisy Response Problems for Reliability Analysis
2015-01-01
52242, USA nicholas-gaul@uiowa.edu Mary Kathryn Cowles Department of Statistics & Actuarial Science College of Liberal Arts and Sciences , The...Forrester, A. I. J., & Keane, A. J. (2009). Recent advances in surrogate-based optimization. Progress in Aerospace Sciences , 45(1–3), 50-79. doi...Wiley. [27] Sacks, J., Welch, W. J., Toby J. Mitchell, & Wynn, H. P. (1989). Design and analysis of computer experiments. Statistical Science , 4
A Bayesian sequential processor approach to spectroscopic portal system decisions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sale, K; Candy, J; Breitfeller, E
The development of faster more reliable techniques to detect radioactive contraband in a portal type scenario is an extremely important problem especially in this era of constant terrorist threats. Towards this goal the development of a model-based, Bayesian sequential data processor for the detection problem is discussed. In the sequential processor each datum (detector energy deposit and pulse arrival time) is used to update the posterior probability distribution over the space of model parameters. The nature of the sequential processor approach is that a detection is produced as soon as it is statistically justified by the data rather than waitingmore » for a fixed counting interval before any analysis is performed. In this paper the Bayesian model-based approach, physics and signal processing models and decision functions are discussed along with the first results of our research.« less
NASA Astrophysics Data System (ADS)
Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.
2016-01-01
Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.
NDE reliability and probability of detection (POD) evolution and paradigm shift
NASA Astrophysics Data System (ADS)
Singh, Surendra
2014-02-01
The subject of NDE Reliability and POD has gone through multiple phases since its humble beginning in the late 1960s. This was followed by several programs including the important one nicknamed "Have Cracks - Will Travel" or in short "Have Cracks" by Lockheed Georgia Company for US Air Force during 1974-1978. This and other studies ultimately led to a series of developments in the field of reliability and POD starting from the introduction of fracture mechanics and Damaged Tolerant Design (DTD) to statistical framework by Bernes and Hovey in 1981 for POD estimation to MIL-STD HDBK 1823 (1999) and 1823A (2009). During the last decade, various groups and researchers have further studied the reliability and POD using Model Assisted POD (MAPOD), Simulation Assisted POD (SAPOD), and applying Bayesian Statistics. All and each of these developments had one objective, i.e., improving accuracy of life prediction in components that to a large extent depends on the reliability and capability of NDE methods. Therefore, it is essential to have a reliable detection and sizing of large flaws in components. Currently, POD is used for studying reliability and capability of NDE methods, though POD data offers no absolute truth regarding NDE reliability, i.e., system capability, effects of flaw morphology, and quantifying the human factors. Furthermore, reliability and POD have been reported alike in meaning but POD is not NDE reliability. POD is a subset of the reliability that consists of six phases: 1) samples selection using DOE, 2) NDE equipment setup and calibration, 3) System Measurement Evaluation (SME) including Gage Repeatability &Reproducibility (Gage R&R) and Analysis Of Variance (ANOVA), 4) NDE system capability and electronic and physical saturation, 5) acquiring and fitting data to a model, and data analysis, and 6) POD estimation. This paper provides an overview of all major POD milestones for the last several decades and discuss rationale for using Integrated Computational Materials Engineering (ICME), MAPOD, SAPOD, and Bayesian statistics for studying controllable and non-controllable variables including human factors for estimating POD. Another objective is to list gaps between "hoped for" versus validated or fielded failed hardware.
Bayesian flood forecasting methods: A review
NASA Astrophysics Data System (ADS)
Han, Shasha; Coulibaly, Paulin
2017-08-01
Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been developed and widely applied, but there is still room for improvements. Future research in the context of Bayesian flood forecasting should be on assimilation of various sources of newly available information and improvement of predictive performance assessment methods.
Reliability evaluation methodology for NASA applications
NASA Technical Reports Server (NTRS)
Taneja, Vidya S.
1992-01-01
Liquid rocket engine technology has been characterized by the development of complex systems containing large number of subsystems, components, and parts. The trend to even larger and more complex system is continuing. The liquid rocket engineers have been focusing mainly on performance driven designs to increase payload delivery of a launch vehicle for a given mission. In otherwords, although the failure of a single inexpensive part or component may cause the failure of the system, reliability in general has not been considered as one of the system parameters like cost or performance. Up till now, quantification of reliability has not been a consideration during system design and development in the liquid rocket industry. Engineers and managers have long been aware of the fact that the reliability of the system increases during development, but no serious attempts have been made to quantify reliability. As a result, a method to quantify reliability during design and development is needed. This includes application of probabilistic models which utilize both engineering analysis and test data. Classical methods require the use of operating data for reliability demonstration. In contrast, the method described in this paper is based on similarity, analysis, and testing combined with Bayesian statistical analysis.
Bayesian estimates of the incidence of rare cancers in Europe.
Botta, Laura; Capocaccia, Riccardo; Trama, Annalisa; Herrmann, Christian; Salmerón, Diego; De Angelis, Roberta; Mallone, Sandra; Bidoli, Ettore; Marcos-Gragera, Rafael; Dudek-Godeau, Dorota; Gatta, Gemma; Cleries, Ramon
2018-04-21
The RARECAREnet project has updated the estimates of the burden of the 198 rare cancers in each European country. Suspecting that scant data could affect the reliability of statistical analysis, we employed a Bayesian approach to estimate the incidence of these cancers. We analyzed about 2,000,000 rare cancers diagnosed in 2000-2007 provided by 83 population-based cancer registries from 27 European countries. We considered European incidence rates (IRs), calculated over all the data available in RARECAREnet, as a valid a priori to merge with country-specific observed data. Therefore we provided (1) Bayesian estimates of IRs and the yearly numbers of cases of rare cancers in each country; (2) the expected time (T) in years needed to observe one new case; and (3) practical criteria to decide when to use the Bayesian approach. Bayesian and classical estimates did not differ much; substantial differences (>10%) ranged from 77 rare cancers in Iceland to 14 in England. The smaller the population the larger the number of rare cancers needing a Bayesian approach. Bayesian estimates were useful for cancers with fewer than 150 observed cases in a country during the study period; this occurred mostly when the population of the country is small. For the first time the Bayesian estimates of IRs and the yearly expected numbers of cases for each rare cancer in each individual European country were calculated. Moreover, the indicator T is useful to convey incidence estimates for exceptionally rare cancers and in small countries; it far exceeds the professional lifespan of a medical doctor. Copyright © 2018 Elsevier Ltd. All rights reserved.
Enhancing Flood Prediction Reliability Using Bayesian Model Averaging
NASA Astrophysics Data System (ADS)
Liu, Z.; Merwade, V.
2017-12-01
Uncertainty analysis is an indispensable part of modeling the hydrology and hydrodynamics of non-idealized environmental systems. Compared to reliance on prediction from one model simulation, using on ensemble of predictions that consider uncertainty from different sources is more reliable. In this study, Bayesian model averaging (BMA) is applied to Black River watershed in Arkansas and Missouri by combining multi-model simulations to get reliable deterministic water stage and probabilistic inundation extent predictions. The simulation ensemble is generated from 81 LISFLOOD-FP subgrid model configurations that include uncertainty from channel shape, channel width, channel roughness and discharge. Model simulation outputs are trained with observed water stage data during one flood event, and BMA prediction ability is validated for another flood event. Results from this study indicate that BMA does not always outperform all members in the ensemble, but it provides relatively robust deterministic flood stage predictions across the basin. Station based BMA (BMA_S) water stage prediction has better performance than global based BMA (BMA_G) prediction which is superior to the ensemble mean prediction. Additionally, high-frequency flood inundation extent (probability greater than 60%) in BMA_G probabilistic map is more accurate than the probabilistic flood inundation extent based on equal weights.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Graves, Todd L; Hamada, Michael S
2008-01-01
Good estimates of the reliability of a system make use of test data and expert knowledge at all available levels. Furthermore, by integrating all these information sources, one can determine how best to allocate scarce testing resources to reduce uncertainty. Both of these goals are facilitated by modern Bayesian computational methods. We apply these tools to examples that were previously solvable only through the use of ingenious approximations, and use genetic algorithms to guide resource allocation.
Reliability Analysis of a Glacier Lake Warning System Using a Bayesian Net
NASA Astrophysics Data System (ADS)
Sturny, Rouven A.; Bründl, Michael
2013-04-01
Beside structural mitigation measures like avalanche defense structures, dams and galleries, warning and alarm systems have become important measures for dealing with Alpine natural hazards. Integrating them into risk mitigation strategies and comparing their effectiveness with structural measures requires quantification of the reliability of these systems. However, little is known about how reliability of warning systems can be quantified and which methods are suitable for comparing their contribution to risk reduction with that of structural mitigation measures. We present a reliability analysis of a warning system located in Grindelwald, Switzerland. The warning system was built for warning and protecting residents and tourists from glacier outburst floods as consequence of a rapid drain of the glacier lake. We have set up a Bayesian Net (BN, BPN) that allowed for a qualitative and quantitative reliability analysis. The Conditional Probability Tables (CPT) of the BN were determined according to manufacturer's reliability data for each component of the system as well as by assigning weights for specific BN nodes accounting for information flows and decision-making processes of the local safety service. The presented results focus on the two alerting units 'visual acoustic signal' (VAS) and 'alerting of the intervention entities' (AIE). For the summer of 2009, the reliability was determined to be 94 % for the VAS and 83 % for the AEI. The probability of occurrence of a major event was calculated as 0.55 % per day resulting in an overall reliability of 99.967 % for the VAS and 99.906 % for the AEI. We concluded that a failure of the VAS alerting unit would be the consequence of a simultaneous failure of the four probes located in the lake and the gorge. Similarly, we deduced that the AEI would fail either if there were a simultaneous connectivity loss of the mobile and fixed network in Grindelwald, an Internet access loss or a failure of the regional operations centre. However, the probability of a common failure of these components was assumed to be low. Overall it can be stated that due to numerous redundancies, the investigated warning system is highly reliable and its influence on risk reduction is very high. Comparable studies in the future are needed to classify these results and to gain more experience how the reliability of warning systems could be determined in practice.
Maximum Entropy Discrimination Poisson Regression for Software Reliability Modeling.
Chatzis, Sotirios P; Andreou, Andreas S
2015-11-01
Reliably predicting software defects is one of the most significant tasks in software engineering. Two of the major components of modern software reliability modeling approaches are: 1) extraction of salient features for software system representation, based on appropriately designed software metrics and 2) development of intricate regression models for count data, to allow effective software reliability data modeling and prediction. Surprisingly, research in the latter frontier of count data regression modeling has been rather limited. More specifically, a lack of simple and efficient algorithms for posterior computation has made the Bayesian approaches appear unattractive, and thus underdeveloped in the context of software reliability modeling. In this paper, we try to address these issues by introducing a novel Bayesian regression model for count data, based on the concept of max-margin data modeling, effected in the context of a fully Bayesian model treatment with simple and efficient posterior distribution updates. Our novel approach yields a more discriminative learning technique, making more effective use of our training data during model inference. In addition, it allows of better handling uncertainty in the modeled data, which can be a significant problem when the training data are limited. We derive elegant inference algorithms for our model under the mean-field paradigm and exhibit its effectiveness using the publicly available benchmark data sets.
Bayesian wavelet PCA methodology for turbomachinery damage diagnosis under uncertainty
NASA Astrophysics Data System (ADS)
Xu, Shengli; Jiang, Xiaomo; Huang, Jinzhi; Yang, Shuhua; Wang, Xiaofang
2016-12-01
Centrifugal compressor often suffers various defects such as impeller cracking, resulting in forced outage of the total plant. Damage diagnostics and condition monitoring of such a turbomachinery system has become an increasingly important and powerful tool to prevent potential failure in components and reduce unplanned forced outage and further maintenance costs, while improving reliability, availability and maintainability of a turbomachinery system. This paper presents a probabilistic signal processing methodology for damage diagnostics using multiple time history data collected from different locations of a turbomachine, considering data uncertainty and multivariate correlation. The proposed methodology is based on the integration of three advanced state-of-the-art data mining techniques: discrete wavelet packet transform, Bayesian hypothesis testing, and probabilistic principal component analysis. The multiresolution wavelet analysis approach is employed to decompose a time series signal into different levels of wavelet coefficients. These coefficients represent multiple time-frequency resolutions of a signal. Bayesian hypothesis testing is then applied to each level of wavelet coefficient to remove possible imperfections. The ratio of posterior odds Bayesian approach provides a direct means to assess whether there is imperfection in the decomposed coefficients, thus avoiding over-denoising. Power spectral density estimated by the Welch method is utilized to evaluate the effectiveness of Bayesian wavelet cleansing method. Furthermore, the probabilistic principal component analysis approach is developed to reduce dimensionality of multiple time series and to address multivariate correlation and data uncertainty for damage diagnostics. The proposed methodology and generalized framework is demonstrated with a set of sensor data collected from a real-world centrifugal compressor with impeller cracks, through both time series and contour analyses of vibration signal and principal components.
NASA Astrophysics Data System (ADS)
Freni, Gabriele; Mannina, Giorgio
In urban drainage modelling, uncertainty analysis is of undoubted necessity. However, uncertainty analysis in urban water-quality modelling is still in its infancy and only few studies have been carried out. Therefore, several methodological aspects still need to be experienced and clarified especially regarding water quality modelling. The use of the Bayesian approach for uncertainty analysis has been stimulated by its rigorous theoretical framework and by the possibility of evaluating the impact of new knowledge on the modelling predictions. Nevertheless, the Bayesian approach relies on some restrictive hypotheses that are not present in less formal methods like the Generalised Likelihood Uncertainty Estimation (GLUE). One crucial point in the application of Bayesian method is the formulation of a likelihood function that is conditioned by the hypotheses made regarding model residuals. Statistical transformations, such as the use of Box-Cox equation, are generally used to ensure the homoscedasticity of residuals. However, this practice may affect the reliability of the analysis leading to a wrong uncertainty estimation. The present paper aims to explore the influence of the Box-Cox equation for environmental water quality models. To this end, five cases were considered one of which was the “real” residuals distributions (i.e. drawn from available data). The analysis was applied to the Nocella experimental catchment (Italy) which is an agricultural and semi-urbanised basin where two sewer systems, two wastewater treatment plants and a river reach were monitored during both dry and wet weather periods. The results show that the uncertainty estimation is greatly affected by residual transformation and a wrong assumption may also affect the evaluation of model uncertainty. The use of less formal methods always provide an overestimation of modelling uncertainty with respect to Bayesian method but such effect is reduced if a wrong assumption is made regarding the residuals distribution. If residuals are not normally distributed, the uncertainty is over-estimated if Box-Cox transformation is not applied or non-calibrated parameter is used.
Jiang, Zhehan; Skorupski, William
2017-12-12
In many behavioral research areas, multivariate generalizability theory (mG theory) has been typically used to investigate the reliability of certain multidimensional assessments. However, traditional mG-theory estimation-namely, using frequentist approaches-has limits, leading researchers to fail to take full advantage of the information that mG theory can offer regarding the reliability of measurements. Alternatively, Bayesian methods provide more information than frequentist approaches can offer. This article presents instructional guidelines on how to implement mG-theory analyses in a Bayesian framework; in particular, BUGS code is presented to fit commonly seen designs from mG theory, including single-facet designs, two-facet crossed designs, and two-facet nested designs. In addition to concrete examples that are closely related to the selected designs and the corresponding BUGS code, a simulated dataset is provided to demonstrate the utility and advantages of the Bayesian approach. This article is intended to serve as a tutorial reference for applied researchers and methodologists conducting mG-theory studies.
Improved dynamical scaling analysis using the kernel method for nonequilibrium relaxation.
Echinaka, Yuki; Ozeki, Yukiyasu
2016-10-01
The dynamical scaling analysis for the Kosterlitz-Thouless transition in the nonequilibrium relaxation method is improved by the use of Bayesian statistics and the kernel method. This allows data to be fitted to a scaling function without using any parametric model function, which makes the results more reliable and reproducible and enables automatic and faster parameter estimation. Applying this method, the bootstrap method is introduced and a numerical discrimination for the transition type is proposed.
Tenan, Matthew S; Tweedell, Andrew J; Haynes, Courtney A
2017-01-01
The timing of muscle activity is a commonly applied analytic method to understand how the nervous system controls movement. This study systematically evaluates six classes of standard and statistical algorithms to determine muscle onset in both experimental surface electromyography (EMG) and simulated EMG with a known onset time. Eighteen participants had EMG collected from the biceps brachii and vastus lateralis while performing a biceps curl or knee extension, respectively. Three established methods and three statistical methods for EMG onset were evaluated. Linear envelope, Teager-Kaiser energy operator + linear envelope and sample entropy were the established methods evaluated while general time series mean/variance, sequential and batch processing of parametric and nonparametric tools, and Bayesian changepoint analysis were the statistical techniques used. Visual EMG onset (experimental data) and objective EMG onset (simulated data) were compared with algorithmic EMG onset via root mean square error and linear regression models for stepwise elimination of inferior algorithms. The top algorithms for both data types were analyzed for their mean agreement with the gold standard onset and evaluation of 95% confidence intervals. The top algorithms were all Bayesian changepoint analysis iterations where the parameter of the prior (p0) was zero. The best performing Bayesian algorithms were p0 = 0 and a posterior probability for onset determination at 60-90%. While existing algorithms performed reasonably, the Bayesian changepoint analysis methodology provides greater reliability and accuracy when determining the singular onset of EMG activity in a time series. Further research is needed to determine if this class of algorithms perform equally well when the time series has multiple bursts of muscle activity.
Statistical Bayesian method for reliability evaluation based on ADT data
NASA Astrophysics Data System (ADS)
Lu, Dawei; Wang, Lizhi; Sun, Yusheng; Wang, Xiaohong
2018-05-01
Accelerated degradation testing (ADT) is frequently conducted in the laboratory to predict the products’ reliability under normal operating conditions. Two kinds of methods, degradation path models and stochastic process models, are utilized to analyze degradation data and the latter one is the most popular method. However, some limitations like imprecise solution process and estimation result of degradation ratio still exist, which may affect the accuracy of the acceleration model and the extrapolation value. Moreover, the conducted solution of this problem, Bayesian method, lose key information when unifying the degradation data. In this paper, a new data processing and parameter inference method based on Bayesian method is proposed to handle degradation data and solve the problems above. First, Wiener process and acceleration model is chosen; Second, the initial values of degradation model and parameters of prior and posterior distribution under each level is calculated with updating and iteration of estimation values; Third, the lifetime and reliability values are estimated on the basis of the estimation parameters; Finally, a case study is provided to demonstrate the validity of the proposed method. The results illustrate that the proposed method is quite effective and accuracy in estimating the lifetime and reliability of a product.
Groopman, Amber M.; Katz, Jonathan I.; Holland, Mark R.; Fujita, Fuminori; Matsukawa, Mami; Mizuno, Katsunori; Wear, Keith A.; Miller, James G.
2015-01-01
Conventional, Bayesian, and the modified least-squares Prony's plus curve-fitting (MLSP + CF) methods were applied to data acquired using 1 MHz center frequency, broadband transducers on a single equine cancellous bone specimen that was systematically shortened from 11.8 mm down to 0.5 mm for a total of 24 sample thicknesses. Due to overlapping fast and slow waves, conventional analysis methods were restricted to data from sample thicknesses ranging from 11.8 mm to 6.0 mm. In contrast, Bayesian and MLSP + CF methods successfully separated fast and slow waves and provided reliable estimates of the ultrasonic properties of fast and slow waves for sample thicknesses ranging from 11.8 mm down to 3.5 mm. Comparisons of the three methods were carried out for phase velocity at the center frequency and the slope of the attenuation coefficient for the fast and slow waves. Good agreement among the three methods was also observed for average signal loss at the center frequency. The Bayesian and MLSP + CF approaches were able to separate the fast and slow waves and provide good estimates of the fast and slow wave properties even when the two wave modes overlapped in both time and frequency domains making conventional analysis methods unreliable. PMID:26328678
NASA Astrophysics Data System (ADS)
Schöniger, Anneli; Wöhling, Thomas; Nowak, Wolfgang
2014-05-01
Bayesian model averaging ranks the predictive capabilities of alternative conceptual models based on Bayes' theorem. The individual models are weighted with their posterior probability to be the best one in the considered set of models. Finally, their predictions are combined into a robust weighted average and the predictive uncertainty can be quantified. This rigorous procedure does, however, not yet account for possible instabilities due to measurement noise in the calibration data set. This is a major drawback, since posterior model weights may suffer a lack of robustness related to the uncertainty in noisy data, which may compromise the reliability of model ranking. We present a new statistical concept to account for measurement noise as source of uncertainty for the weights in Bayesian model averaging. Our suggested upgrade reflects the limited information content of data for the purpose of model selection. It allows us to assess the significance of the determined posterior model weights, the confidence in model selection, and the accuracy of the quantified predictive uncertainty. Our approach rests on a brute-force Monte Carlo framework. We determine the robustness of model weights against measurement noise by repeatedly perturbing the observed data with random realizations of measurement error. Then, we analyze the induced variability in posterior model weights and introduce this "weighting variance" as an additional term into the overall prediction uncertainty analysis scheme. We further determine the theoretical upper limit in performance of the model set which is imposed by measurement noise. As an extension to the merely relative model ranking, this analysis provides a measure of absolute model performance. To finally decide, whether better data or longer time series are needed to ensure a robust basis for model selection, we resample the measurement time series and assess the convergence of model weights for increasing time series length. We illustrate our suggested approach with an application to model selection between different soil-plant models following up on a study by Wöhling et al. (2013). Results show that measurement noise compromises the reliability of model ranking and causes a significant amount of weighting uncertainty, if the calibration data time series is not long enough to compensate for its noisiness. This additional contribution to the overall predictive uncertainty is neglected without our approach. Thus, we strongly advertise to include our suggested upgrade in the Bayesian model averaging routine.
Space Shuttle RTOS Bayesian Network
NASA Technical Reports Server (NTRS)
Morris, A. Terry; Beling, Peter A.
2001-01-01
With shrinking budgets and the requirements to increase reliability and operational life of the existing orbiter fleet, NASA has proposed various upgrades for the Space Shuttle that are consistent with national space policy. The cockpit avionics upgrade (CAU), a high priority item, has been selected as the next major upgrade. The primary functions of cockpit avionics include flight control, guidance and navigation, communication, and orbiter landing support. Secondary functions include the provision of operational services for non-avionics systems such as data handling for the payloads and caution and warning alerts to the crew. Recently, a process to selection the optimal commercial-off-the-shelf (COTS) real-time operating system (RTOS) for the CAU was conducted by United Space Alliance (USA) Corporation, which is a joint venture between Boeing and Lockheed Martin, the prime contractor for space shuttle operations. In order to independently assess the RTOS selection, NASA has used the Bayesian network-based scoring methodology described in this paper. Our two-stage methodology addresses the issue of RTOS acceptability by incorporating functional, performance and non-functional software measures related to reliability, interoperability, certifiability, efficiency, correctness, business, legal, product history, cost and life cycle. The first stage of the methodology involves obtaining scores for the various measures using a Bayesian network. The Bayesian network incorporates the causal relationships between the various and often competing measures of interest while also assisting the inherently complex decision analysis process with its ability to reason under uncertainty. The structure and selection of prior probabilities for the network is extracted from experts in the field of real-time operating systems. Scores for the various measures are computed using Bayesian probability. In the second stage, multi-criteria trade-off analyses are performed between the scores. Using a prioritization of measures from the decision-maker, trade-offs between the scores are used to rank order the available set of RTOS candidates.
Lefèvre, Thomas; Lepresle, Aude; Chariot, Patrick
2015-09-01
The search for complex, nonlinear relationships and causality in data is hindered by the availability of techniques in many domains, including forensic science. Linear multivariable techniques are useful but present some shortcomings. In the past decade, Bayesian approaches have been introduced in forensic science. To date, authors have mainly focused on providing an alternative to classical techniques for quantifying effects and dealing with uncertainty. Causal networks, including Bayesian networks, can help detangle complex relationships in data. A Bayesian network estimates the joint probability distribution of data and graphically displays dependencies between variables and the circulation of information between these variables. In this study, we illustrate the interest in utilizing Bayesian networks for dealing with complex data through an application in clinical forensic science. Evaluating the functional impairment of assault survivors is a complex task for which few determinants are known. As routinely estimated in France, the duration of this impairment can be quantified by days of 'Total Incapacity to Work' ('Incapacité totale de travail,' ITT). In this study, we used a Bayesian network approach to identify the injury type, victim category and time to evaluation as the main determinants of the 'Total Incapacity to Work' (TIW). We computed the conditional probabilities associated with the TIW node and its parents. We compared this approach with a multivariable analysis, and the results of both techniques were converging. Thus, Bayesian networks should be considered a reliable means to detangle complex relationships in data.
Bayesian data analysis for newcomers.
Kruschke, John K; Liddell, Torrin M
2018-02-01
This article explains the foundational concepts of Bayesian data analysis using virtually no mathematical notation. Bayesian ideas already match your intuitions from everyday reasoning and from traditional data analysis. Simple examples of Bayesian data analysis are presented that illustrate how the information delivered by a Bayesian analysis can be directly interpreted. Bayesian approaches to null-value assessment are discussed. The article clarifies misconceptions about Bayesian methods that newcomers might have acquired elsewhere. We discuss prior distributions and explain how they are not a liability but an important asset. We discuss the relation of Bayesian data analysis to Bayesian models of mind, and we briefly discuss what methodological problems Bayesian data analysis is not meant to solve. After you have read this article, you should have a clear sense of how Bayesian data analysis works and the sort of information it delivers, and why that information is so intuitive and useful for drawing conclusions from data.
Social Information Is Integrated into Value and Confidence Judgments According to Its Reliability.
De Martino, Benedetto; Bobadilla-Suarez, Sebastian; Nouguchi, Takao; Sharot, Tali; Love, Bradley C
2017-06-21
How much we like something, whether it be a bottle of wine or a new film, is affected by the opinions of others. However, the social information that we receive can be contradictory and vary in its reliability. Here, we tested whether the brain incorporates these statistics when judging value and confidence. Participants provided value judgments about consumer goods in the presence of online reviews. We found that participants updated their initial value and confidence judgments in a Bayesian fashion, taking into account both the uncertainty of their initial beliefs and the reliability of the social information. Activity in dorsomedial prefrontal cortex tracked the degree of belief update. Analogous to how lower-level perceptual information is integrated, we found that the human brain integrates social information according to its reliability when judging value and confidence. SIGNIFICANCE STATEMENT The field of perceptual decision making has shown that the sensory system integrates different sources of information according to their respective reliability, as predicted by a Bayesian inference scheme. In this work, we hypothesized that a similar coding scheme is implemented by the human brain to process social signals and guide complex, value-based decisions. We provide experimental evidence that the human prefrontal cortex's activity is consistent with a Bayesian computation that integrates social information that differs in reliability and that this integration affects the neural representation of value and confidence. Copyright © 2017 De Martino et al.
NDE reliability and probability of detection (POD) evolution and paradigm shift
DOE Office of Scientific and Technical Information (OSTI.GOV)
Singh, Surendra
2014-02-18
The subject of NDE Reliability and POD has gone through multiple phases since its humble beginning in the late 1960s. This was followed by several programs including the important one nicknamed “Have Cracks – Will Travel” or in short “Have Cracks” by Lockheed Georgia Company for US Air Force during 1974–1978. This and other studies ultimately led to a series of developments in the field of reliability and POD starting from the introduction of fracture mechanics and Damaged Tolerant Design (DTD) to statistical framework by Bernes and Hovey in 1981 for POD estimation to MIL-STD HDBK 1823 (1999) and 1823Amore » (2009). During the last decade, various groups and researchers have further studied the reliability and POD using Model Assisted POD (MAPOD), Simulation Assisted POD (SAPOD), and applying Bayesian Statistics. All and each of these developments had one objective, i.e., improving accuracy of life prediction in components that to a large extent depends on the reliability and capability of NDE methods. Therefore, it is essential to have a reliable detection and sizing of large flaws in components. Currently, POD is used for studying reliability and capability of NDE methods, though POD data offers no absolute truth regarding NDE reliability, i.e., system capability, effects of flaw morphology, and quantifying the human factors. Furthermore, reliability and POD have been reported alike in meaning but POD is not NDE reliability. POD is a subset of the reliability that consists of six phases: 1) samples selection using DOE, 2) NDE equipment setup and calibration, 3) System Measurement Evaluation (SME) including Gage Repeatability and Reproducibility (Gage R and R) and Analysis Of Variance (ANOVA), 4) NDE system capability and electronic and physical saturation, 5) acquiring and fitting data to a model, and data analysis, and 6) POD estimation. This paper provides an overview of all major POD milestones for the last several decades and discuss rationale for using Integrated Computational Materials Engineering (ICME), MAPOD, SAPOD, and Bayesian statistics for studying controllable and non-controllable variables including human factors for estimating POD. Another objective is to list gaps between “hoped for” versus validated or fielded failed hardware.« less
Uncertainty analysis of depth predictions from seismic reflection data using Bayesian statistics
NASA Astrophysics Data System (ADS)
Michelioudakis, Dimitrios G.; Hobbs, Richard W.; Caiado, Camila C. S.
2018-03-01
Estimating the depths of target horizons from seismic reflection data is an important task in exploration geophysics. To constrain these depths we need a reliable and accurate velocity model. Here, we build an optimum 2D seismic reflection data processing flow focused on pre - stack deghosting filters and velocity model building and apply Bayesian methods, including Gaussian process emulation and Bayesian History Matching (BHM), to estimate the uncertainties of the depths of key horizons near the borehole DSDP-258 located in the Mentelle Basin, south west of Australia, and compare the results with the drilled core from that well. Following this strategy, the tie between the modelled and observed depths from DSDP-258 core was in accordance with the ± 2σ posterior credibility intervals and predictions for depths to key horizons were made for the two new drill sites, adjacent the existing borehole of the area. The probabilistic analysis allowed us to generate multiple realizations of pre-stack depth migrated images, these can be directly used to better constrain interpretation and identify potential risk at drill sites. The method will be applied to constrain the drilling targets for the upcoming International Ocean Discovery Program (IODP), leg 369.
Uncertainty analysis of depth predictions from seismic reflection data using Bayesian statistics
NASA Astrophysics Data System (ADS)
Michelioudakis, Dimitrios G.; Hobbs, Richard W.; Caiado, Camila C. S.
2018-06-01
Estimating the depths of target horizons from seismic reflection data is an important task in exploration geophysics. To constrain these depths we need a reliable and accurate velocity model. Here, we build an optimum 2-D seismic reflection data processing flow focused on pre-stack deghosting filters and velocity model building and apply Bayesian methods, including Gaussian process emulation and Bayesian History Matching, to estimate the uncertainties of the depths of key horizons near the Deep Sea Drilling Project (DSDP) borehole 258 (DSDP-258) located in the Mentelle Basin, southwest of Australia, and compare the results with the drilled core from that well. Following this strategy, the tie between the modelled and observed depths from DSDP-258 core was in accordance with the ±2σ posterior credibility intervals and predictions for depths to key horizons were made for the two new drill sites, adjacent to the existing borehole of the area. The probabilistic analysis allowed us to generate multiple realizations of pre-stack depth migrated images, these can be directly used to better constrain interpretation and identify potential risk at drill sites. The method will be applied to constrain the drilling targets for the upcoming International Ocean Discovery Program, leg 369.
Bayesian analysis of U.S. hurricane climate
Elsner, James B.; Bossak, Brian H.
2001-01-01
Predictive climate distributions of U.S. landfalling hurricanes are estimated from observational records over the period 1851–2000. The approach is Bayesian, combining the reliable records of hurricane activity during the twentieth century with the less precise accounts of activity during the nineteenth century to produce a best estimate of the posterior distribution on the annual rates. The methodology provides a predictive distribution of future activity that serves as a climatological benchmark. Results are presented for the entire coast as well as for the Gulf Coast, Florida, and the East Coast. Statistics on the observed annual counts of U.S. hurricanes, both for the entire coast and by region, are similar within each of the three consecutive 50-yr periods beginning in 1851. However, evidence indicates that the records during the nineteenth century are less precise. Bayesian theory provides a rational approach for defining hurricane climate that uses all available information and that makes no assumption about whether the 150-yr record of hurricanes has been adequately or uniformly monitored. The analysis shows that the number of major hurricanes expected to reach the U.S. coast over the next 30 yr is 18 and the number of hurricanes expected to hit Florida is 20.
Shehla, Romana; Khan, Athar Ali
2016-01-01
Models with bathtub-shaped hazard function have been widely accepted in the field of reliability and medicine and are particularly useful in reliability related decision making and cost analysis. In this paper, the exponential power model capable of assuming increasing as well as bathtub-shape, is studied. This article makes a Bayesian study of the same model and simultaneously shows how posterior simulations based on Markov chain Monte Carlo algorithms can be straightforward and routine in R. The study is carried out for complete as well as censored data, under the assumption of weakly-informative priors for the parameters. In addition to this, inference interest focuses on the posterior distribution of non-linear functions of the parameters. Also, the model has been extended to include continuous explanatory variables and R-codes are well illustrated. Two real data sets are considered for illustrative purposes.
Functional Interaction Network Construction and Analysis for Disease Discovery.
Wu, Guanming; Haw, Robin
2017-01-01
Network-based approaches project seemingly unrelated genes or proteins onto a large-scale network context, therefore providing a holistic visualization and analysis platform for genomic data generated from high-throughput experiments, reducing the dimensionality of data via using network modules and increasing the statistic analysis power. Based on the Reactome database, the most popular and comprehensive open-source biological pathway knowledgebase, we have developed a highly reliable protein functional interaction network covering around 60 % of total human genes and an app called ReactomeFIViz for Cytoscape, the most popular biological network visualization and analysis platform. In this chapter, we describe the detailed procedures on how this functional interaction network is constructed by integrating multiple external data sources, extracting functional interactions from human curated pathway databases, building a machine learning classifier called a Naïve Bayesian Classifier, predicting interactions based on the trained Naïve Bayesian Classifier, and finally constructing the functional interaction database. We also provide an example on how to use ReactomeFIViz for performing network-based data analysis for a list of genes.
Evaluation of uncertainty in the adjustment of fundamental constants
NASA Astrophysics Data System (ADS)
Bodnar, Olha; Elster, Clemens; Fischer, Joachim; Possolo, Antonio; Toman, Blaza
2016-02-01
Combining multiple measurement results for the same quantity is an important task in metrology and in many other areas. Examples include the determination of fundamental constants, the calculation of reference values in interlaboratory comparisons, or the meta-analysis of clinical studies. However, neither the GUM nor its supplements give any guidance for this task. Various approaches are applied such as weighted least-squares in conjunction with the Birge ratio or random effects models. While the former approach, which is based on a location-scale model, is particularly popular in metrology, the latter represents a standard tool used in statistics for meta-analysis. We investigate the reliability and robustness of the location-scale model and the random effects model with particular focus on resulting coverage or credible intervals. The interval estimates are obtained by adopting a Bayesian point of view in conjunction with a non-informative prior that is determined by a currently favored principle for selecting non-informative priors. Both approaches are compared by applying them to simulated data as well as to data for the Planck constant and the Newtonian constant of gravitation. Our results suggest that the proposed Bayesian inference based on the random effects model is more reliable and less sensitive to model misspecifications than the approach based on the location-scale model.
Tweedell, Andrew J.; Haynes, Courtney A.
2017-01-01
The timing of muscle activity is a commonly applied analytic method to understand how the nervous system controls movement. This study systematically evaluates six classes of standard and statistical algorithms to determine muscle onset in both experimental surface electromyography (EMG) and simulated EMG with a known onset time. Eighteen participants had EMG collected from the biceps brachii and vastus lateralis while performing a biceps curl or knee extension, respectively. Three established methods and three statistical methods for EMG onset were evaluated. Linear envelope, Teager-Kaiser energy operator + linear envelope and sample entropy were the established methods evaluated while general time series mean/variance, sequential and batch processing of parametric and nonparametric tools, and Bayesian changepoint analysis were the statistical techniques used. Visual EMG onset (experimental data) and objective EMG onset (simulated data) were compared with algorithmic EMG onset via root mean square error and linear regression models for stepwise elimination of inferior algorithms. The top algorithms for both data types were analyzed for their mean agreement with the gold standard onset and evaluation of 95% confidence intervals. The top algorithms were all Bayesian changepoint analysis iterations where the parameter of the prior (p0) was zero. The best performing Bayesian algorithms were p0 = 0 and a posterior probability for onset determination at 60–90%. While existing algorithms performed reasonably, the Bayesian changepoint analysis methodology provides greater reliability and accuracy when determining the singular onset of EMG activity in a time series. Further research is needed to determine if this class of algorithms perform equally well when the time series has multiple bursts of muscle activity. PMID:28489897
Gu, Hairong; Kim, Woojae; Hou, Fang; Lesmes, Luis Andres; Pitt, Mark A; Lu, Zhong-Lin; Myung, Jay I
2016-01-01
Measurement efficiency is of concern when a large number of observations are required to obtain reliable estimates for parametric models of vision. The standard entropy-based Bayesian adaptive testing procedures addressed the issue by selecting the most informative stimulus in sequential experimental trials. Noninformative, diffuse priors were commonly used in those tests. Hierarchical adaptive design optimization (HADO; Kim, Pitt, Lu, Steyvers, & Myung, 2014) further improves the efficiency of the standard Bayesian adaptive testing procedures by constructing an informative prior using data from observers who have already participated in the experiment. The present study represents an empirical validation of HADO in estimating the human contrast sensitivity function. The results show that HADO significantly improves the accuracy and precision of parameter estimates, and therefore requires many fewer observations to obtain reliable inference about contrast sensitivity, compared to the method of quick contrast sensitivity function (Lesmes, Lu, Baek, & Albright, 2010), which uses the standard Bayesian procedure. The improvement with HADO was maintained even when the prior was constructed from heterogeneous populations or a relatively small number of observers. These results of this case study support the conclusion that HADO can be used in Bayesian adaptive testing by replacing noninformative, diffuse priors with statistically justified informative priors without introducing unwanted bias.
Gu, Hairong; Kim, Woojae; Hou, Fang; Lesmes, Luis Andres; Pitt, Mark A.; Lu, Zhong-Lin; Myung, Jay I.
2016-01-01
Measurement efficiency is of concern when a large number of observations are required to obtain reliable estimates for parametric models of vision. The standard entropy-based Bayesian adaptive testing procedures addressed the issue by selecting the most informative stimulus in sequential experimental trials. Noninformative, diffuse priors were commonly used in those tests. Hierarchical adaptive design optimization (HADO; Kim, Pitt, Lu, Steyvers, & Myung, 2014) further improves the efficiency of the standard Bayesian adaptive testing procedures by constructing an informative prior using data from observers who have already participated in the experiment. The present study represents an empirical validation of HADO in estimating the human contrast sensitivity function. The results show that HADO significantly improves the accuracy and precision of parameter estimates, and therefore requires many fewer observations to obtain reliable inference about contrast sensitivity, compared to the method of quick contrast sensitivity function (Lesmes, Lu, Baek, & Albright, 2010), which uses the standard Bayesian procedure. The improvement with HADO was maintained even when the prior was constructed from heterogeneous populations or a relatively small number of observers. These results of this case study support the conclusion that HADO can be used in Bayesian adaptive testing by replacing noninformative, diffuse priors with statistically justified informative priors without introducing unwanted bias. PMID:27105061
A Bayesian alternative for multi-objective ecohydrological model specification
NASA Astrophysics Data System (ADS)
Tang, Yating; Marshall, Lucy; Sharma, Ashish; Ajami, Hoori
2018-01-01
Recent studies have identified the importance of vegetation processes in terrestrial hydrologic systems. Process-based ecohydrological models combine hydrological, physical, biochemical and ecological processes of the catchments, and as such are generally more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov chain Monte Carlo (MCMC) techniques. The Bayesian approach offers an appealing alternative to traditional multi-objective hydrologic model calibrations by defining proper prior distributions that can be considered analogous to the ad-hoc weighting often prescribed in multi-objective calibration. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological modeling framework based on a traditional Pareto-based model calibration technique. In our study, a Pareto-based multi-objective optimization and a formal Bayesian framework are implemented in a conceptual ecohydrological model that combines a hydrological model (HYMOD) and a modified Bucket Grassland Model (BGM). Simulations focused on one objective (streamflow/LAI) and multiple objectives (streamflow and LAI) with different emphasis defined via the prior distribution of the model error parameters. Results show more reliable outputs for both predicted streamflow and LAI using Bayesian multi-objective calibration with specified prior distributions for error parameters based on results from the Pareto front in the ecohydrological modeling. The methodology implemented here provides insight into the usefulness of multiobjective Bayesian calibration for ecohydrologic systems and the importance of appropriate prior distributions in such approaches.
Bayesian Cue Integration as a Developmental Outcome of Reward Mediated Learning
Weisswange, Thomas H.; Rothkopf, Constantin A.; Rodemann, Tobias; Triesch, Jochen
2011-01-01
Average human behavior in cue combination tasks is well predicted by Bayesian inference models. As this capability is acquired over developmental timescales, the question arises, how it is learned. Here we investigated whether reward dependent learning, that is well established at the computational, behavioral, and neuronal levels, could contribute to this development. It is shown that a model free reinforcement learning algorithm can indeed learn to do cue integration, i.e. weight uncertain cues according to their respective reliabilities and even do so if reliabilities are changing. We also consider the case of causal inference where multimodal signals can originate from one or multiple separate objects and should not always be integrated. In this case, the learner is shown to develop a behavior that is closest to Bayesian model averaging. We conclude that reward mediated learning could be a driving force for the development of cue integration and causal inference. PMID:21750717
Predicting Software Suitability Using a Bayesian Belief Network
NASA Technical Reports Server (NTRS)
Beaver, Justin M.; Schiavone, Guy A.; Berrios, Joseph S.
2005-01-01
The ability to reliably predict the end quality of software under development presents a significant advantage for a development team. It provides an opportunity to address high risk components earlier in the development life cycle, when their impact is minimized. This research proposes a model that captures the evolution of the quality of a software product, and provides reliable forecasts of the end quality of the software being developed in terms of product suitability. Development team skill, software process maturity, and software problem complexity are hypothesized as driving factors of software product quality. The cause-effect relationships between these factors and the elements of software suitability are modeled using Bayesian Belief Networks, a machine learning method. This research presents a Bayesian Network for software quality, and the techniques used to quantify the factors that influence and represent software quality. The developed model is found to be effective in predicting the end product quality of small-scale software development efforts.
Bayesian molecular dating: opening up the black box.
Bromham, Lindell; Duchêne, Sebastián; Hua, Xia; Ritchie, Andrew M; Duchêne, David A; Ho, Simon Y W
2018-05-01
Molecular dating analyses allow evolutionary timescales to be estimated from genetic data, offering an unprecedented capacity for investigating the evolutionary past of all species. These methods require us to make assumptions about the relationship between genetic change and evolutionary time, often referred to as a 'molecular clock'. Although initially regarded with scepticism, molecular dating has now been adopted in many areas of biology. This broad uptake has been due partly to the development of Bayesian methods that allow complex aspects of molecular evolution, such as variation in rates of change across lineages, to be taken into account. But in order to do this, Bayesian dating methods rely on a range of assumptions about the evolutionary process, which vary in their degree of biological realism and empirical support. These assumptions can have substantial impacts on the estimates produced by molecular dating analyses. The aim of this review is to open the 'black box' of Bayesian molecular dating and have a look at the machinery inside. We explain the components of these dating methods, the important decisions that researchers must make in their analyses, and the factors that need to be considered when interpreting results. We illustrate the effects that the choices of different models and priors can have on the outcome of the analysis, and suggest ways to explore these impacts. We describe some major research directions that may improve the reliability of Bayesian dating. The goal of our review is to help researchers to make informed choices when using Bayesian phylogenetic methods to estimate evolutionary rates and timescales. © 2017 Cambridge Philosophical Society.
Brøndum, R F; Su, G; Janss, L; Sahana, G; Guldbrandtsen, B; Boichard, D; Lund, M S
2015-06-01
This study investigated the effect on the reliability of genomic prediction when a small number of significant variants from single marker analysis based on whole genome sequence data were added to the regular 54k single nucleotide polymorphism (SNP) array data. The extra markers were selected with the aim of augmenting the custom low-density Illumina BovineLD SNP chip (San Diego, CA) used in the Nordic countries. The single-marker analysis was done breed-wise on all 16 index traits included in the breeding goals for Nordic Holstein, Danish Jersey, and Nordic Red cattle plus the total merit index itself. Depending on the trait's economic weight, 15, 10, or 5 quantitative trait loci (QTL) were selected per trait per breed and 3 to 5 markers were selected to tag each QTL. After removing duplicate markers (same marker selected for more than one trait or breed) and filtering for high pairwise linkage disequilibrium and assaying performance on the array, a total of 1,623 QTL markers were selected for inclusion on the custom chip. Genomic prediction analyses were performed for Nordic and French Holstein and Nordic Red animals using either a genomic BLUP or a Bayesian variable selection model. When using the genomic BLUP model including the QTL markers in the analysis, reliability was increased by up to 4 percentage points for production traits in Nordic Holstein animals, up to 3 percentage points for Nordic Reds, and up to 5 percentage points for French Holstein. Smaller gains of up to 1 percentage point was observed for mastitis, but only a 0.5 percentage point increase was seen for fertility. When using a Bayesian model accuracies were generally higher with only 54k data compared with the genomic BLUP approach, but increases in reliability were relatively smaller when QTL markers were included. Results from this study indicate that the reliability of genomic prediction can be increased by including markers significant in genome-wide association studies on whole genome sequence data alongside the 54k SNP set. Copyright © 2015 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.
Statistical Methods for Turbine Blade Dynamics
2008-09-30
disks Journal of Sound and Vibration 317 , pp. 625-645. Calanni, G., Volovoi, V., Ruzzene, M, Vining, C., Cento, P., (2007). Application of Bayesian...are investigated for two vibration problems regarding a one-dimensional beam and a three-dimensional plate structure. It is to be noted that the...gaps," Reliability Engi- neering and System Safety, no. 85, pp. 249-266, 2004. [8] BENFIELD, W. A. andHRUDA, R. F., " Vibration analysis of structures
A Bayesian hierarchical approach to comparative audit for carotid surgery.
Kuhan, G; Marshall, E C; Abidia, A F; Chetter, I C; McCollum, P T
2002-12-01
the aim of this study was to illustrate how a Bayesian hierarchical modelling approach can aid the reliable comparison of outcome rates between surgeons. retrospective analysis of prospective and retrospective data. binary outcome data (death/stroke within 30 days), together with information on 15 possible risk factors specific for CEA were available on 836 CEAs performed by four vascular surgeons from 1992-99. The median patient age was 68 (range 38-86) years and 60% were men. the model was developed using the WinBUGS software. After adjusting for patient-level risk factors, a cross-validatory approach was adopted to identify "divergent" performance. A ranking exercise was also carried out. the overall observed 30-day stroke/death rate was 3.9% (33/836). The model found diabetes, stroke and heart disease to be significant risk factors. There was no significant difference between the predicted and observed outcome rates for any surgeon (Bayesian p -value>0.05). Each surgeon had a median rank of 3 with associated 95% CI 1.0-5.0, despite the variability of observed stroke/death rate from 2.9-4.4%. After risk adjustment, there was very little residual between-surgeon variability in outcome rate. Bayesian hierarchical models can help to accurately quantify the uncertainty associated with surgeons' performance and rank.
A Bayes linear Bayes method for estimation of correlated event rates.
Quigley, John; Wilson, Kevin J; Walls, Lesley; Bedford, Tim
2013-12-01
Typically, full Bayesian estimation of correlated event rates can be computationally challenging since estimators are intractable. When estimation of event rates represents one activity within a larger modeling process, there is an incentive to develop more efficient inference than provided by a full Bayesian model. We develop a new subjective inference method for correlated event rates based on a Bayes linear Bayes model under the assumption that events are generated from a homogeneous Poisson process. To reduce the elicitation burden we introduce homogenization factors to the model and, as an alternative to a subjective prior, an empirical method using the method of moments is developed. Inference under the new method is compared against estimates obtained under a full Bayesian model, which takes a multivariate gamma prior, where the predictive and posterior distributions are derived in terms of well-known functions. The mathematical properties of both models are presented. A simulation study shows that the Bayes linear Bayes inference method and the full Bayesian model provide equally reliable estimates. An illustrative example, motivated by a problem of estimating correlated event rates across different users in a simple supply chain, shows how ignoring the correlation leads to biased estimation of event rates. © 2013 Society for Risk Analysis.
NASA Astrophysics Data System (ADS)
Anderson, Christian Carl
This Dissertation explores the physics underlying the propagation of ultrasonic waves in bone and in heart tissue through the use of Bayesian probability theory. Quantitative ultrasound is a noninvasive modality used for clinical detection, characterization, and evaluation of bone quality and cardiovascular disease. Approaches that extend the state of knowledge of the physics underpinning the interaction of ultrasound with inherently inhomogeneous and isotropic tissue have the potential to enhance its clinical utility. Simulations of fast and slow compressional wave propagation in cancellous bone were carried out to demonstrate the plausibility of a proposed explanation for the widely reported anomalous negative dispersion in cancellous bone. The results showed that negative dispersion could arise from analysis that proceeded under the assumption that the data consist of only a single ultrasonic wave, when in fact two overlapping and interfering waves are present. The confounding effect of overlapping fast and slow waves was addressed by applying Bayesian parameter estimation to simulated data, to experimental data acquired on bone-mimicking phantoms, and to data acquired in vitro on cancellous bone. The Bayesian approach successfully estimated the properties of the individual fast and slow waves even when they strongly overlapped in the acquired data. The Bayesian parameter estimation technique was further applied to an investigation of the anisotropy of ultrasonic properties in cancellous bone. The degree to which fast and slow waves overlap is partially determined by the angle of insonation of ultrasound relative to the predominant direction of trabecular orientation. In the past, studies of anisotropy have been limited by interference between fast and slow waves over a portion of the range of insonation angles. Bayesian analysis estimated attenuation, velocity, and amplitude parameters over the entire range of insonation angles, allowing a more complete characterization of anisotropy. A novel piecewise linear model for the cyclic variation of ultrasonic backscatter from myocardium was proposed. Models of cyclic variation for 100 type 2 diabetes patients and 43 normal control subjects were constructed using Bayesian parameter estimation. Parameters determined from the model, specifically rise time and slew rate, were found to be more reliable in differentiating between subject groups than the previously employed magnitude parameter.
A Bayesian Account of Visual-Vestibular Interactions in the Rod-and-Frame Task.
Alberts, Bart B G T; de Brouwer, Anouk J; Selen, Luc P J; Medendorp, W Pieter
2016-01-01
Panoramic visual cues, as generated by the objects in the environment, provide the brain with important information about gravity direction. To derive an optimal, i.e., Bayesian, estimate of gravity direction, the brain must combine panoramic information with gravity information detected by the vestibular system. Here, we examined the individual sensory contributions to this estimate psychometrically. We asked human subjects to judge the orientation (clockwise or counterclockwise relative to gravity) of a briefly flashed luminous rod, presented within an oriented square frame (rod-in-frame). Vestibular contributions were manipulated by tilting the subject's head, whereas visual contributions were manipulated by changing the viewing distance of the rod and frame. Results show a cyclical modulation of the frame-induced bias in perceived verticality across a 90° range of frame orientations. The magnitude of this bias decreased significantly with larger viewing distance, as if visual reliability was reduced. Biases increased significantly when the head was tilted, as if vestibular reliability was reduced. A Bayesian optimal integration model, with distinct vertical and horizontal panoramic weights, a gain factor to allow for visual reliability changes, and ocular counterroll in response to head tilt, provided a good fit to the data. We conclude that subjects flexibly weigh visual panoramic and vestibular information based on their orientation-dependent reliability, resulting in the observed verticality biases and the associated response variabilities.
A Bayesian Account of Visual–Vestibular Interactions in the Rod-and-Frame Task
de Brouwer, Anouk J.; Medendorp, W. Pieter
2016-01-01
Abstract Panoramic visual cues, as generated by the objects in the environment, provide the brain with important information about gravity direction. To derive an optimal, i.e., Bayesian, estimate of gravity direction, the brain must combine panoramic information with gravity information detected by the vestibular system. Here, we examined the individual sensory contributions to this estimate psychometrically. We asked human subjects to judge the orientation (clockwise or counterclockwise relative to gravity) of a briefly flashed luminous rod, presented within an oriented square frame (rod-in-frame). Vestibular contributions were manipulated by tilting the subject’s head, whereas visual contributions were manipulated by changing the viewing distance of the rod and frame. Results show a cyclical modulation of the frame-induced bias in perceived verticality across a 90° range of frame orientations. The magnitude of this bias decreased significantly with larger viewing distance, as if visual reliability was reduced. Biases increased significantly when the head was tilted, as if vestibular reliability was reduced. A Bayesian optimal integration model, with distinct vertical and horizontal panoramic weights, a gain factor to allow for visual reliability changes, and ocular counterroll in response to head tilt, provided a good fit to the data. We conclude that subjects flexibly weigh visual panoramic and vestibular information based on their orientation-dependent reliability, resulting in the observed verticality biases and the associated response variabilities. PMID:27844055
Renard, Bernhard Y.; Xu, Buote; Kirchner, Marc; Zickmann, Franziska; Winter, Dominic; Korten, Simone; Brattig, Norbert W.; Tzur, Amit; Hamprecht, Fred A.; Steen, Hanno
2012-01-01
Currently, the reliable identification of peptides and proteins is only feasible when thoroughly annotated sequence databases are available. Although sequencing capacities continue to grow, many organisms remain without reliable, fully annotated reference genomes required for proteomic analyses. Standard database search algorithms fail to identify peptides that are not exactly contained in a protein database. De novo searches are generally hindered by their restricted reliability, and current error-tolerant search strategies are limited by global, heuristic tradeoffs between database and spectral information. We propose a Bayesian information criterion-driven error-tolerant peptide search (BICEPS) and offer an open source implementation based on this statistical criterion to automatically balance the information of each single spectrum and the database, while limiting the run time. We show that BICEPS performs as well as current database search algorithms when such algorithms are applied to sequenced organisms, whereas BICEPS only uses a remotely related organism database. For instance, we use a chicken instead of a human database corresponding to an evolutionary distance of more than 300 million years (International Chicken Genome Sequencing Consortium (2004) Sequence and comparative analysis of the chicken genome provide unique perspectives on vertebrate evolution. Nature 432, 695–716). We demonstrate the successful application to cross-species proteomics with a 33% increase in the number of identified proteins for a filarial nematode sample of Litomosoides sigmodontis. PMID:22493179
Reliable evaluation of the quantal determinants of synaptic efficacy using Bayesian analysis
Beato, M.
2013-01-01
Communication between neurones in the central nervous system depends on synaptic transmission. The efficacy of synapses is determined by pre- and postsynaptic factors that can be characterized using quantal parameters such as the probability of neurotransmitter release, number of release sites, and quantal size. Existing methods of estimating the quantal parameters based on multiple probability fluctuation analysis (MPFA) are limited by their requirement for long recordings to acquire substantial data sets. We therefore devised an algorithm, termed Bayesian Quantal Analysis (BQA), that can yield accurate estimates of the quantal parameters from data sets of as small a size as 60 observations for each of only 2 conditions of release probability. Computer simulations are used to compare its performance in accuracy with that of MPFA, while varying the number of observations and the simulated range in release probability. We challenge BQA with realistic complexities characteristic of complex synapses, such as increases in the intra- or intersite variances, and heterogeneity in release probabilities. Finally, we validate the method using experimental data obtained from electrophysiological recordings to show that the effect of an antagonist on postsynaptic receptors is correctly characterized by BQA by a specific reduction in the estimates of quantal size. Since BQA routinely yields reliable estimates of the quantal parameters from small data sets, it is ideally suited to identify the locus of synaptic plasticity for experiments in which repeated manipulations of the recording environment are unfeasible. PMID:23076101
Photo- and electroproduction of K+Λ with a unitarity-restored isobar model
NASA Astrophysics Data System (ADS)
Skoupil, D.; Bydžovský, P.
2018-02-01
Exploiting the isobar model, kaon photo- and electroproduction on the proton in the resonance region comes under scrutiny. An upgrade of our previous model, comprising higher-spin nucleon and hyperon exchanges in the consistent formalism, was accomplished by implementing energy-dependent widths of nucleon resonances, which leads to a different choice of hadron form factor with much softer values of cutoff parameter for the resonant part. For a reliable description of electroproduction, the necessity of including longitudinal couplings of nucleon resonances to virtual photons was revealed. We present a new model whose free parameters were adjusted to photo- and electroproduction data and which provides a reliable overall description of experimental data in all kinematic regions. The majority of nucleon resonances chosen in this analysis coincide with those selected in our previous analysis and also in the Bayesian analysis with the Regge-plus-resonance model as the states contributing to this process with the highest probability.
Inverse problems and computational cell metabolic models: a statistical approach
NASA Astrophysics Data System (ADS)
Calvetti, D.; Somersalo, E.
2008-07-01
In this article, we give an overview of the Bayesian modelling of metabolic systems at the cellular and subcellular level. The models are based on detailed description of key biochemical reactions occurring in tissue, which may in turn be compartmentalized into cytosol and mitochondria, and of transports between the compartments. The classical deterministic approach which models metabolic systems as dynamical systems with Michaelis-Menten kinetics, is replaced by a stochastic extension where the model parameters are interpreted as random variables with an appropriate probability density. The inverse problem of cell metabolism in this setting consists of estimating the density of the model parameters. After discussing some possible approaches to solving the problem, we address the issue of how to assess the reliability of the predictions of a stochastic model by proposing an output analysis in terms of model uncertainties. Visualization modalities for organizing the large amount of information provided by the Bayesian dynamic sensitivity analysis are also illustrated.
Wu, X; Lund, M S; Sun, D; Zhang, Q; Su, G
2015-10-01
One of the factors affecting the reliability of genomic prediction is the relationship among the animals of interest. This study investigated the reliability of genomic prediction in various scenarios with regard to the relationship between test and training animals, and among animals within the training data set. Different training data sets were generated from EuroGenomics data and a group of Nordic Holstein bulls (born in 2005 and afterwards) as a common test data set. Genomic breeding values were predicted using a genomic best linear unbiased prediction model and a Bayesian mixture model. The results showed that a closer relationship between test and training animals led to a higher reliability of genomic predictions for the test animals, while a closer relationship among training animals resulted in a lower reliability. In addition, the Bayesian mixture model in general led to a slightly higher reliability of genomic prediction, especially for the scenario of distant relationships between training and test animals. Therefore, to prevent a decrease in reliability, constant updates of the training population with animals from more recent generations are required. Moreover, a training population consisting of less-related animals is favourable for reliability of genomic prediction. © 2015 Blackwell Verlag GmbH.
Evaluation of calibration efficacy under different levels of uncertainty
Heo, Yeonsook; Graziano, Diane J.; Guzowski, Leah; ...
2014-06-10
This study examines how calibration performs under different levels of uncertainty in model input data. It specifically assesses the efficacy of Bayesian calibration to enhance the reliability of EnergyPlus model predictions. A Bayesian approach can be used to update uncertain values of parameters, given measured energy-use data, and to quantify the associated uncertainty.We assess the efficacy of Bayesian calibration under a controlled virtual-reality setup, which enables rigorous validation of the accuracy of calibration results in terms of both calibrated parameter values and model predictions. Case studies demonstrate the performance of Bayesian calibration of base models developed from audit data withmore » differing levels of detail in building design, usage, and operation.« less
Walker, Martin; Basáñez, María-Gloria; Ouédraogo, André Lin; Hermsen, Cornelus; Bousema, Teun; Churcher, Thomas S
2015-01-16
Quantitative molecular methods (QMMs) such as quantitative real-time polymerase chain reaction (q-PCR), reverse-transcriptase PCR (qRT-PCR) and quantitative nucleic acid sequence-based amplification (QT-NASBA) are increasingly used to estimate pathogen density in a variety of clinical and epidemiological contexts. These methods are often classified as semi-quantitative, yet estimates of reliability or sensitivity are seldom reported. Here, a statistical framework is developed for assessing the reliability (uncertainty) of pathogen densities estimated using QMMs and the associated diagnostic sensitivity. The method is illustrated with quantification of Plasmodium falciparum gametocytaemia by QT-NASBA. The reliability of pathogen (e.g. gametocyte) densities, and the accompanying diagnostic sensitivity, estimated by two contrasting statistical calibration techniques, are compared; a traditional method and a mixed model Bayesian approach. The latter accounts for statistical dependence of QMM assays run under identical laboratory protocols and permits structural modelling of experimental measurements, allowing precision to vary with pathogen density. Traditional calibration cannot account for inter-assay variability arising from imperfect QMMs and generates estimates of pathogen density that have poor reliability, are variable among assays and inaccurately reflect diagnostic sensitivity. The Bayesian mixed model approach assimilates information from replica QMM assays, improving reliability and inter-assay homogeneity, providing an accurate appraisal of quantitative and diagnostic performance. Bayesian mixed model statistical calibration supersedes traditional techniques in the context of QMM-derived estimates of pathogen density, offering the potential to improve substantially the depth and quality of clinical and epidemiological inference for a wide variety of pathogens.
Wells, Gary L; Yang, Yueran; Smalarz, Laura
2015-04-01
We provide a novel Bayesian treatment of the eyewitness identification problem as it relates to various system variables, such as instruction effects, lineup presentation format, lineup-filler similarity, lineup administrator influence, and show-ups versus lineups. We describe why eyewitness identification is a natural Bayesian problem and how numerous important observations require careful consideration of base rates. Moreover, we argue that the base rate in eyewitness identification should be construed as a system variable (under the control of the justice system). We then use prior-by-posterior curves and information-gain curves to examine data obtained from a large number of published experiments. Next, we show how information-gain curves are moderated by system variables and by witness confidence and we note how information-gain curves reveal that lineups are consistently more proficient at incriminating the guilty than they are at exonerating the innocent. We then introduce a new type of analysis that we developed called base rate effect-equivalency (BREE) curves. BREE curves display how much change in the base rate is required to match the impact of any given system variable. The results indicate that even relatively modest changes to the base rate can have more impact on the reliability of eyewitness identification evidence than do the traditional system variables that have received so much attention in the literature. We note how this Bayesian analysis of eyewitness identification has implications for the question of whether there ought to be a reasonable-suspicion criterion for placing a person into the jeopardy of an identification procedure. (c) 2015 APA, all rights reserved).
A Bayesian Approach for Sensor Optimisation in Impact Identification
Mallardo, Vincenzo; Sharif Khodaei, Zahra; Aliabadi, Ferri M. H.
2016-01-01
This paper presents a Bayesian approach for optimizing the position of sensors aimed at impact identification in composite structures under operational conditions. The uncertainty in the sensor data has been represented by statistical distributions of the recorded signals. An optimisation strategy based on the genetic algorithm is proposed to find the best sensor combination aimed at locating impacts on composite structures. A Bayesian-based objective function is adopted in the optimisation procedure as an indicator of the performance of meta-models developed for different sensor combinations to locate various impact events. To represent a real structure under operational load and to increase the reliability of the Structural Health Monitoring (SHM) system, the probability of malfunctioning sensors is included in the optimisation. The reliability and the robustness of the procedure is tested with experimental and numerical examples. Finally, the proposed optimisation algorithm is applied to a composite stiffened panel for both the uniform and non-uniform probability of impact occurrence. PMID:28774064
Dommert, M; Reginatto, M; Zboril, M; Fiedler, F; Helmbrecht, S; Enghardt, W; Lutz, B
2017-11-28
Bonner sphere measurements are typically analyzed using unfolding codes. It is well known that it is difficult to get reliable estimates of uncertainties for standard unfolding procedures. An alternative approach is to analyze the data using Bayesian parameter estimation. This method provides reliable estimates of the uncertainties of neutron spectra leading to rigorous estimates of uncertainties of the dose. We extend previous Bayesian approaches and apply the method to stray neutrons in proton therapy environments by introducing a new parameterized model which describes the main features of the expected neutron spectra. The parameterization is based on information that is available from measurements and detailed Monte Carlo simulations. The validity of this approach has been validated with results of an experiment using Bonner spheres carried out at the experimental hall of the OncoRay proton therapy facility in Dresden. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.
Automated MRI Cerebellar Size Measurements Using Active Appearance Modeling
Price, Mathew; Cardenas, Valerie A.; Fein, George
2014-01-01
Although the human cerebellum has been increasingly identified as an important hub that shows potential for helping in the diagnosis of a large spectrum of disorders, such as alcoholism, autism, and fetal alcohol spectrum disorder, the high costs associated with manual segmentation, and low availability of reliable automated cerebellar segmentation tools, has resulted in a limited focus on cerebellar measurement in human neuroimaging studies. We present here the CATK (Cerebellar Analysis Toolkit), which is based on the Bayesian framework implemented in FMRIB’s FIRST. This approach involves training Active Appearance Models (AAM) using hand-delineated examples. CATK can currently delineate the cerebellar hemispheres and three vermal groups (lobules I–V, VI–VII, and VIII–X). Linear registration with the low-resolution MNI152 template is used to provide initial alignment, and Point Distribution Models (PDM) are parameterized using stellar sampling. The Bayesian approach models the relationship between shape and texture through computation of conditionals in the training set. Our method varies from the FIRST framework in that initial fitting is driven by 1D intensity profile matching, and the conditional likelihood function is subsequently used to refine fitting. The method was developed using T1-weighted images from 63 subjects that were imaged and manually labeled: 43 subjects were scanned once and were used for training models, and 20 subjects were imaged twice (with manual labeling applied to both runs) and used to assess reliability and validity. Intraclass correlation analysis shows that CATK is highly reliable (average test-retest ICCs of 0.96), and offers excellent agreement with the gold standard (average validity ICC of 0.87 against manual labels). Comparisons against an alternative atlas-based approach, SUIT (Spatially Unbiased Infratentorial Template), that registers images with a high-resolution template of the cerebellum, show that our AAM approach offers superior reliability and validity. Extensions of CATK to cerebellar hemisphere parcels is envisioned. PMID:25192657
Bayesian Approach for Reliability Assessment of Sunshield Deployment on JWST
NASA Technical Reports Server (NTRS)
Kaminskiy, Mark P.; Evans, John W.; Gallo, Luis D.
2013-01-01
Deployable subsystems are essential to mission success of most spacecraft. These subsystems enable critical functions including power, communications and thermal control. The loss of any of these functions will generally result in loss of the mission. These subsystems and their components often consist of unique designs and applications, for which various standardized data sources are not applicable for estimating reliability and for assessing risks. In this study, a Bayesian approach for reliability estimation of spacecraft deployment was developed for this purpose. This approach was then applied to the James Webb Space Telescope (JWST) Sunshield subsystem, a unique design intended for thermal control of the observatory's telescope and science instruments. In order to collect the prior information on deployable systems, detailed studies of "heritage information", were conducted extending over 45 years of spacecraft launches. The NASA Goddard Space Flight Center (GSFC) Spacecraft Operational Anomaly and Reporting System (SOARS) data were then used to estimate the parameters of the conjugative beta prior distribution for anomaly and failure occurrence, as the most consistent set of available data and that could be matched to launch histories. This allows for an emperical Bayesian prediction for the risk of an anomaly occurrence of the complex Sunshield deployment, with credibility limits, using prior deployment data and test information.
Fu, Zhibiao; Baker, Daniel; Cheng, Aili; Leighton, Julie; Appelbaum, Edward; Aon, Juan
2016-05-01
The principle of quality by design (QbD) has been widely applied to biopharmaceutical manufacturing processes. Process characterization is an essential step to implement the QbD concept to establish the design space and to define the proven acceptable ranges (PAR) for critical process parameters (CPPs). In this study, we present characterization of a Saccharomyces cerevisiae fermentation process using risk assessment analysis, statistical design of experiments (DoE), and the multivariate Bayesian predictive approach. The critical quality attributes (CQAs) and CPPs were identified with a risk assessment. The statistical model for each attribute was established using the results from the DoE study with consideration given to interactions between CPPs. Both the conventional overlapping contour plot and the multivariate Bayesian predictive approaches were used to establish the region of process operating conditions where all attributes met their specifications simultaneously. The quantitative Bayesian predictive approach was chosen to define the PARs for the CPPs, which apply to the manufacturing control strategy. Experience from the 10,000 L manufacturing scale process validation, including 64 continued process verification batches, indicates that the CPPs remain under a state of control and within the established PARs. The end product quality attributes were within their drug substance specifications. The probability generated with the Bayesian approach was also used as a tool to assess CPP deviations. This approach can be extended to develop other production process characterization and quantify a reliable operating region. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:799-812, 2016. © 2016 American Institute of Chemical Engineers.
A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research
ERIC Educational Resources Information Center
van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B.; Neyer, Franz J.; van Aken, Marcel A. G.
2014-01-01
Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First, the ingredients underlying Bayesian methods are…
Bayesian data analysis in population ecology: motivations, methods, and benefits
Dorazio, Robert
2016-01-01
During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.
NASA Astrophysics Data System (ADS)
Gu, Chen; Marzouk, Youssef M.; Toksöz, M. Nafi
2018-03-01
Small earthquakes occur due to natural tectonic motions and are induced by oil and gas production processes. In many oil/gas fields and hydrofracking processes, induced earthquakes result from fluid extraction or injection. The locations and source mechanisms of these earthquakes provide valuable information about the reservoirs. Analysis of induced seismic events has mostly assumed a double-couple source mechanism. However, recent studies have shown a non-negligible percentage of non-double-couple components of source moment tensors in hydraulic fracturing events, assuming a full moment tensor source mechanism. Without uncertainty quantification of the moment tensor solution, it is difficult to determine the reliability of these source models. This study develops a Bayesian method to perform waveform-based full moment tensor inversion and uncertainty quantification for induced seismic events, accounting for both location and velocity model uncertainties. We conduct tests with synthetic events to validate the method, and then apply our newly developed Bayesian inversion approach to real induced seismicity in an oil/gas field in the sultanate of Oman—determining the uncertainties in the source mechanism and in the location of that event.
Comparability and Reliability Considerations of Adequate Yearly Progress
ERIC Educational Resources Information Center
Maier, Kimberly S.; Maiti, Tapabrata; Dass, Sarat C.; Lim, Chae Young
2012-01-01
The purpose of this study is to develop an estimate of Adequate Yearly Progress (AYP) that will allow for reliable and valid comparisons among student subgroups, schools, and districts. A shrinkage-type estimator of AYP using the Bayesian framework is described. Using simulated data, the performance of the Bayes estimator will be compared to…
Kruschke, John K; Liddell, Torrin M
2018-02-01
In the practice of data analysis, there is a conceptual distinction between hypothesis testing, on the one hand, and estimation with quantified uncertainty on the other. Among frequentists in psychology, a shift of emphasis from hypothesis testing to estimation has been dubbed "the New Statistics" (Cumming 2014). A second conceptual distinction is between frequentist methods and Bayesian methods. Our main goal in this article is to explain how Bayesian methods achieve the goals of the New Statistics better than frequentist methods. The article reviews frequentist and Bayesian approaches to hypothesis testing and to estimation with confidence or credible intervals. The article also describes Bayesian approaches to meta-analysis, randomized controlled trials, and power analysis.
NASA Astrophysics Data System (ADS)
Morse, Llewellyn; Sharif Khodaei, Zahra; Aliabadi, M. H.
2018-01-01
In this work, a reliability based impact detection strategy for a sensorized composite structure is proposed. Impacts are localized using Artificial Neural Networks (ANNs) with recorded guided waves due to impacts used as inputs. To account for variability in the recorded data under operational conditions, Bayesian updating and Kalman filter techniques are applied to improve the reliability of the detection algorithm. The possibility of having one or more faulty sensors is considered, and a decision fusion algorithm based on sub-networks of sensors is proposed to improve the application of the methodology to real structures. A strategy for reliably categorizing impacts into high energy impacts, which are probable to cause damage in the structure (true impacts), and low energy non-damaging impacts (false impacts), has also been proposed to reduce the false alarm rate. The proposed strategy involves employing classification ANNs with different features extracted from captured signals used as inputs. The proposed methodologies are validated by experimental results on a quasi-isotropic composite coupon impacted with a range of impact energies.
Dai, Sheng-Yun; Xu, Bing; Zhang, Yi; Li, Jian-Yu; Sun, Fei; Shi, Xin-Yuan; Qiao, Yan-Jiang
2016-09-01
Coptis chinensis (Huanglian) is a commonly used traditional Chinese medicine (TCM) herb and alkaloids are the most important chemical constituents in it. In the present study, an isocratic reverse phase high performance liquid chromatography (RP-HPLC) method allowing the separation of six alkaloids in Huanglian was for the first time developed under the quality by design (QbD) principles. First, five chromatographic parameters were identified to construct a Plackett-Burman experimental design. The critical resolution, analysis time, and peak width were responses modeled by multivariate linear regression. The results showed that the percentage of acetonitrile, concentration of sodium dodecyl sulfate, and concentration of potassium phosphate monobasic were statistically significant parameters (P < 0.05). Then, the Box-Behnken experimental design was applied to further evaluate the interactions between the three parameters on selected responses. Full quadratic models were built and used to establish the analytical design space. Moreover, the reliability of design space was estimated by the Bayesian posterior predictive distribution. The optimal separation was predicted at 40% acetonitrile, 1.7 g·mL(-1) of sodium dodecyl sulfate and 0.03 mol·mL(-1) of potassium phosphate monobasic. Finally, the accuracy profile methodology was used to validate the established HPLC method. The results demonstrated that the QbD concept could be efficiently used to develop a robust RP-HPLC analytical method for Huanglian. Copyright © 2016 China Pharmaceutical University. Published by Elsevier B.V. All rights reserved.
Building a maintenance policy through a multi-criterion decision-making model
NASA Astrophysics Data System (ADS)
Faghihinia, Elahe; Mollaverdi, Naser
2012-08-01
A major competitive advantage of production and service systems is establishing a proper maintenance policy. Therefore, maintenance managers should make maintenance decisions that best fit their systems. Multi-criterion decision-making methods can take into account a number of aspects associated with the competitiveness factors of a system. This paper presents a multi-criterion decision-aided maintenance model with three criteria that have more influence on decision making: reliability, maintenance cost, and maintenance downtime. The Bayesian approach has been applied to confront maintenance failure data shortage. Therefore, the model seeks to make the best compromise between these three criteria and establish replacement intervals using Preference Ranking Organization Method for Enrichment Evaluation (PROMETHEE II), integrating the Bayesian approach with regard to the preference of the decision maker to the problem. Finally, using a numerical application, the model has been illustrated, and for a visual realization and an illustrative sensitivity analysis, PROMETHEE GAIA (the visual interactive module) has been used. Use of PROMETHEE II and PROMETHEE GAIA has been made with Decision Lab software. A sensitivity analysis has been made to verify the robustness of certain parameters of the model.
Is probabilistic bias analysis approximately Bayesian?
MacLehose, Richard F.; Gustafson, Paul
2011-01-01
Case-control studies are particularly susceptible to differential exposure misclassification when exposure status is determined following incident case status. Probabilistic bias analysis methods have been developed as ways to adjust standard effect estimates based on the sensitivity and specificity of exposure misclassification. The iterative sampling method advocated in probabilistic bias analysis bears a distinct resemblance to a Bayesian adjustment; however, it is not identical. Furthermore, without a formal theoretical framework (Bayesian or frequentist), the results of a probabilistic bias analysis remain somewhat difficult to interpret. We describe, both theoretically and empirically, the extent to which probabilistic bias analysis can be viewed as approximately Bayesian. While the differences between probabilistic bias analysis and Bayesian approaches to misclassification can be substantial, these situations often involve unrealistic prior specifications and are relatively easy to detect. Outside of these special cases, probabilistic bias analysis and Bayesian approaches to exposure misclassification in case-control studies appear to perform equally well. PMID:22157311
A Web-Based System for Bayesian Benchmark Dose Estimation.
Shao, Kan; Shapiro, Andrew J
2018-01-11
Benchmark dose (BMD) modeling is an important step in human health risk assessment and is used as the default approach to identify the point of departure for risk assessment. A probabilistic framework for dose-response assessment has been proposed and advocated by various institutions and organizations; therefore, a reliable tool is needed to provide distributional estimates for BMD and other important quantities in dose-response assessment. We developed an online system for Bayesian BMD (BBMD) estimation and compared results from this software with U.S. Environmental Protection Agency's (EPA's) Benchmark Dose Software (BMDS). The system is built on a Bayesian framework featuring the application of Markov chain Monte Carlo (MCMC) sampling for model parameter estimation and BMD calculation, which makes the BBMD system fundamentally different from the currently prevailing BMD software packages. In addition to estimating the traditional BMDs for dichotomous and continuous data, the developed system is also capable of computing model-averaged BMD estimates. A total of 518 dichotomous and 108 continuous data sets extracted from the U.S. EPA's Integrated Risk Information System (IRIS) database (and similar databases) were used as testing data to compare the estimates from the BBMD and BMDS programs. The results suggest that the BBMD system may outperform the BMDS program in a number of aspects, including fewer failed BMD and BMDL calculations and estimates. The BBMD system is a useful alternative tool for estimating BMD with additional functionalities for BMD analysis based on most recent research. Most importantly, the BBMD has the potential to incorporate prior information to make dose-response modeling more reliable and can provide distributional estimates for important quantities in dose-response assessment, which greatly facilitates the current trend for probabilistic risk assessment. https://doi.org/10.1289/EHP1289.
ERIC Educational Resources Information Center
Yuan, Ying; MacKinnon, David P.
2009-01-01
In this article, we propose Bayesian analysis of mediation effects. Compared with conventional frequentist mediation analysis, the Bayesian approach has several advantages. First, it allows researchers to incorporate prior information into the mediation analysis, thus potentially improving the efficiency of estimates. Second, under the Bayesian…
NASA Astrophysics Data System (ADS)
Fer, I.; Kelly, R.; Andrews, T.; Dietze, M.; Richardson, A. D.
2016-12-01
Our ability to forecast ecosystems is limited by how well we parameterize ecosystem models. Direct measurements for all model parameters are not always possible and inverse estimation of these parameters through Bayesian methods is computationally costly. A solution to computational challenges of Bayesian calibration is to approximate the posterior probability surface using a Gaussian Process that emulates the complex process-based model. Here we report the integration of this method within an ecoinformatics toolbox, Predictive Ecosystem Analyzer (PEcAn), and its application with two ecosystem models: SIPNET and ED2.1. SIPNET is a simple model, allowing application of MCMC methods both to the model itself and to its emulator. We used both approaches to assimilate flux (CO2 and latent heat), soil respiration, and soil carbon data from Bartlett Experimental Forest. This comparison showed that emulator is reliable in terms of convergence to the posterior distribution. A 10000-iteration MCMC analysis with SIPNET itself required more than two orders of magnitude greater computation time than an MCMC run of same length with its emulator. This difference would be greater for a more computationally demanding model. Validation of the emulator-calibrated SIPNET against both the assimilated data and out-of-sample data showed improved fit and reduced uncertainty around model predictions. We next applied the validated emulator method to the ED2, whose complexity precludes standard Bayesian data assimilation. We used the ED2 emulator to assimilate demographic data from a network of inventory plots. For validation of the calibrated ED2, we compared the model to results from Empirical Succession Mapping (ESM), a novel synthesis of successional patterns in Forest Inventory and Analysis data. Our results revealed that while the pre-assimilation ED2 formulation cannot capture the emergent demographic patterns from ESM analysis, constrained model parameters controlling demographic processes increased their agreement considerably.
Prior approval: the growth of Bayesian methods in psychology.
Andrews, Mark; Baguley, Thom
2013-02-01
Within the last few years, Bayesian methods of data analysis in psychology have proliferated. In this paper, we briefly review the history or the Bayesian approach to statistics, and consider the implications that Bayesian methods have for the theory and practice of data analysis in psychology.
NASA Astrophysics Data System (ADS)
Blaauw, Maarten; Christen, J. Andrés; Bennett, K. D.; Reimer, Paula J.
2018-05-01
Reliable chronologies are essential for most Quaternary studies, but little is known about how age-depth model choice, as well as dating density and quality, affect the precision and accuracy of chronologies. A meta-analysis suggests that most existing late-Quaternary studies contain fewer than one date per millennium, and provide millennial-scale precision at best. We use existing and simulated sediment cores to estimate what dating density and quality are required to obtain accurate chronologies at a desired precision. For many sites, a doubling in dating density would significantly improve chronologies and thus their value for reconstructing and interpreting past environmental changes. Commonly used classical age-depth models stop becoming more precise after a minimum dating density is reached, but the precision of Bayesian age-depth models which take advantage of chronological ordering continues to improve with more dates. Our simulations show that classical age-depth models severely underestimate uncertainty and are inaccurate at low dating densities, and also perform poorly at high dating densities. On the other hand, Bayesian age-depth models provide more realistic precision estimates, including at low to average dating densities, and are much more robust against dating scatter and outliers. Indeed, Bayesian age-depth models outperform classical ones at all tested dating densities, qualities and time-scales. We recommend that chronologies should be produced using Bayesian age-depth models taking into account chronological ordering and based on a minimum of 2 dates per millennium.
Bayesian soft X-ray tomography using non-stationary Gaussian Processes
NASA Astrophysics Data System (ADS)
Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.
2013-08-01
In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
Bayesian soft X-ray tomography using non-stationary Gaussian Processes.
Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R
2013-08-01
In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
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…
Le, Quang A; Doctor, Jason N
2011-05-01
As quality-adjusted life years have become the standard metric in health economic evaluations, mapping health-profile or disease-specific measures onto preference-based measures to obtain quality-adjusted life years has become a solution when health utilities are not directly available. However, current mapping methods are limited due to their predictive validity, reliability, and/or other methodological issues. We employ probability theory together with a graphical model, called a Bayesian network, to convert health-profile measures into preference-based measures and to compare the results to those estimated with current mapping methods. A sample of 19,678 adults who completed both the 12-item Short Form Health Survey (SF-12v2) and EuroQoL 5D (EQ-5D) questionnaires from the 2003 Medical Expenditure Panel Survey was split into training and validation sets. Bayesian networks were constructed to explore the probabilistic relationships between each EQ-5D domain and 12 items of the SF-12v2. The EQ-5D utility scores were estimated on the basis of the predicted probability of each response level of the 5 EQ-5D domains obtained from the Bayesian inference process using the following methods: Monte Carlo simulation, expected utility, and most-likely probability. Results were then compared with current mapping methods including multinomial logistic regression, ordinary least squares, and censored least absolute deviations. The Bayesian networks consistently outperformed other mapping models in the overall sample (mean absolute error=0.077, mean square error=0.013, and R overall=0.802), in different age groups, number of chronic conditions, and ranges of the EQ-5D index. Bayesian networks provide a new robust and natural approach to map health status responses into health utility measures for health economic evaluations.
Bayesian analyses of time-interval data for environmental radiation monitoring.
Luo, Peng; Sharp, Julia L; DeVol, Timothy A
2013-01-01
Time-interval (time difference between two consecutive pulses) analysis based on the principles of Bayesian inference was investigated for online radiation monitoring. Using experimental and simulated data, Bayesian analysis of time-interval data [Bayesian (ti)] was compared with Bayesian and a conventional frequentist analysis of counts in a fixed count time [Bayesian (cnt) and single interval test (SIT), respectively]. The performances of the three methods were compared in terms of average run length (ARL) and detection probability for several simulated detection scenarios. Experimental data were acquired with a DGF-4C system in list mode. Simulated data were obtained using Monte Carlo techniques to obtain a random sampling of the Poisson distribution. All statistical algorithms were developed using the R Project for statistical computing. Bayesian analysis of time-interval information provided a similar detection probability as Bayesian analysis of count information, but the authors were able to make a decision with fewer pulses at relatively higher radiation levels. In addition, for the cases with very short presence of the source (< count time), time-interval information is more sensitive to detect a change than count information since the source data is averaged by the background data over the entire count time. The relationships of the source time, change points, and modifications to the Bayesian approach for increasing detection probability are presented.
An Analysis of Operational Suitability for Test and Evaluation of Highly Reliable Systems
1994-03-04
Exposition," Journal of the American Statistical A iation-59: 353-375 (June 1964). 17. SYS 229, Test and Evaluation Management Coursebook , School of Systems...in hours, 0 is 2-5 the desired MTBCF in hours, R is the number of critical failures, and a is the P[type-I error] of the X2 statistic with 2*R+2...design of experiments (DOE) tables and the use of Bayesian statistics to increase the confidence level of the test results that will be obtained from
Robust Learning of High-dimensional Biological Networks with Bayesian Networks
NASA Astrophysics Data System (ADS)
Nägele, Andreas; Dejori, Mathäus; Stetter, Martin
Structure learning of Bayesian networks applied to gene expression data has become a potentially useful method to estimate interactions between genes. However, the NP-hardness of Bayesian network structure learning renders the reconstruction of the full genetic network with thousands of genes unfeasible. Consequently, the maximal network size is usually restricted dramatically to a small set of genes (corresponding with variables in the Bayesian network). Although this feature reduction step makes structure learning computationally tractable, on the downside, the learned structure might be adversely affected due to the introduction of missing genes. Additionally, gene expression data are usually very sparse with respect to the number of samples, i.e., the number of genes is much greater than the number of different observations. Given these problems, learning robust network features from microarray data is a challenging task. This chapter presents several approaches tackling the robustness issue in order to obtain a more reliable estimation of learned network features.
Yu, Hwa-Lung; Chiang, Chi-Ting; Lin, Shu-De; Chang, Tsun-Kuo
2010-02-01
Incidence rate of oral cancer in Changhua County is the highest among the 23 counties of Taiwan during 2001. However, in health data analysis, crude or adjusted incidence rates of a rare event (e.g., cancer) for small populations often exhibit high variances and are, thus, less reliable. We proposed a generalized Bayesian Maximum Entropy (GBME) analysis of spatiotemporal disease mapping under conditions of considerable data uncertainty. GBME was used to study the oral cancer population incidence in Changhua County (Taiwan). Methodologically, GBME is based on an epistematics principles framework and generates spatiotemporal estimates of oral cancer incidence rates. In a way, it accounts for the multi-sourced uncertainty of rates, including small population effects, and the composite space-time dependence of rare events in terms of an extended Poisson-based semivariogram. The results showed that GBME analysis alleviates the noises of oral cancer data from population size effect. Comparing to the raw incidence data, the maps of GBME-estimated results can identify high risk oral cancer regions in Changhua County, where the prevalence of betel quid chewing and cigarette smoking is relatively higher than the rest of the areas. GBME method is a valuable tool for spatiotemporal disease mapping under conditions of uncertainty. 2010 Elsevier Inc. All rights reserved.
Flood quantile estimation at ungauged sites by Bayesian networks
NASA Astrophysics Data System (ADS)
Mediero, L.; Santillán, D.; Garrote, L.
2012-04-01
Estimating flood quantiles at a site for which no observed measurements are available is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. The most common technique used is the multiple regression analysis, which relates physical and climatic basin characteristic to flood quantiles. Regression equations are fitted from flood frequency data and basin characteristics at gauged sites. Regression equations are a rigid technique that assumes linear relationships between variables and cannot take the measurement errors into account. In addition, the prediction intervals are estimated in a very simplistic way from the variance of the residuals in the estimated model. Bayesian networks are a probabilistic computational structure taken from the field of Artificial Intelligence, which have been widely and successfully applied to many scientific fields like medicine and informatics, but application to the field of hydrology is recent. Bayesian networks infer the joint probability distribution of several related variables from observations through nodes, which represent random variables, and links, which represent causal dependencies between them. A Bayesian network is more flexible than regression equations, as they capture non-linear relationships between variables. In addition, the probabilistic nature of Bayesian networks allows taking the different sources of estimation uncertainty into account, as they give a probability distribution as result. A homogeneous region in the Tagus Basin was selected as case study. A regression equation was fitted taking the basin area, the annual maximum 24-hour rainfall for a given recurrence interval and the mean height as explanatory variables. Flood quantiles at ungauged sites were estimated by Bayesian networks. Bayesian networks need to be learnt from a huge enough data set. As observational data are reduced, a stochastic generator of synthetic data was developed. Synthetic basin characteristics were randomised, keeping the statistical properties of observed physical and climatic variables in the homogeneous region. The synthetic flood quantiles were stochastically generated taking the regression equation as basis. The learnt Bayesian network was validated by the reliability diagram, the Brier Score and the ROC diagram, which are common measures used in the validation of probabilistic forecasts. Summarising, the flood quantile estimations through Bayesian networks supply information about the prediction uncertainty as a probability distribution function of discharges is given as result. Therefore, the Bayesian network model has application as a decision support for water resources and planning management.
Improving the quantification of contrast enhanced ultrasound using a Bayesian approach
NASA Astrophysics Data System (ADS)
Rizzo, Gaia; Tonietto, Matteo; Castellaro, Marco; Raffeiner, Bernd; Coran, Alessandro; Fiocco, Ugo; Stramare, Roberto; Grisan, Enrico
2017-03-01
Contrast Enhanced Ultrasound (CEUS) is a sensitive imaging technique to assess tissue vascularity, that can be useful in the quantification of different perfusion patterns. This can be particularly important in the early detection and staging of arthritis. In a recent study we have shown that a Gamma-variate can accurately quantify synovial perfusion and it is flexible enough to describe many heterogeneous patterns. Moreover, we have shown that through a pixel-by-pixel analysis the quantitative information gathered characterizes more effectively the perfusion. However, the SNR ratio of the data and the nonlinearity of the model makes the parameter estimation difficult. Using classical non-linear-leastsquares (NLLS) approach the number of unreliable estimates (those with an asymptotic coefficient of variation greater than a user-defined threshold) is significant, thus affecting the overall description of the perfusion kinetics and of its heterogeneity. In this work we propose to solve the parameter estimation at the pixel level within a Bayesian framework using Variational Bayes (VB), and an automatic and data-driven prior initialization. When evaluating the pixels for which both VB and NLLS provided reliable estimates, we demonstrated that the parameter values provided by the two methods are well correlated (Pearson's correlation between 0.85 and 0.99). Moreover, the mean number of unreliable pixels drastically reduces from 54% (NLLS) to 26% (VB), without increasing the computational time (0.05 s/pixel for NLLS and 0.07 s/pixel for VB). When considering the efficiency of the algorithms as computational time per reliable estimate, VB outperforms NLLS (0.11 versus 0.25 seconds per reliable estimate respectively).
Analyzing degradation data with a random effects spline regression model
Fugate, Michael Lynn; Hamada, Michael Scott; Weaver, Brian Phillip
2017-03-17
This study proposes using a random effects spline regression model to analyze degradation data. Spline regression avoids having to specify a parametric function for the true degradation of an item. A distribution for the spline regression coefficients captures the variation of the true degradation curves from item to item. We illustrate the proposed methodology with a real example using a Bayesian approach. The Bayesian approach allows prediction of degradation of a population over time and estimation of reliability is easy to perform.
Analyzing degradation data with a random effects spline regression model
DOE Office of Scientific and Technical Information (OSTI.GOV)
Fugate, Michael Lynn; Hamada, Michael Scott; Weaver, Brian Phillip
This study proposes using a random effects spline regression model to analyze degradation data. Spline regression avoids having to specify a parametric function for the true degradation of an item. A distribution for the spline regression coefficients captures the variation of the true degradation curves from item to item. We illustrate the proposed methodology with a real example using a Bayesian approach. The Bayesian approach allows prediction of degradation of a population over time and estimation of reliability is easy to perform.
A SAS Interface for Bayesian Analysis with WinBUGS
ERIC Educational Resources Information Center
Zhang, Zhiyong; McArdle, John J.; Wang, Lijuan; Hamagami, Fumiaki
2008-01-01
Bayesian methods are becoming very popular despite some practical difficulties in implementation. To assist in the practical application of Bayesian methods, we show how to implement Bayesian analysis with WinBUGS as part of a standard set of SAS routines. This implementation procedure is first illustrated by fitting a multiple regression model…
A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research
van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B; Neyer, Franz J; van Aken, Marcel AG
2014-01-01
Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First, the ingredients underlying Bayesian methods are introduced using a simplified example. Thereafter, the advantages and pitfalls of the specification of prior knowledge are discussed. To illustrate Bayesian methods explained in this study, in a second example a series of studies that examine the theoretical framework of dynamic interactionism are considered. In the Discussion the advantages and disadvantages of using Bayesian statistics are reviewed, and guidelines on how to report on Bayesian statistics are provided. PMID:24116396
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 ...
NASA Astrophysics Data System (ADS)
Boué, A.; Lesage, P.; Cortés, G.; Valette, B.; Reyes-Dávila, G.; Arámbula-Mendoza, R.; Budi-Santoso, A.
2016-11-01
Most attempts of deterministic eruption forecasting are based on the material Failure Forecast Method (FFM). This method assumes that a precursory observable, such as the rate of seismic activity, can be described by a simple power law which presents a singularity at a time close to the eruption onset. Until now, this method has been applied only in a small number of cases, generally for forecasts in hindsight. In this paper, a rigorous Bayesian approach of the FFM designed for real-time applications is applied. Using an automatic recognition system, seismo-volcanic events are detected and classified according to their physical mechanism and time series of probability distributions of the rates of events are calculated. At each time of observation, a Bayesian inversion provides estimations of the exponent of the power law and of the time of eruption, together with their probability density functions. Two criteria are defined in order to evaluate the quality and reliability of the forecasts. Our automated procedure has allowed the analysis of long, continuous seismic time series: 13 years from Volcán de Colima, Mexico, 10 years from Piton de la Fournaise, Reunion Island, France, and several months from Merapi volcano, Java, Indonesia. The new forecasting approach has been applied to 64 pre-eruptive sequences which present various types of dominant seismic activity (volcano-tectonic or long-period events) and patterns of seismicity with different level of complexity. This has allowed us to test the FFM assumptions, to determine in which conditions the method can be applied, and to quantify the success rate of the forecasts. 62% of the precursory sequences analysed are suitable for the application of FFM and half of the total number of eruptions are successfully forecast in hindsight. In real-time, the method allows for the successful forecast of 36% of all the eruptions considered. Nevertheless, real-time forecasts are successful for 83% of the cases that fulfil the reliability criteria. Therefore, good confidence on the method is obtained when the reliability criteria are met.
NASA Astrophysics Data System (ADS)
Kim, Seongryong; Tkalčić, Hrvoje; Mustać, Marija; Rhie, Junkee; Ford, Sean
2016-04-01
A framework is presented within which we provide rigorous estimations for seismic sources and structures in the Northeast Asia. We use Bayesian inversion methods, which enable statistical estimations of models and their uncertainties based on data information. Ambiguities in error statistics and model parameterizations are addressed by hierarchical and trans-dimensional (trans-D) techniques, which can be inherently implemented in the Bayesian inversions. Hence reliable estimation of model parameters and their uncertainties is possible, thus avoiding arbitrary regularizations and parameterizations. Hierarchical and trans-D inversions are performed to develop a three-dimensional velocity model using ambient noise data. To further improve the model, we perform joint inversions with receiver function data using a newly developed Bayesian method. For the source estimation, a novel moment tensor inversion method is presented and applied to regional waveform data of the North Korean nuclear explosion tests. By the combination of new Bayesian techniques and the structural model, coupled with meaningful uncertainties related to each of the processes, more quantitative monitoring and discrimination of seismic events is possible.
Eser, Alexander; Primas, Christian; Reinisch, Sieglinde; Vogelsang, Harald; Novacek, Gottfried; Mould, Diane R; Reinisch, Walter
2018-01-30
Despite a robust exposure-response relationship of infliximab in inflammatory bowel disease (IBD), attempts to adjust dosing to individually predicted serum concentrations of infliximab (SICs) are lacking. Compared with labor-intensive conventional software for pharmacokinetic (PK) modeling (eg, NONMEM) dashboards are easy-to-use programs incorporating complex Bayesian statistics to determine individual pharmacokinetics. We evaluated various infliximab detection assays and the number of samples needed to precisely forecast individual SICs using a Bayesian dashboard. We assessed long-term infliximab retention in patients being dosed concordantly versus discordantly with Bayesian dashboard recommendations. Three hundred eighty-two serum samples from 117 adult IBD patients on infliximab maintenance therapy were analyzed by 3 commercially available assays. Data from each assay was modeled using NONMEM and a Bayesian dashboard. PK parameter precision and residual variability were assessed. Forecast concentrations from both systems were compared with observed concentrations. Infliximab retention was assessed by prediction for dose intensification via Bayesian dashboard versus real-life practice. Forecast precision of SICs varied between detection assays. At least 3 SICs from a reliable assay are needed for an accurate forecast. The Bayesian dashboard performed similarly to NONMEM to predict SICs. Patients dosed concordantly with Bayesian dashboard recommendations had a significantly longer median drug survival than those dosed discordantly (51.5 versus 4.6 months, P < .0001). The Bayesian dashboard helps to assess the diagnostic performance of infliximab detection assays. Three, not single, SICs provide sufficient information for individualized dose adjustment when incorporated into the Bayesian dashboard. Treatment adjusted to forecasted SICs is associated with longer drug retention of infliximab. © 2018, The American College of Clinical Pharmacology.
Bayesian survival analysis in clinical trials: What methods are used in practice?
Brard, Caroline; Le Teuff, Gwénaël; Le Deley, Marie-Cécile; Hampson, Lisa V
2017-02-01
Background Bayesian statistics are an appealing alternative to the traditional frequentist approach to designing, analysing, and reporting of clinical trials, especially in rare diseases. Time-to-event endpoints are widely used in many medical fields. There are additional complexities to designing Bayesian survival trials which arise from the need to specify a model for the survival distribution. The objective of this article was to critically review the use and reporting of Bayesian methods in survival trials. Methods A systematic review of clinical trials using Bayesian survival analyses was performed through PubMed and Web of Science databases. This was complemented by a full text search of the online repositories of pre-selected journals. Cost-effectiveness, dose-finding studies, meta-analyses, and methodological papers using clinical trials were excluded. Results In total, 28 articles met the inclusion criteria, 25 were original reports of clinical trials and 3 were re-analyses of a clinical trial. Most trials were in oncology (n = 25), were randomised controlled (n = 21) phase III trials (n = 13), and half considered a rare disease (n = 13). Bayesian approaches were used for monitoring in 14 trials and for the final analysis only in 14 trials. In the latter case, Bayesian survival analyses were used for the primary analysis in four cases, for the secondary analysis in seven cases, and for the trial re-analysis in three cases. Overall, 12 articles reported fitting Bayesian regression models (semi-parametric, n = 3; parametric, n = 9). Prior distributions were often incompletely reported: 20 articles did not define the prior distribution used for the parameter of interest. Over half of the trials used only non-informative priors for monitoring and the final analysis (n = 12) when it was specified. Indeed, no articles fitting Bayesian regression models placed informative priors on the parameter of interest. The prior for the treatment effect was based on historical data in only four trials. Decision rules were pre-defined in eight cases when trials used Bayesian monitoring, and in only one case when trials adopted a Bayesian approach to the final analysis. Conclusion Few trials implemented a Bayesian survival analysis and few incorporated external data into priors. There is scope to improve the quality of reporting of Bayesian methods in survival trials. Extension of the Consolidated Standards of Reporting Trials statement for reporting Bayesian clinical trials is recommended.
A 3-Component Mixture of Rayleigh Distributions: Properties and Estimation in Bayesian Framework
Aslam, Muhammad; Tahir, Muhammad; Hussain, Zawar; Al-Zahrani, Bander
2015-01-01
To study lifetimes of certain engineering processes, a lifetime model which can accommodate the nature of such processes is desired. The mixture models of underlying lifetime distributions are intuitively more appropriate and appealing to model the heterogeneous nature of process as compared to simple models. This paper is about studying a 3-component mixture of the Rayleigh distributionsin Bayesian perspective. The censored sampling environment is considered due to its popularity in reliability theory and survival analysis. The expressions for the Bayes estimators and their posterior risks are derived under different scenarios. In case the case that no or little prior information is available, elicitation of hyperparameters is given. To examine, numerically, the performance of the Bayes estimators using non-informative and informative priors under different loss functions, we have simulated their statistical properties for different sample sizes and test termination times. In addition, to highlight the practical significance, an illustrative example based on a real-life engineering data is also given. PMID:25993475
NASA Astrophysics Data System (ADS)
Kundu, Pradeep; Nath, Tameshwer; Palani, I. A.; Lad, Bhupesh K.
2018-06-01
The present paper tackles an important but unmapped problem of the reliability estimations of smart materials. First, an experimental setup is developed for accelerated life testing of the shape memory alloy (SMA) springs. Generalized log-linear Weibull (GLL-Weibull) distribution-based novel approach is then developed for SMA spring life estimation. Applied stimulus (voltage), elongation and cycles of operation are used as inputs for the life prediction model. The values of the parameter coefficients of the model provide better interpretability compared to artificial intelligence based life prediction approaches. In addition, the model also considers the effect of operating conditions, making it generic for a range of the operating conditions. Moreover, a Bayesian framework is used to continuously update the prediction with the actual degradation value of the springs, thereby reducing the uncertainty in the data and improving the prediction accuracy. In addition, the deterioration of material with number of cycles is also investigated using thermogravimetric analysis and scanning electron microscopy.
Duputel, Zacharie; Jiang, Junle; Jolivet, Romain; Simons, Mark; Rivera, Luis; Ampuero, Jean-Paul; Riel, Bryan; Owen, Susan E; Moore, Angelyn W; Samsonov, Sergey V; Ortega Culaciati, Francisco; Minson, Sarah E.
2016-01-01
The subduction zone in northern Chile is a well-identified seismic gap that last ruptured in 1877. On 1 April 2014, this region was struck by a large earthquake following a two week long series of foreshocks. This study combines a wide range of observations, including geodetic, tsunami, and seismic data, to produce a reliable kinematic slip model of the Mw=8.1 main shock and a static slip model of the Mw=7.7 aftershock. We use a novel Bayesian modeling approach that accounts for uncertainty in the Green's functions, both static and dynamic, while avoiding nonphysical regularization. The results reveal a sharp slip zone, more compact than previously thought, located downdip of the foreshock sequence and updip of high-frequency sources inferred by back-projection analysis. Both the main shock and the Mw=7.7 aftershock did not rupture to the trench and left most of the seismic gap unbroken, leaving the possibility of a future large earthquake in the region.
NASA Astrophysics Data System (ADS)
Mohammed, Amal A.; Abraheem, Sudad K.; Fezaa Al-Obedy, Nadia J.
2018-05-01
In this paper is considered with Burr type XII distribution. The maximum likelihood, Bayes methods of estimation are used for estimating the unknown scale parameter (α). Al-Bayyatis’ loss function and suggest loss function are used to find the reliability with the least loss. So the reliability function is expanded in terms of a set of power function. For this performance, the Matlab (ver.9) is used in computations and some examples are given.
The Application of Bayesian Analysis to Issues in Developmental Research
ERIC Educational Resources Information Center
Walker, Lawrence J.; Gustafson, Paul; Frimer, Jeremy A.
2007-01-01
This article reviews the concepts and methods of Bayesian statistical analysis, which can offer innovative and powerful solutions to some challenging analytical problems that characterize developmental research. In this article, we demonstrate the utility of Bayesian analysis, explain its unique adeptness in some circumstances, address some…
Test-retest reliability of effective connectivity in the face perception network.
Frässle, Stefan; Paulus, Frieder Michel; Krach, Sören; Jansen, Andreas
2016-02-01
Computational approaches have great potential for moving neuroscience toward mechanistic models of the functional integration among brain regions. Dynamic causal modeling (DCM) offers a promising framework for inferring the effective connectivity among brain regions and thus unraveling the neural mechanisms of both normal cognitive function and psychiatric disorders. While the benefit of such approaches depends heavily on their reliability, systematic analyses of the within-subject stability are rare. Here, we present a thorough investigation of the test-retest reliability of an fMRI paradigm for DCM analysis dedicated to unraveling intra- and interhemispheric integration among the core regions of the face perception network. First, we examined the reliability of face-specific BOLD activity in 25 healthy volunteers, who performed a face perception paradigm in two separate sessions. We found good to excellent reliability of BOLD activity within the DCM-relevant regions. Second, we assessed the stability of effective connectivity among these regions by analyzing the reliability of Bayesian model selection and model parameter estimation in DCM. Reliability was excellent for the negative free energy and good for model parameter estimation, when restricting the analysis to parameters with substantial effect sizes. Third, even when the experiment was shortened, reliability of BOLD activity and DCM results dropped only slightly as a function of the length of the experiment. This suggests that the face perception paradigm presented here provides reliable estimates for both conventional activation and effective connectivity measures. We conclude this paper with an outlook on potential clinical applications of the paradigm for studying psychiatric disorders. Hum Brain Mapp 37:730-744, 2016. © 2015 Wiley Periodicals, Inc. © 2015 Wiley Periodicals, Inc.
A default Bayesian hypothesis test for mediation.
Nuijten, Michèle B; Wetzels, Ruud; Matzke, Dora; Dolan, Conor V; Wagenmakers, Eric-Jan
2015-03-01
In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology use frequentist estimation and hypothesis-testing techniques. A recent exception is Yuan and MacKinnon (Psychological Methods, 14, 301-322, 2009), who outlined a Bayesian parameter estimation procedure for mediation analysis. Here we complete the Bayesian alternative to frequentist mediation analysis by specifying a default Bayesian hypothesis test based on the Jeffreys-Zellner-Siow approach. We further extend this default Bayesian test by allowing a comparison to directional or one-sided alternatives, using Markov chain Monte Carlo techniques implemented in JAGS. All Bayesian tests are implemented in the R package BayesMed (Nuijten, Wetzels, Matzke, Dolan, & Wagenmakers, 2014).
NASA Astrophysics Data System (ADS)
Gaál, Ladislav; Szolgay, Ján.; Bacigál, Tomáå.¡; Kohnová, Silvia
2010-05-01
Copula-based estimation methods of hydro-climatological extremes have increasingly been gaining attention of researchers and practitioners in the last couple of years. Unlike the traditional estimation methods which are based on bivariate cumulative distribution functions (CDFs), copulas are a relatively flexible tool of statistics that allow for modelling dependencies between two or more variables such as flood peaks and flood volumes without making strict assumptions on the marginal distributions. The dependence structure and the reliability of the joint estimates of hydro-climatological extremes, mainly in the right tail of the joint CDF not only depends on the particular copula adopted but also on the data available for the estimation of the marginal distributions of the individual variables. Generally, data samples for frequency modelling have limited temporal extent, which is a considerable drawback of frequency analyses in practice. Therefore, it is advised to deal with statistical methods that improve any part of the process of copula construction and result in more reliable design values of hydrological variables. The scarcity of the data sample mostly in the extreme tail of the joint CDF can be bypassed, e.g., by using a considerably larger amount of simulated data by rainfall-runoff analysis or by including historical information on the variables under study. The latter approach of data extension is used here to make the quantile estimates of the individual marginals of the copula more reliable. In the presented paper it is proposed to use historical information in the frequency analysis of the marginal distributions in the framework of Bayesian Monte Carlo Markov Chain (MCMC) simulations. Generally, a Bayesian approach allows for a straightforward combination of different sources of information on floods (e.g. flood data from systematic measurements and historical flood records, respectively) in terms of a product of the corresponding likelihood functions. On the other hand, the MCMC algorithm is a numerical approach for sampling from the likelihood distributions. The Bayesian MCMC methods therefore provide an attractive way to estimate the uncertainty in parameters and quantile metrics of frequency distributions. The applicability of the method is demonstrated in a case study of the hydroelectric power station Orlík on the Vltava River. This site has a key role in the flood prevention of Prague, the capital city of the Czech Republic. The record length of the available flood data is 126 years from the period 1877-2002, while the flood event observed in 2002 that caused extensive damages and numerous casualties is treated as a historic one. To estimate the joint probabilities of flood peaks and volumes, different copulas are fitted and their goodness-of-fit are evaluated by bootstrap simulations. Finally, selected quantiles of flood volumes conditioned on given flood peaks are derived and compared with those obtained by the traditional method used in the practice of water management specialists of the Vltava River.
A Tutorial in Bayesian Potential Outcomes Mediation Analysis.
Miočević, Milica; Gonzalez, Oscar; Valente, Matthew J; MacKinnon, David P
2018-01-01
Statistical mediation analysis is used to investigate intermediate variables in the relation between independent and dependent variables. Causal interpretation of mediation analyses is challenging because randomization of subjects to levels of the independent variable does not rule out the possibility of unmeasured confounders of the mediator to outcome relation. Furthermore, commonly used frequentist methods for mediation analysis compute the probability of the data given the null hypothesis, which is not the probability of a hypothesis given the data as in Bayesian analysis. Under certain assumptions, applying the potential outcomes framework to mediation analysis allows for the computation of causal effects, and statistical mediation in the Bayesian framework gives indirect effects probabilistic interpretations. This tutorial combines causal inference and Bayesian methods for mediation analysis so the indirect and direct effects have both causal and probabilistic interpretations. Steps in Bayesian causal mediation analysis are shown in the application to an empirical example.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Robinson, D. G.; Arent, D. J.; Johnson, L.
2006-06-01
This paper documents a probabilistic risk assessment of existing and alternative power supply systems at a large telecommunications office. The analysis characterizes the increase in the reliability of power supply through the use of two alternative power configurations. Failures in the power systems supporting major telecommunications service nodes are a main contributor to significant telecommunications outages. A logical approach to improving the robustness of telecommunication facilities is to increase the depth and breadth of technologies available to restore power during power outages. Distributed energy resources such as fuel cells and gas turbines could provide additional on-site electric power sources tomore » provide backup power, if batteries and diesel generators fail. The analysis is based on a hierarchical Bayesian approach and focuses on the failure probability associated with each of three possible facility configurations, along with assessment of the uncertainty or confidence level in the probability of failure. A risk-based characterization of final best configuration is presented.« less
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
Duong, Thien C.; Hackenberg, Robert E.; Landa, Alex; ...
2016-09-20
In this paper, thermodynamic and kinetic diffusivities of uranium–niobium (U–Nb) are re-assessed by means of the CALPHAD (CALculation of PHAse Diagram) methodology. In order to improve the consistency and reliability of the assessments, first-principles calculations are coupled with CALPHAD. In particular, heats of formation of γ -U–Nb are estimated and verified using various density-functional theory (DFT) approaches. These thermochemistry data are then used as constraints to guide the thermodynamic optimization process in such a way that the mutual-consistency between first-principles calculations and CALPHAD assessment is satisfactory. In addition, long-term aging experiments are conducted in order to generate new phase equilibriamore » data at the γ 2/α+γ 2 boundary. These data are meant to verify the thermodynamic model. Assessment results are generally in good agreement with experiments and previous calculations, without showing the artifacts that were observed in previous modeling. The mutual-consistent thermodynamic description is then used to evaluate atomic mobility and diffusivity of γ-U–Nb. Finally, Bayesian analysis is conducted to evaluate the uncertainty of the thermodynamic model and its impact on the system's phase stability.« less
A Bayesian approach to meta-analysis of plant pathology studies.
Mila, A L; Ngugi, H K
2011-01-01
Bayesian statistical methods are used for meta-analysis in many disciplines, including medicine, molecular biology, and engineering, but have not yet been applied for quantitative synthesis of plant pathology studies. In this paper, we illustrate the key concepts of Bayesian statistics and outline the differences between Bayesian and classical (frequentist) methods in the way parameters describing population attributes are considered. We then describe a Bayesian approach to meta-analysis and present a plant pathological example based on studies evaluating the efficacy of plant protection products that induce systemic acquired resistance for the management of fire blight of apple. In a simple random-effects model assuming a normal distribution of effect sizes and no prior information (i.e., a noninformative prior), the results of the Bayesian meta-analysis are similar to those obtained with classical methods. Implementing the same model with a Student's t distribution and a noninformative prior for the effect sizes, instead of a normal distribution, yields similar results for all but acibenzolar-S-methyl (Actigard) which was evaluated only in seven studies in this example. Whereas both the classical (P = 0.28) and the Bayesian analysis with a noninformative prior (95% credibility interval [CRI] for the log response ratio: -0.63 to 0.08) indicate a nonsignificant effect for Actigard, specifying a t distribution resulted in a significant, albeit variable, effect for this product (CRI: -0.73 to -0.10). These results confirm the sensitivity of the analytical outcome (i.e., the posterior distribution) to the choice of prior in Bayesian meta-analyses involving a limited number of studies. We review some pertinent literature on more advanced topics, including modeling of among-study heterogeneity, publication bias, analyses involving a limited number of studies, and methods for dealing with missing data, and show how these issues can be approached in a Bayesian framework. Bayesian meta-analysis can readily include information not easily incorporated in classical methods, and allow for a full evaluation of competing models. Given the power and flexibility of Bayesian methods, we expect them to become widely adopted for meta-analysis of plant pathology studies.
NASA Astrophysics Data System (ADS)
Shen, Chien-wen
2009-01-01
During the processes of TFT-LCD manufacturing, steps like visual inspection of panel surface defects still heavily rely on manual operations. As the manual inspection time of TFT-LCD manufacturing could range from 4 hours to 1 day, the reliability of time forecasting is thus important for production planning, scheduling and customer response. This study would like to propose a practical and easy-to-implement prediction model through the approach of Bayesian networks for time estimation of manual operated procedures in TFT-LCD manufacturing. Given the lack of prior knowledge about manual operation time, algorithms of necessary path condition and expectation-maximization are used for structural learning and estimation of conditional probability distributions respectively. This study also applied Bayesian inference to evaluate the relationships between explanatory variables and manual operation time. With the empirical applications of this proposed forecasting model, approach of Bayesian networks demonstrates its practicability and prediction accountability.
A Bayesian Approach to More Stable Estimates of Group-Level Effects in Contextual Studies.
Zitzmann, Steffen; Lüdtke, Oliver; Robitzsch, Alexander
2015-01-01
Multilevel analyses are often used to estimate the effects of group-level constructs. However, when using aggregated individual data (e.g., student ratings) to assess a group-level construct (e.g., classroom climate), the observed group mean might not provide a reliable measure of the unobserved latent group mean. In the present article, we propose a Bayesian approach that can be used to estimate a multilevel latent covariate model, which corrects for the unreliable assessment of the latent group mean when estimating the group-level effect. A simulation study was conducted to evaluate the choice of different priors for the group-level variance of the predictor variable and to compare the Bayesian approach with the maximum likelihood approach implemented in the software Mplus. Results showed that, under problematic conditions (i.e., small number of groups, predictor variable with a small ICC), the Bayesian approach produced more accurate estimates of the group-level effect than the maximum likelihood approach did.
Bayesian structural equation modeling in sport and exercise psychology.
Stenling, Andreas; Ivarsson, Andreas; Johnson, Urban; Lindwall, Magnus
2015-08-01
Bayesian statistics is on the rise in mainstream psychology, but applications in sport and exercise psychology research are scarce. In this article, the foundations of Bayesian analysis are introduced, and we will illustrate how to apply Bayesian structural equation modeling in a sport and exercise psychology setting. More specifically, we contrasted a confirmatory factor analysis on the Sport Motivation Scale II estimated with the most commonly used estimator, maximum likelihood, and a Bayesian approach with weakly informative priors for cross-loadings and correlated residuals. The results indicated that the model with Bayesian estimation and weakly informative priors provided a good fit to the data, whereas the model estimated with a maximum likelihood estimator did not produce a well-fitting model. The reasons for this discrepancy between maximum likelihood and Bayesian estimation are discussed as well as potential advantages and caveats with the Bayesian approach.
Bayesian Statistics for Biological Data: Pedigree Analysis
ERIC Educational Resources Information Center
Stanfield, William D.; Carlton, Matthew A.
2004-01-01
The use of Bayes' formula is applied to the biological problem of pedigree analysis to show that the Bayes' formula and non-Bayesian or "classical" methods of probability calculation give different answers. First year college students of biology can be introduced to the Bayesian statistics.
Ockham's razor and Bayesian analysis. [statistical theory for systems evaluation
NASA Technical Reports Server (NTRS)
Jefferys, William H.; Berger, James O.
1992-01-01
'Ockham's razor', the ad hoc principle enjoining the greatest possible simplicity in theoretical explanations, is presently shown to be justifiable as a consequence of Bayesian inference; Bayesian analysis can, moreover, clarify the nature of the 'simplest' hypothesis consistent with the given data. By choosing the prior probabilities of hypotheses, it becomes possible to quantify the scientific judgment that simpler hypotheses are more likely to be correct. Bayesian analysis also shows that a hypothesis with fewer adjustable parameters intrinsically possesses an enhanced posterior probability, due to the clarity of its predictions.
Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy
NASA Astrophysics Data System (ADS)
Sharma, Sanjib
2017-08-01
Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.
Power in Bayesian Mediation Analysis for Small Sample Research
Miočević, Milica; MacKinnon, David P.; Levy, Roy
2018-01-01
It was suggested that Bayesian methods have potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This paper compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product, percentile, and bias-corrected bootstrap confidence intervals at N≤ 200. Bayesian methods with diffuse priors have power comparable to the distribution of the product and bootstrap methods, and Bayesian methods with informative priors had the most power. Varying degrees of precision of prior distributions were also examined. Increased precision led to greater power only when N≥ 100 and the effects were small, N < 60 and the effects were large, and N < 200 and the effects were medium. An empirical example from psychology illustrated a Bayesian analysis of the single mediator model from prior selection to interpreting results. PMID:29662296
Power in Bayesian Mediation Analysis for Small Sample Research.
Miočević, Milica; MacKinnon, David P; Levy, Roy
2017-01-01
It was suggested that Bayesian methods have potential for increasing power in mediation analysis (Koopman, Howe, Hollenbeck, & Sin, 2015; Yuan & MacKinnon, 2009). This paper compares the power of Bayesian credibility intervals for the mediated effect to the power of normal theory, distribution of the product, percentile, and bias-corrected bootstrap confidence intervals at N≤ 200. Bayesian methods with diffuse priors have power comparable to the distribution of the product and bootstrap methods, and Bayesian methods with informative priors had the most power. Varying degrees of precision of prior distributions were also examined. Increased precision led to greater power only when N≥ 100 and the effects were small, N < 60 and the effects were large, and N < 200 and the effects were medium. An empirical example from psychology illustrated a Bayesian analysis of the single mediator model from prior selection to interpreting results.
Bayesian methods including nonrandomized study data increased the efficiency of postlaunch RCTs.
Schmidt, Amand F; Klugkist, Irene; Klungel, Olaf H; Nielen, Mirjam; de Boer, Anthonius; Hoes, Arno W; Groenwold, Rolf H H
2015-04-01
Findings from nonrandomized studies on safety or efficacy of treatment in patient subgroups may trigger postlaunch randomized clinical trials (RCTs). In the analysis of such RCTs, results from nonrandomized studies are typically ignored. This study explores the trade-off between bias and power of Bayesian RCT analysis incorporating information from nonrandomized studies. A simulation study was conducted to compare frequentist with Bayesian analyses using noninformative and informative priors in their ability to detect interaction effects. In simulated subgroups, the effect of a hypothetical treatment differed between subgroups (odds ratio 1.00 vs. 2.33). Simulations varied in sample size, proportions of the subgroups, and specification of the priors. As expected, the results for the informative Bayesian analyses were more biased than those from the noninformative Bayesian analysis or frequentist analysis. However, because of a reduction in posterior variance, informative Bayesian analyses were generally more powerful to detect an effect. In scenarios where the informative priors were in the opposite direction of the RCT data, type 1 error rates could be 100% and power 0%. Bayesian methods incorporating data from nonrandomized studies can meaningfully increase power of interaction tests in postlaunch RCTs. Copyright © 2015 Elsevier Inc. All rights reserved.
Khana, Diba; Rossen, Lauren M; Hedegaard, Holly; Warner, Margaret
2018-01-01
Hierarchical Bayes models have been used in disease mapping to examine small scale geographic variation. State level geographic variation for less common causes of mortality outcomes have been reported however county level variation is rarely examined. Due to concerns about statistical reliability and confidentiality, county-level mortality rates based on fewer than 20 deaths are suppressed based on Division of Vital Statistics, National Center for Health Statistics (NCHS) statistical reliability criteria, precluding an examination of spatio-temporal variation in less common causes of mortality outcomes such as suicide rates (SRs) at the county level using direct estimates. Existing Bayesian spatio-temporal modeling strategies can be applied via Integrated Nested Laplace Approximation (INLA) in R to a large number of rare causes of mortality outcomes to enable examination of spatio-temporal variations on smaller geographic scales such as counties. This method allows examination of spatiotemporal variation across the entire U.S., even where the data are sparse. We used mortality data from 2005-2015 to explore spatiotemporal variation in SRs, as one particular application of the Bayesian spatio-temporal modeling strategy in R-INLA to predict year and county-specific SRs. Specifically, hierarchical Bayesian spatio-temporal models were implemented with spatially structured and unstructured random effects, correlated time effects, time varying confounders and space-time interaction terms in the software R-INLA, borrowing strength across both counties and years to produce smoothed county level SRs. Model-based estimates of SRs were mapped to explore geographic variation.
High correlations between MRI brain volume measurements based on NeuroQuant® and FreeSurfer.
Ross, David E; Ochs, Alfred L; Tate, David F; Tokac, Umit; Seabaugh, John; Abildskov, Tracy J; Bigler, Erin D
2018-05-30
NeuroQuant ® (NQ) and FreeSurfer (FS) are commonly used computer-automated programs for measuring MRI brain volume. Previously they were reported to have high intermethod reliabilities but often large intermethod effect size differences. We hypothesized that linear transformations could be used to reduce the large effect sizes. This study was an extension of our previously reported study. We performed NQ and FS brain volume measurements on 60 subjects (including normal controls, patients with traumatic brain injury, and patients with Alzheimer's disease). We used two statistical approaches in parallel to develop methods for transforming FS volumes into NQ volumes: traditional linear regression, and Bayesian linear regression. For both methods, we used regression analyses to develop linear transformations of the FS volumes to make them more similar to the NQ volumes. The FS-to-NQ transformations based on traditional linear regression resulted in effect sizes which were small to moderate. The transformations based on Bayesian linear regression resulted in all effect sizes being trivially small. To our knowledge, this is the first report describing a method for transforming FS to NQ data so as to achieve high reliability and low effect size differences. Machine learning methods like Bayesian regression may be more useful than traditional methods. Copyright © 2018 Elsevier B.V. All rights reserved.
Moving beyond qualitative evaluations of Bayesian models of cognition.
Hemmer, Pernille; Tauber, Sean; Steyvers, Mark
2015-06-01
Bayesian models of cognition provide a powerful way to understand the behavior and goals of individuals from a computational point of view. Much of the focus in the Bayesian cognitive modeling approach has been on qualitative model evaluations, where predictions from the models are compared to data that is often averaged over individuals. In many cognitive tasks, however, there are pervasive individual differences. We introduce an approach to directly infer individual differences related to subjective mental representations within the framework of Bayesian models of cognition. In this approach, Bayesian data analysis methods are used to estimate cognitive parameters and motivate the inference process within a Bayesian cognitive model. We illustrate this integrative Bayesian approach on a model of memory. We apply the model to behavioral data from a memory experiment involving the recall of heights of people. A cross-validation analysis shows that the Bayesian memory model with inferred subjective priors predicts withheld data better than a Bayesian model where the priors are based on environmental statistics. In addition, the model with inferred priors at the individual subject level led to the best overall generalization performance, suggesting that individual differences are important to consider in Bayesian models of cognition.
ERIC Educational Resources Information Center
Hsieh, Chueh-An; Maier, Kimberly S.
2009-01-01
The capacity of Bayesian methods in estimating complex statistical models is undeniable. Bayesian data analysis is seen as having a range of advantages, such as an intuitive probabilistic interpretation of the parameters of interest, the efficient incorporation of prior information to empirical data analysis, model averaging and model selection.…
Integrated Software Health Management for Aircraft GN and C
NASA Technical Reports Server (NTRS)
Schumann, Johann; Mengshoel, Ole
2011-01-01
Modern aircraft rely heavily on dependable operation of many safety-critical software components. Despite careful design, verification and validation (V&V), on-board software can fail with disastrous consequences if it encounters problematic software/hardware interaction or must operate in an unexpected environment. We are using a Bayesian approach to monitor the software and its behavior during operation and provide up-to-date information about the health of the software and its components. The powerful reasoning mechanism provided by our model-based Bayesian approach makes reliable diagnosis of the root causes possible and minimizes the number of false alarms. Compilation of the Bayesian model into compact arithmetic circuits makes SWHM feasible even on platforms with limited CPU power. We show initial results of SWHM on a small simulator of an embedded aircraft software system, where software and sensor faults can be injected.
SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events
Sekara, Vedran; Jonsson, Håkan; Larsen, Jakob Eg; Lehmann, Sune
2017-01-01
We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals’ daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400 participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient. PMID:28076375
SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events.
Cuttone, Andrea; Bækgaard, Per; Sekara, Vedran; Jonsson, Håkan; Larsen, Jakob Eg; Lehmann, Sune
2017-01-01
We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals' daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400 participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient.
Disentangling Complexity in Bayesian Automatic Adaptive Quadrature
NASA Astrophysics Data System (ADS)
Adam, Gheorghe; Adam, Sanda
2018-02-01
The paper describes a Bayesian automatic adaptive quadrature (BAAQ) solution for numerical integration which is simultaneously robust, reliable, and efficient. Detailed discussion is provided of three main factors which contribute to the enhancement of these features: (1) refinement of the m-panel automatic adaptive scheme through the use of integration-domain-length-scale-adapted quadrature sums; (2) fast early problem complexity assessment - enables the non-transitive choice among three execution paths: (i) immediate termination (exceptional cases); (ii) pessimistic - involves time and resource consuming Bayesian inference resulting in radical reformulation of the problem to be solved; (iii) optimistic - asks exclusively for subrange subdivision by bisection; (3) use of the weaker accuracy target from the two possible ones (the input accuracy specifications and the intrinsic integrand properties respectively) - results in maximum possible solution accuracy under minimum possible computing time.
NASA Astrophysics Data System (ADS)
Feyen, Luc; Gorelick, Steven M.
2005-03-01
We propose a framework that combines simulation optimization with Bayesian decision analysis to evaluate the worth of hydraulic conductivity data for optimal groundwater resources management in ecologically sensitive areas. A stochastic simulation optimization management model is employed to plan regionally distributed groundwater pumping while preserving the hydroecological balance in wetland areas. Because predictions made by an aquifer model are uncertain, groundwater supply systems operate below maximum yield. Collecting data from the groundwater system can potentially reduce predictive uncertainty and increase safe water production. The price paid for improvement in water management is the cost of collecting the additional data. Efficient data collection using Bayesian decision analysis proceeds in three stages: (1) The prior analysis determines the optimal pumping scheme and profit from water sales on the basis of known information. (2) The preposterior analysis estimates the optimal measurement locations and evaluates whether each sequential measurement will be cost-effective before it is taken. (3) The posterior analysis then revises the prior optimal pumping scheme and consequent profit, given the new information. Stochastic simulation optimization employing a multiple-realization approach is used to determine the optimal pumping scheme in each of the three stages. The cost of new data must not exceed the expected increase in benefit obtained in optimal groundwater exploitation. An example based on groundwater management practices in Florida aimed at wetland protection showed that the cost of data collection more than paid for itself by enabling a safe and reliable increase in production.
Thurman, Steven M; Lu, Hongjing
2014-01-01
Visual form analysis is fundamental to shape perception and likely plays a central role in perception of more complex dynamic shapes, such as moving objects or biological motion. Two primary form-based cues serve to represent the overall shape of an object: the spatial position and the orientation of locations along the boundary of the object. However, it is unclear how the visual system integrates these two sources of information in dynamic form analysis, and in particular how the brain resolves ambiguities due to sensory uncertainty and/or cue conflict. In the current study, we created animations of sparsely-sampled dynamic objects (human walkers or rotating squares) comprised of oriented Gabor patches in which orientation could either coincide or conflict with information provided by position cues. When the cues were incongruent, we found a characteristic trade-off between position and orientation information whereby position cues increasingly dominated perception as the relative uncertainty of orientation increased and vice versa. Furthermore, we found no evidence for differences in the visual processing of biological and non-biological objects, casting doubt on the claim that biological motion may be specialized in the human brain, at least in specific terms of form analysis. To explain these behavioral results quantitatively, we adopt a probabilistic template-matching model that uses Bayesian inference within local modules to estimate object shape separately from either spatial position or orientation signals. The outputs of the two modules are integrated with weights that reflect individual estimates of subjective cue reliability, and integrated over time to produce a decision about the perceived dynamics of the input data. Results of this model provided a close fit to the behavioral data, suggesting a mechanism in the human visual system that approximates rational Bayesian inference to integrate position and orientation signals in dynamic form analysis.
Psychometric Properties of IRT Proficiency Estimates
ERIC Educational Resources Information Center
Kolen, Michael J.; Tong, Ye
2010-01-01
Psychometric properties of item response theory proficiency estimates are considered in this paper. Proficiency estimators based on summed scores and pattern scores include non-Bayes maximum likelihood and test characteristic curve estimators and Bayesian estimators. The psychometric properties investigated include reliability, conditional…
Bayesian relaxed clock estimation of divergence times in foraminifera.
Groussin, Mathieu; Pawlowski, Jan; Yang, Ziheng
2011-10-01
Accurate and precise estimation of divergence times during the Neo-Proterozoic is necessary to understand the speciation dynamic of early Eukaryotes. However such deep divergences are difficult to date, as the molecular clock is seriously violated. Recent improvements in Bayesian molecular dating techniques allow the relaxation of the molecular clock hypothesis as well as incorporation of multiple and flexible fossil calibrations. Divergence times can then be estimated even when the evolutionary rate varies among lineages and even when the fossil calibrations involve substantial uncertainties. In this paper, we used a Bayesian method to estimate divergence times in Foraminifera, a group of unicellular eukaryotes, known for their excellent fossil record but also for the high evolutionary rates of their genomes. Based on multigene data we reconstructed the phylogeny of Foraminifera and dated their origin and the major radiation events. Our estimates suggest that Foraminifera emerged during the Cryogenian (650-920 Ma, Neo-Proterozoic), with a mean time around 770 Ma, about 220 Myr before the first appearance of reliable foraminiferal fossils in sediments (545 Ma). Most dates are in agreement with the fossil record, but in general our results suggest earlier origins of foraminiferal orders. We found that the posterior time estimates were robust to specifications of the prior. Our results highlight inter-species variations of evolutionary rates in Foraminifera. Their effect was partially overcome by using the partitioned Bayesian analysis to accommodate rate heterogeneity among data partitions and using the relaxed molecular clock to account for changing evolutionary rates. However, more coding genes appear necessary to obtain more precise estimates of divergence times and to resolve the conflicts between fossil and molecular date estimates. Copyright © 2011 Elsevier Inc. All rights reserved.
A Bayesian nonparametric method for prediction in EST analysis
Lijoi, Antonio; Mena, Ramsés H; Prünster, Igor
2007-01-01
Background Expressed sequence tags (ESTs) analyses are a fundamental tool for gene identification in organisms. Given a preliminary EST sample from a certain library, several statistical prediction problems arise. In particular, it is of interest to estimate how many new genes can be detected in a future EST sample of given size and also to determine the gene discovery rate: these estimates represent the basis for deciding whether to proceed sequencing the library and, in case of a positive decision, a guideline for selecting the size of the new sample. Such information is also useful for establishing sequencing efficiency in experimental design and for measuring the degree of redundancy of an EST library. Results In this work we propose a Bayesian nonparametric approach for tackling statistical problems related to EST surveys. In particular, we provide estimates for: a) the coverage, defined as the proportion of unique genes in the library represented in the given sample of reads; b) the number of new unique genes to be observed in a future sample; c) the discovery rate of new genes as a function of the future sample size. The Bayesian nonparametric model we adopt conveys, in a statistically rigorous way, the available information into prediction. Our proposal has appealing properties over frequentist nonparametric methods, which become unstable when prediction is required for large future samples. EST libraries, previously studied with frequentist methods, are analyzed in detail. Conclusion The Bayesian nonparametric approach we undertake yields valuable tools for gene capture and prediction in EST libraries. The estimators we obtain do not feature the kind of drawbacks associated with frequentist estimators and are reliable for any size of the additional sample. PMID:17868445
Bayesian denoising in digital radiography: a comparison in the dental field.
Frosio, I; Olivieri, C; Lucchese, M; Borghese, N A; Boccacci, P
2013-01-01
We compared two Bayesian denoising algorithms for digital radiographs, based on Total Variation regularization and wavelet decomposition. The comparison was performed on simulated radiographs with different photon counts and frequency content and on real dental radiographs. Four different quality indices were considered to quantify the quality of the filtered radiographs. The experimental results suggested that Total Variation is more suited to preserve fine anatomical details, whereas wavelets produce images of higher quality at global scale; they also highlighted the need for more reliable image quality indices. Copyright © 2012 Elsevier Ltd. All rights reserved.
Bayesian Software Health Management for Aircraft Guidance, Navigation, and Control
NASA Technical Reports Server (NTRS)
Schumann, Johann; Mbaya, Timmy; Menghoel, Ole
2011-01-01
Modern aircraft, both piloted fly-by-wire commercial aircraft as well as UAVs, more and more depend on highly complex safety critical software systems with many sensors and computer-controlled actuators. Despite careful design and V&V of the software, severe incidents have happened due to malfunctioning software. In this paper, we discuss the use of Bayesian networks (BNs) to monitor the health of the on-board software and sensor system, and to perform advanced on-board diagnostic reasoning. We will focus on the approach to develop reliable and robust health models for the combined software and sensor systems.
NASA Astrophysics Data System (ADS)
Cox, M.; Shirono, K.
2017-10-01
A criticism levelled at the Guide to the Expression of Uncertainty in Measurement (GUM) is that it is based on a mixture of frequentist and Bayesian thinking. In particular, the GUM’s Type A (statistical) uncertainty evaluations are frequentist, whereas the Type B evaluations, using state-of-knowledge distributions, are Bayesian. In contrast, making the GUM fully Bayesian implies, among other things, that a conventional objective Bayesian approach to Type A uncertainty evaluation for a number n of observations leads to the impractical consequence that n must be at least equal to 4, thus presenting a difficulty for many metrologists. This paper presents a Bayesian analysis of Type A uncertainty evaluation that applies for all n ≥slant 2 , as in the frequentist analysis in the current GUM. The analysis is based on assuming that the observations are drawn from a normal distribution (as in the conventional objective Bayesian analysis), but uses an informative prior based on lower and upper bounds for the standard deviation of the sampling distribution for the quantity under consideration. The main outcome of the analysis is a closed-form mathematical expression for the factor by which the standard deviation of the mean observation should be multiplied to calculate the required standard uncertainty. Metrological examples are used to illustrate the approach, which is straightforward to apply using a formula or look-up table.
Error-based analysis of optimal tuning functions explains phenomena observed in sensory neurons.
Yaeli, Steve; Meir, Ron
2010-01-01
Biological systems display impressive capabilities in effectively responding to environmental signals in real time. There is increasing evidence that organisms may indeed be employing near optimal Bayesian calculations in their decision-making. An intriguing question relates to the properties of optimal encoding methods, namely determining the properties of neural populations in sensory layers that optimize performance, subject to physiological constraints. Within an ecological theory of neural encoding/decoding, we show that optimal Bayesian performance requires neural adaptation which reflects environmental changes. Specifically, we predict that neuronal tuning functions possess an optimal width, which increases with prior uncertainty and environmental noise, and decreases with the decoding time window. Furthermore, even for static stimuli, we demonstrate that dynamic sensory tuning functions, acting at relatively short time scales, lead to improved performance. Interestingly, the narrowing of tuning functions as a function of time was recently observed in several biological systems. Such results set the stage for a functional theory which may explain the high reliability of sensory systems, and the utility of neuronal adaptation occurring at multiple time scales.
NASA Astrophysics Data System (ADS)
Soltanzadeh, I.; Azadi, M.; Vakili, G. A.
2011-07-01
Using Bayesian Model Averaging (BMA), an attempt was made to obtain calibrated probabilistic numerical forecasts of 2-m temperature over Iran. The ensemble employs three limited area models (WRF, MM5 and HRM), with WRF used with five different configurations. Initial and boundary conditions for MM5 and WRF are obtained from the National Centers for Environmental Prediction (NCEP) Global Forecast System (GFS) and for HRM the initial and boundary conditions come from analysis of Global Model Europe (GME) of the German Weather Service. The resulting ensemble of seven members was run for a period of 6 months (from December 2008 to May 2009) over Iran. The 48-h raw ensemble outputs were calibrated using BMA technique for 120 days using a 40 days training sample of forecasts and relative verification data. The calibrated probabilistic forecasts were assessed using rank histogram and attribute diagrams. Results showed that application of BMA improved the reliability of the raw ensemble. Using the weighted ensemble mean forecast as a deterministic forecast it was found that the deterministic-style BMA forecasts performed usually better than the best member's deterministic forecast.
Improved head direction command classification using an optimised Bayesian neural network.
Nguyen, Son T; Nguyen, Hung T; Taylor, Philip B; Middleton, James
2006-01-01
Assistive technologies have recently emerged to improve the quality of life of severely disabled people by enhancing their independence in daily activities. Since many of those individuals have limited or non-existing control from the neck downward, alternative hands-free input modalities have become very important for these people to access assistive devices. In hands-free control, head movement has been proved to be a very effective user interface as it can provide a comfortable, reliable and natural way to access the device. Recently, neural networks have been shown to be useful not only for real-time pattern recognition but also for creating user-adaptive models. Since multi-layer perceptron neural networks trained using standard back-propagation may cause poor generalisation, the Bayesian technique has been proposed to improve the generalisation and robustness of these networks. This paper describes the use of Bayesian neural networks in developing a hands-free wheelchair control system. The experimental results show that with the optimised architecture, classification Bayesian neural networks can detect head commands of wheelchair users accurately irrespective to their levels of injuries.
ERIC Educational Resources Information Center
Chung, Gregory K. W. K.; Dionne, Gary B.; Kaiser, William J.
2006-01-01
Our research question was whether we could develop a feasible technique, using Bayesian networks, to diagnose gaps in student knowledge. Thirty-four college-age participants completed tasks designed to measure conceptual knowledge, procedural knowledge, and problem-solving skills related to circuit analysis. A Bayesian network was used to model…
A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network
NASA Astrophysics Data System (ADS)
Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.
2018-02-01
Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.
Buti, Jacopo; Baccini, Michela; Nieri, Michele; La Marca, Michele; Pini-Prato, Giovan P
2013-04-01
The aim of this work was to conduct a Bayesian network meta-analysis (NM) of randomized controlled trials (RCTs) to establish a ranking in efficacy and the best technique for coronally advanced flap (CAF)-based root coverage procedures. A literature search on PubMed, Cochrane libraries, EMBASE, and hand-searched journals until June 2012 was conducted to identify RCTs on treatments of Miller Class I and II gingival recessions with at least 6 months of follow-up. The treatment outcomes were recession reduction (RecRed), clinical attachment gain (CALgain), keratinized tissue gain (KTgain), and complete root coverage (CRC). Twenty-nine studies met the inclusion criteria, 20 of which were classified as at high risk of bias. The CAF+connective tissue graft (CTG) combination ranked highest in effectiveness for RecRed (Probability of being the best = 40%) and CALgain (Pr = 33%); CAF+enamel matrix derivative (EMD) was slightly better for CRC; CAF+Collagen Matrix (CM) appeared effective for KTgain (Pr = 69%). Network inconsistency was low for all outcomes excluding CALgain. CAF+CTG might be considered the gold standard in root coverage procedures. The low amount of inconsistency gives support to the reliability of the present findings. © 2012 John Wiley & Sons A/S.
Han, Hyemin; Park, Joonsuk
2018-01-01
Recent debates about the conventional traditional threshold used in the fields of neuroscience and psychology, namely P < 0.05, have spurred researchers to consider alternative ways to analyze fMRI data. A group of methodologists and statisticians have considered Bayesian inference as a candidate methodology. However, few previous studies have attempted to provide end users of fMRI analysis tools, such as SPM 12, with practical guidelines about how to conduct Bayesian inference. In the present study, we aim to demonstrate how to utilize Bayesian inference, Bayesian second-level inference in particular, implemented in SPM 12 by analyzing fMRI data available to public via NeuroVault. In addition, to help end users understand how Bayesian inference actually works in SPM 12, we examine outcomes from Bayesian second-level inference implemented in SPM 12 by comparing them with those from classical second-level inference. Finally, we provide practical guidelines about how to set the parameters for Bayesian inference and how to interpret the results, such as Bayes factors, from the inference. We also discuss the practical and philosophical benefits of Bayesian inference and directions for future research. PMID:29456498
An introduction to Bayesian statistics in health psychology.
Depaoli, Sarah; Rus, Holly M; Clifton, James P; van de Schoot, Rens; Tiemensma, Jitske
2017-09-01
The aim of the current article is to provide a brief introduction to Bayesian statistics within the field of health psychology. Bayesian methods are increasing in prevalence in applied fields, and they have been shown in simulation research to improve the estimation accuracy of structural equation models, latent growth curve (and mixture) models, and hierarchical linear models. Likewise, Bayesian methods can be used with small sample sizes since they do not rely on large sample theory. In this article, we discuss several important components of Bayesian statistics as they relate to health-based inquiries. We discuss the incorporation and impact of prior knowledge into the estimation process and the different components of the analysis that should be reported in an article. We present an example implementing Bayesian estimation in the context of blood pressure changes after participants experienced an acute stressor. We conclude with final thoughts on the implementation of Bayesian statistics in health psychology, including suggestions for reviewing Bayesian manuscripts and grant proposals. We have also included an extensive amount of online supplementary material to complement the content presented here, including Bayesian examples using many different software programmes and an extensive sensitivity analysis examining the impact of priors.
Bayesian calibration for forensic age estimation.
Ferrante, Luigi; Skrami, Edlira; Gesuita, Rosaria; Cameriere, Roberto
2015-05-10
Forensic medicine is increasingly called upon to assess the age of individuals. Forensic age estimation is mostly required in relation to illegal immigration and identification of bodies or skeletal remains. A variety of age estimation methods are based on dental samples and use of regression models, where the age of an individual is predicted by morphological tooth changes that take place over time. From the medico-legal point of view, regression models, with age as the dependent random variable entail that age tends to be overestimated in the young and underestimated in the old. To overcome this bias, we describe a new full Bayesian calibration method (asymmetric Laplace Bayesian calibration) for forensic age estimation that uses asymmetric Laplace distribution as the probability model. The method was compared with three existing approaches (two Bayesian and a classical method) using simulated data. Although its accuracy was comparable with that of the other methods, the asymmetric Laplace Bayesian calibration appears to be significantly more reliable and robust in case of misspecification of the probability model. The proposed method was also applied to a real dataset of values of the pulp chamber of the right lower premolar measured on x-ray scans of individuals of known age. Copyright © 2015 John Wiley & Sons, Ltd.
Radiation dose reduction in computed tomography perfusion using spatial-temporal Bayesian methods
NASA Astrophysics Data System (ADS)
Fang, Ruogu; Raj, Ashish; Chen, Tsuhan; Sanelli, Pina C.
2012-03-01
In current computed tomography (CT) examinations, the associated X-ray radiation dose is of significant concern to patients and operators, especially CT perfusion (CTP) imaging that has higher radiation dose due to its cine scanning technique. A simple and cost-effective means to perform the examinations is to lower the milliampere-seconds (mAs) parameter as low as reasonably achievable in data acquisition. However, lowering the mAs parameter will unavoidably increase data noise and degrade CT perfusion maps greatly if no adequate noise control is applied during image reconstruction. To capture the essential dynamics of CT perfusion, a simple spatial-temporal Bayesian method that uses a piecewise parametric model of the residual function is used, and then the model parameters are estimated from a Bayesian formulation of prior smoothness constraints on perfusion parameters. From the fitted residual function, reliable CTP parameter maps are obtained from low dose CT data. The merit of this scheme exists in the combination of analytical piecewise residual function with Bayesian framework using a simpler prior spatial constrain for CT perfusion application. On a dataset of 22 patients, this dynamic spatial-temporal Bayesian model yielded an increase in signal-tonoise-ratio (SNR) of 78% and a decrease in mean-square-error (MSE) of 40% at low dose radiation of 43mA.
Bayesian quantitative precipitation forecasts in terms of quantiles
NASA Astrophysics Data System (ADS)
Bentzien, Sabrina; Friederichs, Petra
2014-05-01
Ensemble prediction systems (EPS) for numerical weather predictions on the mesoscale are particularly developed to obtain probabilistic guidance for high impact weather. An EPS not only issues a deterministic future state of the atmosphere but a sample of possible future states. Ensemble postprocessing then translates such a sample of forecasts into probabilistic measures. This study focus on probabilistic quantitative precipitation forecasts in terms of quantiles. Quantiles are particular suitable to describe precipitation at various locations, since no assumption is required on the distribution of precipitation. The focus is on the prediction during high-impact events and related to the Volkswagen Stiftung funded project WEX-MOP (Mesoscale Weather Extremes - Theory, Spatial Modeling and Prediction). Quantile forecasts are derived from the raw ensemble and via quantile regression. Neighborhood method and time-lagging are effective tools to inexpensively increase the ensemble spread, which results in more reliable forecasts especially for extreme precipitation events. Since an EPS provides a large amount of potentially informative predictors, a variable selection is required in order to obtain a stable statistical model. A Bayesian formulation of quantile regression allows for inference about the selection of predictive covariates by the use of appropriate prior distributions. Moreover, the implementation of an additional process layer for the regression parameters accounts for spatial variations of the parameters. Bayesian quantile regression and its spatially adaptive extension is illustrated for the German-focused mesoscale weather prediction ensemble COSMO-DE-EPS, which runs (pre)operationally since December 2010 at the German Meteorological Service (DWD). Objective out-of-sample verification uses the quantile score (QS), a weighted absolute error between quantile forecasts and observations. The QS is a proper scoring function and can be decomposed into reliability, resolutions and uncertainty parts. A quantile reliability plot gives detailed insights in the predictive performance of the quantile forecasts.
A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study
ERIC Educational Resources Information Center
Kaplan, David; Chen, Jianshen
2012-01-01
A two-step Bayesian propensity score approach is introduced that incorporates prior information in the propensity score equation and outcome equation without the problems associated with simultaneous Bayesian propensity score approaches. The corresponding variance estimators are also provided. The two-step Bayesian propensity score is provided for…
Data Applicability of Heritage and New Hardware For Launch Vehicle Reliability Models
NASA Technical Reports Server (NTRS)
Al Hassan, Mohammad; Novack, Steven
2015-01-01
Bayesian reliability requires the development of a prior distribution to represent degree of belief about the value of a parameter (such as a component's failure rate) before system specific data become available from testing or operations. Generic failure data are often provided in reliability databases as point estimates (mean or median). A component's failure rate is considered a random variable where all possible values are represented by a probability distribution. The applicability of the generic data source is a significant source of uncertainty that affects the spread of the distribution. This presentation discusses heuristic guidelines for quantifying uncertainty due to generic data applicability when developing prior distributions mainly from reliability predictions.
Fan, Yue; Wang, Xiao; Peng, Qinke
2017-01-01
Gene regulatory networks (GRNs) play an important role in cellular systems and are important for understanding biological processes. Many algorithms have been developed to infer the GRNs. However, most algorithms only pay attention to the gene expression data but do not consider the topology information in their inference process, while incorporating this information can partially compensate for the lack of reliable expression data. Here we develop a Bayesian group lasso with spike and slab priors to perform gene selection and estimation for nonparametric models. B-spline basis functions are used to capture the nonlinear relationships flexibly and penalties are used to avoid overfitting. Further, we incorporate the topology information into the Bayesian method as a prior. We present the application of our method on DREAM3 and DREAM4 datasets and two real biological datasets. The results show that our method performs better than existing methods and the topology information prior can improve the result.
Bayesian sparse channel estimation
NASA Astrophysics Data System (ADS)
Chen, Chulong; Zoltowski, Michael D.
2012-05-01
In Orthogonal Frequency Division Multiplexing (OFDM) systems, the technique used to estimate and track the time-varying multipath channel is critical to ensure reliable, high data rate communications. It is recognized that wireless channels often exhibit a sparse structure, especially for wideband and ultra-wideband systems. In order to exploit this sparse structure to reduce the number of pilot tones and increase the channel estimation quality, the application of compressed sensing to channel estimation is proposed. In this article, to make the compressed channel estimation more feasible for practical applications, it is investigated from a perspective of Bayesian learning. Under the Bayesian learning framework, the large-scale compressed sensing problem, as well as large time delay for the estimation of the doubly selective channel over multiple consecutive OFDM symbols, can be avoided. Simulation studies show a significant improvement in channel estimation MSE and less computing time compared to the conventional compressed channel estimation techniques.
Structure Learning in Bayesian Sensorimotor Integration
Genewein, Tim; Hez, Eduard; Razzaghpanah, Zeynab; Braun, Daniel A.
2015-01-01
Previous studies have shown that sensorimotor processing can often be described by Bayesian learning, in particular the integration of prior and feedback information depending on its degree of reliability. Here we test the hypothesis that the integration process itself can be tuned to the statistical structure of the environment. We exposed human participants to a reaching task in a three-dimensional virtual reality environment where we could displace the visual feedback of their hand position in a two dimensional plane. When introducing statistical structure between the two dimensions of the displacement, we found that over the course of several days participants adapted their feedback integration process in order to exploit this structure for performance improvement. In control experiments we found that this adaptation process critically depended on performance feedback and could not be induced by verbal instructions. Our results suggest that structural learning is an important meta-learning component of Bayesian sensorimotor integration. PMID:26305797
Prior elicitation and Bayesian analysis of the Steroids for Corneal Ulcers Trial.
See, Craig W; Srinivasan, Muthiah; Saravanan, Somu; Oldenburg, Catherine E; Esterberg, Elizabeth J; Ray, Kathryn J; Glaser, Tanya S; Tu, Elmer Y; Zegans, Michael E; McLeod, Stephen D; Acharya, Nisha R; Lietman, Thomas M
2012-12-01
To elicit expert opinion on the use of adjunctive corticosteroid therapy in bacterial corneal ulcers. To perform a Bayesian analysis of the Steroids for Corneal Ulcers Trial (SCUT), using expert opinion as a prior probability. The SCUT was a placebo-controlled trial assessing visual outcomes in patients receiving topical corticosteroids or placebo as adjunctive therapy for bacterial keratitis. Questionnaires were conducted at scientific meetings in India and North America to gauge expert consensus on the perceived benefit of corticosteroids as adjunct treatment. Bayesian analysis, using the questionnaire data as a prior probability and the primary outcome of SCUT as a likelihood, was performed. For comparison, an additional Bayesian analysis was performed using the results of the SCUT pilot study as a prior distribution. Indian respondents believed there to be a 1.21 Snellen line improvement, and North American respondents believed there to be a 1.24 line improvement with corticosteroid therapy. The SCUT primary outcome found a non-significant 0.09 Snellen line benefit with corticosteroid treatment. The results of the Bayesian analysis estimated a slightly greater benefit than did the SCUT primary analysis (0.19 lines verses 0.09 lines). Indian and North American experts had similar expectations on the effectiveness of corticosteroids in bacterial corneal ulcers; that corticosteroids would markedly improve visual outcomes. Bayesian analysis produced results very similar to those produced by the SCUT primary analysis. The similarity in result is likely due to the large sample size of SCUT and helps validate the results of SCUT.
ERIC Educational Resources Information Center
Marcoulides, Katerina M.
2018-01-01
This study examined the use of Bayesian analysis methods for the estimation of item parameters in a two-parameter logistic item response theory model. Using simulated data under various design conditions with both informative and non-informative priors, the parameter recovery of Bayesian analysis methods were examined. Overall results showed that…
A bayesian approach to classification criteria for spectacled eiders
Taylor, B.L.; Wade, P.R.; Stehn, R.A.; Cochrane, J.F.
1996-01-01
To facilitate decisions to classify species according to risk of extinction, we used Bayesian methods to analyze trend data for the Spectacled Eider, an arctic sea duck. Trend data from three independent surveys of the Yukon-Kuskokwim Delta were analyzed individually and in combination to yield posterior distributions for population growth rates. We used classification criteria developed by the recovery team for Spectacled Eiders that seek to equalize errors of under- or overprotecting the species. We conducted both a Bayesian decision analysis and a frequentist (classical statistical inference) decision analysis. Bayesian decision analyses are computationally easier, yield basically the same results, and yield results that are easier to explain to nonscientists. With the exception of the aerial survey analysis of the 10 most recent years, both Bayesian and frequentist methods indicated that an endangered classification is warranted. The discrepancy between surveys warrants further research. Although the trend data are abundance indices, we used a preliminary estimate of absolute abundance to demonstrate how to calculate extinction distributions using the joint probability distributions for population growth rate and variance in growth rate generated by the Bayesian analysis. Recent apparent increases in abundance highlight the need for models that apply to declining and then recovering species.
Jiang, Yu; Guarino, Peter; Ma, Shuangge; Simon, Steve; Mayo, Matthew S; Raghavan, Rama; Gajewski, Byron J
2016-07-22
Subject recruitment for medical research is challenging. Slow patient accrual leads to increased costs and delays in treatment advances. Researchers need reliable tools to manage and predict the accrual rate. The previously developed Bayesian method integrates researchers' experience on former trials and data from an ongoing study, providing a reliable prediction of accrual rate for clinical studies. In this paper, we present a user-friendly graphical user interface program developed in R. A closed-form solution for the total subjects that can be recruited within a fixed time is derived. We also present a built-in Android system using Java for web browsers and mobile devices. Using the accrual software, we re-evaluated the Veteran Affairs Cooperative Studies Program 558- ROBOTICS study. The application of the software in monitoring and management of recruitment is illustrated for different stages of the trial. This developed accrual software provides a more convenient platform for estimation and prediction of the accrual process.
Understanding seasonal variability of uncertainty in hydrological prediction
NASA Astrophysics Data System (ADS)
Li, M.; Wang, Q. J.
2012-04-01
Understanding uncertainty in hydrological prediction can be highly valuable for improving the reliability of streamflow prediction. In this study, a monthly water balance model, WAPABA, in a Bayesian joint probability with error models are presented to investigate the seasonal dependency of prediction error structure. A seasonal invariant error model, analogous to traditional time series analysis, uses constant parameters for model error and account for no seasonal variations. In contrast, a seasonal variant error model uses a different set of parameters for bias, variance and autocorrelation for each individual calendar month. Potential connection amongst model parameters from similar months is not considered within the seasonal variant model and could result in over-fitting and over-parameterization. A hierarchical error model further applies some distributional restrictions on model parameters within a Bayesian hierarchical framework. An iterative algorithm is implemented to expedite the maximum a posterior (MAP) estimation of a hierarchical error model. Three error models are applied to forecasting streamflow at a catchment in southeast Australia in a cross-validation analysis. This study also presents a number of statistical measures and graphical tools to compare the predictive skills of different error models. From probability integral transform histograms and other diagnostic graphs, the hierarchical error model conforms better to reliability when compared to the seasonal invariant error model. The hierarchical error model also generally provides the most accurate mean prediction in terms of the Nash-Sutcliffe model efficiency coefficient and the best probabilistic prediction in terms of the continuous ranked probability score (CRPS). The model parameters of the seasonal variant error model are very sensitive to each cross validation, while the hierarchical error model produces much more robust and reliable model parameters. Furthermore, the result of the hierarchical error model shows that most of model parameters are not seasonal variant except for error bias. The seasonal variant error model is likely to use more parameters than necessary to maximize the posterior likelihood. The model flexibility and robustness indicates that the hierarchical error model has great potential for future streamflow predictions.
CytoBayesJ: software tools for Bayesian analysis of cytogenetic radiation dosimetry data.
Ainsbury, Elizabeth A; Vinnikov, Volodymyr; Puig, Pedro; Maznyk, Nataliya; Rothkamm, Kai; Lloyd, David C
2013-08-30
A number of authors have suggested that a Bayesian approach may be most appropriate for analysis of cytogenetic radiation dosimetry data. In the Bayesian framework, probability of an event is described in terms of previous expectations and uncertainty. Previously existing, or prior, information is used in combination with experimental results to infer probabilities or the likelihood that a hypothesis is true. It has been shown that the Bayesian approach increases both the accuracy and quality assurance of radiation dose estimates. New software entitled CytoBayesJ has been developed with the aim of bringing Bayesian analysis to cytogenetic biodosimetry laboratory practice. CytoBayesJ takes a number of Bayesian or 'Bayesian like' methods that have been proposed in the literature and presents them to the user in the form of simple user-friendly tools, including testing for the most appropriate model for distribution of chromosome aberrations and calculations of posterior probability distributions. The individual tools are described in detail and relevant examples of the use of the methods and the corresponding CytoBayesJ software tools are given. In this way, the suitability of the Bayesian approach to biological radiation dosimetry is highlighted and its wider application encouraged by providing a user-friendly software interface and manual in English and Russian. Copyright © 2013 Elsevier B.V. All rights reserved.
Bayesian data analysis in observational comparative effectiveness research: rationale and examples.
Olson, William H; Crivera, Concetta; Ma, Yi-Wen; Panish, Jessica; Mao, Lian; Lynch, Scott M
2013-11-01
Many comparative effectiveness research and patient-centered outcomes research studies will need to be observational for one or both of two reasons: first, randomized trials are expensive and time-consuming; and second, only observational studies can answer some research questions. It is generally recognized that there is a need to increase the scientific validity and efficiency of observational studies. Bayesian methods for the design and analysis of observational studies are scientifically valid and offer many advantages over frequentist methods, including, importantly, the ability to conduct comparative effectiveness research/patient-centered outcomes research more efficiently. Bayesian data analysis is being introduced into outcomes studies that we are conducting. Our purpose here is to describe our view of some of the advantages of Bayesian methods for observational studies and to illustrate both realized and potential advantages by describing studies we are conducting in which various Bayesian methods have been or could be implemented.
Using Bayesian analysis in repeated preclinical in vivo studies for a more effective use of animals.
Walley, Rosalind; Sherington, John; Rastrick, Joe; Detrait, Eric; Hanon, Etienne; Watt, Gillian
2016-05-01
Whilst innovative Bayesian approaches are increasingly used in clinical studies, in the preclinical area Bayesian methods appear to be rarely used in the reporting of pharmacology data. This is particularly surprising in the context of regularly repeated in vivo studies where there is a considerable amount of data from historical control groups, which has potential value. This paper describes our experience with introducing Bayesian analysis for such studies using a Bayesian meta-analytic predictive approach. This leads naturally either to an informative prior for a control group as part of a full Bayesian analysis of the next study or using a predictive distribution to replace a control group entirely. We use quality control charts to illustrate study-to-study variation to the scientists and describe informative priors in terms of their approximate effective numbers of animals. We describe two case studies of animal models: the lipopolysaccharide-induced cytokine release model used in inflammation and the novel object recognition model used to screen cognitive enhancers, both of which show the advantage of a Bayesian approach over the standard frequentist analysis. We conclude that using Bayesian methods in stable repeated in vivo studies can result in a more effective use of animals, either by reducing the total number of animals used or by increasing the precision of key treatment differences. This will lead to clearer results and supports the "3Rs initiative" to Refine, Reduce and Replace animals in research. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
Bayesian linkage and segregation analysis: factoring the problem.
Matthysse, S
2000-01-01
Complex segregation analysis and linkage methods are mathematical techniques for the genetic dissection of complex diseases. They are used to delineate complex modes of familial transmission and to localize putative disease susceptibility loci to specific chromosomal locations. The computational problem of Bayesian linkage and segregation analysis is one of integration in high-dimensional spaces. In this paper, three available techniques for Bayesian linkage and segregation analysis are discussed: Markov Chain Monte Carlo (MCMC), importance sampling, and exact calculation. The contribution of each to the overall integration will be explicitly discussed.
On the robustness of a Bayes estimate. [in reliability theory
NASA Technical Reports Server (NTRS)
Canavos, G. C.
1974-01-01
This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.
NASA Astrophysics Data System (ADS)
Li, L.; Xu, C.-Y.; Engeland, K.
2012-04-01
With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD
A Primer on Bayesian Analysis for Experimental Psychopathologists
Krypotos, Angelos-Miltiadis; Blanken, Tessa F.; Arnaudova, Inna; Matzke, Dora; Beckers, Tom
2016-01-01
The principal goals of experimental psychopathology (EPP) research are to offer insights into the pathogenic mechanisms of mental disorders and to provide a stable ground for the development of clinical interventions. The main message of the present article is that those goals are better served by the adoption of Bayesian statistics than by the continued use of null-hypothesis significance testing (NHST). In the first part of the article we list the main disadvantages of NHST and explain why those disadvantages limit the conclusions that can be drawn from EPP research. Next, we highlight the advantages of Bayesian statistics. To illustrate, we then pit NHST and Bayesian analysis against each other using an experimental data set from our lab. Finally, we discuss some challenges when adopting Bayesian statistics. We hope that the present article will encourage experimental psychopathologists to embrace Bayesian statistics, which could strengthen the conclusions drawn from EPP research. PMID:28748068
Testing students' e-learning via Facebook through Bayesian structural equation modeling.
Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.
Testing students’ e-learning via Facebook through Bayesian structural equation modeling
Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students’ intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods’ results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated. PMID:28886019
Bayesian approach to MSD-based analysis of particle motion in live cells.
Monnier, Nilah; Guo, Syuan-Ming; Mori, Masashi; He, Jun; Lénárt, Péter; Bathe, Mark
2012-08-08
Quantitative tracking of particle motion using live-cell imaging is a powerful approach to understanding the mechanism of transport of biological molecules, organelles, and cells. However, inferring complex stochastic motion models from single-particle trajectories in an objective manner is nontrivial due to noise from sampling limitations and biological heterogeneity. Here, we present a systematic Bayesian approach to multiple-hypothesis testing of a general set of competing motion models based on particle mean-square displacements that automatically classifies particle motion, properly accounting for sampling limitations and correlated noise while appropriately penalizing model complexity according to Occam's Razor to avoid over-fitting. We test the procedure rigorously using simulated trajectories for which the underlying physical process is known, demonstrating that it chooses the simplest physical model that explains the observed data. Further, we show that computed model probabilities provide a reliability test for the downstream biological interpretation of associated parameter values. We subsequently illustrate the broad utility of the approach by applying it to disparate biological systems including experimental particle trajectories from chromosomes, kinetochores, and membrane receptors undergoing a variety of complex motions. This automated and objective Bayesian framework easily scales to large numbers of particle trajectories, making it ideal for classifying the complex motion of large numbers of single molecules and cells from high-throughput screens, as well as single-cell-, tissue-, and organism-level studies. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Approximate Bayesian computation for forward modeling in cosmology
DOE Office of Scientific and Technical Information (OSTI.GOV)
Akeret, Joël; Refregier, Alexandre; Amara, Adam
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 themore » 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.« less
[Bayesian statistics in medicine -- part II: main applications and inference].
Montomoli, C; Nichelatti, M
2008-01-01
Bayesian statistics is not only used when one is dealing with 2-way tables, but it can be used for inferential purposes. Using the basic concepts presented in the first part, this paper aims to give a simple overview of Bayesian methods by introducing its foundation (Bayes' theorem) and then applying this rule to a very simple practical example; whenever possible, the elementary processes at the basis of analysis are compared to those of frequentist (classical) statistical analysis. The Bayesian reasoning is naturally connected to medical activity, since it appears to be quite similar to a diagnostic process.
Bayesian inference for joint modelling of longitudinal continuous, binary and ordinal events.
Li, Qiuju; Pan, Jianxin; Belcher, John
2016-12-01
In medical studies, repeated measurements of continuous, binary and ordinal outcomes are routinely collected from the same patient. Instead of modelling each outcome separately, in this study we propose to jointly model the trivariate longitudinal responses, so as to take account of the inherent association between the different outcomes and thus improve statistical inferences. This work is motivated by a large cohort study in the North West of England, involving trivariate responses from each patient: Body Mass Index, Depression (Yes/No) ascertained with cut-off score not less than 8 at the Hospital Anxiety and Depression Scale, and Pain Interference generated from the Medical Outcomes Study 36-item short-form health survey with values returned on an ordinal scale 1-5. There are some well-established methods for combined continuous and binary, or even continuous and ordinal responses, but little work was done on the joint analysis of continuous, binary and ordinal responses. We propose conditional joint random-effects models, which take into account the inherent association between the continuous, binary and ordinal outcomes. Bayesian analysis methods are used to make statistical inferences. Simulation studies show that, by jointly modelling the trivariate outcomes, standard deviations of the estimates of parameters in the models are smaller and much more stable, leading to more efficient parameter estimates and reliable statistical inferences. In the real data analysis, the proposed joint analysis yields a much smaller deviance information criterion value than the separate analysis, and shows other good statistical properties too. © The Author(s) 2014.
Bayesian network learning for natural hazard assessments
NASA Astrophysics Data System (ADS)
Vogel, Kristin
2016-04-01
Even though quite different in occurrence and consequences, from a modelling perspective many natural hazards share similar properties and challenges. Their complex nature as well as lacking knowledge about their driving forces and potential effects make their analysis demanding. On top of the uncertainty about the modelling framework, inaccurate or incomplete event observations and the intrinsic randomness of the natural phenomenon add up to different interacting layers of uncertainty, which require a careful handling. Thus, for reliable natural hazard assessments it is crucial not only to capture and quantify involved uncertainties, but also to express and communicate uncertainties in an intuitive way. Decision-makers, who often find it difficult to deal with uncertainties, might otherwise return to familiar (mostly deterministic) proceedings. In the scope of the DFG research training group „NatRiskChange" we apply the probabilistic framework of Bayesian networks for diverse natural hazard and vulnerability studies. The great potential of Bayesian networks was already shown in previous natural hazard assessments. Treating each model component as random variable, Bayesian networks aim at capturing the joint distribution of all considered variables. Hence, each conditional distribution of interest (e.g. the effect of precautionary measures on damage reduction) can be inferred. The (in-)dependencies between the considered variables can be learned purely data driven or be given by experts. Even a combination of both is possible. By translating the (in-)dependences into a graph structure, Bayesian networks provide direct insights into the workings of the system and allow to learn about the underlying processes. Besides numerous studies on the topic, learning Bayesian networks from real-world data remains challenging. In previous studies, e.g. on earthquake induced ground motion and flood damage assessments, we tackled the problems arising with continuous variables and incomplete observations. Further studies rise the challenge of relying on very small data sets. Since parameter estimates for complex models based on few observations are unreliable, it is necessary to focus on simplified, yet still meaningful models. A so called Markov Blanket approach is developed to identify the most relevant model components and to construct a simple Bayesian network based on those findings. Since the proceeding is completely data driven, it can easily be transferred to various applications in natural hazard domains. This study is funded by the Deutsche Forschungsgemeinschaft (DFG) within the research training programme GRK 2043/1 "NatRiskChange - Natural hazards and risks in a changing world" at Potsdam University.
Prior Elicitation and Bayesian Analysis of the Steroids for Corneal Ulcers Trial
See, Craig W.; Srinivasan, Muthiah; Saravanan, Somu; Oldenburg, Catherine E.; Esterberg, Elizabeth J.; Ray, Kathryn J.; Glaser, Tanya S.; Tu, Elmer Y.; Zegans, Michael E.; McLeod, Stephen D.; Acharya, Nisha R.; Lietman, Thomas M.
2013-01-01
Purpose To elicit expert opinion on the use of adjunctive corticosteroid therapy in bacterial corneal ulcers. To perform a Bayesian analysis of the Steroids for Corneal Ulcers Trial (SCUT), using expert opinion as a prior probability. Methods The SCUT was a placebo-controlled trial assessing visual outcomes in patients receiving topical corticosteroids or placebo as adjunctive therapy for bacterial keratitis. Questionnaires were conducted at scientific meetings in India and North America to gauge expert consensus on the perceived benefit of corticosteroids as adjunct treatment. Bayesian analysis, using the questionnaire data as a prior probability and the primary outcome of SCUT as a likelihood, was performed. For comparison, an additional Bayesian analysis was performed using the results of the SCUT pilot study as a prior distribution. Results Indian respondents believed there to be a 1.21 Snellen line improvement, and North American respondents believed there to be a 1.24 line improvement with corticosteroid therapy. The SCUT primary outcome found a non-significant 0.09 Snellen line benefit with corticosteroid treatment. The results of the Bayesian analysis estimated a slightly greater benefit than did the SCUT primary analysis (0.19 lines verses 0.09 lines). Conclusion Indian and North American experts had similar expectations on the effectiveness of corticosteroids in bacterial corneal ulcers; that corticosteroids would markedly improve visual outcomes. Bayesian analysis produced results very similar to those produced by the SCUT primary analysis. The similarity in result is likely due to the large sample size of SCUT and helps validate the results of SCUT. PMID:23171211
A Gibbs sampler for Bayesian analysis of site-occupancy data
Dorazio, Robert M.; Rodriguez, Daniel Taylor
2012-01-01
1. A Bayesian analysis of site-occupancy data containing covariates of species occurrence and species detection probabilities is usually completed using Markov chain Monte Carlo methods in conjunction with software programs that can implement those methods for any statistical model, not just site-occupancy models. Although these software programs are quite flexible, considerable experience is often required to specify a model and to initialize the Markov chain so that summaries of the posterior distribution can be estimated efficiently and accurately. 2. As an alternative to these programs, we develop a Gibbs sampler for Bayesian analysis of site-occupancy data that include covariates of species occurrence and species detection probabilities. This Gibbs sampler is based on a class of site-occupancy models in which probabilities of species occurrence and detection are specified as probit-regression functions of site- and survey-specific covariate measurements. 3. To illustrate the Gibbs sampler, we analyse site-occupancy data of the blue hawker, Aeshna cyanea (Odonata, Aeshnidae), a common dragonfly species in Switzerland. Our analysis includes a comparison of results based on Bayesian and classical (non-Bayesian) methods of inference. We also provide code (based on the R software program) for conducting Bayesian and classical analyses of site-occupancy data.
Development and Validation of a Lifecycle-based Prognostics Architecture with Test Bed Validation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hines, J. Wesley; Upadhyaya, Belle; Sharp, Michael
On-line monitoring and tracking of nuclear plant system and component degradation is being investigated as a method for improving the safety, reliability, and maintainability of aging nuclear power plants. Accurate prediction of the current degradation state of system components and structures is important for accurate estimates of their remaining useful life (RUL). The correct quantification and propagation of both the measurement uncertainty and model uncertainty is necessary for quantifying the uncertainty of the RUL prediction. This research project developed and validated methods to perform RUL estimation throughout the lifecycle of plant components. Prognostic methods should seamlessly operate from beginning ofmore » component life (BOL) to end of component life (EOL). We term this "Lifecycle Prognostics." When a component is put into use, the only information available may be past failure times of similar components used in similar conditions, and the predicted failure distribution can be estimated with reliability methods such as Weibull Analysis (Type I Prognostics). As the component operates, it begins to degrade and consume its available life. This life consumption may be a function of system stresses, and the failure distribution should be updated to account for the system operational stress levels (Type II Prognostics). When degradation becomes apparent, this information can be used to again improve the RUL estimate (Type III Prognostics). This research focused on developing prognostics algorithms for the three types of prognostics, developing uncertainty quantification methods for each of the algorithms, and, most importantly, developing a framework using Bayesian methods to transition between prognostic model types and update failure distribution estimates as new information becomes available. The developed methods were then validated on a range of accelerated degradation test beds. The ultimate goal of prognostics is to provide an accurate assessment for RUL predictions, with as little uncertainty as possible. From a reliability and maintenance standpoint, there would be improved safety by avoiding all failures. Calculated risk would decrease, saving money by avoiding unnecessary maintenance. One major bottleneck for data-driven prognostics is the availability of run-to-failure degradation data. Without enough degradation data leading to failure, prognostic models can yield RUL distributions with large uncertainty or mathematically unsound predictions. To address these issues a "Lifecycle Prognostics" method was developed to create RUL distributions from Beginning of Life (BOL) to End of Life (EOL). This employs established Type I, II, and III prognostic methods, and Bayesian transitioning between each Type. Bayesian methods, as opposed to classical frequency statistics, show how an expected value, a priori, changes with new data to form a posterior distribution. For example, when you purchase a component you have a prior belief, or estimation, of how long it will operate before failing. As you operate it, you may collect information related to its condition that will allow you to update your estimated failure time. Bayesian methods are best used when limited data are available. The use of a prior also means that information is conserved when new data are available. The weightings of the prior belief and information contained in the sampled data are dependent on the variance (uncertainty) of the prior, the variance (uncertainty) of the data, and the amount of measured data (number of samples). If the variance of the prior is small compared to the uncertainty of the data, the prior will be weighed more heavily. However, as more data are collected, the data will be weighted more heavily and will eventually swamp out the prior in calculating the posterior distribution of model parameters. Fundamentally Bayesian analysis updates a prior belief with new data to get a posterior belief. The general approach to applying the Bayesian method to lifecycle prognostics consisted of identifying the prior, which is the RUL estimate and uncertainty from the previous prognostics type, and combining it with observational data related to the newer prognostics type. The resulting lifecycle prognostics algorithm uses all available information throughout the component lifecycle.« less
Long-Branch Attraction Bias and Inconsistency in Bayesian Phylogenetics
Kolaczkowski, Bryan; Thornton, Joseph W.
2009-01-01
Bayesian inference (BI) of phylogenetic relationships uses the same probabilistic models of evolution as its precursor maximum likelihood (ML), so BI has generally been assumed to share ML's desirable statistical properties, such as largely unbiased inference of topology given an accurate model and increasingly reliable inferences as the amount of data increases. Here we show that BI, unlike ML, is biased in favor of topologies that group long branches together, even when the true model and prior distributions of evolutionary parameters over a group of phylogenies are known. Using experimental simulation studies and numerical and mathematical analyses, we show that this bias becomes more severe as more data are analyzed, causing BI to infer an incorrect tree as the maximum a posteriori phylogeny with asymptotically high support as sequence length approaches infinity. BI's long branch attraction bias is relatively weak when the true model is simple but becomes pronounced when sequence sites evolve heterogeneously, even when this complexity is incorporated in the model. This bias—which is apparent under both controlled simulation conditions and in analyses of empirical sequence data—also makes BI less efficient and less robust to the use of an incorrect evolutionary model than ML. Surprisingly, BI's bias is caused by one of the method's stated advantages—that it incorporates uncertainty about branch lengths by integrating over a distribution of possible values instead of estimating them from the data, as ML does. Our findings suggest that trees inferred using BI should be interpreted with caution and that ML may be a more reliable framework for modern phylogenetic analysis. PMID:20011052
Long-branch attraction bias and inconsistency in Bayesian phylogenetics.
Kolaczkowski, Bryan; Thornton, Joseph W
2009-12-09
Bayesian inference (BI) of phylogenetic relationships uses the same probabilistic models of evolution as its precursor maximum likelihood (ML), so BI has generally been assumed to share ML's desirable statistical properties, such as largely unbiased inference of topology given an accurate model and increasingly reliable inferences as the amount of data increases. Here we show that BI, unlike ML, is biased in favor of topologies that group long branches together, even when the true model and prior distributions of evolutionary parameters over a group of phylogenies are known. Using experimental simulation studies and numerical and mathematical analyses, we show that this bias becomes more severe as more data are analyzed, causing BI to infer an incorrect tree as the maximum a posteriori phylogeny with asymptotically high support as sequence length approaches infinity. BI's long branch attraction bias is relatively weak when the true model is simple but becomes pronounced when sequence sites evolve heterogeneously, even when this complexity is incorporated in the model. This bias--which is apparent under both controlled simulation conditions and in analyses of empirical sequence data--also makes BI less efficient and less robust to the use of an incorrect evolutionary model than ML. Surprisingly, BI's bias is caused by one of the method's stated advantages--that it incorporates uncertainty about branch lengths by integrating over a distribution of possible values instead of estimating them from the data, as ML does. Our findings suggest that trees inferred using BI should be interpreted with caution and that ML may be a more reliable framework for modern phylogenetic analysis.
NASA Astrophysics Data System (ADS)
Liang, Zhongmin; Li, Yujie; Hu, Yiming; Li, Binquan; Wang, Jun
2017-06-01
Accurate and reliable long-term forecasting plays an important role in water resources management and utilization. In this paper, a hybrid model called SVR-HUP is presented to predict long-term runoff and quantify the prediction uncertainty. The model is created based on three steps. First, appropriate predictors are selected according to the correlations between meteorological factors and runoff. Second, a support vector regression (SVR) model is structured and optimized based on the LibSVM toolbox and a genetic algorithm. Finally, using forecasted and observed runoff, a hydrologic uncertainty processor (HUP) based on a Bayesian framework is used to estimate the posterior probability distribution of the simulated values, and the associated uncertainty of prediction was quantitatively analyzed. Six precision evaluation indexes, including the correlation coefficient (CC), relative root mean square error (RRMSE), relative error (RE), mean absolute percentage error (MAPE), Nash-Sutcliffe efficiency (NSE), and qualification rate (QR), are used to measure the prediction accuracy. As a case study, the proposed approach is applied in the Han River basin, South Central China. Three types of SVR models are established to forecast the monthly, flood season and annual runoff volumes. The results indicate that SVR yields satisfactory accuracy and reliability at all three scales. In addition, the results suggest that the HUP cannot only quantify the uncertainty of prediction based on a confidence interval but also provide a more accurate single value prediction than the initial SVR forecasting result. Thus, the SVR-HUP model provides an alternative method for long-term runoff forecasting.
We use Bayesian uncertainty analysis to explore how to estimate pollutant exposures from biomarker concentrations. The growing number of national databases with exposure data makes such an analysis possible. They contain datasets of pharmacokinetic biomarkers for many polluta...
Inferring metabolic networks using the Bayesian adaptive graphical lasso with informative priors.
Peterson, Christine; Vannucci, Marina; Karakas, Cemal; Choi, William; Ma, Lihua; Maletić-Savatić, Mirjana
2013-10-01
Metabolic processes are essential for cellular function and survival. We are interested in inferring a metabolic network in activated microglia, a major neuroimmune cell in the brain responsible for the neuroinflammation associated with neurological diseases, based on a set of quantified metabolites. To achieve this, we apply the Bayesian adaptive graphical lasso with informative priors that incorporate known relationships between covariates. To encourage sparsity, the Bayesian graphical lasso places double exponential priors on the off-diagonal entries of the precision matrix. The Bayesian adaptive graphical lasso allows each double exponential prior to have a unique shrinkage parameter. These shrinkage parameters share a common gamma hyperprior. We extend this model to create an informative prior structure by formulating tailored hyperpriors on the shrinkage parameters. By choosing parameter values for each hyperprior that shift probability mass toward zero for nodes that are close together in a reference network, we encourage edges between covariates with known relationships. This approach can improve the reliability of network inference when the sample size is small relative to the number of parameters to be estimated. When applied to the data on activated microglia, the inferred network includes both known relationships and associations of potential interest for further investigation.
Inferring metabolic networks using the Bayesian adaptive graphical lasso with informative priors
PETERSON, CHRISTINE; VANNUCCI, MARINA; KARAKAS, CEMAL; CHOI, WILLIAM; MA, LIHUA; MALETIĆ-SAVATIĆ, MIRJANA
2014-01-01
Metabolic processes are essential for cellular function and survival. We are interested in inferring a metabolic network in activated microglia, a major neuroimmune cell in the brain responsible for the neuroinflammation associated with neurological diseases, based on a set of quantified metabolites. To achieve this, we apply the Bayesian adaptive graphical lasso with informative priors that incorporate known relationships between covariates. To encourage sparsity, the Bayesian graphical lasso places double exponential priors on the off-diagonal entries of the precision matrix. The Bayesian adaptive graphical lasso allows each double exponential prior to have a unique shrinkage parameter. These shrinkage parameters share a common gamma hyperprior. We extend this model to create an informative prior structure by formulating tailored hyperpriors on the shrinkage parameters. By choosing parameter values for each hyperprior that shift probability mass toward zero for nodes that are close together in a reference network, we encourage edges between covariates with known relationships. This approach can improve the reliability of network inference when the sample size is small relative to the number of parameters to be estimated. When applied to the data on activated microglia, the inferred network includes both known relationships and associations of potential interest for further investigation. PMID:24533172
Bayesian Factor Analysis as a Variable Selection Problem: Alternative Priors and Consequences
Lu, Zhao-Hua; Chow, Sy-Miin; Loken, Eric
2016-01-01
Factor analysis is a popular statistical technique for multivariate data analysis. Developments in the structural equation modeling framework have enabled the use of hybrid confirmatory/exploratory approaches in which factor loading structures can be explored relatively flexibly within a confirmatory factor analysis (CFA) framework. Recently, a Bayesian structural equation modeling (BSEM) approach (Muthén & Asparouhov, 2012) has been proposed as a way to explore the presence of cross-loadings in CFA models. We show that the issue of determining factor loading patterns may be formulated as a Bayesian variable selection problem in which Muthén and Asparouhov’s approach can be regarded as a BSEM approach with ridge regression prior (BSEM-RP). We propose another Bayesian approach, denoted herein as the Bayesian structural equation modeling with spike and slab prior (BSEM-SSP), which serves as a one-stage alternative to the BSEM-RP. We review the theoretical advantages and disadvantages of both approaches and compare their empirical performance relative to two modification indices-based approaches and exploratory factor analysis with target rotation. A teacher stress scale data set (Byrne, 2012; Pettegrew & Wolf, 1982) is used to demonstrate our approach. PMID:27314566
Application of a data-mining method based on Bayesian networks to lesion-deficit analysis
NASA Technical Reports Server (NTRS)
Herskovits, Edward H.; Gerring, Joan P.
2003-01-01
Although lesion-deficit analysis (LDA) has provided extensive information about structure-function associations in the human brain, LDA has suffered from the difficulties inherent to the analysis of spatial data, i.e., there are many more variables than subjects, and data may be difficult to model using standard distributions, such as the normal distribution. We herein describe a Bayesian method for LDA; this method is based on data-mining techniques that employ Bayesian networks to represent structure-function associations. These methods are computationally tractable, and can represent complex, nonlinear structure-function associations. When applied to the evaluation of data obtained from a study of the psychiatric sequelae of traumatic brain injury in children, this method generates a Bayesian network that demonstrates complex, nonlinear associations among lesions in the left caudate, right globus pallidus, right side of the corpus callosum, right caudate, and left thalamus, and subsequent development of attention-deficit hyperactivity disorder, confirming and extending our previous statistical analysis of these data. Furthermore, analysis of simulated data indicates that methods based on Bayesian networks may be more sensitive and specific for detecting associations among categorical variables than methods based on chi-square and Fisher exact statistics.
Cuyabano, B C D; Su, G; Rosa, G J M; Lund, M S; Gianola, D
2015-10-01
This study compared the accuracy of genome-enabled prediction models using individual single nucleotide polymorphisms (SNP) or haplotype blocks as covariates when using either a single breed or a combined population of Nordic Red cattle. The main objective was to compare predictions of breeding values of complex traits using a combined training population with haplotype blocks, with predictions using a single breed as training population and individual SNP as predictors. To compare the prediction reliabilities, bootstrap samples were taken from the test data set. With the bootstrapped samples of prediction reliabilities, we built and graphed confidence ellipses to allow comparisons. Finally, measures of statistical distances were used to calculate the gain in predictive ability. Our analyses are innovative in the context of assessment of predictive models, allowing a better understanding of prediction reliabilities and providing a statistical basis to effectively calibrate whether one prediction scenario is indeed more accurate than another. An ANOVA indicated that use of haplotype blocks produced significant gains mainly when Bayesian mixture models were used but not when Bayesian BLUP was fitted to the data. Furthermore, when haplotype blocks were used to train prediction models in a combined Nordic Red cattle population, we obtained up to a statistically significant 5.5% average gain in prediction accuracy, over predictions using individual SNP and training the model with a single breed. Copyright © 2015 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.
Ortega, Alonso; Labrenz, Stephan; Markowitsch, Hans J; Piefke, Martina
2013-01-01
In the last decade, different statistical techniques have been introduced to improve assessment of malingering-related poor effort. In this context, we have recently shown preliminary evidence that a Bayesian latent group model may help to optimize classification accuracy using a simulation research design. In the present study, we conducted two analyses. Firstly, we evaluated how accurately this Bayesian approach can distinguish between participants answering in an honest way (honest response group) and participants feigning cognitive impairment (experimental malingering group). Secondly, we tested the accuracy of our model in the differentiation between patients who had real cognitive deficits (cognitively impaired group) and participants who belonged to the experimental malingering group. All Bayesian analyses were conducted using the raw scores of a visual recognition forced-choice task (2AFC), the Test of Memory Malingering (TOMM, Trial 2), and the Word Memory Test (WMT, primary effort subtests). The first analysis showed 100% accuracy for the Bayesian model in distinguishing participants of both groups with all effort measures. The second analysis showed outstanding overall accuracy of the Bayesian model when estimates were obtained from the 2AFC and the TOMM raw scores. Diagnostic accuracy of the Bayesian model diminished when using the WMT total raw scores. Despite, overall diagnostic accuracy can still be considered excellent. The most plausible explanation for this decrement is the low performance in verbal recognition and fluency tasks of some patients of the cognitively impaired group. Additionally, the Bayesian model provides individual estimates, p(zi |D), of examinees' effort levels. In conclusion, both high classification accuracy levels and Bayesian individual estimates of effort may be very useful for clinicians when assessing for effort in medico-legal settings.
Application of bayesian networks to real-time flood risk estimation
NASA Astrophysics Data System (ADS)
Garrote, L.; Molina, M.; Blasco, G.
2003-04-01
This paper presents the application of a computational paradigm taken from the field of artificial intelligence - the bayesian network - to model the behaviour of hydrologic basins during floods. The final goal of this research is to develop representation techniques for hydrologic simulation models in order to define, develop and validate a mechanism, supported by a software environment, oriented to build decision models for the prediction and management of river floods in real time. The emphasis is placed on providing decision makers with tools to incorporate their knowledge of basin behaviour, usually formulated in terms of rainfall-runoff models, in the process of real-time decision making during floods. A rainfall-runoff model is only a step in the process of decision making. If a reliable rainfall forecast is available and the rainfall-runoff model is well calibrated, decisions can be based mainly on model results. However, in most practical situations, uncertainties in rainfall forecasts or model performance have to be incorporated in the decision process. The computation paradigm adopted for the simulation of hydrologic processes is the bayesian network. A bayesian network is a directed acyclic graph that represents causal influences between linked variables. Under this representation, uncertain qualitative variables are related through causal relations quantified with conditional probabilities. The solution algorithm allows the computation of the expected probability distribution of unknown variables conditioned to the observations. An approach to represent hydrologic processes by bayesian networks with temporal and spatial extensions is presented in this paper, together with a methodology for the development of bayesian models using results produced by deterministic hydrologic simulation models
McCarron, C Elizabeth; Pullenayegum, Eleanor M; Thabane, Lehana; Goeree, Ron; Tarride, Jean-Eric
2013-04-01
Bayesian methods have been proposed as a way of synthesizing all available evidence to inform decision making. However, few practical applications of the use of Bayesian methods for combining patient-level data (i.e., trial) with additional evidence (e.g., literature) exist in the cost-effectiveness literature. The objective of this study was to compare a Bayesian cost-effectiveness analysis using informative priors to a standard non-Bayesian nonparametric method to assess the impact of incorporating additional information into a cost-effectiveness analysis. Patient-level data from a previously published nonrandomized study were analyzed using traditional nonparametric bootstrap techniques and bivariate normal Bayesian models with vague and informative priors. Two different types of informative priors were considered to reflect different valuations of the additional evidence relative to the patient-level data (i.e., "face value" and "skeptical"). The impact of using different distributions and valuations was assessed in a sensitivity analysis. Models were compared in terms of incremental net monetary benefit (INMB) and cost-effectiveness acceptability frontiers (CEAFs). The bootstrapping and Bayesian analyses using vague priors provided similar results. The most pronounced impact of incorporating the informative priors was the increase in estimated life years in the control arm relative to what was observed in the patient-level data alone. Consequently, the incremental difference in life years originally observed in the patient-level data was reduced, and the INMB and CEAF changed accordingly. The results of this study demonstrate the potential impact and importance of incorporating additional information into an analysis of patient-level data, suggesting this could alter decisions as to whether a treatment should be adopted and whether more information should be acquired.
The Chandra Xbootes Survey - IV: Mid-Infrared and Submillimeter Counterparts
NASA Astrophysics Data System (ADS)
Brown, Arianna; Mitchell-Wynne, Ketron; Cooray, Asantha R.; Nayyeri, Hooshang
2016-06-01
In this work, we use a Bayesian technique to identify mid-IR and submillimeter counterparts for 3,213 X-ray point sources detected in the Chandra XBoötes Survey so as to characterize the relationship between black hole activity and star formation in the XBoötes region. The Chandra XBoötes Survey is a 5-ks X-ray survey of the 9.3 square degree Boötes Field of the NOAO Deep Wide-Field Survey (NDWFS), a survey imaged from the optical to the near-IR. We use a likelihood ratio analysis on Spitzer-IRAC data taken from The Spitzer Deep, Wide-Field Survey (SDWFS) to determine mid-IR counterparts, and a similar method on Herschel-SPIRE sources detected at 250µm from The Herschel Multi-tiered Extragalactic Survey to determine the submillimeter counterparts. The likelihood ratio analysis (LRA) provides the probability that a(n) IRAC or SPIRE point source is the true counterpart to a Chandra source. The analysis is comprised of three parts: the normalized magnitude distributions of counterparts and background sources, and the radial probability distribution of the separation distance between the IRAC or SPIRE source and the Chandra source. Many Chandra sources have multiple prospective counterparts in each band, so additional analysis is performed to determine the identification reliability of the candidates. Identification reliability values lie between 0 and 1, and sources with identification reliability values ≥0.8 are chosen to be the true counterparts. With these results, we will consider the statistical implications of the sample's redshifts, mid-IR and submillimeter luminosities, and star formation rates.
Single-Case Time Series with Bayesian Analysis: A Practitioner's Guide.
ERIC Educational Resources Information Center
Jones, W. Paul
2003-01-01
This article illustrates a simplified time series analysis for use by the counseling researcher practitioner in single-case baseline plus intervention studies with a Bayesian probability analysis to integrate findings from replications. The C statistic is recommended as a primary analysis tool with particular relevance in the context of actual…
Daniel Goodman’s empirical approach to Bayesian statistics
Gerrodette, Tim; Ward, Eric; Taylor, Rebecca L.; Schwarz, Lisa K.; Eguchi, Tomoharu; Wade, Paul; Himes Boor, Gina
2016-01-01
Bayesian statistics, in contrast to classical statistics, uses probability to represent uncertainty about the state of knowledge. Bayesian statistics has often been associated with the idea that knowledge is subjective and that a probability distribution represents a personal degree of belief. Dr. Daniel Goodman considered this viewpoint problematic for issues of public policy. He sought to ground his Bayesian approach in data, and advocated the construction of a prior as an empirical histogram of “similar” cases. In this way, the posterior distribution that results from a Bayesian analysis combined comparable previous data with case-specific current data, using Bayes’ formula. Goodman championed such a data-based approach, but he acknowledged that it was difficult in practice. If based on a true representation of our knowledge and uncertainty, Goodman argued that risk assessment and decision-making could be an exact science, despite the uncertainties. In his view, Bayesian statistics is a critical component of this science because a Bayesian analysis produces the probabilities of future outcomes. Indeed, Goodman maintained that the Bayesian machinery, following the rules of conditional probability, offered the best legitimate inference from available data. We give an example of an informative prior in a recent study of Steller sea lion spatial use patterns in Alaska.
NASA Astrophysics Data System (ADS)
Khawaja, Taimoor Saleem
A high-belief low-overhead Prognostics and Health Management (PHM) system is desired for online real-time monitoring of complex non-linear systems operating in a complex (possibly non-Gaussian) noise environment. This thesis presents a Bayesian Least Squares Support Vector Machine (LS-SVM) based framework for fault diagnosis and failure prognosis in nonlinear non-Gaussian systems. The methodology assumes the availability of real-time process measurements, definition of a set of fault indicators and the existence of empirical knowledge (or historical data) to characterize both nominal and abnormal operating conditions. An efficient yet powerful Least Squares Support Vector Machine (LS-SVM) algorithm, set within a Bayesian Inference framework, not only allows for the development of real-time algorithms for diagnosis and prognosis but also provides a solid theoretical framework to address key concepts related to classification for diagnosis and regression modeling for prognosis. SVM machines are founded on the principle of Structural Risk Minimization (SRM) which tends to find a good trade-off between low empirical risk and small capacity. The key features in SVM are the use of non-linear kernels, the absence of local minima, the sparseness of the solution and the capacity control obtained by optimizing the margin. The Bayesian Inference framework linked with LS-SVMs allows a probabilistic interpretation of the results for diagnosis and prognosis. Additional levels of inference provide the much coveted features of adaptability and tunability of the modeling parameters. The two main modules considered in this research are fault diagnosis and failure prognosis. With the goal of designing an efficient and reliable fault diagnosis scheme, a novel Anomaly Detector is suggested based on the LS-SVM machines. The proposed scheme uses only baseline data to construct a 1-class LS-SVM machine which, when presented with online data is able to distinguish between normal behavior and any abnormal or novel data during real-time operation. The results of the scheme are interpreted as a posterior probability of health (1 - probability of fault). As shown through two case studies in Chapter 3, the scheme is well suited for diagnosing imminent faults in dynamical non-linear systems. Finally, the failure prognosis scheme is based on an incremental weighted Bayesian LS-SVR machine. It is particularly suited for online deployment given the incremental nature of the algorithm and the quick optimization problem solved in the LS-SVR algorithm. By way of kernelization and a Gaussian Mixture Modeling (GMM) scheme, the algorithm can estimate "possibly" non-Gaussian posterior distributions for complex non-linear systems. An efficient regression scheme associated with the more rigorous core algorithm allows for long-term predictions, fault growth estimation with confidence bounds and remaining useful life (RUL) estimation after a fault is detected. The leading contributions of this thesis are (a) the development of a novel Bayesian Anomaly Detector for efficient and reliable Fault Detection and Identification (FDI) based on Least Squares Support Vector Machines, (b) the development of a data-driven real-time architecture for long-term Failure Prognosis using Least Squares Support Vector Machines, (c) Uncertainty representation and management using Bayesian Inference for posterior distribution estimation and hyper-parameter tuning, and finally (d) the statistical characterization of the performance of diagnosis and prognosis algorithms in order to relate the efficiency and reliability of the proposed schemes.
Robust Bayesian Factor Analysis
ERIC Educational Resources Information Center
Hayashi, Kentaro; Yuan, Ke-Hai
2003-01-01
Bayesian factor analysis (BFA) assumes the normal distribution of the current sample conditional on the parameters. Practical data in social and behavioral sciences typically have significant skewness and kurtosis. If the normality assumption is not attainable, the posterior analysis will be inaccurate, although the BFA depends less on the current…
Doubly Bayesian Analysis of Confidence in Perceptual Decision-Making.
Aitchison, Laurence; Bang, Dan; Bahrami, Bahador; Latham, Peter E
2015-10-01
Humans stand out from other animals in that they are able to explicitly report on the reliability of their internal operations. This ability, which is known as metacognition, is typically studied by asking people to report their confidence in the correctness of some decision. However, the computations underlying confidence reports remain unclear. In this paper, we present a fully Bayesian method for directly comparing models of confidence. Using a visual two-interval forced-choice task, we tested whether confidence reports reflect heuristic computations (e.g. the magnitude of sensory data) or Bayes optimal ones (i.e. how likely a decision is to be correct given the sensory data). In a standard design in which subjects were first asked to make a decision, and only then gave their confidence, subjects were mostly Bayes optimal. In contrast, in a less-commonly used design in which subjects indicated their confidence and decision simultaneously, they were roughly equally likely to use the Bayes optimal strategy or to use a heuristic but suboptimal strategy. Our results suggest that, while people's confidence reports can reflect Bayes optimal computations, even a small unusual twist or additional element of complexity can prevent optimality.
NASA Astrophysics Data System (ADS)
Santra, Tapesh; Delatola, Eleni Ioanna
2016-07-01
Presence of considerable noise and missing data points make analysis of mass-spectrometry (MS) based proteomic data a challenging task. The missing values in MS data are caused by the inability of MS machines to reliably detect proteins whose abundances fall below the detection limit. We developed a Bayesian algorithm that exploits this knowledge and uses missing data points as a complementary source of information to the observed protein intensities in order to find differentially expressed proteins by analysing MS based proteomic data. We compared its accuracy with many other methods using several simulated datasets. It consistently outperformed other methods. We then used it to analyse proteomic screens of a breast cancer (BC) patient cohort. It revealed large differences between the proteomic landscapes of triple negative and Luminal A, which are the most and least aggressive types of BC. Unexpectedly, majority of these differences could be attributed to the direct transcriptional activity of only seven transcription factors some of which are known to be inactive in triple negative BC. We also identified two new proteins which significantly correlated with the survival of BC patients, and therefore may have potential diagnostic/prognostic values.
Efficient Bayesian inference for natural time series using ARFIMA processes
NASA Astrophysics Data System (ADS)
Graves, T.; Gramacy, R. B.; Franzke, C. L. E.; Watkins, N. W.
2015-11-01
Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. In this paper we present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators. For CET we also extend our method to seasonal long memory.
Statistical modelling of networked human-automation performance using working memory capacity.
Ahmed, Nisar; de Visser, Ewart; Shaw, Tyler; Mohamed-Ameen, Amira; Campbell, Mark; Parasuraman, Raja
2014-01-01
This study examines the challenging problem of modelling the interaction between individual attentional limitations and decision-making performance in networked human-automation system tasks. Analysis of real experimental data from a task involving networked supervision of multiple unmanned aerial vehicles by human participants shows that both task load and network message quality affect performance, but that these effects are modulated by individual differences in working memory (WM) capacity. These insights were used to assess three statistical approaches for modelling and making predictions with real experimental networked supervisory performance data: classical linear regression, non-parametric Gaussian processes and probabilistic Bayesian networks. It is shown that each of these approaches can help designers of networked human-automated systems cope with various uncertainties in order to accommodate future users by linking expected operating conditions and performance from real experimental data to observable cognitive traits like WM capacity. Practitioner Summary: Working memory (WM) capacity helps account for inter-individual variability in operator performance in networked unmanned aerial vehicle supervisory tasks. This is useful for reliable performance prediction near experimental conditions via linear models; robust statistical prediction beyond experimental conditions via Gaussian process models and probabilistic inference about unknown task conditions/WM capacities via Bayesian network models.
Money, Eric S; Barton, Lauren E; Dawson, Joseph; Reckhow, Kenneth H; Wiesner, Mark R
2014-03-01
The adaptive nature of the Forecasting the Impacts of Nanomaterials in the Environment (FINE) Bayesian network is explored. We create an updated FINE model (FINEAgNP-2) for predicting aquatic exposure concentrations of silver nanoparticles (AgNP) by combining the expert-based parameters from the baseline model established in previous work with literature data related to particle behavior, exposure, and nano-ecotoxicology via parameter learning. We validate the AgNP forecast from the updated model using mesocosm-scale field data and determine the sensitivity of several key variables to changes in environmental conditions, particle characteristics, and particle fate. Results show that the prediction accuracy of the FINEAgNP-2 model increased approximately 70% over the baseline model, with an error rate of only 20%, suggesting that FINE is a reliable tool to predict aquatic concentrations of nano-silver. Sensitivity analysis suggests that fractal dimension, particle diameter, conductivity, time, and particle fate have the most influence on aquatic exposure given the current knowledge; however, numerous knowledge gaps can be identified to suggest further research efforts that will reduce the uncertainty in subsequent exposure and risk forecasts. Copyright © 2013 Elsevier B.V. All rights reserved.
A novel critical infrastructure resilience assessment approach using dynamic Bayesian networks
NASA Astrophysics Data System (ADS)
Cai, Baoping; Xie, Min; Liu, Yonghong; Liu, Yiliu; Ji, Renjie; Feng, Qiang
2017-10-01
The word resilience originally originates from the Latin word "resiliere", which means to "bounce back". The concept has been used in various fields, such as ecology, economics, psychology, and society, with different definitions. In the field of critical infrastructure, although some resilience metrics are proposed, they are totally different from each other, which are determined by the performances of the objects of evaluation. Here we bridge the gap by developing a universal critical infrastructure resilience metric from the perspective of reliability engineering. A dynamic Bayesian networks-based assessment approach is proposed to calculate the resilience value. A series, parallel and voting system is used to demonstrate the application of the developed resilience metric and assessment approach.
Maeda, Jin; Suzuki, Tatsuya; Takayama, Kozo
2012-12-01
A large-scale design space was constructed using a Bayesian estimation method with a small-scale design of experiments (DoE) and small sets of large-scale manufacturing data without enforcing a large-scale DoE. The small-scale DoE was conducted using various Froude numbers (X(1)) and blending times (X(2)) in the lubricant blending process for theophylline tablets. The response surfaces, design space, and their reliability of the compression rate of the powder mixture (Y(1)), tablet hardness (Y(2)), and dissolution rate (Y(3)) on a small scale were calculated using multivariate spline interpolation, a bootstrap resampling technique, and self-organizing map clustering. The constant Froude number was applied as a scale-up rule. Three experiments under an optimal condition and two experiments under other conditions were performed on a large scale. The response surfaces on the small scale were corrected to those on a large scale by Bayesian estimation using the large-scale results. Large-scale experiments under three additional sets of conditions showed that the corrected design space was more reliable than that on the small scale, even if there was some discrepancy in the pharmaceutical quality between the manufacturing scales. This approach is useful for setting up a design space in pharmaceutical development when a DoE cannot be performed at a commercial large manufacturing scale.
Nonparametric Bayesian inference for mean residual life functions in survival analysis.
Poynor, Valerie; Kottas, Athanasios
2018-01-19
Modeling and inference for survival analysis problems typically revolves around different functions related to the survival distribution. Here, we focus on the mean residual life (MRL) function, which provides the expected remaining lifetime given that a subject has survived (i.e. is event-free) up to a particular time. This function is of direct interest in reliability, medical, and actuarial fields. In addition to its practical interpretation, the MRL function characterizes the survival distribution. We develop general Bayesian nonparametric inference for MRL functions built from a Dirichlet process mixture model for the associated survival distribution. The resulting model for the MRL function admits a representation as a mixture of the kernel MRL functions with time-dependent mixture weights. This model structure allows for a wide range of shapes for the MRL function. Particular emphasis is placed on the selection of the mixture kernel, taken to be a gamma distribution, to obtain desirable properties for the MRL function arising from the mixture model. The inference method is illustrated with a data set of two experimental groups and a data set involving right censoring. The supplementary material available at Biostatistics online provides further results on empirical performance of the model, using simulated data examples. © The Author 2018. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
van de Schoot, Rens; Broere, Joris J.; Perryck, Koen H.; Zondervan-Zwijnenburg, Mariëlle; van Loey, Nancy E.
2015-01-01
Background The analysis of small data sets in longitudinal studies can lead to power issues and often suffers from biased parameter values. These issues can be solved by using Bayesian estimation in conjunction with informative prior distributions. By means of a simulation study and an empirical example concerning posttraumatic stress symptoms (PTSS) following mechanical ventilation in burn survivors, we demonstrate the advantages and potential pitfalls of using Bayesian estimation. Methods First, we show how to specify prior distributions and by means of a sensitivity analysis we demonstrate how to check the exact influence of the prior (mis-) specification. Thereafter, we show by means of a simulation the situations in which the Bayesian approach outperforms the default, maximum likelihood and approach. Finally, we re-analyze empirical data on burn survivors which provided preliminary evidence of an aversive influence of a period of mechanical ventilation on the course of PTSS following burns. Results Not suprisingly, maximum likelihood estimation showed insufficient coverage as well as power with very small samples. Only when Bayesian analysis, in conjunction with informative priors, was used power increased to acceptable levels. As expected, we showed that the smaller the sample size the more the results rely on the prior specification. Conclusion We show that two issues often encountered during analysis of small samples, power and biased parameters, can be solved by including prior information into Bayesian analysis. We argue that the use of informative priors should always be reported together with a sensitivity analysis. PMID:25765534
van de Schoot, Rens; Broere, Joris J; Perryck, Koen H; Zondervan-Zwijnenburg, Mariëlle; van Loey, Nancy E
2015-01-01
Background : The analysis of small data sets in longitudinal studies can lead to power issues and often suffers from biased parameter values. These issues can be solved by using Bayesian estimation in conjunction with informative prior distributions. By means of a simulation study and an empirical example concerning posttraumatic stress symptoms (PTSS) following mechanical ventilation in burn survivors, we demonstrate the advantages and potential pitfalls of using Bayesian estimation. Methods : First, we show how to specify prior distributions and by means of a sensitivity analysis we demonstrate how to check the exact influence of the prior (mis-) specification. Thereafter, we show by means of a simulation the situations in which the Bayesian approach outperforms the default, maximum likelihood and approach. Finally, we re-analyze empirical data on burn survivors which provided preliminary evidence of an aversive influence of a period of mechanical ventilation on the course of PTSS following burns. Results : Not suprisingly, maximum likelihood estimation showed insufficient coverage as well as power with very small samples. Only when Bayesian analysis, in conjunction with informative priors, was used power increased to acceptable levels. As expected, we showed that the smaller the sample size the more the results rely on the prior specification. Conclusion : We show that two issues often encountered during analysis of small samples, power and biased parameters, can be solved by including prior information into Bayesian analysis. We argue that the use of informative priors should always be reported together with a sensitivity analysis.
Kwon, Deukwoo; Hoffman, F Owen; Moroz, Brian E; Simon, Steven L
2016-02-10
Most conventional risk analysis methods rely on a single best estimate of exposure per person, which does not allow for adjustment for exposure-related uncertainty. Here, we propose a Bayesian model averaging method to properly quantify the relationship between radiation dose and disease outcomes by accounting for shared and unshared uncertainty in estimated dose. Our Bayesian risk analysis method utilizes multiple realizations of sets (vectors) of doses generated by a two-dimensional Monte Carlo simulation method that properly separates shared and unshared errors in dose estimation. The exposure model used in this work is taken from a study of the risk of thyroid nodules among a cohort of 2376 subjects who were exposed to fallout from nuclear testing in Kazakhstan. We assessed the performance of our method through an extensive series of simulations and comparisons against conventional regression risk analysis methods. When the estimated doses contain relatively small amounts of uncertainty, the Bayesian method using multiple a priori plausible draws of dose vectors gave similar results to the conventional regression-based methods of dose-response analysis. However, when large and complex mixtures of shared and unshared uncertainties are present, the Bayesian method using multiple dose vectors had significantly lower relative bias than conventional regression-based risk analysis methods and better coverage, that is, a markedly increased capability to include the true risk coefficient within the 95% credible interval of the Bayesian-based risk estimate. An evaluation of the dose-response using our method is presented for an epidemiological study of thyroid disease following radiation exposure. Copyright © 2015 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Hadjidoukas, P. E.; Angelikopoulos, P.; Papadimitriou, C.; Koumoutsakos, P.
2015-03-01
We present Π4U, an extensible framework, for non-intrusive Bayesian Uncertainty Quantification and Propagation (UQ+P) of complex and computationally demanding physical models, that can exploit massively parallel computer architectures. The framework incorporates Laplace asymptotic approximations as well as stochastic algorithms, along with distributed numerical differentiation and task-based parallelism for heterogeneous clusters. Sampling is based on the Transitional Markov Chain Monte Carlo (TMCMC) algorithm and its variants. The optimization tasks associated with the asymptotic approximations are treated via the Covariance Matrix Adaptation Evolution Strategy (CMA-ES). A modified subset simulation method is used for posterior reliability measurements of rare events. The framework accommodates scheduling of multiple physical model evaluations based on an adaptive load balancing library and shows excellent scalability. In addition to the software framework, we also provide guidelines as to the applicability and efficiency of Bayesian tools when applied to computationally demanding physical models. Theoretical and computational developments are demonstrated with applications drawn from molecular dynamics, structural dynamics and granular flow.
The Importance of Proving the Null
ERIC Educational Resources Information Center
Gallistel, C. R.
2009-01-01
Null hypotheses are simple, precise, and theoretically important. Conventional statistical analysis cannot support them; Bayesian analysis can. The challenge in a Bayesian analysis is to formulate a suitably vague alternative, because the vaguer the alternative is (the more it spreads out the unit mass of prior probability), the more the null is…
Gravity dependence of the effect of optokinetic stimulation on the subjective visual vertical.
Ward, Bryan K; Bockisch, Christopher J; Caramia, Nicoletta; Bertolini, Giovanni; Tarnutzer, Alexander Andrea
2017-05-01
Accurate and precise estimates of direction of gravity are essential for spatial orientation. According to Bayesian theory, multisensory vestibular, visual, and proprioceptive input is centrally integrated in a weighted fashion based on the reliability of the component sensory signals. For otolithic input, a decreasing signal-to-noise ratio was demonstrated with increasing roll angle. We hypothesized that the weights of vestibular (otolithic) and extravestibular (visual/proprioceptive) sensors are roll-angle dependent and predicted an increased weight of extravestibular cues with increasing roll angle, potentially following the Bayesian hypothesis. To probe this concept, the subjective visual vertical (SVV) was assessed in different roll positions (≤ ± 120°, steps = 30°, n = 10) with/without presenting an optokinetic stimulus (velocity = ± 60°/s). The optokinetic stimulus biased the SVV toward the direction of stimulus rotation for roll angles ≥ ± 30° ( P < 0.005). Offsets grew from 3.9 ± 1.8° (upright) to 22.1 ± 11.8° (±120° roll tilt, P < 0.001). Trial-to-trial variability increased with roll angle, demonstrating a nonsignificant increase when providing optokinetic stimulation. Variability and optokinetic bias were correlated ( R 2 = 0.71, slope = 0.71, 95% confidence interval = 0.57-0.86). An optimal-observer model combining an optokinetic bias with vestibular input reproduced measured errors closely. These findings support the hypothesis of a weighted multisensory integration when estimating direction of gravity with optokinetic stimulation. Visual input was weighted more when vestibular input became less reliable, i.e., at larger roll-tilt angles. However, according to Bayesian theory, the variability of combined cues is always lower than the variability of each source cue. If the observed increase in variability, although nonsignificant, is true, either it must depend on an additional source of variability, added after SVV computation, or it would conflict with the Bayesian hypothesis. NEW & NOTEWORTHY Applying a rotating optokinetic stimulus while recording the subjective visual vertical in different whole body roll angles, we noted the optokinetic-induced bias to correlate with the roll angle. These findings allow the hypothesis that the established optimal weighting of single-sensory cues depending on their reliability to estimate direction of gravity could be extended to a bias caused by visual self-motion stimuli. Copyright © 2017 the American Physiological Society.
NASA Technical Reports Server (NTRS)
Thomas, J. M.; Hanagud, S.
1974-01-01
The design criteria and test options for aerospace structural reliability were investigated. A decision methodology was developed for selecting a combination of structural tests and structural design factors. The decision method involves the use of Bayesian statistics and statistical decision theory. Procedures are discussed for obtaining and updating data-based probabilistic strength distributions for aerospace structures when test information is available and for obtaining subjective distributions when data are not available. The techniques used in developing the distributions are explained.
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…
Bayesian Data-Model Fit Assessment for Structural Equation Modeling
ERIC Educational Resources Information Center
Levy, Roy
2011-01-01
Bayesian approaches to modeling are receiving an increasing amount of attention in the areas of model construction and estimation in factor analysis, structural equation modeling (SEM), and related latent variable models. However, model diagnostics and model criticism remain relatively understudied aspects of Bayesian SEM. This article describes…
Bayesian Posterior Odds Ratios: Statistical Tools for Collaborative Evaluations
ERIC Educational Resources Information Center
Hicks, Tyler; Rodríguez-Campos, Liliana; Choi, Jeong Hoon
2018-01-01
To begin statistical analysis, Bayesians quantify their confidence in modeling hypotheses with priors. A prior describes the probability of a certain modeling hypothesis apart from the data. Bayesians should be able to defend their choice of prior to a skeptical audience. Collaboration between evaluators and stakeholders could make their choices…
Bayesian focalization: quantifying source localization with environmental uncertainty.
Dosso, Stan E; Wilmut, Michael J
2007-05-01
This paper applies a Bayesian formulation to study ocean acoustic source localization as a function of uncertainty in environmental properties (water column and seabed) and of data information content [signal-to-noise ratio (SNR) and number of frequencies]. The approach follows that of the optimum uncertain field processor [A. M. Richardson and L. W. Nolte, J. Acoust. Soc. Am. 89, 2280-2284 (1991)], in that localization uncertainty is quantified by joint marginal probability distributions for source range and depth integrated over uncertain environmental properties. The integration is carried out here using Metropolis Gibbs' sampling for environmental parameters and heat-bath Gibbs' sampling for source location to provide efficient sampling over complicated parameter spaces. The approach is applied to acoustic data from a shallow-water site in the Mediterranean Sea where previous geoacoustic studies have been carried out. It is found that reliable localization requires a sufficient combination of prior (environmental) information and data information. For example, sources can be localized reliably for single-frequency data at low SNR (-3 dB) only with small environmental uncertainties, whereas successful localization with large environmental uncertainties requires higher SNR and/or multifrequency data.
Farid, Ahmed; Abdel-Aty, Mohamed; Lee, Jaeyoung; Eluru, Naveen
2017-09-01
Safety performance functions (SPFs) are essential tools for highway agencies to predict crashes, identify hotspots and assess safety countermeasures. In the Highway Safety Manual (HSM), a variety of SPFs are provided for different types of roadway facilities, crash types and severity levels. Agencies, lacking the necessary resources to develop own localized SPFs, may opt to apply the HSM's SPFs for their jurisdictions. Yet, municipalities that want to develop and maintain their regional SPFs might encounter the issue of the small sample bias. Bayesian inference is being conducted to address this issue by combining the current data with prior information to achieve reliable results. It follows that the essence of Bayesian statistics is the application of informative priors, obtained from other SPFs or experts' experiences. In this study, we investigate the applicability of informative priors for Bayesian negative binomial SPFs for rural divided multilane highway segments in Florida and California. An SPF with non-informative priors is developed for each state and its parameters' distributions are assigned to the other state's SPF as informative priors. The performances of SPFs are evaluated by applying each state's SPFs to the other state. The analysis is conducted for both total (KABCO) and severe (KAB) crashes. As per the results, applying one state's SPF with informative priors, which are the other state's SPF independent variable estimates, to the latter state's conditions yields better goodness of fit (GOF) values than applying the former state's SPF with non-informative priors to the conditions of the latter state. This is for both total and severe crash SPFs. Hence, for localities where it is not preferred to develop own localized SPFs and adopt SPFs from elsewhere to cut down on resources, application of informative priors is shown to facilitate the process. Copyright © 2017 National Safety Council and Elsevier Ltd. All rights reserved.
NASA Astrophysics Data System (ADS)
Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn
2013-04-01
SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.
Bartlett, Jonathan W; Keogh, Ruth H
2018-06-01
Bayesian approaches for handling covariate measurement error are well established and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper, we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibration, arguably the most commonly adopted approach. We then argue why the Bayesian approach has a number of statistical advantages compared to regression calibration and demonstrate that implementing the Bayesian approach is usually quite feasible for the analyst. Next, we describe the closely related maximum likelihood and multiple imputation approaches and explain why we believe the Bayesian approach to generally be preferable. We then empirically compare the frequentist properties of regression calibration and the Bayesian approach through simulation studies. The flexibility of the Bayesian approach to handle both measurement error and missing data is then illustrated through an analysis of data from the Third National Health and Nutrition Examination Survey.
NASA Astrophysics Data System (ADS)
Moglia, Magnus; Sharma, Ashok K.; Maheepala, Shiroma
2012-07-01
SummaryPlanning of regional and urban water resources, and in particular with Integrated Urban Water Management approaches, often considers inter-relationships between human uses of water, the health of the natural environment as well as the cost of various management strategies. Decision makers hence typically need to consider a combination of social, environmental and economic goals. The types of strategies employed can include water efficiency measures, water sensitive urban design, stormwater management, or catchment management. Therefore, decision makers need to choose between different scenarios and to evaluate them against a number of criteria. This type of problem has a discipline devoted to it, i.e. Multi-Criteria Decision Analysis, which has often been applied in water management contexts. This paper describes the application of Subjective Logic in a basic Bayesian Network to a Multi-Criteria Decision Analysis problem. By doing this, it outlines a novel methodology that explicitly incorporates uncertainty and information reliability. The application of the methodology to a known case study context allows for exploration. By making uncertainty and reliability of assessments explicit, it allows for assessing risks of various options, and this may help in alleviating cognitive biases and move towards a well formulated risk management policy.
Enhancing the Modeling of PFOA Pharmacokinetics with Bayesian Analysis
The detail sufficient to describe the pharmacokinetics (PK) for perfluorooctanoic acid (PFOA) and the methods necessary to combine information from multiple data sets are both subjects of ongoing investigation. Bayesian analysis provides tools to accommodate these goals. We exa...
Bayesian model selection validates a biokinetic model for zirconium processing in humans
2012-01-01
Background In radiation protection, biokinetic models for zirconium processing are of crucial importance in dose estimation and further risk analysis for humans exposed to this radioactive substance. They provide limiting values of detrimental effects and build the basis for applications in internal dosimetry, the prediction for radioactive zirconium retention in various organs as well as retrospective dosimetry. Multi-compartmental models are the tool of choice for simulating the processing of zirconium. Although easily interpretable, determining the exact compartment structure and interaction mechanisms is generally daunting. In the context of observing the dynamics of multiple compartments, Bayesian methods provide efficient tools for model inference and selection. Results We are the first to apply a Markov chain Monte Carlo approach to compute Bayes factors for the evaluation of two competing models for zirconium processing in the human body after ingestion. Based on in vivo measurements of human plasma and urine levels we were able to show that a recently published model is superior to the standard model of the International Commission on Radiological Protection. The Bayes factors were estimated by means of the numerically stable thermodynamic integration in combination with a recently developed copula-based Metropolis-Hastings sampler. Conclusions In contrast to the standard model the novel model predicts lower accretion of zirconium in bones. This results in lower levels of noxious doses for exposed individuals. Moreover, the Bayesian approach allows for retrospective dose assessment, including credible intervals for the initially ingested zirconium, in a significantly more reliable fashion than previously possible. All methods presented here are readily applicable to many modeling tasks in systems biology. PMID:22863152
Bayesian statistics: estimating plant demographic parameters
James S. Clark; Michael Lavine
2001-01-01
There are times when external information should be brought tobear on an ecological analysis. experiments are never conducted in a knowledge-free context. The inference we draw from an observation may depend on everything else we know about the process. Bayesian analysis is a method that brings outside evidence into the analysis of experimental and observational data...
ERIC Educational Resources Information Center
Stakhovych, Stanislav; Bijmolt, Tammo H. A.; Wedel, Michel
2012-01-01
In this article, we present a Bayesian spatial factor analysis model. We extend previous work on confirmatory factor analysis by including geographically distributed latent variables and accounting for heterogeneity and spatial autocorrelation. The simulation study shows excellent recovery of the model parameters and demonstrates the consequences…
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…
BCM: toolkit for Bayesian analysis of Computational Models using samplers.
Thijssen, Bram; Dijkstra, Tjeerd M H; Heskes, Tom; Wessels, Lodewyk F A
2016-10-21
Computational models in biology are characterized by a large degree of uncertainty. This uncertainty can be analyzed with Bayesian statistics, however, the sampling algorithms that are frequently used for calculating Bayesian statistical estimates are computationally demanding, and each algorithm has unique advantages and disadvantages. It is typically unclear, before starting an analysis, which algorithm will perform well on a given computational model. We present BCM, a toolkit for the Bayesian analysis of Computational Models using samplers. It provides efficient, multithreaded implementations of eleven algorithms for sampling from posterior probability distributions and for calculating marginal likelihoods. BCM includes tools to simplify the process of model specification and scripts for visualizing the results. The flexible architecture allows it to be used on diverse types of biological computational models. In an example inference task using a model of the cell cycle based on ordinary differential equations, BCM is significantly more efficient than existing software packages, allowing more challenging inference problems to be solved. BCM represents an efficient one-stop-shop for computational modelers wishing to use sampler-based Bayesian statistics.
NASA Astrophysics Data System (ADS)
Mazrou, H.; Bezoubiri, F.
2018-07-01
In this work, a new program developed under MATLAB environment and supported by the Bayesian software WinBUGS has been combined to the traditional unfolding codes namely MAXED and GRAVEL, to evaluate a neutron spectrum from the Bonner spheres measured counts obtained around a shielded 241AmBe based-neutron irradiator located at a Secondary Standards Dosimetry Laboratory (SSDL) at CRNA. In the first step, the results obtained by the standalone Bayesian program, using a parametric neutron spectrum model based on a linear superposition of three components namely: a thermal-Maxwellian distribution, an epithermal (1/E behavior) and a kind of a Watt fission and Evaporation models to represent the fast component, were compared to those issued from MAXED and GRAVEL assuming a Monte Carlo default spectrum. Through the selection of new upper limits for some free parameters, taking into account the physical characteristics of the irradiation source, of both considered models, good agreement was obtained for investigated integral quantities i.e. fluence rate and ambient dose equivalent rate compared to MAXED and GRAVEL results. The difference was generally below 4% for investigated parameters suggesting, thereby, the reliability of the proposed models. In the second step, the Bayesian results obtained from the previous calculations were used, as initial guess spectra, for the traditional unfolding codes, MAXED and GRAVEL to derive the solution spectra. Here again the results were in very good agreement, confirming the stability of the Bayesian solution.
Bayesian Analysis of Longitudinal Data Using Growth Curve Models
ERIC Educational Resources Information Center
Zhang, Zhiyong; Hamagami, Fumiaki; Wang, Lijuan Lijuan; Nesselroade, John R.; Grimm, Kevin J.
2007-01-01
Bayesian methods for analyzing longitudinal data in social and behavioral research are recommended for their ability to incorporate prior information in estimating simple and complex models. We first summarize the basics of Bayesian methods before presenting an empirical example in which we fit a latent basis growth curve model to achievement data…
Harrison, Jay M; Breeze, Matthew L; Harrigan, George G
2011-08-01
Statistical comparisons of compositional data generated on genetically modified (GM) crops and their near-isogenic conventional (non-GM) counterparts typically rely on classical significance testing. This manuscript presents an introduction to Bayesian methods for compositional analysis along with recommendations for model validation. The approach is illustrated using protein and fat data from two herbicide tolerant GM soybeans (MON87708 and MON87708×MON89788) and a conventional comparator grown in the US in 2008 and 2009. Guidelines recommended by the US Food and Drug Administration (FDA) in conducting Bayesian analyses of clinical studies on medical devices were followed. This study is the first Bayesian approach to GM and non-GM compositional comparisons. The evaluation presented here supports a conclusion that a Bayesian approach to analyzing compositional data can provide meaningful and interpretable results. We further describe the importance of method validation and approaches to model checking if Bayesian approaches to compositional data analysis are to be considered viable by scientists involved in GM research and regulation. Copyright © 2011 Elsevier Inc. All rights reserved.
A guide to Bayesian model selection for ecologists
Hooten, Mevin B.; Hobbs, N.T.
2015-01-01
The steady upward trend in the use of model selection and Bayesian methods in ecological research has made it clear that both approaches to inference are important for modern analysis of models and data. However, in teaching Bayesian methods and in working with our research colleagues, we have noticed a general dissatisfaction with the available literature on Bayesian model selection and multimodel inference. Students and researchers new to Bayesian methods quickly find that the published advice on model selection is often preferential in its treatment of options for analysis, frequently advocating one particular method above others. The recent appearance of many articles and textbooks on Bayesian modeling has provided welcome background on relevant approaches to model selection in the Bayesian framework, but most of these are either very narrowly focused in scope or inaccessible to ecologists. Moreover, the methodological details of Bayesian model selection approaches are spread thinly throughout the literature, appearing in journals from many different fields. Our aim with this guide is to condense the large body of literature on Bayesian approaches to model selection and multimodel inference and present it specifically for quantitative ecologists as neutrally as possible. We also bring to light a few important and fundamental concepts relating directly to model selection that seem to have gone unnoticed in the ecological literature. Throughout, we provide only a minimal discussion of philosophy, preferring instead to examine the breadth of approaches as well as their practical advantages and disadvantages. This guide serves as a reference for ecologists using Bayesian methods, so that they can better understand their options and can make an informed choice that is best aligned with their goals for inference.
BATSE gamma-ray burst line search. 2: Bayesian consistency methodology
NASA Technical Reports Server (NTRS)
Band, D. L.; Ford, L. A.; Matteson, J. L.; Briggs, M.; Paciesas, W.; Pendleton, G.; Preece, R.; Palmer, D.; Teegarden, B.; Schaefer, B.
1994-01-01
We describe a Bayesian methodology to evaluate the consistency between the reported Ginga and Burst and Transient Source Experiment (BATSE) detections of absorption features in gamma-ray burst spectra. Currently no features have been detected by BATSE, but this methodology will still be applicable if and when such features are discovered. The Bayesian methodology permits the comparison of hypotheses regarding the two detectors' observations and makes explicit the subjective aspects of our analysis (e.g., the quantification of our confidence in detector performance). We also present non-Bayesian consistency statistics. Based on preliminary calculations of line detectability, we find that both the Bayesian and non-Bayesian techniques show that the BATSE and Ginga observations are consistent given our understanding of these detectors.
Application of Bayesian Approach in Cancer Clinical Trial
Bhattacharjee, Atanu
2014-01-01
The application of Bayesian approach in clinical trials becomes more useful over classical method. It is beneficial from design to analysis phase. The straight forward statement is possible to obtain through Bayesian about the drug treatment effect. Complex computational problems are simple to handle with Bayesian techniques. The technique is only feasible to performing presence of prior information of the data. The inference is possible to establish through posterior estimates. However, some limitations are present in this method. The objective of this work was to explore the several merits and demerits of Bayesian approach in cancer research. The review of the technique will be helpful for the clinical researcher involved in the oncology to explore the limitation and power of Bayesian techniques. PMID:29147387
Bayesian Chance-Constrained Hydraulic Barrier Design under Geological Structure Uncertainty.
Chitsazan, Nima; Pham, Hai V; Tsai, Frank T-C
2015-01-01
The groundwater community has widely recognized geological structure uncertainty as a major source of model structure uncertainty. Previous studies in aquifer remediation design, however, rarely discuss the impact of geological structure uncertainty. This study combines chance-constrained (CC) programming with Bayesian model averaging (BMA) as a BMA-CC framework to assess the impact of geological structure uncertainty in remediation design. To pursue this goal, the BMA-CC method is compared with traditional CC programming that only considers model parameter uncertainty. The BMA-CC method is employed to design a hydraulic barrier to protect public supply wells of the Government St. pump station from salt water intrusion in the "1500-foot" sand and the "1700-foot" sand of the Baton Rouge area, southeastern Louisiana. To address geological structure uncertainty, three groundwater models based on three different hydrostratigraphic architectures are developed. The results show that using traditional CC programming overestimates design reliability. The results also show that at least five additional connector wells are needed to achieve more than 90% design reliability level. The total amount of injected water from the connector wells is higher than the total pumpage of the protected public supply wells. While reducing the injection rate can be achieved by reducing the reliability level, the study finds that the hydraulic barrier design to protect the Government St. pump station may not be economically attractive. © 2014, National Ground Water Association.
Onisko, Agnieszka; Druzdzel, Marek J; Austin, R Marshall
2016-01-01
Classical statistics is a well-established approach in the analysis of medical data. While the medical community seems to be familiar with the concept of a statistical analysis and its interpretation, the Bayesian approach, argued by many of its proponents to be superior to the classical frequentist approach, is still not well-recognized in the analysis of medical data. The goal of this study is to encourage data analysts to use the Bayesian approach, such as modeling with graphical probabilistic networks, as an insightful alternative to classical statistical analysis of medical data. This paper offers a comparison of two approaches to analysis of medical time series data: (1) classical statistical approach, such as the Kaplan-Meier estimator and the Cox proportional hazards regression model, and (2) dynamic Bayesian network modeling. Our comparison is based on time series cervical cancer screening data collected at Magee-Womens Hospital, University of Pittsburgh Medical Center over 10 years. The main outcomes of our comparison are cervical cancer risk assessments produced by the three approaches. However, our analysis discusses also several aspects of the comparison, such as modeling assumptions, model building, dealing with incomplete data, individualized risk assessment, results interpretation, and model validation. Our study shows that the Bayesian approach is (1) much more flexible in terms of modeling effort, and (2) it offers an individualized risk assessment, which is more cumbersome for classical statistical approaches.
2018-01-01
We propose a novel approach to modelling rater effects in scoring-based assessment. The approach is based on a Bayesian hierarchical model and simulations from the posterior distribution. We apply it to large-scale essay assessment data over a period of 5 years. Empirical results suggest that the model provides a good fit for both the total scores and when applied to individual rubrics. We estimate the median impact of rater effects on the final grade to be ± 2 points on a 50 point scale, while 10% of essays would receive a score at least ± 5 different from their actual quality. Most of the impact is due to rater unreliability, not rater bias. PMID:29614129
Bayesian Inference for Functional Dynamics Exploring in fMRI Data.
Guo, Xuan; Liu, Bing; Chen, Le; Chen, Guantao; Pan, Yi; Zhang, Jing
2016-01-01
This paper aims to review state-of-the-art Bayesian-inference-based methods applied to functional magnetic resonance imaging (fMRI) data. Particularly, we focus on one specific long-standing challenge in the computational modeling of fMRI datasets: how to effectively explore typical functional interactions from fMRI time series and the corresponding boundaries of temporal segments. Bayesian inference is a method of statistical inference which has been shown to be a powerful tool to encode dependence relationships among the variables with uncertainty. Here we provide an introduction to a group of Bayesian-inference-based methods for fMRI data analysis, which were designed to detect magnitude or functional connectivity change points and to infer their functional interaction patterns based on corresponding temporal boundaries. We also provide a comparison of three popular Bayesian models, that is, Bayesian Magnitude Change Point Model (BMCPM), Bayesian Connectivity Change Point Model (BCCPM), and Dynamic Bayesian Variable Partition Model (DBVPM), and give a summary of their applications. We envision that more delicate Bayesian inference models will be emerging and play increasingly important roles in modeling brain functions in the years to come.
Bayesian Factor Analysis When Only a Sample Covariance Matrix Is Available
ERIC Educational Resources Information Center
Hayashi, Kentaro; Arav, Marina
2006-01-01
In traditional factor analysis, the variance-covariance matrix or the correlation matrix has often been a form of inputting data. In contrast, in Bayesian factor analysis, the entire data set is typically required to compute the posterior estimates, such as Bayes factor loadings and Bayes unique variances. We propose a simple method for computing…
Karabatsos, George
2017-02-01
Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected functionals and values of covariates. The software is illustrated through the BNP regression analysis of real data.
NASA Technical Reports Server (NTRS)
Phoenix, S. Leigh; Kezirian, Michael T.; Murthy, Pappu L. N.
2009-01-01
Composite Overwrapped Pressure Vessels (COPVs) that have survived a long service time under pressure generally must be recertified before service is extended. Flight certification is dependent on the reliability analysis to quantify the risk of stress rupture failure in existing flight vessels. Full certification of this reliability model would require a statistically significant number of lifetime tests to be performed and is impractical given the cost and limited flight hardware for certification testing purposes. One approach to confirm the reliability model is to perform a stress rupture test on a flight COPV. Currently, testing of such a Kevlar49 (Dupont)/epoxy COPV is nearing completion. The present paper focuses on a Bayesian statistical approach to analyze the possible failure time results of this test and to assess the implications in choosing between possible model parameter values that in the past have had significant uncertainty. The key uncertain parameters in this case are the actual fiber stress ratio at operating pressure, and the Weibull shape parameter for lifetime; the former has been uncertain due to ambiguities in interpreting the original and a duplicate burst test. The latter has been uncertain due to major differences between COPVs in the database and the actual COPVs in service. Any information obtained that clarifies and eliminates uncertainty in these parameters will have a major effect on the predicted reliability of the service COPVs going forward. The key result is that the longer the vessel survives, the more likely the more optimistic stress ratio model is correct. At the time of writing, the resulting effect on predicted future reliability is dramatic, increasing it by about one "nine," that is, reducing the predicted probability of failure by an order of magnitude. However, testing one vessel does not change the uncertainty on the Weibull shape parameter for lifetime since testing several vessels would be necessary.
Schmidt, Paul; Schmid, Volker J; Gaser, Christian; Buck, Dorothea; Bührlen, Susanne; Förschler, Annette; Mühlau, Mark
2013-01-01
Aiming at iron-related T2-hypointensity, which is related to normal aging and neurodegenerative processes, we here present two practicable approaches, based on Bayesian inference, for preprocessing and statistical analysis of a complex set of structural MRI data. In particular, Markov Chain Monte Carlo methods were used to simulate posterior distributions. First, we rendered a segmentation algorithm that uses outlier detection based on model checking techniques within a Bayesian mixture model. Second, we rendered an analytical tool comprising a Bayesian regression model with smoothness priors (in the form of Gaussian Markov random fields) mitigating the necessity to smooth data prior to statistical analysis. For validation, we used simulated data and MRI data of 27 healthy controls (age: [Formula: see text]; range, [Formula: see text]). We first observed robust segmentation of both simulated T2-hypointensities and gray-matter regions known to be T2-hypointense. Second, simulated data and images of segmented T2-hypointensity were analyzed. We found not only robust identification of simulated effects but also a biologically plausible age-related increase of T2-hypointensity primarily within the dentate nucleus but also within the globus pallidus, substantia nigra, and red nucleus. Our results indicate that fully Bayesian inference can successfully be applied for preprocessing and statistical analysis of structural MRI data.
Bayesian Exploratory Factor Analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates from a high dimensional set of psychological measurements. PMID:25431517
The statistical analysis of circadian phase and amplitude in constant-routine core-temperature data
NASA Technical Reports Server (NTRS)
Brown, E. N.; Czeisler, C. A.
1992-01-01
Accurate estimation of the phases and amplitude of the endogenous circadian pacemaker from constant-routine core-temperature series is crucial for making inferences about the properties of the human biological clock from data collected under this protocol. This paper presents a set of statistical methods based on a harmonic-regression-plus-correlated-noise model for estimating the phases and the amplitude of the endogenous circadian pacemaker from constant-routine core-temperature data. The methods include a Bayesian Monte Carlo procedure for computing the uncertainty in these circadian functions. We illustrate the techniques with a detailed study of a single subject's core-temperature series and describe their relationship to other statistical methods for circadian data analysis. In our laboratory, these methods have been successfully used to analyze more than 300 constant routines and provide a highly reliable means of extracting phase and amplitude information from core-temperature data.
Trans-dimensional MCMC methods for fully automatic motion analysis in tagged MRI.
Smal, Ihor; Carranza-Herrezuelo, Noemí; Klein, Stefan; Niessen, Wiro; Meijering, Erik
2011-01-01
Tagged magnetic resonance imaging (tMRI) is a well-known noninvasive method allowing quantitative analysis of regional heart dynamics. Its clinical use has so far been limited, in part due to the lack of robustness and accuracy of existing tag tracking algorithms in dealing with low (and intrinsically time-varying) image quality. In this paper, we propose a novel probabilistic method for tag tracking, implemented by means of Bayesian particle filtering and a trans-dimensional Markov chain Monte Carlo (MCMC) approach, which efficiently combines information about the imaging process and tag appearance with prior knowledge about the heart dynamics obtained by means of non-rigid image registration. Experiments using synthetic image data (with ground truth) and real data (with expert manual annotation) from preclinical (small animal) and clinical (human) studies confirm that the proposed method yields higher consistency, accuracy, and intrinsic tag reliability assessment in comparison with other frequently used tag tracking methods.
2D Bayesian automated tilted-ring fitting of disc galaxies in large H I galaxy surveys: 2DBAT
NASA Astrophysics Data System (ADS)
Oh, Se-Heon; Staveley-Smith, Lister; Spekkens, Kristine; Kamphuis, Peter; Koribalski, Bärbel S.
2018-01-01
We present a novel algorithm based on a Bayesian method for 2D tilted-ring analysis of disc galaxy velocity fields. Compared to the conventional algorithms based on a chi-squared minimization procedure, this new Bayesian-based algorithm suffers less from local minima of the model parameters even with highly multimodal posterior distributions. Moreover, the Bayesian analysis, implemented via Markov Chain Monte Carlo sampling, only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature will be essential when performing kinematic analysis on the large number of resolved galaxies expected to be detected in neutral hydrogen (H I) surveys with the Square Kilometre Array and its pathfinders. The so-called 2D Bayesian Automated Tilted-ring fitter (2DBAT) implements Bayesian fits of 2D tilted-ring models in order to derive rotation curves of galaxies. We explore 2DBAT performance on (a) artificial H I data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies, and (b) Australia Telescope Compact Array H I data from the Local Volume H I Survey. We find that 2DBAT works best for well-resolved galaxies with intermediate inclinations (20° < i < 70°), complementing 3D techniques better suited to modelling inclined galaxies.
NASA Astrophysics Data System (ADS)
McPhee, J.; William, Y. W.
2005-12-01
This work presents a methodology for pumping test design based on the reliability requirements of a groundwater model. Reliability requirements take into consideration the application of the model results in groundwater management, expressed in this case as a multiobjective management model. The pumping test design is formulated as a mixed-integer nonlinear programming (MINLP) problem and solved using a combination of genetic algorithm (GA) and gradient-based optimization. Bayesian decision theory provides a formal framework for assessing the influence of parameter uncertainty over the reliability of the proposed pumping test. The proposed methodology is useful for selecting a robust design that will outperform all other candidate designs under most potential 'true' states of the system
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…
Metrics for evaluating performance and uncertainty of Bayesian network models
Bruce G. Marcot
2012-01-01
This paper presents a selected set of existing and new metrics for gauging Bayesian network model performance and uncertainty. Selected existing and new metrics are discussed for conducting model sensitivity analysis (variance reduction, entropy reduction, case file simulation); evaluating scenarios (influence analysis); depicting model complexity (numbers of model...
Monte Carlo Algorithms for a Bayesian Analysis of the Cosmic Microwave Background
NASA Technical Reports Server (NTRS)
Jewell, Jeffrey B.; Eriksen, H. K.; ODwyer, I. J.; Wandelt, B. D.; Gorski, K.; Knox, L.; Chu, M.
2006-01-01
A viewgraph presentation on the review of Bayesian approach to Cosmic Microwave Background (CMB) analysis, numerical implementation with Gibbs sampling, a summary of application to WMAP I and work in progress with generalizations to polarization, foregrounds, asymmetric beams, and 1/f noise is given.
Rhodes, Kirsty M; Turner, Rebecca M; White, Ian R; Jackson, Dan; Spiegelhalter, David J; Higgins, Julian P T
2016-12-20
Many meta-analyses combine results from only a small number of studies, a situation in which the between-study variance is imprecisely estimated when standard methods are applied. Bayesian meta-analysis allows incorporation of external evidence on heterogeneity, providing the potential for more robust inference on the effect size of interest. We present a method for performing Bayesian meta-analysis using data augmentation, in which we represent an informative conjugate prior for between-study variance by pseudo data and use meta-regression for estimation. To assist in this, we derive predictive inverse-gamma distributions for the between-study variance expected in future meta-analyses. These may serve as priors for heterogeneity in new meta-analyses. In a simulation study, we compare approximate Bayesian methods using meta-regression and pseudo data against fully Bayesian approaches based on importance sampling techniques and Markov chain Monte Carlo (MCMC). We compare the frequentist properties of these Bayesian methods with those of the commonly used frequentist DerSimonian and Laird procedure. The method is implemented in standard statistical software and provides a less complex alternative to standard MCMC approaches. An importance sampling approach produces almost identical results to standard MCMC approaches, and results obtained through meta-regression and pseudo data are very similar. On average, data augmentation provides closer results to MCMC, if implemented using restricted maximum likelihood estimation rather than DerSimonian and Laird or maximum likelihood estimation. The methods are applied to real datasets, and an extension to network meta-analysis is described. The proposed method facilitates Bayesian meta-analysis in a way that is accessible to applied researchers. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen
2013-10-01
Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.
Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van
2013-01-01
Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521
Sironi, Emanuele; Taroni, Franco; Baldinotti, Claudio; Nardi, Cosimo; Norelli, Gian-Aristide; Gallidabino, Matteo; Pinchi, Vilma
2017-11-14
The present study aimed to investigate the performance of a Bayesian method in the evaluation of dental age-related evidence collected by means of a geometrical approximation procedure of the pulp chamber volume. Measurement of this volume was based on three-dimensional cone beam computed tomography images. The Bayesian method was applied by means of a probabilistic graphical model, namely a Bayesian network. Performance of that method was investigated in terms of accuracy and bias of the decisional outcomes. Influence of an informed elicitation of the prior belief of chronological age was also studied by means of a sensitivity analysis. Outcomes in terms of accuracy were adequate with standard requirements for forensic adult age estimation. Findings also indicated that the Bayesian method does not show a particular tendency towards under- or overestimation of the age variable. Outcomes of the sensitivity analysis showed that results on estimation are improved with a ration elicitation of the prior probabilities of age.
Bayesian Latent Class Models in Malaria Diagnosis
Gonçalves, Luzia; Subtil, Ana; de Oliveira, M. Rosário; do Rosário, Virgílio; Lee, Pei-Wen; Shaio, Men-Fang
2012-01-01
Aims The main focus of this study is to illustrate the importance of the statistical analysis in the evaluation of the accuracy of malaria diagnostic tests, without admitting a reference test, exploring a dataset (3317) collected in São Tomé and Príncipe. Methods Bayesian Latent Class Models (without and with constraints) are used to estimate the malaria infection prevalence, together with sensitivities, specificities, and predictive values of three diagnostic tests (RDT, Microscopy and PCR), in four subpopulations simultaneously based on a stratified analysis by age groups (, 5 years old) and fever status (febrile, afebrile). Results In the afebrile individuals with at least five years old, the posterior mean of the malaria infection prevalence is 3.2% with a highest posterior density interval of [2.3–4.1]. The other three subpopulations (febrile 5 years, afebrile or febrile children less than 5 years) present a higher prevalence around 10.3% [8.8–11.7]. In afebrile children under-five years old, the sensitivity of microscopy is 50.5% [37.7–63.2]. In children under-five, the estimated sensitivities/specificities of RDT are 95.4% [90.3–99.5]/93.8% [91.6–96.0] – afebrile – and 94.1% [87.5–99.4]/97.5% [95.5–99.3] – febrile. In individuals with at least five years old are 96.0% [91.5–99.7]/98.7% [98.1–99.2] – afebrile – and 97.9% [95.3–99.8]/97.7% [96.6–98.6] – febrile. The PCR yields the most reliable results in four subpopulations. Conclusions The utility of this RDT in the field seems to be relevant. However, in all subpopulations, data provide enough evidence to suggest caution with the positive predictive values of the RDT. Microscopy has poor sensitivity compared to the other tests, particularly, in the afebrile children less than 5 years. This type of findings reveals the danger of statistical analysis based on microscopy as a reference test. Bayesian Latent Class Models provide a powerful tool to evaluate malaria diagnostic tests, taking into account different groups of interest. PMID:22844405
Young, Barnaby; Zhao, Xiahong; Cook, Alex R; Parry, Christopher M; Wilder-Smith, Annelies; I-Cheng, Mark Chen
2017-01-05
The influenza vaccine is less immunogenic in older than younger adults, and the duration of protection is unclear. Determining if protection persists beyond a typical seasonal epidemic is important for climates where influenza virus activity is year-round. A systematic review protocol was developed and registered with PROSPERO [CRD42015023847]. Electronic databases were searched systematically for studies reporting haemagglutination-inhibition (HI) titres 180-360days following vaccination with inactivated trivalent seasonal influenza vaccine, in adults aged ⩾65years. Geometric mean titre (GMT) and seroprotection (HI titre ⩾1:40) at each time point was extracted. A Bayesian model was developed of titre trajectories from pre-vaccination to Day 360. In the meta-analysis, studies were aggregated using a random-effects model to compare pre-vaccination with post-vaccination HI titres at Day 21-42 ('seroconversion'), Day 180 and Day 360. Potential sources of bias were systematically assessed, and heterogeneity explored. 2864 articles were identified in the literature search, of which nineteen met study inclusion/exclusion criteria. Sixteen studies contained analysable data from 2565 subjects. In the Bayesian model, the proportion of subjects seroprotected increased from 41-51% pre-vaccination to 75-78% at seroconversion. Seroprotection subsequently fell below 60% for all serotypes by Day 360: A/H1 42% (95% CI 38-46), A/H3 59% (54-63), B 47% (42-52). The Bayesian model of GMT trajectories revealed a similar pattern. By Day 360, titres were similar to pre-vaccination levels. In the meta-analysis, no significant difference in proportion of subjects seroprotected, 0 (-0.11, 0.11) or in log 2 GMT 0.30 (-0.02, 0.63) was identified by Day 360 compared with pre-vaccination. The quality of this evidence was limited to moderate on account of significant participant dropout. The review found consistent evidence that HI antibody responses following influenza vaccination do not reliably persist year-round in older adults. Alternative vaccination strategies could provide clinical benefits in regions where year-round protection is important. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.
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…
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…
Development of a novel forensic STR multiplex for ancestry analysis and extended identity testing.
Phillips, Chris; Fernandez-Formoso, Luis; Gelabert-Besada, Miguel; Garcia-Magariños, Manuel; Santos, Carla; Fondevila, Manuel; Carracedo, Angel; Lareu, Maria Victoria
2013-04-01
There is growing interest in developing additional DNA typing techniques to provide better investigative leads in forensic analysis. These include inference of genetic ancestry and prediction of common physical characteristics of DNA donors. To date, forensic ancestry analysis has centered on population-divergent SNPs but these binary loci cannot reliably detect DNA mixtures, common in forensic samples. Furthermore, STR genotypes, forming the principal DNA profiling system, are not routinely combined with forensic SNPs to strengthen frequency data available for ancestry inference. We report development of a 12-STR multiplex composed of ancestry informative marker STRs (AIM-STRs) selected from 434 tetranucleotide repeat loci. We adapted our online Bayesian classifier for AIM-SNPs: Snipper, to handle multiallele STR data using frequency-based training sets. We assessed the ability of the 12-plex AIM-STRs to differentiate CEPH Human Genome Diversity Panel populations, plus their informativeness combined with established forensic STRs and AIM-SNPs. We found combining STRs and SNPs improves the success rate of ancestry assignments while providing a reliable mixture detection system lacking from SNP analysis alone. As the 12 STRs generally show a broad range of alleles in all populations, they provide highly informative supplementary STRs for extended relationship testing and identification of missing persons with incomplete reference pedigrees. Lastly, mixed marker approaches (combining STRs with binary loci) for simple ancestry inference tests beyond forensic analysis bring advantages and we discuss the genotyping options available. © 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Bayesian Latent Class Analysis Tutorial.
Li, Yuelin; Lord-Bessen, Jennifer; Shiyko, Mariya; Loeb, Rebecca
2018-01-01
This article is a how-to guide on Bayesian computation using Gibbs sampling, demonstrated in the context of Latent Class Analysis (LCA). It is written for students in quantitative psychology or related fields who have a working knowledge of Bayes Theorem and conditional probability and have experience in writing computer programs in the statistical language R . The overall goals are to provide an accessible and self-contained tutorial, along with a practical computation tool. We begin with how Bayesian computation is typically described in academic articles. Technical difficulties are addressed by a hypothetical, worked-out example. We show how Bayesian computation can be broken down into a series of simpler calculations, which can then be assembled together to complete a computationally more complex model. The details are described much more explicitly than what is typically available in elementary introductions to Bayesian modeling so that readers are not overwhelmed by the mathematics. Moreover, the provided computer program shows how Bayesian LCA can be implemented with relative ease. The computer program is then applied in a large, real-world data set and explained line-by-line. We outline the general steps in how to extend these considerations to other methodological applications. We conclude with suggestions for further readings.
Estimation and uncertainty analysis of dose response in an inter-laboratory experiment
NASA Astrophysics Data System (ADS)
Toman, Blaza; Rösslein, Matthias; Elliott, John T.; Petersen, Elijah J.
2016-02-01
An inter-laboratory experiment for the evaluation of toxic effects of NH2-polystyrene nanoparticles on living human cancer cells was performed with five participating laboratories. Previously published results from nanocytoxicity assays are often contradictory, mostly due to challenges related to producing a reliable cytotoxicity assay protocol for use with nanomaterials. Specific challenges include reproducibility preparing nanoparticle dispersions, biological variability from testing living cell lines, and the potential for nano-related interference effects. In this experiment, such challenges were addressed by developing a detailed experimental protocol and using a specially designed 96-well plate layout which incorporated a range of control measurements to assess multiple factors such as nanomaterial interference, pipetting accuracy, cell seeding density, and instrument performance. Detailed data analysis of these control measurements showed that good control of the experiments was attained by all participants in most cases. The main measurement objective of the study was the estimation of a dose response relationship between concentration of the nanoparticles and metabolic activity of the living cells, under several experimental conditions. The dose curve estimation was achieved by imbedding a three parameter logistic curve in a three level Bayesian hierarchical model, accounting for uncertainty due to all known experimental conditions as well as between laboratory variability in a top-down manner. Computation was performed using Markov Chain Monte Carlo methods. The fit of the model was evaluated using Bayesian posterior predictive probabilities and found to be satisfactory.
Krolewiecki, Alejandro J; Koukounari, Artemis; Romano, Miryam; Caro, Reynaldo N; Scott, Alan L; Fleitas, Pedro; Cimino, Ruben; Shiff, Clive J
2018-06-01
For epidemiological work with soil transmitted helminths the recommended diagnostic approaches are to examine fecal samples for microscopic evidence of the parasite. In addition to several logistical and processing issues, traditional diagnostic approaches have been shown to lack the sensitivity required to reliably identify patients harboring low-level infections such as those associated with effective mass drug intervention programs. In this context, there is a need to rethink the approaches used for helminth diagnostics. Serological methods are now in use, however these tests are indirect and depend on individual immune responses, exposure patterns and the nature of the antigen. However, it has been demonstrated that cell-free DNA from pathogens and cancers can be readily detected in patient's urine which can be collected in the field, filtered in situ and processed later for analysis. In the work presented here, we employ three diagnostic procedures-stool examination, serology (NIE-ELISA) and PCR-based amplification of parasite transrenal DNA from urine-to determine their relative utility in the diagnosis of S. stercoralis infections from 359 field samples from an endemic area of Argentina. Bayesian Latent Class analysis was used to assess the relative performance of the three diagnostic procedures. The results underscore the low sensitivity of stool examination and support the idea that the use of serology combined with parasite transrenal DNA detection may be a useful strategy for sensitive and specific detection of low-level strongyloidiasis.
Bayesian multimodel inference for dose-response studies
Link, W.A.; Albers, P.H.
2007-01-01
Statistical inference in dose?response studies is model-based: The analyst posits a mathematical model of the relation between exposure and response, estimates parameters of the model, and reports conclusions conditional on the model. Such analyses rarely include any accounting for the uncertainties associated with model selection. The Bayesian inferential system provides a convenient framework for model selection and multimodel inference. In this paper we briefly describe the Bayesian paradigm and Bayesian multimodel inference. We then present a family of models for multinomial dose?response data and apply Bayesian multimodel inferential methods to the analysis of data on the reproductive success of American kestrels (Falco sparveriuss) exposed to various sublethal dietary concentrations of methylmercury.
Reliability of a Bayesian network to predict an elevated aldosterone-to-renin ratio.
Ducher, Michel; Mounier-Véhier, Claire; Lantelme, Pierre; Vaisse, Bernard; Baguet, Jean-Philippe; Fauvel, Jean-Pierre
2015-05-01
Resistant hypertension is common, mainly idiopathic, but sometimes related to primary aldosteronism. Thus, most hypertension specialists recommend screening for primary aldosteronism. To optimize the selection of patients whose aldosterone-to-renin ratio (ARR) is elevated from simple clinical and biological characteristics. Data from consecutive patients referred between 1 June 2008 and 30 May 2009 were collected retrospectively from five French 'European excellence hypertension centres' institutional registers. Patients were included if they had at least one of: onset of hypertension before age 40 years, resistant hypertension, history of hypokalaemia, efficient treatment by spironolactone, and potassium supplementation. An ARR>32 ng/L and aldosterone>160 ng/L in patients treated without agents altering the renin-angiotensin system was considered as elevated. Bayesian network and stepwise logistic regression were used to predict an elevated ARR. Of 334 patients, 89 were excluded (31 for incomplete data, 32 for taking agents that alter the renin-angiotensin system and 26 for other reasons). Among 245 included patients, 110 had an elevated ARR. Sensitivity reached 100% or 63.3% using Bayesian network or logistic regression, respectively, and specificity reached 89.6% or 67.2%, respectively. The area under the receiver-operating-characteristic curve obtained with the Bayesian network was significantly higher than that obtained by stepwise regression (0.93±0.02 vs. 0.70±0.03; P<0.001). In hypertension centres, Bayesian network efficiently detected patients with an elevated ARR. An external validation study is required before use in primary clinical settings. Copyright © 2015 Elsevier Masson SAS. All rights reserved.
Bayesian B-spline mapping for dynamic quantitative traits.
Xing, Jun; Li, Jiahan; Yang, Runqing; Zhou, Xiaojing; Xu, Shizhong
2012-04-01
Owing to their ability and flexibility to describe individual gene expression at different time points, random regression (RR) analyses have become a popular procedure for the genetic analysis of dynamic traits whose phenotypes are collected over time. Specifically, when modelling the dynamic patterns of gene expressions in the RR framework, B-splines have been proved successful as an alternative to orthogonal polynomials. In the so-called Bayesian B-spline quantitative trait locus (QTL) mapping, B-splines are used to characterize the patterns of QTL effects and individual-specific time-dependent environmental errors over time, and the Bayesian shrinkage estimation method is employed to estimate model parameters. Extensive simulations demonstrate that (1) in terms of statistical power, Bayesian B-spline mapping outperforms the interval mapping based on the maximum likelihood; (2) for the simulated dataset with complicated growth curve simulated by B-splines, Legendre polynomial-based Bayesian mapping is not capable of identifying the designed QTLs accurately, even when higher-order Legendre polynomials are considered and (3) for the simulated dataset using Legendre polynomials, the Bayesian B-spline mapping can find the same QTLs as those identified by Legendre polynomial analysis. All simulation results support the necessity and flexibility of B-spline in Bayesian mapping of dynamic traits. The proposed method is also applied to a real dataset, where QTLs controlling the growth trajectory of stem diameters in Populus are located.
Che-Castaldo, Christian; Jenouvrier, Stephanie; Youngflesh, Casey; Shoemaker, Kevin T; Humphries, Grant; McDowall, Philip; Landrum, Laura; Holland, Marika M; Li, Yun; Ji, Rubao; Lynch, Heather J
2017-10-10
Colonially-breeding seabirds have long served as indicator species for the health of the oceans on which they depend. Abundance and breeding data are repeatedly collected at fixed study sites in the hopes that changes in abundance and productivity may be useful for adaptive management of marine resources, but their suitability for this purpose is often unknown. To address this, we fit a Bayesian population dynamics model that includes process and observation error to all known Adélie penguin abundance data (1982-2015) in the Antarctic, covering >95% of their population globally. We find that process error exceeds observation error in this system, and that continent-wide "year effects" strongly influence population growth rates. Our findings have important implications for the use of Adélie penguins in Southern Ocean feedback management, and suggest that aggregating abundance across space provides the fastest reliable signal of true population change for species whose dynamics are driven by stochastic processes.Adélie penguins are a key Antarctic indicator species, but data patchiness has challenged efforts to link population dynamics to key drivers. Che-Castaldo et al. resolve this issue using a pan-Antarctic Bayesian model to infer missing data, and show that spatial aggregation leads to more robust inference regarding dynamics.
Seuba, Jordi; Deville, Sylvain; Guizard, Christian; Stevenson, Adam J
2016-01-01
Macroporous ceramics exhibit an intrinsic strength variability caused by the random distribution of defects in their structure. However, the precise role of microstructural features, other than pore volume, on reliability is still unknown. Here, we analyze the applicability of the Weibull analysis to unidirectional macroporous yttria-stabilized-zirconia (YSZ) prepared by ice-templating. First, we performed crush tests on samples with controlled microstructural features with the loading direction parallel to the porosity. The compressive strength data were fitted using two different fitting techniques, ordinary least squares and Bayesian Markov Chain Monte Carlo, to evaluate whether Weibull statistics are an adequate descriptor of the strength distribution. The statistical descriptors indicated that the strength data are well described by the Weibull statistical approach, for both fitting methods used. Furthermore, we assess the effect of different microstructural features (volume, size, densification of the walls, and morphology) on Weibull modulus and strength. We found that the key microstructural parameter controlling reliability is wall thickness. In contrast, pore volume is the main parameter controlling the strength. The highest Weibull modulus ([Formula: see text]) and mean strength (198.2 MPa) were obtained for the samples with the smallest and narrowest wall thickness distribution (3.1 [Formula: see text]m) and lower pore volume (54.5%).
NASA Astrophysics Data System (ADS)
Seuba, Jordi; Deville, Sylvain; Guizard, Christian; Stevenson, Adam J.
2016-01-01
Macroporous ceramics exhibit an intrinsic strength variability caused by the random distribution of defects in their structure. However, the precise role of microstructural features, other than pore volume, on reliability is still unknown. Here, we analyze the applicability of the Weibull analysis to unidirectional macroporous yttria-stabilized-zirconia (YSZ) prepared by ice-templating. First, we performed crush tests on samples with controlled microstructural features with the loading direction parallel to the porosity. The compressive strength data were fitted using two different fitting techniques, ordinary least squares and Bayesian Markov Chain Monte Carlo, to evaluate whether Weibull statistics are an adequate descriptor of the strength distribution. The statistical descriptors indicated that the strength data are well described by the Weibull statistical approach, for both fitting methods used. Furthermore, we assess the effect of different microstructural features (volume, size, densification of the walls, and morphology) on Weibull modulus and strength. We found that the key microstructural parameter controlling reliability is wall thickness. In contrast, pore volume is the main parameter controlling the strength. The highest Weibull modulus (?) and mean strength (198.2 MPa) were obtained for the samples with the smallest and narrowest wall thickness distribution (3.1 ?m) and lower pore volume (54.5%).
Application of Bayesian Reliability Concepts to Cruise Missile Electronic Components
1989-09-01
and contrast them with the more prevalent classical inference view. 3 II. literature Review Introduction This literature review will consider current ...events on the basis of whatever evidence is currently available. Then if additional evidence is subsequently obtained, the initial probabilities are...Chay contends there is no longer any need to approximate continuous prior distributions through discretization because current computer calculations
ERIC Educational Resources Information Center
Christ, Theodore J.; Desjardins, Christopher David
2018-01-01
Curriculum-Based Measurement of Oral Reading (CBM-R) is often used to monitor student progress and guide educational decisions. Ordinary least squares regression (OLSR) is the most widely used method to estimate the slope, or rate of improvement (ROI), even though published research demonstrates OLSR's lack of validity and reliability, and…
Propagation of the velocity model uncertainties to the seismic event location
NASA Astrophysics Data System (ADS)
Gesret, A.; Desassis, N.; Noble, M.; Romary, T.; Maisons, C.
2015-01-01
Earthquake hypocentre locations are crucial in many domains of application (academic and industrial) as seismic event location maps are commonly used to delineate faults or fractures. The interpretation of these maps depends on location accuracy and on the reliability of the associated uncertainties. The largest contribution to location and uncertainty errors is due to the fact that the velocity model errors are usually not correctly taken into account. We propose a new Bayesian formulation that integrates properly the knowledge on the velocity model into the formulation of the probabilistic earthquake location. In this work, the velocity model uncertainties are first estimated with a Bayesian tomography of active shot data. We implement a sampling Monte Carlo type algorithm to generate velocity models distributed according to the posterior distribution. In a second step, we propagate the velocity model uncertainties to the seismic event location in a probabilistic framework. This enables to obtain more reliable hypocentre locations as well as their associated uncertainties accounting for picking and velocity model uncertainties. We illustrate the tomography results and the gain in accuracy of earthquake location for two synthetic examples and one real data case study in the context of induced microseismicity.
NASA Astrophysics Data System (ADS)
Minunno, F.; Peltoniemi, M.; Launiainen, S.; Aurela, M.; Lindroth, A.; Lohila, A.; Mammarella, I.; Minkkinen, K.; Mäkelä, A.
2015-07-01
The problem of model complexity has been lively debated in environmental sciences as well as in the forest modelling community. Simple models are less input demanding and their calibration involves a lower number of parameters, but they might be suitable only at local scale. In this work we calibrated a simplified ecosystem process model (PRELES) to data from multiple sites and we tested if PRELES can be used at regional scale to estimate the carbon and water fluxes of Boreal conifer forests. We compared a multi-site (M-S) with site-specific (S-S) calibrations. Model calibrations and evaluations were carried out by the means of the Bayesian method; Bayesian calibration (BC) and Bayesian model comparison (BMC) were used to quantify the uncertainty in model parameters and model structure. To evaluate model performances BMC results were combined with more classical analysis of model-data mismatch (M-DM). Evapotranspiration (ET) and gross primary production (GPP) measurements collected in 10 sites of Finland and Sweden were used in the study. Calibration results showed that similar estimates were obtained for the parameters at which model outputs are most sensitive. No significant differences were encountered in the predictions of the multi-site and site-specific versions of PRELES with exception of a site with agricultural history (Alkkia). Although PRELES predicted GPP better than evapotranspiration, we concluded that the model can be reliably used at regional scale to simulate carbon and water fluxes of Boreal forests. Our analyses underlined also the importance of using long and carefully collected flux datasets in model calibration. In fact, even a single site can provide model calibrations that can be applied at a wider spatial scale, since it covers a wide range of variability in climatic conditions.
Bayesian inference for psychology. Part II: Example applications with JASP.
Wagenmakers, Eric-Jan; Love, Jonathon; Marsman, Maarten; Jamil, Tahira; Ly, Alexander; Verhagen, Josine; Selker, Ravi; Gronau, Quentin F; Dropmann, Damian; Boutin, Bruno; Meerhoff, Frans; Knight, Patrick; Raj, Akash; van Kesteren, Erik-Jan; van Doorn, Johnny; Šmíra, Martin; Epskamp, Sacha; Etz, Alexander; Matzke, Dora; de Jong, Tim; van den Bergh, Don; Sarafoglou, Alexandra; Steingroever, Helen; Derks, Koen; Rouder, Jeffrey N; Morey, Richard D
2018-02-01
Bayesian hypothesis testing presents an attractive alternative to p value hypothesis testing. Part I of this series outlined several advantages of Bayesian hypothesis testing, including the ability to quantify evidence and the ability to monitor and update this evidence as data come in, without the need to know the intention with which the data were collected. Despite these and other practical advantages, Bayesian hypothesis tests are still reported relatively rarely. An important impediment to the widespread adoption of Bayesian tests is arguably the lack of user-friendly software for the run-of-the-mill statistical problems that confront psychologists for the analysis of almost every experiment: the t-test, ANOVA, correlation, regression, and contingency tables. In Part II of this series we introduce JASP ( http://www.jasp-stats.org ), an open-source, cross-platform, user-friendly graphical software package that allows users to carry out Bayesian hypothesis tests for standard statistical problems. JASP is based in part on the Bayesian analyses implemented in Morey and Rouder's BayesFactor package for R. Armed with JASP, the practical advantages of Bayesian hypothesis testing are only a mouse click away.
Applying Bayesian statistics to the study of psychological trauma: A suggestion for future research.
Yalch, Matthew M
2016-03-01
Several contemporary researchers have noted the virtues of Bayesian methods of data analysis. Although debates continue about whether conventional or Bayesian statistics is the "better" approach for researchers in general, there are reasons why Bayesian methods may be well suited to the study of psychological trauma in particular. This article describes how Bayesian statistics offers practical solutions to the problems of data non-normality, small sample size, and missing data common in research on psychological trauma. After a discussion of these problems and the effects they have on trauma research, this article explains the basic philosophical and statistical foundations of Bayesian statistics and how it provides solutions to these problems using an applied example. Results of the literature review and the accompanying example indicates the utility of Bayesian statistics in addressing problems common in trauma research. Bayesian statistics provides a set of methodological tools and a broader philosophical framework that is useful for trauma researchers. Methodological resources are also provided so that interested readers can learn more. (c) 2016 APA, all rights reserved).
Bayesian Network Meta-Analysis for Unordered Categorical Outcomes with Incomplete Data
ERIC Educational Resources Information Center
Schmid, Christopher H.; Trikalinos, Thomas A.; Olkin, Ingram
2014-01-01
We develop a Bayesian multinomial network meta-analysis model for unordered (nominal) categorical outcomes that allows for partially observed data in which exact event counts may not be known for each category. This model properly accounts for correlations of counts in mutually exclusive categories and enables proper comparison and ranking of…
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…
ERIC Educational Resources Information Center
Tchumtchoua, Sylvie; Dey, Dipak K.
2012-01-01
This paper proposes a semiparametric Bayesian framework for the analysis of associations among multivariate longitudinal categorical variables in high-dimensional data settings. This type of data is frequent, especially in the social and behavioral sciences. A semiparametric hierarchical factor analysis model is developed in which the…
ERIC Educational Resources Information Center
Zhang, Zhidong
2016-01-01
This study explored an alternative assessment procedure to examine learning trajectories of matrix multiplication. It took rule-based analytical and cognitive task analysis methods specifically to break down operation rules for a given matrix multiplication. Based on the analysis results, a hierarchical Bayesian network, an assessment model,…
ERIC Educational Resources Information Center
Zwick, Rebecca; Lenaburg, Lubella
2009-01-01
In certain data analyses (e.g., multiple discriminant analysis and multinomial log-linear modeling), classification decisions are made based on the estimated posterior probabilities that individuals belong to each of several distinct categories. In the Bayesian network literature, this type of classification is often accomplished by assigning…
Tian, Ting; McLachlan, Geoffrey J.; Dieters, Mark J.; Basford, Kaye E.
2015-01-01
It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances. PMID:26689369
Tian, Ting; McLachlan, Geoffrey J; Dieters, Mark J; Basford, Kaye E
2015-01-01
It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances.
The weighted priors approach for combining expert opinions in logistic regression experiments
Quinlan, Kevin R.; Anderson-Cook, Christine M.; Myers, Kary L.
2017-04-24
When modeling the reliability of a system or component, it is not uncommon for more than one expert to provide very different prior estimates of the expected reliability as a function of an explanatory variable such as age or temperature. Our goal in this paper is to incorporate all information from the experts when choosing a design about which units to test. Bayesian design of experiments has been shown to be very successful for generalized linear models, including logistic regression models. We use this approach to develop methodology for the case where there are several potentially non-overlapping priors under consideration.more » While multiple priors have been used for analysis in the past, they have never been used in a design context. The Weighted Priors method performs well for a broad range of true underlying model parameter choices and is more robust when compared to other reasonable design choices. Finally, we illustrate the method through multiple scenarios and a motivating example. Additional figures for this article are available in the online supplementary information.« less
Impact of distributed energy resources on the reliability of a critical telecommunications facility.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Robinson, David; Zuffranieri, Jason V.; Atcitty, Christopher B.
2006-03-01
This report documents a probabilistic risk assessment of an existing power supply system at a large telecommunications office. The focus is on characterizing the increase in the reliability of power supply through the use of two alternative power configurations. Telecommunications has been identified by the Department of Homeland Security as a critical infrastructure to the United States. Failures in the power systems supporting major telecommunications service nodes are a main contributor to major telecommunications outages. A logical approach to improve the robustness of telecommunication facilities would be to increase the depth and breadth of technologies available to restore power inmore » the face of power outages. Distributed energy resources such as fuel cells and gas turbines could provide one more onsite electric power source to provide backup power, if batteries and diesel generators fail. The analysis is based on a hierarchical Bayesian approach and focuses on the failure probability associated with each of three possible facility configurations, along with assessment of the uncertainty or confidence level in the probability of failure. A risk-based characterization of final best configuration is presented.« less
The weighted priors approach for combining expert opinions in logistic regression experiments
DOE Office of Scientific and Technical Information (OSTI.GOV)
Quinlan, Kevin R.; Anderson-Cook, Christine M.; Myers, Kary L.
When modeling the reliability of a system or component, it is not uncommon for more than one expert to provide very different prior estimates of the expected reliability as a function of an explanatory variable such as age or temperature. Our goal in this paper is to incorporate all information from the experts when choosing a design about which units to test. Bayesian design of experiments has been shown to be very successful for generalized linear models, including logistic regression models. We use this approach to develop methodology for the case where there are several potentially non-overlapping priors under consideration.more » While multiple priors have been used for analysis in the past, they have never been used in a design context. The Weighted Priors method performs well for a broad range of true underlying model parameter choices and is more robust when compared to other reasonable design choices. Finally, we illustrate the method through multiple scenarios and a motivating example. Additional figures for this article are available in the online supplementary information.« less
Approximate string matching algorithms for limited-vocabulary OCR output correction
NASA Astrophysics Data System (ADS)
Lasko, Thomas A.; Hauser, Susan E.
2000-12-01
Five methods for matching words mistranslated by optical character recognition to their most likely match in a reference dictionary were tested on data from the archives of the National Library of Medicine. The methods, including an adaptation of the cross correlation algorithm, the generic edit distance algorithm, the edit distance algorithm with a probabilistic substitution matrix, Bayesian analysis, and Bayesian analysis on an actively thinned reference dictionary were implemented and their accuracy rates compared. Of the five, the Bayesian algorithm produced the most correct matches (87%), and had the advantage of producing scores that have a useful and practical interpretation.
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].
Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula
NASA Astrophysics Data System (ADS)
Sarhadi, Ali; Burn, Donald H.; Concepción Ausín, María.; Wiper, Michael P.
2016-03-01
A time-varying risk analysis is proposed for an adaptive design framework in nonstationary conditions arising from climate change. A Bayesian, dynamic conditional copula is developed for modeling the time-varying dependence structure between mixed continuous and discrete multiattributes of multidimensional hydrometeorological phenomena. Joint Bayesian inference is carried out to fit the marginals and copula in an illustrative example using an adaptive, Gibbs Markov Chain Monte Carlo (MCMC) sampler. Posterior mean estimates and credible intervals are provided for the model parameters and the Deviance Information Criterion (DIC) is used to select the model that best captures different forms of nonstationarity over time. This study also introduces a fully Bayesian, time-varying joint return period for multivariate time-dependent risk analysis in nonstationary environments. The results demonstrate that the nature and the risk of extreme-climate multidimensional processes are changed over time under the impact of climate change, and accordingly the long-term decision making strategies should be updated based on the anomalies of the nonstationary environment.
NASA Astrophysics Data System (ADS)
Gobbato, Maurizio; Kosmatka, John B.; Conte, Joel P.
2014-04-01
Fatigue-induced damage is one of the most uncertain and highly unpredictable failure mechanisms for a large variety of mechanical and structural systems subjected to cyclic and random loads during their service life. A health monitoring system capable of (i) monitoring the critical components of these systems through non-destructive evaluation (NDE) techniques, (ii) assessing their structural integrity, (iii) recursively predicting their remaining fatigue life (RFL), and (iv) providing a cost-efficient reliability-based inspection and maintenance plan (RBIM) is therefore ultimately needed. In contribution to these objectives, the first part of the paper provides an overview and extension of a comprehensive reliability-based fatigue damage prognosis methodology — previously developed by the authors — for recursively predicting and updating the RFL of critical structural components and/or sub-components in aerospace structures. In the second part of the paper, a set of experimental fatigue test data, available in the literature, is used to provide a numerical verification and an experimental validation of the proposed framework at the reliability component level (i.e., single damage mechanism evolving at a single damage location). The results obtained from this study demonstrate (i) the importance and the benefits of a nearly continuous NDE monitoring system, (ii) the efficiency of the recursive Bayesian updating scheme, and (iii) the robustness of the proposed framework in recursively updating and improving the RFL estimations. This study also demonstrates that the proposed methodology can lead to either an extent of the RFL (with a consequent economical gain without compromising the minimum safety requirements) or an increase of safety by detecting a premature fault and therefore avoiding a very costly catastrophic failure.
Bayesian model reduction and empirical Bayes for group (DCM) studies
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
NASA Astrophysics Data System (ADS)
Figueira, P.; Faria, J. P.; Adibekyan, V. Zh.; Oshagh, M.; Santos, N. C.
2016-11-01
We apply the Bayesian framework to assess the presence of a correlation between two quantities. To do so, we estimate the probability distribution of the parameter of interest, ρ, characterizing the strength of the correlation. We provide an implementation of these ideas and concepts using python programming language and the pyMC module in a very short (˜ 130 lines of code, heavily commented) and user-friendly program. We used this tool to assess the presence and properties of the correlation between planetary surface gravity and stellar activity level as measured by the log(R^' }_{ {HK}}) indicator. The results of the Bayesian analysis are qualitatively similar to those obtained via p-value analysis, and support the presence of a correlation in the data. The results are more robust in their derivation and more informative, revealing interesting features such as asymmetric posterior distributions or markedly different credible intervals, and allowing for a deeper exploration. We encourage the reader interested in this kind of problem to apply our code to his/her own scientific problems. The full understanding of what the Bayesian framework is can only be gained through the insight that comes by handling priors, assessing the convergence of Monte Carlo runs, and a multitude of other practical problems. We hope to contribute so that Bayesian analysis becomes a tool in the toolkit of researchers, and they understand by experience its advantages and limitations.
Li, Shi; Mukherjee, Bhramar; Batterman, Stuart; Ghosh, Malay
2013-12-01
Case-crossover designs are widely used to study short-term exposure effects on the risk of acute adverse health events. While the frequentist literature on this topic is vast, there is no Bayesian work in this general area. The contribution of this paper is twofold. First, the paper establishes Bayesian equivalence results that require characterization of the set of priors under which the posterior distributions of the risk ratio parameters based on a case-crossover and time-series analysis are identical. Second, the paper studies inferential issues under case-crossover designs in a Bayesian framework. Traditionally, a conditional logistic regression is used for inference on risk-ratio parameters in case-crossover studies. We consider instead a more general full likelihood-based approach which makes less restrictive assumptions on the risk functions. Formulation of a full likelihood leads to growth in the number of parameters proportional to the sample size. We propose a semi-parametric Bayesian approach using a Dirichlet process prior to handle the random nuisance parameters that appear in a full likelihood formulation. We carry out a simulation study to compare the Bayesian methods based on full and conditional likelihood with the standard frequentist approaches for case-crossover and time-series analysis. The proposed methods are illustrated through the Detroit Asthma Morbidity, Air Quality and Traffic study, which examines the association between acute asthma risk and ambient air pollutant concentrations. © 2013, The International Biometric Society.
NASA Astrophysics Data System (ADS)
Hagemann, M. W.; Gleason, C. J.; Durand, M. T.
2017-11-01
The forthcoming Surface Water and Ocean Topography (SWOT) NASA satellite mission will measure water surface width, height, and slope of major rivers worldwide. The resulting data could provide an unprecedented account of river discharge at continental scales, but reliable methods need to be identified prior to launch. Here we present a novel algorithm for discharge estimation from only remotely sensed stream width, slope, and height at multiple locations along a mass-conserved river segment. The algorithm, termed the Bayesian AMHG-Manning (BAM) algorithm, implements a Bayesian formulation of streamflow uncertainty using a combination of Manning's equation and at-many-stations hydraulic geometry (AMHG). Bayesian methods provide a statistically defensible approach to generating discharge estimates in a physically underconstrained system but rely on prior distributions that quantify the a priori uncertainty of unknown quantities including discharge and hydraulic equation parameters. These were obtained from literature-reported values and from a USGS data set of acoustic Doppler current profiler (ADCP) measurements at USGS stream gauges. A data set of simulated widths, slopes, and heights from 19 rivers was used to evaluate the algorithms using a set of performance metrics. Results across the 19 rivers indicate an improvement in performance of BAM over previously tested methods and highlight a path forward in solving discharge estimation using solely satellite remote sensing.
Bayesian power spectrum inference with foreground and target contamination treatment
NASA Astrophysics Data System (ADS)
Jasche, J.; Lavaux, G.
2017-10-01
This work presents a joint and self-consistent Bayesian treatment of various foreground and target contaminations when inferring cosmological power spectra and three-dimensional density fields from galaxy redshift surveys. This is achieved by introducing additional block-sampling procedures for unknown coefficients of foreground and target contamination templates to the previously presented ARES framework for Bayesian large-scale structure analyses. As a result, the method infers jointly and fully self-consistently three-dimensional density fields, cosmological power spectra, luminosity-dependent galaxy biases, noise levels of the respective galaxy distributions, and coefficients for a set of a priori specified foreground templates. In addition, this fully Bayesian approach permits detailed quantification of correlated uncertainties amongst all inferred quantities and correctly marginalizes over observational systematic effects. We demonstrate the validity and efficiency of our approach in obtaining unbiased estimates of power spectra via applications to realistic mock galaxy observations that are subject to stellar contamination and dust extinction. While simultaneously accounting for galaxy biases and unknown noise levels, our method reliably and robustly infers three-dimensional density fields and corresponding cosmological power spectra from deep galaxy surveys. Furthermore, our approach correctly accounts for joint and correlated uncertainties between unknown coefficients of foreground templates and the amplitudes of the power spectrum. This effect amounts to correlations and anti-correlations of up to 10 per cent across wide ranges in Fourier space.
Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations
Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth
2016-01-01
Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173
Chong, Ka Chun; Zee, Benny Chung Ying; Wang, Maggie Haitian
2018-04-10
In an influenza pandemic, arrival times of cases are a proxy of the epidemic size and disease transmissibility. Because of intense surveillance of travelers from infected countries, detection is more rapid and complete than on local surveillance. Travel information can provide a more reliable estimation of transmission parameters. We developed an Approximate Bayesian Computation algorithm to estimate the basic reproduction number (R 0 ) in addition to the reporting rate and unobserved epidemic start time, utilizing travel, and routine surveillance data in an influenza pandemic. A simulation was conducted to assess the sampling uncertainty. The estimation approach was further applied to the 2009 influenza A/H1N1 pandemic in Mexico as a case study. In the simulations, we showed that the estimation approach was valid and reliable in different simulation settings. We also found estimates of R 0 and the reporting rate to be 1.37 (95% Credible Interval [CI]: 1.26-1.42) and 4.9% (95% CI: 0.1%-18%), respectively, in the 2009 influenza pandemic in Mexico, which were robust to variations in the fixed parameters. The estimated R 0 was consistent with that in the literature. This method is useful for officials to obtain reliable estimates of disease transmissibility for strategic planning. We suggest that improvements to the flow of reporting for confirmed cases among patients arriving at different countries are required. Copyright © 2018 Elsevier Ltd. All rights reserved.
Hoque, Yamen M; Tripathi, Shivam; Hantush, Mohamed M; Govindaraju, Rao S
2012-10-30
A method for assessment of watershed health is developed by employing measures of reliability, resilience and vulnerability (R-R-V) using stream water quality data. Observed water quality data are usually sparse, so that a water quality time-series is often reconstructed using surrogate variables (streamflow). A Bayesian algorithm based on relevance vector machine (RVM) was employed to quantify the error in the reconstructed series, and a probabilistic assessment of watershed status was conducted based on established thresholds for various constituents. As an application example, observed water quality data for several constituents at different monitoring points within the Cedar Creek watershed in north-east Indiana (USA) were utilized. Considering uncertainty in the data for the period 2002-2007, the R-R-V analysis revealed that the Cedar Creek watershed tends to be in compliance with respect to selected pesticides, ammonia and total phosphorus. However, the watershed was found to be prone to violations of sediment standards. Ignoring uncertainty in the water quality time-series led to misleading results especially in the case of sediments. Results indicate that the methods presented in this study may be used for assessing the effects of different stressors over a watershed. The method shows promise as a management tool for assessing watershed health. Copyright © 2012 Elsevier Ltd. All rights reserved.
A Comparison of Metamodeling Techniques via Numerical Experiments
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.
2016-01-01
This paper presents a comparative analysis of a few metamodeling techniques using numerical experiments for the single input-single output case. These experiments enable comparing the models' predictions with the phenomenon they are aiming to describe as more data is made available. These techniques include (i) prediction intervals associated with a least squares parameter estimate, (ii) Bayesian credible intervals, (iii) Gaussian process models, and (iv) interval predictor models. Aspects being compared are computational complexity, accuracy (i.e., the degree to which the resulting prediction conforms to the actual Data Generating Mechanism), reliability (i.e., the probability that new observations will fall inside the predicted interval), sensitivity to outliers, extrapolation properties, ease of use, and asymptotic behavior. The numerical experiments describe typical application scenarios that challenge the underlying assumptions supporting most metamodeling techniques.
Zhou, Yong; Mu, Haiying; Jiang, Jianjun; Zhang, Li
2012-01-01
Currently, there is a trend in nuclear power plants (NPPs) toward introducing digital and computer technologies into main control rooms (MCRs). Safe generation of electric power in NPPs requires reliable performance of cognitive tasks such as fault detection, diagnosis, and response planning. The digitalization of MCRs has dramatically changed the whole operating environment, and the ways operators interact with the plant systems. If the design and implementation of the digital technology is incompatible with operators' cognitive characteristics, it may have negative effects on operators' cognitive reliability. Firstly, on the basis of three essential prerequisites for successful cognitive tasks, a causal model is constructed to reveal the typical human performance issues arising from digitalization. The cognitive mechanisms which they impact cognitive reliability are analyzed in detail. Then, Bayesian inference is used to quantify and prioritize the influences of these factors. It suggests that interface management and unbalanced workload distribution have more significant impacts on operators' cognitive reliability.
The Bayesian approach to reporting GSR analysis results: some first-hand experiences
NASA Astrophysics Data System (ADS)
Charles, Sebastien; Nys, Bart
2010-06-01
The use of Bayesian principles in the reporting of forensic findings has been a matter of interest for some years. Recently, also the GSR community is gradually exploring the advantages of this method, or rather approach, for writing reports. Since last year, our GSR group is adapting reporting procedures to the use of Bayesian principles. The police and magistrates find the reports more directly accessible and useful in their part of the criminal investigation. In the lab we find that, through applying the Bayesian principles, unnecessary analyses can be eliminated and thus time can be freed on the instruments.
ERIC Educational Resources Information Center
Leventhal, Brian C.; Stone, Clement A.
2018-01-01
Interest in Bayesian analysis of item response theory (IRT) models has grown tremendously due to the appeal of the paradigm among psychometricians, advantages of these methods when analyzing complex models, and availability of general-purpose software. Possible models include models which reflect multidimensionality due to designed test structure,…
ERIC Educational Resources Information Center
Tsiouris, John; Mann, Rachel; Patti, Paul; Sturmey, Peter
2004-01-01
Clinicians need to know the likelihood of a condition given a positive or negative diagnostic test. In this study a Bayesian analysis of the Clinical Behavior Checklist for Persons with Intellectual Disabilities (CBCPID) to predict depression in people with intellectual disability was conducted. The CBCPID was administered to 92 adults with…
Bayesian analysis of heterogeneous treatment effects for patient-centered outcomes research.
Henderson, Nicholas C; Louis, Thomas A; Wang, Chenguang; Varadhan, Ravi
2016-01-01
Evaluation of heterogeneity of treatment effect (HTE) is an essential aspect of personalized medicine and patient-centered outcomes research. Our goal in this article is to promote the use of Bayesian methods for subgroup analysis and to lower the barriers to their implementation by describing the ways in which the companion software beanz can facilitate these types of analyses. To advance this goal, we describe several key Bayesian models for investigating HTE and outline the ways in which they are well-suited to address many of the commonly cited challenges in the study of HTE. Topics highlighted include shrinkage estimation, model choice, sensitivity analysis, and posterior predictive checking. A case study is presented in which we demonstrate the use of the methods discussed.
Enhancements of Bayesian Blocks; Application to Large Light Curve Databases
NASA Technical Reports Server (NTRS)
Scargle, Jeff
2015-01-01
Bayesian Blocks are optimal piecewise linear representations (step function fits) of light-curves. The simple algorithm implementing this idea, using dynamic programming, has been extended to include more data modes and fitness metrics, multivariate analysis, and data on the circle (Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations, Scargle, Norris, Jackson and Chiang 2013, ApJ, 764, 167), as well as new results on background subtraction and refinement of the procedure for precise timing of transient events in sparse data. Example demonstrations will include exploratory analysis of the Kepler light curve archive in a search for "star-tickling" signals from extraterrestrial civilizations. (The Cepheid Galactic Internet, Learned, Kudritzki, Pakvasa1, and Zee, 2008, arXiv: 0809.0339; Walkowicz et al., in progress).
NASA Astrophysics Data System (ADS)
Boluwade, Alaba; Zhao, K.-Y.; Stadnyk, T. A.; Rasmussen, P.
2018-01-01
This study presents a three-step validation technique to compare the performance of the Canadian Precipitation Analysis (CaPA) product relative to actual observation as a hydrologic forcing in regional watershed simulation. CaPA is an interpolated (6 h or 24 h accumulation) reanalysis precipitation product in near real time covering all of North America. The analysis procedure involves point-to-point (P2P) and map-to-map (M2M) comparisons, followed by proxy validation using an operational version of the WATFLOOD™ hydrologic model from 2002 to 2005 in the Lake Winnipeg Basin (LWB), Canada. The P2P technique using a Bayesian change point analysis shows that CaPA corresponds with actual observations (Canadian daily climate data, CDCD), on both an annual and seasonal basis. CaPA has the same spatial pattern, dependency and autocorrelation properties as CDCD pixel by pixel (M2M). When used as hydrologic forcing in WATFLOOD™, results indicate that CaPA is a reliable product for water resource modeling and predictions, but that the quality of CaPA data varies annually and seasonally, as does the quality of observations. CaPA proved most beneficial as a hydrologic forcing during winter seasons where observation quality is the lowest. Reanalysis products, such as CaPA, can be a reliable option in sparse network areas, and is beneficial for regional governments when the cost of new weather stations is prohibitive.
Carvalho, Pedro; Marques, Rui Cunha
2016-02-15
This study aims to search for economies of size and scope in the Portuguese water sector applying Bayesian and classical statistics to make inference in stochastic frontier analysis (SFA). This study proves the usefulness and advantages of the application of Bayesian statistics for making inference in SFA over traditional SFA which just uses classical statistics. The resulting Bayesian methods allow overcoming some problems that arise in the application of the traditional SFA, such as the bias in small samples and skewness of residuals. In the present case study of the water sector in Portugal, these Bayesian methods provide more plausible and acceptable results. Based on the results obtained we found that there are important economies of output density, economies of size, economies of vertical integration and economies of scope in the Portuguese water sector, pointing out to the huge advantages in undertaking mergers by joining the retail and wholesale components and by joining the drinking water and wastewater services. Copyright © 2015 Elsevier B.V. All rights reserved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sun, Yu; Hou, Zhangshuan; Huang, Maoyi
2013-12-10
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less
NASA Astrophysics Data System (ADS)
Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby
2013-12-01
This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.
A Bayesian-Based EDA Tool for Nano-circuits Reliability Calculations
NASA Astrophysics Data System (ADS)
Ibrahim, Walid; Beiu, Valeriu
As the sizes of (nano-)devices are aggressively scaled deep into the nanometer range, the design and manufacturing of future (nano-)circuits will become extremely complex and inevitably will introduce more defects while their functioning will be adversely affected by transient faults. Therefore, accurately calculating the reliability of future designs will become a very important aspect for (nano-)circuit designers as they investigate several design alternatives to optimize the trade-offs between the conflicting metrics of area-power-energy-delay versus reliability. This paper introduces a novel generic technique for the accurate calculation of the reliability of future nano-circuits. Our aim is to provide both educational and research institutions (as well as the semiconductor industry at a later stage) with an accurate and easy to use tool for closely comparing the reliability of different design alternatives, and for being able to easily select the design that best fits a set of given (design) constraints. Moreover, the reliability model generated by the tool should empower designers with the unique opportunity of understanding the influence individual gates play on the design’s overall reliability, and identifying those (few) gates which impact the design’s reliability most significantly.
Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon
2017-12-01
Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.
Bayesian Group Bridge for Bi-level Variable Selection.
Mallick, Himel; Yi, Nengjun
2017-06-01
A Bayesian bi-level variable selection method (BAGB: Bayesian Analysis of Group Bridge) is developed for regularized regression and classification. This new development is motivated by grouped data, where generic variables can be divided into multiple groups, with variables in the same group being mechanistically related or statistically correlated. As an alternative to frequentist group variable selection methods, BAGB incorporates structural information among predictors through a group-wise shrinkage prior. Posterior computation proceeds via an efficient MCMC algorithm. In addition to the usual ease-of-interpretation of hierarchical linear models, the Bayesian formulation produces valid standard errors, a feature that is notably absent in the frequentist framework. Empirical evidence of the attractiveness of the method is illustrated by extensive Monte Carlo simulations and real data analysis. Finally, several extensions of this new approach are presented, providing a unified framework for bi-level variable selection in general models with flexible penalties.
Bayesian analysis of CCDM models
NASA Astrophysics Data System (ADS)
Jesus, J. F.; Valentim, R.; Andrade-Oliveira, F.
2017-09-01
Creation of Cold Dark Matter (CCDM), in the context of Einstein Field Equations, produces a negative pressure term which can be used to explain the accelerated expansion of the Universe. In this work we tested six different spatially flat models for matter creation using statistical criteria, in light of SNe Ia data: Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and Bayesian Evidence (BE). These criteria allow to compare models considering goodness of fit and number of free parameters, penalizing excess of complexity. We find that JO model is slightly favoured over LJO/ΛCDM model, however, neither of these, nor Γ = 3αH0 model can be discarded from the current analysis. Three other scenarios are discarded either because poor fitting or because of the excess of free parameters. A method of increasing Bayesian evidence through reparameterization in order to reducing parameter degeneracy is also developed.
Iocca, Oreste; Farcomeni, Alessio; Pardiñas Lopez, Simon; Talib, Huzefa S
2017-01-01
To conduct a traditional meta-analysis and a Bayesian Network meta-analysis to synthesize the information coming from randomized controlled trials on different socket grafting materials and combine the resulting indirect evidence in order to make inferences on treatments that have not been compared directly. RCTs were identified for inclusion in the systematic review and subsequent statistical analysis. Bone height and width remodelling were selected as the chosen summary measures for comparison. First, a series of pairwise meta-analyses were performed and overall mean difference (MD) in mm with 95% CI was calculated between grafted versus non-grafted sockets. Then, a Bayesian Network meta-analysis was performed to draw indirect conclusions on which grafting materials can be considered most likely the best compared to the others. From the six included studies, seven comparisons were obtained. Traditional meta-analysis showed statistically significant results in favour of grafting the socket compared to no-graft both for height (MD 1.02, 95% CI 0.44-1.59, p value < 0.001) than for width (MD 1.52 95% CI 1.18-1.86, p value <0.000001) remodelling. Bayesian Network meta-analysis allowed to obtain a rank of intervention efficacy. On the basis of the results of the present analysis, socket grafting seems to be more favourable than unassisted socket healing. Moreover, Bayesian Network meta-analysis indicates that freeze-dried bone graft plus membrane is the most likely effective in the reduction of bone height remodelling. Autologous bone marrow resulted the most likely effective when width remodelling was considered. Studies with larger samples and less risk of bias should be conducted in the future in order to further strengthen the results of this analysis. © 2016 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.
Browne, Erica N; Rathinam, Sivakumar R; Kanakath, Anuradha; Thundikandy, Radhika; Babu, Manohar; Lietman, Thomas M; Acharya, Nisha R
2017-02-01
To conduct a Bayesian analysis of a randomized clinical trial (RCT) for non-infectious uveitis using expert opinion as a subjective prior belief. A RCT was conducted to determine which antimetabolite, methotrexate or mycophenolate mofetil, is more effective as an initial corticosteroid-sparing agent for the treatment of intermediate, posterior, and pan-uveitis. Before the release of trial results, expert opinion on the relative effectiveness of these two medications was collected via online survey. Members of the American Uveitis Society executive committee were invited to provide an estimate for the relative decrease in efficacy with a 95% credible interval (CrI). A prior probability distribution was created from experts' estimates. A Bayesian analysis was performed using the constructed expert prior probability distribution and the trial's primary outcome. A total of 11 of the 12 invited uveitis specialists provided estimates. Eight of 11 experts (73%) believed mycophenolate mofetil is more effective. The group prior belief was that the odds of treatment success for patients taking mycophenolate mofetil were 1.4-fold the odds of those taking methotrexate (95% CrI 0.03-45.0). The odds of treatment success with mycophenolate mofetil compared to methotrexate was 0.4 from the RCT (95% confidence interval 0.1-1.2) and 0.7 (95% CrI 0.2-1.7) from the Bayesian analysis. A Bayesian analysis combining expert belief with the trial's result did not indicate preference for one drug. However, the wide credible interval leaves open the possibility of a substantial treatment effect. This suggests clinical equipoise necessary to allow a larger, more definitive RCT.
Bayesian Correlation Analysis for Sequence Count Data
Lau, Nelson; Perkins, Theodore J.
2016-01-01
Evaluating the similarity of different measured variables is a fundamental task of statistics, and a key part of many bioinformatics algorithms. Here we propose a Bayesian scheme for estimating the correlation between different entities’ measurements based on high-throughput sequencing data. These entities could be different genes or miRNAs whose expression is measured by RNA-seq, different transcription factors or histone marks whose expression is measured by ChIP-seq, or even combinations of different types of entities. Our Bayesian formulation accounts for both measured signal levels and uncertainty in those levels, due to varying sequencing depth in different experiments and to varying absolute levels of individual entities, both of which affect the precision of the measurements. In comparison with a traditional Pearson correlation analysis, we show that our Bayesian correlation analysis retains high correlations when measurement confidence is high, but suppresses correlations when measurement confidence is low—especially for entities with low signal levels. In addition, we consider the influence of priors on the Bayesian correlation estimate. Perhaps surprisingly, we show that naive, uniform priors on entities’ signal levels can lead to highly biased correlation estimates, particularly when different experiments have widely varying sequencing depths. However, we propose two alternative priors that provably mitigate this problem. We also prove that, like traditional Pearson correlation, our Bayesian correlation calculation constitutes a kernel in the machine learning sense, and thus can be used as a similarity measure in any kernel-based machine learning algorithm. We demonstrate our approach on two RNA-seq datasets and one miRNA-seq dataset. PMID:27701449
Online Variational Bayesian Filtering-Based Mobile Target Tracking in Wireless Sensor Networks
Zhou, Bingpeng; Chen, Qingchun; Li, Tiffany Jing; Xiao, Pei
2014-01-01
The received signal strength (RSS)-based online tracking for a mobile node in wireless sensor networks (WSNs) is investigated in this paper. Firstly, a multi-layer dynamic Bayesian network (MDBN) is introduced to characterize the target mobility with either directional or undirected movement. In particular, it is proposed to employ the Wishart distribution to approximate the time-varying RSS measurement precision's randomness due to the target movement. It is shown that the proposed MDBN offers a more general analysis model via incorporating the underlying statistical information of both the target movement and observations, which can be utilized to improve the online tracking capability by exploiting the Bayesian statistics. Secondly, based on the MDBN model, a mean-field variational Bayesian filtering (VBF) algorithm is developed to realize the online tracking of a mobile target in the presence of nonlinear observations and time-varying RSS precision, wherein the traditional Bayesian filtering scheme cannot be directly employed. Thirdly, a joint optimization between the real-time velocity and its prior expectation is proposed to enable online velocity tracking in the proposed online tacking scheme. Finally, the associated Bayesian Cramer–Rao Lower Bound (BCRLB) analysis and numerical simulations are conducted. Our analysis unveils that, by exploiting the potential state information via the general MDBN model, the proposed VBF algorithm provides a promising solution to the online tracking of a mobile node in WSNs. In addition, it is shown that the final tracking accuracy linearly scales with its expectation when the RSS measurement precision is time-varying. PMID:25393784
Model-based Bayesian inference for ROC data analysis
NASA Astrophysics Data System (ADS)
Lei, Tianhu; Bae, K. Ty
2013-03-01
This paper presents a study of model-based Bayesian inference to Receiver Operating Characteristics (ROC) data. The model is a simple version of general non-linear regression model. Different from Dorfman model, it uses a probit link function with a covariate variable having zero-one two values to express binormal distributions in a single formula. Model also includes a scale parameter. Bayesian inference is implemented by Markov Chain Monte Carlo (MCMC) method carried out by Bayesian analysis Using Gibbs Sampling (BUGS). Contrast to the classical statistical theory, Bayesian approach considers model parameters as random variables characterized by prior distributions. With substantial amount of simulated samples generated by sampling algorithm, posterior distributions of parameters as well as parameters themselves can be accurately estimated. MCMC-based BUGS adopts Adaptive Rejection Sampling (ARS) protocol which requires the probability density function (pdf) which samples are drawing from be log concave with respect to the targeted parameters. Our study corrects a common misconception and proves that pdf of this regression model is log concave with respect to its scale parameter. Therefore, ARS's requirement is satisfied and a Gaussian prior which is conjugate and possesses many analytic and computational advantages is assigned to the scale parameter. A cohort of 20 simulated data sets and 20 simulations from each data set are used in our study. Output analysis and convergence diagnostics for MCMC method are assessed by CODA package. Models and methods by using continuous Gaussian prior and discrete categorical prior are compared. Intensive simulations and performance measures are given to illustrate our practice in the framework of model-based Bayesian inference using MCMC method.
Rabelo, Cleverton Correa; Feres, Magda; Gonçalves, Cristiane; Figueiredo, Luciene C; Faveri, Marcelo; Tu, Yu-Kang; Chambrone, Leandro
2015-07-01
The aim of this study was to assess the effect of systemic antibiotic therapy on the treatment of aggressive periodontitis (AgP). This study was conducted and reported in accordance with the PRISMA statement. The MEDLINE, EMBASE and CENTRAL databases were searched up to June 2014 for randomized clinical trials comparing the treatment of subjects with AgP with either scaling and root planing (SRP) alone or associated with systemic antibiotics. Bayesian network meta-analysis was prepared using the Bayesian random-effects hierarchical models and the outcomes reported at 6-month post-treatment. Out of 350 papers identified, 14 studies were eligible. Greater gain in clinical attachment (CA) (mean difference [MD]: 1.08 mm; p < 0.0001) and reduction in probing depth (PD) (MD: 1.05 mm; p < 0.00001) were observed for SRP + metronidazole (Mtz), and for SRP + Mtz + amoxicillin (Amx) (MD: 0.45 mm, MD: 0.53 mm, respectively; p < 0.00001) than SRP alone/placebo. Bayesian network meta-analysis showed additional benefits in CA gain and PD reduction when SRP was associated with systemic antibiotics. SRP plus systemic antibiotics led to an additional clinical effect compared with SRP alone in the treatment of AgP. Of the antibiotic protocols available for inclusion into the Bayesian network meta-analysis, Mtz and Mtz/Amx provided to the most beneficial outcomes. © 2015 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.
Bayesian model reduction and empirical Bayes for group (DCM) studies.
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. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.
Bayesian Cherry Picking Revisited
NASA Astrophysics Data System (ADS)
Garrett, Anthony J. M.; Prozesky, Victor M.; Padayachee, J.
2004-04-01
Tins are marketed as containing nine cherries. To fill the tins, cherries are fed into a drum containing twelve holes through which air is sucked; either zero, one or two cherries stick in each hole. Dielectric measurements are then made on each hole. Three outcomes are distinguished: empty hole (which is reliable); one cherry (which indicates one cherry with high probability, or two cherries with a complementary low probability known from calibration); or an uncertain number (which also indicates one cherry or two, with known probabilities that are quite similar). A choice can be made from which holes simultaneously to discharge contents into the tin. The sum and product rules of probability are applied in a Bayesian manner to find the distribution for the number of cherries in the tin. Based on this distribution, ways are discussed to optimise the number to nine cherries.
Maritime Transportation Risk Assessment of Tianjin Port with Bayesian Belief Networks.
Zhang, Jinfen; Teixeira, Ângelo P; Guedes Soares, C; Yan, Xinping; Liu, Kezhong
2016-06-01
This article develops a Bayesian belief network model for the prediction of accident consequences in the Tianjin port. The study starts with a statistical analysis of historical accident data of six years from 2008 to 2013. Then a Bayesian belief network is constructed to express the dependencies between the indicator variables and accident consequences. The statistics and expert knowledge are synthesized in the Bayesian belief network model to obtain the probability distribution of the consequences. By a sensitivity analysis, several indicator variables that have influence on the consequences are identified, including navigational area, ship type and time of the day. The results indicate that the consequences are most sensitive to the position where the accidents occurred, followed by time of day and ship length. The results also reflect that the navigational risk of the Tianjin port is at the acceptable level, despite that there is more room of improvement. These results can be used by the Maritime Safety Administration to take effective measures to enhance maritime safety in the Tianjin port. © 2016 Society for Risk Analysis.
Risk Assessment for Mobile Systems Through a Multilayered Hierarchical Bayesian Network.
Li, Shancang; Tryfonas, Theo; Russell, Gordon; Andriotis, Panagiotis
2016-08-01
Mobile systems are facing a number of application vulnerabilities that can be combined together and utilized to penetrate systems with devastating impact. When assessing the overall security of a mobile system, it is important to assess the security risks posed by each mobile applications (apps), thus gaining a stronger understanding of any vulnerabilities present. This paper aims at developing a three-layer framework that assesses the potential risks which apps introduce within the Android mobile systems. A Bayesian risk graphical model is proposed to evaluate risk propagation in a layered risk architecture. By integrating static analysis, dynamic analysis, and behavior analysis in a hierarchical framework, the risks and their propagation through each layer are well modeled by the Bayesian risk graph, which can quantitatively analyze risks faced to both apps and mobile systems. The proposed hierarchical Bayesian risk graph model offers a novel way to investigate the security risks in mobile environment and enables users and administrators to evaluate the potential risks. This strategy allows to strengthen both app security as well as the security of the entire system.
Embedding the results of focussed Bayesian fusion into a global context
NASA Astrophysics Data System (ADS)
Sander, Jennifer; Heizmann, Michael
2014-05-01
Bayesian statistics offers a well-founded and powerful fusion methodology also for the fusion of heterogeneous information sources. However, except in special cases, the needed posterior distribution is not analytically derivable. As consequence, Bayesian fusion may cause unacceptably high computational and storage costs in practice. Local Bayesian fusion approaches aim at reducing the complexity of the Bayesian fusion methodology significantly. This is done by concentrating the actual Bayesian fusion on the potentially most task relevant parts of the domain of the Properties of Interest. Our research on these approaches is motivated by an analogy to criminal investigations where criminalists pursue clues also only locally. This publication follows previous publications on a special local Bayesian fusion technique called focussed Bayesian fusion. Here, the actual calculation of the posterior distribution gets completely restricted to a suitably chosen local context. By this, the global posterior distribution is not completely determined. Strategies for using the results of a focussed Bayesian analysis appropriately are needed. In this publication, we primarily contrast different ways of embedding the results of focussed Bayesian fusion explicitly into a global context. To obtain a unique global posterior distribution, we analyze the application of the Maximum Entropy Principle that has been shown to be successfully applicable in metrology and in different other areas. To address the special need for making further decisions subsequently to the actual fusion task, we further analyze criteria for decision making under partial information.
Bayesian operational modal analysis of Jiangyin Yangtze River Bridge
NASA Astrophysics Data System (ADS)
Brownjohn, James Mark William; Au, Siu-Kui; Zhu, Yichen; Sun, Zhen; Li, Binbin; Bassitt, James; Hudson, Emma; Sun, Hongbin
2018-09-01
Vibration testing of long span bridges is becoming a commissioning requirement, yet such exercises represent the extreme of experimental capability, with challenges for instrumentation (due to frequency range, resolution and km-order separation of sensor) and system identification (because of the extreme low frequencies). The challenge with instrumentation for modal analysis is managing synchronous data acquisition from sensors distributed widely apart inside and outside the structure. The ideal solution is precisely synchronised autonomous recorders that do not need cables, GPS or wireless communication. The challenge with system identification is to maximise the reliability of modal parameters through experimental design and subsequently to identify the parameters in terms of mean values and standard errors. The challenge is particularly severe for modes with low frequency and damping typical of long span bridges. One solution is to apply 'third generation' operational modal analysis procedures using Bayesian approaches in both the planning and analysis stages. The paper presents an exercise on the Jiangyin Yangtze River Bridge, a suspension bridge with a 1385 m main span. The exercise comprised planning of a test campaign to optimise the reliability of operational modal analysis, the deployment of a set of independent data acquisition units synchronised using precision oven controlled crystal oscillators and the subsequent identification of a set of modal parameters in terms of mean and variance errors. Although the bridge has had structural health monitoring technology installed since it was completed, this was the first full modal survey, aimed at identifying important features of the modal behaviour rather than providing fine resolution of mode shapes through the whole structure. Therefore, measurements were made in only the (south) tower, while torsional behaviour was identified by a single measurement using a pair of recorders across the carriageway. The modal survey revealed a first lateral symmetric mode with natural frequency 0.0536 Hz with standard error ±3.6% and damping ratio 4.4% with standard error ±88%. First vertical mode is antisymmetric with frequency 0.11 Hz ± 1.2% and damping ratio 4.9% ± 41%. A significant and novel element of the exercise was planning of the measurement setups and their necessary duration linked to prior estimation of the precision of the frequency and damping estimates. The second novelty is the use of the multi-sensor precision synchronised acquisition without external time reference on a structure of this scale. The challenges of ambient vibration testing and modal identification in a complex environment are addressed leveraging on advances in practical implementation and scientific understanding of the problem.
Phylogeny of sipunculan worms: A combined analysis of four gene regions and morphology.
Schulze, Anja; Cutler, Edward B; Giribet, Gonzalo
2007-01-01
The intra-phyletic relationships of sipunculan worms were analyzed based on DNA sequence data from four gene regions and 58 morphological characters. Initially we analyzed the data under direct optimization using parsimony as optimality criterion. An implied alignment resulting from the direct optimization analysis was subsequently utilized to perform a Bayesian analysis with mixed models for the different data partitions. For this we applied a doublet model for the stem regions of the 18S rRNA. Both analyses support monophyly of Sipuncula and most of the same clades within the phylum. The analyses differ with respect to the relationships among the major groups but whereas the deep nodes in the direct optimization analysis generally show low jackknife support, they are supported by 100% posterior probability in the Bayesian analysis. Direct optimization has been useful for handling sequences of unequal length and generating conservative phylogenetic hypotheses whereas the Bayesian analysis under mixed models provided high resolution in the basal nodes of the tree.
Bayesian models: A statistical primer for ecologists
Hobbs, N. Thompson; Hooten, Mevin B.
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models
Bayesian approach to the analysis of neutron Brillouin scattering data on liquid metals
NASA Astrophysics Data System (ADS)
De Francesco, A.; Guarini, E.; Bafile, U.; Formisano, F.; Scaccia, L.
2016-08-01
When the dynamics of liquids and disordered systems at mesoscopic level is investigated by means of inelastic scattering (e.g., neutron or x ray), spectra are often characterized by a poor definition of the excitation lines and spectroscopic features in general and one important issue is to establish how many of these lines need to be included in the modeling function and to estimate their parameters. Furthermore, when strongly damped excitations are present, commonly used and widespread fitting algorithms are particularly affected by the choice of initial values of the parameters. An inadequate choice may lead to an inefficient exploration of the parameter space, resulting in the algorithm getting stuck in a local minimum. In this paper, we present a Bayesian approach to the analysis of neutron Brillouin scattering data in which the number of excitation lines is treated as unknown and estimated along with the other model parameters. We propose a joint estimation procedure based on a reversible-jump Markov chain Monte Carlo algorithm, which efficiently explores the parameter space, producing a probabilistic measure to quantify the uncertainty on the number of excitation lines as well as reliable parameter estimates. The method proposed could turn out of great importance in extracting physical information from experimental data, especially when the detection of spectral features is complicated not only because of the properties of the sample, but also because of the limited instrumental resolution and count statistics. The approach is tested on generated data set and then applied to real experimental spectra of neutron Brillouin scattering from a liquid metal, previously analyzed in a more traditional way.
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…
Deep Learning Neural Networks and Bayesian Neural Networks in Data Analysis
NASA Astrophysics Data System (ADS)
Chernoded, Andrey; Dudko, Lev; Myagkov, Igor; Volkov, Petr
2017-10-01
Most of the modern analyses in high energy physics use signal-versus-background classification techniques of machine learning methods and neural networks in particular. Deep learning neural network is the most promising modern technique to separate signal and background and now days can be widely and successfully implemented as a part of physical analysis. In this article we compare Deep learning and Bayesian neural networks application as a classifiers in an instance of top quark analysis.
A Bayesian test for Hardy–Weinberg equilibrium of biallelic X-chromosomal markers
Puig, X; Ginebra, J; Graffelman, J
2017-01-01
The X chromosome is a relatively large chromosome, harboring a lot of genetic information. Much of the statistical analysis of X-chromosomal information is complicated by the fact that males only have one copy. Recently, frequentist statistical tests for Hardy–Weinberg equilibrium have been proposed specifically for dealing with markers on the X chromosome. Bayesian test procedures for Hardy–Weinberg equilibrium for the autosomes have been described, but Bayesian work on the X chromosome in this context is lacking. This paper gives the first Bayesian approach for testing Hardy–Weinberg equilibrium with biallelic markers at the X chromosome. Marginal and joint posterior distributions for the inbreeding coefficient in females and the male to female allele frequency ratio are computed, and used for statistical inference. The paper gives a detailed account of the proposed Bayesian test, and illustrates it with data from the 1000 Genomes project. In that implementation, a novel approach to tackle multiple testing from a Bayesian perspective through posterior predictive checks is used. PMID:28900292
Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models
NASA Astrophysics Data System (ADS)
Ardani, S.; Kaihatu, J. M.
2012-12-01
Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC
Automated Bayesian model development for frequency detection in biological time series.
Granqvist, Emma; Oldroyd, Giles E D; Morris, Richard J
2011-06-24
A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time series often deviate significantly from the requirements of optimality for Fourier transformation. In this paper we present an alternative approach based on Bayesian inference. We show the value of placing spectral analysis in the framework of Bayesian inference and demonstrate how model comparison can automate this procedure.
Automated Bayesian model development for frequency detection in biological time series
2011-01-01
Background A first step in building a mathematical model of a biological system is often the analysis of the temporal behaviour of key quantities. Mathematical relationships between the time and frequency domain, such as Fourier Transforms and wavelets, are commonly used to extract information about the underlying signal from a given time series. This one-to-one mapping from time points to frequencies inherently assumes that both domains contain the complete knowledge of the system. However, for truncated, noisy time series with background trends this unique mapping breaks down and the question reduces to an inference problem of identifying the most probable frequencies. Results In this paper we build on the method of Bayesian Spectrum Analysis and demonstrate its advantages over conventional methods by applying it to a number of test cases, including two types of biological time series. Firstly, oscillations of calcium in plant root cells in response to microbial symbionts are non-stationary and noisy, posing challenges to data analysis. Secondly, circadian rhythms in gene expression measured over only two cycles highlights the problem of time series with limited length. The results show that the Bayesian frequency detection approach can provide useful results in specific areas where Fourier analysis can be uninformative or misleading. We demonstrate further benefits of the Bayesian approach for time series analysis, such as direct comparison of different hypotheses, inherent estimation of noise levels and parameter precision, and a flexible framework for modelling the data without pre-processing. Conclusions Modelling in systems biology often builds on the study of time-dependent phenomena. Fourier Transforms are a convenient tool for analysing the frequency domain of time series. However, there are well-known limitations of this method, such as the introduction of spurious frequencies when handling short and noisy time series, and the requirement for uniformly sampled data. Biological time series often deviate significantly from the requirements of optimality for Fourier transformation. In this paper we present an alternative approach based on Bayesian inference. We show the value of placing spectral analysis in the framework of Bayesian inference and demonstrate how model comparison can automate this procedure. PMID:21702910
NASA Astrophysics Data System (ADS)
Mustać, Marija; Tkalčić, Hrvoje; Burky, Alexander L.
2018-01-01
Moment tensor (MT) inversion studies of events in The Geysers geothermal field mostly focused on microseismicity and found a large number of earthquakes with significant non-double-couple (non-DC) seismic radiation. Here we concentrate on the largest events in the area in recent years using a hierarchical Bayesian MT inversion. Initially, we show that the non-DC components of the MT can be reliably retrieved using regional waveform data from a small number of stations. Subsequently, we present results for a number of events and show that accounting for noise correlations can lead to retrieval of a lower isotropic (ISO) component and significantly different focal mechanisms. We compute the Bayesian evidence to compare solutions obtained with different assumptions of the noise covariance matrix. Although a diagonal covariance matrix produces a better waveform fit, inversions that account for noise correlations via an empirically estimated noise covariance matrix account for interdependences of data errors and are preferred from a Bayesian point of view. This implies that improper treatment of data noise in waveform inversions can result in fitting the noise and misinterpreting the non-DC components. Finally, one of the analyzed events is characterized as predominantly DC, while the others still have significant non-DC components, probably as a result of crack opening, which is a reasonable hypothesis for The Geysers geothermal field geological setting.
Online estimation of lithium-ion battery capacity using sparse Bayesian learning
NASA Astrophysics Data System (ADS)
Hu, Chao; Jain, Gaurav; Schmidt, Craig; Strief, Carrie; Sullivan, Melani
2015-09-01
Lithium-ion (Li-ion) rechargeable batteries are used as one of the major energy storage components for implantable medical devices. Reliability of Li-ion batteries used in these devices has been recognized as of high importance from a broad range of stakeholders, including medical device manufacturers, regulatory agencies, patients and physicians. To ensure a Li-ion battery operates reliably, it is important to develop health monitoring techniques that accurately estimate the capacity of the battery throughout its life-time. This paper presents a sparse Bayesian learning method that utilizes the charge voltage and current measurements to estimate the capacity of a Li-ion battery used in an implantable medical device. Relevance Vector Machine (RVM) is employed as a probabilistic kernel regression method to learn the complex dependency of the battery capacity on the characteristic features that are extracted from the charge voltage and current measurements. Owing to the sparsity property of RVM, the proposed method generates a reduced-scale regression model that consumes only a small fraction of the CPU time required by a full-scale model, which makes online capacity estimation computationally efficient. 10 years' continuous cycling data and post-explant cycling data obtained from Li-ion prismatic cells are used to verify the performance of the proposed method.
Bayesian ensemble refinement by replica simulations and reweighting.
Hummer, Gerhard; Köfinger, Jürgen
2015-12-28
We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.
Bayesian ensemble refinement by replica simulations and reweighting
NASA Astrophysics Data System (ADS)
Hummer, Gerhard; Köfinger, Jürgen
2015-12-01
We describe different Bayesian ensemble refinement methods, examine their interrelation, and discuss their practical application. With ensemble refinement, the properties of dynamic and partially disordered (bio)molecular structures can be characterized by integrating a wide range of experimental data, including measurements of ensemble-averaged observables. We start from a Bayesian formulation in which the posterior is a functional that ranks different configuration space distributions. By maximizing this posterior, we derive an optimal Bayesian ensemble distribution. For discrete configurations, this optimal distribution is identical to that obtained by the maximum entropy "ensemble refinement of SAXS" (EROS) formulation. Bayesian replica ensemble refinement enhances the sampling of relevant configurations by imposing restraints on averages of observables in coupled replica molecular dynamics simulations. We show that the strength of the restraints should scale linearly with the number of replicas to ensure convergence to the optimal Bayesian result in the limit of infinitely many replicas. In the "Bayesian inference of ensembles" method, we combine the replica and EROS approaches to accelerate the convergence. An adaptive algorithm can be used to sample directly from the optimal ensemble, without replicas. We discuss the incorporation of single-molecule measurements and dynamic observables such as relaxation parameters. The theoretical analysis of different Bayesian ensemble refinement approaches provides a basis for practical applications and a starting point for further investigations.
NASA Astrophysics Data System (ADS)
Schepen, Andrew; Zhao, Tongtiegang; Wang, Quan J.; Robertson, David E.
2018-03-01
Rainfall forecasts are an integral part of hydrological forecasting systems at sub-seasonal to seasonal timescales. In seasonal forecasting, global climate models (GCMs) are now the go-to source for rainfall forecasts. For hydrological applications however, GCM forecasts are often biased and unreliable in uncertainty spread, and calibration is therefore required before use. There are sophisticated statistical techniques for calibrating monthly and seasonal aggregations of the forecasts. However, calibration of seasonal forecasts at the daily time step typically uses very simple statistical methods or climate analogue methods. These methods generally lack the sophistication to achieve unbiased, reliable and coherent forecasts of daily amounts and seasonal accumulated totals. In this study, we propose and evaluate a Rainfall Post-Processing method for Seasonal forecasts (RPP-S), which is based on the Bayesian joint probability modelling approach for calibrating daily forecasts and the Schaake Shuffle for connecting the daily ensemble members of different lead times. We apply the method to post-process ACCESS-S forecasts for 12 perennial and ephemeral catchments across Australia and for 12 initialisation dates. RPP-S significantly reduces bias in raw forecasts and improves both skill and reliability. RPP-S forecasts are also more skilful and reliable than forecasts derived from ACCESS-S forecasts that have been post-processed using quantile mapping, especially for monthly and seasonal accumulations. Several opportunities to improve the robustness and skill of RPP-S are identified. The new RPP-S post-processed forecasts will be used in ensemble sub-seasonal to seasonal streamflow applications.
NASA Astrophysics Data System (ADS)
Chakraborty, A.; Goto, H.
2017-12-01
The 2011 off the Pacific coast of Tohoku earthquake caused severe damage in many areas further inside the mainland because of site-amplification. Furukawa district in Miyagi Prefecture, Japan recorded significant spatial differences in ground motion even at sub-kilometer scales. The site responses in the damage zone far exceeded the levels in the hazard maps. A reason why the mismatch occurred is that mapping follow only the mean value at the measurement locations with no regard to the data uncertainties and thus are not always reliable. Our research objective is to develop a methodology to incorporate data uncertainties in mapping and propose a reliable map. The methodology is based on a hierarchical Bayesian modeling of normally-distributed site responses in space where the mean (μ), site-specific variance (σ2) and between-sites variance(s2) parameters are treated as unknowns with a prior distribution. The observation data is artificially created site responses with varying means and variances for 150 seismic events across 50 locations in one-dimensional space. Spatially auto-correlated random effects were added to the mean (μ) using a conditionally autoregressive (CAR) prior. The inferences on the unknown parameters are done using Markov Chain Monte Carlo methods from the posterior distribution. The goal is to find reliable estimates of μ sensitive to uncertainties. During initial trials, we observed that the tau (=1/s2) parameter of CAR prior controls the μ estimation. Using a constraint, s = 1/(k×σ), five spatial models with varying k-values were created. We define reliability to be measured by the model likelihood and propose the maximum likelihood model to be highly reliable. The model with maximum likelihood was selected using a 5-fold cross-validation technique. The results show that the maximum likelihood model (μ*) follows the site-specific mean at low uncertainties and converges to the model-mean at higher uncertainties (Fig.1). This result is highly significant as it successfully incorporates the effect of data uncertainties in mapping. This novel approach can be applied to any research field using mapping techniques. The methodology is now being applied to real records from a very dense seismic network in Furukawa district, Miyagi Prefecture, Japan to generate a reliable map of the site responses.
NASA Astrophysics Data System (ADS)
Costa, Veber; Fernandes, Wilson
2017-11-01
Extreme flood estimation has been a key research topic in hydrological sciences. Reliable estimates of such events are necessary as structures for flood conveyance are continuously evolving in size and complexity and, as a result, their failure-associated hazards become more and more pronounced. Due to this fact, several estimation techniques intended to improve flood frequency analysis and reducing uncertainty in extreme quantile estimation have been addressed in the literature in the last decades. In this paper, we develop a Bayesian framework for the indirect estimation of extreme flood quantiles from rainfall-runoff models. In the proposed approach, an ensemble of long daily rainfall series is simulated with a stochastic generator, which models extreme rainfall amounts with an upper-bounded distribution function, namely, the 4-parameter lognormal model. The rationale behind the generation model is that physical limits for rainfall amounts, and consequently for floods, exist and, by imposing an appropriate upper bound for the probabilistic model, more plausible estimates can be obtained for those rainfall quantiles with very low exceedance probabilities. Daily rainfall time series are converted into streamflows by routing each realization of the synthetic ensemble through a conceptual hydrologic model, the Rio Grande rainfall-runoff model. Calibration of parameters is performed through a nonlinear regression model, by means of the specification of a statistical model for the residuals that is able to accommodate autocorrelation, heteroscedasticity and nonnormality. By combining the outlined steps in a Bayesian structure of analysis, one is able to properly summarize the resulting uncertainty and estimating more accurate credible intervals for a set of flood quantiles of interest. The method for extreme flood indirect estimation was applied to the American river catchment, at the Folsom dam, in the state of California, USA. Results show that most floods, including exceptionally large non-systematic events, were reasonably estimated with the proposed approach. In addition, by accounting for uncertainties in each modeling step, one is able to obtain a better understanding of the influential factors in large flood formation dynamics.
Resonance Raman spectroscopy for human cancer detection of key molecules with clinical diagnosis
NASA Astrophysics Data System (ADS)
Zhou, Yan; Liu, Cheng-hui; Li, Jiyou; Zhou, Lixin; He, Jingsheng; Sun, Yi; Pu, Yang; Zhu, Ke; Liu, Yulong; Li, Qingbo; Cheng, Gangge; Alfano, Robert R.
2013-03-01
Resonance Raman (RR) has the potential to reveal the differences between cancerous and normal breast and brain tissues in vitro. This differences caused by the changes of specific biomolecules in the tissues were displayed in resonance enhanced of vibrational fingerprints. It observed that the changes of reduced collagen contents and the number of methyl may show the sub-methylation of DNA in cancer cells. Statistical theoretical models of Bayesian, principal component analysis (PCA) and support vector machine (SVM) were used for distinguishing cancer from normal based on the RR spectral data of breast and meninges tissues yielding the diagnostic sensitivity of 80% and 90.9%, and specificity of 100% and 100%, respectively. The results demonstrated that the RR spectroscopic technique could be applied as clinical optical pathology tool with a high accuracy and reliability.
NASA Astrophysics Data System (ADS)
Verzichelli, Gianluca
2016-08-01
An Availability Stochastic Model for the E-ELT has been developed in GeNIE. The latter is a Graphical User Interface (GUI) for the Structural Modeling, Inference, and Learning Engine (SMILE), originally distributed by the Decision Systems Laboratory from the University of Pittsburgh, and now being a product of Bayes Fusion, LLC. The E-ELT will be the largest optical/near-infrared telescope in the world. Its design comprises an Alt-Azimuth mount reflecting telescope with a 39-metre-diameter segmented primary mirror, a 4-metre-diameter secondary mirror, a 3.75-metre-diameter tertiary mirror, adaptive optics and multiple instruments. This paper highlights how a Model has been developed for an earlier on assessment of the Telescope Avail- ability. It also describes the modular structure and the underlying assumptions that have been adopted for developing the model and demonstrates the integration of FMEA, Influence Diagram and Bayesian Network elements. These have been considered for a better characterization of the Model inputs and outputs and for taking into account Degraded-based Reliability (DBR). Lastly, it provides an overview of how the information and knowledge captured in the model may be used for an earlier on definition of the Failure, Detection, Isolation and Recovery (FDIR) Control Strategy and the Telescope Minimum Master Equipment List (T-MMEL).
Comparing flood loss models of different complexity
NASA Astrophysics Data System (ADS)
Schröter, Kai; Kreibich, Heidi; Vogel, Kristin; Riggelsen, Carsten; Scherbaum, Frank; Merz, Bruno
2013-04-01
Any deliberation on flood risk requires the consideration of potential flood losses. In particular, reliable flood loss models are needed to evaluate cost-effectiveness of mitigation measures, to assess vulnerability, for comparative risk analysis and financial appraisal during and after floods. In recent years, considerable improvements have been made both concerning the data basis and the methodological approaches used for the development of flood loss models. Despite of that, flood loss models remain an important source of uncertainty. Likewise the temporal and spatial transferability of flood loss models is still limited. This contribution investigates the predictive capability of different flood loss models in a split sample cross regional validation approach. For this purpose, flood loss models of different complexity, i.e. based on different numbers of explaining variables, are learned from a set of damage records that was obtained from a survey after the Elbe flood in 2002. The validation of model predictions is carried out for different flood events in the Elbe and Danube river basins in 2002, 2005 and 2006 for which damage records are available from surveys after the flood events. The models investigated are a stage-damage model, the rule based model FLEMOps+r as well as novel model approaches which are derived using data mining techniques of regression trees and Bayesian networks. The Bayesian network approach to flood loss modelling provides attractive additional information concerning the probability distribution of both model predictions and explaining variables.
Pooseh, Shakoor; Bernhardt, Nadine; Guevara, Alvaro; Huys, Quentin J M; Smolka, Michael N
2018-02-01
Using simple mathematical models of choice behavior, we present a Bayesian adaptive algorithm to assess measures of impulsive and risky decision making. Practically, these measures are characterized by discounting rates and are used to classify individuals or population groups, to distinguish unhealthy behavior, and to predict developmental courses. However, a constant demand for improved tools to assess these constructs remains unanswered. The algorithm is based on trial-by-trial observations. At each step, a choice is made between immediate (certain) and delayed (risky) options. Then the current parameter estimates are updated by the likelihood of observing the choice, and the next offers are provided from the indifference point, so that they will acquire the most informative data based on the current parameter estimates. The procedure continues for a certain number of trials in order to reach a stable estimation. The algorithm is discussed in detail for the delay discounting case, and results from decision making under risk for gains, losses, and mixed prospects are also provided. Simulated experiments using prescribed parameter values were performed to justify the algorithm in terms of the reproducibility of its parameters for individual assessments, and to test the reliability of the estimation procedure in a group-level analysis. The algorithm was implemented as an experimental battery to measure temporal and probability discounting rates together with loss aversion, and was tested on a healthy participant sample.
Chamberlain, Daniel B; Chamberlain, James M
2017-01-01
We demonstrate the application of a Bayesian approach to a recent negative clinical trial result. A Bayesian analysis of such a trial can provide a more useful interpretation of results and can incorporate previous evidence. This was a secondary analysis of the efficacy and safety results of the Pediatric Seizure Study, a randomized clinical trial of lorazepam versus diazepam for pediatric status epilepticus. We included the published results from the only prospective pediatric study of status in a Bayesian hierarchic model, and we performed sensitivity analyses on the amount of pooling between studies. We evaluated 3 summary analyses for the results: superiority, noninferiority (margin <-10%), and practical equivalence (within ±10%). Consistent with the original study's classic analysis of study results, we did not demonstrate superiority of lorazepam over diazepam. There is a 95% probability that the true efficacy of lorazepam is in the range of 66% to 80%. For both the efficacy and safety outcomes, there was greater than 95% probability that lorazepam is noninferior to diazepam, and there was greater than 90% probability that the 2 medications are practically equivalent. The results were largely driven by the current study because of the sample sizes of our study (n=273) and the previous pediatric study (n=61). Because Bayesian analysis estimates the probability of one or more hypotheses, such an approach can provide more useful information about the meaning of the results of a negative trial outcome. In the case of pediatric status epilepticus, it is highly likely that lorazepam is noninferior and practically equivalent to diazepam. Copyright © 2016 American College of Emergency Physicians. Published by Elsevier Inc. All rights reserved.
Browne, Erica N; Rathinam, Sivakumar R; Kanakath, Anuradha; Thundikandy, Radhika; Babu, Manohar; Lietman, Thomas M; Acharya, Nisha R
2017-01-01
Purpose To conduct a Bayesian analysis of a randomized clinical trial (RCT) for non-infectious uveitis using expert opinion as a subjective prior belief. Methods A RCT was conducted to determine which antimetabolite, methotrexate or mycophenolate mofetil, is more effective as an initial corticosteroid-sparing agent for the treatment of intermediate, posterior, and pan- uveitis. Before the release of trial results, expert opinion on the relative effectiveness of these two medications was collected via online survey. Members of the American Uveitis Society executive committee were invited to provide an estimate for the relative decrease in efficacy with a 95% credible interval (CrI). A prior probability distribution was created from experts’ estimates. A Bayesian analysis was performed using the constructed expert prior probability distribution and the trial’s primary outcome. Results 11 of 12 invited uveitis specialists provided estimates. Eight of 11 experts (73%) believed mycophenolate mofetil is more effective. The group prior belief was that the odds of treatment success for patients taking mycophenolate mofetil were 1.4-fold the odds of those taking methotrexate (95% CrI 0.03 – 45.0). The odds of treatment success with mycophenolate mofetil compared to methotrexate was 0.4 from the RCT (95% confidence interval 0.1–1.2) and 0.7 (95% CrI 0.2–1.7) from the Bayesian analysis. Conclusions A Bayesian analysis combining expert belief with the trial’s result did not indicate preference for one drug. However, the wide credible interval leaves open the possibility of a substantial treatment effect. This suggests clinical equipoise necessary to allow a larger, more definitive RCT. PMID:27982726
NASA Astrophysics Data System (ADS)
Nagy, Julia; Eilert, Tobias; Michaelis, Jens
2018-03-01
Modern hybrid structural analysis methods have opened new possibilities to analyze and resolve flexible protein complexes where conventional crystallographic methods have reached their limits. Here, the Fast-Nano-Positioning System (Fast-NPS), a Bayesian parameter estimation-based analysis method and software, is an interesting method since it allows for the localization of unknown fluorescent dye molecules attached to macromolecular complexes based on single-molecule Förster resonance energy transfer (smFRET) measurements. However, the precision, accuracy, and reliability of structural models derived from results based on such complex calculation schemes are oftentimes difficult to evaluate. Therefore, we present two proof-of-principle benchmark studies where we use smFRET data to localize supposedly unknown positions on a DNA as well as on a protein-nucleic acid complex. Since we use complexes where structural information is available, we can compare Fast-NPS localization to the existing structural data. In particular, we compare different dye models and discuss how both accuracy and precision can be optimized.
Assessment of parametric uncertainty for groundwater reactive transport modeling,
Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun
2014-01-01
The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.
A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA.
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.
Turner, Rebecca M; Jackson, Dan; Wei, Yinghui; Thompson, Simon G; Higgins, Julian P T
2015-01-01
Numerous meta-analyses in healthcare research combine results from only a small number of studies, for which the variance representing between-study heterogeneity is estimated imprecisely. A Bayesian approach to estimation allows external evidence on the expected magnitude of heterogeneity to be incorporated. The aim of this paper is to provide tools that improve the accessibility of Bayesian meta-analysis. We present two methods for implementing Bayesian meta-analysis, using numerical integration and importance sampling techniques. Based on 14 886 binary outcome meta-analyses in the Cochrane Database of Systematic Reviews, we derive a novel set of predictive distributions for the degree of heterogeneity expected in 80 settings depending on the outcomes assessed and comparisons made. These can be used as prior distributions for heterogeneity in future meta-analyses. The two methods are implemented in R, for which code is provided. Both methods produce equivalent results to standard but more complex Markov chain Monte Carlo approaches. The priors are derived as log-normal distributions for the between-study variance, applicable to meta-analyses of binary outcomes on the log odds-ratio scale. The methods are applied to two example meta-analyses, incorporating the relevant predictive distributions as prior distributions for between-study heterogeneity. We have provided resources to facilitate Bayesian meta-analysis, in a form accessible to applied researchers, which allow relevant prior information on the degree of heterogeneity to be incorporated. © 2014 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd. PMID:25475839
Buddhavarapu, Prasad; Smit, Andre F; Prozzi, Jorge A
2015-07-01
Permeable friction course (PFC), a porous hot-mix asphalt, is typically applied to improve wet weather safety on high-speed roadways in Texas. In order to warrant expensive PFC construction, a statistical evaluation of its safety benefits is essential. Generally, the literature on the effectiveness of porous mixes in reducing wet-weather crashes is limited and often inconclusive. In this study, the safety effectiveness of PFC was evaluated using a fully Bayesian before-after safety analysis. First, two groups of road segments overlaid with PFC and non-PFC material were identified across Texas; the non-PFC or reference road segments selected were similar to their PFC counterparts in terms of site specific features. Second, a negative binomial data generating process was assumed to model the underlying distribution of crash counts of PFC and reference road segments to perform Bayesian inference on the safety effectiveness. A data-augmentation based computationally efficient algorithm was employed for a fully Bayesian estimation. The statistical analysis shows that PFC is not effective in reducing wet weather crashes. It should be noted that the findings of this study are in agreement with the existing literature, although these studies were not based on a fully Bayesian statistical analysis. Our study suggests that the safety effectiveness of PFC road surfaces, or any other safety infrastructure, largely relies on its interrelationship with the road user. The results suggest that the safety infrastructure must be properly used to reap the benefits of the substantial investments. Copyright © 2015 Elsevier Ltd. All rights reserved.
A fully Bayesian method for jointly fitting instrumental calibration and X-ray spectral models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Xu, Jin; Yu, Yaming; Van Dyk, David A.
2014-10-20
Owing to a lack of robust principled methods, systematic instrumental uncertainties have generally been ignored in astrophysical data analysis despite wide recognition of the importance of including them. Ignoring calibration uncertainty can cause bias in the estimation of source model parameters and can lead to underestimation of the variance of these estimates. We previously introduced a pragmatic Bayesian method to address this problem. The method is 'pragmatic' in that it introduced an ad hoc technique that simplified computation by neglecting the potential information in the data for narrowing the uncertainty for the calibration product. Following that work, we use amore » principal component analysis to efficiently represent the uncertainty of the effective area of an X-ray (or γ-ray) telescope. Here, however, we leverage this representation to enable a principled, fully Bayesian method that coherently accounts for the calibration uncertainty in high-energy spectral analysis. In this setting, the method is compared with standard analysis techniques and the pragmatic Bayesian method. The advantage of the fully Bayesian method is that it allows the data to provide information not only for estimation of the source parameters but also for the calibration product—here the effective area, conditional on the adopted spectral model. In this way, it can yield more accurate and efficient estimates of the source parameters along with valid estimates of their uncertainty. Provided that the source spectrum can be accurately described by a parameterized model, this method allows rigorous inference about the effective area by quantifying which possible curves are most consistent with the data.« less
Bayesian Techniques for Plasma Theory to Bridge the Gap Between Space and Lab Plasmas
NASA Astrophysics Data System (ADS)
Crabtree, Chris; Ganguli, Gurudas; Tejero, Erik
2017-10-01
We will show how Bayesian techniques provide a general data analysis methodology that is better suited to investigate phenomena that require a nonlinear theory for an explanation. We will provide short examples of how Bayesian techniques have been successfully used in the radiation belts to provide precise nonlinear spectral estimates of whistler mode chorus and how these techniques have been verified in laboratory plasmas. We will demonstrate how Bayesian techniques allow for the direct competition of different physical theories with data acting as the necessary arbitrator. This work is supported by the Naval Research Laboratory base program and by the National Aeronautics and Space Administration under Grant No. NNH15AZ90I.
Bayesian just-so stories in psychology and neuroscience.
Bowers, Jeffrey S; Davis, Colin J
2012-05-01
According to Bayesian theories in psychology and neuroscience, minds and brains are (near) optimal in solving a wide range of tasks. We challenge this view and argue that more traditional, non-Bayesian approaches are more promising. We make 3 main arguments. First, we show that the empirical evidence for Bayesian theories in psychology is weak. This weakness relates to the many arbitrary ways that priors, likelihoods, and utility functions can be altered in order to account for the data that are obtained, making the models unfalsifiable. It further relates to the fact that Bayesian theories are rarely better at predicting data compared with alternative (and simpler) non-Bayesian theories. Second, we show that the empirical evidence for Bayesian theories in neuroscience is weaker still. There are impressive mathematical analyses showing how populations of neurons could compute in a Bayesian manner but little or no evidence that they do. Third, we challenge the general scientific approach that characterizes Bayesian theorizing in cognitive science. A common premise is that theories in psychology should largely be constrained by a rational analysis of what the mind ought to do. We question this claim and argue that many of the important constraints come from biological, evolutionary, and processing (algorithmic) considerations that have no adaptive relevance to the problem per se. In our view, these factors have contributed to the development of many Bayesian "just so" stories in psychology and neuroscience; that is, mathematical analyses of cognition that can be used to explain almost any behavior as optimal. 2012 APA, all rights reserved.
Antal, Péter; Kiszel, Petra Sz.; Gézsi, András; Hadadi, Éva; Virág, Viktor; Hajós, Gergely; Millinghoffer, András; Nagy, Adrienne; Kiss, András; Semsei, Ágnes F.; Temesi, Gergely; Melegh, Béla; Kisfali, Péter; Széll, Márta; Bikov, András; Gálffy, Gabriella; Tamási, Lilla; Falus, András; Szalai, Csaba
2012-01-01
Genetic studies indicate high number of potential factors related to asthma. Based on earlier linkage analyses we selected the 11q13 and 14q22 asthma susceptibility regions, for which we designed a partial genome screening study using 145 SNPs in 1201 individuals (436 asthmatic children and 765 controls). The results were evaluated with traditional frequentist methods and we applied a new statistical method, called Bayesian network based Bayesian multilevel analysis of relevance (BN-BMLA). This method uses Bayesian network representation to provide detailed characterization of the relevance of factors, such as joint significance, the type of dependency, and multi-target aspects. We estimated posteriors for these relations within the Bayesian statistical framework, in order to estimate the posteriors whether a variable is directly relevant or its association is only mediated. With frequentist methods one SNP (rs3751464 in the FRMD6 gene) provided evidence for an association with asthma (OR = 1.43(1.2–1.8); p = 3×10−4). The possible role of the FRMD6 gene in asthma was also confirmed in an animal model and human asthmatics. In the BN-BMLA analysis altogether 5 SNPs in 4 genes were found relevant in connection with asthma phenotype: PRPF19 on chromosome 11, and FRMD6, PTGER2 and PTGDR on chromosome 14. In a subsequent step a partial dataset containing rhinitis and further clinical parameters was used, which allowed the analysis of relevance of SNPs for asthma and multiple targets. These analyses suggested that SNPs in the AHNAK and MS4A2 genes were indirectly associated with asthma. This paper indicates that BN-BMLA explores the relevant factors more comprehensively than traditional statistical methods and extends the scope of strong relevance based methods to include partial relevance, global characterization of relevance and multi-target relevance. PMID:22432035
A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study.
Kaplan, David; Chen, Jianshen
2012-07-01
A two-step Bayesian propensity score approach is introduced that incorporates prior information in the propensity score equation and outcome equation without the problems associated with simultaneous Bayesian propensity score approaches. The corresponding variance estimators are also provided. The two-step Bayesian propensity score is provided for three methods of implementation: propensity score stratification, weighting, and optimal full matching. Three simulation studies and one case study are presented to elaborate the proposed two-step Bayesian propensity score approach. Results of the simulation studies reveal that greater precision in the propensity score equation yields better recovery of the frequentist-based treatment effect. A slight advantage is shown for the Bayesian approach in small samples. Results also reveal that greater precision around the wrong treatment effect can lead to seriously distorted results. However, greater precision around the correct treatment effect parameter yields quite good results, with slight improvement seen with greater precision in the propensity score equation. A comparison of coverage rates for the conventional frequentist approach and proposed Bayesian approach is also provided. The case study reveals that credible intervals are wider than frequentist confidence intervals when priors are non-informative.
[How exactly can we predict the prognosis of COPD].
Atiş, Sibel; Kanik, Arzu; Ozgür, Eylem Sercan; Eker, Suzan; Tümkaya, Münir; Ozge, Cengiz
2009-01-01
Predictive models play a pivotal role in the provision of accurate and useful probabilistic assessments of clinical outcomes in chronic diseases. This study was aimed to develop a dedicated prognostic index for quantifying progression risk in chronic obstructive pulmonary disease (COPD). Data were collected prospectively from 75 COPD patients during a three years period. A predictive model of progression risk of COPD was developed using Bayesian logistic regression analysis by Markov chain Monte Carlo method. One-year cycles were used for the disease progression in this model. Primary end points for progression were impairment in basal dyspne index (BDI) score, FEV(1) decline, and exacerbation frequency in last three years. Time-varying covariates age, smoking, body mass index (BMI), severity of disease according to GOLD, PaO2, PaCO(2), IC, RV/TLC, DLCO were used under the study. The mean age was 57.1 + or - 8.1. BDI were strongly correlated with exacerbation frequency (p= 0.001) but not with FEV(1) decline. BMI was found to be a predictor factor for impairment in BDI (p= 0.03). The following independent risk factors were significant to predict exacerbation frequency: GOLD staging (OR for GOLD I vs. II and III = 2.3 and 4.0), hypoxemia (OR for mild vs moderate and severe = 2.1 and 5.1) and hyperinflation (OR= 1.6). PaO2 (p= 0.026), IC (p= 0.02) and RV/TLC (p= 0.03) were found to be predictive factors for FEV(1) decline. The model estimated BDI, lung function and exacerbation frequency at the last time point by testing initial data of three years with 95% reliability (p< 0.001). Accordingly, this model was evaluated as confident of 95% for assessing the future status of COPD patients. Using Bayesian predictive models, it was possible to develop a risk-stratification index that accurately predicted progression of COPD. This model can provide decision-making about future in COPD patients with high reliability looking clinical data of beginning.
Abanto-Valle, C. A.; Bandyopadhyay, D.; Lachos, V. H.; Enriquez, I.
2009-01-01
A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model. PMID:20730043
Bayesian Analysis of the Association between Family-Level Factors and Siblings' Dental Caries.
Wen, A; Weyant, R J; McNeil, D W; Crout, R J; Neiswanger, K; Marazita, M L; Foxman, B
2017-07-01
We conducted a Bayesian analysis of the association between family-level socioeconomic status and smoking and the prevalence of dental caries among siblings (children from infant to 14 y) among children living in rural and urban Northern Appalachia using data from the Center for Oral Health Research in Appalachia (COHRA). The observed proportion of siblings sharing caries was significantly different from predicted assuming siblings' caries status was independent. Using a Bayesian hierarchical model, we found the inclusion of a household factor significantly improved the goodness of fit. Other findings showed an inverse association between parental education and siblings' caries and a positive association between households with smokers and siblings' caries. Our study strengthens existing evidence suggesting that increased parental education and decreased parental cigarette smoking are associated with reduced childhood caries in the household. Our results also demonstrate the value of a Bayesian approach, which allows us to include household as a random effect, thereby providing more accurate estimates than obtained using generalized linear mixed models.
NASA Astrophysics Data System (ADS)
Reis, D. S.; Stedinger, J. R.; Martins, E. S.
2005-10-01
This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.
Vilar, M J; Ranta, J; Virtanen, S; Korkeala, H
2015-01-01
Bayesian analysis was used to estimate the pig's and herd's true prevalence of enteropathogenic Yersinia in serum samples collected from Finnish pig farms. The sensitivity and specificity of the diagnostic test were also estimated for the commercially available ELISA which is used for antibody detection against enteropathogenic Yersinia. The Bayesian analysis was performed in two steps; the first step estimated the prior true prevalence of enteropathogenic Yersinia with data obtained from a systematic review of the literature. In the second step, data of the apparent prevalence (cross-sectional study data), prior true prevalence (first step), and estimated sensitivity and specificity of the diagnostic methods were used for building the Bayesian model. The true prevalence of Yersinia in slaughter-age pigs was 67.5% (95% PI 63.2-70.9). The true prevalence of Yersinia in sows was 74.0% (95% PI 57.3-82.4). The estimates of sensitivity and specificity values of the ELISA were 79.5% and 96.9%.
Weighted integration of short-term memory and sensory signals in the oculomotor system.
Deravet, Nicolas; Blohm, Gunnar; de Xivry, Jean-Jacques Orban; Lefèvre, Philippe
2018-05-01
Oculomotor behaviors integrate sensory and prior information to overcome sensory-motor delays and noise. After much debate about this process, reliability-based integration has recently been proposed and several models of smooth pursuit now include recurrent Bayesian integration or Kalman filtering. However, there is a lack of behavioral evidence in humans supporting these theoretical predictions. Here, we independently manipulated the reliability of visual and prior information in a smooth pursuit task. Our results show that both smooth pursuit eye velocity and catch-up saccade amplitude were modulated by visual and prior information reliability. We interpret these findings as the continuous reliability-based integration of a short-term memory of target motion with visual information, which support modeling work. Furthermore, we suggest that saccadic and pursuit systems share this short-term memory. We propose that this short-term memory of target motion is quickly built and continuously updated, and constitutes a general building block present in all sensorimotor systems.
NASA Astrophysics Data System (ADS)
Strunz, Richard; Herrmann, Jeffrey W.
2011-12-01
The hot fire test strategy for liquid rocket engines has always been a concern of space industry and agency alike because no recognized standard exists. Previous hot fire test plans focused on the verification of performance requirements but did not explicitly include reliability as a dimensioning variable. The stakeholders are, however, concerned about a hot fire test strategy that balances reliability, schedule, and affordability. A multiple criteria test planning model is presented that provides a framework to optimize the hot fire test strategy with respect to stakeholder concerns. The Staged Combustion Rocket Engine Demonstrator, a program of the European Space Agency, is used as example to provide the quantitative answer to the claim that a reduced thrust scale demonstrator is cost beneficial for a subsequent flight engine development. Scalability aspects of major subsystems are considered in the prior information definition inside the Bayesian framework. The model is also applied to assess the impact of an increase of the demonstrated reliability level on schedule and affordability.
ERIC Educational Resources Information Center
Chung, Hwan; Anthony, James C.
2013-01-01
This article presents a multiple-group latent class-profile analysis (LCPA) by taking a Bayesian approach in which a Markov chain Monte Carlo simulation is employed to achieve more robust estimates for latent growth patterns. This article describes and addresses a label-switching problem that involves the LCPA likelihood function, which has…
Bayesian Logic Programs for Plan Recognition and Machine Reading
2012-12-01
models is that they can handle both uncertainty and structured/ relational data. As a result, they are widely used in domains like social network...data. As a result, they are widely used in domains like social net- work analysis, biological data analysis, and natural language processing. Bayesian...the Story Understanding data set. (b) The logical representation of the observations. (c) The set of ground rules obtained from logical abduction
Bayesian Models for Astrophysical Data Using R, JAGS, Python, and Stan
NASA Astrophysics Data System (ADS)
Hilbe, Joseph M.; de Souza, Rafael S.; Ishida, Emille E. O.
2017-05-01
This comprehensive guide to Bayesian methods in astronomy enables hands-on work by supplying complete R, JAGS, Python, and Stan code, to use directly or to adapt. It begins by examining the normal model from both frequentist and Bayesian perspectives and then progresses to a full range of Bayesian generalized linear and mixed or hierarchical models, as well as additional types of models such as ABC and INLA. The book provides code that is largely unavailable elsewhere and includes details on interpreting and evaluating Bayesian models. Initial discussions offer models in synthetic form so that readers can easily adapt them to their own data; later the models are applied to real astronomical data. The consistent focus is on hands-on modeling, analysis of data, and interpretations that address scientific questions. A must-have for astronomers, its concrete approach will also be attractive to researchers in the sciences more generally.
NASA Astrophysics Data System (ADS)
Arneitz, P.; Leonhardt, R.; Fabian, K.; Egli, R.
2017-12-01
Historical and paleomagnetic data are the two main sources of information about the long-term geomagnetic field evolution. Historical observations extend to the late Middle Ages, and prior to the 19th century, they consisted mainly of pure declination measurements from navigation and orientation logs. Field reconstructions going back further in time rely solely on magnetization acquired by rocks, sediments, and archaeological artefacts. The combined dataset is characterized by a strongly inhomogeneous spatio-temporal distribution and highly variable data reliability and quality. Therefore, an adequate weighting of the data that correctly accounts for data density, type, and realistic error estimates represents the major challenge for an inversion approach. Until now, there has not been a fully self-consistent geomagnetic model that correctly recovers the variation of the geomagnetic dipole together with the higher-order spherical harmonics. Here we present a new geomagnetic field model for the last 4 kyrs based on historical, archeomagnetic and volcanic records. The iterative Bayesian inversion approach targets the implementation of reliable error treatment, which allows different record types to be combined in a fully self-consistent way. Modelling results will be presented along with a thorough analysis of model limitations, validity and sensitivity.
The Compton-thick AGN fraction from the deepest X-ray spectroscopy in the CDF-S
NASA Astrophysics Data System (ADS)
Corral, A.; Georgantopoulos, I.; Akylas, A.; Ranalli, P.
2017-10-01
Highly obscured AGN, especially Compton-thick (CT) AGN, likely play a key role in the galaxy-AGN co-evolution scenario. They would comprise the early stages of AGN activity, preceding the AGN-feedback/star-formation quenching phase, during which most of both the SMBH and galaxy growth take place. However, the actual CT fraction among the AGN population is still largely unconstrained. The most reliable way of confirming the obscured nature of an AGN by X-ray spectroscopy, but very deep observations are needed to extend local analyses to larger distances. We will present the X-ray spectral analysis of the deepest X-ray data obtained to date, the almost 7Ms observation of the Chandra Deep Field South. The unprecedented depth of this survey allow us to carry out reliable spectral analyses down to a flux limit of 10^{-16} erg cm^{-2} s^{-1} in the hard 2-8 keV band. Besides the new deeper X-ray data, our approach also includes the implementation of Bayesian inference in the determination of the CT fraction. Our results favor X-ray background synthesis models which postulate a moderate fraction (25%) of CT objects among the obscured AGN population.
Uncovering representations of sleep-associated hippocampal ensemble spike activity
NASA Astrophysics Data System (ADS)
Chen, Zhe; Grosmark, Andres D.; Penagos, Hector; Wilson, Matthew A.
2016-08-01
Pyramidal neurons in the rodent hippocampus exhibit spatial tuning during spatial navigation, and they are reactivated in specific temporal order during sharp-wave ripples observed in quiet wakefulness or slow wave sleep. However, analyzing representations of sleep-associated hippocampal ensemble spike activity remains a great challenge. In contrast to wake, during sleep there is a complete absence of animal behavior, and the ensemble spike activity is sparse (low occurrence) and fragmental in time. To examine important issues encountered in sleep data analysis, we constructed synthetic sleep-like hippocampal spike data (short epochs, sparse and sporadic firing, compressed timescale) for detailed investigations. Based upon two Bayesian population-decoding methods (one receptive field-based, and the other not), we systematically investigated their representation power and detection reliability. Notably, the receptive-field-free decoding method was found to be well-tuned for hippocampal ensemble spike data in slow wave sleep (SWS), even in the absence of prior behavioral measure or ground truth. Our results showed that in addition to the sample length, bin size, and firing rate, number of active hippocampal pyramidal neurons are critical for reliable representation of the space as well as for detection of spatiotemporal reactivated patterns in SWS or quiet wakefulness.
Yang, Huan; Meijer, Hil G E; Buitenweg, Jan R; van Gils, Stephan A
2016-01-01
Healthy or pathological states of nociceptive subsystems determine different stimulus-response relations measured from quantitative sensory testing. In turn, stimulus-response measurements may be used to assess these states. In a recently developed computational model, six model parameters characterize activation of nerve endings and spinal neurons. However, both model nonlinearity and limited information in yes-no detection responses to electrocutaneous stimuli challenge to estimate model parameters. Here, we address the question whether and how one can overcome these difficulties for reliable parameter estimation. First, we fit the computational model to experimental stimulus-response pairs by maximizing the likelihood. To evaluate the balance between model fit and complexity, i.e., the number of model parameters, we evaluate the Bayesian Information Criterion. We find that the computational model is better than a conventional logistic model regarding the balance. Second, our theoretical analysis suggests to vary the pulse width among applied stimuli as a necessary condition to prevent structural non-identifiability. In addition, the numerically implemented profile likelihood approach reveals structural and practical non-identifiability. Our model-based approach with integration of psychophysical measurements can be useful for a reliable assessment of states of the nociceptive system.
Ley, A C; Hardy, O J
2013-04-01
AFLP markers are often used to study patterns of population genetic variation and gene flow because they offer a good coverage of the nuclear genome, but the reliability of AFLP scoring is critical. To assess interspecific gene flow in two African rainforest liana species (Haumania danckelmaniana, H. liebrechtsiana) where previous evidence of chloroplast captures questioned the importance of hybridization and species boundaries, we developed new AFLP markers and a novel approach to select reliable bands from their degree of reproducibility. The latter is based on the estimation of the broad-sense heritability of AFLP phenotypes, an improvement over classical scoring error rates, which showed that the polymorphism of most AFLP bands was affected by a substantial nongenetic component. Therefore, using a quantitative genetics framework, we also modified an existing estimator of pairwise kinship coefficient between individuals correcting for the limited heritability of markers. Bayesian clustering confirms the recognition of the two Haumania species. Nevertheless, the decay of the relatedness between individuals of distinct species with geographic distance demonstrates that hybridization affects the nuclear genome. In conclusion, although we showed that AFLP markers might be substantially affected by nongenetic factors, their analysis using the new methods developed considerably advanced our understanding of the pattern of gene flow in our model species. © 2013 Blackwell Publishing Ltd.
Toward an ecological analysis of Bayesian inferences: how task characteristics influence responses
Hafenbrädl, Sebastian; Hoffrage, Ulrich
2015-01-01
In research on Bayesian inferences, the specific tasks, with their narratives and characteristics, are typically seen as exchangeable vehicles that merely transport the structure of the problem to research participants. In the present paper, we explore whether, and possibly how, task characteristics that are usually ignored influence participants’ responses in these tasks. We focus on both quantitative dimensions of the tasks, such as their base rates, hit rates, and false-alarm rates, as well as qualitative characteristics, such as whether the task involves a norm violation or not, whether the stakes are high or low, and whether the focus is on the individual case or on the numbers. Using a data set of 19 different tasks presented to 500 different participants who provided a total of 1,773 responses, we analyze these responses in two ways: first, on the level of the numerical estimates themselves, and second, on the level of various response strategies, Bayesian and non-Bayesian, that might have produced the estimates. We identified various contingencies, and most of the task characteristics had an influence on participants’ responses. Typically, this influence has been stronger when the numerical information in the tasks was presented in terms of probabilities or percentages, compared to natural frequencies – and this effect cannot be fully explained by a higher proportion of Bayesian responses when natural frequencies were used. One characteristic that did not seem to influence participants’ response strategy was the numerical value of the Bayesian solution itself. Our exploratory study is a first step toward an ecological analysis of Bayesian inferences, and highlights new avenues for future research. PMID:26300791
Hip fracture in the elderly: a re-analysis of the EPIDOS study with causal Bayesian networks.
Caillet, Pascal; Klemm, Sarah; Ducher, Michel; Aussem, Alexandre; Schott, Anne-Marie
2015-01-01
Hip fractures commonly result in permanent disability, institutionalization or death in elderly. Existing hip-fracture predicting tools are underused in clinical practice, partly due to their lack of intuitive interpretation. By use of a graphical layer, Bayesian network models could increase the attractiveness of fracture prediction tools. Our aim was to study the potential contribution of a causal Bayesian network in this clinical setting. A logistic regression was performed as a standard control approach to check the robustness of the causal Bayesian network approach. EPIDOS is a multicenter study, conducted in an ambulatory care setting in five French cities between 1992 and 1996 and updated in 2010. The study included 7598 women aged 75 years or older, in which fractures were assessed quarterly during 4 years. A causal Bayesian network and a logistic regression were performed on EPIDOS data to describe major variables involved in hip fractures occurrences. Both models had similar association estimations and predictive performances. They detected gait speed and mineral bone density as variables the most involved in the fracture process. The causal Bayesian network showed that gait speed and bone mineral density were directly connected to fracture and seem to mediate the influence of all the other variables included in our model. The logistic regression approach detected multiple interactions involving psychotropic drug use, age and bone mineral density. Both approaches retrieved similar variables as predictors of hip fractures. However, Bayesian network highlighted the whole web of relation between the variables involved in the analysis, suggesting a possible mechanism leading to hip fracture. According to the latter results, intervention focusing concomitantly on gait speed and bone mineral density may be necessary for an optimal prevention of hip fracture occurrence in elderly people.
Optical+Near-IR Bayesian Classification of Quasars
NASA Astrophysics Data System (ADS)
Mehta, Sajjan S.; Richards, G. T.; Myers, A. D.
2011-05-01
We describe the details of an optimal Bayesian classification of quasars with combined optical+near-IR photometry from the SDSS and UKIDSS LAS surveys. Using only deep co-added SDSS photometry from the "Stripe 82" region and requiring full four-band UKIDSS detections, we reliably identify 2665 quasar candidates with a computed efficiency in excess of 99%. Relaxing the data constraints to combinations of two-band detections yields up to 6424 candidates with minimal trade-off in completeness and efficiency. The completeness and efficiency of the sample are investigated with existing spectra from the SDSS, 2SLAQ, and AUS surveys in addition to recent single-slit observations from Palomar Observatory, which revealed 22 quasars from a subsample of 29 high-z candidates. SDSS-III/BOSS observations will allow further exploration of the completeness/efficiency of the sample over 2.2
NASA Astrophysics Data System (ADS)
Fox, Neil I.; Micheas, Athanasios C.; Peng, Yuqiang
2016-07-01
This paper introduces the use of Bayesian full Procrustes shape analysis in object-oriented meteorological applications. In particular, the Procrustes methodology is used to generate mean forecast precipitation fields from a set of ensemble forecasts. This approach has advantages over other ensemble averaging techniques in that it can produce a forecast that retains the morphological features of the precipitation structures and present the range of forecast outcomes represented by the ensemble. The production of the ensemble mean avoids the problems of smoothing that result from simple pixel or cell averaging, while producing credible sets that retain information on ensemble spread. Also in this paper, the full Bayesian Procrustes scheme is used as an object verification tool for precipitation forecasts. This is an extension of a previously presented Procrustes shape analysis based verification approach into a full Bayesian format designed to handle the verification of precipitation forecasts that match objects from an ensemble of forecast fields to a single truth image. The methodology is tested on radar reflectivity nowcasts produced in the Warning Decision Support System - Integrated Information (WDSS-II) by varying parameters in the K-means cluster tracking scheme.
Bayesian analysis of non-homogeneous Markov chains: application to mental health data.
Sung, Minje; Soyer, Refik; Nhan, Nguyen
2007-07-10
In this paper we present a formal treatment of non-homogeneous Markov chains by introducing a hierarchical Bayesian framework. Our work is motivated by the analysis of correlated categorical data which arise in assessment of psychiatric treatment programs. In our development, we introduce a Markovian structure to describe the non-homogeneity of transition patterns. In doing so, we introduce a logistic regression set-up for Markov chains and incorporate covariates in our model. We present a Bayesian model using Markov chain Monte Carlo methods and develop inference procedures to address issues encountered in the analyses of data from psychiatric treatment programs. Our model and inference procedures are implemented to some real data from a psychiatric treatment study. Copyright 2006 John Wiley & Sons, Ltd.
A FAST BAYESIAN METHOD FOR UPDATING AND FORECASTING HOURLY OZONE LEVELS
A Bayesian hierarchical space-time model is proposed by combining information from real-time ambient AIRNow air monitoring data, and output from a computer simulation model known as the Community Multi-scale Air Quality (Eta-CMAQ) forecast model. A model validation analysis shows...
Statistical distribution of time to crack initiation and initial crack size using service data
NASA Technical Reports Server (NTRS)
Heller, R. A.; Yang, J. N.
1977-01-01
Crack growth inspection data gathered during the service life of the C-130 Hercules airplane were used in conjunction with a crack propagation rule to estimate the distribution of crack initiation times and of initial crack sizes. A Bayesian statistical approach was used to calculate the fraction of undetected initiation times as a function of the inspection time and the reliability of the inspection procedure used.
Dokoumetzidis, Aristides; Aarons, Leon
2005-08-01
We investigated the propagation of population pharmacokinetic information across clinical studies by applying Bayesian techniques. The aim was to summarize the population pharmacokinetic estimates of a study in appropriate statistical distributions in order to use them as Bayesian priors in consequent population pharmacokinetic analyses. Various data sets of simulated and real clinical data were fitted with WinBUGS, with and without informative priors. The posterior estimates of fittings with non-informative priors were used to build parametric informative priors and the whole procedure was carried on in a consecutive manner. The posterior distributions of the fittings with informative priors where compared to those of the meta-analysis fittings of the respective combinations of data sets. Good agreement was found, for the simulated and experimental datasets when the populations were exchangeable, with the posterior distribution from the fittings with the prior to be nearly identical to the ones estimated with meta-analysis. However, when populations were not exchangeble an alternative parametric form for the prior, the natural conjugate prior, had to be used in order to have consistent results. In conclusion, the results of a population pharmacokinetic analysis may be summarized in Bayesian prior distributions that can be used consecutively with other analyses. The procedure is an alternative to meta-analysis and gives comparable results. It has the advantage that it is faster than the meta-analysis, due to the large datasets used with the latter and can be performed when the data included in the prior are not actually available.
NASA Astrophysics Data System (ADS)
Kim, Jin-Young; Kwon, Hyun-Han; Kim, Hung-Soo
2015-04-01
The existing regional frequency analysis has disadvantages in that it is difficult to consider geographical characteristics in estimating areal rainfall. In this regard, this study aims to develop a hierarchical Bayesian model based nonstationary regional frequency analysis in that spatial patterns of the design rainfall with geographical information (e.g. latitude, longitude and altitude) are explicitly incorporated. This study assumes that the parameters of Gumbel (or GEV distribution) are a function of geographical characteristics within a general linear regression framework. Posterior distribution of the regression parameters are estimated by Bayesian Markov Chain Monte Carlo (MCMC) method, and the identified functional relationship is used to spatially interpolate the parameters of the distributions by using digital elevation models (DEM) as inputs. The proposed model is applied to derive design rainfalls over the entire Han-river watershed. It was found that the proposed Bayesian regional frequency analysis model showed similar results compared to L-moment based regional frequency analysis. In addition, the model showed an advantage in terms of quantifying uncertainty of the design rainfall and estimating the area rainfall considering geographical information. Finally, comprehensive discussion on design rainfall in the context of nonstationary will be presented. KEYWORDS: Regional frequency analysis, Nonstationary, Spatial information, Bayesian Acknowledgement This research was supported by a grant (14AWMP-B082564-01) from Advanced Water Management Research Program funded by Ministry of Land, Infrastructure and Transport of Korean government.
Pathway analysis of high-throughput biological data within a Bayesian network framework.
Isci, Senol; Ozturk, Cengizhan; Jones, Jon; Otu, Hasan H
2011-06-15
Most current approaches to high-throughput biological data (HTBD) analysis either perform individual gene/protein analysis or, gene/protein set enrichment analysis for a list of biologically relevant molecules. Bayesian Networks (BNs) capture linear and non-linear interactions, handle stochastic events accounting for noise, and focus on local interactions, which can be related to causal inference. Here, we describe for the first time an algorithm that models biological pathways as BNs and identifies pathways that best explain given HTBD by scoring fitness of each network. Proposed method takes into account the connectivity and relatedness between nodes of the pathway through factoring pathway topology in its model. Our simulations using synthetic data demonstrated robustness of our approach. We tested proposed method, Bayesian Pathway Analysis (BPA), on human microarray data regarding renal cell carcinoma (RCC) and compared our results with gene set enrichment analysis. BPA was able to find broader and more specific pathways related to RCC. Accompanying BPA software (BPAS) package is freely available for academic use at http://bumil.boun.edu.tr/bpa.
Bayesian approach for counting experiment statistics applied to a neutrino point source analysis
NASA Astrophysics Data System (ADS)
Bose, D.; Brayeur, L.; Casier, M.; de Vries, K. D.; Golup, G.; van Eijndhoven, N.
2013-12-01
In this paper we present a model independent analysis method following Bayesian statistics to analyse data from a generic counting experiment and apply it to the search for neutrinos from point sources. We discuss a test statistic defined following a Bayesian framework that will be used in the search for a signal. In case no signal is found, we derive an upper limit without the introduction of approximations. The Bayesian approach allows us to obtain the full probability density function for both the background and the signal rate. As such, we have direct access to any signal upper limit. The upper limit derivation directly compares with a frequentist approach and is robust in the case of low-counting observations. Furthermore, it allows also to account for previous upper limits obtained by other analyses via the concept of prior information without the need of the ad hoc application of trial factors. To investigate the validity of the presented Bayesian approach, we have applied this method to the public IceCube 40-string configuration data for 10 nearby blazars and we have obtained a flux upper limit, which is in agreement with the upper limits determined via a frequentist approach. Furthermore, the upper limit obtained compares well with the previously published result of IceCube, using the same data set.
Comparing interval estimates for small sample ordinal CFA models
Natesan, Prathiba
2015-01-01
Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research. PMID:26579002
Comparing interval estimates for small sample ordinal CFA models.
Natesan, Prathiba
2015-01-01
Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research.
A Bayesian Missing Data Framework for Generalized Multiple Outcome Mixed Treatment Comparisons
ERIC Educational Resources Information Center
Hong, Hwanhee; Chu, Haitao; Zhang, Jing; Carlin, Bradley P.
2016-01-01
Bayesian statistical approaches to mixed treatment comparisons (MTCs) are becoming more popular because of their flexibility and interpretability. Many randomized clinical trials report multiple outcomes with possible inherent correlations. Moreover, MTC data are typically sparse (although richer than standard meta-analysis, comparing only two…
Multi-Scale Validation of a Nanodiamond Drug Delivery System and Multi-Scale Engineering Education
ERIC Educational Resources Information Center
Schwalbe, Michelle Kristin
2010-01-01
This dissertation has two primary concerns: (i) evaluating the uncertainty and prediction capabilities of a nanodiamond drug delivery model using Bayesian calibration and bias correction, and (ii) determining conceptual difficulties of multi-scale analysis from an engineering education perspective. A Bayesian uncertainty quantification scheme…
Bayesian Adaptive Lasso for Ordinal Regression with Latent Variables
ERIC Educational Resources Information Center
Feng, Xiang-Nan; Wu, Hao-Tian; Song, Xin-Yuan
2017-01-01
We consider an ordinal regression model with latent variables to investigate the effects of observable and latent explanatory variables on the ordinal responses of interest. Each latent variable is characterized by correlated observed variables through a confirmatory factor analysis model. We develop a Bayesian adaptive lasso procedure to conduct…
In our previous research, we showed that robust Bayesian methods can be used in environmental modeling to define a set of probability distributions for key parameters that captures the effects of expert disagreement, ambiguity, or ignorance. This entire set can then be update...
Pig Data and Bayesian Inference on Multinomial Probabilities
ERIC Educational Resources Information Center
Kern, John C.
2006-01-01
Bayesian inference on multinomial probabilities is conducted based on data collected from the game Pass the Pigs[R]. Prior information on these probabilities is readily available from the instruction manual, and is easily incorporated in a Dirichlet prior. Posterior analysis of the scoring probabilities quantifies the discrepancy between empirical…
Predicting individual brain functional connectivity using a Bayesian hierarchical model.
Dai, Tian; Guo, Ying
2017-02-15
Network-oriented analysis of functional magnetic resonance imaging (fMRI), especially resting-state fMRI, has revealed important association between abnormal connectivity and brain disorders such as schizophrenia, major depression and Alzheimer's disease. Imaging-based brain connectivity measures have become a useful tool for investigating the pathophysiology, progression and treatment response of psychiatric disorders and neurodegenerative diseases. Recent studies have started to explore the possibility of using functional neuroimaging to help predict disease progression and guide treatment selection for individual patients. These studies provide the impetus to develop statistical methodology that would help provide predictive information on disease progression-related or treatment-related changes in neural connectivity. To this end, we propose a prediction method based on Bayesian hierarchical model that uses individual's baseline fMRI scans, coupled with relevant subject characteristics, to predict the individual's future functional connectivity. A key advantage of the proposed method is that it can improve the accuracy of individualized prediction of connectivity by combining information from both group-level connectivity patterns that are common to subjects with similar characteristics as well as individual-level connectivity features that are particular to the specific subject. Furthermore, our method also offers statistical inference tools such as predictive intervals that help quantify the uncertainty or variability of the predicted outcomes. The proposed prediction method could be a useful approach to predict the changes in individual patient's brain connectivity with the progression of a disease. It can also be used to predict a patient's post-treatment brain connectivity after a specified treatment regimen. Another utility of the proposed method is that it can be applied to test-retest imaging data to develop a more reliable estimator for individual functional connectivity. We show there exists a nice connection between our proposed estimator and a recently developed shrinkage estimator of connectivity measures in the neuroimaging community. We develop an expectation-maximization (EM) algorithm for estimation of the proposed Bayesian hierarchical model. Simulations studies are performed to evaluate the accuracy of our proposed prediction methods. We illustrate the application of the methods with two data examples: the longitudinal resting-state fMRI from ADNI2 study and the test-retest fMRI data from Kirby21 study. In both the simulation studies and the fMRI data applications, we demonstrate that the proposed methods provide more accurate prediction and more reliable estimation of individual functional connectivity as compared with alternative methods. Copyright © 2017 Elsevier Inc. All rights reserved.
Chen, Bo; Chen, Minhua; Paisley, John; Zaas, Aimee; Woods, Christopher; Ginsburg, Geoffrey S; Hero, Alfred; Lucas, Joseph; Dunson, David; Carin, Lawrence
2010-11-09
Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP), the Indian Buffet Process (IBP), and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB) analysis. Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV), Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB) approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD), closely related non-Bayesian approaches. Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data.
Metis: A Pure Metropolis Markov Chain Monte Carlo Bayesian Inference Library
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bates, Cameron Russell; Mckigney, Edward Allen
The use of Bayesian inference in data analysis has become the standard for large scienti c experiments [1, 2]. The Monte Carlo Codes Group(XCP-3) at Los Alamos has developed a simple set of algorithms currently implemented in C++ and Python to easily perform at-prior Markov Chain Monte Carlo Bayesian inference with pure Metropolis sampling. These implementations are designed to be user friendly and extensible for customization based on speci c application requirements. This document describes the algorithmic choices made and presents two use cases.
Krishnamurthy, Krish
2013-12-01
The intrinsic quantitative nature of NMR is increasingly exploited in areas ranging from complex mixture analysis (as in metabolomics and reaction monitoring) to quality assurance/control. Complex NMR spectra are more common than not, and therefore, extraction of quantitative information generally involves significant prior knowledge and/or operator interaction to characterize resonances of interest. Moreover, in most NMR-based metabolomic experiments, the signals from metabolites are normally present as a mixture of overlapping resonances, making quantification difficult. Time-domain Bayesian approaches have been reported to be better than conventional frequency-domain analysis at identifying subtle changes in signal amplitude. We discuss an approach that exploits Bayesian analysis to achieve a complete reduction to amplitude frequency table (CRAFT) in an automated and time-efficient fashion - thus converting the time-domain FID to a frequency-amplitude table. CRAFT uses a two-step approach to FID analysis. First, the FID is digitally filtered and downsampled to several sub FIDs, and secondly, these sub FIDs are then modeled as sums of decaying sinusoids using the Bayesian approach. CRAFT tables can be used for further data mining of quantitative information using fingerprint chemical shifts of compounds of interest and/or statistical analysis of modulation of chemical quantity in a biological study (metabolomics) or process study (reaction monitoring) or quality assurance/control. The basic principles behind this approach as well as results to evaluate the effectiveness of this approach in mixture analysis are presented. Copyright © 2013 John Wiley & Sons, Ltd.
A novel Bayesian change-point algorithm for genome-wide analysis of diverse ChIPseq data types.
Xing, Haipeng; Liao, Willey; Mo, Yifan; Zhang, Michael Q
2012-12-10
ChIPseq is a widely used technique for investigating protein-DNA interactions. Read density profiles are generated by using next-sequencing of protein-bound DNA and aligning the short reads to a reference genome. Enriched regions are revealed as peaks, which often differ dramatically in shape, depending on the target protein(1). For example, transcription factors often bind in a site- and sequence-specific manner and tend to produce punctate peaks, while histone modifications are more pervasive and are characterized by broad, diffuse islands of enrichment(2). Reliably identifying these regions was the focus of our work. Algorithms for analyzing ChIPseq data have employed various methodologies, from heuristics(3-5) to more rigorous statistical models, e.g. Hidden Markov Models (HMMs)(6-8). We sought a solution that minimized the necessity for difficult-to-define, ad hoc parameters that often compromise resolution and lessen the intuitive usability of the tool. With respect to HMM-based methods, we aimed to curtail parameter estimation procedures and simple, finite state classifications that are often utilized. Additionally, conventional ChIPseq data analysis involves categorization of the expected read density profiles as either punctate or diffuse followed by subsequent application of the appropriate tool. We further aimed to replace the need for these two distinct models with a single, more versatile model, which can capably address the entire spectrum of data types. To meet these objectives, we first constructed a statistical framework that naturally modeled ChIPseq data structures using a cutting edge advance in HMMs(9), which utilizes only explicit formulas-an innovation crucial to its performance advantages. More sophisticated then heuristic models, our HMM accommodates infinite hidden states through a Bayesian model. We applied it to identifying reasonable change points in read density, which further define segments of enrichment. Our analysis revealed how our Bayesian Change Point (BCP) algorithm had a reduced computational complexity-evidenced by an abridged run time and memory footprint. The BCP algorithm was successfully applied to both punctate peak and diffuse island identification with robust accuracy and limited user-defined parameters. This illustrated both its versatility and ease of use. Consequently, we believe it can be implemented readily across broad ranges of data types and end users in a manner that is easily compared and contrasted, making it a great tool for ChIPseq data analysis that can aid in collaboration and corroboration between research groups. Here, we demonstrate the application of BCP to existing transcription factor(10,11) and epigenetic data(12) to illustrate its usefulness.
Uncertainty quantification in capacitive RF MEMS switches
NASA Astrophysics Data System (ADS)
Pax, Benjamin J.
Development of radio frequency micro electrical-mechanical systems (RF MEMS) has led to novel approaches to implement electrical circuitry. The introduction of capacitive MEMS switches, in particular, has shown promise in low-loss, low-power devices. However, the promise of MEMS switches has not yet been completely realized. RF-MEMS switches are known to fail after only a few months of operation, and nominally similar designs show wide variability in lifetime. Modeling switch operation using nominal or as-designed parameters cannot predict the statistical spread in the number of cycles to failure, and probabilistic methods are necessary. A Bayesian framework for calibration, validation and prediction offers an integrated approach to quantifying the uncertainty in predictions of MEMS switch performance. The objective of this thesis is to use the Bayesian framework to predict the creep-related deflection of the PRISM RF-MEMS switch over several thousand hours of operation. The PRISM switch used in this thesis is the focus of research at Purdue's PRISM center, and is a capacitive contacting RF-MEMS switch. It employs a fixed-fixed nickel membrane which is electrostatically actuated by applying voltage between the membrane and a pull-down electrode. Creep plays a central role in the reliability of this switch. The focus of this thesis is on the creep model, which is calibrated against experimental data measured for a frog-leg varactor fabricated and characterized at Purdue University. Creep plasticity is modeled using plate element theory with electrostatic forces being generated using either parallel plate approximations where appropriate, or solving for the full 3D potential field. For the latter, structure-electrostatics interaction is determined through immersed boundary method. A probabilistic framework using generalized polynomial chaos (gPC) is used to create surrogate models to mitigate the costly full physics simulations, and Bayesian calibration and forward propagation of uncertainty are performed using this surrogate model. The first step in the analysis is Bayesian calibration of the creep related parameters. A computational model of the frog-leg varactor is created, and the computed creep deflection of the device over 800 hours is used to generate a surrogate model using a polynomial chaos expansion in Hermite polynomials. Parameters related to the creep phenomenon are calibrated using Bayesian calibration with experimental deflection data from the frog-leg device. The calibrated input distributions are subsequently propagated through a surrogate gPC model for the PRISM MEMS switch to produce probability density functions of the maximum membrane deflection of the membrane over several thousand hours. The assumptions related to the Bayesian calibration and forward propagation are analyzed to determine the sensitivity to these assumptions of the calibrated input distributions and propagated output distributions of the PRISM device. The work is an early step in understanding the role of geometric variability, model uncertainty, numerical errors and experimental uncertainties in the long-term performance of RF-MEMS.
Sarigiannis, Dimosthenis A; Karakitsios, Spyros P; Gotti, Alberto; Papaloukas, Costas L; Kassomenos, Pavlos A; Pilidis, Georgios A
2009-01-01
The objective of the current study was the development of a reliable modeling platform to calculate in real time the personal exposure and the associated health risk for filling station employees evaluating current environmental parameters (traffic, meteorological and amount of fuel traded) determined by the appropriate sensor network. A set of Artificial Neural Networks (ANNs) was developed to predict benzene exposure pattern for the filling station employees. Furthermore, a Physiology Based Pharmaco-Kinetic (PBPK) risk assessment model was developed in order to calculate the lifetime probability distribution of leukemia to the employees, fed by data obtained by the ANN model. Bayesian algorithm was involved in crucial points of both model sub compartments. The application was evaluated in two filling stations (one urban and one rural). Among several algorithms available for the development of the ANN exposure model, Bayesian regularization provided the best results and seemed to be a promising technique for prediction of the exposure pattern of that occupational population group. On assessing the estimated leukemia risk under the scope of providing a distribution curve based on the exposure levels and the different susceptibility of the population, the Bayesian algorithm was a prerequisite of the Monte Carlo approach, which is integrated in the PBPK-based risk model. In conclusion, the modeling system described herein is capable of exploiting the information collected by the environmental sensors in order to estimate in real time the personal exposure and the resulting health risk for employees of gasoline filling stations.
Sarigiannis, Dimosthenis A.; Karakitsios, Spyros P.; Gotti, Alberto; Papaloukas, Costas L.; Kassomenos, Pavlos A.; Pilidis, Georgios A.
2009-01-01
The objective of the current study was the development of a reliable modeling platform to calculate in real time the personal exposure and the associated health risk for filling station employees evaluating current environmental parameters (traffic, meteorological and amount of fuel traded) determined by the appropriate sensor network. A set of Artificial Neural Networks (ANNs) was developed to predict benzene exposure pattern for the filling station employees. Furthermore, a Physiology Based Pharmaco-Kinetic (PBPK) risk assessment model was developed in order to calculate the lifetime probability distribution of leukemia to the employees, fed by data obtained by the ANN model. Bayesian algorithm was involved in crucial points of both model sub compartments. The application was evaluated in two filling stations (one urban and one rural). Among several algorithms available for the development of the ANN exposure model, Bayesian regularization provided the best results and seemed to be a promising technique for prediction of the exposure pattern of that occupational population group. On assessing the estimated leukemia risk under the scope of providing a distribution curve based on the exposure levels and the different susceptibility of the population, the Bayesian algorithm was a prerequisite of the Monte Carlo approach, which is integrated in the PBPK-based risk model. In conclusion, the modeling system described herein is capable of exploiting the information collected by the environmental sensors in order to estimate in real time the personal exposure and the resulting health risk for employees of gasoline filling stations. PMID:22399936
NASA Astrophysics Data System (ADS)
Aleardi, Mattia; Ciabarri, Fabio
2017-10-01
In this work we test four classification methods for litho-fluid facies identification in a clastic reservoir located in the offshore Nile Delta. The ultimate goal of this study is to find an optimal classification method for the area under examination. The geologic context of the investigated area allows us to consider three different facies in the classification: shales, brine sands and gas sands. The depth at which the reservoir zone is located (2300-2700 m) produces a significant overlap of the P- and S-wave impedances of brine sands and gas sands that makes discrimination between these two litho-fluid classes particularly problematic. The classification is performed on the feature space defined by the elastic properties that are derived from recorded reflection seismic data by means of amplitude versus angle Bayesian inversion. As classification methods we test both deterministic and probabilistic approaches: the quadratic discriminant analysis and the neural network methods belong to the first group, whereas the standard Bayesian approach and the Bayesian approach that includes a 1D Markov chain a priori model to constrain the vertical continuity of litho-fluid facies belong to the second group. The ability of each method to discriminate the different facies is evaluated both on synthetic seismic data (computed on the basis of available borehole information) and on field seismic data. The outcomes of each classification method are compared with the known facies profile derived from well log data and the goodness of the results is quantitatively evaluated using the so-called confusion matrix. The results show that all methods return vertical facies profiles in which the main reservoir zone is correctly identified. However, the consideration of as much prior information as possible in the classification process is the winning choice for deriving a reliable and physically plausible predicted facies profile.
Bayesian Decision Tree for the Classification of the Mode of Motion in Single-Molecule Trajectories
Türkcan, Silvan; Masson, Jean-Baptiste
2013-01-01
Membrane proteins move in heterogeneous environments with spatially (sometimes temporally) varying friction and with biochemical interactions with various partners. It is important to reliably distinguish different modes of motion to improve our knowledge of the membrane architecture and to understand the nature of interactions between membrane proteins and their environments. Here, we present an analysis technique for single molecule tracking (SMT) trajectories that can determine the preferred model of motion that best matches observed trajectories. The method is based on Bayesian inference to calculate the posteriori probability of an observed trajectory according to a certain model. Information theory criteria, such as the Bayesian information criterion (BIC), the Akaike information criterion (AIC), and modified AIC (AICc), are used to select the preferred model. The considered group of models includes free Brownian motion, and confined motion in 2nd or 4th order potentials. We determine the best information criteria for classifying trajectories. We tested its limits through simulations matching large sets of experimental conditions and we built a decision tree. This decision tree first uses the BIC to distinguish between free Brownian motion and confined motion. In a second step, it classifies the confining potential further using the AIC. We apply the method to experimental Clostridium Perfingens -toxin (CPT) receptor trajectories to show that these receptors are confined by a spring-like potential. An adaptation of this technique was applied on a sliding window in the temporal dimension along the trajectory. We applied this adaptation to experimental CPT trajectories that lose confinement due to disaggregation of confining domains. This new technique adds another dimension to the discussion of SMT data. The mode of motion of a receptor might hold more biologically relevant information than the diffusion coefficient or domain size and may be a better tool to classify and compare different SMT experiments. PMID:24376584
NASA Astrophysics Data System (ADS)
Hernández, Mario R.; Francés, Félix
2015-04-01
One phase of the hydrological models implementation process, significantly contributing to the hydrological predictions uncertainty, is the calibration phase in which values of the unknown model parameters are tuned by optimizing an objective function. An unsuitable error model (e.g. Standard Least Squares or SLS) introduces noise into the estimation of the parameters. The main sources of this noise are the input errors and the hydrological model structural deficiencies. Thus, the biased calibrated parameters cause the divergence model phenomenon, where the errors variance of the (spatially and temporally) forecasted flows far exceeds the errors variance in the fitting period, and provoke the loss of part or all of the physical meaning of the modeled processes. In other words, yielding a calibrated hydrological model which works well, but not for the right reasons. Besides, an unsuitable error model yields a non-reliable predictive uncertainty assessment. Hence, with the aim of prevent all these undesirable effects, this research focuses on the Bayesian joint inference (BJI) of both the hydrological and error model parameters, considering a general additive (GA) error model that allows for correlation, non-stationarity (in variance and bias) and non-normality of model residuals. As hydrological model, it has been used a conceptual distributed model called TETIS, with a particular split structure of the effective model parameters. Bayesian inference has been performed with the aid of a Markov Chain Monte Carlo (MCMC) algorithm called Dream-ZS. MCMC algorithm quantifies the uncertainty of the hydrological and error model parameters by getting the joint posterior probability distribution, conditioned on the observed flows. The BJI methodology is a very powerful and reliable tool, but it must be used correctly this is, if non-stationarity in errors variance and bias is modeled, the Total Laws must be taken into account. The results of this research show that the application of BJI with a GA error model outperforms the hydrological parameters robustness (diminishing the divergence model phenomenon) and improves the reliability of the streamflow predictive distribution, in respect of the results of a bad error model as SLS. Finally, the most likely prediction in a validation period, for both BJI+GA and SLS error models shows a similar performance.
Bayesian automated cortical segmentation for neonatal MRI
NASA Astrophysics Data System (ADS)
Chou, Zane; Paquette, Natacha; Ganesh, Bhavana; Wang, Yalin; Ceschin, Rafael; Nelson, Marvin D.; Macyszyn, Luke; Gaonkar, Bilwaj; Panigrahy, Ashok; Lepore, Natasha
2017-11-01
Several attempts have been made in the past few years to develop and implement an automated segmentation of neonatal brain structural MRI. However, accurate automated MRI segmentation remains challenging in this population because of the low signal-to-noise ratio, large partial volume effects and inter-individual anatomical variability of the neonatal brain. In this paper, we propose a learning method for segmenting the whole brain cortical grey matter on neonatal T2-weighted images. We trained our algorithm using a neonatal dataset composed of 3 fullterm and 4 preterm infants scanned at term equivalent age. Our segmentation pipeline combines the FAST algorithm from the FSL library software and a Bayesian segmentation approach to create a threshold matrix that minimizes the error of mislabeling brain tissue types. Our method shows promising results with our pilot training set. In both preterm and full-term neonates, automated Bayesian segmentation generates a smoother and more consistent parcellation compared to FAST, while successfully removing the subcortical structure and cleaning the edges of the cortical grey matter. This method show promising refinement of the FAST segmentation by considerably reducing manual input and editing required from the user, and further improving reliability and processing time of neonatal MR images. Further improvement will include a larger dataset of training images acquired from different manufacturers.
NASA Astrophysics Data System (ADS)
Yin, Ping; Mu, Lan; Madden, Marguerite; Vena, John E.
2014-10-01
Lung cancer is the second most commonly diagnosed cancer in both men and women in Georgia, USA. However, the spatio-temporal patterns of lung cancer risk in Georgia have not been fully studied. Hierarchical Bayesian models are used here to explore the spatio-temporal patterns of lung cancer incidence risk by race and gender in Georgia for the period of 2000-2007. With the census tract level as the spatial scale and the 2-year period aggregation as the temporal scale, we compare a total of seven Bayesian spatio-temporal models including two under a separate modeling framework and five under a joint modeling framework. One joint model outperforms others based on the deviance information criterion. Results show that the northwest region of Georgia has consistently high lung cancer incidence risk for all population groups during the study period. In addition, there are inverse relationships between the socioeconomic status and the lung cancer incidence risk among all Georgian population groups, and the relationships in males are stronger than those in females. By mapping more reliable variations in lung cancer incidence risk at a relatively fine spatio-temporal scale for different Georgian population groups, our study aims to better support healthcare performance assessment, etiological hypothesis generation, and health policy making.
NASA Astrophysics Data System (ADS)
Arregui, Iñigo
2018-01-01
In contrast to the situation in a laboratory, the study of the solar atmosphere has to be pursued without direct access to the physical conditions of interest. Information is therefore incomplete and uncertain and inference methods need to be employed to diagnose the physical conditions and processes. One of such methods, solar atmospheric seismology, makes use of observed and theoretically predicted properties of waves to infer plasma and magnetic field properties. A recent development in solar atmospheric seismology consists in the use of inversion and model comparison methods based on Bayesian analysis. In this paper, the philosophy and methodology of Bayesian analysis are first explained. Then, we provide an account of what has been achieved so far from the application of these techniques to solar atmospheric seismology and a prospect of possible future extensions.
Bayesian evidence computation for model selection in non-linear geoacoustic inference problems.
Dettmer, Jan; Dosso, Stan E; Osler, John C
2010-12-01
This paper applies a general Bayesian inference approach, based on Bayesian evidence computation, to geoacoustic inversion of interface-wave dispersion data. Quantitative model selection is carried out by computing the evidence (normalizing constants) for several model parameterizations using annealed importance sampling. The resulting posterior probability density estimate is compared to estimates obtained from Metropolis-Hastings sampling to ensure consistent results. The approach is applied to invert interface-wave dispersion data collected on the Scotian Shelf, off the east coast of Canada for the sediment shear-wave velocity profile. Results are consistent with previous work on these data but extend the analysis to a rigorous approach including model selection and uncertainty analysis. The results are also consistent with core samples and seismic reflection measurements carried out in the area.
Şenel, Talat; Cengiz, Mehmet Ali
2016-01-01
In today's world, Public expenditures on health are one of the most important issues for governments. These increased expenditures are putting pressure on public budgets. Therefore, health policy makers have focused on the performance of their health systems and many countries have introduced reforms to improve the performance of their health systems. This study investigates the most important determinants of healthcare efficiency for OECD countries using second stage approach for Bayesian Stochastic Frontier Analysis (BSFA). There are two steps in this study. First we measure 29 OECD countries' healthcare efficiency by BSFA using the data from the OECD Health Database. At second stage, we expose the multiple relationships between the healthcare efficiency and characteristics of healthcare systems across OECD countries using Bayesian beta regression.
Lenert, Leslie; Lurie, Jon; Coleman, Robert; Klosterman, Heidrun; Blaschke, Terrence
1990-01-01
In this paper, we will describe an advanced drug dosing program, Aminoglycoside Therapy Manager that reasons using Bayesian pharmacokinetic modeling and symbolic modeling of patient status and drug response. Our design is similar to the design of the Digitalis Therapy Advisor program, but extends previous work by incorporating a Bayesian pharmacokinetic model, a “meta-level” analysis of drug concentrations to identify sampling errors and changes in pharmacokinetics, and including the results of the “meta-level” analysis in reasoning for dosing and therapeutic monitoring recommendations. The program is user friendly and runs on low cost general-purpose hardware. Validation studies show that the program is as accurate in predicting future drug concentrations as an expert using commercial Bayesian forecasting software.
Applications of Bayesian spectrum representation in acoustics
NASA Astrophysics Data System (ADS)
Botts, Jonathan M.
This dissertation utilizes a Bayesian inference framework to enhance the solution of inverse problems where the forward model maps to acoustic spectra. A Bayesian solution to filter design inverts a acoustic spectra to pole-zero locations of a discrete-time filter model. Spatial sound field analysis with a spherical microphone array is a data analysis problem that requires inversion of spatio-temporal spectra to directions of arrival. As with many inverse problems, a probabilistic analysis results in richer solutions than can be achieved with ad-hoc methods. In the filter design problem, the Bayesian inversion results in globally optimal coefficient estimates as well as an estimate the most concise filter capable of representing the given spectrum, within a single framework. This approach is demonstrated on synthetic spectra, head-related transfer function spectra, and measured acoustic reflection spectra. The Bayesian model-based analysis of spatial room impulse responses is presented as an analogous problem with equally rich solution. The model selection mechanism provides an estimate of the number of arrivals, which is necessary to properly infer the directions of simultaneous arrivals. Although, spectrum inversion problems are fairly ubiquitous, the scope of this dissertation has been limited to these two and derivative problems. The Bayesian approach to filter design is demonstrated on an artificial spectrum to illustrate the model comparison mechanism and then on measured head-related transfer functions to show the potential range of application. Coupled with sampling methods, the Bayesian approach is shown to outperform least-squares filter design methods commonly used in commercial software, confirming the need for a global search of the parameter space. The resulting designs are shown to be comparable to those that result from global optimization methods, but the Bayesian approach has the added advantage of a filter length estimate within the same unified framework. The application to reflection data is useful for representing frequency-dependent impedance boundaries in finite difference acoustic simulations. Furthermore, since the filter transfer function is a parametric model, it can be modified to incorporate arbitrary frequency weighting and account for the band-limited nature of measured reflection spectra. Finally, the model is modified to compensate for dispersive error in the finite difference simulation, from the filter design process. Stemming from the filter boundary problem, the implementation of pressure sources in finite difference simulation is addressed in order to assure that schemes properly converge. A class of parameterized source functions is proposed and shown to offer straightforward control of residual error in the simulation. Guided by the notion that the solution to be approximated affects the approximation error, sources are designed which reduce residual dispersive error to the size of round-off errors. The early part of a room impulse response can be characterized by a series of isolated plane waves. Measured with an array of microphones, plane waves map to a directional response of the array or spatial intensity map. Probabilistic inversion of this response results in estimates of the number and directions of image source arrivals. The model-based inversion is shown to avoid ambiguities associated with peak-finding or inspection of the spatial intensity map. For this problem, determining the number of arrivals in a given frame is critical for properly inferring the state of the sound field. This analysis is effectively compression of the spatial room response, which is useful for analysis or encoding of the spatial sound field. Parametric, model-based formulations of these problems enhance the solution in all cases, and a Bayesian interpretation provides a principled approach to model comparison and parameter estimation. v
Bayesian evaluation of effect size after replicating an original study
van Aert, Robbie C. M.; van Assen, Marcel A. L. M.
2017-01-01
The vast majority of published results in the literature is statistically significant, which raises concerns about their reliability. The Reproducibility Project Psychology (RPP) and Experimental Economics Replication Project (EE-RP) both replicated a large number of published studies in psychology and economics. The original study and replication were statistically significant in 36.1% in RPP and 68.8% in EE-RP suggesting many null effects among the replicated studies. However, evidence in favor of the null hypothesis cannot be examined with null hypothesis significance testing. We developed a Bayesian meta-analysis method called snapshot hybrid that is easy to use and understand and quantifies the amount of evidence in favor of a zero, small, medium and large effect. The method computes posterior model probabilities for a zero, small, medium, and large effect and adjusts for publication bias by taking into account that the original study is statistically significant. We first analytically approximate the methods performance, and demonstrate the necessity to control for the original study’s significance to enable the accumulation of evidence for a true zero effect. Then we applied the method to the data of RPP and EE-RP, showing that the underlying effect sizes of the included studies in EE-RP are generally larger than in RPP, but that the sample sizes of especially the included studies in RPP are often too small to draw definite conclusions about the true effect size. We also illustrate how snapshot hybrid can be used to determine the required sample size of the replication akin to power analysis in null hypothesis significance testing and present an easy to use web application (https://rvanaert.shinyapps.io/snapshot/) and R code for applying the method. PMID:28388646
Signal quality and Bayesian signal processing in neurofeedback based on real-time fMRI.
Koush, Yury; Zvyagintsev, Mikhail; Dyck, Miriam; Mathiak, Krystyna A; Mathiak, Klaus
2012-01-02
Real-time fMRI allows analysis and visualization of the brain activity online, i.e. within one repetition time. It can be used in neurofeedback applications where subjects attempt to control an activation level in a specified region of interest (ROI) of their brain. The signal derived from the ROI is contaminated with noise and artifacts, namely with physiological noise from breathing and heart beat, scanner drift, motion-related artifacts and measurement noise. We developed a Bayesian approach to reduce noise and to remove artifacts in real-time using a modified Kalman filter. The system performs several signal processing operations: subtraction of constant and low-frequency signal components, spike removal and signal smoothing. Quantitative feedback signal quality analysis was used to estimate the quality of the neurofeedback time series and performance of the applied signal processing on different ROIs. The signal-to-noise ratio (SNR) across the entire time series and the group event-related SNR (eSNR) were significantly higher for the processed time series in comparison to the raw data. Applied signal processing improved the t-statistic increasing the significance of blood oxygen level-dependent (BOLD) signal changes. Accordingly, the contrast-to-noise ratio (CNR) of the feedback time series was improved as well. In addition, the data revealed increase of localized self-control across feedback sessions. The new signal processing approach provided reliable neurofeedback, performed precise artifacts removal, reduced noise, and required minimal manual adjustments of parameters. Advanced and fast online signal processing algorithms considerably increased the quality as well as the information content of the control signal which in turn resulted in higher contingency in the neurofeedback loop. Copyright © 2011 Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; Ren, Huiying; Liu, Ying; Swiler, Laura
2016-07-01
The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesian model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.
NASA Astrophysics Data System (ADS)
Fenicia, Fabrizio; Reichert, Peter; Kavetski, Dmitri; Albert, Calro
2016-04-01
The calibration of hydrological models based on signatures (e.g. Flow Duration Curves - FDCs) is often advocated as an alternative to model calibration based on the full time series of system responses (e.g. hydrographs). Signature based calibration is motivated by various arguments. From a conceptual perspective, calibration on signatures is a way to filter out errors that are difficult to represent when calibrating on the full time series. Such errors may for example occur when observed and simulated hydrographs are shifted, either on the "time" axis (i.e. left or right), or on the "streamflow" axis (i.e. above or below). These shifts may be due to errors in the precipitation input (time or amount), and if not properly accounted in the likelihood function, may cause biased parameter estimates (e.g. estimated model parameters that do not reproduce the recession characteristics of a hydrograph). From a practical perspective, signature based calibration is seen as a possible solution for making predictions in ungauged basins. Where streamflow data are not available, it may in fact be possible to reliably estimate streamflow signatures. Previous research has for example shown how FDCs can be reliably estimated at ungauged locations based on climatic and physiographic influence factors. Typically, the goal of signature based calibration is not the prediction of the signatures themselves, but the prediction of the system responses. Ideally, the prediction of system responses should be accompanied by a reliable quantification of the associated uncertainties. Previous approaches for signature based calibration, however, do not allow reliable estimates of streamflow predictive distributions. Here, we illustrate how the Bayesian approach can be employed to obtain reliable streamflow predictive distributions based on signatures. A case study is presented, where a hydrological model is calibrated on FDCs and additional signatures. We propose an approach where the likelihood function for the signatures is derived from the likelihood for streamflow (rather than using an "ad-hoc" likelihood for the signatures as done in previous approaches). This likelihood is not easily tractable analytically and we therefore cannot apply "simple" MCMC methods. This numerical problem is solved using Approximate Bayesian Computation (ABC). Our result indicate that the proposed approach is suitable for producing reliable streamflow predictive distributions based on calibration to signature data. Moreover, our results provide indications on which signatures are more appropriate to represent the information content of the hydrograph.
Bayesian Sensitivity Analysis of Statistical Models with Missing Data
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
Jiménez, José; García, Emilio J; Llaneza, Luis; Palacios, Vicente; González, Luis Mariano; García-Domínguez, Francisco; Múñoz-Igualada, Jaime; López-Bao, José Vicente
2016-08-01
In many cases, the first step in large-carnivore management is to obtain objective, reliable, and cost-effective estimates of population parameters through procedures that are reproducible over time. However, monitoring predators over large areas is difficult, and the data have a high level of uncertainty. We devised a practical multimethod and multistate modeling approach based on Bayesian hierarchical-site-occupancy models that combined multiple survey methods to estimate different population states for use in monitoring large predators at a regional scale. We used wolves (Canis lupus) as our model species and generated reliable estimates of the number of sites with wolf reproduction (presence of pups). We used 2 wolf data sets from Spain (Western Galicia in 2013 and Asturias in 2004) to test the approach. Based on howling surveys, the naïve estimation (i.e., estimate based only on observations) of the number of sites with reproduction was 9 and 25 sites in Western Galicia and Asturias, respectively. Our model showed 33.4 (SD 9.6) and 34.4 (3.9) sites with wolf reproduction, respectively. The number of occupied sites with wolf reproduction was 0.67 (SD 0.19) and 0.76 (0.11), respectively. This approach can be used to design more cost-effective monitoring programs (i.e., to define the sampling effort needed per site). Our approach should inspire well-coordinated surveys across multiple administrative borders and populations and lead to improved decision making for management of large carnivores on a landscape level. The use of this Bayesian framework provides a simple way to visualize the degree of uncertainty around population-parameter estimates and thus provides managers and stakeholders an intuitive approach to interpreting monitoring results. Our approach can be widely applied to large spatial scales in wildlife monitoring where detection probabilities differ between population states and where several methods are being used to estimate different population parameters. © 2016 Society for Conservation Biology.
NASA Astrophysics Data System (ADS)
Scharnagl, Benedikt; Vrugt, Jasper A.; Vereecken, Harry; Herbst, Michael
2010-05-01
Turnover of soil organic matter is usually described with multi-compartment models. However, a major drawback of these models is that the conceptually defined compartments (or pools) do not necessarily correspond to measurable soil organic carbon (SOC) fractions in real practice. This not only impairs our ability to rigorously evaluate SOC models but also makes it difficult to derive accurate initial states. In this study, we tested the usefulness and applicability of inverse modeling to derive the various carbon pool sizes in the Rothamsted carbon model (ROTHC) using a synthetic time series of mineralization rates from laboratory incubation. To appropriately account for data and model uncertainty we considered a Bayesian approach using the recently developed DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. This Markov chain Monte Carlo scheme derives the posterior probability density distribution of the initial pool sizes at the start of incubation from observed mineralization rates. We used the Kullback-Leibler divergence to quantify the information contained in the data and to illustrate the effect of increasing incubation times on the reliability of the pool size estimates. Our results show that measured mineralization rates generally provide sufficient information to reliably estimate the sizes of all active pools in the ROTHC model. However, with about 900 days of incubation, these experiments are excessively long. The use of prior information on microbial biomass provided a way forward to significantly reduce uncertainty and required duration of incubation to about 600 days. Explicit consideration of model parameter uncertainty in the estimation process further impaired the identifiability of initial pools, especially for the more slowly decomposing pools. Our illustrative case studies show how Bayesian inverse modeling can be used to provide important insights into the information content of incubation experiments. Moreover, the outcome of this virtual experiment helps to explain the results of related real-world studies on SOC dynamics.
NASA Astrophysics Data System (ADS)
Yadav, R. B. S.; Tsapanos, T. M.; Bayrak, Yusuf; Koravos, G. Ch.
2013-03-01
A straightforward Bayesian statistic is applied in five broad seismogenic source zones of the northwest frontier of the Himalayas to estimate the earthquake hazard parameters (maximum regional magnitude M max, β value of G-R relationship and seismic activity rate or intensity λ). For this purpose, a reliable earthquake catalogue which is homogeneous for M W ≥ 5.0 and complete during the period 1900 to 2010 is compiled. The Hindukush-Pamir Himalaya zone has been further divided into two seismic zones of shallow ( h ≤ 70 km) and intermediate depth ( h > 70 km) according to the variation of seismicity with depth in the subduction zone. The estimated earthquake hazard parameters by Bayesian approach are more stable and reliable with low standard deviations than other approaches, but the technique is more time consuming. In this study, quantiles of functions of distributions of true and apparent magnitudes for future time intervals of 5, 10, 20, 50 and 100 years are calculated with confidence limits for probability levels of 50, 70 and 90 % in all seismogenic source zones. The zones of estimated M max greater than 8.0 are related to the Sulaiman-Kirthar ranges, Hindukush-Pamir Himalaya and Himalayan Frontal Thrusts belt; suggesting more seismically hazardous regions in the examined area. The lowest value of M max (6.44) has been calculated in Northern-Pakistan and Hazara syntaxis zone which have estimated lowest activity rate 0.0023 events/day as compared to other zones. The Himalayan Frontal Thrusts belt exhibits higher earthquake magnitude (8.01) in next 100-years with 90 % probability level as compared to other zones, which reveals that this zone is more vulnerable to occurrence of a great earthquake. The obtained results in this study are directly useful for the probabilistic seismic hazard assessment in the examined region of Himalaya.
Shahian, David M; He, Xia; Jacobs, Jeffrey P; Kurlansky, Paul A; Badhwar, Vinay; Cleveland, Joseph C; Fazzalari, Frank L; Filardo, Giovanni; Normand, Sharon-Lise T; Furnary, Anthony P; Magee, Mitchell J; Rankin, J Scott; Welke, Karl F; Han, Jane; O'Brien, Sean M
2015-10-01
Previous composite performance measures of The Society of Thoracic Surgeons (STS) were estimated at the STS participant level, typically a hospital or group practice. The STS Quality Measurement Task Force has now developed a multiprocedural, multidimensional composite measure suitable for estimating the performance of individual surgeons. The development sample from the STS National Database included 621,489 isolated coronary artery bypass grafting procedures, isolated aortic valve replacement, aortic valve replacement plus coronary artery bypass grafting, mitral, or mitral plus coronary artery bypass grafting procedures performed by 2,286 surgeons between July 1, 2011, and June 30, 2014. Each surgeon's composite score combined their aggregate risk-adjusted mortality and major morbidity rates (each weighted inversely by their standard deviations) and reflected the proportion of case types they performed. Model parameters were estimated in a Bayesian framework. Composite star ratings were examined using 90%, 95%, or 98% Bayesian credible intervals. Measure reliability was estimated using various 3-year case thresholds. The final composite measure was defined as 0.81 × (1 minus risk-standardized mortality rate) + 0.19 × (1 minus risk-standardized complication rate). Risk-adjusted mortality (median, 2.3%; interquartile range, 1.7% to 3.0%), morbidity (median, 13.7%; interquartile range, 10.8% to 17.1%), and composite scores (median, 95.4%; interquartile range, 94.4% to 96.3%) varied substantially across surgeons. Using 98% Bayesian credible intervals, there were 207 1-star (lower performance) surgeons (9.1%), 1,701 2-star (as-expected performance) surgeons (74.4%), and 378 3-star (higher performance) surgeons (16.5%). With an eligibility threshold of 100 cases over 3 years, measure reliability was 0.81. The STS has developed a multiprocedural composite measure suitable for evaluating performance at the individual surgeon level. Copyright © 2015 The Society of Thoracic Surgeons. Published by Elsevier Inc. All rights reserved.
An efficient Bayesian meta-analysis approach for studying cross-phenotype genetic associations
Majumdar, Arunabha; Haldar, Tanushree; Bhattacharya, Sourabh; Witte, John S.
2018-01-01
Simultaneous analysis of genetic associations with multiple phenotypes may reveal shared genetic susceptibility across traits (pleiotropy). For a locus exhibiting overall pleiotropy, it is important to identify which specific traits underlie this association. We propose a Bayesian meta-analysis approach (termed CPBayes) that uses summary-level data across multiple phenotypes to simultaneously measure the evidence of aggregate-level pleiotropic association and estimate an optimal subset of traits associated with the risk locus. This method uses a unified Bayesian statistical framework based on a spike and slab prior. CPBayes performs a fully Bayesian analysis by employing the Markov Chain Monte Carlo (MCMC) technique Gibbs sampling. It takes into account heterogeneity in the size and direction of the genetic effects across traits. It can be applied to both cohort data and separate studies of multiple traits having overlapping or non-overlapping subjects. Simulations show that CPBayes can produce higher accuracy in the selection of associated traits underlying a pleiotropic signal than the subset-based meta-analysis ASSET. We used CPBayes to undertake a genome-wide pleiotropic association study of 22 traits in the large Kaiser GERA cohort and detected six independent pleiotropic loci associated with at least two phenotypes. This includes a locus at chromosomal region 1q24.2 which exhibits an association simultaneously with the risk of five different diseases: Dermatophytosis, Hemorrhoids, Iron Deficiency, Osteoporosis and Peripheral Vascular Disease. We provide an R-package ‘CPBayes’ implementing the proposed method. PMID:29432419
Detection of obstacles on runway using Ego-Motion compensation and tracking of significant features
NASA Technical Reports Server (NTRS)
Kasturi, Rangachar (Principal Investigator); Camps, Octavia (Principal Investigator); Gandhi, Tarak; Devadiga, Sadashiva
1996-01-01
This report describes a method for obstacle detection on a runway for autonomous navigation and landing of an aircraft. Detection is done in the presence of extraneous features such as tiremarks. Suitable features are extracted from the image and warping using approximately known camera and plane parameters is performed in order to compensate ego-motion as far as possible. Residual disparity after warping is estimated using an optical flow algorithm. Features are tracked from frame to frame so as to obtain more reliable estimates of their motion. Corrections are made to motion parameters with the residual disparities using a robust method, and features having large residual disparities are signaled as obstacles. Sensitivity analysis of the procedure is also studied. Nelson's optical flow constraint is proposed to separate moving obstacles from stationary ones. A Bayesian framework is used at every stage so that the confidence in the estimates can be determined.
Probabilistic liquefaction triggering based on the cone penetration test
Moss, R.E.S.; Seed, R.B.; Kayen, R.E.; Stewart, J.P.; Tokimatsu, K.
2005-01-01
Performance-based earthquake engineering requires a probabilistic treatment of potential failure modes in order to accurately quantify the overall stability of the system. This paper is a summary of the application portions of the probabilistic liquefaction triggering correlations proposed recently proposed by Moss and co-workers. To enable probabilistic treatment of liquefaction triggering, the variables comprising the seismic load and the liquefaction resistance were treated as inherently uncertain. Supporting data from an extensive Cone Penetration Test (CPT)-based liquefaction case history database were used to develop a probabilistic correlation. The methods used to measure the uncertainty of the load and resistance variables, how the interactions of these variables were treated using Bayesian updating, and how reliability analysis was applied to produce curves of equal probability of liquefaction are presented. The normalization for effective overburden stress, the magnitude correlated duration weighting factor, and the non-linear shear mass participation factor used are also discussed.
Optimizing Hybrid Metrology: Rigorous Implementation of Bayesian and Combined Regression.
Henn, Mark-Alexander; Silver, Richard M; Villarrubia, John S; Zhang, Nien Fan; Zhou, Hui; Barnes, Bryan M; Ming, Bin; Vladár, András E
2015-01-01
Hybrid metrology, e.g., the combination of several measurement techniques to determine critical dimensions, is an increasingly important approach to meet the needs of the semiconductor industry. A proper use of hybrid metrology may yield not only more reliable estimates for the quantitative characterization of 3-D structures but also a more realistic estimation of the corresponding uncertainties. Recent developments at the National Institute of Standards and Technology (NIST) feature the combination of optical critical dimension (OCD) measurements and scanning electron microscope (SEM) results. The hybrid methodology offers the potential to make measurements of essential 3-D attributes that may not be otherwise feasible. However, combining techniques gives rise to essential challenges in error analysis and comparing results from different instrument models, especially the effect of systematic and highly correlated errors in the measurement on the χ 2 function that is minimized. Both hypothetical examples and measurement data are used to illustrate solutions to these challenges.
Using food-web theory to conserve ecosystems
McDonald-Madden, E.; Sabbadin, R.; Game, E. T.; Baxter, P. W. J.; Chadès, I.; Possingham, H. P.
2016-01-01
Food-web theory can be a powerful guide to the management of complex ecosystems. However, we show that indices of species importance common in food-web and network theory can be a poor guide to ecosystem management, resulting in significantly more extinctions than necessary. We use Bayesian Networks and Constrained Combinatorial Optimization to find optimal management strategies for a wide range of real and hypothetical food webs. This Artificial Intelligence approach provides the ability to test the performance of any index for prioritizing species management in a network. While no single network theory index provides an appropriate guide to management for all food webs, a modified version of the Google PageRank algorithm reliably minimizes the chance and severity of negative outcomes. Our analysis shows that by prioritizing ecosystem management based on the network-wide impact of species protection rather than species loss, we can substantially improve conservation outcomes. PMID:26776253
Risk assessment of turbine rotor failure using probabilistic ultrasonic non-destructive evaluations
NASA Astrophysics Data System (ADS)
Guan, Xuefei; Zhang, Jingdan; Zhou, S. Kevin; Rasselkorde, El Mahjoub; Abbasi, Waheed A.
2014-02-01
The study presents a method and application of risk assessment methodology for turbine rotor fatigue failure using probabilistic ultrasonic nondestructive evaluations. A rigorous probabilistic modeling for ultrasonic flaw sizing is developed by incorporating the model-assisted probability of detection, and the probability density function (PDF) of the actual flaw size is derived. Two general scenarios, namely the ultrasonic inspection with an identified flaw indication and the ultrasonic inspection without flaw indication, are considered in the derivation. To perform estimations for fatigue reliability and remaining useful life, uncertainties from ultrasonic flaw sizing and fatigue model parameters are systematically included and quantified. The model parameter PDF is estimated using Bayesian parameter estimation and actual fatigue testing data. The overall method is demonstrated using a realistic application of steam turbine rotor, and the risk analysis under given safety criteria is provided to support maintenance planning.
Bayesian ionospheric multi-instrument 3D tomography
NASA Astrophysics Data System (ADS)
Norberg, Johannes; Vierinen, Juha; Roininen, Lassi
2017-04-01
The tomographic reconstruction of ionospheric electron densities is an inverse problem that cannot be solved without relatively strong regularising additional information. % Especially the vertical electron density profile is determined predominantly by the regularisation. % %Often utilised regularisations in ionospheric tomography include smoothness constraints and iterative methods with initial ionospheric models. % Despite its crucial role, the regularisation is often hidden in the algorithm as a numerical procedure without physical understanding. % % The Bayesian methodology provides an interpretative approach for the problem, as the regularisation can be given in a physically meaningful and quantifiable prior probability distribution. % The prior distribution can be based on ionospheric physics, other available ionospheric measurements and their statistics. % Updating the prior with measurements results as the posterior distribution that carries all the available information combined. % From the posterior distribution, the most probable state of the ionosphere can then be solved with the corresponding probability intervals. % Altogether, the Bayesian methodology provides understanding on how strong the given regularisation is, what is the information gained with the measurements and how reliable the final result is. % In addition, the combination of different measurements and temporal development can be taken into account in a very intuitive way. However, a direct implementation of the Bayesian approach requires inversion of large covariance matrices resulting in computational infeasibility. % In the presented method, Gaussian Markov random fields are used to form a sparse matrix approximations for the covariances. % The approach makes the problem computationally feasible while retaining the probabilistic and physical interpretation. Here, the Bayesian method with Gaussian Markov random fields is applied for ionospheric 3D tomography over Northern Europe. % Multi-instrument measurements are utilised from TomoScand receiver network for Low Earth orbit beacon satellite signals, GNSS receiver networks, as well as from EISCAT ionosondes and incoherent scatter radars. % %The performance is demonstrated in three-dimensional spatial domain with temporal development also taken into account.
Estimate of main local sources to ambient ultrafine particle number concentrations in an urban area
NASA Astrophysics Data System (ADS)
Rahman, Md Mahmudur; Mazaheri, Mandana; Clifford, Sam; Morawska, Lidia
2017-09-01
Quantifying and apportioning the contribution of a range of sources to ultrafine particles (UFPs, D < 100 nm) is a challenge due to the complex nature of the urban environments. Although vehicular emissions have long been considered one of the major sources of ultrafine particles in urban areas, the contribution of other major urban sources is not yet fully understood. This paper aims to determine and quantify the contribution of local ground traffic, nucleated particle (NP) formation and distant non-traffic (e.g. airport, oil refineries, and seaport) sources to the total ambient particle number concentration (PNC) in a busy, inner-city area in Brisbane, Australia using Bayesian statistical modelling and other exploratory tools. The Bayesian model was trained on the PNC data on days where NP formations were known to have not occurred, hourly traffic counts, solar radiation data, and smooth daily trend. The model was applied to apportion and quantify the contribution of NP formations and local traffic and non-traffic sources to UFPs. The data analysis incorporated long-term measured time-series of total PNC (D ≥ 6 nm), particle number size distributions (PSD, D = 8 to 400 nm), PM2.5, PM10, NOx, CO, meteorological parameters and traffic counts at a stationary monitoring site. The developed Bayesian model showed reliable predictive performances in quantifying the contribution of NP formation events to UFPs (up to 4 × 104 particles cm- 3), with a significant day to day variability. The model identified potential NP formation and no-formations days based on PNC data and quantified the sources contribution to UFPs. Exploratory statistical analyses show that total mean PNC during the middle of the day was up to 32% higher than during peak morning and evening traffic periods, which were associated with NP formation events. The majority of UFPs measured during the peak traffic and NP formation periods were between 30-100 nm and smaller than 30 nm, respectively. To date, this is the first application of Bayesian model to apportion different sources contribution to UFPs, and therefore the importance of this study is not only in its modelling outcomes but in demonstrating the applicability and advantages of this statistical approach to air pollution studies.
Is the Jeffreys' scale a reliable tool for Bayesian model comparison in cosmology?
DOE Office of Scientific and Technical Information (OSTI.GOV)
Nesseris, Savvas; García-Bellido, Juan, E-mail: savvas.nesseris@uam.es, E-mail: juan.garciabellido@uam.es
2013-08-01
We are entering an era where progress in cosmology is driven by data, and alternative models will have to be compared and ruled out according to some consistent criterium. The most conservative and widely used approach is Bayesian model comparison. In this paper we explicitly calculate the Bayes factors for all models that are linear with respect to their parameters. We do this in order to test the so called Jeffreys' scale and determine analytically how accurate its predictions are in a simple case where we fully understand and can calculate everything analytically. We also discuss the case of nestedmore » models, e.g. one with M{sub 1} and another with M{sub 2} superset of M{sub 1} parameters and we derive analytic expressions for both the Bayes factor and the figure of Merit, defined as the inverse area of the model parameter's confidence contours. With all this machinery and the use of an explicit example we demonstrate that the threshold nature of Jeffreys' scale is not a ''one size fits all'' reliable tool for model comparison and that it may lead to biased conclusions. Furthermore, we discuss the importance of choosing the right basis in the context of models that are linear with respect to their parameters and how that basis affects the parameter estimation and the derived constraints.« less
ERIC Educational Resources Information Center
Lee, Sik-Yum; Song, Xin-Yuan; Cai, Jing-Heng
2010-01-01
Analysis of ordered binary and unordered binary data has received considerable attention in social and psychological research. This article introduces a Bayesian approach, which has several nice features in practical applications, for analyzing nonlinear structural equation models with dichotomous data. We demonstrate how to use the software…
Bayesian Statistics in Educational Research: A Look at the Current State of Affairs
ERIC Educational Resources Information Center
König, Christoph; van de Schoot, Rens
2018-01-01
The ability of a scientific discipline to build cumulative knowledge depends on its predominant method of data analysis. A steady accumulation of knowledge requires approaches which allow researchers to consider results from comparable prior research. Bayesian statistics is especially relevant for establishing a cumulative scientific discipline,…
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…
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…
USDA-ARS?s Scientific Manuscript database
As a first step towards the genetic mapping of quantitative trait loci (QTL) affecting stress response variation in rainbow trout, we performed complex segregation analyses (CSA) fitting mixed inheritance models of plasma cortisol using Bayesian methods in large full-sib families of rainbow trout. ...
A Hierarchical Bayesian Procedure for Two-Mode Cluster Analysis
ERIC Educational Resources Information Center
DeSarbo, Wayne S.; Fong, Duncan K. H.; Liechty, John; Saxton, M. Kim
2004-01-01
This manuscript introduces a new Bayesian finite mixture methodology for the joint clustering of row and column stimuli/objects associated with two-mode asymmetric proximity, dominance, or profile data. That is, common clusters are derived which partition both the row and column stimuli/objects simultaneously into the same derived set of clusters.…
Exact Bayesian p-values for a test of independence in a 2 × 2 contingency table with missing data.
Lin, Yan; Lipsitz, Stuart R; Sinha, Debajyoti; Fitzmaurice, Garrett; Lipshultz, Steven
2017-01-01
Altham (Altham PME. Exact Bayesian analysis of a 2 × 2 contingency table, and Fisher's "exact" significance test. J R Stat Soc B 1969; 31: 261-269) showed that a one-sided p-value from Fisher's exact test of independence in a 2 × 2 contingency table is equal to the posterior probability of negative association in the 2 × 2 contingency table under a Bayesian analysis using an improper prior. We derive an extension of Fisher's exact test p-value in the presence of missing data, assuming the missing data mechanism is ignorable (i.e., missing at random or completely at random). Further, we propose Bayesian p-values for a test of independence in a 2 × 2 contingency table with missing data using alternative priors; we also present results from a simulation study exploring the Type I error rate and power of the proposed exact test p-values. An example, using data on the association between blood pressure and a cardiac enzyme, is presented to illustrate the methods.
Bayesian randomized clinical trials: From fixed to adaptive design.
Yin, Guosheng; Lam, Chi Kin; Shi, Haolun
2017-08-01
Randomized controlled studies are the gold standard for phase III clinical trials. Using α-spending functions to control the overall type I error rate, group sequential methods are well established and have been dominating phase III studies. Bayesian randomized design, on the other hand, can be viewed as a complement instead of competitive approach to the frequentist methods. For the fixed Bayesian design, the hypothesis testing can be cast in the posterior probability or Bayes factor framework, which has a direct link to the frequentist type I error rate. Bayesian group sequential design relies upon Bayesian decision-theoretic approaches based on backward induction, which is often computationally intensive. Compared with the frequentist approaches, Bayesian methods have several advantages. The posterior predictive probability serves as a useful and convenient tool for trial monitoring, and can be updated at any time as the data accrue during the trial. The Bayesian decision-theoretic framework possesses a direct link to the decision making in the practical setting, and can be modeled more realistically to reflect the actual cost-benefit analysis during the drug development process. Other merits include the possibility of hierarchical modeling and the use of informative priors, which would lead to a more comprehensive utilization of information from both historical and longitudinal data. From fixed to adaptive design, we focus on Bayesian randomized controlled clinical trials and make extensive comparisons with frequentist counterparts through numerical studies. Copyright © 2017 Elsevier Inc. All rights reserved.
Exoplanet Biosignatures: Future Directions
Bains, William; Cronin, Leroy; DasSarma, Shiladitya; Danielache, Sebastian; Domagal-Goldman, Shawn; Kacar, Betul; Kiang, Nancy Y.; Lenardic, Adrian; Reinhard, Christopher T.; Moore, William; Schwieterman, Edward W.; Shkolnik, Evgenya L.; Smith, Harrison B.
2018-01-01
Abstract We introduce a Bayesian method for guiding future directions for detection of life on exoplanets. We describe empirical and theoretical work necessary to place constraints on the relevant likelihoods, including those emerging from better understanding stellar environment, planetary climate and geophysics, geochemical cycling, the universalities of physics and chemistry, the contingencies of evolutionary history, the properties of life as an emergent complex system, and the mechanisms driving the emergence of life. We provide examples for how the Bayesian formalism could guide future search strategies, including determining observations to prioritize or deciding between targeted searches or larger lower resolution surveys to generate ensemble statistics and address how a Bayesian methodology could constrain the prior probability of life with or without a positive detection. Key Words: Exoplanets—Biosignatures—Life detection—Bayesian analysis. Astrobiology 18, 779–824. PMID:29938538
Exoplanet Biosignatures: Future Directions.
Walker, Sara I; Bains, William; Cronin, Leroy; DasSarma, Shiladitya; Danielache, Sebastian; Domagal-Goldman, Shawn; Kacar, Betul; Kiang, Nancy Y; Lenardic, Adrian; Reinhard, Christopher T; Moore, William; Schwieterman, Edward W; Shkolnik, Evgenya L; Smith, Harrison B
2018-06-01
We introduce a Bayesian method for guiding future directions for detection of life on exoplanets. We describe empirical and theoretical work necessary to place constraints on the relevant likelihoods, including those emerging from better understanding stellar environment, planetary climate and geophysics, geochemical cycling, the universalities of physics and chemistry, the contingencies of evolutionary history, the properties of life as an emergent complex system, and the mechanisms driving the emergence of life. We provide examples for how the Bayesian formalism could guide future search strategies, including determining observations to prioritize or deciding between targeted searches or larger lower resolution surveys to generate ensemble statistics and address how a Bayesian methodology could constrain the prior probability of life with or without a positive detection. Key Words: Exoplanets-Biosignatures-Life detection-Bayesian analysis. Astrobiology 18, 779-824.
Bayesian Estimation of Small Effects in Exercise and Sports Science.
Mengersen, Kerrie L; Drovandi, Christopher C; Robert, Christian P; Pyne, David B; Gore, Christopher J
2016-01-01
The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.
Applications of Bayesian Statistics to Problems in Gamma-Ray Bursts
NASA Technical Reports Server (NTRS)
Meegan, Charles A.
1997-01-01
This presentation will describe two applications of Bayesian statistics to Gamma Ray Bursts (GRBS). The first attempts to quantify the evidence for a cosmological versus galactic origin of GRBs using only the observations of the dipole and quadrupole moments of the angular distribution of bursts. The cosmological hypothesis predicts isotropy, while the galactic hypothesis is assumed to produce a uniform probability distribution over positive values for these moments. The observed isotropic distribution indicates that the Bayes factor for the cosmological hypothesis over the galactic hypothesis is about 300. Another application of Bayesian statistics is in the estimation of chance associations of optical counterparts with galaxies. The Bayesian approach is preferred to frequentist techniques here because the Bayesian approach easily accounts for galaxy mass distributions and because one can incorporate three disjoint hypotheses: (1) bursts come from galactic centers, (2) bursts come from galaxies in proportion to luminosity, and (3) bursts do not come from external galaxies. This technique was used in the analysis of the optical counterpart to GRB970228.
Dembo, Mana; Radovčić, Davorka; Garvin, Heather M; Laird, Myra F; Schroeder, Lauren; Scott, Jill E; Brophy, Juliet; Ackermann, Rebecca R; Musiba, Chares M; de Ruiter, Darryl J; Mooers, Arne Ø; Collard, Mark
2016-08-01
Homo naledi is a recently discovered species of fossil hominin from South Africa. A considerable amount is already known about H. naledi but some important questions remain unanswered. Here we report a study that addressed two of them: "Where does H. naledi fit in the hominin evolutionary tree?" and "How old is it?" We used a large supermatrix of craniodental characters for both early and late hominin species and Bayesian phylogenetic techniques to carry out three analyses. First, we performed a dated Bayesian analysis to generate estimates of the evolutionary relationships of fossil hominins including H. naledi. Then we employed Bayes factor tests to compare the strength of support for hypotheses about the relationships of H. naledi suggested by the best-estimate trees. Lastly, we carried out a resampling analysis to assess the accuracy of the age estimate for H. naledi yielded by the dated Bayesian analysis. The analyses strongly supported the hypothesis that H. naledi forms a clade with the other Homo species and Australopithecus sediba. The analyses were more ambiguous regarding the position of H. naledi within the (Homo, Au. sediba) clade. A number of hypotheses were rejected, but several others were not. Based on the available craniodental data, Homo antecessor, Asian Homo erectus, Homo habilis, Homo floresiensis, Homo sapiens, and Au. sediba could all be the sister taxon of H. naledi. According to the dated Bayesian analysis, the most likely age for H. naledi is 912 ka. This age estimate was supported by the resampling analysis. Our findings have a number of implications. Most notably, they support the assignment of the new specimens to Homo, cast doubt on the claim that H. naledi is simply a variant of H. erectus, and suggest H. naledi is younger than has been previously proposed. Copyright © 2016 Elsevier Ltd. All rights reserved.
Bayesian switching factor analysis for estimating time-varying functional connectivity in fMRI.
Taghia, Jalil; Ryali, Srikanth; Chen, Tianwen; Supekar, Kaustubh; Cai, Weidong; Menon, Vinod
2017-07-15
There is growing interest in understanding the dynamical properties of functional interactions between distributed brain regions. However, robust estimation of temporal dynamics from functional magnetic resonance imaging (fMRI) data remains challenging due to limitations in extant multivariate methods for modeling time-varying functional interactions between multiple brain areas. Here, we develop a Bayesian generative model for fMRI time-series within the framework of hidden Markov models (HMMs). The model is a dynamic variant of the static factor analysis model (Ghahramani and Beal, 2000). We refer to this model as Bayesian switching factor analysis (BSFA) as it integrates factor analysis into a generative HMM in a unified Bayesian framework. In BSFA, brain dynamic functional networks are represented by latent states which are learnt from the data. Crucially, BSFA is a generative model which estimates the temporal evolution of brain states and transition probabilities between states as a function of time. An attractive feature of BSFA is the automatic determination of the number of latent states via Bayesian model selection arising from penalization of excessively complex models. Key features of BSFA are validated using extensive simulations on carefully designed synthetic data. We further validate BSFA using fingerprint analysis of multisession resting-state fMRI data from the Human Connectome Project (HCP). Our results show that modeling temporal dependencies in the generative model of BSFA results in improved fingerprinting of individual participants. Finally, we apply BSFA to elucidate the dynamic functional organization of the salience, central-executive, and default mode networks-three core neurocognitive systems with central role in cognitive and affective information processing (Menon, 2011). Across two HCP sessions, we demonstrate a high level of dynamic interactions between these networks and determine that the salience network has the highest temporal flexibility among the three networks. Our proposed methods provide a novel and powerful generative model for investigating dynamic brain connectivity. Copyright © 2017 Elsevier Inc. All rights reserved.
Link, William; Sauer, John R.
2016-01-01
The analysis of ecological data has changed in two important ways over the last 15 years. The development and easy availability of Bayesian computational methods has allowed and encouraged the fitting of complex hierarchical models. At the same time, there has been increasing emphasis on acknowledging and accounting for model uncertainty. Unfortunately, the ability to fit complex models has outstripped the development of tools for model selection and model evaluation: familiar model selection tools such as Akaike's information criterion and the deviance information criterion are widely known to be inadequate for hierarchical models. In addition, little attention has been paid to the evaluation of model adequacy in context of hierarchical modeling, i.e., to the evaluation of fit for a single model. In this paper, we describe Bayesian cross-validation, which provides tools for model selection and evaluation. We describe the Bayesian predictive information criterion and a Bayesian approximation to the BPIC known as the Watanabe-Akaike information criterion. We illustrate the use of these tools for model selection, and the use of Bayesian cross-validation as a tool for model evaluation, using three large data sets from the North American Breeding Bird Survey.
Classifying emotion in Twitter using Bayesian network
NASA Astrophysics Data System (ADS)
Surya Asriadie, Muhammad; Syahrul Mubarok, Mohamad; Adiwijaya
2018-03-01
Language is used to express not only facts, but also emotions. Emotions are noticeable from behavior up to the social media statuses written by a person. Analysis of emotions in a text is done in a variety of media such as Twitter. This paper studies classification of emotions on twitter using Bayesian network because of its ability to model uncertainty and relationships between features. The result is two models based on Bayesian network which are Full Bayesian Network (FBN) and Bayesian Network with Mood Indicator (BNM). FBN is a massive Bayesian network where each word is treated as a node. The study shows the method used to train FBN is not very effective to create the best model and performs worse compared to Naive Bayes. F1-score for FBN is 53.71%, while for Naive Bayes is 54.07%. BNM is proposed as an alternative method which is based on the improvement of Multinomial Naive Bayes and has much lower computational complexity compared to FBN. Even though it’s not better compared to FBN, the resulting model successfully improves the performance of Multinomial Naive Bayes. F1-Score for Multinomial Naive Bayes model is 51.49%, while for BNM is 52.14%.
Zonta, Zivko J; Flotats, Xavier; Magrí, Albert
2014-08-01
The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.
Scholte, Ronaldo G C; Schur, Nadine; Bavia, Maria E; Carvalho, Edgar M; Chammartin, Frédérique; Utzinger, Jürg; Vounatsou, Penelope
2013-11-01
Soil-transmitted helminths (Ascaris lumbricoides, Trichuris trichiura and hookworm) negatively impact the health and wellbeing of hundreds of millions of people, particularly in tropical and subtropical countries, including Brazil. Reliable maps of the spatial distribution and estimates of the number of infected people are required for the control and eventual elimination of soil-transmitted helminthiasis. We used advanced Bayesian geostatistical modelling, coupled with geographical information systems and remote sensing to visualize the distribution of the three soil-transmitted helminth species in Brazil. Remotely sensed climatic and environmental data, along with socioeconomic variables from readily available databases were employed as predictors. Our models provided mean prevalence estimates for A. lumbricoides, T. trichiura and hookworm of 15.6%, 10.1% and 2.5%, respectively. By considering infection risk and population numbers at the unit of the municipality, we estimate that 29.7 million Brazilians are infected with A. lumbricoides, 19.2 million with T. trichiura and 4.7 million with hookworm. Our model-based maps identified important risk factors related to the transmission of soiltransmitted helminths and confirm that environmental variables are closely associated with indices of poverty. Our smoothed risk maps, including uncertainty, highlight areas where soil-transmitted helminthiasis control interventions are most urgently required, namely in the North and along most of the coastal areas of Brazil. We believe that our predictive risk maps are useful for disease control managers for prioritising control interventions and for providing a tool for more efficient surveillance-response mechanisms.
A Bayesian network model for predicting aquatic toxicity mode ...
The mode of toxic action (MoA) has been recognized as a key determinant of chemical toxicity, but development of predictive MoA classification models in aquatic toxicology has been limited. We developed a Bayesian network model to classify aquatic toxicity MoA using a recently published dataset containing over one thousand chemicals with MoA assignments for aquatic animal toxicity. Two dimensional theoretical chemical descriptors were generated for each chemical using the Toxicity Estimation Software Tool. The model was developed through augmented Markov blanket discovery from the dataset of 1098 chemicals with the MoA broad classifications as a target node. From cross validation, the overall precision for the model was 80.2%. The best precision was for the AChEI MoA (93.5%) where 257 chemicals out of 275 were correctly classified. Model precision was poorest for the reactivity MoA (48.5%) where 48 out of 99 reactive chemicals were correctly classified. Narcosis represented the largest class within the MoA dataset and had a precision and reliability of 80.0%, reflecting the global precision across all of the MoAs. False negatives for narcosis most often fell into electron transport inhibition, neurotoxicity or reactivity MoAs. False negatives for all other MoAs were most often narcosis. A probabilistic sensitivity analysis was undertaken for each MoA to examine the sensitivity to individual and multiple descriptor findings. The results show that the Markov blank
Efficient Bayesian inference for natural time series using ARFIMA processes
NASA Astrophysics Data System (ADS)
Graves, Timothy; Gramacy, Robert; Franzke, Christian; Watkins, Nicholas
2016-04-01
Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances their predictability, but also hampers the detection of externally forced trends. Thus, it is important to reliably identify whether or not a system exhibits LM. We present a modern and systematic approach to the inference of LM. We use the flexible autoregressive fractional integrated moving average (ARFIMA) model, which is widely used in time series analysis, and of increasing interest in climate science. Unlike most previous work on the inference of LM, which is frequentist in nature, we provide a systematic treatment of Bayesian inference. In particular, we provide a new approximate likelihood for efficient parameter inference, and show how nuisance parameters (e.g., short-memory effects) can be integrated over in order to focus on long-memory parameters and hypothesis testing more directly. We illustrate our new methodology on the Nile water level data and the central England temperature (CET) time series, with favorable comparison to the standard estimators [1]. In addition we show how the method can be used to perform joint inference of the stability exponent and the memory parameter when ARFIMA is extended to allow for alpha-stable innovations. Such models can be used to study systems where heavy tails and long range memory coexist. [1] Graves et al, Nonlin. Processes Geophys., 22, 679-700, 2015; doi:10.5194/npg-22-679-2015.
White, Simon R; Muniz-Terrera, Graciela; Matthews, Fiona E
2018-05-01
Many medical (and ecological) processes involve the change of shape, whereby one trajectory changes into another trajectory at a specific time point. There has been little investigation into the study design needed to investigate these models. We consider the class of fixed effect change-point models with an underlying shape comprised two joined linear segments, also known as broken-stick models. We extend this model to include two sub-groups with different trajectories at the change-point, a change and no change class, and also include a missingness model to account for individuals with incomplete follow-up. Through a simulation study, we consider the relationship of sample size to the estimates of the underlying shape, the existence of a change-point, and the classification-error of sub-group labels. We use a Bayesian framework to account for the missing labels, and the analysis of each simulation is performed using standard Markov chain Monte Carlo techniques. Our simulation study is inspired by cognitive decline as measured by the Mini-Mental State Examination, where our extended model is appropriate due to the commonly observed mixture of individuals within studies who do or do not exhibit accelerated decline. We find that even for studies of modest size ( n = 500, with 50 individuals observed past the change-point) in the fixed effect setting, a change-point can be detected and reliably estimated across a range of observation-errors.
A Bayesian network model for predicting aquatic toxicity mode ...
The mode of toxic action (MoA) has been recognized as a key determinant of chemical toxicity but MoA classification in aquatic toxicology has been limited. We developed a Bayesian network model to classify aquatic toxicity mode of action using a recently published dataset containing over one thousand chemicals with MoA assignments for aquatic animal toxicity. Two dimensional theoretical chemical descriptors were generated for each chemical using the Toxicity Estimation Software Tool. The model was developed through augmented Markov blanket discovery from the data set with the MoA broad classifications as a target node. From cross validation, the overall precision for the model was 80.2% with a R2 of 0.959. The best precision was for the AChEI MoA (93.5%) where 257 chemicals out of 275 were correctly classified. Model precision was poorest for the reactivity MoA (48.5%) where 48 out of 99 reactive chemicals were correctly classified. Narcosis represented the largest class within the MoA dataset and had a precision and reliability of 80.0%, reflecting the global precision across all of the MoAs. False negatives for narcosis most often fell into electron transport inhibition, neurotoxicity or reactivity MoAs. False negatives for all other MoAs were most often narcosis. A probabilistic sensitivity analysis was undertaken for each MoA to examine the sensitivity to individual and multiple descriptor findings. The results show that the Markov blanket of a structurally
Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William
2014-03-01
The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.
Quantum state estimation when qubits are lost: a no-data-left-behind approach
Williams, Brian P.; Lougovski, Pavel
2017-04-06
We present an approach to Bayesian mean estimation of quantum states using hyperspherical parametrization and an experiment-specific likelihood which allows utilization of all available data, even when qubits are lost. With this method, we report the first closed-form Bayesian mean and maximum likelihood estimates for the ideal single qubit. Due to computational constraints, we utilize numerical sampling to determine the Bayesian mean estimate for a photonic two-qubit experiment in which our novel analysis reduces burdens associated with experimental asymmetries and inefficiencies. This method can be applied to quantum states of any dimension and experimental complexity.
Potential of SNP markers for the characterization of Brazilian cassava germplasm.
de Oliveira, Eder Jorge; Ferreira, Cláudia Fortes; da Silva Santos, Vanderlei; de Jesus, Onildo Nunes; Oliveira, Gilmara Alvarenga Fachardo; da Silva, Maiane Suzarte
2014-06-01
High-throughput markers, such as SNPs, along with different methodologies were used to evaluate the applicability of the Bayesian approach and the multivariate analysis in structuring the genetic diversity in cassavas. The objective of the present work was to evaluate the diversity and genetic structure of the largest cassava germplasm bank in Brazil. Complementary methodological approaches such as discriminant analysis of principal components (DAPC), Bayesian analysis and molecular analysis of variance (AMOVA) were used to understand the structure and diversity of 1,280 accessions genotyped using 402 single nucleotide polymorphism markers. The genetic diversity (0.327) and the average observed heterozygosity (0.322) were high considering the bi-allelic markers. In terms of population, the presence of a complex genetic structure was observed indicating the formation of 30 clusters by DAPC and 34 clusters by Bayesian analysis. Both methodologies presented difficulties and controversies in terms of the allocation of some accessions to specific clusters. However, the clusters suggested by the DAPC analysis seemed to be more consistent for presenting higher probability of allocation of the accessions within the clusters. Prior information related to breeding patterns and geographic origins of the accessions were not sufficient for providing clear differentiation between the clusters according to the AMOVA analysis. In contrast, the F ST was maximized when considering the clusters suggested by the Bayesian and DAPC analyses. The high frequency of germplasm exchange between producers and the subsequent alteration of the name of the same material may be one of the causes of the low association between genetic diversity and geographic origin. The results of this study may benefit cassava germplasm conservation programs, and contribute to the maximization of genetic gains in breeding programs.
Uncertainty Quantification of Hypothesis Testing for the Integrated Knowledge Engine
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cuellar, Leticia
2012-05-31
The Integrated Knowledge Engine (IKE) is a tool of Bayesian analysis, based on Bayesian Belief Networks or Bayesian networks for short. A Bayesian network is a graphical model (directed acyclic graph) that allows representing the probabilistic structure of many variables assuming a localized type of dependency called the Markov property. The Markov property in this instance makes any node or random variable to be independent of any non-descendant node given information about its parent. A direct consequence of this property is that it is relatively easy to incorporate new evidence and derive the appropriate consequences, which in general is notmore » an easy or feasible task. Typically we use Bayesian networks as predictive models for a small subset of the variables, either the leave nodes or the root nodes. In IKE, since most applications deal with diagnostics, we are interested in predicting the likelihood of the root nodes given new observations on any of the children nodes. The root nodes represent the various possible outcomes of the analysis, and an important problem is to determine when we have gathered enough evidence to lean toward one of these particular outcomes. This document presents criteria to decide when the evidence gathered is sufficient to draw a particular conclusion or decide in favor of a particular outcome by quantifying the uncertainty in the conclusions that are drawn from the data. The material in this document is organized as follows: Section 2 presents briefly a forensics Bayesian network, and we explore evaluating the information provided by new evidence by looking first at the posterior distribution of the nodes of interest, and then at the corresponding posterior odds ratios. Section 3 presents a third alternative: Bayes Factors. In section 4 we finalize by showing the relation between the posterior odds ratios and Bayes factors and showing examples these cases, and in section 5 we conclude by providing clear guidelines of how to use these for the type of Bayesian networks used in IKE.« less
NASA Astrophysics Data System (ADS)
Varouchakis, Emmanouil; Hristopulos, Dionissios
2015-04-01
Space-time geostatistical approaches can improve the reliability of dynamic groundwater level models in areas with limited spatial and temporal data. Space-time residual Kriging (STRK) is a reliable method for spatiotemporal interpolation that can incorporate auxiliary information. The method usually leads to an underestimation of the prediction uncertainty. The uncertainty of spatiotemporal models is usually estimated by determining the space-time Kriging variance or by means of cross validation analysis. For de-trended data the former is not usually applied when complex spatiotemporal trend functions are assigned. A Bayesian approach based on the bootstrap idea and sequential Gaussian simulation are employed to determine the uncertainty of the spatiotemporal model (trend and covariance) parameters. These stochastic modelling approaches produce multiple realizations, rank the prediction results on the basis of specified criteria and capture the range of the uncertainty. The correlation of the spatiotemporal residuals is modeled using a non-separable space-time variogram based on the Spartan covariance family (Hristopulos and Elogne 2007, Varouchakis and Hristopulos 2013). We apply these simulation methods to investigate the uncertainty of groundwater level variations. The available dataset consists of bi-annual (dry and wet hydrological period) groundwater level measurements in 15 monitoring locations for the time period 1981 to 2010. The space-time trend function is approximated using a physical law that governs the groundwater flow in the aquifer in the presence of pumping. The main objective of this research is to compare the performance of two simulation methods for prediction uncertainty estimation. In addition, we investigate the performance of the Spartan spatiotemporal covariance function for spatiotemporal geostatistical analysis. Hristopulos, D.T. and Elogne, S.N. 2007. Analytic properties and covariance functions for a new class of generalized Gibbs random fields. IΕΕΕ Transactions on Information Theory, 53:4667-4467. Varouchakis, E.A. and Hristopulos, D.T. 2013. Improvement of groundwater level prediction in sparsely gauged basins using physical laws and local geographic features as auxiliary variables. Advances in Water Resources, 52:34-49. Research supported by the project SPARTA 1591: "Development of Space-Time Random Fields based on Local Interaction Models and Applications in the Processing of Spatiotemporal Datasets". "SPARTA" is implemented under the "ARISTEIA" Action of the operational programme Education and Lifelong Learning and is co-funded by the European Social Fund (ESF) and National Resources.
Missing value imputation: with application to handwriting data
NASA Astrophysics Data System (ADS)
Xu, Zhen; Srihari, Sargur N.
2015-01-01
Missing values make pattern analysis difficult, particularly with limited available data. In longitudinal research, missing values accumulate, thereby aggravating the problem. Here we consider how to deal with temporal data with missing values in handwriting analysis. In the task of studying development of individuality of handwriting, we encountered the fact that feature values are missing for several individuals at several time instances. Six algorithms, i.e., random imputation, mean imputation, most likely independent value imputation, and three methods based on Bayesian network (static Bayesian network, parameter EM, and structural EM), are compared with children's handwriting data. We evaluate the accuracy and robustness of the algorithms under different ratios of missing data and missing values, and useful conclusions are given. Specifically, static Bayesian network is used for our data which contain around 5% missing data to provide adequate accuracy and low computational cost.
Bayesian estimation of dynamic matching function for U-V analysis in Japan
NASA Astrophysics Data System (ADS)
Kyo, Koki; Noda, Hideo; Kitagawa, Genshiro
2012-05-01
In this paper we propose a Bayesian method for analyzing unemployment dynamics. We derive a Beveridge curve for unemployment and vacancy (U-V) analysis from a Bayesian model based on a labor market matching function. In our framework, the efficiency of matching and the elasticities of new hiring with respect to unemployment and vacancy are regarded as time varying parameters. To construct a flexible model and obtain reasonable estimates in an underdetermined estimation problem, we treat the time varying parameters as random variables and introduce smoothness priors. The model is then described in a state space representation, enabling the parameter estimation to be carried out using Kalman filter and fixed interval smoothing. In such a representation, dynamic features of the cyclic unemployment rate and the structural-frictional unemployment rate can be accurately captured.
ERIC Educational Resources Information Center
Galbraith, Craig S.; Merrill, Gregory B.; Kline, Doug M.
2012-01-01
In this study we investigate the underlying relational structure between student evaluations of teaching effectiveness (SETEs) and achievement of student learning outcomes in 116 business related courses. Utilizing traditional statistical techniques, a neural network analysis and a Bayesian data reduction and classification algorithm, we find…
Designing a Mobile Training System in Rural Areas with Bayesian Factor Models
ERIC Educational Resources Information Center
Omidi Najafabadi, Maryam; Mirdamadi, Seyed Mehdi; Payandeh Najafabadi, Amir Teimour
2014-01-01
The facts that the wireless technologies (1) are more convenient; and (2) need less skill than desktop computers, play a crucial role to decrease digital gap in rural areas. This study employed the Bayesian Confirmatory Factor Analysis (CFA) to design a mobile training system in rural areas of Iran. It categorized challenges, potential, and…
Capturing changes in flood risk with Bayesian approaches for flood damage assessment
NASA Astrophysics Data System (ADS)
Vogel, Kristin; Schröter, Kai; Kreibich, Heidi; Thieken, Annegret; Müller, Meike; Sieg, Tobias; Laudan, Jonas; Kienzler, Sarah; Weise, Laura; Merz, Bruno; Scherbaum, Frank
2016-04-01
Flood risk is a function of hazard as well as of exposure and vulnerability. All three components are under change over space and time and have to be considered for reliable damage estimations and risk analyses, since this is the basis for an efficient, adaptable risk management. Hitherto, models for estimating flood damage are comparatively simple and cannot sufficiently account for changing conditions. The Bayesian network approach allows for a multivariate modeling of complex systems without relying on expert knowledge about physical constraints. In a Bayesian network each model component is considered to be a random variable. The way of interactions between those variables can be learned from observations or be defined by expert knowledge. Even a combination of both is possible. Moreover, the probabilistic framework captures uncertainties related to the prediction and provides a probability distribution for the damage instead of a point estimate. The graphical representation of Bayesian networks helps to study the change of probabilities for changing circumstances and may thus simplify the communication between scientists and public authorities. In the framework of the DFG-Research Training Group "NatRiskChange" we aim to develop Bayesian networks for flood damage and vulnerability assessments of residential buildings and companies under changing conditions. A Bayesian network learned from data, collected over the last 15 years in flooded regions in the Elbe and Danube catchments (Germany), reveals the impact of many variables like building characteristics, precaution and warning situation on flood damage to residential buildings. While the handling of incomplete and hybrid (discrete mixed with continuous) data are the most challenging issues in the study on residential buildings, a similar study, that focuses on the vulnerability of small to medium sized companies, bears new challenges. Relying on a much smaller data set for the determination of the model parameters, overly complex models should be avoided. A so called Markov Blanket approach aims at the identification of the most relevant factors and constructs a Bayesian network based on those findings. With our approach we want to exploit a major advantage of Bayesian networks which is their ability to consider dependencies not only pairwise, but to capture the joint effects and interactions of driving forces. Hence, the flood damage network does not only show the impact of precaution on the building damage separately, but also reveals the mutual effects of precaution and the quality of warning for a variety of flood settings. Thus, it allows for a consideration of changing conditions and different courses of action and forms a novel and valuable tool for decision support. This study is funded by the Deutsche Forschungsgemeinschaft (DFG) within the research training program GRK 2043/1 "NatRiskChange - Natural hazards and risks in a changing world" at the University of Potsdam.
NASA Technical Reports Server (NTRS)
Phoenix, S. Leigh; Kezirian, Michael T.; Murthy, Pappu L. N.
2009-01-01
Composite Overwrapped Pressure Vessel (COPVs) that have survived a long service time under pressure generally must be recertified before service is extended. Sometimes lifetime testing is performed on an actual COPV in service in an effort to validate the reliability model that is the basis for certifying the continued flight worthiness of its sisters. Currently, testing of such a Kevlar49(registered TradeMark)/epoxy COPV is nearing completion. The present paper focuses on a Bayesian statistical approach to analyze the possible failure time results of this test and to assess the implications in choosing between possible model parameter values that in the past have had significant uncertainty. The key uncertain parameters in this case are the actual fiber stress ratio at operating pressure, and the Weibull shape parameter for lifetime; the former has been uncertain due to ambiguities in interpreting the original and a duplicate burst test. The latter has been uncertain due to major differences between COPVs in the data base and the actual COPVs in service. Any information obtained that clarifies and eliminates uncertainty in these parameters will have a major effect on the predicted reliability of the service COPVs going forward. The key result is that the longer the vessel survives, the more likely the more optimistic stress ratio is correct. At the time of writing, the resulting effect on predicted future reliability is dramatic, increasing it by about one nine , that is, reducing the probability of failure by an order of magnitude. However, testing one vessel does not change the uncertainty on the Weibull shape parameter for lifetime since testing several would be necessary.
Lopes, V P; Barnett, L M; Saraiva, L; Gonçalves, C; Bowe, S J; Abbott, G; Rodrigues, L P
2016-09-01
It is important to assess young children's perceived Fundamental Movement Skill (FMS) competence in order to examine the role of perceived FMS competence in motivation toward physical activity. Children's perceptions of motor competence may vary according to the culture/country of origin; therefore, it is also important to measure perceptions in different cultural contexts. The purpose was to assess the face validity, internal consistency, test-retest reliability and construct validity of the 12 FMS items in the Pictorial Scale for Perceived Movement Skill Competence for Young Children (PMSC) in a Portuguese sample. Two hundred one Portuguese children (girls, n = 112), 5 to 10 years of age (7.6 ± 1.4), participated. All children completed the PMSC once. Ordinal alpha assessed internal consistency. A random subsamples (n = 47) were reassessed one week later to determine test-retest reliability with Bland-Altman method. Children were asked questions after the second administration to determine face validity. Construct validity was assessed on the whole sample with a Bayesian Structural Equation Modelling (BSEM) approach. The hypothesized theoretical model used the 12 items and two hypothesized factors: object control and locomotor skills. The majority of children correctly identified the skills and could understand most of the pictures. Test-retest reliability analysis was good, with an agreement ration between 0.99 and 1.02. Ordinal alpha values ranged from acceptable (object control 0.73, locomotor 0.68) to good (all FMS 0.81). The hypothesized BSEM model had an adequate fit. The PMSC can be used to investigate perceptions of children's FMS competence. This instrument can also be satisfactorily used among Portuguese children. © 2016 John Wiley & Sons Ltd.
Korsgaard, Inge Riis; Lund, Mogens Sandø; Sorensen, Daniel; Gianola, Daniel; Madsen, Per; Jensen, Just
2003-01-01
A fully Bayesian analysis using Gibbs sampling and data augmentation in a multivariate model of Gaussian, right censored, and grouped Gaussian traits is described. The grouped Gaussian traits are either ordered categorical traits (with more than two categories) or binary traits, where the grouping is determined via thresholds on the underlying Gaussian scale, the liability scale. Allowances are made for unequal models, unknown covariance matrices and missing data. Having outlined the theory, strategies for implementation are reviewed. These include joint sampling of location parameters; efficient sampling from the fully conditional posterior distribution of augmented data, a multivariate truncated normal distribution; and sampling from the conditional inverse Wishart distribution, the fully conditional posterior distribution of the residual covariance matrix. Finally, a simulated dataset was analysed to illustrate the methodology. This paper concentrates on a model where residuals associated with liabilities of the binary traits are assumed to be independent. A Bayesian analysis using Gibbs sampling is outlined for the model where this assumption is relaxed. PMID:12633531
NASA Astrophysics Data System (ADS)
Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir
2017-06-01
We present a newly developed Multivariate Copula Analysis Toolbox (MvCAT) which includes a wide range of copula families with different levels of complexity. MvCAT employs a Bayesian framework with a residual-based Gaussian likelihood function for inferring copula parameters and estimating the underlying uncertainties. The contribution of this paper is threefold: (a) providing a Bayesian framework to approximate the predictive uncertainties of fitted copulas, (b) introducing a hybrid-evolution Markov Chain Monte Carlo (MCMC) approach designed for numerical estimation of the posterior distribution of copula parameters, and (c) enabling the community to explore a wide range of copulas and evaluate them relative to the fitting uncertainties. We show that the commonly used local optimization methods for copula parameter estimation often get trapped in local minima. The proposed method, however, addresses this limitation and improves describing the dependence structure. MvCAT also enables evaluation of uncertainties relative to the length of record, which is fundamental to a wide range of applications such as multivariate frequency analysis.
Incorporating Biological Knowledge into Evaluation of Casual Regulatory Hypothesis
NASA Technical Reports Server (NTRS)
Chrisman, Lonnie; Langley, Pat; Bay, Stephen; Pohorille, Andrew; DeVincenzi, D. (Technical Monitor)
2002-01-01
Biological data can be scarce and costly to obtain. The small number of samples available typically limits statistical power and makes reliable inference of causal relations extremely difficult. However, we argue that statistical power can be increased substantially by incorporating prior knowledge and data from diverse sources. We present a Bayesian framework that combines information from different sources and we show empirically that this lets one make correct causal inferences with small sample sizes that otherwise would be impossible.
1978-03-01
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Multi-Model Ensemble Wake Vortex Prediction
NASA Technical Reports Server (NTRS)
Koerner, Stephan; Holzaepfel, Frank; Ahmad, Nash'at N.
2015-01-01
Several multi-model ensemble methods are investigated for predicting wake vortex transport and decay. This study is a joint effort between National Aeronautics and Space Administration and Deutsches Zentrum fuer Luft- und Raumfahrt to develop a multi-model ensemble capability using their wake models. An overview of different multi-model ensemble methods and their feasibility for wake applications is presented. The methods include Reliability Ensemble Averaging, Bayesian Model Averaging, and Monte Carlo Simulations. The methodologies are evaluated using data from wake vortex field experiments.
NASA Astrophysics Data System (ADS)
Han, Feng; Zheng, Yi
2018-06-01
Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.