Mishra, Arabinda; Anderson, Adam W; Wu, Xi; Gore, John C; Ding, Zhaohua
2010-08-01
The purpose of this work is to design a neuronal fiber tracking algorithm, which will be more suitable for reconstruction of fibers associated with functionally important regions in the human brain. The functional activations in the brain normally occur in the gray matter regions. Hence the fibers bordering these regions are weakly myelinated, resulting in poor performance of conventional tractography methods to trace the fiber links between them. A lower fractional anisotropy in this region makes it even difficult to track the fibers in the presence of noise. In this work, the authors focused on a stochastic approach to reconstruct these fiber pathways based on a Bayesian regularization framework. To estimate the true fiber direction (propagation vector), the a priori and conditional probability density functions are calculated in advance and are modeled as multivariate normal. The variance of the estimated tensor element vector is associated with the uncertainty due to noise and partial volume averaging (PVA). An adaptive and multiple sampling of the estimated tensor element vector, which is a function of the pre-estimated variance, overcomes the effect of noise and PVA in this work. The algorithm has been rigorously tested using a variety of synthetic data sets. The quantitative comparison of the results to standard algorithms motivated the authors to implement it for in vivo DTI data analysis. The algorithm has been implemented to delineate fibers in two major language pathways (Broca's to SMA and Broca's to Wernicke's) across 12 healthy subjects. Though the mean of standard deviation was marginally bigger than conventional (Euler's) approach [P. J. Basser et al., "In vivo fiber tractography using DT-MRI data," Magn. Reson. Med. 44(4), 625-632 (2000)], the number of extracted fibers in this approach was significantly higher. The authors also compared the performance of the proposed method to Lu's method [Y. Lu et al., "Improved fiber tractography with Bayesian tensor regularization," Neuroimage 31(3), 1061-1074 (2006)] and Friman's stochastic approach [O. Friman et al., "A Bayesian approach for stochastic white matter tractography," IEEE Trans. Med. Imaging 25(8), 965-978 (2006)]. Overall performance of the approach is found to be superior to above two methods, particularly when the signal-to-noise ratio was low. The authors observed that an adaptive sampling of the tensor element vectors, estimated as a function of the variance in a Bayesian framework, can effectively delineate neuronal fibers to analyze the structure-function relationship in human brain. The simulated and in vivo results are in good agreement with the theoretical aspects of the algorithm.
Open-Universe Theory for Bayesian Inference, Decision, and Sensing (OUTBIDS)
2014-01-01
using a novel dynamic programming algorithm [6]. The second allows for tensor data, in which observations at a given time step exhibit...unlimited. 5 We developed a dynamical tensor model that gives far better estimation and system- identification results than the standard vectorization...inference. Third, unlike prior work that learns different pieces of the model independently, use matching between 3D models and 2D views and/or voting
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.
Application of Bayesian model averaging to measurements of the primordial power spectrum
NASA Astrophysics Data System (ADS)
Parkinson, David; Liddle, Andrew R.
2010-11-01
Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for assessing parameter uncertainties in situations where there is also uncertainty in the underlying model. We apply model averaging to the estimation of the parameters associated with the primordial power spectra of curvature and tensor perturbations. We use CosmoNest and MultiNest to compute the model evidences and posteriors, using cosmic microwave data from WMAP, ACBAR, BOOMERanG, and CBI, plus large-scale structure data from the SDSS DR7. We find that the model-averaged 95% credible interval for the spectral index using all of the data is 0.940
Brain white matter fiber estimation and tractography using Q-ball imaging and Bayesian MODEL.
Lu, Meng
2015-01-01
Diffusion tensor imaging allows for the non-invasive in vivo mapping of the brain tractography. However, fiber bundles have complex structures such as fiber crossings, fiber branchings and fibers with large curvatures that tensor imaging (DTI) cannot accurately handle. This study presents a novel brain white matter tractography method using Q-ball imaging as the data source instead of DTI, because QBI can provide accurate information about multiple fiber crossings and branchings in a single voxel using an orientation distribution function (ODF). The presented method also uses graph theory to construct the Bayesian model-based graph, so that the fiber tracking between two voxels can be represented as the shortest path in a graph. Our experiment showed that our new method can accurately handle brain white matter fiber crossings and branchings, and reconstruct brain tractograhpy both in phantom data and real brain data.
Bayesian CP Factorization of Incomplete Tensors with Automatic Rank Determination.
Zhao, Qibin; Zhang, Liqing; Cichocki, Andrzej
2015-09-01
CANDECOMP/PARAFAC (CP) tensor factorization of incomplete data is a powerful technique for tensor completion through explicitly capturing the multilinear latent factors. The existing CP algorithms require the tensor rank to be manually specified, however, the determination of tensor rank remains a challenging problem especially for CP rank . In addition, existing approaches do not take into account uncertainty information of latent factors, as well as missing entries. To address these issues, we formulate CP factorization using a hierarchical probabilistic model and employ a fully Bayesian treatment by incorporating a sparsity-inducing prior over multiple latent factors and the appropriate hyperpriors over all hyperparameters, resulting in automatic rank determination. To learn the model, we develop an efficient deterministic Bayesian inference algorithm, which scales linearly with data size. Our method is characterized as a tuning parameter-free approach, which can effectively infer underlying multilinear factors with a low-rank constraint, while also providing predictive distributions over missing entries. Extensive simulations on synthetic data illustrate the intrinsic capability of our method to recover the ground-truth of CP rank and prevent the overfitting problem, even when a large amount of entries are missing. Moreover, the results from real-world applications, including image inpainting and facial image synthesis, demonstrate that our method outperforms state-of-the-art approaches for both tensor factorization and tensor completion in terms of predictive performance.
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.
Huang, Lei; Goldsmith, Jeff; Reiss, Philip T.; Reich, Daniel S.; Crainiceanu, Ciprian M.
2013-01-01
Diffusion tensor imaging (DTI) measures water diffusion within white matter, allowing for in vivo quantification of brain pathways. These pathways often subserve specific functions, and impairment of those functions is often associated with imaging abnormalities. As a method for predicting clinical disability from DTI images, we propose a hierarchical Bayesian “scalar-on-image” regression procedure. Our procedure introduces a latent binary map that estimates the locations of predictive voxels and penalizes the magnitude of effect sizes in these voxels, thereby resolving the ill-posed nature of the problem. By inducing a spatial prior structure, the procedure yields a sparse association map that also maintains spatial continuity of predictive regions. The method is demonstrated on a simulation study and on a study of association between fractional anisotropy and cognitive disability in a cross-sectional sample of 135 multiple sclerosis patients. PMID:23792220
New seismogenic stress fields for southern Italy from a Bayesian approach
NASA Astrophysics Data System (ADS)
Totaro, Cristina; Orecchio, Barbara; Presti, Debora; Scolaro, Silvia; Neri, Giancarlo
2017-04-01
A new database of high-quality waveform inversion focal mechanism has been compiled for southern Italy by integrating the highest quality solutions, available from literature and catalogues, and 146 newly-computed ones. All the selected focal mechanisms are (i) coming from the Italian CMT, Regional CMT and TDMT catalogues (Pondrelli et al., PEPI 2006, PEPI 2011; http://www.ingv.it), or (ii) computed by using the Cut And Paste (CAP) method (Zhao & Helmberger, BSSA 1994; Zhu & Helmberger, BSSA 1996). Specific tests have been carried out in order to evaluate the robustness of the obtained solutions (e.g., by varying both seismic network configuration and Earth structure parameters) and to estimate uncertainties on the focal mechanism parameters. Only the resulting highest-quality solutions have been enclosed in the database, that has then been used for computation of posterior density distributions of stress tensor components by a Bayesian method (Arnold & Townend, GJI 2007). This algorithm furnishes the posterior density function of the principal components of stress tensor (maximum σ1, intermediate σ2, and minimum σ3 compressive stress, respectively) and the stress-magnitude ratio (R). Before stress computation, we applied the k-means clustering algorithm to subdivide the focal mechanism catalog on the basis of earthquake locations. This approach allows identifying the sectors to be investigated without any "a priori" constraint from faulting type distribution. The large amount of data and the application of the Bayesian algorithm allowed us to provide a more accurate local-to-regional scale stress distribution that has shed new light on the kinematics and dynamics of this very complex area, where lithospheric unit configuration and geodynamic engines are still strongly debated. The new high-quality information here furnished will then represent very useful tools and constraints for future geophysical analyses and geodynamic modeling.
Joint Data Management for MOVINT Data-to-Decision Making
2011-07-01
flux tensor , aligned motion history images, and related approaches have been shown to be versatile approaches [12, 16, 17, 18]. Scaling these...methods include voting , neural networks, fuzzy logic, neuro-dynamic programming, support vector machines, Bayesian and Dempster-Shafer methods. One way...Information Fusion, 2010. [16] F. Bunyak, K. Palaniappan, S. K. Nath, G. Seetharaman, “Flux tensor constrained geodesic active contours with sensor fusion
Quantum mechanics: The Bayesian theory generalized to the space of Hermitian matrices
NASA Astrophysics Data System (ADS)
Benavoli, Alessio; Facchini, Alessandro; Zaffalon, Marco
2016-10-01
We consider the problem of gambling on a quantum experiment and enforce rational behavior by a few rules. These rules yield, in the classical case, the Bayesian theory of probability via duality theorems. In our quantum setting, they yield the Bayesian theory generalized to the space of Hermitian matrices. This very theory is quantum mechanics: in fact, we derive all its four postulates from the generalized Bayesian theory. This implies that quantum mechanics is self-consistent. It also leads us to reinterpret the main operations in quantum mechanics as probability rules: Bayes' rule (measurement), marginalization (partial tracing), independence (tensor product). To say it with a slogan, we obtain that quantum mechanics is the Bayesian theory in the complex numbers.
A new software for deformation source optimization, the Bayesian Earthquake Analysis Tool (BEAT)
NASA Astrophysics Data System (ADS)
Vasyura-Bathke, H.; Dutta, R.; Jonsson, S.; Mai, P. M.
2017-12-01
Modern studies of crustal deformation and the related source estimation, including magmatic and tectonic sources, increasingly use non-linear optimization strategies to estimate geometric and/or kinematic source parameters and often consider both jointly, geodetic and seismic data. Bayesian inference is increasingly being used for estimating posterior distributions of deformation source model parameters, given measured/estimated/assumed data and model uncertainties. For instance, some studies consider uncertainties of a layered medium and propagate these into source parameter uncertainties, while others use informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed to efficiently explore the high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational burden of these methods is high and estimation codes are rarely made available along with the published results. Even if the codes are accessible, it is usually challenging to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in deformation source estimations, we undertook the effort of developing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package builds on the pyrocko seismological toolbox (www.pyrocko.org), and uses the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat), and we encourage and solicit contributions to the project. Here, we present our strategy for developing BEAT and show application examples; especially the effect of including the model prediction uncertainty of the velocity model in following source optimizations: full moment tensor, Mogi source, moderate strike-slip earth-quake.
Bayesian uncertainty quantification in linear models for diffusion MRI.
Sjölund, Jens; Eklund, Anders; Özarslan, Evren; Herberthson, Magnus; Bånkestad, Maria; Knutsson, Hans
2018-03-29
Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification. Copyright © 2018 Elsevier Inc. All rights reserved.
Bayesian ISOLA: new tool for automated centroid moment tensor inversion
NASA Astrophysics Data System (ADS)
Vackář, Jiří; Burjánek, Jan; Gallovič, František; Zahradník, Jiří; Clinton, John
2017-04-01
Focal mechanisms are important for understanding seismotectonics of a region, and they serve as a basic input for seismic hazard assessment. Usually, the point source approximation and the moment tensor (MT) are used. We have developed a new, fully automated tool for the centroid moment tensor (CMT) inversion in a Bayesian framework. It includes automated data retrieval, data selection where station components with various instrumental disturbances and high signal-to-noise are rejected, and full-waveform inversion in a space-time grid around a provided hypocenter. The method is innovative in the following aspects: (i) The CMT inversion is fully automated, no user interaction is required, although the details of the process can be visually inspected latter on many figures which are automatically plotted.(ii) The automated process includes detection of disturbances based on MouseTrap code, so disturbed recordings do not affect inversion.(iii) A data covariance matrix calculated from pre-event noise yields an automated weighting of the station recordings according to their noise levels and also serves as an automated frequency filter suppressing noisy frequencies.(iv) Bayesian approach is used, so not only the best solution is obtained, but also the posterior probability density function.(v) A space-time grid search effectively combined with the least-squares inversion of moment tensor components speeds up the inversion and allows to obtain more accurate results compared to stochastic methods. The method has been tested on synthetic and observed data. It has been tested by comparison with manually processed moment tensors of all events greater than M≥3 in the Swiss catalogue over 16 years using data available at the Swiss data center (http://arclink.ethz.ch). The quality of the results of the presented automated process is comparable with careful manual processing of data. The software package programmed in Python has been designed to be as versatile as possible in order to be applicable in various networks ranging from local to regional. The method can be applied either to the everyday network data flow, or to process large previously existing earthquake catalogues and data sets.
TENSOR DECOMPOSITIONS AND SPARSE LOG-LINEAR MODELS
Johndrow, James E.; Bhattacharya, Anirban; Dunson, David B.
2017-01-01
Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. We derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions. PMID:29332971
Sampling-free Bayesian inversion with adaptive hierarchical tensor representations
NASA Astrophysics Data System (ADS)
Eigel, Martin; Marschall, Manuel; Schneider, Reinhold
2018-03-01
A sampling-free approach to Bayesian inversion with an explicit polynomial representation of the parameter densities is developed, based on an affine-parametric representation of a linear forward model. This becomes feasible due to the complete treatment in function spaces, which requires an efficient model reduction technique for numerical computations. The advocated perspective yields the crucial benefit that error bounds can be derived for all occuring approximations, leading to provable convergence subject to the discretization parameters. Moreover, it enables a fully adaptive a posteriori control with automatic problem-dependent adjustments of the employed discretizations. The method is discussed in the context of modern hierarchical tensor representations, which are used for the evaluation of a random PDE (the forward model) and the subsequent high-dimensional quadrature of the log-likelihood, alleviating the ‘curse of dimensionality’. Numerical experiments demonstrate the performance and confirm the theoretical results.
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.
NASA Astrophysics Data System (ADS)
Hallo, Miroslav; Asano, Kimiyuki; Gallovič, František
2017-09-01
On April 16, 2016, Kumamoto prefecture in Kyushu region, Japan, was devastated by a shallow M JMA7.3 earthquake. The series of foreshocks started by M JMA6.5 foreshock 28 h before the mainshock. They have originated in Hinagu fault zone intersecting the mainshock Futagawa fault zone; hence, the tectonic background for this earthquake sequence is rather complex. Here we infer centroid moment tensors (CMTs) for 11 events with M JMA between 4.8 and 6.5, using strong motion records of the K-NET, KiK-net and F-net networks. We use upgraded Bayesian full-waveform inversion code ISOLA-ObsPy, which takes into account uncertainty of the velocity model. Such an approach allows us to reliably assess uncertainty of the CMT parameters including the centroid position. The solutions show significant systematic spatial and temporal variations throughout the sequence. Foreshocks are right-lateral steeply dipping strike-slip events connected to the NE-SW shear zone. Those located close to the intersection of the Hinagu and Futagawa fault zones are dipping slightly to ESE, while those in the southern area are dipping to WNW. Contrarily, aftershocks are mostly normal dip-slip events, being related to the N-S extensional tectonic regime. Most of the deviatoric moment tensors contain only minor CLVD component, which can be attributed to the velocity model uncertainty. Nevertheless, two of the CMTs involve a significant CLVD component, which may reflect complex rupture process. Decomposition of those moment tensors into two pure shear moment tensors suggests combined right-lateral strike-slip and normal dip-slip mechanisms, consistent with the tectonic settings of the intersection of the Hinagu and Futagawa fault zones.[Figure not available: see fulltext.
A Bayesian and Physics-Based Ground Motion Parameters Map Generation System
NASA Astrophysics Data System (ADS)
Ramirez-Guzman, L.; Quiroz, A.; Sandoval, H.; Perez-Yanez, C.; Ruiz, A. L.; Delgado, R.; Macias, M. A.; Alcántara, L.
2014-12-01
We present the Ground Motion Parameters Map Generation (GMPMG) system developed by the Institute of Engineering at the National Autonomous University of Mexico (UNAM). The system delivers estimates of information associated with the social impact of earthquakes, engineering ground motion parameters (gmp), and macroseismic intensity maps. The gmp calculated are peak ground acceleration and velocity (pga and pgv) and response spectral acceleration (SA). The GMPMG relies on real-time data received from strong ground motion stations belonging to UNAM's networks throughout Mexico. Data are gathered via satellite and internet service providers, and managed with the data acquisition software Earthworm. The system is self-contained and can perform all calculations required for estimating gmp and intensity maps due to earthquakes, automatically or manually. An initial data processing, by baseline correcting and removing records containing glitches or low signal-to-noise ratio, is performed. The system then assigns a hypocentral location using first arrivals and a simplified 3D model, followed by a moment tensor inversion, which is performed using a pre-calculated Receiver Green's Tensors (RGT) database for a realistic 3D model of Mexico. A backup system to compute epicentral location and magnitude is in place. A Bayesian Kriging is employed to combine recorded values with grids of computed gmp. The latter are obtained by using appropriate ground motion prediction equations (for pgv, pga and SA with T=0.3, 0.5, 1 and 1.5 s ) and numerical simulations performed in real time, using the aforementioned RGT database (for SA with T=2, 2.5 and 3 s). Estimated intensity maps are then computed using SA(T=2S) to Modified Mercalli Intensity correlations derived for central Mexico. The maps are made available to the institutions in charge of the disaster prevention systems. In order to analyze the accuracy of the maps, we compare them against observations not considered in the computations, and present some examples of recent earthquakes. We conclude that the system provides information with a fair goodness-of-fit against observations. This project is partially supported by DGAPA-PAPIIT (UNAM) project TB100313-RR170313.
Bayesian ISOLA: new tool for automated centroid moment tensor inversion
NASA Astrophysics Data System (ADS)
Vackář, Jiří; Burjánek, Jan; Gallovič, František; Zahradník, Jiří; Clinton, John
2017-08-01
We have developed a new, fully automated tool for the centroid moment tensor (CMT) inversion in a Bayesian framework. It includes automated data retrieval, data selection where station components with various instrumental disturbances are rejected and full-waveform inversion in a space-time grid around a provided hypocentre. A data covariance matrix calculated from pre-event noise yields an automated weighting of the station recordings according to their noise levels and also serves as an automated frequency filter suppressing noisy frequency ranges. The method is tested on synthetic and observed data. It is applied on a data set from the Swiss seismic network and the results are compared with the existing high-quality MT catalogue. The software package programmed in Python is designed to be as versatile as possible in order to be applicable in various networks ranging from local to regional. The method can be applied either to the everyday network data flow, or to process large pre-existing earthquake catalogues and data sets.
Evaluation of Oceanic Transport Statistics By Use of Transient Tracers and Bayesian Methods
NASA Astrophysics Data System (ADS)
Trossman, D. S.; Thompson, L.; Mecking, S.; Bryan, F.; Peacock, S.
2013-12-01
Key variables that quantify the time scales over which atmospheric signals penetrate into the oceanic interior and their uncertainties are computed using Bayesian methods and transient tracers from both models and observations. First, the mean residence times, subduction rates, and formation rates of Subtropical Mode Water (STMW) and Subpolar Mode Water (SPMW) in the North Atlantic and Subantarctic Mode Water (SAMW) in the Southern Ocean are estimated by combining a model and observations of chlorofluorocarbon-11 (CFC-11) via Bayesian Model Averaging (BMA), statistical technique that weights model estimates according to how close they agree with observations. Second, a Bayesian method is presented to find two oceanic transport parameters associated with the age distribution of ocean waters, the transit-time distribution (TTD), by combining an eddying global ocean model's estimate of the TTD with hydrographic observations of CFC-11, temperature, and salinity. Uncertainties associated with objectively mapping irregularly spaced bottle data are quantified by making use of a thin-plate spline and then propagated via the two Bayesian techniques. It is found that the subduction of STMW, SPMW, and SAMW is mostly an advective process, but up to about one-third of STMW subduction likely owes to non-advective processes. Also, while the formation of STMW is mostly due to subduction, the formation of SPMW is mostly due to other processes. About half of the formation of SAMW is due to subduction and half is due to other processes. A combination of air-sea flux, acting on relatively short time scales, and turbulent mixing, acting on a wide range of time scales, is likely the dominant SPMW erosion mechanism. Air-sea flux is likely responsible for most STMW erosion, and turbulent mixing is likely responsible for most SAMW erosion. Two oceanic transport parameters, the mean age of a water parcel and the half-variance associated with the TTD, estimated using the model's tracers as data (BayesPOP) and those estimated using tracer observations as data (BayesObs) provide information about the sources of model biases, and give a more nuanced picture than can be found by comparing the simulated CFC-11 concentrations with observed CFC-11 concentrations. Using the differences between the two oceanic transport parameters from BayesObs and those from BayesPOP with and without a constant Peclet number assumption along each of the hydrographic cross-sections considered here, it is found that the model's diffusivity tensor biases lead to larger model errors than the model's mean advection time biases. However, it is also found that mean advection time biases in the model are statistically significant at the 95% level where mode water is found.
Non-convex Statistical Optimization for Sparse Tensor Graphical Model
Sun, Wei; Wang, Zhaoran; Liu, Han; Cheng, Guang
2016-01-01
We consider the estimation of sparse graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we assume the data follow a tensor normal distribution whose covariance has a Kronecker product structure. The penalized maximum likelihood estimation of this model involves minimizing a non-convex objective function. In spite of the non-convexity of this estimation problem, we prove that an alternating minimization algorithm, which iteratively estimates each sparse precision matrix while fixing the others, attains an estimator with the optimal statistical rate of convergence as well as consistent graph recovery. Notably, such an estimator achieves estimation consistency with only one tensor sample, which is unobserved in previous work. Our theoretical results are backed by thorough numerical studies. PMID:28316459
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.
Eigenvector of gravity gradient tensor for estimating fault dips considering fault type
NASA Astrophysics Data System (ADS)
Kusumoto, Shigekazu
2017-12-01
The dips of boundaries in faults and caldera walls play an important role in understanding their formation mechanisms. The fault dip is a particularly important parameter in numerical simulations for hazard map creation as the fault dip affects estimations of the area of disaster occurrence. In this study, I introduce a technique for estimating the fault dip using the eigenvector of the observed or calculated gravity gradient tensor on a profile and investigating its properties through numerical simulations. From numerical simulations, it was found that the maximum eigenvector of the tensor points to the high-density causative body, and the dip of the maximum eigenvector closely follows the dip of the normal fault. It was also found that the minimum eigenvector of the tensor points to the low-density causative body and that the dip of the minimum eigenvector closely follows the dip of the reverse fault. It was shown that the eigenvector of the gravity gradient tensor for estimating fault dips is determined by fault type. As an application of this technique, I estimated the dip of the Kurehayama Fault located in Toyama, Japan, and obtained a result that corresponded to conventional fault dip estimations by geology and geomorphology. Because the gravity gradient tensor is required for this analysis, I present a technique that estimates the gravity gradient tensor from the gravity anomaly on a profile.
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.
Constraining the break of spatial diffeomorphism invariance with Planck data
NASA Astrophysics Data System (ADS)
Graef, L. L.; Benetti, M.; Alcaniz, J. S.
2017-07-01
The current most accepted paradigm for the early universe cosmology, the inflationary scenario, shows a good agreement with the recent Cosmic Microwave Background (CMB) and polarization data. However, when the inflation consistency relation is relaxed, these observational data exclude a larger range of red tensor tilt values, prevailing the blue ones which are not predicted by the minimal inflationary models. Recently, it has been shown that the assumption of spatial diffeomorphism invariance breaking (SDB) in the context of an effective field theory of inflation leads to interesting observational consequences. Among them, the possibility of generating a blue tensor spectrum, which can recover the specific consistency relation of the String Gas Cosmology, for a certain choice of parameters. We use the most recent CMB data to constrain the SDB model and test its observational viability through a Bayesian analysis assuming as reference an extended ΛCDM+tensor perturbation model, which considers a power-law tensor spectrum parametrized in terms of the tensor-to-scalar ratio, r, and the tensor spectral index, nt. If the inflation consistency relation is imposed, r=-8 nt, we obtain a strong evidence in favor of the reference model whereas if such relation is relaxed, a weak evidence in favor of the model with diffeomorphism breaking is found. We also use the same CMB data set to make an observational comparison between the SDB model, standard inflation and String Gas Cosmology.
Variational optical flow estimation based on stick tensor voting.
Rashwan, Hatem A; Garcia, Miguel A; Puig, Domenec
2013-07-01
Variational optical flow techniques allow the estimation of flow fields from spatio-temporal derivatives. They are based on minimizing a functional that contains a data term and a regularization term. Recently, numerous approaches have been presented for improving the accuracy of the estimated flow fields. Among them, tensor voting has been shown to be particularly effective in the preservation of flow discontinuities. This paper presents an adaptation of the data term by using anisotropic stick tensor voting in order to gain robustness against noise and outliers with significantly lower computational cost than (full) tensor voting. In addition, an anisotropic complementary smoothness term depending on directional information estimated through stick tensor voting is utilized in order to preserve discontinuity capabilities of the estimated flow fields. Finally, a weighted non-local term that depends on both the estimated directional information and the occlusion state of pixels is integrated during the optimization process in order to denoise the final flow field. The proposed approach yields state-of-the-art results on the Middlebury benchmark.
Robust estimation of adaptive tensors of curvature by tensor voting.
Tong, Wai-Shun; Tang, Chi-Keung
2005-03-01
Although curvature estimation from a given mesh or regularly sampled point set is a well-studied problem, it is still challenging when the input consists of a cloud of unstructured points corrupted by misalignment error and outlier noise. Such input is ubiquitous in computer vision. In this paper, we propose a three-pass tensor voting algorithm to robustly estimate curvature tensors, from which accurate principal curvatures and directions can be calculated. Our quantitative estimation is an improvement over the previous two-pass algorithm, where only qualitative curvature estimation (sign of Gaussian curvature) is performed. To overcome misalignment errors, our improved method automatically corrects input point locations at subvoxel precision, which also rejects outliers that are uncorrectable. To adapt to different scales locally, we define the RadiusHit of a curvature tensor to quantify estimation accuracy and applicability. Our curvature estimation algorithm has been proven with detailed quantitative experiments, performing better in a variety of standard error metrics (percentage error in curvature magnitudes, absolute angle difference in curvature direction) in the presence of a large amount of misalignment noise.
A Tensor-Based Subspace Approach for Bistatic MIMO Radar in Spatial Colored Noise
Wang, Xianpeng; Wang, Wei; Li, Xin; Wang, Junxiang
2014-01-01
In this paper, a new tensor-based subspace approach is proposed to estimate the direction of departure (DOD) and the direction of arrival (DOA) for bistatic multiple-input multiple-output (MIMO) radar in the presence of spatial colored noise. Firstly, the received signals can be packed into a third-order measurement tensor by exploiting the inherent structure of the matched filter. Then, the measurement tensor can be divided into two sub-tensors, and a cross-covariance tensor is formulated to eliminate the spatial colored noise. Finally, the signal subspace is constructed by utilizing the higher-order singular value decomposition (HOSVD) of the cross-covariance tensor, and the DOD and DOA can be obtained through the estimation of signal parameters via rotational invariance technique (ESPRIT) algorithm, which are paired automatically. Since the multidimensional inherent structure and the cross-covariance tensor technique are used, the proposed method provides better angle estimation performance than Chen's method, the ESPRIT algorithm and the multi-SVD method. Simulation results confirm the effectiveness and the advantage of the proposed method. PMID:24573313
A tensor-based subspace approach for bistatic MIMO radar in spatial colored noise.
Wang, Xianpeng; Wang, Wei; Li, Xin; Wang, Junxiang
2014-02-25
In this paper, a new tensor-based subspace approach is proposed to estimate the direction of departure (DOD) and the direction of arrival (DOA) for bistatic multiple-input multiple-output (MIMO) radar in the presence of spatial colored noise. Firstly, the received signals can be packed into a third-order measurement tensor by exploiting the inherent structure of the matched filter. Then, the measurement tensor can be divided into two sub-tensors, and a cross-covariance tensor is formulated to eliminate the spatial colored noise. Finally, the signal subspace is constructed by utilizing the higher-order singular value decomposition (HOSVD) of the cross-covariance tensor, and the DOD and DOA can be obtained through the estimation of signal parameters via rotational invariance technique (ESPRIT) algorithm, which are paired automatically. Since the multidimensional inherent structure and the cross-covariance tensor technique are used, the proposed method provides better angle estimation performance than Chen's method, the ESPRIT algorithm and the multi-SVD method. Simulation results confirm the effectiveness and the advantage of the proposed method.
Ye, Chuyang; Murano, Emi; Stone, Maureen; Prince, Jerry L
2015-10-01
The tongue is a critical organ for a variety of functions, including swallowing, respiration, and speech. It contains intrinsic and extrinsic muscles that play an important role in changing its shape and position. Diffusion tensor imaging (DTI) has been used to reconstruct tongue muscle fiber tracts. However, previous studies have been unable to reconstruct the crossing fibers that occur where the tongue muscles interdigitate, which is a large percentage of the tongue volume. To resolve crossing fibers, multi-tensor models on DTI and more advanced imaging modalities, such as high angular resolution diffusion imaging (HARDI) and diffusion spectrum imaging (DSI), have been proposed. However, because of the involuntary nature of swallowing, there is insufficient time to acquire a sufficient number of diffusion gradient directions to resolve crossing fibers while the in vivo tongue is in a fixed position. In this work, we address the challenge of distinguishing interdigitated tongue muscles from limited diffusion magnetic resonance imaging by using a multi-tensor model with a fixed tensor basis and incorporating prior directional knowledge. The prior directional knowledge provides information on likely fiber directions at each voxel, and is computed with anatomical knowledge of tongue muscles. The fiber directions are estimated within a maximum a posteriori (MAP) framework, and the resulting objective function is solved using a noise-aware weighted ℓ1-norm minimization algorithm. Experiments were performed on a digital crossing phantom and in vivo tongue diffusion data including three control subjects and four patients with glossectomies. On the digital phantom, effects of parameters, noise, and prior direction accuracy were studied, and parameter settings for real data were determined. The results on the in vivo data demonstrate that the proposed method is able to resolve interdigitated tongue muscles with limited gradient directions. The distributions of the computed fiber directions in both the controls and the patients were also compared, suggesting a potential clinical use for this imaging and image analysis methodology. Copyright © 2015 Elsevier Ltd. All rights reserved.
Multilevel modeling of single-case data: A comparison of maximum likelihood and Bayesian estimation.
Moeyaert, Mariola; Rindskopf, David; Onghena, Patrick; Van den Noortgate, Wim
2017-12-01
The focus of this article is to describe Bayesian estimation, including construction of prior distributions, and to compare parameter recovery under the Bayesian framework (using weakly informative priors) and the maximum likelihood (ML) framework in the context of multilevel modeling of single-case experimental data. Bayesian estimation results were found similar to ML estimation results in terms of the treatment effect estimates, regardless of the functional form and degree of information included in the prior specification in the Bayesian framework. In terms of the variance component estimates, both the ML and Bayesian estimation procedures result in biased and less precise variance estimates when the number of participants is small (i.e., 3). By increasing the number of participants to 5 or 7, the relative bias is close to 5% and more precise estimates are obtained for all approaches, except for the inverse-Wishart prior using the identity matrix. When a more informative prior was added, more precise estimates for the fixed effects and random effects were obtained, even when only 3 participants were included. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
2010-09-01
EXAMINATION OF P/S SPECTRAL RATIOS FOR SMALL EXPLOSIONS AT LOCAL DISTANCES AND INTERPRETATION OF MOMENT TENSORS ESTIMATED FROM NEAR-SOURCE DATA...and particle motion. We then estimated smoothed spectra for the P- and S-waves and formed P/S spectral ratios. The signal quality and difficulty in...4. TITLE AND SUBTITLE Examination of P/S Spectral Ratios for Small Explosions at Local Distances and Interpretation of Moment Tensors Estimated from
Phillips, J.D.; Nabighian, M.N.; Smith, D.V.; Li, Y.
2007-01-01
The Helbig method for estimating total magnetization directions of compact sources from magnetic vector components is extended so that tensor magnetic gradient components can be used instead. Depths of the compact sources can be estimated using the Euler equation, and their dipole moment magnitudes can be estimated using a least squares fit to the vector component or tensor gradient component data. ?? 2007 Society of Exploration Geophysicists.
Rossi, Marcel M; Alderson, Jacqueline; El-Sallam, Amar; Dowling, James; Reinbolt, Jeffrey; Donnelly, Cyril J
2016-12-08
The aims of this study were to: (i) establish a new criterion method to validate inertia tensor estimates by setting the experimental angular velocity data of an airborne objects as ground truth against simulations run with the estimated tensors, and (ii) test the sensitivity of the simulations to changes in the inertia tensor components. A rigid steel cylinder was covered with reflective kinematic markers and projected through a calibrated motion capture volume. Simulations of the airborne motion were run with two models, using inertia tensor estimated with geometric formula or the compound pendulum technique. The deviation angles between experimental (ground truth) and simulated angular velocity vectors and the root mean squared deviation angle were computed for every simulation. Monte Carlo analyses were performed to assess the sensitivity of simulations to changes in magnitude of principal moments of inertia within ±10% and to changes in orientation of principal axes of inertia within ±10° (of the geometric-based inertia tensor). Root mean squared deviation angles ranged between 2.9° and 4.3° for the inertia tensor estimated geometrically, and between 11.7° and 15.2° for the compound pendulum values. Errors up to 10% in magnitude of principal moments of inertia yielded root mean squared deviation angles ranging between 3.2° and 6.6°, and between 5.5° and 7.9° when lumped with errors of 10° in principal axes of inertia orientation. The proposed technique can effectively validate inertia tensors from novel estimation methods of body segment inertial parameter. Principal axes of inertia orientation should not be neglected when modelling human/animal mechanics. Copyright © 2016 Elsevier Ltd. All rights reserved.
Is Bayesian Estimation Proper for Estimating the Individual's Ability? Research Report 80-3.
ERIC Educational Resources Information Center
Samejima, Fumiko
The effect of prior information in Bayesian estimation is considered, mainly from the standpoint of objective testing. In the estimation of a parameter belonging to an individual, the prior information is, in most cases, the density function of the population to which the individual belongs. Bayesian estimation was compared with maximum likelihood…
Dibb, Russell; Liu, Chunlei
2017-06-01
To develop a susceptibility-based MRI technique for probing microstructure and fiber architecture of magnetically anisotropic tissues-such as central nervous system white matter, renal tubules, and myocardial fibers-in three dimensions using susceptibility tensor imaging (STI) tools. STI can probe tissue microstructure, but is limited by reconstruction artifacts because of absent phase information outside the tissue and noise. STI accuracy may be improved by estimating a joint eigenvector from mutually anisotropic susceptibility and relaxation tensors. Gradient-recalled echo image data were simulated using a numerical phantom and acquired from the ex vivo mouse brain, kidney, and heart. Susceptibility tensor data were reconstructed using STI, regularized STI, and the proposed algorithm of mutually anisotropic and joint eigenvector STI (MAJESTI). Fiber map and tractography results from each technique were compared with diffusion tensor data. MAJESTI reduced the estimated susceptibility tensor orientation error by 30% in the phantom, 36% in brain white matter, 40% in the inner medulla of the kidney, and 45% in myocardium. This improved the continuity and consistency of susceptibility-based fiber tractography in each tissue. MAJESTI estimation of the susceptibility tensors yields lower orientation errors for susceptibility-based fiber mapping and tractography in the intact brain, kidney, and heart. Magn Reson Med 77:2331-2346, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.
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.
Liu, Kai; Cui, Meng-Ying; Cao, Peng; Wang, Jiang-Bo
2016-01-01
On urban arterials, travel time estimation is challenging especially from various data sources. Typically, fusing loop detector data and probe vehicle data to estimate travel time is a troublesome issue while considering the data issue of uncertain, imprecise and even conflicting. In this paper, we propose an improved data fusing methodology for link travel time estimation. Link travel times are simultaneously pre-estimated using loop detector data and probe vehicle data, based on which Bayesian fusion is then applied to fuse the estimated travel times. Next, Iterative Bayesian estimation is proposed to improve Bayesian fusion by incorporating two strategies: 1) substitution strategy which replaces the lower accurate travel time estimation from one sensor with the current fused travel time; and 2) specially-designed conditions for convergence which restrict the estimated travel time in a reasonable range. The estimation results show that, the proposed method outperforms probe vehicle data based method, loop detector based method and single Bayesian fusion, and the mean absolute percentage error is reduced to 4.8%. Additionally, iterative Bayesian estimation performs better for lighter traffic flows when the variability of travel time is practically higher than other periods.
Cui, Meng-Ying; Cao, Peng; Wang, Jiang-Bo
2016-01-01
On urban arterials, travel time estimation is challenging especially from various data sources. Typically, fusing loop detector data and probe vehicle data to estimate travel time is a troublesome issue while considering the data issue of uncertain, imprecise and even conflicting. In this paper, we propose an improved data fusing methodology for link travel time estimation. Link travel times are simultaneously pre-estimated using loop detector data and probe vehicle data, based on which Bayesian fusion is then applied to fuse the estimated travel times. Next, Iterative Bayesian estimation is proposed to improve Bayesian fusion by incorporating two strategies: 1) substitution strategy which replaces the lower accurate travel time estimation from one sensor with the current fused travel time; and 2) specially-designed conditions for convergence which restrict the estimated travel time in a reasonable range. The estimation results show that, the proposed method outperforms probe vehicle data based method, loop detector based method and single Bayesian fusion, and the mean absolute percentage error is reduced to 4.8%. Additionally, iterative Bayesian estimation performs better for lighter traffic flows when the variability of travel time is practically higher than other periods. PMID:27362654
Constraining the break of spatial diffeomorphism invariance with Planck data
DOE Office of Scientific and Technical Information (OSTI.GOV)
Graef, L.L.; Benetti, M.; Alcaniz, J.S., E-mail: leilagraef@on.br, E-mail: micolbenetti@on.br, E-mail: alcaniz@on.br
The current most accepted paradigm for the early universe cosmology, the inflationary scenario, shows a good agreement with the recent Cosmic Microwave Background (CMB) and polarization data. However, when the inflation consistency relation is relaxed, these observational data exclude a larger range of red tensor tilt values, prevailing the blue ones which are not predicted by the minimal inflationary models. Recently, it has been shown that the assumption of spatial diffeomorphism invariance breaking (SDB) in the context of an effective field theory of inflation leads to interesting observational consequences. Among them, the possibility of generating a blue tensor spectrum, whichmore » can recover the specific consistency relation of the String Gas Cosmology, for a certain choice of parameters. We use the most recent CMB data to constrain the SDB model and test its observational viability through a Bayesian analysis assuming as reference an extended ΛCDM+tensor perturbation model, which considers a power-law tensor spectrum parametrized in terms of the tensor-to-scalar ratio, r , and the tensor spectral index, n {sub t} . If the inflation consistency relation is imposed, r =−8 n {sub t} , we obtain a strong evidence in favor of the reference model whereas if such relation is relaxed, a weak evidence in favor of the model with diffeomorphism breaking is found. We also use the same CMB data set to make an observational comparison between the SDB model, standard inflation and String Gas Cosmology.« less
Diffusion Tensor Image Registration Using Hybrid Connectivity and Tensor Features
Wang, Qian; Yap, Pew-Thian; Wu, Guorong; Shen, Dinggang
2014-01-01
Most existing diffusion tensor imaging (DTI) registration methods estimate structural correspondences based on voxelwise matching of tensors. The rich connectivity information that is given by DTI, however, is often neglected. In this article, we propose to integrate complementary information given by connectivity features and tensor features for improved registration accuracy. To utilize connectivity information, we place multiple anchors representing different brain anatomies in the image space, and define the connectivity features for each voxel as the geodesic distances from all anchors to the voxel under consideration. The geodesic distance, which is computed in relation to the tensor field, encapsulates information of brain connectivity. We also extract tensor features for every voxel to reflect the local statistics of tensors in its neighborhood. We then combine both connectivity features and tensor features for registration of tensor images. From the images, landmarks are selected automatically and their correspondences are determined based on their connectivity and tensor feature vectors. The deformation field that deforms one tensor image to the other is iteratively estimated and optimized according to the landmarks and their associated correspondences. Experimental results show that, by using connectivity features and tensor features simultaneously, registration accuracy is increased substantially compared with the cases using either type of features alone. PMID:24293159
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.
Bayesian estimation of seasonal course of canopy leaf area index from hyperspectral satellite data
NASA Astrophysics Data System (ADS)
Varvia, Petri; Rautiainen, Miina; Seppänen, Aku
2018-03-01
In this paper, Bayesian inversion of a physically-based forest reflectance model is investigated to estimate of boreal forest canopy leaf area index (LAI) from EO-1 Hyperion hyperspectral data. The data consist of multiple forest stands with different species compositions and structures, imaged in three phases of the growing season. The Bayesian estimates of canopy LAI are compared to reference estimates based on a spectral vegetation index. The forest reflectance model contains also other unknown variables in addition to LAI, for example leaf single scattering albedo and understory reflectance. In the Bayesian approach, these variables are estimated simultaneously with LAI. The feasibility and seasonal variation of these estimates is also examined. Credible intervals for the estimates are also calculated and evaluated. The results show that the Bayesian inversion approach is significantly better than using a comparable spectral vegetation index regression.
Tractography from HARDI using an Intrinsic Unscented Kalman Filter
Cheng, Guang; Salehian, Hesamoddin; Forder, John R.; Vemuri, Baba C.
2014-01-01
A novel adaptation of the unscented Kalman filter (UKF) was recently introduced in literature for simultaneous multi-tensor estimation and fiber tractography from diffusion MRI. This technique has the advantage over other tractography methods in terms of computational efficiency, due to the fact that the UKF simultaneously estimates the diffusion tensors and propagates the most consistent direction to track along. This UKF and its variants reported later in literature however are not intrinsic to the space of diffusion tensors. Lack of this key property can possibly lead to inaccuracies in the multi-tensor estimation as well as in the tractography. In this paper, we propose a novel intrinsic unscented Kalman filter (IUKF) in the space of diffusion tensors which are symmetric positive definite matrices, that can be used for simultaneous recursive estimation of multi-tensors and propagation of directional information for use in fiber tractography from diffusion weighted MR data. In addition to being more accurate, IUKF retains all the advantages of UKF mentioned above. We demonstrate the accuracy and effectiveness of the proposed method via experiments publicly available phantom data from the fiber cup-challenge (MICCAI 2009) and diffusion weighted MR scans acquired from human brains and rat spinal cords. PMID:25203986
NASA Astrophysics Data System (ADS)
von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo
2014-06-01
Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.
ERIC Educational Resources Information Center
Wang, Lijuan; McArdle, John J.
2008-01-01
The main purpose of this research is to evaluate the performance of a Bayesian approach for estimating unknown change points using Monte Carlo simulations. The univariate and bivariate unknown change point mixed models were presented and the basic idea of the Bayesian approach for estimating the models was discussed. The performance of Bayesian…
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.
A Comparison of a Bayesian and a Maximum Likelihood Tailored Testing Procedure.
ERIC Educational Resources Information Center
McKinley, Robert L.; Reckase, Mark D.
A study was conducted to compare tailored testing procedures based on a Bayesian ability estimation technique and on a maximum likelihood ability estimation technique. The Bayesian tailored testing procedure selected items so as to minimize the posterior variance of the ability estimate distribution, while the maximum likelihood tailored testing…
Gradients estimation from random points with volumetric tensor in turbulence
NASA Astrophysics Data System (ADS)
Watanabe, Tomoaki; Nagata, Koji
2017-12-01
We present an estimation method of fully-resolved/coarse-grained gradients from randomly distributed points in turbulence. The method is based on a linear approximation of spatial gradients expressed with the volumetric tensor, which is a 3 × 3 matrix determined by a geometric distribution of the points. The coarse grained gradient can be considered as a low pass filtered gradient, whose cutoff is estimated with the eigenvalues of the volumetric tensor. The present method, the volumetric tensor approximation, is tested for velocity and passive scalar gradients in incompressible planar jet and mixing layer. Comparison with a finite difference approximation on a Cartesian grid shows that the volumetric tensor approximation computes the coarse grained gradients fairly well at a moderate computational cost under various conditions of spatial distributions of points. We also show that imposing the solenoidal condition improves the accuracy of the present method for solenoidal vectors, such as a velocity vector in incompressible flows, especially when the number of the points is not large. The volumetric tensor approximation with 4 points poorly estimates the gradient because of anisotropic distribution of the points. Increasing the number of points from 4 significantly improves the accuracy. Although the coarse grained gradient changes with the cutoff length, the volumetric tensor approximation yields the coarse grained gradient whose magnitude is close to the one obtained by the finite difference. We also show that the velocity gradient estimated with the present method well captures the turbulence characteristics such as local flow topology, amplification of enstrophy and strain, and energy transfer across scales.
Molitor, John
2012-03-01
Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.
Ghysels, An; Venable, Richard M; Pastor, Richard W; Hummer, Gerhard
2017-06-13
A Bayesian-based methodology is developed to estimate diffusion tensors from molecular dynamics simulations of permeants in anisotropic media, and is applied to oxygen in lipid bilayers. By a separation of variables in the Smoluchowski diffusion equation, the multidimensional diffusion is reduced to coupled one-dimensional diffusion problems that are treated by discretization. The resulting diffusivity profiles characterize the membrane transport dynamics as a function of the position across the membrane, discriminating between diffusion normal and parallel to the membrane. The methodology is first validated with neat water, neat hexadecane, and a hexadecane slab surrounded by water, the latter being a simple model for a lipid membrane. Next, a bilayer consisting of pure 1-palmitoyl 2-oleoylphosphatidylcholine (POPC), and a bilayer mimicking the lipid composition of the inner mitochondrial membrane, including cardiolipin, are investigated. We analyze the detailed time evolution of oxygen molecules, in terms of both normal diffusion through and radial diffusion inside the membrane. Diffusion is fast in the more loosely packed interleaflet region, and anisotropic, with oxygen spreading more rapidly in the membrane plane than normal to it. Visualization of the propagator shows that oxygen enters the membrane rapidly, reaching its thermodynamically favored center in about 1 ns, despite the free energy barrier at the headgroup region. Oxygen transport is quantified by computing the oxygen permeability of the membranes and the average radial diffusivity, which confirm the anisotropy of the diffusion. The position-dependent diffusion constants and free energies are used to construct compartmental models and test assumptions used in estimating permeability, including Overton's rule. In particular, a hexadecane slab surrounded by water is found to be a poor model of oxygen transport in membranes because the relevant energy barriers differ substantially.
In flight estimations of Cassini spacecraft inertia tensor and thruster magnitude
NASA Technical Reports Server (NTRS)
Feldman, Antonette; Lee, Allan Y.
2006-01-01
This paper describes two methods used by the Cassini Attitude Control team to determine these key parameters and how flight telemetry was used to estimate them. The method for estimating the spacecraft inertia tensor exploits the conservation of angular momentum during spacecraft slews under reaction wheel control.
NASA Astrophysics Data System (ADS)
Kubo, Atsuki; Fukuyama, Eiichi; Kawai, Hiroyuki; Nonomura, Ken'ichi
2002-10-01
We have examined the quality of the National Research Institute for Earth Science and Disaster Prevention (NIED) seismic moment tensor (MT) catalogue obtained using a regional broadband seismic network (FREESIA). First, we examined using synthetic waveforms the robustness of the solutions with regard to data noise as well as to errors in the velocity structure and focal location. Then, to estimate the reliability, robustness and validity of the catalogue, we compared it with the Harvard centroid moment tensor (CMT) catalogue as well as the Japan Meteorological Agency (JMA) focal mechanism catalogue. We found out that the NIED catalogue is consistent with Harvard and JMA catalogues within the uncertainty of 0.1 in moment magnitude, 10 km in depth, and 15° in direction of the stress axes. The NIED MT catalogue succeeded in reducing to 3.5 the lower limit of moment magnitude above which the moment tensor could be reliably estimated. Finally, we estimated the stress tensors in several different regions by using the NIED MT catalogue. This enables us to elucidate the stress/deformation field in and around the Japanese islands to understand the mode of deformation and applied stress. Moreover, we identified a region of abnormal stress in a swarm area from stress tensor estimates.
Bayesian estimation of the discrete coefficient of determination.
Chen, Ting; Braga-Neto, Ulisses M
2016-12-01
The discrete coefficient of determination (CoD) measures the nonlinear interaction between discrete predictor and target variables and has had far-reaching applications in Genomic Signal Processing. Previous work has addressed the inference of the discrete CoD using classical parametric and nonparametric approaches. In this paper, we introduce a Bayesian framework for the inference of the discrete CoD. We derive analytically the optimal minimum mean-square error (MMSE) CoD estimator, as well as a CoD estimator based on the Optimal Bayesian Predictor (OBP). For the latter estimator, exact expressions for its bias, variance, and root-mean-square (RMS) are given. The accuracy of both Bayesian CoD estimators with non-informative and informative priors, under fixed or random parameters, is studied via analytical and numerical approaches. We also demonstrate the application of the proposed Bayesian approach in the inference of gene regulatory networks, using gene-expression data from a previously published study on metastatic melanoma.
A Bayesian Assessment of Seismic Semi-Periodicity Forecasts
NASA Astrophysics Data System (ADS)
Nava, F.; Quinteros, C.; Glowacka, E.; Frez, J.
2016-01-01
Among the schemes for earthquake forecasting, the search for semi-periodicity during large earthquakes in a given seismogenic region plays an important role. When considering earthquake forecasts based on semi-periodic sequence identification, the Bayesian formalism is a useful tool for: (1) assessing how well a given earthquake satisfies a previously made forecast; (2) re-evaluating the semi-periodic sequence probability; and (3) testing other prior estimations of the sequence probability. A comparison of Bayesian estimates with updated estimates of semi-periodic sequences that incorporate new data not used in the original estimates shows extremely good agreement, indicating that: (1) the probability that a semi-periodic sequence is not due to chance is an appropriate estimate for the prior sequence probability estimate; and (2) the Bayesian formalism does a very good job of estimating corrected semi-periodicity probabilities, using slightly less data than that used for updated estimates. The Bayesian approach is exemplified explicitly by its application to the Parkfield semi-periodic forecast, and results are given for its application to other forecasts in Japan and Venezuela.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vaeliviita, Jussi; Savelainen, Matti; Talvitie, Marianne
2012-07-10
We constrain cosmological models where the primordial perturbations have an adiabatic and a (possibly correlated) cold dark matter (CDM) or baryon isocurvature component. We use both a phenomenological approach, where the power spectra of primordial perturbations are parameterized with amplitudes and spectral indices, and a slow-roll two-field inflation approach where slow-roll parameters are used as primary parameters, determining the spectral indices and the tensor-to-scalar ratio. In the phenomenological case, with CMB data, the upper limit to the CDM isocurvature fraction is {alpha} < 6.4% at k = 0.002 Mpc{sup -1} and 15.4% at k = 0.01 Mpc{sup -1}. The non-adiabaticmore » contribution to the CMB temperature variance is -0.030 < {alpha}{sub T} < 0.049 at the 95% confidence level. Including the supernova (SN) (or large-scale structure) data, these limits become {alpha} < 7.0%, 13.7%, and -0.048 < {alpha}{sub T} < 0.042 (or {alpha} < 10.2%, 16.0%, and -0.071 < {alpha}{sub T} < 0.024). The CMB constraint on the tensor-to-scalar ratio, r < 0.26 at k = 0.01 Mpc{sup -1}, is not affected by the non-adiabatic modes. In the slow-roll two-field inflation approach, the spectral indices are constrained close to 1. This leads to tighter limits on the isocurvature fraction; with the CMB data {alpha} < 2.6% at k = 0.01 Mpc{sup -1}, but the constraint on {alpha}{sub T} is not much affected, -0.058 < {alpha}{sub T} < 0.045. Including SN (or LSS) data, these limits become {alpha} < 3.2% and -0.056 < {alpha}{sub T} < 0.030 (or {alpha} < 3.4% and -0.063 < {alpha}{sub T} < -0.008). In addition to the generally correlated models, we study also special cases where the adiabatic and isocurvature modes are uncorrelated or fully (anti)correlated. We calculate Bayesian evidences (model probabilities) in 21 different non-adiabatic cases and compare them to the corresponding adiabatic models, and find that in all cases the data support the pure adiabatic model.« less
Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management
A formal Bayesian methodology is presented for integrated model calibration and risk-based water quality management using Bayesian Monte Carlo simulation and maximum likelihood estimation (BMCML). The primary focus is on lucid integration of model calibration with risk-based wat...
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 ...
Randomized interpolative decomposition of separated representations
NASA Astrophysics Data System (ADS)
Biagioni, David J.; Beylkin, Daniel; Beylkin, Gregory
2015-01-01
We introduce an algorithm to compute tensor interpolative decomposition (dubbed CTD-ID) for the reduction of the separation rank of Canonical Tensor Decompositions (CTDs). Tensor ID selects, for a user-defined accuracy ɛ, a near optimal subset of terms of a CTD to represent the remaining terms via a linear combination of the selected terms. CTD-ID can be used as an alternative to or in combination with the Alternating Least Squares (ALS) algorithm. We present examples of its use within a convergent iteration to compute inverse operators in high dimensions. We also briefly discuss the spectral norm as a computational alternative to the Frobenius norm in estimating approximation errors of tensor ID. We reduce the problem of finding tensor IDs to that of constructing interpolative decompositions of certain matrices. These matrices are generated via randomized projection of the terms of the given tensor. We provide cost estimates and several examples of the new approach to the reduction of separation rank.
Estimating Tree Height-Diameter Models with the Bayesian Method
Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei
2014-01-01
Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733
Estimating tree height-diameter models with the Bayesian method.
Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei
2014-01-01
Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.
Accurate Biomass Estimation via Bayesian Adaptive Sampling
NASA Technical Reports Server (NTRS)
Wheeler, Kevin R.; Knuth, Kevin H.; Castle, Joseph P.; Lvov, Nikolay
2005-01-01
The following concepts were introduced: a) Bayesian adaptive sampling for solving biomass estimation; b) Characterization of MISR Rahman model parameters conditioned upon MODIS landcover. c) Rigorous non-parametric Bayesian approach to analytic mixture model determination. d) Unique U.S. asset for science product validation and verification.
Staatz, Christine E; Tett, Susan E
2011-12-01
This review seeks to summarize the available data about Bayesian estimation of area under the plasma concentration-time curve (AUC) and dosage prediction for mycophenolic acid (MPA) and evaluate whether sufficient evidence is available for routine use of Bayesian dosage prediction in clinical practice. A literature search identified 14 studies that assessed the predictive performance of maximum a posteriori Bayesian estimation of MPA AUC and one report that retrospectively evaluated how closely dosage recommendations based on Bayesian forecasting achieved targeted MPA exposure. Studies to date have mostly been undertaken in renal transplant recipients, with limited investigation in patients treated with MPA for autoimmune disease or haematopoietic stem cell transplantation. All of these studies have involved use of the mycophenolate mofetil (MMF) formulation of MPA, rather than the enteric-coated mycophenolate sodium (EC-MPS) formulation. Bias associated with estimation of MPA AUC using Bayesian forecasting was generally less than 10%. However some difficulties with imprecision was evident, with values ranging from 4% to 34% (based on estimation involving two or more concentration measurements). Evaluation of whether MPA dosing decisions based on Bayesian forecasting (by the free website service https://pharmaco.chu-limoges.fr) achieved target drug exposure has only been undertaken once. When MMF dosage recommendations were applied by clinicians, a higher proportion (72-80%) of subsequent estimated MPA AUC values were within the 30-60 mg · h/L target range, compared with when dosage recommendations were not followed (only 39-57% within target range). Such findings provide evidence that Bayesian dosage prediction is clinically useful for achieving target MPA AUC. This study, however, was retrospective and focussed only on adult renal transplant recipients. Furthermore, in this study, Bayesian-generated AUC estimations and dosage predictions were not compared with a later full measured AUC but rather with a further AUC estimate based on a second Bayesian analysis. This study also provided some evidence that a useful monitoring schedule for MPA AUC following adult renal transplant would be every 2 weeks during the first month post-transplant, every 1-3 months between months 1 and 12, and each year thereafter. It will be interesting to see further validations in different patient groups using the free website service. In summary, the predictive performance of Bayesian estimation of MPA, comparing estimated with measured AUC values, has been reported in several studies. However, the next step of predicting dosages based on these Bayesian-estimated AUCs, and prospectively determining how closely these predicted dosages give drug exposure matching targeted AUCs, remains largely unaddressed. Further prospective studies are required, particularly in non-renal transplant patients and with the EC-MPS formulation. Other important questions remain to be answered, such as: do Bayesian forecasting methods devised to date use the best population pharmacokinetic models or most accurate algorithms; are the methods simple to use for routine clinical practice; do the algorithms actually improve dosage estimations beyond empirical recommendations in all groups that receive MPA therapy; and, importantly, do the dosage predictions, when followed, improve patient health outcomes?
Ran, Bin; Song, Li; Cheng, Yang; Tan, Huachun
2016-01-01
Traffic state estimation from the floating car system is a challenging problem. The low penetration rate and random distribution make available floating car samples usually cover part space and time points of the road networks. To obtain a wide range of traffic state from the floating car system, many methods have been proposed to estimate the traffic state for the uncovered links. However, these methods cannot provide traffic state of the entire road networks. In this paper, the traffic state estimation is transformed to solve a missing data imputation problem, and the tensor completion framework is proposed to estimate missing traffic state. A tensor is constructed to model traffic state in which observed entries are directly derived from floating car system and unobserved traffic states are modeled as missing entries of constructed tensor. The constructed traffic state tensor can represent spatial and temporal correlations of traffic data and encode the multi-way properties of traffic state. The advantage of the proposed approach is that it can fully mine and utilize the multi-dimensional inherent correlations of traffic state. We tested the proposed approach on a well calibrated simulation network. Experimental results demonstrated that the proposed approach yield reliable traffic state estimation from very sparse floating car data, particularly when dealing with the floating car penetration rate is below 1%. PMID:27448326
Ran, Bin; Song, Li; Zhang, Jian; Cheng, Yang; Tan, Huachun
2016-01-01
Traffic state estimation from the floating car system is a challenging problem. The low penetration rate and random distribution make available floating car samples usually cover part space and time points of the road networks. To obtain a wide range of traffic state from the floating car system, many methods have been proposed to estimate the traffic state for the uncovered links. However, these methods cannot provide traffic state of the entire road networks. In this paper, the traffic state estimation is transformed to solve a missing data imputation problem, and the tensor completion framework is proposed to estimate missing traffic state. A tensor is constructed to model traffic state in which observed entries are directly derived from floating car system and unobserved traffic states are modeled as missing entries of constructed tensor. The constructed traffic state tensor can represent spatial and temporal correlations of traffic data and encode the multi-way properties of traffic state. The advantage of the proposed approach is that it can fully mine and utilize the multi-dimensional inherent correlations of traffic state. We tested the proposed approach on a well calibrated simulation network. Experimental results demonstrated that the proposed approach yield reliable traffic state estimation from very sparse floating car data, particularly when dealing with the floating car penetration rate is below 1%.
NASA Astrophysics Data System (ADS)
Tape, C.; Alvizuri, C. R.; Silwal, V.; Tape, W.
2017-12-01
When considered as a point source, a seismic source can be characterized in terms of its origin time, hypocenter, moment tensor, and source time function. The seismologist's task is to estimate these parameters--and their uncertainties--from three-component ground motion recorded at irregularly spaced stations. We will focus on one portion of this problem: the estimation of the moment tensor and its uncertainties. With magnitude estimated separately, we are left with five parameters describing the normalized moment tensor. A lune of normalized eigenvalue triples can be used to visualize the two parameters (lune longitude and lune latitude) describing the source type, while the conventional strike, dip, and rake angles can be used to characterize the orientation. Slight modifications of these five parameters lead to a uniform parameterization of moment tensors--uniform in the sense that equal volumes in the coordinate domain of the parameterization correspond to equal volumes of moment tensors. For a moment tensor m that we have inferred from seismic data for an earthquake, we define P(V) to be the probability that the true moment tensor for the earthquake lies in the neighborhood of m that has fractional volume V. The average value of P(V) is then a measure of our confidence in our inference of m. The calculation of P(V) requires knowing both the probability P(w) and the fractional volume V(w) of the set of moment tensors within a given angular radius w of m. We apply this approach to several different data sets, including nuclear explosions from the Nevada Test Site, volcanic events from Uturuncu (Bolivia), and earthquakes. Several challenges remain: choosing an appropriate misfit function, handling time shifts between data and synthetic waveforms, and extending the uncertainty estimation to include more source parameters (e.g., hypocenter and source time function).
Symmetric Positive 4th Order Tensors & Their Estimation from Diffusion Weighted MRI⋆
Barmpoutis, Angelos; Jian, Bing; Vemuri, Baba C.; Shepherd, Timothy M.
2009-01-01
In Diffusion Weighted Magnetic Resonance Image (DW-MRI) processing a 2nd order tensor has been commonly used to approximate the diffusivity function at each lattice point of the DW-MRI data. It is now well known that this 2nd-order approximation fails to approximate complex local tissue structures, such as fibers crossings. In this paper we employ a 4th order symmetric positive semi-definite (PSD) tensor approximation to represent the diffusivity function and present a novel technique to estimate these tensors from the DW-MRI data guaranteeing the PSD property. There have been several published articles in literature on higher order tensor approximations of the diffusivity function but none of them guarantee the positive semi-definite constraint, which is a fundamental constraint since negative values of the diffusivity coefficients are not meaningful. In our methods, we parameterize the 4th order tensors as a sum of squares of quadratic forms by using the so called Gram matrix method from linear algebra and its relation to the Hilbert’s theorem on ternary quartics. This parametric representation is then used in a nonlinear-least squares formulation to estimate the PSD tensors of order 4 from the data. We define a metric for the higher-order tensors and employ it for regularization across the lattice. Finally, performance of this model is depicted on synthetic data as well as real DW-MRI from an isolated rat hippocampus. PMID:17633709
Heudtlass, Peter; Guha-Sapir, Debarati; Speybroeck, Niko
2018-05-31
The crude death rate (CDR) is one of the defining indicators of humanitarian emergencies. When data from vital registration systems are not available, it is common practice to estimate the CDR from household surveys with cluster-sampling design. However, sample sizes are often too small to compare mortality estimates to emergency thresholds, at least in a frequentist framework. Several authors have proposed Bayesian methods for health surveys in humanitarian crises. Here, we develop an approach specifically for mortality data and cluster-sampling surveys. We describe a Bayesian hierarchical Poisson-Gamma mixture model with generic (weakly informative) priors that could be used as default in absence of any specific prior knowledge, and compare Bayesian and frequentist CDR estimates using five different mortality datasets. We provide an interpretation of the Bayesian estimates in the context of an emergency threshold and demonstrate how to interpret parameters at the cluster level and ways in which informative priors can be introduced. With the same set of weakly informative priors, Bayesian CDR estimates are equivalent to frequentist estimates, for all practical purposes. The probability that the CDR surpasses the emergency threshold can be derived directly from the posterior of the mean of the mixing distribution. All observation in the datasets contribute to the estimation of cluster-level estimates, through the hierarchical structure of the model. In a context of sparse data, Bayesian mortality assessments have advantages over frequentist ones already when using only weakly informative priors. More informative priors offer a formal and transparent way of combining new data with existing data and expert knowledge and can help to improve decision-making in humanitarian crises by complementing frequentist estimates.
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.
NASA Astrophysics Data System (ADS)
Alvizuri, C. R.; Tape, C.
2017-12-01
A seismic moment tensor is a 3×3 symmetric matrix that characterizes the far-field seismic radiation from a source, whether it be an earthquake, volcanic event, explosion. We estimate full moment tensors and their uncertainties for the North Korea declared nuclear test and for a collocated event that occurred eight minutes later. The nuclear test and the subsequent event occurred on September 3, 2017 at around 03:30 and 03:38 UTC time. We perform a grid search over the six-dimensional space of moment tensors, generating synthetic waveforms at each moment tensor grid point and then evaluating a misfit function between the observed and synthetic waveforms. The synthetic waveforms are computed using a 1-D structure model for the region; this approximation requires careful assessment of time shifts between data and synthetics, as well as careful choice of the bandpass for filtering. For each moment tensor we characterize its uncertainty in terms of waveform misfit, a probability function, and a confidence curve for the probability that the true moment tensor lies within the neighborhood of the optimal moment tensor. For each event we estimate its moment tensor using observed waveforms from all available seismic stations within a 2000-km radius. We use as much of the waveform as possible, including surface waves for all stations, and body waves above 1 Hz for some of the closest stations. Our preliminary magnitude estimates are Mw 5.1-5.3 for the first event and Mw 4.7 for the second event. Our results show a dominantly positive isotropic moment tensor for the first event, and a dominantly negative isotropic moment tensor for the subsequent event. As expected, the details of the probability density, waveform fit, and confidence curves are influenced by the structural model, the choice of filter frequencies, and the selection of stations.
Fully probabilistic seismic source inversion - Part 2: Modelling errors and station covariances
NASA Astrophysics Data System (ADS)
Stähler, Simon C.; Sigloch, Karin
2016-11-01
Seismic source inversion, a central task in seismology, is concerned with the estimation of earthquake source parameters and their uncertainties. Estimating uncertainties is particularly challenging because source inversion is a non-linear problem. In a companion paper, Stähler and Sigloch (2014) developed a method of fully Bayesian inference for source parameters, based on measurements of waveform cross-correlation between broadband, teleseismic body-wave observations and their modelled counterparts. This approach yields not only depth and moment tensor estimates but also source time functions. A prerequisite for Bayesian inference is the proper characterisation of the noise afflicting the measurements, a problem we address here. We show that, for realistic broadband body-wave seismograms, the systematic error due to an incomplete physical model affects waveform misfits more strongly than random, ambient background noise. In this situation, the waveform cross-correlation coefficient CC, or rather its decorrelation D = 1 - CC, performs more robustly as a misfit criterion than ℓp norms, more commonly used as sample-by-sample measures of misfit based on distances between individual time samples. From a set of over 900 user-supervised, deterministic earthquake source solutions treated as a quality-controlled reference, we derive the noise distribution on signal decorrelation D = 1 - CC of the broadband seismogram fits between observed and modelled waveforms. The noise on D is found to approximately follow a log-normal distribution, a fortunate fact that readily accommodates the formulation of an empirical likelihood function for D for our multivariate problem. The first and second moments of this multivariate distribution are shown to depend mostly on the signal-to-noise ratio (SNR) of the CC measurements and on the back-azimuthal distances of seismic stations. By identifying and quantifying this likelihood function, we make D and thus waveform cross-correlation measurements usable for fully probabilistic sampling strategies, in source inversion and related applications such as seismic tomography.
A closed-form solution to tensor voting: theory and applications.
Wu, Tai-Pang; Yeung, Sai-Kit; Jia, Jiaya; Tang, Chi-Keung; Medioni, Gérard
2012-08-01
We prove a closed-form solution to tensor voting (CFTV): Given a point set in any dimensions, our closed-form solution provides an exact, continuous, and efficient algorithm for computing a structure-aware tensor that simultaneously achieves salient structure detection and outlier attenuation. Using CFTV, we prove the convergence of tensor voting on a Markov random field (MRF), thus termed as MRFTV, where the structure-aware tensor at each input site reaches a stationary state upon convergence in structure propagation. We then embed structure-aware tensor into expectation maximization (EM) for optimizing a single linear structure to achieve efficient and robust parameter estimation. Specifically, our EMTV algorithm optimizes both the tensor and fitting parameters and does not require random sampling consensus typically used in existing robust statistical techniques. We performed quantitative evaluation on its accuracy and robustness, showing that EMTV performs better than the original TV and other state-of-the-art techniques in fundamental matrix estimation for multiview stereo matching. The extensions of CFTV and EMTV for extracting multiple and nonlinear structures are underway.
Varughese, Eunice A.; Brinkman, Nichole E; Anneken, Emily M; Cashdollar, Jennifer S; Fout, G. Shay; Furlong, Edward T.; Kolpin, Dana W.; Glassmeyer, Susan T.; Keely, Scott P
2017-01-01
incorporated into a Bayesian model to more accurately determine viral load in both source and treated water. Results of the Bayesian model indicated that viruses are present in source water and treated water. By using a Bayesian framework that incorporates inhibition, as well as many other parameters that affect viral detection, this study offers an approach for more accurately estimating the occurrence of viral pathogens in environmental waters.
Spatio-temporal interpolation of precipitation during monsoon periods in Pakistan
NASA Astrophysics Data System (ADS)
Hussain, Ijaz; Spöck, Gunter; Pilz, Jürgen; Yu, Hwa-Lung
2010-08-01
Spatio-temporal estimation of precipitation over a region is essential to the modeling of hydrologic processes for water resources management. The changes of magnitude and space-time heterogeneity of rainfall observations make space-time estimation of precipitation a challenging task. In this paper we propose a Box-Cox transformed hierarchical Bayesian multivariate spatio-temporal interpolation method for the skewed response variable. The proposed method is applied to estimate space-time monthly precipitation in the monsoon periods during 1974-2000, and 27-year monthly average precipitation data are obtained from 51 stations in Pakistan. The results of transformed hierarchical Bayesian multivariate spatio-temporal interpolation are compared to those of non-transformed hierarchical Bayesian interpolation by using cross-validation. The software developed by [11] is used for Bayesian non-stationary multivariate space-time interpolation. It is observed that the transformed hierarchical Bayesian method provides more accuracy than the non-transformed hierarchical Bayesian method.
[Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model].
Gao, W L; Lin, H; Liu, X N; Ren, X W; Li, J S; Shen, X P; Zhu, S L
2017-03-10
To evaluate the estimation of prevalence ratio ( PR ) by using bayesian log-binomial regression model and its application, we estimated the PR of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea in their infants by using bayesian log-binomial regression model in Openbugs software. The results showed that caregivers' recognition of infant' s risk signs of diarrhea was associated significantly with a 13% increase of medical care-seeking. Meanwhile, we compared the differences in PR 's point estimation and its interval estimation of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea and convergence of three models (model 1: not adjusting for the covariates; model 2: adjusting for duration of caregivers' education, model 3: adjusting for distance between village and township and child month-age based on model 2) between bayesian log-binomial regression model and conventional log-binomial regression model. The results showed that all three bayesian log-binomial regression models were convergence and the estimated PRs were 1.130(95 %CI : 1.005-1.265), 1.128(95 %CI : 1.001-1.264) and 1.132(95 %CI : 1.004-1.267), respectively. Conventional log-binomial regression model 1 and model 2 were convergence and their PRs were 1.130(95 % CI : 1.055-1.206) and 1.126(95 % CI : 1.051-1.203), respectively, but the model 3 was misconvergence, so COPY method was used to estimate PR , which was 1.125 (95 %CI : 1.051-1.200). In addition, the point estimation and interval estimation of PRs from three bayesian log-binomial regression models differed slightly from those of PRs from conventional log-binomial regression model, but they had a good consistency in estimating PR . Therefore, bayesian log-binomial regression model can effectively estimate PR with less misconvergence and have more advantages in application compared with conventional log-binomial regression model.
Improvement of Accuracy for Background Noise Estimation Method Based on TPE-AE
NASA Astrophysics Data System (ADS)
Itai, Akitoshi; Yasukawa, Hiroshi
This paper proposes a method of a background noise estimation based on the tensor product expansion with a median and a Monte carlo simulation. We have shown that a tensor product expansion with absolute error method is effective to estimate a background noise, however, a background noise might not be estimated by using conventional method properly. In this paper, it is shown that the estimate accuracy can be improved by using proposed methods.
NASA Astrophysics Data System (ADS)
Mustac, M.; Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.; Ford, S. R.; Sebastian, N.
2015-12-01
Conventional approaches to inverse problems suffer from non-linearity and non-uniqueness in estimations of seismic structures and source properties. Estimated results and associated uncertainties are often biased by applied regularizations and additional constraints, which are commonly introduced to solve such problems. Bayesian methods, however, provide statistically meaningful estimations of models and their uncertainties constrained by data information. In addition, hierarchical and trans-dimensional (trans-D) techniques are inherently implemented in the Bayesian framework to account for involved error statistics and model parameterizations, and, in turn, allow more rigorous estimations of the same. Here, we apply Bayesian methods throughout the entire inference process to estimate seismic structures and source properties in Northeast Asia including east China, the Korean peninsula, and the Japanese islands. Ambient noise analysis is first performed to obtain a base three-dimensional (3-D) heterogeneity model using continuous broadband waveforms from more than 300 stations. As for the tomography of surface wave group and phase velocities in the 5-70 s band, we adopt a hierarchical and trans-D Bayesian inversion method using Voronoi partition. The 3-D heterogeneity model is further improved by joint inversions of teleseismic receiver functions and dispersion data using a newly developed high-efficiency Bayesian technique. The obtained model is subsequently used to prepare 3-D structural Green's functions for the source characterization. A hierarchical Bayesian method for point source inversion using regional complete waveform data is applied to selected events from the region. The seismic structure and source characteristics with rigorously estimated uncertainties from the novel Bayesian methods provide enhanced monitoring and discrimination of seismic events in northeast Asia.
Estimation of post-test probabilities by residents: Bayesian reasoning versus heuristics?
Hall, Stacey; Phang, Sen Han; Schaefer, Jeffrey P; Ghali, William; Wright, Bruce; McLaughlin, Kevin
2014-08-01
Although the process of diagnosing invariably begins with a heuristic, we encourage our learners to support their diagnoses by analytical cognitive processes, such as Bayesian reasoning, in an attempt to mitigate the effects of heuristics on diagnosing. There are, however, limited data on the use ± impact of Bayesian reasoning on the accuracy of disease probability estimates. In this study our objective was to explore whether Internal Medicine residents use a Bayesian process to estimate disease probabilities by comparing their disease probability estimates to literature-derived Bayesian post-test probabilities. We gave 35 Internal Medicine residents four clinical vignettes in the form of a referral letter and asked them to estimate the post-test probability of the target condition in each case. We then compared these to literature-derived probabilities. For each vignette the estimated probability was significantly different from the literature-derived probability. For the two cases with low literature-derived probability our participants significantly overestimated the probability of these target conditions being the correct diagnosis, whereas for the two cases with high literature-derived probability the estimated probability was significantly lower than the calculated value. Our results suggest that residents generate inaccurate post-test probability estimates. Possible explanations for this include ineffective application of Bayesian reasoning, attribute substitution whereby a complex cognitive task is replaced by an easier one (e.g., a heuristic), or systematic rater bias, such as central tendency bias. Further studies are needed to identify the reasons for inaccuracy of disease probability estimates and to explore ways of improving accuracy.
NASA Astrophysics Data System (ADS)
Magnoni, F.; Scognamiglio, L.; Tinti, E.; Casarotti, E.
2014-12-01
Seismic moment tensor is one of the most important source parameters defining the earthquake dimension and style of the activated fault. Moment tensor catalogues are ordinarily used by geoscientists, however, few attempts have been done to assess possible impacts of moment magnitude uncertainties upon their own analysis. The 2012 May 20 Emilia mainshock is a representative event since it is defined in literature with a moment magnitude value (Mw) spanning between 5.63 and 6.12. An uncertainty of ~0.5 units in magnitude leads to a controversial knowledge of the real size of the event. The possible uncertainty associated to this estimate could be critical for the inference of other seismological parameters, suggesting caution for seismic hazard assessment, coulomb stress transfer determination and other analyses where self-consistency is important. In this work, we focus on the variability of the moment tensor solution, highlighting the effect of four different velocity models, different types and ranges of filtering, and two different methodologies. Using a larger dataset, to better quantify the source parameter uncertainty, we also analyze the variability of the moment tensor solutions depending on the number, the epicentral distance and the azimuth of used stations. We endorse that the estimate of seismic moment from moment tensor solutions, as well as the estimate of the other kinematic source parameters, cannot be considered an absolute value and requires to come out with the related uncertainties and in a reproducible framework characterized by disclosed assumptions and explicit processing workflows.
NASA Astrophysics Data System (ADS)
Alvizuri, Celso; Silwal, Vipul; Krischer, Lion; Tape, Carl
2017-04-01
A seismic moment tensor is a 3 × 3 symmetric matrix that provides a compact representation of seismic events within Earth's crust. We develop an algorithm to estimate moment tensors and their uncertainties from observed seismic data. For a given event, the algorithm performs a grid search over the six-dimensional space of moment tensors by generating synthetic waveforms at each grid point and then evaluating a misfit function between the observed and synthetic waveforms. 'The' moment tensor M for the event is then the moment tensor with minimum misfit. To describe the uncertainty associated with M, we first convert the misfit function to a probability function. The uncertainty, or rather the confidence, is then given by the 'confidence curve' P(V ), where P(V ) is the probability that the true moment tensor for the event lies within the neighborhood of M that has fractional volume V . The area under the confidence curve provides a single, abbreviated 'confidence parameter' for M. We apply the method to data from events in different regions and tectonic settings: small (Mw < 2.5) events at Uturuncu volcano in Bolivia, moderate (Mw > 4) earthquakes in the southern Alaska subduction zone, and natural and man-made events at the Nevada Test Site. Moment tensor uncertainties allow us to better discriminate among moment tensor source types and to assign physical processes to the events.
Moment Tensor Analysis of Shallow Sources
NASA Astrophysics Data System (ADS)
Chiang, A.; Dreger, D. S.; Ford, S. R.; Walter, W. R.; Yoo, S. H.
2015-12-01
A potential issue for moment tensor inversion of shallow seismic sources is that some moment tensor components have vanishing amplitudes at the free surface, which can result in bias in the moment tensor solution. The effects of the free-surface on the stability of the moment tensor method becomes important as we continue to investigate and improve the capabilities of regional full moment tensor inversion for source-type identification and discrimination. It is important to understand these free surface effects on discriminating shallow explosive sources for nuclear monitoring purposes. It may also be important in natural systems that have shallow seismicity such as volcanoes and geothermal systems. In this study, we apply the moment tensor based discrimination method to the HUMMING ALBATROSS quarry blasts. These shallow chemical explosions at approximately 10 m depth and recorded up to several kilometers distance represent rather severe source-station geometry in terms of vanishing traction issues. We show that the method is capable of recovering a predominantly explosive source mechanism, and the combined waveform and first motion method enables the unique discrimination of these events. Recovering the correct yield using seismic moment estimates from moment tensor inversion remains challenging but we can begin to put error bounds on our moment estimates using the NSS technique.
Tree Biomass Estimation of Chinese fir (Cunninghamia lanceolata) Based on Bayesian Method
Zhang, Jianguo
2013-01-01
Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass. PMID:24278198
Tree biomass estimation of Chinese fir (Cunninghamia lanceolata) based on Bayesian method.
Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo
2013-01-01
Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation W = a(D2H)b was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass.
Rediscovery of Good-Turing estimators via Bayesian nonparametrics.
Favaro, Stefano; Nipoti, Bernardo; Teh, Yee Whye
2016-03-01
The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics, linguistics, designs of experiments, machine learning, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, has been proposed for estimating discovery probabilities. In this article, we investigate the relationships between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and a Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent, for a large sample size, to suitably smoothed Good-Turing estimators. As a by-product of this result, we introduce and investigate a methodology for deriving exact and asymptotic credible intervals to be associated with the Bayesian nonparametric estimators of discovery probabilities. The proposed methodology is illustrated through a comprehensive simulation study and the analysis of Expressed Sequence Tags data generated by sequencing a benchmark complementary DNA library. © 2015, The International Biometric Society.
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…
Rapid determination of global moment-tensor solutions
Sipkin, S.A.
1994-01-01
In an effort to improve data services, the National Earthquake Information Center has begun a program, in cooperation with the Incorporated Research Institutions for Seismology Data Management Center (IRIS DMC), to produce rapid estimates of the seismic moment tensor for most earthquakes with a bodywave magnitude of 5.8 or greater. An estimate of the moment tensor can usually be produced within 20 minutes of the arrival of the broadband P-waveform data from the IRIS DMC. The solutions do not vary significantly from the final solutions determined using the entire network. -from Author
Bayesian estimation inherent in a Mexican-hat-type neural network
NASA Astrophysics Data System (ADS)
Takiyama, Ken
2016-05-01
Brain functions, such as perception, motor control and learning, and decision making, have been explained based on a Bayesian framework, i.e., to decrease the effects of noise inherent in the human nervous system or external environment, our brain integrates sensory and a priori information in a Bayesian optimal manner. However, it remains unclear how Bayesian computations are implemented in the brain. Herein, I address this issue by analyzing a Mexican-hat-type neural network, which was used as a model of the visual cortex, motor cortex, and prefrontal cortex. I analytically demonstrate that the dynamics of an order parameter in the model corresponds exactly to a variational inference of a linear Gaussian state-space model, a Bayesian estimation, when the strength of recurrent synaptic connectivity is appropriately stronger than that of an external stimulus, a plausible condition in the brain. This exact correspondence can reveal the relationship between the parameters in the Bayesian estimation and those in the neural network, providing insight for understanding brain functions.
Kärkkäinen, Hanni P; Sillanpää, Mikko J
2013-09-04
Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed.
Kärkkäinen, Hanni P.; Sillanpää, Mikko J.
2013-01-01
Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed. PMID:23821618
Dictionary-Based Tensor Canonical Polyadic Decomposition
NASA Astrophysics Data System (ADS)
Cohen, Jeremy Emile; Gillis, Nicolas
2018-04-01
To ensure interpretability of extracted sources in tensor decomposition, we introduce in this paper a dictionary-based tensor canonical polyadic decomposition which enforces one factor to belong exactly to a known dictionary. A new formulation of sparse coding is proposed which enables high dimensional tensors dictionary-based canonical polyadic decomposition. The benefits of using a dictionary in tensor decomposition models are explored both in terms of parameter identifiability and estimation accuracy. Performances of the proposed algorithms are evaluated on the decomposition of simulated data and the unmixing of hyperspectral images.
Asteroid orbital error analysis: Theory and application
NASA Technical Reports Server (NTRS)
Muinonen, K.; Bowell, Edward
1992-01-01
We present a rigorous Bayesian theory for asteroid orbital error estimation in which the probability density of the orbital elements is derived from the noise statistics of the observations. For Gaussian noise in a linearized approximation the probability density is also Gaussian, and the errors of the orbital elements at a given epoch are fully described by the covariance matrix. The law of error propagation can then be applied to calculate past and future positional uncertainty ellipsoids (Cappellari et al. 1976, Yeomans et al. 1987, Whipple et al. 1991). To our knowledge, this is the first time a Bayesian approach has been formulated for orbital element estimation. In contrast to the classical Fisherian school of statistics, the Bayesian school allows a priori information to be formally present in the final estimation. However, Bayesian estimation does give the same results as Fisherian estimation when no priori information is assumed (Lehtinen 1988, and reference therein).
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…
Estimation of Uncertainties of Full Moment Tensors
2017-10-06
Nevada Test Site (tab. 1 of Ford et al., 2009). Figure 1 shows the three regions and the stations used within the moment tensor inversions . For the...and additional bandpass filtering, were applied during the moment tensor inversions . We use high-frequency P waves for the Uturuncu and NTS events...reliable when we align the P waves on the observed P arrival time. 3.2 Methods Seismic moment tensor inversion requires specifying a misfit function
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.
Gao, Yu-Fei; Gui, Guan; Xie, Wei; Zou, Yan-Bin; Yang, Yue; Wan, Qun
2017-01-01
This paper investigates a two-dimensional angle of arrival (2D AOA) estimation algorithm for the electromagnetic vector sensor (EMVS) array based on Type-2 block component decomposition (BCD) tensor modeling. Such a tensor decomposition method can take full advantage of the multidimensional structural information of electromagnetic signals to accomplish blind estimation for array parameters with higher resolution. However, existing tensor decomposition methods encounter many restrictions in applications of the EMVS array, such as the strict requirement for uniqueness conditions of decomposition, the inability to handle partially-polarized signals, etc. To solve these problems, this paper investigates tensor modeling for partially-polarized signals of an L-shaped EMVS array. The 2D AOA estimation algorithm based on rank-(L1,L2,·) BCD is developed, and the uniqueness condition of decomposition is analyzed. By means of the estimated steering matrix, the proposed algorithm can automatically achieve angle pair-matching. Numerical experiments demonstrate that the present algorithm has the advantages of both accuracy and robustness of parameter estimation. Even under the conditions of lower SNR, small angular separation and limited snapshots, the proposed algorithm still possesses better performance than subspace methods and the canonical polyadic decomposition (CPD) method. PMID:28448431
Gao, Yu-Fei; Gui, Guan; Xie, Wei; Zou, Yan-Bin; Yang, Yue; Wan, Qun
2017-04-27
This paper investigates a two-dimensional angle of arrival (2D AOA) estimation algorithm for the electromagnetic vector sensor (EMVS) array based on Type-2 block component decomposition (BCD) tensor modeling. Such a tensor decomposition method can take full advantage of the multidimensional structural information of electromagnetic signals to accomplish blind estimation for array parameters with higher resolution. However, existing tensor decomposition methods encounter many restrictions in applications of the EMVS array, such as the strict requirement for uniqueness conditions of decomposition, the inability to handle partially-polarized signals, etc. To solve these problems, this paper investigates tensor modeling for partially-polarized signals of an L-shaped EMVS array. The 2D AOA estimation algorithm based on rank- ( L 1 , L 2 , · ) BCD is developed, and the uniqueness condition of decomposition is analyzed. By means of the estimated steering matrix, the proposed algorithm can automatically achieve angle pair-matching. Numerical experiments demonstrate that the present algorithm has the advantages of both accuracy and robustness of parameter estimation. Even under the conditions of lower SNR, small angular separation and limited snapshots, the proposed algorithm still possesses better performance than subspace methods and the canonical polyadic decomposition (CPD) method.
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.
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%.
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.
Bayesian model selection: Evidence estimation based on DREAM simulation and bridge sampling
NASA Astrophysics Data System (ADS)
Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.
2017-04-01
Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.
Testing non-minimally coupled inflation with CMB data: a Bayesian analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Campista, Marcela; Benetti, Micol; Alcaniz, Jailson, E-mail: campista@on.br, E-mail: micolbenetti@on.br, E-mail: alcaniz@on.br
2017-09-01
We use the most recent cosmic microwave background (CMB) data to perform a Bayesian statistical analysis and discuss the observational viability of inflationary models with a non-minimal coupling, ξ, between the inflaton field and the Ricci scalar. We particularize our analysis to two examples of small and large field inflationary models, namely, the Coleman-Weinberg and the chaotic quartic potentials. We find that ( i ) the ξ parameter is closely correlated with the primordial amplitude ; ( ii ) although improving the agreement with the CMB data in the r − n {sub s} plane, where r is the tensor-to-scalarmore » ratio and n {sub s} the primordial spectral index, a non-null coupling is strongly disfavoured with respect to the minimally coupled standard ΛCDM model, since the upper bounds of the Bayes factor (odds) for ξ parameter are greater than 150:1.« less
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 characterization of uncertainty in species interaction strengths.
Wolf, Christopher; Novak, Mark; Gitelman, Alix I
2017-06-01
Considerable effort has been devoted to the estimation of species interaction strengths. This effort has focused primarily on statistical significance testing and obtaining point estimates of parameters that contribute to interaction strength magnitudes, leaving the characterization of uncertainty associated with those estimates unconsidered. We consider a means of characterizing the uncertainty of a generalist predator's interaction strengths by formulating an observational method for estimating a predator's prey-specific per capita attack rates as a Bayesian statistical model. This formulation permits the explicit incorporation of multiple sources of uncertainty. A key insight is the informative nature of several so-called non-informative priors that have been used in modeling the sparse data typical of predator feeding surveys. We introduce to ecology a new neutral prior and provide evidence for its superior performance. We use a case study to consider the attack rates in a New Zealand intertidal whelk predator, and we illustrate not only that Bayesian point estimates can be made to correspond with those obtained by frequentist approaches, but also that estimation uncertainty as described by 95% intervals is more useful and biologically realistic using the Bayesian method. In particular, unlike in bootstrap confidence intervals, the lower bounds of the Bayesian posterior intervals for attack rates do not include zero when a predator-prey interaction is in fact observed. We conclude that the Bayesian framework provides a straightforward, probabilistic characterization of interaction strength uncertainty, enabling future considerations of both the deterministic and stochastic drivers of interaction strength and their impact on food webs.
Generalizability of Evidence-Based Assessment Recommendations for Pediatric Bipolar Disorder
Jenkins, Melissa M.; Youngstrom, Eric A.; Youngstrom, Jennifer Kogos; Feeny, Norah C.; Findling, Robert L.
2013-01-01
Bipolar disorder is frequently clinically diagnosed in youths who do not actually satisfy DSM-IV criteria, yet cases that would satisfy full DSM-IV criteria are often undetected clinically. Evidence-based assessment methods that incorporate Bayesian reasoning have demonstrated improved diagnostic accuracy, and consistency; however, their clinical utility is largely unexplored. The present study examines the effectiveness of promising evidence-based decision-making compared to the clinical gold standard. Participants were 562 youth, ages 5-17 and predominantly African American, drawn from a community mental health clinic. Research diagnoses combined semi-structured interview with youths’ psychiatric, developmental, and family mental health histories. Independent Bayesian estimates relied on published risk estimates from other samples discriminated bipolar diagnoses, Area Under Curve=.75, p<.00005. The Bayes and confidence ratings correlated rs =.30. Agreement about an evidence-based assessment intervention “threshold model” (wait/assess/treat) had K=.24, p<.05. No potential moderators of agreement between the Bayesian estimates and confidence ratings, including type of bipolar illness, were significant. Bayesian risk estimates were highly correlated with logistic regression estimates using optimal sample weights, r=.81, p<.0005. Clinical and Bayesian approaches agree in terms of overall concordance and deciding next clinical action, even when Bayesian predictions are based on published estimates from clinically and demographically different samples. Evidence-based assessment methods may be useful in settings that cannot routinely employ gold standard assessments, and they may help decrease rates of overdiagnosis while promoting earlier identification of true cases. PMID:22004538
Probabilistic models in human sensorimotor control
Wolpert, Daniel M.
2009-01-01
Sensory and motor uncertainty form a fundamental constraint on human sensorimotor control. Bayesian decision theory (BDT) has emerged as a unifying framework to understand how the central nervous system performs optimal estimation and control in the face of such uncertainty. BDT has two components: Bayesian statistics and decision theory. Here we review Bayesian statistics and show how it applies to estimating the state of the world and our own body. Recent results suggest that when learning novel tasks we are able to learn the statistical properties of both the world and our own sensory apparatus so as to perform estimation using Bayesian statistics. We review studies which suggest that humans can combine multiple sources of information to form maximum likelihood estimates, can incorporate prior beliefs about possible states of the world so as to generate maximum a posteriori estimates and can use Kalman filter-based processes to estimate time-varying states. Finally, we review Bayesian decision theory in motor control and how the central nervous system processes errors to determine loss functions and optimal actions. We review results that suggest we plan movements based on statistics of our actions that result from signal-dependent noise on our motor outputs. Taken together these studies provide a statistical framework for how the motor system performs in the presence of uncertainty. PMID:17628731
Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2004 - Annual Report
This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2004 calendar year. HBM estimates provide the spatial and temporal variance of O3 ...
Bayesian Estimation Supersedes the "t" Test
ERIC Educational Resources Information Center
Kruschke, John K.
2013-01-01
Bayesian estimation for 2 groups provides complete distributions of credible values for the effect size, group means and their difference, standard deviations and their difference, and the normality of the data. The method handles outliers. The decision rule can accept the null value (unlike traditional "t" tests) when certainty in the estimate is…
In this paper, we present methods for estimating Freundlich isotherm fitting parameters (K and N) and their joint uncertainty, which have been implemented into the freeware software platforms R and WinBUGS. These estimates were determined by both Frequentist and Bayesian analyse...
Ghose, R; Fushman, D; Cowburn, D
2001-04-01
In this paper we present a method for determining the rotational diffusion tensor from NMR relaxation data using a combination of approximate and exact methods. The approximate method, which is computationally less intensive, computes values of the principal components of the diffusion tensor and estimates the Euler angles, which relate the principal axis frame of the diffusion tensor to the molecular frame. The approximate values of the principal components are then used as starting points for an exact calculation by a downhill simplex search for the principal components of the tensor over a grid of the space of Euler angles relating the diffusion tensor frame to the molecular frame. The search space of Euler angles is restricted using the tensor orientations calculated using the approximate method. The utility of this approach is demonstrated using both simulated and experimental relaxation data. A quality factor that determines the extent of the agreement between the measured and predicted relaxation data is provided. This approach is then used to estimate the relative orientation of SH3 and SH2 domains in the SH(32) dual-domain construct of Abelson kinase complexed with a consolidated ligand. Copyright 2001 Academic Press.
NASA Astrophysics Data System (ADS)
Ghose, Ranajeet; Fushman, David; Cowburn, David
2001-04-01
In this paper we present a method for determining the rotational diffusion tensor from NMR relaxation data using a combination of approximate and exact methods. The approximate method, which is computationally less intensive, computes values of the principal components of the diffusion tensor and estimates the Euler angles, which relate the principal axis frame of the diffusion tensor to the molecular frame. The approximate values of the principal components are then used as starting points for an exact calculation by a downhill simplex search for the principal components of the tensor over a grid of the space of Euler angles relating the diffusion tensor frame to the molecular frame. The search space of Euler angles is restricted using the tensor orientations calculated using the approximate method. The utility of this approach is demonstrated using both simulated and experimental relaxation data. A quality factor that determines the extent of the agreement between the measured and predicted relaxation data is provided. This approach is then used to estimate the relative orientation of SH3 and SH2 domains in the SH(32) dual-domain construct of Abelson kinase complexed with a consolidated ligand.
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…
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
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.
NASA Astrophysics Data System (ADS)
Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung
2017-04-01
Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.
Bayesian-MCMC-based parameter estimation of stealth aircraft RCS models
NASA Astrophysics Data System (ADS)
Xia, Wei; Dai, Xiao-Xia; Feng, Yuan
2015-12-01
When modeling a stealth aircraft with low RCS (Radar Cross Section), conventional parameter estimation methods may cause a deviation from the actual distribution, owing to the fact that the characteristic parameters are estimated via directly calculating the statistics of RCS. The Bayesian-Markov Chain Monte Carlo (Bayesian-MCMC) method is introduced herein to estimate the parameters so as to improve the fitting accuracies of fluctuation models. The parameter estimations of the lognormal and the Legendre polynomial models are reformulated in the Bayesian framework. The MCMC algorithm is then adopted to calculate the parameter estimates. Numerical results show that the distribution curves obtained by the proposed method exhibit improved consistence with the actual ones, compared with those fitted by the conventional method. The fitting accuracy could be improved by no less than 25% for both fluctuation models, which implies that the Bayesian-MCMC method might be a good candidate among the optimal parameter estimation methods for stealth aircraft RCS models. Project supported by the National Natural Science Foundation of China (Grant No. 61101173), the National Basic Research Program of China (Grant No. 613206), the National High Technology Research and Development Program of China (Grant No. 2012AA01A308), the State Scholarship Fund by the China Scholarship Council (CSC), and the Oversea Academic Training Funds, and University of Electronic Science and Technology of China (UESTC).
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.
Bayesian inference for disease prevalence using negative binomial group testing
Pritchard, Nicholas A.; Tebbs, Joshua M.
2011-01-01
Group testing, also known as pooled testing, and inverse sampling are both widely used methods of data collection when the goal is to estimate a small proportion. Taking a Bayesian approach, we consider the new problem of estimating disease prevalence from group testing when inverse (negative binomial) sampling is used. Using different distributions to incorporate prior knowledge of disease incidence and different loss functions, we derive closed form expressions for posterior distributions and resulting point and credible interval estimators. We then evaluate our new estimators, on Bayesian and classical grounds, and apply our methods to a West Nile Virus data set. PMID:21259308
An Improved Method for Seismic Event Depth and Moment Tensor Determination: CTBT Related Application
NASA Astrophysics Data System (ADS)
Stachnik, J.; Rozhkov, M.; Baker, B.
2016-12-01
According to the Protocol to CTBT, International Data Center is required to conduct expert technical analysis and special studies to improve event parameters and assist State Parties in identifying the source of specific event. Determination of seismic event source mechanism and its depth is a part of these tasks. It is typically done through a strategic linearized inversion of the waveforms for a complete or subset of source parameters, or similarly defined grid search through precomputed Greens Functions created for particular source models. We show preliminary results using the latter approach from an improved software design and applied on a moderately powered computer. In this development we tried to be compliant with different modes of CTBT monitoring regime and cover wide range of source-receiver distances (regional to teleseismic), resolve shallow source depths, provide full moment tensor solution based on body and surface waves recordings, be fast to satisfy both on-demand studies and automatic processing and properly incorporate observed waveforms and any uncertainties a priori as well as accurately estimate posteriori uncertainties. Implemented HDF5 based Green's Functions pre-packaging allows much greater flexibility in utilizing different software packages and methods for computation. Further additions will have the rapid use of Instaseis/AXISEM full waveform synthetics added to a pre-computed GF archive. Along with traditional post processing analysis of waveform misfits through several objective functions and variance reduction, we follow a probabilistic approach to assess the robustness of moment tensor solution. In a course of this project full moment tensor and depth estimates are determined for DPRK 2009, 2013 and 2016 events and shallow earthquakes using a new implementation of waveform fitting of teleseismic P waves. A full grid search over the entire moment tensor space is used to appropriately sample all possible solutions. A recent method by Tape & Tape (2012) to discretize the complete moment tensor space from a geometric perspective is used. Moment tensors for DPRK events show isotropic percentages greater than 50%. Depth estimates for the DPRK events range from 1.0-1.4 km. Probabilistic uncertainty estimates on the moment tensor parameters provide robustness to solution.
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
Survival Bayesian Estimation of Exponential-Gamma Under Linex Loss Function
NASA Astrophysics Data System (ADS)
Rizki, S. W.; Mara, M. N.; Sulistianingsih, E.
2017-06-01
This paper elaborates a research of the cancer patients after receiving a treatment in cencored data using Bayesian estimation under Linex Loss function for Survival Model which is assumed as an exponential distribution. By giving Gamma distribution as prior and likelihood function produces a gamma distribution as posterior distribution. The posterior distribution is used to find estimatior {\\hat{λ }}BL by using Linex approximation. After getting {\\hat{λ }}BL, the estimators of hazard function {\\hat{h}}BL and survival function {\\hat{S}}BL can be found. Finally, we compare the result of Maximum Likelihood Estimation (MLE) and Linex approximation to find the best method for this observation by finding smaller MSE. The result shows that MSE of hazard and survival under MLE are 2.91728E-07 and 0.000309004 and by using Bayesian Linex worths 2.8727E-07 and 0.000304131, respectively. It concludes that the Bayesian Linex is better than MLE.
A Bayesian approach to tracking patients having changing pharmacokinetic parameters
NASA Technical Reports Server (NTRS)
Bayard, David S.; Jelliffe, Roger W.
2004-01-01
This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.
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.
Time-Dependent Moment Tensors of the First Four Source Physics Experiments (SPE) Explosions
NASA Astrophysics Data System (ADS)
Yang, X.
2015-12-01
We use mainly vertical-component geophone data within 2 km from the epicenter to invert for time-dependent moment tensors of the first four SPE explosions: SPE-1, SPE-2, SPE-3 and SPE-4Prime. We employ a one-dimensional (1D) velocity model developed from P- and Rg-wave travel times for Green's function calculations. The attenuation structure of the model is developed from P- and Rg-wave amplitudes. We select data for the inversion based on the criterion that they show consistent travel times and amplitude behavior as those predicted by the 1D model. Due to limited azimuthal coverage of the sources and the mostly vertical-component-only nature of the dataset, only long-period, diagonal components of the moment tensors are well constrained. Nevertheless, the moment tensors, particularly their isotropic components, provide reasonable estimates of the long-period source amplitudes as well as estimates of corner frequencies, albeit with larger uncertainties. The estimated corner frequencies, however, are consistent with estimates from ratios of seismogram spectra from different explosions. These long-period source amplitudes and corner frequencies cannot be fit by classical P-wave explosion source models. The results motivate the development of new P-wave source models suitable for these chemical explosions. To that end, we fit inverted moment-tensor spectra by modifying the classical explosion model using regressions of estimated source parameters. Although the number of data points used in the regression is small, the approach suggests a way for the new-model development when more data are collected.
ERIC Educational Resources Information Center
Kessler, Lawrence M.
2013-01-01
In this paper I propose Bayesian estimation of a nonlinear panel data model with a fractional dependent variable (bounded between 0 and 1). Specifically, I estimate a panel data fractional probit model which takes into account the bounded nature of the fractional response variable. I outline estimation under the assumption of strict exogeneity as…
Uncertainty estimations for moment tensor inversions: the issue of the 2012 May 20 Emilia earthquake
NASA Astrophysics Data System (ADS)
Scognamiglio, Laura; Magnoni, Federica; Tinti, Elisa; Casarotti, Emanuele
2016-08-01
Seismic moment tensor is one of the most important source parameters defining the earthquake dimension and style of the activated fault. Geoscientists ordinarily use moment tensor catalogues, however, few attempts have been done to assess possible impacts of moment magnitude uncertainties upon their analysis. The 2012 May 20 Emilia main shock is a representative event since it is defined in literature with a moment magnitude value (Mw) spanning between 5.63 and 6.12. A variability of ˜0.5 units in magnitude leads to a controversial knowledge of the real size of the event and reveals how the solutions could be poorly constrained. In this work, we investigate the stability of the moment tensor solution for this earthquake, studying the effect of five different 1-D velocity models, the number and the distribution of the stations used in the inversion procedure. We also introduce a 3-D velocity model to account for structural heterogeneity. We finally estimate the uncertainties associated to the computed focal planes and the obtained Mw. We conclude that our reliable source solutions provide a moment magnitude that ranges from 5.87, 1-D model, to 5.96, 3-D model, reducing the variability of the literature to ˜0.1. We endorse that the estimate of seismic moment from moment tensor solutions, as well as the estimate of the other kinematic source parameters, requires coming out with disclosed assumptions and explicit processing workflows. Finally and, probably more important, when moment tensor solution is used for secondary analyses it has to be combined with the same main boundary conditions (e.g. wave-velocity propagation model) to avoid conflicting results.
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.
Tools to estimate PM2.5 mass have expanded in recent years, and now include: 1) stationary monitor readings, 2) Community Multi-Scale Air Quality (CMAQ) model estimates, 3) Hierarchical Bayesian (HB) estimates from combined stationary monitor readings and CMAQ model output; and, ...
Unification of field theory and maximum entropy methods for learning probability densities
NASA Astrophysics Data System (ADS)
Kinney, Justin B.
2015-09-01
The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive solution. Maximum entropy estimation and Bayesian field theory are two such approaches. Both have origins in statistical physics, but the relationship between them has remained unclear. Here I unify these two methods by showing that every maximum entropy density estimate can be recovered in the infinite smoothness limit of an appropriate Bayesian field theory. I also show that Bayesian field theory estimation can be performed without imposing any boundary conditions on candidate densities, and that the infinite smoothness limit of these theories recovers the most common types of maximum entropy estimates. Bayesian field theory thus provides a natural test of the maximum entropy null hypothesis and, furthermore, returns an alternative (lower entropy) density estimate when the maximum entropy hypothesis is falsified. The computations necessary for this approach can be performed rapidly for one-dimensional data, and software for doing this is provided.
Unification of field theory and maximum entropy methods for learning probability densities.
Kinney, Justin B
2015-09-01
The need to estimate smooth probability distributions (a.k.a. probability densities) from finite sampled data is ubiquitous in science. Many approaches to this problem have been described, but none is yet regarded as providing a definitive solution. Maximum entropy estimation and Bayesian field theory are two such approaches. Both have origins in statistical physics, but the relationship between them has remained unclear. Here I unify these two methods by showing that every maximum entropy density estimate can be recovered in the infinite smoothness limit of an appropriate Bayesian field theory. I also show that Bayesian field theory estimation can be performed without imposing any boundary conditions on candidate densities, and that the infinite smoothness limit of these theories recovers the most common types of maximum entropy estimates. Bayesian field theory thus provides a natural test of the maximum entropy null hypothesis and, furthermore, returns an alternative (lower entropy) density estimate when the maximum entropy hypothesis is falsified. The computations necessary for this approach can be performed rapidly for one-dimensional data, and software for doing this is provided.
BMDS: A Collection of R Functions for Bayesian Multidimensional Scaling
ERIC Educational Resources Information Center
Okada, Kensuke; Shigemasu, Kazuo
2009-01-01
Bayesian multidimensional scaling (MDS) has attracted a great deal of attention because: (1) it provides a better fit than do classical MDS and ALSCAL; (2) it provides estimation errors of the distances; and (3) the Bayesian dimension selection criterion, MDSIC, provides a direct indication of optimal dimensionality. However, Bayesian MDS is not…
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…
Fully probabilistic earthquake source inversion on teleseismic scales
NASA Astrophysics Data System (ADS)
Stähler, Simon; Sigloch, Karin
2017-04-01
Seismic source inversion is a non-linear problem in seismology where not just the earthquake parameters but also estimates of their uncertainties are of great practical importance. We have developed a method of fully Bayesian inference for source parameters, based on measurements of waveform cross-correlation between broadband, teleseismic body-wave observations and their modelled counterparts. This approach yields not only depth and moment tensor estimates but also source time functions. These unknowns are parameterised efficiently by harnessing as prior knowledge solutions from a large number of non-Bayesian inversions. The source time function is expressed as a weighted sum of a small number of empirical orthogonal functions, which were derived from a catalogue of >1000 source time functions (STFs) by a principal component analysis. We use a likelihood model based on the cross-correlation misfit between observed and predicted waveforms. The resulting ensemble of solutions provides full uncertainty and covariance information for the source parameters, and permits propagating these source uncertainties into travel time estimates used for seismic tomography. The computational effort is such that routine, global estimation of earthquake mechanisms and source time functions from teleseismic broadband waveforms is feasible. A prerequisite for Bayesian inference is the proper characterisation of the noise afflicting the measurements. We show that, for realistic broadband body-wave seismograms, the systematic error due to an incomplete physical model affects waveform misfits more strongly than random, ambient background noise. In this situation, the waveform cross-correlation coefficient CC, or rather its decorrelation D = 1 - CC, performs more robustly as a misfit criterion than ℓp norms, more commonly used as sample-by-sample measures of misfit based on distances between individual time samples. From a set of over 900 user-supervised, deterministic earthquake source solutions treated as a quality-controlled reference, we derive the noise distribution on signal decorrelation D of the broadband seismogram fits between observed and modelled waveforms. The noise on D is found to approximately follow a log-normal distribution, a fortunate fact that readily accommodates the formulation of an empirical likelihood function for D for our multivariate problem. The first and second moments of this multivariate distribution are shown to depend mostly on the signal-to-noise ratio (SNR) of the CC measurements and on the back-azimuthal distances of seismic stations. References: Stähler, S. C. and Sigloch, K.: Fully probabilistic seismic source inversion - Part 1: Efficient parameterisation, Solid Earth, 5, 1055-1069, doi:10.5194/se-5-1055-2014, 2014. Stähler, S. C. and Sigloch, K.: Fully probabilistic seismic source inversion - Part 2: Modelling errors and station covariances, Solid Earth, 7, 1521-1536, doi:10.5194/se-7-1521-2016, 2016.
Using SAS PROC MCMC for Item Response Theory Models
Samonte, Kelli
2014-01-01
Interest in using Bayesian methods for estimating item response theory models has grown at a remarkable rate in recent years. This attentiveness to Bayesian estimation has also inspired a growth in available software such as WinBUGS, R packages, BMIRT, MPLUS, and SAS PROC MCMC. This article intends to provide an accessible overview of Bayesian methods in the context of item response theory to serve as a useful guide for practitioners in estimating and interpreting item response theory (IRT) models. Included is a description of the estimation procedure used by SAS PROC MCMC. Syntax is provided for estimation of both dichotomous and polytomous IRT models, as well as a discussion on how to extend the syntax to accommodate more complex IRT models. PMID:29795834
A Bayesian perspective on magnitude estimation.
Petzschner, Frederike H; Glasauer, Stefan; Stephan, Klaas E
2015-05-01
Our representation of the physical world requires judgments of magnitudes, such as loudness, distance, or time. Interestingly, magnitude estimates are often not veridical but subject to characteristic biases. These biases are strikingly similar across different sensory modalities, suggesting common processing mechanisms that are shared by different sensory systems. However, the search for universal neurobiological principles of magnitude judgments requires guidance by formal theories. Here, we discuss a unifying Bayesian framework for understanding biases in magnitude estimation. This Bayesian perspective enables a re-interpretation of a range of established psychophysical findings, reconciles seemingly incompatible classical views on magnitude estimation, and can guide future investigations of magnitude estimation and its neurobiological mechanisms in health and in psychiatric diseases, such as schizophrenia. Copyright © 2015 Elsevier Ltd. All rights reserved.
Identification of transmissivity fields using a Bayesian strategy and perturbative approach
NASA Astrophysics Data System (ADS)
Zanini, Andrea; Tanda, Maria Giovanna; Woodbury, Allan D.
2017-10-01
The paper deals with the crucial problem of the groundwater parameter estimation that is the basis for efficient modeling and reclamation activities. A hierarchical Bayesian approach is developed: it uses the Akaike's Bayesian Information Criteria in order to estimate the hyperparameters (related to the covariance model chosen) and to quantify the unknown noise variance. The transmissivity identification proceeds in two steps: the first, called empirical Bayesian interpolation, uses Y* (Y = lnT) observations to interpolate Y values on a specified grid; the second, called empirical Bayesian update, improve the previous Y estimate through the addition of hydraulic head observations. The relationship between the head and the lnT has been linearized through a perturbative solution of the flow equation. In order to test the proposed approach, synthetic aquifers from literature have been considered. The aquifers in question contain a variety of boundary conditions (both Dirichelet and Neuman type) and scales of heterogeneities (σY2 = 1.0 and σY2 = 5.3). The estimated transmissivity fields were compared to the true one. The joint use of Y* and head measurements improves the estimation of Y considering both degrees of heterogeneity. Even if the variance of the strong transmissivity field can be considered high for the application of the perturbative approach, the results show the same order of approximation of the non-linear methods proposed in literature. The procedure allows to compute the posterior probability distribution of the target quantities and to quantify the uncertainty in the model prediction. Bayesian updating has advantages related both to the Monte-Carlo (MC) and non-MC approaches. In fact, as the MC methods, Bayesian updating allows computing the direct posterior probability distribution of the target quantities and as non-MC methods it has computational times in the order of seconds.
NASA Astrophysics Data System (ADS)
Echeverria, Alex; Silva, Jorge F.; Mendez, Rene A.; Orchard, Marcos
2016-10-01
Context. The best precision that can be achieved to estimate the location of a stellar-like object is a topic of permanent interest in the astrometric community. Aims: We analyze bounds for the best position estimation of a stellar-like object on a CCD detector array in a Bayesian setting where the position is unknown, but where we have access to a prior distribution. In contrast to a parametric setting where we estimate a parameter from observations, the Bayesian approach estimates a random object (I.e., the position is a random variable) from observations that are statistically dependent on the position. Methods: We characterize the Bayesian Cramér-Rao (CR) that bounds the minimum mean square error (MMSE) of the best estimator of the position of a point source on a linear CCD-like detector, as a function of the properties of detector, the source, and the background. Results: We quantify and analyze the increase in astrometric performance from the use of a prior distribution of the object position, which is not available in the classical parametric setting. This gain is shown to be significant for various observational regimes, in particular in the case of faint objects or when the observations are taken under poor conditions. Furthermore, we present numerical evidence that the MMSE estimator of this problem tightly achieves the Bayesian CR bound. This is a remarkable result, demonstrating that all the performance gains presented in our analysis can be achieved with the MMSE estimator. Conclusions: The Bayesian CR bound can be used as a benchmark indicator of the expected maximum positional precision of a set of astrometric measurements in which prior information can be incorporated. This bound can be achieved through the conditional mean estimator, in contrast to the parametric case where no unbiased estimator precisely reaches the CR bound.
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).
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.
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.
Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William
2014-03-01
The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.
NASA Astrophysics Data System (ADS)
Bakoban, Rana A.
2017-08-01
The coefficient of variation [CV] has several applications in applied statistics. So in this paper, we adopt Bayesian and non-Bayesian approaches for the estimation of CV under type-II censored data from extension exponential distribution [EED]. The point and interval estimate of the CV are obtained for each of the maximum likelihood and parametric bootstrap techniques. Also the Bayesian approach with the help of MCMC method is presented. A real data set is presented and analyzed, hence the obtained results are used to assess the obtained theoretical results.
A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data
Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P.; Engel, Lawrence S.; Kwok, Richard K.; Blair, Aaron; Stewart, Patricia A.
2016-01-01
Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method’s performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. PMID:26209598
Internal Medicine residents use heuristics to estimate disease probability.
Phang, Sen Han; Ravani, Pietro; Schaefer, Jeffrey; Wright, Bruce; McLaughlin, Kevin
2015-01-01
Training in Bayesian reasoning may have limited impact on accuracy of probability estimates. In this study, our goal was to explore whether residents previously exposed to Bayesian reasoning use heuristics rather than Bayesian reasoning to estimate disease probabilities. We predicted that if residents use heuristics then post-test probability estimates would be increased by non-discriminating clinical features or a high anchor for a target condition. We randomized 55 Internal Medicine residents to different versions of four clinical vignettes and asked them to estimate probabilities of target conditions. We manipulated the clinical data for each vignette to be consistent with either 1) using a representative heuristic, by adding non-discriminating prototypical clinical features of the target condition, or 2) using anchoring with adjustment heuristic, by providing a high or low anchor for the target condition. When presented with additional non-discriminating data the odds of diagnosing the target condition were increased (odds ratio (OR) 2.83, 95% confidence interval [1.30, 6.15], p = 0.009). Similarly, the odds of diagnosing the target condition were increased when a high anchor preceded the vignette (OR 2.04, [1.09, 3.81], p = 0.025). Our findings suggest that despite previous exposure to the use of Bayesian reasoning, residents use heuristics, such as the representative heuristic and anchoring with adjustment, to estimate probabilities. Potential reasons for attribute substitution include the relative cognitive ease of heuristics vs. Bayesian reasoning or perhaps residents in their clinical practice use gist traces rather than precise probability estimates when diagnosing.
Robust Tracking of Small Displacements with a Bayesian Estimator
Dumont, Douglas M.; Byram, Brett C.
2016-01-01
Radiation-force-based elasticity imaging describes a group of techniques that use acoustic radiation force (ARF) to displace tissue in order to obtain qualitative or quantitative measurements of tissue properties. Because ARF-induced displacements are on the order of micrometers, tracking these displacements in vivo can be challenging. Previously, it has been shown that Bayesian-based estimation can overcome some of the limitations of a traditional displacement estimator like normalized cross-correlation (NCC). In this work, we describe a Bayesian framework that combines a generalized Gaussian-Markov random field (GGMRF) prior with an automated method for selecting the prior’s width. We then evaluate its performance in the context of tracking the micrometer-order displacements encountered in an ARF-based method like acoustic radiation force impulse (ARFI) imaging. The results show that bias, variance, and mean-square error performance vary with prior shape and width, and that an almost one order-of-magnitude reduction in mean-square error can be achieved by the estimator at the automatically-selected prior width. Lesion simulations show that the proposed estimator has a higher contrast-to-noise ratio but lower contrast than NCC, median-filtered NCC, and the previous Bayesian estimator, with a non-Gaussian prior shape having better lesion-edge resolution than a Gaussian prior. In vivo results from a cardiac, radiofrequency ablation ARFI imaging dataset show quantitative improvements in lesion contrast-to-noise ratio over NCC as well as the previous Bayesian estimator. PMID:26529761
Baker, Robert L; Leong, Wen Fung; An, Nan; Brock, Marcus T; Rubin, Matthew J; Welch, Stephen; Weinig, Cynthia
2018-02-01
We develop Bayesian function-valued trait models that mathematically isolate genetic mechanisms underlying leaf growth trajectories by factoring out genotype-specific differences in photosynthesis. Remote sensing data can be used instead of leaf-level physiological measurements. Characterizing the genetic basis of traits that vary during ontogeny and affect plant performance is a major goal in evolutionary biology and agronomy. Describing genetic programs that specifically regulate morphological traits can be complicated by genotypic differences in physiological traits. We describe the growth trajectories of leaves using novel Bayesian function-valued trait (FVT) modeling approaches in Brassica rapa recombinant inbred lines raised in heterogeneous field settings. While frequentist approaches estimate parameter values by treating each experimental replicate discretely, Bayesian models can utilize information in the global dataset, potentially leading to more robust trait estimation. We illustrate this principle by estimating growth asymptotes in the face of missing data and comparing heritabilities of growth trajectory parameters estimated by Bayesian and frequentist approaches. Using pseudo-Bayes factors, we compare the performance of an initial Bayesian logistic growth model and a model that incorporates carbon assimilation (A max ) as a cofactor, thus statistically accounting for genotypic differences in carbon resources. We further evaluate two remotely sensed spectroradiometric indices, photochemical reflectance (pri2) and MERIS Terrestrial Chlorophyll Index (mtci) as covariates in lieu of A max , because these two indices were genetically correlated with A max across years and treatments yet allow much higher throughput compared to direct leaf-level gas-exchange measurements. For leaf lengths in uncrowded settings, including A max improves model fit over the initial model. The mtci and pri2 indices also outperform direct A max measurements. Of particular importance for evolutionary biologists and plant breeders, hierarchical Bayesian models estimating FVT parameters improve heritabilities compared to frequentist approaches.
NASA Astrophysics Data System (ADS)
Ricciardone, Angelo; Tasinato, Gianmassimo
2018-02-01
We develop a scenario of inflation with spontaneously broken time and space diffeomorphisms, with distinctive features for the primordial tensor modes. Inflationary tensor fluctuations are not conserved outside the horizon, and can acquire a mass during the inflationary epoch. They can evade the Higuchi bound around de Sitter space, thanks to interactions with the fields driving expansion. Correspondingly, the primordial stochastic gravitational wave background (SGWB) is characterised by a tuneable scale dependence, and can be detectable at interferometer scales. In this set-up, tensor non-Gaussianity can be parametrically enhanced in the squeezed limit. This induces a coupling between long and short tensor modes, leading to a specific quadrupolar anisotropy in the primordial SGWB spectrum, which can be used to build estimators for tensor non-Gaussianity. We analyse how our inflationary system can be tested with interferometers, also discussing how an interferometer can be sensitive to a primordial anisotropic SGWB.
Measurement tensors in diffusion MRI: generalizing the concept of diffusion encoding.
Westin, Carl-Fredrik; Szczepankiewicz, Filip; Pasternak, Ofer; Ozarslan, Evren; Topgaard, Daniel; Knutsson, Hans; Nilsson, Markus
2014-01-01
In traditional diffusion MRI, short pulsed field gradients (PFG) are used for the diffusion encoding. The standard Stejskal-Tanner sequence uses one single pair of such gradients, known as single-PFG (sPFG). In this work we describe how trajectories in q-space can be used for diffusion encoding. We discuss how such encoding enables the extension of the well-known scalar b-value to a tensor-valued entity we call the diffusion measurement tensor. The new measurements contain information about higher order diffusion propagator covariances not present in sPFG. As an example analysis, we use this new information to estimate a Gaussian distribution over diffusion tensors in each voxel, described by its mean (a diffusion tensor) and its covariance (a 4th order tensor).
Lanzafame, S; Giannelli, M; Garaci, F; Floris, R; Duggento, A; Guerrisi, M; Toschi, N
2016-05-01
An increasing number of studies have aimed to compare diffusion tensor imaging (DTI)-related parameters [e.g., mean diffusivity (MD), fractional anisotropy (FA), radial diffusivity (RD), and axial diffusivity (AD)] to complementary new indexes [e.g., mean kurtosis (MK)/radial kurtosis (RK)/axial kurtosis (AK)] derived through diffusion kurtosis imaging (DKI) in terms of their discriminative potential about tissue disease-related microstructural alterations. Given that the DTI and DKI models provide conceptually and quantitatively different estimates of the diffusion tensor, which can also depend on fitting routine, the aim of this study was to investigate model- and algorithm-dependent differences in MD/FA/RD/AD and anisotropy mode (MO) estimates in diffusion-weighted imaging of human brain white matter. The authors employed (a) data collected from 33 healthy subjects (20-59 yr, F: 15, M: 18) within the Human Connectome Project (HCP) on a customized 3 T scanner, and (b) data from 34 healthy subjects (26-61 yr, F: 5, M: 29) acquired on a clinical 3 T scanner. The DTI model was fitted to b-value =0 and b-value =1000 s/mm(2) data while the DKI model was fitted to data comprising b-value =0, 1000 and 3000/2500 s/mm(2) [for dataset (a)/(b), respectively] through nonlinear and weighted linear least squares algorithms. In addition to MK/RK/AK maps, MD/FA/MO/RD/AD maps were estimated from both models and both algorithms. Using tract-based spatial statistics, the authors tested the null hypothesis of zero difference between the two MD/FA/MO/RD/AD estimates in brain white matter for both datasets and both algorithms. DKI-derived MD/FA/RD/AD and MO estimates were significantly higher and lower, respectively, than corresponding DTI-derived estimates. All voxelwise differences extended over most of the white matter skeleton. Fractional differences between the two estimates [(DKI - DTI)/DTI] of most invariants were seen to vary with the invariant value itself as well as with MK/RK/AK values, indicating substantial anatomical variability of these discrepancies. In the HCP dataset, the median voxelwise percentage differences across the whole white matter skeleton were (nonlinear least squares algorithm) 14.5% (8.2%-23.1%) for MD, 4.3% (1.4%-17.3%) for FA, -5.2% (-48.7% to -0.8%) for MO, 12.5% (6.4%-21.2%) for RD, and 16.1% (9.9%-25.6%) for AD (all ranges computed as 0.01 and 0.99 quantiles). All differences/trends were consistent between the discovery (HCP) and replication (local) datasets and between estimation algorithms. However, the relationships between such trends, estimated diffusion tensor invariants, and kurtosis estimates were impacted by the choice of fitting routine. Model-dependent differences in the estimation of conventional indexes of MD/FA/MO/RD/AD can be well beyond commonly seen disease-related alterations. While estimating diffusion tensor-derived indexes using the DKI model may be advantageous in terms of mitigating b-value dependence of diffusivity estimates, such estimates should not be referred to as conventional DTI-derived indexes in order to avoid confusion in interpretation as well as multicenter comparisons. In order to assess the potential and advantages of DKI with respect to DTI as well as to standardize diffusion-weighted imaging methods between centers, both conventional DTI-derived indexes and diffusion tensor invariants derived by fitting the non-Gaussian DKI model should be separately estimated and analyzed using the same combination of fitting routines.
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…
Estimation of integral curves from high angular resolution diffusion imaging (HARDI) data.
Carmichael, Owen; Sakhanenko, Lyudmila
2015-05-15
We develop statistical methodology for a popular brain imaging technique HARDI based on the high order tensor model by Özarslan and Mareci [10]. We investigate how uncertainty in the imaging procedure propagates through all levels of the model: signals, tensor fields, vector fields, and fibers. We construct asymptotically normal estimators of the integral curves or fibers which allow us to trace the fibers together with confidence ellipsoids. The procedure is computationally intense as it blends linear algebra concepts from high order tensors with asymptotical statistical analysis. The theoretical results are illustrated on simulated and real datasets. This work generalizes the statistical methodology proposed for low angular resolution diffusion tensor imaging by Carmichael and Sakhanenko [3], to several fibers per voxel. It is also a pioneering statistical work on tractography from HARDI data. It avoids all the typical limitations of the deterministic tractography methods and it delivers the same information as probabilistic tractography methods. Our method is computationally cheap and it provides well-founded mathematical and statistical framework where diverse functionals on fibers, directions and tensors can be studied in a systematic and rigorous way.
Estimation of integral curves from high angular resolution diffusion imaging (HARDI) data
Carmichael, Owen; Sakhanenko, Lyudmila
2015-01-01
We develop statistical methodology for a popular brain imaging technique HARDI based on the high order tensor model by Özarslan and Mareci [10]. We investigate how uncertainty in the imaging procedure propagates through all levels of the model: signals, tensor fields, vector fields, and fibers. We construct asymptotically normal estimators of the integral curves or fibers which allow us to trace the fibers together with confidence ellipsoids. The procedure is computationally intense as it blends linear algebra concepts from high order tensors with asymptotical statistical analysis. The theoretical results are illustrated on simulated and real datasets. This work generalizes the statistical methodology proposed for low angular resolution diffusion tensor imaging by Carmichael and Sakhanenko [3], to several fibers per voxel. It is also a pioneering statistical work on tractography from HARDI data. It avoids all the typical limitations of the deterministic tractography methods and it delivers the same information as probabilistic tractography methods. Our method is computationally cheap and it provides well-founded mathematical and statistical framework where diverse functionals on fibers, directions and tensors can be studied in a systematic and rigorous way. PMID:25937674
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.
No Evidence for Extensions to the Standard Cosmological Model.
Heavens, Alan; Fantaye, Yabebal; Sellentin, Elena; Eggers, Hans; Hosenie, Zafiirah; Kroon, Steve; Mootoovaloo, Arrykrishna
2017-09-08
We compute the Bayesian evidence for models considered in the main analysis of Planck cosmic microwave background data. By utilizing carefully defined nearest-neighbor distances in parameter space, we reuse the Monte Carlo Markov chains already produced for parameter inference to compute Bayes factors B for many different model-data set combinations. The standard 6-parameter flat cold dark matter model with a cosmological constant (ΛCDM) is favored over all other models considered, with curvature being mildly favored only when cosmic microwave background lensing is not included. Many alternative models are strongly disfavored by the data, including primordial correlated isocurvature models (lnB=-7.8), nonzero scalar-to-tensor ratio (lnB=-4.3), running of the spectral index (lnB=-4.7), curvature (lnB=-3.6), nonstandard numbers of neutrinos (lnB=-3.1), nonstandard neutrino masses (lnB=-3.2), nonstandard lensing potential (lnB=-4.6), evolving dark energy (lnB=-3.2), sterile neutrinos (lnB=-6.9), and extra sterile neutrinos with a nonzero scalar-to-tensor ratio (lnB=-10.8). Other models are less strongly disfavored with respect to flat ΛCDM. As with all analyses based on Bayesian evidence, the final numbers depend on the widths of the parameter priors. We adopt the priors used in the Planck analysis, while performing a prior sensitivity analysis. Our quantitative conclusion is that extensions beyond the standard cosmological model are disfavored by Planck data. Only when newer Hubble constant measurements are included does ΛCDM become disfavored, and only mildly, compared with a dynamical dark energy model (lnB∼+2).
No Evidence for Extensions to the Standard Cosmological Model
NASA Astrophysics Data System (ADS)
Heavens, Alan; Fantaye, Yabebal; Sellentin, Elena; Eggers, Hans; Hosenie, Zafiirah; Kroon, Steve; Mootoovaloo, Arrykrishna
2017-09-01
We compute the Bayesian evidence for models considered in the main analysis of Planck cosmic microwave background data. By utilizing carefully defined nearest-neighbor distances in parameter space, we reuse the Monte Carlo Markov chains already produced for parameter inference to compute Bayes factors B for many different model-data set combinations. The standard 6-parameter flat cold dark matter model with a cosmological constant (Λ CDM ) is favored over all other models considered, with curvature being mildly favored only when cosmic microwave background lensing is not included. Many alternative models are strongly disfavored by the data, including primordial correlated isocurvature models (ln B =-7.8 ), nonzero scalar-to-tensor ratio (ln B =-4.3 ), running of the spectral index (ln B =-4.7 ), curvature (ln B =-3.6 ), nonstandard numbers of neutrinos (ln B =-3.1 ), nonstandard neutrino masses (ln B =-3.2 ), nonstandard lensing potential (ln B =-4.6 ), evolving dark energy (ln B =-3.2 ), sterile neutrinos (ln B =-6.9 ), and extra sterile neutrinos with a nonzero scalar-to-tensor ratio (ln B =-10.8 ). Other models are less strongly disfavored with respect to flat Λ CDM . As with all analyses based on Bayesian evidence, the final numbers depend on the widths of the parameter priors. We adopt the priors used in the Planck analysis, while performing a prior sensitivity analysis. Our quantitative conclusion is that extensions beyond the standard cosmological model are disfavored by Planck data. Only when newer Hubble constant measurements are included does Λ CDM become disfavored, and only mildly, compared with a dynamical dark energy model (ln B ˜+2 ).
NASA Astrophysics Data System (ADS)
Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad
2016-05-01
Bayesian inference has traditionally been conceived as the proper framework for the formal incorporation of expert knowledge in parameter estimation of groundwater models. However, conventional Bayesian inference is incapable of taking into account the imprecision essentially embedded in expert provided information. In order to solve this problem, a number of extensions to conventional Bayesian inference have been introduced in recent years. One of these extensions is 'fuzzy Bayesian inference' which is the result of integrating fuzzy techniques into Bayesian statistics. Fuzzy Bayesian inference has a number of desirable features which makes it an attractive approach for incorporating expert knowledge in the parameter estimation process of groundwater models: (1) it is well adapted to the nature of expert provided information, (2) it allows to distinguishably model both uncertainty and imprecision, and (3) it presents a framework for fusing expert provided information regarding the various inputs of the Bayesian inference algorithm. However an important obstacle in employing fuzzy Bayesian inference in groundwater numerical modeling applications is the computational burden, as the required number of numerical model simulations often becomes extremely exhaustive and often computationally infeasible. In this paper, a novel approach of accelerating the fuzzy Bayesian inference algorithm is proposed which is based on using approximate posterior distributions derived from surrogate modeling, as a screening tool in the computations. The proposed approach is first applied to a synthetic test case of seawater intrusion (SWI) in a coastal aquifer. It is shown that for this synthetic test case, the proposed approach decreases the number of required numerical simulations by an order of magnitude. Then the proposed approach is applied to a real-world test case involving three-dimensional numerical modeling of SWI in Kish Island, located in the Persian Gulf. An expert elicitation methodology is developed and applied to the real-world test case in order to provide a road map for the use of fuzzy Bayesian inference in groundwater modeling applications.
Combining the boundary shift integral and tensor-based morphometry for brain atrophy estimation
NASA Astrophysics Data System (ADS)
Michalkiewicz, Mateusz; Pai, Akshay; Leung, Kelvin K.; Sommer, Stefan; Darkner, Sune; Sørensen, Lauge; Sporring, Jon; Nielsen, Mads
2016-03-01
Brain atrophy from structural magnetic resonance images (MRIs) is widely used as an imaging surrogate marker for Alzheimers disease. Their utility has been limited due to the large degree of variance and subsequently high sample size estimates. The only consistent and reasonably powerful atrophy estimation methods has been the boundary shift integral (BSI). In this paper, we first propose a tensor-based morphometry (TBM) method to measure voxel-wise atrophy that we combine with BSI. The combined model decreases the sample size estimates significantly when compared to BSI and TBM alone.
Schwartz, Rachel S; Mueller, Rachel L
2010-01-11
Estimates of divergence dates between species improve our understanding of processes ranging from nucleotide substitution to speciation. Such estimates are frequently based on molecular genetic differences between species; therefore, they rely on accurate estimates of the number of such differences (i.e. substitutions per site, measured as branch length on phylogenies). We used simulations to determine the effects of dataset size, branch length heterogeneity, branch depth, and analytical framework on branch length estimation across a range of branch lengths. We then reanalyzed an empirical dataset for plethodontid salamanders to determine how inaccurate branch length estimation can affect estimates of divergence dates. The accuracy of branch length estimation varied with branch length, dataset size (both number of taxa and sites), branch length heterogeneity, branch depth, dataset complexity, and analytical framework. For simple phylogenies analyzed in a Bayesian framework, branches were increasingly underestimated as branch length increased; in a maximum likelihood framework, longer branch lengths were somewhat overestimated. Longer datasets improved estimates in both frameworks; however, when the number of taxa was increased, estimation accuracy for deeper branches was less than for tip branches. Increasing the complexity of the dataset produced more misestimated branches in a Bayesian framework; however, in an ML framework, more branches were estimated more accurately. Using ML branch length estimates to re-estimate plethodontid salamander divergence dates generally resulted in an increase in the estimated age of older nodes and a decrease in the estimated age of younger nodes. Branch lengths are misestimated in both statistical frameworks for simulations of simple datasets. However, for complex datasets, length estimates are quite accurate in ML (even for short datasets), whereas few branches are estimated accurately in a Bayesian framework. Our reanalysis of empirical data demonstrates the magnitude of effects of Bayesian branch length misestimation on divergence date estimates. Because the length of branches for empirical datasets can be estimated most reliably in an ML framework when branches are <1 substitution/site and datasets are > or =1 kb, we suggest that divergence date estimates using datasets, branch lengths, and/or analytical techniques that fall outside of these parameters should be interpreted with caution.
NASA Astrophysics Data System (ADS)
Eadie, Gwendolyn M.; Springford, Aaron; Harris, William E.
2017-02-01
We present a hierarchical Bayesian method for estimating the total mass and mass profile of the Milky Way Galaxy. The new hierarchical Bayesian approach further improves the framework presented by Eadie et al. and Eadie and Harris and builds upon the preliminary reports by Eadie et al. The method uses a distribution function f({ E },L) to model the Galaxy and kinematic data from satellite objects, such as globular clusters (GCs), to trace the Galaxy’s gravitational potential. A major advantage of the method is that it not only includes complete and incomplete data simultaneously in the analysis, but also incorporates measurement uncertainties in a coherent and meaningful way. We first test the hierarchical Bayesian framework, which includes measurement uncertainties, using the same data and power-law model assumed in Eadie and Harris and find the results are similar but more strongly constrained. Next, we take advantage of the new statistical framework and incorporate all possible GC data, finding a cumulative mass profile with Bayesian credible regions. This profile implies a mass within 125 kpc of 4.8× {10}11{M}⊙ with a 95% Bayesian credible region of (4.0{--}5.8)× {10}11{M}⊙ . Our results also provide estimates of the true specific energies of all the GCs. By comparing these estimated energies to the measured energies of GCs with complete velocity measurements, we observe that (the few) remote tracers with complete measurements may play a large role in determining a total mass estimate of the Galaxy. Thus, our study stresses the need for more remote tracers with complete velocity measurements.
Ghosh, Sujit K
2010-01-01
Bayesian methods are rapidly becoming popular tools for making statistical inference in various fields of science including biology, engineering, finance, and genetics. One of the key aspects of Bayesian inferential method is its logical foundation that provides a coherent framework to utilize not only empirical but also scientific information available to a researcher. Prior knowledge arising from scientific background, expert judgment, or previously collected data is used to build a prior distribution which is then combined with current data via the likelihood function to characterize the current state of knowledge using the so-called posterior distribution. Bayesian methods allow the use of models of complex physical phenomena that were previously too difficult to estimate (e.g., using asymptotic approximations). Bayesian methods offer a means of more fully understanding issues that are central to many practical problems by allowing researchers to build integrated models based on hierarchical conditional distributions that can be estimated even with limited amounts of data. Furthermore, advances in numerical integration methods, particularly those based on Monte Carlo methods, have made it possible to compute the optimal Bayes estimators. However, there is a reasonably wide gap between the background of the empirically trained scientists and the full weight of Bayesian statistical inference. Hence, one of the goals of this chapter is to bridge the gap by offering elementary to advanced concepts that emphasize linkages between standard approaches and full probability modeling via Bayesian methods.
NASA Astrophysics Data System (ADS)
Elshall, A. S.; Ye, M.; Niu, G. Y.; Barron-Gafford, G.
2016-12-01
Bayesian multimodel inference is increasingly being used in hydrology. Estimating Bayesian model evidence (BME) is of central importance in many Bayesian multimodel analysis such as Bayesian model averaging and model selection. BME is the overall probability of the model in reproducing the data, accounting for the trade-off between the goodness-of-fit and the model complexity. Yet estimating BME is challenging, especially for high dimensional problems with complex sampling space. Estimating BME using the Monte Carlo numerical methods is preferred, as the methods yield higher accuracy than semi-analytical solutions (e.g. Laplace approximations, BIC, KIC, etc.). However, numerical methods are prone the numerical demons arising from underflow of round off errors. Although few studies alluded to this issue, to our knowledge this is the first study that illustrates these numerical demons. We show that the precision arithmetic can become a threshold on likelihood values and Metropolis acceptance ratio, which results in trimming parameter regions (when likelihood function is less than the smallest floating point number that a computer can represent) and corrupting of the empirical measures of the random states of the MCMC sampler (when using log-likelihood function). We consider two of the most powerful numerical estimators of BME that are the path sampling method of thermodynamic integration (TI) and the importance sampling method of steppingstone sampling (SS). We also consider the two most widely used numerical estimators, which are the prior sampling arithmetic mean (AS) and posterior sampling harmonic mean (HM). We investigate the vulnerability of these four estimators to the numerical demons. Interesting, the most biased estimator, namely the HM, turned out to be the least vulnerable. While it is generally assumed that AM is a bias-free estimator that will always approximate the true BME by investing in computational effort, we show that arithmetic underflow can hamper AM resulting in severe underestimation of BME. TI turned out to be the most vulnerable, resulting in BME overestimation. Finally, we show how SS can be largely invariant to rounding errors, yielding the most accurate and computational efficient results. These research results are useful for MC simulations to estimate Bayesian model evidence.
Tensor modes on the string theory landscape
NASA Astrophysics Data System (ADS)
Westphal, Alexander
2013-04-01
We attempt an estimate for the distribution of the tensor mode fraction r over the landscape of vacua in string theory. The dynamics of eternal inflation and quantum tunneling lead to a kind of democracy on the landscape, providing no bias towards large-field or small-field inflation regardless of the class of measure. The tensor mode fraction then follows the number frequency distributions of inflationary mechanisms of string theory over the landscape. We show that an estimate of the relative number frequencies for small-field vs large-field inflation, while unattainable on the whole landscape, may be within reach as a regional answer for warped Calabi-Yau flux compactifications of type IIB string theory.
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.
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
Hierarchical Bayesian Model (HBM) - Derived Estimates of Air Quality for 2007: Annual Report
This report describes EPA's Hierarchical Bayesian model generated (HBM) estimates of ozone (O3) and fine particulate matter (PM2.5 particles with aerodynamic diameter < 2.5 microns)concentrations throughout the continental United States during the 2007 calen...
Internal Medicine residents use heuristics to estimate disease probability
Phang, Sen Han; Ravani, Pietro; Schaefer, Jeffrey; Wright, Bruce; McLaughlin, Kevin
2015-01-01
Background Training in Bayesian reasoning may have limited impact on accuracy of probability estimates. In this study, our goal was to explore whether residents previously exposed to Bayesian reasoning use heuristics rather than Bayesian reasoning to estimate disease probabilities. We predicted that if residents use heuristics then post-test probability estimates would be increased by non-discriminating clinical features or a high anchor for a target condition. Method We randomized 55 Internal Medicine residents to different versions of four clinical vignettes and asked them to estimate probabilities of target conditions. We manipulated the clinical data for each vignette to be consistent with either 1) using a representative heuristic, by adding non-discriminating prototypical clinical features of the target condition, or 2) using anchoring with adjustment heuristic, by providing a high or low anchor for the target condition. Results When presented with additional non-discriminating data the odds of diagnosing the target condition were increased (odds ratio (OR) 2.83, 95% confidence interval [1.30, 6.15], p = 0.009). Similarly, the odds of diagnosing the target condition were increased when a high anchor preceded the vignette (OR 2.04, [1.09, 3.81], p = 0.025). Conclusions Our findings suggest that despite previous exposure to the use of Bayesian reasoning, residents use heuristics, such as the representative heuristic and anchoring with adjustment, to estimate probabilities. Potential reasons for attribute substitution include the relative cognitive ease of heuristics vs. Bayesian reasoning or perhaps residents in their clinical practice use gist traces rather than precise probability estimates when diagnosing. PMID:27004080
Q-space trajectory imaging for multidimensional diffusion MRI of the human brain
Westin, Carl-Fredrik; Knutsson, Hans; Pasternak, Ofer; Szczepankiewicz, Filip; Özarslan, Evren; van Westen, Danielle; Mattisson, Cecilia; Bogren, Mats; O’Donnell, Lauren; Kubicki, Marek; Topgaard, Daniel; Nilsson, Markus
2016-01-01
This work describes a new diffusion MR framework for imaging and modeling of microstructure that we call q-space trajectory imaging (QTI). The QTI framework consists of two parts: encoding and modeling. First we propose q-space trajectory encoding, which uses time-varying gradients to probe a trajectory in q-space, in contrast to traditional pulsed field gradient sequences that attempt to probe a point in q-space. Then we propose a microstructure model, the diffusion tensor distribution (DTD) model, which takes advantage of additional information provided by QTI to estimate a distributional model over diffusion tensors. We show that the QTI framework enables microstructure modeling that is not possible with the traditional pulsed gradient encoding as introduced by Stejskal and Tanner. In our analysis of QTI, we find that the well-known scalar b-value naturally extends to a tensor-valued entity, i.e., a diffusion measurement tensor, which we call the b-tensor. We show that b-tensors of rank 2 or 3 enable estimation of the mean and covariance of the DTD model in terms of a second order tensor (the diffusion tensor) and a fourth order tensor. The QTI framework has been designed to improve discrimination of the sizes, shapes, and orientations of diffusion microenvironments within tissue. We derive rotationally invariant scalar quantities describing intuitive microstructural features including size, shape, and orientation coherence measures. To demonstrate the feasibility of QTI on a clinical scanner, we performed a small pilot study comparing a group of five healthy controls with five patients with schizophrenia. The parameter maps derived from QTI were compared between the groups, and 9 out of the 14 parameters investigated showed differences between groups. The ability to measure and model the distribution of diffusion tensors, rather than a quantity that has already been averaged within a voxel, has the potential to provide a powerful paradigm for the study of complex tissue architecture. PMID:26923372
BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES
DOE Office of Scientific and Technical Information (OSTI.GOV)
Iliadis, C.; Anderson, K. S.; Coc, A.
The problem of estimating non-resonant astrophysical S -factors and thermonuclear reaction rates, based on measured nuclear cross sections, is of major interest for nuclear energy generation, neutrino physics, and element synthesis. Many different methods have been applied to this problem in the past, almost all of them based on traditional statistics. Bayesian methods, on the other hand, are now in widespread use in the physical sciences. In astronomy, for example, Bayesian statistics is applied to the observation of extrasolar planets, gravitational waves, and Type Ia supernovae. However, nuclear physics, in particular, has been slow to adopt Bayesian methods. We presentmore » astrophysical S -factors and reaction rates based on Bayesian statistics. We develop a framework that incorporates robust parameter estimation, systematic effects, and non-Gaussian uncertainties in a consistent manner. The method is applied to the reactions d(p, γ ){sup 3}He, {sup 3}He({sup 3}He,2p){sup 4}He, and {sup 3}He( α , γ ){sup 7}Be, important for deuterium burning, solar neutrinos, and Big Bang nucleosynthesis.« less
Hierarchical Bayesian sparse image reconstruction with application to MRFM.
Dobigeon, Nicolas; Hero, Alfred O; Tourneret, Jean-Yves
2009-09-01
This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g., by maximizing the estimated posterior distribution. In our fully Bayesian approach, the posteriors of all the parameters are available. Thus, our algorithm provides more information than other previously proposed sparse reconstruction methods that only give a point estimate. The performance of the proposed hierarchical Bayesian sparse reconstruction method is illustrated on synthetic data and real data collected from a tobacco virus sample using a prototype MRFM instrument.
Bayesian parameter estimation for chiral effective field theory
NASA Astrophysics Data System (ADS)
Wesolowski, Sarah; Furnstahl, Richard; Phillips, Daniel; Klco, Natalie
2016-09-01
The low-energy constants (LECs) of a chiral effective field theory (EFT) interaction in the two-body sector are fit to observable data using a Bayesian parameter estimation framework. By using Bayesian prior probability distributions (pdfs), we quantify relevant physical expectations such as LEC naturalness and include them in the parameter estimation procedure. The final result is a posterior pdf for the LECs, which can be used to propagate uncertainty resulting from the fit to data to the final observable predictions. The posterior pdf also allows an empirical test of operator redundancy and other features of the potential. We compare results of our framework with other fitting procedures, interpreting the underlying assumptions in Bayesian probabilistic language. We also compare results from fitting all partial waves of the interaction simultaneously to cross section data compared to fitting to extracted phase shifts, appropriately accounting for correlations in the data. Supported in part by the NSF and DOE.
Uncertainty Management for Diagnostics and Prognostics of Batteries using Bayesian Techniques
NASA Technical Reports Server (NTRS)
Saha, Bhaskar; Goebel, kai
2007-01-01
Uncertainty management has always been the key hurdle faced by diagnostics and prognostics algorithms. A Bayesian treatment of this problem provides an elegant and theoretically sound approach to the modern Condition- Based Maintenance (CBM)/Prognostic Health Management (PHM) paradigm. The application of the Bayesian techniques to regression and classification in the form of Relevance Vector Machine (RVM), and to state estimation as in Particle Filters (PF), provides a powerful tool to integrate the diagnosis and prognosis of battery health. The RVM, which is a Bayesian treatment of the Support Vector Machine (SVM), is used for model identification, while the PF framework uses the learnt model, statistical estimates of noise and anticipated operational conditions to provide estimates of remaining useful life (RUL) in the form of a probability density function (PDF). This type of prognostics generates a significant value addition to the management of any operation involving electrical systems.
Cipoli, Daniel E; Martinez, Edson Z; Castro, Margaret de; Moreira, Ayrton C
2012-12-01
To estimate the pretest probability of Cushing's syndrome (CS) diagnosis by a Bayesian approach using intuitive clinical judgment. Physicians were requested, in seven endocrinology meetings, to answer three questions: "Based on your personal expertise, after obtaining clinical history and physical examination, without using laboratorial tests, what is your probability of diagnosing Cushing's Syndrome?"; "For how long have you been practicing Endocrinology?"; and "Where do you work?". A Bayesian beta regression, using the WinBugs software was employed. We obtained 294 questionnaires. The mean pretest probability of CS diagnosis was 51.6% (95%CI: 48.7-54.3). The probability was directly related to experience in endocrinology, but not with the place of work. Pretest probability of CS diagnosis was estimated using a Bayesian methodology. Although pretest likelihood can be context-dependent, experience based on years of practice may help the practitioner to diagnosis CS.
Tensor sufficient dimension reduction
Zhong, Wenxuan; Xing, Xin; Suslick, Kenneth
2015-01-01
Tensor is a multiway array. With the rapid development of science and technology in the past decades, large amount of tensor observations are routinely collected, processed, and stored in many scientific researches and commercial activities nowadays. The colorimetric sensor array (CSA) data is such an example. Driven by the need to address data analysis challenges that arise in CSA data, we propose a tensor dimension reduction model, a model assuming the nonlinear dependence between a response and a projection of all the tensor predictors. The tensor dimension reduction models are estimated in a sequential iterative fashion. The proposed method is applied to a CSA data collected for 150 pathogenic bacteria coming from 10 bacterial species and 14 bacteria from one control species. Empirical performance demonstrates that our proposed method can greatly improve the sensitivity and specificity of the CSA technique. PMID:26594304
Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models
Plant, Nathaniel G.; Holland, K. Todd
2011-01-01
A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.
Robust Angle Estimation for MIMO Radar with the Coexistence of Mutual Coupling and Colored Noise.
Wang, Junxiang; Wang, Xianpeng; Xu, Dingjie; Bi, Guoan
2018-03-09
This paper deals with joint estimation of direction-of-departure (DOD) and direction-of- arrival (DOA) in bistatic multiple-input multiple-output (MIMO) radar with the coexistence of unknown mutual coupling and spatial colored noise by developing a novel robust covariance tensor-based angle estimation method. In the proposed method, a third-order tensor is firstly formulated for capturing the multidimensional nature of the received data. Then taking advantage of the temporal uncorrelated characteristic of colored noise and the banded complex symmetric Toeplitz structure of the mutual coupling matrices, a novel fourth-order covariance tensor is constructed for eliminating the influence of both spatial colored noise and mutual coupling. After a robust signal subspace estimation is obtained by using the higher-order singular value decomposition (HOSVD) technique, the rotational invariance technique is applied to achieve the DODs and DOAs. Compared with the existing HOSVD-based subspace methods, the proposed method can provide superior angle estimation performance and automatically jointly perform the DODs and DOAs. Results from numerical experiments are presented to verify the effectiveness of the proposed method.
Robust Angle Estimation for MIMO Radar with the Coexistence of Mutual Coupling and Colored Noise
Wang, Junxiang; Wang, Xianpeng; Xu, Dingjie; Bi, Guoan
2018-01-01
This paper deals with joint estimation of direction-of-departure (DOD) and direction-of- arrival (DOA) in bistatic multiple-input multiple-output (MIMO) radar with the coexistence of unknown mutual coupling and spatial colored noise by developing a novel robust covariance tensor-based angle estimation method. In the proposed method, a third-order tensor is firstly formulated for capturing the multidimensional nature of the received data. Then taking advantage of the temporal uncorrelated characteristic of colored noise and the banded complex symmetric Toeplitz structure of the mutual coupling matrices, a novel fourth-order covariance tensor is constructed for eliminating the influence of both spatial colored noise and mutual coupling. After a robust signal subspace estimation is obtained by using the higher-order singular value decomposition (HOSVD) technique, the rotational invariance technique is applied to achieve the DODs and DOAs. Compared with the existing HOSVD-based subspace methods, the proposed method can provide superior angle estimation performance and automatically jointly perform the DODs and DOAs. Results from numerical experiments are presented to verify the effectiveness of the proposed method. PMID:29522499
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...
Hierarchical Bayesian Model (HBM) - Derived Estimates of Air Quality for 2008: Annual Report
This report describes EPA’s Hierarchical Bayesian model generated (HBM) estimates of ozone (O3) and fine particulate matter (PM2.5, particles with aerodynamic diameter < 2.5 microns) concentrations throughout the continental United States during the 2007 ca...
Nowcasting Cloud Fields for U.S. Air Force Special Operations
2017-03-01
application of Bayes’ Rule offers many advantages over Kernel Density Estimation (KDE) and other commonly used statistical post-processing methods...reflectance and probability of cloud. A statistical post-processing technique is applied using Bayesian estimation to train the system from a set of past...nowcasting, low cloud forecasting, cloud reflectance, ISR, Bayesian estimation, statistical post-processing, machine learning 15. NUMBER OF PAGES
Bayesian hierarchical model for large-scale covariance matrix estimation.
Zhu, Dongxiao; Hero, Alfred O
2007-12-01
Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.
A Bayesian approach to the creation of a study-customized neonatal brain atlas
Zhang, Yajing; Chang, Linda; Ceritoglu, Can; Skranes, Jon; Ernst, Thomas; Mori, Susumu; Miller, Michael I.; Oishi, Kenichi
2014-01-01
Atlas-based image analysis (ABA), in which an anatomical “parcellation map” is used for parcel-by-parcel image quantification, is widely used to analyze anatomical and functional changes related to brain development, aging, and various diseases. The parcellation maps are often created based on common MRI templates, which allow users to transform the template to target images, or vice versa, to perform parcel-by-parcel statistics, and report the scientific findings based on common anatomical parcels. The use of a study-specific template, which represents the anatomical features of the study population better than common templates, is preferable for accurate anatomical labeling; however, the creation of a parcellation map for a study-specific template is extremely labor intensive, and the definitions of anatomical boundaries are not necessarily compatible with those of the common template. In this study, we employed a Volume-based Template Estimation (VTE) method to create a neonatal brain template customized to a study population, while keeping the anatomical parcellation identical to that of a common MRI atlas. The VTE was used to morph the standardized parcellation map of the JHU-neonate-SS atlas to capture the anatomical features of a study population. The resultant “study-customized” T1-weighted and diffusion tensor imaging (DTI) template, with three-dimensional anatomical parcellation that defined 122 brain regions, was compared with the JHU-neonate-SS atlas, in terms of the registration accuracy. A pronounced increase in the accuracy of cortical parcellation and superior tensor alignment were observed when the customized template was used. With the customized atlas-based analysis, the fractional anisotropy (FA) detected closely approximated the manual measurements. This tool provides a solution for achieving normalization-based measurements with increased accuracy, while reporting scientific findings in a consistent framework. PMID:25026155
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.
2006-09-01
Medioni, [11], estimates the local dimension using tensor voting . These recent works have clearly shown the necessity to go beyond manifold learning, into...2005. [11] P. Mordohai and G. Medioni. Unsupervised dimensionality estimation and manifold learning in high-dimensional spaces by tensor voting . In...walking, jumping, and arms waving. The whole run took 361 seconds in Matlab , while the classification time (PMM) can be neglected compared to the kNN
White matter tractography using diffusion tensor deflection.
Lazar, Mariana; Weinstein, David M; Tsuruda, Jay S; Hasan, Khader M; Arfanakis, Konstantinos; Meyerand, M Elizabeth; Badie, Benham; Rowley, Howard A; Haughton, Victor; Field, Aaron; Alexander, Andrew L
2003-04-01
Diffusion tensor MRI provides unique directional diffusion information that can be used to estimate the patterns of white matter connectivity in the human brain. In this study, the behavior of an algorithm for white matter tractography is examined. The algorithm, called TEND, uses the entire diffusion tensor to deflect the estimated fiber trajectory. Simulations and imaging experiments on in vivo human brains were performed to investigate the behavior of the tractography algorithm. The simulations show that the deflection term is less sensitive than the major eigenvector to image noise. In the human brain imaging experiments, estimated tracts were generated in corpus callosum, corticospinal tract, internal capsule, corona radiata, superior longitudinal fasciculus, inferior longitudinal fasciculus, fronto-occipital fasciculus, and uncinate fasciculus. This approach is promising for mapping the organizational patterns of white matter in the human brain as well as mapping the relationship between major fiber trajectories and the location and extent of brain lesions. Copyright 2003 Wiley-Liss, Inc.
A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data.
Huynh, Tran; Quick, Harrison; Ramachandran, Gurumurthy; Banerjee, Sudipto; Stenzel, Mark; Sandler, Dale P; Engel, Lawrence S; Kwok, Richard K; Blair, Aaron; Stewart, Patricia A
2016-01-01
Classical statistical methods for analyzing exposure data with values below the detection limits are well described in the occupational hygiene literature, but an evaluation of a Bayesian approach for handling such data is currently lacking. Here, we first describe a Bayesian framework for analyzing censored data. We then present the results of a simulation study conducted to compare the β-substitution method with a Bayesian method for exposure datasets drawn from lognormal distributions and mixed lognormal distributions with varying sample sizes, geometric standard deviations (GSDs), and censoring for single and multiple limits of detection. For each set of factors, estimates for the arithmetic mean (AM), geometric mean, GSD, and the 95th percentile (X0.95) of the exposure distribution were obtained. We evaluated the performance of each method using relative bias, the root mean squared error (rMSE), and coverage (the proportion of the computed 95% uncertainty intervals containing the true value). The Bayesian method using non-informative priors and the β-substitution method were generally comparable in bias and rMSE when estimating the AM and GM. For the GSD and the 95th percentile, the Bayesian method with non-informative priors was more biased and had a higher rMSE than the β-substitution method, but use of more informative priors generally improved the Bayesian method's performance, making both the bias and the rMSE more comparable to the β-substitution method. An advantage of the Bayesian method is that it provided estimates of uncertainty for these parameters of interest and good coverage, whereas the β-substitution method only provided estimates of uncertainty for the AM, and coverage was not as consistent. Selection of one or the other method depends on the needs of the practitioner, the availability of prior information, and the distribution characteristics of the measurement data. We suggest the use of Bayesian methods if the practitioner has the computational resources and prior information, as the method would generally provide accurate estimates and also provides the distributions of all of the parameters, which could be useful for making decisions in some applications. © The Author 2015. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.
Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch
2016-07-01
We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less
A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.
Houseman, E Andres; Virji, M Abbas
2017-08-01
Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates were significant in some frequentist models, but in the Bayesian model their credible intervals contained zero; such discrepancies were observed in multiple datasets. Variance components from the Bayesian model reflected substantial autocorrelation, consistent with the frequentist models, except for the auto-regressive moving average model. Plots of means from the Bayesian model showed good fit to the observed data. The proposed Bayesian model provides an approach for modeling non-stationary autocorrelation in a hierarchical modeling framework to estimate task means, standard deviations, quantiles, and parameter estimates for covariates that are less biased and have better performance characteristics than some of the contemporary methods. Published by Oxford University Press on behalf of the British Occupational Hygiene Society 2017.
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
Motion immune diffusion imaging using augmented MUSE (AMUSE) for high-resolution multi-shot EPI
Guhaniyogi, Shayan; Chu, Mei-Lan; Chang, Hing-Chiu; Song, Allen W.; Chen, Nan-kuei
2015-01-01
Purpose To develop new techniques for reducing the effects of microscopic and macroscopic patient motion in diffusion imaging acquired with high-resolution multi-shot EPI. Theory The previously reported Multiplexed Sensitivity Encoding (MUSE) algorithm is extended to account for macroscopic pixel misregistrations as well as motion-induced phase errors in a technique called Augmented MUSE (AMUSE). Furthermore, to obtain more accurate quantitative DTI measures in the presence of subject motion, we also account for the altered diffusion encoding among shots arising from macroscopic motion. Methods MUSE and AMUSE were evaluated on simulated and in vivo motion-corrupted multi-shot diffusion data. Evaluations were made both on the resulting imaging quality and estimated diffusion tensor metrics. Results AMUSE was found to reduce image blurring resulting from macroscopic subject motion compared to MUSE, but yielded inaccurate tensor estimations when neglecting the altered diffusion encoding. Including the altered diffusion encoding in AMUSE produced better estimations of diffusion tensors. Conclusion The use of AMUSE allows for improved image quality and diffusion tensor accuracy in the presence of macroscopic subject motion during multi-shot diffusion imaging. These techniques should facilitate future high-resolution diffusion imaging. PMID:25762216
Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Sapiro, Guillermo; Lenglet, Christophe
2017-09-01
We propose a sparse Bayesian learning algorithm for improved estimation of white matter fiber parameters from compressed (under-sampled q-space) multi-shell diffusion MRI data. The multi-shell data is represented in a dictionary form using a non-monoexponential decay model of diffusion, based on continuous gamma distribution of diffusivities. The fiber volume fractions with predefined orientations, which are the unknown parameters, form the dictionary weights. These unknown parameters are estimated with a linear un-mixing framework, using a sparse Bayesian learning algorithm. A localized learning of hyperparameters at each voxel and for each possible fiber orientations improves the parameter estimation. Our experiments using synthetic data from the ISBI 2012 HARDI reconstruction challenge and in-vivo data from the Human Connectome Project demonstrate the improvements.
NASA Astrophysics Data System (ADS)
Granade, Christopher; Combes, Joshua; Cory, D. G.
2016-03-01
In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of-the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we address all three problems. First, we use modern statistical methods, as pioneered by Huszár and Houlsby (2012 Phys. Rev. A 85 052120) and by Ferrie (2014 New J. Phys. 16 093035), to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first priors on quantum states and channels that allow for including useful experimental insight. Finally, we develop a method that allows tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods.
Uwano, Ikuko; Sasaki, Makoto; Kudo, Kohsuke; Boutelier, Timothé; Kameda, Hiroyuki; Mori, Futoshi; Yamashita, Fumio
2017-01-10
The Bayesian estimation algorithm improves the precision of bolus tracking perfusion imaging. However, this algorithm cannot directly calculate Tmax, the time scale widely used to identify ischemic penumbra, because Tmax is a non-physiological, artificial index that reflects the tracer arrival delay (TD) and other parameters. We calculated Tmax from the TD and mean transit time (MTT) obtained by the Bayesian algorithm and determined its accuracy in comparison with Tmax obtained by singular value decomposition (SVD) algorithms. The TD and MTT maps were generated by the Bayesian algorithm applied to digital phantoms with time-concentration curves that reflected a range of values for various perfusion metrics using a global arterial input function. Tmax was calculated from the TD and MTT using constants obtained by a linear least-squares fit to Tmax obtained from the two SVD algorithms that showed the best benchmarks in a previous study. Correlations between the Tmax values obtained by the Bayesian and SVD methods were examined. The Bayesian algorithm yielded accurate TD and MTT values relative to the true values of the digital phantom. Tmax calculated from the TD and MTT values with the least-squares fit constants showed excellent correlation (Pearson's correlation coefficient = 0.99) and agreement (intraclass correlation coefficient = 0.99) with Tmax obtained from SVD algorithms. Quantitative analyses of Tmax values calculated from Bayesian-estimation algorithm-derived TD and MTT from a digital phantom correlated and agreed well with Tmax values determined using SVD algorithms.
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.
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.
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…
A Bayesian estimation of a stochastic predator-prey model of economic fluctuations
NASA Astrophysics Data System (ADS)
Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.
2007-06-01
In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.
A simulation study on Bayesian Ridge regression models for several collinearity levels
NASA Astrophysics Data System (ADS)
Efendi, Achmad; Effrihan
2017-12-01
When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.
NASA Astrophysics Data System (ADS)
Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.
2018-05-01
Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.
Axial, scalar, and tensor charges of the nucleon from 2 + 1 + 1 -flavor lattice QCD
Bhattacharya, Tanmoy; Cirigliano, Vincenzo; Cohen, Saul D.; ...
2016-09-19
Here, we present results for the isovector axial, scalar, and tensor charges g u–d A, g u–d S, and g u–d T of the nucleon needed to probe the Standard Model and novel physics. The axial charge is a fundamental parameter describing the weak interactions of nucleons. The scalar and tensor charges probe novel interactions at the TeV scale in neutron and nuclear β-decays, and the flavor-diagonal tensor charges g u T, g d T, and g s T are needed to quantify the contribution of the quark electric dipole moment (EDM) to the neutron EDM. The lattice-QCD calculations weremore » done using nine ensembles of gauge configurations generated by the MILC Collaboration using the highly improved staggered quarks action with 2+1+1 dynamical flavors. These ensembles span three lattice spacings a ≈ 0.06,0.09, and 0.12 fm and light-quark masses corresponding to the pion masses M π ≈ 135, 225, and 315 MeV. High-statistics estimates on five ensembles using the all-mode-averaging method allow us to quantify all systematic uncertainties and perform a simultaneous extrapolation in the lattice spacing, lattice volume, and light-quark masses for the connected contributions. Our final estimates, in the ¯MS scheme at 2 GeV, of the isovector charges are g u–d A = 1.195(33)(20), g u–d S = 0.97(12)(6), and g u–d T = 0.987(51)(20). The first error includes statistical and all systematic uncertainties except that due to the extrapolation Ansatz, which is given by the second error estimate. Combining our estimate for gu–dS with the difference of light quarks masses (m d–m u) QCD = 2.67(35) MeV given by the Flavor Lattice Average Group, we obtain (M N – M P) QCD = 2.59(49) MeV. Estimates of the connected part of the flavor-diagonal tensor charges of the proton are g u T = 0.792(42) and g d T = –0.194(14). Combining our new estimates with precision low-energy experiments, we present updated constraints on novel scalar and tensor interactions, ε S,T, at the TeV scale.« less
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.
The Role of Parametric Assumptions in Adaptive Bayesian Estimation
ERIC Educational Resources Information Center
Alcala-Quintana, Rocio; Garcia-Perez, Miguel A.
2004-01-01
Variants of adaptive Bayesian procedures for estimating the 5% point on a psychometric function were studied by simulation. Bias and standard error were the criteria to evaluate performance. The results indicated a superiority of (a) uniform priors, (b) model likelihood functions that are odd symmetric about threshold and that have parameter…
Bayesian Estimation of Fugitive Methane Point Source Emission Rates from a Single Downwind High-Frequency Gas Sensor With the tremendous advances in onshore oil and gas exploration and production (E&P) capability comes the realization that new tools are needed to support env...
ERIC Educational Resources Information Center
Gustafson, S. C.; Costello, C. S.; Like, E. C.; Pierce, S. J.; Shenoy, K. N.
2009-01-01
Bayesian estimation of a threshold time (hereafter simply threshold) for the receipt of impulse signals is accomplished given the following: 1) data, consisting of the number of impulses received in a time interval from zero to one and the time of the largest time impulse; 2) a model, consisting of a uniform probability density of impulse time…
Depaoli, Sarah
2013-06-01
Growth mixture modeling (GMM) represents a technique that is designed to capture change over time for unobserved subgroups (or latent classes) that exhibit qualitatively different patterns of growth. The aim of the current article was to explore the impact of latent class separation (i.e., how similar growth trajectories are across latent classes) on GMM performance. Several estimation conditions were compared: maximum likelihood via the expectation maximization (EM) algorithm and the Bayesian framework implementing diffuse priors, "accurate" informative priors, weakly informative priors, data-driven informative priors, priors reflecting partial-knowledge of parameters, and "inaccurate" (but informative) priors. The main goal was to provide insight about the optimal estimation condition under different degrees of latent class separation for GMM. Results indicated that optimal parameter recovery was obtained though the Bayesian approach using "accurate" informative priors, and partial-knowledge priors showed promise for the recovery of the growth trajectory parameters. Maximum likelihood and the remaining Bayesian estimation conditions yielded poor parameter recovery for the latent class proportions and the growth trajectories. (PsycINFO Database Record (c) 2013 APA, all rights reserved).
Gucciardi, Daniel F; Zhang, Chun-Qing; Ponnusamy, Vellapandian; Si, Gangyan; Stenling, Andreas
2016-04-01
The aims of this study were to assess the cross-cultural invariance of athletes' self-reports of mental toughness and to introduce and illustrate the application of approximate measurement invariance using Bayesian estimation for sport and exercise psychology scholars. Athletes from Australia (n = 353, Mage = 19.13, SD = 3.27, men = 161), China (n = 254, Mage = 17.82, SD = 2.28, men = 138), and Malaysia (n = 341, Mage = 19.13, SD = 3.27, men = 200) provided a cross-sectional snapshot of their mental toughness. The cross-cultural invariance of the mental toughness inventory in terms of (a) the factor structure (configural invariance), (b) factor loadings (metric invariance), and (c) item intercepts (scalar invariance) was tested using an approximate measurement framework with Bayesian estimation. Results indicated that approximate metric and scalar invariance was established. From a methodological standpoint, this study demonstrated the usefulness and flexibility of Bayesian estimation for single-sample and multigroup analyses of measurement instruments. Substantively, the current findings suggest that the measurement of mental toughness requires cultural adjustments to better capture the contextually salient (emic) aspects of this concept.
NASA Astrophysics Data System (ADS)
Chen, Y.; Huang, L.
2017-12-01
Moment tensors are key parameters for characterizing CO2-injection-induced microseismic events. Elastic-waveform inversion has the potential to providing accurate results of moment tensors. Microseismic waveforms contains information of source moment tensors and the wave propagation velocity along the wavepaths. We develop an elastic-waveform inversion method to jointly invert the seismic velocity model and moment tensor. We first use our adaptive moment-tensor joint inversion method to estimate moment tensors of microseismic events. Our adaptive moment-tensor inversion method jointly inverts multiple microseismic events with similar waveforms within a cluster to reduce inversion uncertainty for microseismic data recorded using a single borehole geophone array. We use this inversion result as the initial model for our elastic-waveform inversion to minimize the cross-correlated-based data misfit between observed data and synthetic data. We verify our method using synthetic microseismic data and obtain improved results of both moment tensors and seismic velocity model. We apply our new inversion method to microseismic data acquired at a CO2-enhanced oil recovery field in Aneth, Utah, using a single borehole geophone array. The results demonstrate that our new inversion method significantly reduces the data misfit compared to the conventional ray-theory-based moment-tensor inversion.
K-ε Turbulence Model Parameter Estimates Using an Approximate Self-similar Jet-in-Crossflow Solution
DeChant, Lawrence; Ray, Jaideep; Lefantzi, Sophia; ...
2017-06-09
The k-ε turbulence model has been described as perhaps “the most widely used complete turbulence model.” This family of heuristic Reynolds Averaged Navier-Stokes (RANS) turbulence closures is supported by a suite of model parameters that have been estimated by demanding the satisfaction of well-established canonical flows such as homogeneous shear flow, log-law behavior, etc. While this procedure does yield a set of so-called nominal parameters, it is abundantly clear that they do not provide a universally satisfactory turbulence model that is capable of simulating complex flows. Recent work on the Bayesian calibration of the k-ε model using jet-in-crossflow wind tunnelmore » data has yielded parameter estimates that are far more predictive than nominal parameter values. In this paper, we develop a self-similar asymptotic solution for axisymmetric jet-in-crossflow interactions and derive analytical estimates of the parameters that were inferred using Bayesian calibration. The self-similar method utilizes a near field approach to estimate the turbulence model parameters while retaining the classical far-field scaling to model flow field quantities. Our parameter values are seen to be far more predictive than the nominal values, as checked using RANS simulations and experimental measurements. They are also closer to the Bayesian estimates than the nominal parameters. A traditional simplified jet trajectory model is explicitly related to the turbulence model parameters and is shown to yield good agreement with measurement when utilizing the analytical derived turbulence model coefficients. Finally, the close agreement between the turbulence model coefficients obtained via Bayesian calibration and the analytically estimated coefficients derived in this paper is consistent with the contention that the Bayesian calibration approach is firmly rooted in the underlying physical description.« less
2016-05-11
AFRL-AFOSR-JP-TR-2016-0046 Designing Feature and Data Parallel Stochastic Coordinate Descent Method for Matrix and Tensor Factorization U Kang Korea...maintaining the data needed, and completing and reviewing the collection of information. Send comments regarding this burden estimate or any other aspect...Designing Feature and Data Parallel Stochastic Coordinate Descent Method for Matrix and Tensor Factorization 5a. CONTRACT NUMBER 5b. GRANT NUMBER FA2386
Zollanvari, Amin; Dougherty, Edward R
2014-06-01
The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because the error must be estimated using the same data from which the classifier has been designed. Use of prior knowledge, in the form of a prior distribution on an uncertainty class of feature-label distributions to which the true, but unknown, feature-distribution belongs, can facilitate accurate error estimation (in the mean-square sense) in circumstances where accurate completely model-free error estimation is impossible. This paper provides analytic asymptotically exact finite-sample approximations for various performance metrics of the resulting Bayesian Minimum Mean-Square-Error (MMSE) error estimator in the case of linear discriminant analysis (LDA) in the multivariate Gaussian model. These performance metrics include the first, second, and cross moments of the Bayesian MMSE error estimator with the true error of LDA, and therefore, the Root-Mean-Square (RMS) error of the estimator. We lay down the theoretical groundwork for Kolmogorov double-asymptotics in a Bayesian setting, which enables us to derive asymptotic expressions of the desired performance metrics. From these we produce analytic finite-sample approximations and demonstrate their accuracy via numerical examples. Various examples illustrate the behavior of these approximations and their use in determining the necessary sample size to achieve a desired RMS. The Supplementary Material contains derivations for some equations and added figures.
Sironi, Emanuele; Pinchi, Vilma; Pradella, Francesco; Focardi, Martina; Bozza, Silvia; Taroni, Franco
2018-04-01
Not only does the Bayesian approach offer a rational and logical environment for evidence evaluation in a forensic framework, but it also allows scientists to coherently deal with uncertainty related to a collection of multiple items of evidence, due to its flexible nature. Such flexibility might come at the expense of elevated computational complexity, which can be handled by using specific probabilistic graphical tools, namely Bayesian networks. In the current work, such probabilistic tools are used for evaluating dental evidence related to the development of third molars. A set of relevant properties characterizing the graphical models are discussed and Bayesian networks are implemented to deal with the inferential process laying beyond the estimation procedure, as well as to provide age estimates. Such properties include operationality, flexibility, coherence, transparence and sensitivity. A data sample composed of Italian subjects was employed for the analysis; results were in agreement with previous studies in terms of point estimate and age classification. The influence of the prior probability elicitation in terms of Bayesian estimate and classifies was also analyzed. Findings also supported the opportunity to take into consideration multiple teeth in the evaluative procedure, since it can be shown this results in an increased robustness towards the prior probability elicitation process, as well as in more favorable outcomes from a forensic perspective. Copyright © 2018 Elsevier Ltd and Faculty of Forensic and Legal Medicine. All rights reserved.
NASA Astrophysics Data System (ADS)
Khoromskaia, Venera; Khoromskij, Boris N.
2014-12-01
Our recent method for low-rank tensor representation of sums of the arbitrarily positioned electrostatic potentials discretized on a 3D Cartesian grid reduces the 3D tensor summation to operations involving only 1D vectors however retaining the linear complexity scaling in the number of potentials. Here, we introduce and study a novel tensor approach for fast and accurate assembled summation of a large number of lattice-allocated potentials represented on 3D N × N × N grid with the computational requirements only weakly dependent on the number of summed potentials. It is based on the assembled low-rank canonical tensor representations of the collected potentials using pointwise sums of shifted canonical vectors representing the single generating function, say the Newton kernel. For a sum of electrostatic potentials over L × L × L lattice embedded in a box the required storage scales linearly in the 1D grid-size, O(N) , while the numerical cost is estimated by O(NL) . For periodic boundary conditions, the storage demand remains proportional to the 1D grid-size of a unit cell, n = N / L, while the numerical cost reduces to O(N) , that outperforms the FFT-based Ewald-type summation algorithms of complexity O(N3 log N) . The complexity in the grid parameter N can be reduced even to the logarithmic scale O(log N) by using data-sparse representation of canonical N-vectors via the quantics tensor approximation. For justification, we prove an upper bound on the quantics ranks for the canonical vectors in the overall lattice sum. The presented approach is beneficial in applications which require further functional calculus with the lattice potential, say, scalar product with a function, integration or differentiation, which can be performed easily in tensor arithmetics on large 3D grids with 1D cost. Numerical tests illustrate the performance of the tensor summation method and confirm the estimated bounds on the tensor ranks.
As-built design specification for proportion estimate software subsystem
NASA Technical Reports Server (NTRS)
Obrien, S. (Principal Investigator)
1980-01-01
The Proportion Estimate Processor evaluates four estimation techniques in order to get an improved estimate of the proportion of a scene that is planted in a selected crop. The four techniques to be evaluated were provided by the techniques development section and are: (1) random sampling; (2) proportional allocation, relative count estimate; (3) proportional allocation, Bayesian estimate; and (4) sequential Bayesian allocation. The user is given two options for computation of the estimated mean square error. These are referred to as the cluster calculation option and the segment calculation option. The software for the Proportion Estimate Processor is operational on the IBM 3031 computer.
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.
Fienen, Michael N.; D'Oria, Marco; Doherty, John E.; Hunt, Randall J.
2013-01-01
The application bgaPEST is a highly parameterized inversion software package implementing the Bayesian Geostatistical Approach in a framework compatible with the parameter estimation suite PEST. Highly parameterized inversion refers to cases in which parameters are distributed in space or time and are correlated with one another. The Bayesian aspect of bgaPEST is related to Bayesian probability theory in which prior information about parameters is formally revised on the basis of the calibration dataset used for the inversion. Conceptually, this approach formalizes the conditionality of estimated parameters on the specific data and model available. The geostatistical component of the method refers to the way in which prior information about the parameters is used. A geostatistical autocorrelation function is used to enforce structure on the parameters to avoid overfitting and unrealistic results. Bayesian Geostatistical Approach is designed to provide the smoothest solution that is consistent with the data. Optionally, users can specify a level of fit or estimate a balance between fit and model complexity informed by the data. Groundwater and surface-water applications are used as examples in this text, but the possible uses of bgaPEST extend to any distributed parameter applications.
Bayesian logistic regression approaches to predict incorrect DRG assignment.
Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural
2018-05-07
Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.
Bayesian Item Selection in Constrained Adaptive Testing Using Shadow Tests
ERIC Educational Resources Information Center
Veldkamp, Bernard P.
2010-01-01
Application of Bayesian item selection criteria in computerized adaptive testing might result in improvement of bias and MSE of the ability estimates. The question remains how to apply Bayesian item selection criteria in the context of constrained adaptive testing, where large numbers of specifications have to be taken into account in the item…
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…
Bayesian Asymmetric Regression as a Means to Estimate and Evaluate Oral Reading Fluency Slopes
ERIC Educational Resources Information Center
Solomon, Benjamin G.; Forsberg, Ole J.
2017-01-01
Bayesian techniques have become increasingly present in the social sciences, fueled by advances in computer speed and the development of user-friendly software. In this paper, we forward the use of Bayesian Asymmetric Regression (BAR) to monitor intervention responsiveness when using Curriculum-Based Measurement (CBM) to assess oral reading…
Bayesian Approaches to Imputation, Hypothesis Testing, and Parameter Estimation
ERIC Educational Resources Information Center
Ross, Steven J.; Mackey, Beth
2015-01-01
This chapter introduces three applications of Bayesian inference to common and novel issues in second language research. After a review of the critiques of conventional hypothesis testing, our focus centers on ways Bayesian inference can be used for dealing with missing data, for testing theory-driven substantive hypotheses without a default null…
Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Cheong, R. Y.; Gabda, D.
2017-09-01
Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.
Qian, Song S; Lyons, Regan E
2006-10-01
We present a Bayesian approach for characterizing background contaminant concentration distributions using data from sites that may have been contaminated. Our method, focused on estimation, resolves several technical problems of the existing methods sanctioned by the U.S. Environmental Protection Agency (USEPA) (a hypothesis testing based method), resulting in a simple and quick procedure for estimating background contaminant concentrations. The proposed Bayesian method is applied to two data sets from a federal facility regulated under the Resource Conservation and Restoration Act. The results are compared to background distributions identified using existing methods recommended by the USEPA. The two data sets represent low and moderate levels of censorship in the data. Although an unbiased estimator is elusive, we show that the proposed Bayesian estimation method will have a smaller bias than the EPA recommended method.
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.
NASA Technical Reports Server (NTRS)
Chapman, G. M. (Principal Investigator); Carnes, J. G.
1981-01-01
Several techniques which use clusters generated by a new clustering algorithm, CLASSY, are proposed as alternatives to random sampling to obtain greater precision in crop proportion estimation: (1) Proportional Allocation/relative count estimator (PA/RCE) uses proportional allocation of dots to clusters on the basis of cluster size and a relative count cluster level estimate; (2) Proportional Allocation/Bayes Estimator (PA/BE) uses proportional allocation of dots to clusters and a Bayesian cluster-level estimate; and (3) Bayes Sequential Allocation/Bayesian Estimator (BSA/BE) uses sequential allocation of dots to clusters and a Bayesian cluster level estimate. Clustering in an effective method in making proportion estimates. It is estimated that, to obtain the same precision with random sampling as obtained by the proportional sampling of 50 dots with an unbiased estimator, samples of 85 or 166 would need to be taken if dot sets with AI labels (integrated procedure) or ground truth labels, respectively were input. Dot reallocation provides dot sets that are unbiased. It is recommended that these proportion estimation techniques are maintained, particularly the PA/BE because it provides the greatest precision.
NASA Astrophysics Data System (ADS)
Umehara, Hiroaki; Okada, Masato; Naruse, Yasushi
2018-03-01
The estimation of angular time series data is a widespread issue relating to various situations involving rotational motion and moving objects. There are two kinds of problem settings: the estimation of wrapped angles, which are principal values in a circular coordinate system (e.g., the direction of an object), and the estimation of unwrapped angles in an unbounded coordinate system such as for the positioning and tracking of moving objects measured by the signal-wave phase. Wrapped angles have been estimated in previous studies by sequential Bayesian filtering; however, the hyperparameters that are to be solved and that control the properties of the estimation model were given a priori. The present study establishes a procedure of hyperparameter estimation from the observation data of angles only, using the framework of Bayesian inference completely as the maximum likelihood estimation. Moreover, the filter model is modified to estimate the unwrapped angles. It is proved that without noise our model reduces to the existing algorithm of Itoh's unwrapping transform. It is numerically confirmed that our model is an extension of unwrapping estimation from Itoh's unwrapping transform to the case with noise.
ERIC Educational Resources Information Center
Kim, Seohyun; Lu, Zhenqiu; Cohen, Allan S.
2018-01-01
Bayesian algorithms have been used successfully in the social and behavioral sciences to analyze dichotomous data particularly with complex structural equation models. In this study, we investigate the use of the Polya-Gamma data augmentation method with Gibbs sampling to improve estimation of structural equation models with dichotomous variables.…
The main objective of this paper is to use Bayesian methods to estimate the kinetic parameters for the inactivation kinetics of Cryptosporidium parvum oocysts with chlorine dioxide or ozone which are characterized by the delayed Chick-Watson model, i.e., a lag phase or shoulder f...
A General and Flexible Approach to Estimating the Social Relations Model Using Bayesian Methods
ERIC Educational Resources Information Center
Ludtke, Oliver; Robitzsch, Alexander; Kenny, David A.; Trautwein, Ulrich
2013-01-01
The social relations model (SRM) is a conceptual, methodological, and analytical approach that is widely used to examine dyadic behaviors and interpersonal perception within groups. This article introduces a general and flexible approach to estimating the parameters of the SRM that is based on Bayesian methods using Markov chain Monte Carlo…
Using SAS PROC MCMC for Item Response Theory Models
ERIC Educational Resources Information Center
Ames, Allison J.; Samonte, Kelli
2015-01-01
Interest in using Bayesian methods for estimating item response theory models has grown at a remarkable rate in recent years. This attentiveness to Bayesian estimation has also inspired a growth in available software such as WinBUGS, R packages, BMIRT, MPLUS, and SAS PROC MCMC. This article intends to provide an accessible overview of Bayesian…
Technical note: Bayesian calibration of dynamic ruminant nutrition models.
Reed, K F; Arhonditsis, G B; France, J; Kebreab, E
2016-08-01
Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.
Gu, Weidong; Medalla, Felicita; Hoekstra, Robert M
2018-02-01
The National Antimicrobial Resistance Monitoring System (NARMS) at the Centers for Disease Control and Prevention tracks resistance among Salmonella infections. The annual number of Salmonella isolates of a particular serotype from states may be small, making direct estimation of resistance proportions unreliable. We developed a Bayesian hierarchical model to improve estimation by borrowing strength from relevant sampling units. We illustrate the models with different specifications of spatio-temporal interaction using 2004-2013 NARMS data for ceftriaxone-resistant Salmonella serotype Heidelberg. Our results show that Bayesian estimates of resistance proportions were smoother than observed values, and the difference between predicted and observed proportions was inversely related to the number of submitted isolates. The model with interaction allowed for tracking of annual changes in resistance proportions at the state level. We demonstrated that Bayesian hierarchical models provide a useful tool to examine spatio-temporal patterns of small sample size such as those found in NARMS. Published by Elsevier Ltd.
NASA Astrophysics Data System (ADS)
Reis, D. S.; Stedinger, J. R.; Martins, E. S.
2005-10-01
This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.
Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation
NASA Astrophysics Data System (ADS)
Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.
2012-12-01
This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.
A new Bayesian recursive technique for parameter estimation
NASA Astrophysics Data System (ADS)
Kaheil, Yasir H.; Gill, M. Kashif; McKee, Mac; Bastidas, Luis
2006-08-01
The performance of any model depends on how well its associated parameters are estimated. In the current application, a localized Bayesian recursive estimation (LOBARE) approach is devised for parameter estimation. The LOBARE methodology is an extension of the Bayesian recursive estimation (BARE) method. It is applied in this paper on two different types of models: an artificial intelligence (AI) model in the form of a support vector machine (SVM) application for forecasting soil moisture and a conceptual rainfall-runoff (CRR) model represented by the Sacramento soil moisture accounting (SAC-SMA) model. Support vector machines, based on statistical learning theory (SLT), represent the modeling task as a quadratic optimization problem and have already been used in various applications in hydrology. They require estimation of three parameters. SAC-SMA is a very well known model that estimates runoff. It has a 13-dimensional parameter space. In the LOBARE approach presented here, Bayesian inference is used in an iterative fashion to estimate the parameter space that will most likely enclose a best parameter set. This is done by narrowing the sampling space through updating the "parent" bounds based on their fitness. These bounds are actually the parameter sets that were selected by BARE runs on subspaces of the initial parameter space. The new approach results in faster convergence toward the optimal parameter set using minimum training/calibration data and fewer sets of parameter values. The efficacy of the localized methodology is also compared with the previously used BARE algorithm.
Tensor completion for estimating missing values in visual data.
Liu, Ji; Musialski, Przemyslaw; Wonka, Peter; Ye, Jieping
2013-01-01
In this paper, we propose an algorithm to estimate missing values in tensors of visual data. The values can be missing due to problems in the acquisition process or because the user manually identified unwanted outliers. Our algorithm works even with a small amount of samples and it can propagate structure to fill larger missing regions. Our methodology is built on recent studies about matrix completion using the matrix trace norm. The contribution of our paper is to extend the matrix case to the tensor case by proposing the first definition of the trace norm for tensors and then by building a working algorithm. First, we propose a definition for the tensor trace norm that generalizes the established definition of the matrix trace norm. Second, similarly to matrix completion, the tensor completion is formulated as a convex optimization problem. Unfortunately, the straightforward problem extension is significantly harder to solve than the matrix case because of the dependency among multiple constraints. To tackle this problem, we developed three algorithms: simple low rank tensor completion (SiLRTC), fast low rank tensor completion (FaLRTC), and high accuracy low rank tensor completion (HaLRTC). The SiLRTC algorithm is simple to implement and employs a relaxation technique to separate the dependent relationships and uses the block coordinate descent (BCD) method to achieve a globally optimal solution; the FaLRTC algorithm utilizes a smoothing scheme to transform the original nonsmooth problem into a smooth one and can be used to solve a general tensor trace norm minimization problem; the HaLRTC algorithm applies the alternating direction method of multipliers (ADMMs) to our problem. Our experiments show potential applications of our algorithms and the quantitative evaluation indicates that our methods are more accurate and robust than heuristic approaches. The efficiency comparison indicates that FaLTRC and HaLRTC are more efficient than SiLRTC and between FaLRTC an- HaLRTC the former is more efficient to obtain a low accuracy solution and the latter is preferred if a high-accuracy solution is desired.
Empirical Bayes estimation of proportions with application to cowbird parasitism rates
Link, W.A.; Hahn, D.C.
1996-01-01
Bayesian models provide a structure for studying collections of parameters such as are considered in the investigation of communities, ecosystems, and landscapes. This structure allows for improved estimation of individual parameters, by considering them in the context of a group of related parameters. Individual estimates are differentially adjusted toward an overall mean, with the magnitude of their adjustment based on their precision. Consequently, Bayesian estimation allows for a more credible identification of extreme values in a collection of estimates. Bayesian models regard individual parameters as values sampled from a specified probability distribution, called a prior. The requirement that the prior be known is often regarded as an unattractive feature of Bayesian analysis and may be the reason why Bayesian analyses are not frequently applied in ecological studies. Empirical Bayes methods provide an alternative approach that incorporates the structural advantages of Bayesian models while requiring a less stringent specification of prior knowledge. Rather than requiring that the prior distribution be known, empirical Bayes methods require only that it be in a certain family of distributions, indexed by hyperparameters that can be estimated from the available data. This structure is of interest per se, in addition to its value in allowing for improved estimation of individual parameters; for example, hypotheses regarding the existence of distinct subgroups in a collection of parameters can be considered under the empirical Bayes framework by allowing the hyperparameters to vary among subgroups. Though empirical Bayes methods have been applied in a variety of contexts, they have received little attention in the ecological literature. We describe the empirical Bayes approach in application to estimation of proportions, using data obtained in a community-wide study of cowbird parasitism rates for illustration. Since observed proportions based on small sample sizes are heavily adjusted toward the mean, extreme values among empirical Bayes estimates identify those species for which there is the greatest evidence of extreme parasitism rates. Applying a subgroup analysis to our data on cowbird parasitism rates, we conclude that parasitism rates for Neotropical Migrants as a group are no greater than those of Resident/Short-distance Migrant species in this forest community. Our data and analyses demonstrate that the parasitism rates for certain Neotropical Migrant species are remarkably low (Wood Thrush and Rose-breasted Grosbeak) while those for others are remarkably high (Ovenbird and Red-eyed Vireo).
On improving the efficiency of tensor voting.
Moreno, Rodrigo; Garcia, Miguel Angel; Puig, Domenec; Pizarro, Luis; Burgeth, Bernhard; Weickert, Joachim
2011-11-01
This paper proposes two alternative formulations to reduce the high computational complexity of tensor voting, a robust perceptual grouping technique used to extract salient information from noisy data. The first scheme consists of numerical approximations of the votes, which have been derived from an in-depth analysis of the plate and ball voting processes. The second scheme simplifies the formulation while keeping the same perceptual meaning of the original tensor voting: The stick tensor voting and the stick component of the plate tensor voting must reinforce surfaceness, the plate components of both the plate and ball tensor voting must boost curveness, whereas junctionness must be strengthened by the ball component of the ball tensor voting. Two new parameters have been proposed for the second formulation in order to control the potentially conflictive influence of the stick component of the plate vote and the ball component of the ball vote. Results show that the proposed formulations can be used in applications where efficiency is an issue since they have a complexity of order O(1). Moreover, the second proposed formulation has been shown to be more appropriate than the original tensor voting for estimating saliencies by appropriately setting the two new parameters.
Estimation of Post-Test Probabilities by Residents: Bayesian Reasoning versus Heuristics?
ERIC Educational Resources Information Center
Hall, Stacey; Phang, Sen Han; Schaefer, Jeffrey P.; Ghali, William; Wright, Bruce; McLaughlin, Kevin
2014-01-01
Although the process of diagnosing invariably begins with a heuristic, we encourage our learners to support their diagnoses by analytical cognitive processes, such as Bayesian reasoning, in an attempt to mitigate the effects of heuristics on diagnosing. There are, however, limited data on the use ± impact of Bayesian reasoning on the accuracy of…
Zaikin, Alexey; Míguez, Joaquín
2017-01-01
We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhang, Jiangjiang; Li, Weixuan; Zeng, Lingzao
Surrogate models are commonly used in Bayesian approaches such as Markov Chain Monte Carlo (MCMC) to avoid repetitive CPU-demanding model evaluations. However, the approximation error of a surrogate may lead to biased estimations of the posterior distribution. This bias can be corrected by constructing a very accurate surrogate or implementing MCMC in a two-stage manner. Since the two-stage MCMC requires extra original model evaluations, the computational cost is still high. If the information of measurement is incorporated, a locally accurate approximation of the original model can be adaptively constructed with low computational cost. Based on this idea, we propose amore » Gaussian process (GP) surrogate-based Bayesian experimental design and parameter estimation approach for groundwater contaminant source identification problems. A major advantage of the GP surrogate is that it provides a convenient estimation of the approximation error, which can be incorporated in the Bayesian formula to avoid over-confident estimation of the posterior distribution. The proposed approach is tested with a numerical case study. Without sacrificing the estimation accuracy, the new approach achieves about 200 times of speed-up compared to our previous work using two-stage MCMC.« less
Receptive Field Inference with Localized Priors
Park, Mijung; Pillow, Jonathan W.
2011-01-01
The linear receptive field describes a mapping from sensory stimuli to a one-dimensional variable governing a neuron's spike response. However, traditional receptive field estimators such as the spike-triggered average converge slowly and often require large amounts of data. Bayesian methods seek to overcome this problem by biasing estimates towards solutions that are more likely a priori, typically those with small, smooth, or sparse coefficients. Here we introduce a novel Bayesian receptive field estimator designed to incorporate locality, a powerful form of prior information about receptive field structure. The key to our approach is a hierarchical receptive field model that flexibly adapts to localized structure in both spacetime and spatiotemporal frequency, using an inference method known as empirical Bayes. We refer to our method as automatic locality determination (ALD), and show that it can accurately recover various types of smooth, sparse, and localized receptive fields. We apply ALD to neural data from retinal ganglion cells and V1 simple cells, and find it achieves error rates several times lower than standard estimators. Thus, estimates of comparable accuracy can be achieved with substantially less data. Finally, we introduce a computationally efficient Markov Chain Monte Carlo (MCMC) algorithm for fully Bayesian inference under the ALD prior, yielding accurate Bayesian confidence intervals for small or noisy datasets. PMID:22046110
NASA Astrophysics Data System (ADS)
Jones, Bernard J. T.
2017-04-01
Preface; Notation and conventions; Part I. 100 Years of Cosmology: 1. Emerging cosmology; 2. The cosmic expansion; 3. The cosmic microwave background; 4. Recent cosmology; Part II. Newtonian Cosmology: 5. Newtonian cosmology; 6. Dark energy cosmological models; 7. The early universe; 8. The inhomogeneous universe; 9. The inflationary universe; Part III. Relativistic Cosmology: 10. Minkowski space; 11. The energy momentum tensor; 12. General relativity; 13. Space-time geometry and calculus; 14. The Einstein field equations; 15. Solutions of the Einstein equations; 16. The Robertson-Walker solution; 17. Congruences, curvature and Raychaudhuri; 18. Observing and measuring the universe; Part IV. The Physics of Matter and Radiation: 19. Physics of the CMB radiation; 20. Recombination of the primeval plasma; 21. CMB polarisation; 22. CMB anisotropy; Part V. Precision Tools for Precision Cosmology: 23. Likelihood; 24. Frequentist hypothesis testing; 25. Statistical inference: Bayesian; 26. CMB data processing; 27. Parametrising the universe; 28. Precision cosmology; 29. Epilogue; Appendix A. SI, CGS and Planck units; Appendix B. Magnitudes and distances; Appendix C. Representing vectors and tensors; Appendix D. The electromagnetic field; Appendix E. Statistical distributions; Appendix F. Functions on a sphere; Appendix G. Acknowledgements; References; Index.
A Bayesian Approach to Determination of F, D, and Z Values Used in Steam Sterilization Validation.
Faya, Paul; Stamey, James D; Seaman, John W
2017-01-01
For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the well-known D T , z , and F o values that are used in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these values to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. LAY ABSTRACT: For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the critical process parameters that are evaluated in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these parameters to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. © PDA, Inc. 2017.
Sairanen, V; Kuusela, L; Sipilä, O; Savolainen, S; Vanhatalo, S
2017-02-15
Diffusion Tensor Imaging (DTI) is commonly challenged by subject motion during data acquisition, which often leads to corrupted image data. Currently used procedure in DTI analysis is to correct or completely reject such data before tensor estimations, however assessing the reliability and accuracy of the estimated tensor in such situations has evaded previous studies. This work aims to define the loss of data accuracy with increasing image rejections, and to define a robust method for assessing reliability of the result at voxel level. We carried out simulations of every possible sub-scheme (N=1,073,567,387) of Jones30 gradient scheme, followed by confirming the idea with MRI data from four newborn and three adult subjects. We assessed the relative error of the most commonly used tensor estimates for DTI and tractography studies, fractional anisotropy (FA) and the major orientation vector (V1), respectively. The error was estimated using two measures, the widely used electric potential (EP) criteria as well as the rotationally variant condition number (CN). Our results show that CN and EP are comparable in situations with very few rejections, but CN becomes clearly more sensitive to depicting errors when more gradient vectors and images were rejected. The error in FA and V1 was also found depend on the actual FA level in the given voxel; low actual FA levels were related to high relative errors in the FA and V1 estimates. Finally, the results were confirmed with clinical MRI data. This showed that the errors after rejections are, indeed, inhomogeneous across brain regions. The FA and V1 errors become progressively larger when moving from the thick white matter bundles towards more superficial subcortical structures. Our findings suggest that i) CN is a useful estimator of data reliability at voxel level, and ii) DTI preprocessing with data rejections leads to major challenges when assessing brain tissue with lower FA levels, such as all newborn brain, as well as the adult superficial, subcortical areas commonly traced in precise connectivity analyses between cortical regions. Copyright © 2016 Elsevier Inc. All rights reserved.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bhattacharya, Tanmoy; Cirigliano, Vincenzo; Cohen, Saul D.
Here, we present results for the isovector axial, scalar, and tensor charges g u–d A, g u–d S, and g u–d T of the nucleon needed to probe the Standard Model and novel physics. The axial charge is a fundamental parameter describing the weak interactions of nucleons. The scalar and tensor charges probe novel interactions at the TeV scale in neutron and nuclear β-decays, and the flavor-diagonal tensor charges g u T, g d T, and g s T are needed to quantify the contribution of the quark electric dipole moment (EDM) to the neutron EDM. The lattice-QCD calculations weremore » done using nine ensembles of gauge configurations generated by the MILC Collaboration using the highly improved staggered quarks action with 2+1+1 dynamical flavors. These ensembles span three lattice spacings a ≈ 0.06,0.09, and 0.12 fm and light-quark masses corresponding to the pion masses M π ≈ 135, 225, and 315 MeV. High-statistics estimates on five ensembles using the all-mode-averaging method allow us to quantify all systematic uncertainties and perform a simultaneous extrapolation in the lattice spacing, lattice volume, and light-quark masses for the connected contributions. Our final estimates, in the ¯MS scheme at 2 GeV, of the isovector charges are g u–d A = 1.195(33)(20), g u–d S = 0.97(12)(6), and g u–d T = 0.987(51)(20). The first error includes statistical and all systematic uncertainties except that due to the extrapolation Ansatz, which is given by the second error estimate. Combining our estimate for gu–dS with the difference of light quarks masses (m d–m u) QCD = 2.67(35) MeV given by the Flavor Lattice Average Group, we obtain (M N – M P) QCD = 2.59(49) MeV. Estimates of the connected part of the flavor-diagonal tensor charges of the proton are g u T = 0.792(42) and g d T = –0.194(14). Combining our new estimates with precision low-energy experiments, we present updated constraints on novel scalar and tensor interactions, ε S,T, at the TeV scale.« less
Can, Seda; van de Schoot, Rens; Hox, Joop
2015-06-01
Because variables may be correlated in the social and behavioral sciences, multicollinearity might be problematic. This study investigates the effect of collinearity manipulated in within and between levels of a two-level confirmatory factor analysis by Monte Carlo simulation. Furthermore, the influence of the size of the intraclass correlation coefficient (ICC) and estimation method; maximum likelihood estimation with robust chi-squares and standard errors and Bayesian estimation, on the convergence rate are investigated. The other variables of interest were rate of inadmissible solutions and the relative parameter and standard error bias on the between level. The results showed that inadmissible solutions were obtained when there was between level collinearity and the estimation method was maximum likelihood. In the within level multicollinearity condition, all of the solutions were admissible but the bias values were higher compared with the between level collinearity condition. Bayesian estimation appeared to be robust in obtaining admissible parameters but the relative bias was higher than for maximum likelihood estimation. Finally, as expected, high ICC produced less biased results compared to medium ICC conditions.
Artificial Intelligence (AI) Center of Excellence at the University of Pennsylvania
1995-07-01
that controls impact forces. Robust Location Estimation for MLR and Non-MLR Distributions (Dissertation Proposal) Gerda L. Kamberova MS-CIS-92-28...Bayesian Approach To Computer Vision Problems Gerda L. Kamberova MS-CIS-92-29 GRASP LAB 310 The object of our study is the Bayesian approach in...Estimation for MLR and Non-MLR Distributions (Dissertation) Gerda L. Kamberova MS-CIS-92-93 GRASP LAB 340 We study the problem of estimating an unknown
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
Traffic speed data imputation method based on tensor completion.
Ran, Bin; Tan, Huachun; Feng, Jianshuai; Liu, Ying; Wang, Wuhong
2015-01-01
Traffic speed data plays a key role in Intelligent Transportation Systems (ITS); however, missing traffic data would affect the performance of ITS as well as Advanced Traveler Information Systems (ATIS). In this paper, we handle this issue by a novel tensor-based imputation approach. Specifically, tensor pattern is adopted for modeling traffic speed data and then High accurate Low Rank Tensor Completion (HaLRTC), an efficient tensor completion method, is employed to estimate the missing traffic speed data. This proposed method is able to recover missing entries from given entries, which may be noisy, considering severe fluctuation of traffic speed data compared with traffic volume. The proposed method is evaluated on Performance Measurement System (PeMS) database, and the experimental results show the superiority of the proposed approach over state-of-the-art baseline approaches.
Traffic Speed Data Imputation Method Based on Tensor Completion
Ran, Bin; Feng, Jianshuai; Liu, Ying; Wang, Wuhong
2015-01-01
Traffic speed data plays a key role in Intelligent Transportation Systems (ITS); however, missing traffic data would affect the performance of ITS as well as Advanced Traveler Information Systems (ATIS). In this paper, we handle this issue by a novel tensor-based imputation approach. Specifically, tensor pattern is adopted for modeling traffic speed data and then High accurate Low Rank Tensor Completion (HaLRTC), an efficient tensor completion method, is employed to estimate the missing traffic speed data. This proposed method is able to recover missing entries from given entries, which may be noisy, considering severe fluctuation of traffic speed data compared with traffic volume. The proposed method is evaluated on Performance Measurement System (PeMS) database, and the experimental results show the superiority of the proposed approach over state-of-the-art baseline approaches. PMID:25866501
Quantifying Uncertainty in Near Surface Electromagnetic Imaging Using Bayesian Methods
NASA Astrophysics Data System (ADS)
Blatter, D. B.; Ray, A.; Key, K.
2017-12-01
Geoscientists commonly use electromagnetic methods to image the Earth's near surface. Field measurements of EM fields are made (often with the aid an artificial EM source) and then used to infer near surface electrical conductivity via a process known as inversion. In geophysics, the standard inversion tool kit is robust and can provide an estimate of the Earth's near surface conductivity that is both geologically reasonable and compatible with the measured field data. However, standard inverse methods struggle to provide a sense of the uncertainty in the estimate they provide. This is because the task of finding an Earth model that explains the data to within measurement error is non-unique - that is, there are many, many such models; but the standard methods provide only one "answer." An alternative method, known as Bayesian inversion, seeks to explore the full range of Earth model parameters that can adequately explain the measured data, rather than attempting to find a single, "ideal" model. Bayesian inverse methods can therefore provide a quantitative assessment of the uncertainty inherent in trying to infer near surface conductivity from noisy, measured field data. This study applies a Bayesian inverse method (called trans-dimensional Markov chain Monte Carlo) to transient airborne EM data previously collected over Taylor Valley - one of the McMurdo Dry Valleys in Antarctica. Our results confirm the reasonableness of previous estimates (made using standard methods) of near surface conductivity beneath Taylor Valley. In addition, we demonstrate quantitatively the uncertainty associated with those estimates. We demonstrate that Bayesian inverse methods can provide quantitative uncertainty to estimates of near surface conductivity.
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
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.
Hulin, Anne; Blanchet, Benoît; Audard, Vincent; Barau, Caroline; Furlan, Valérie; Durrbach, Antoine; Taïeb, Fabrice; Lang, Philippe; Grimbert, Philippe; Tod, Michel
2009-04-01
A significant relationship between mycophenolic acid (MPA) area under the plasma concentration-time curve (AUC) and the risk for rejection has been reported. Based on 3 concentration measurements, 3 approaches have been proposed for the estimation of MPA AUC, involving either a multilinear regression approach model (MLRA) or a Bayesian estimation using either gamma absorption or zero-order absorption population models. The aim of the study was to compare the 3 approaches for the estimation of MPA AUC in 150 renal transplant patients treated with mycophenolate mofetil and tacrolimus. The population parameters were determined in 77 patients (learning study). The AUC estimation methods were compared in the learning population and in 73 patients from another center (validation study). In the latter study, the reference AUCs were estimated by the trapezoidal rule on 8 measurements. MPA concentrations were measured by liquid chromatography. The gamma absorption model gave the best fit. In the learning study, the AUCs estimated by both Bayesian methods were very similar, whereas the multilinear approach was highly correlated but yielded estimates about 20% lower than Bayesian methods. This resulted in dosing recommendations differing by 250 mg/12 h or more in 27% of cases. In the validation study, AUC estimates based on the Bayesian method with gamma absorption model and multilinear regression approach model were, respectively, 12% higher and 7% lower than the reference values. To conclude, the bicompartmental model with gamma absorption rate gave the best fit. The 3 AUC estimation methods are highly correlated but not concordant. For a given patient, the same estimation method should always be used.
ERIC Educational Resources Information Center
Kelava, Augustin; Nagengast, Benjamin
2012-01-01
Structural equation models with interaction and quadratic effects have become a standard tool for testing nonlinear hypotheses in the social sciences. Most of the current approaches assume normally distributed latent predictor variables. In this article, we present a Bayesian model for the estimation of latent nonlinear effects when the latent…
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.
NASA Astrophysics Data System (ADS)
Alvizuri, Celso R.
We present a catalog of full seismic moment tensors for 63 events from Uturuncu volcano in Bolivia. The events were recorded during 2011-2012 in the PLUTONS seismic array of 24 broadband stations. Most events had magnitudes between 0.5 and 2.0 and did not generate discernible surface waves; the largest event was Mw 2.8. For each event we computed the misfit between observed and synthetic waveforms, and we used first-motion polarity measurements to reduce the number of possible solutions. Each moment tensor solution was obtained using a grid search over the six-dimensional space of moment tensors. For each event we show the misfit function in eigenvalue space, represented by a lune. We identify three subsets of the catalog: (1) 6 isotropic events, (2) 5 tensional crack events, and (3) a swarm of 14 events southeast of the volcanic center that appear to be double couples. The occurrence of positively isotropic events is consistent with other published results from volcanic and geothermal regions. Several of these previous results, as well as our results, cannot be interpreted within the context of either an oblique opening crack or a crack-plus-double-couple model. Proper characterization of uncertainties for full moment tensors is critical for distinguishing among physical models of source processes. A seismic moment tensor is a 3x3 symmetric matrix that provides a compact representation of a seismic source. We develop an algorithm to estimate moment tensors and their uncertainties from observed seismic data. For a given event, the algorithm performs a grid search over the six-dimensional space of moment tensors by generating synthetic waveforms for each moment tensor and then evaluating a misfit function between the observed and synthetic waveforms. 'The' moment tensor M0 for the event is then the moment tensor with minimum misfit. To describe the uncertainty associated with M0, we first convert the misfit function to a probability function. The uncertainty, or rather the confidence, is then given by the 'confidence curve' P( V), where P(V) is the probability that the true moment tensor for the event lies within the neighborhood of M that has fractional volume V. The area under the confidence curve provides a single, abbreviated 'confidence parameter' for M0. We apply the method to data from events in different regions and tectonic settings: 63 small (M w 4) earthquakes in the southern Alaska subduction zone, and 12 earthquakes and 17 nuclear explosions at the Nevada Test Site. Characterization of moment tensor uncertainties puts us in better position to discriminate among moment tensor source types and to assign physical processes to the events.
Estimation of Lithological Classification in Taipei Basin: A Bayesian Maximum Entropy Method
NASA Astrophysics Data System (ADS)
Wu, Meng-Ting; Lin, Yuan-Chien; Yu, Hwa-Lung
2015-04-01
In environmental or other scientific applications, we must have a certain understanding of geological lithological composition. Because of restrictions of real conditions, only limited amount of data can be acquired. To find out the lithological distribution in the study area, many spatial statistical methods used to estimate the lithological composition on unsampled points or grids. This study applied the Bayesian Maximum Entropy (BME method), which is an emerging method of the geological spatiotemporal statistics field. The BME method can identify the spatiotemporal correlation of the data, and combine not only the hard data but the soft data to improve estimation. The data of lithological classification is discrete categorical data. Therefore, this research applied Categorical BME to establish a complete three-dimensional Lithological estimation model. Apply the limited hard data from the cores and the soft data generated from the geological dating data and the virtual wells to estimate the three-dimensional lithological classification in Taipei Basin. Keywords: Categorical Bayesian Maximum Entropy method, Lithological Classification, Hydrogeological Setting
Adkison, Milo D.; Peterman, R.M.
1996-01-01
Bayesian methods have been proposed to estimate optimal escapement goals, using both knowledge about physical determinants of salmon productivity and stock-recruitment data. The Bayesian approach has several advantages over many traditional methods for estimating stock productivity: it allows integration of information from diverse sources and provides a framework for decision-making that takes into account uncertainty reflected in the data. However, results can be critically dependent on details of implementation of this approach. For instance, unintended and unwarranted confidence about stock-recruitment relationships can arise if the range of relationships examined is too narrow, if too few discrete alternatives are considered, or if data are contradictory. This unfounded confidence can result in a suboptimal choice of a spawning escapement goal.
The decisive future of inflation
NASA Astrophysics Data System (ADS)
Hardwick, Robert J.; Vennin, Vincent; Wands, David
2018-05-01
How much more will we learn about single-field inflationary models in the future? We address this question in the context of Bayesian design and information theory. We develop a novel method to compute the expected utility of deciding between models and apply it to a set of futuristic measurements. This necessarily requires one to evaluate the Bayesian evidence many thousands of times over, which is numerically challenging. We show how this can be done using a number of simplifying assumptions and discuss their validity. We also modify the form of the expected utility, as previously introduced in the literature in different contexts, in order to partition each possible future into either the rejection of models at the level of the maximum likelihood or the decision between models using Bayesian model comparison. We then quantify the ability of future experiments to constrain the reheating temperature and the scalar running. Our approach allows us to discuss possible strategies for maximising information from future cosmological surveys. In particular, our conclusions suggest that, in the context of inflationary model selection, a decrease in the measurement uncertainty of the scalar spectral index would be more decisive than a decrease in the uncertainty in the tensor-to-scalar ratio. We have incorporated our approach into a publicly available python class, foxi,1 that can be readily applied to any survey optimisation problem.
A Variational Framework for Exemplar-Based Image Inpainting
2010-04-01
Physical Review 106(4), 620–30 (1957) 37. Jia, J., Tang, C.K.: Inference of segmented color and texture description by tensor voting . IEEE Trans. on PAMI 26...use of other patch error functions based on the comparison of structure tensors , which could provide a more robust estimation of the morpho- logical
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.
Effects of motion and b-matrix correction for high resolution DTI with short-axis PROPELLER-EPI
Aksoy, Murat; Skare, Stefan; Holdsworth, Samantha; Bammer, Roland
2010-01-01
Short-axis PROPELLER-EPI (SAP-EPI) has been proven to be very effective in providing high-resolution diffusion-weighted and diffusion tensor data. The self-navigation capabilities of SAP-EPI allow one to correct for motion, phase errors, and geometric distortion. However, in the presence of patient motion, the change in the effective diffusion-encoding direction (i.e. the b-matrix) between successive PROPELLER ‘blades’ can decrease the accuracy of the estimated diffusion tensors, which might result in erroneous reconstruction of white matter tracts in the brain. In this study, we investigate the effects of alterations in the b-matrix as a result of patient motion on the example of SAP-EPI DTI and eliminate these effects by incorporating our novel single-step non-linear diffusion tensor estimation scheme into the SAP-EPI post-processing procedure. Our simulations and in-vivo studies showed that, in the presence of patient motion, correcting the b-matrix is necessary in order to get more accurate diffusion tensor and white matter pathway reconstructions. PMID:20222149
Voting based object boundary reconstruction
NASA Astrophysics Data System (ADS)
Tian, Qi; Zhang, Like; Ma, Jingsheng
2005-07-01
A voting-based object boundary reconstruction approach is proposed in this paper. Morphological technique was adopted in many applications for video object extraction to reconstruct the missing pixels. However, when the missing areas become large, the morphological processing cannot bring us good results. Recently, Tensor voting has attracted people"s attention, and it can be used for boundary estimation on curves or irregular trajectories. However, the complexity of saliency tensor creation limits its applications in real-time systems. An alternative approach based on tensor voting is introduced in this paper. Rather than creating saliency tensors, we use a "2-pass" method for orientation estimation. For the first pass, Sobel d*etector is applied on a coarse boundary image to get the gradient map. In the second pass, each pixel puts decreasing weights based on its gradient information, and the direction with maximum weights sum is selected as the correct orientation of the pixel. After the orientation map is obtained, pixels begin linking edges or intersections along their direction. The approach is applied to various video surveillance clips under different conditions, and the experimental results demonstrate significant improvement on the final extracted objects accuracy.
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.
Tracking composite material damage evolution using Bayesian filtering and flash thermography data
NASA Astrophysics Data System (ADS)
Gregory, Elizabeth D.; Holland, Steve D.
2016-05-01
We propose a method for tracking the condition of a composite part using Bayesian filtering of ash thermography data over the lifetime of the part. In this demonstration, composite panels were fabricated; impacted to induce subsurface delaminations; and loaded in compression over multiple time steps, causing the delaminations to grow in size. Flash thermography data was collected between each damage event to serve as a time history of the part. The ash thermography indicated some areas of damage but provided little additional information as to the exact nature or depth of the damage. Computed tomography (CT) data was also collected after each damage event and provided a high resolution volume model of damage that acted as truth. After each cycle, the condition estimate, from the ash thermography data and the Bayesian filter, was compared to 'ground truth'. The Bayesian process builds on the lifetime history of ash thermography scans and can give better estimates of material condition as compared to the most recent scan alone, which is common practice in the aerospace industry. Bayesian inference provides probabilistic estimates of damage condition that are updated as each new set of data becomes available. The method was tested on simulated data and then on an experimental data set.
Approximate Bayesian evaluations of measurement uncertainty
NASA Astrophysics Data System (ADS)
Possolo, Antonio; Bodnar, Olha
2018-04-01
The Guide to the Expression of Uncertainty in Measurement (GUM) includes formulas that produce an estimate of a scalar output quantity that is a function of several input quantities, and an approximate evaluation of the associated standard uncertainty. This contribution presents approximate, Bayesian counterparts of those formulas for the case where the output quantity is a parameter of the joint probability distribution of the input quantities, also taking into account any information about the value of the output quantity available prior to measurement expressed in the form of a probability distribution on the set of possible values for the measurand. The approximate Bayesian estimates and uncertainty evaluations that we present have a long history and illustrious pedigree, and provide sufficiently accurate approximations in many applications, yet are very easy to implement in practice. Differently from exact Bayesian estimates, which involve either (analytical or numerical) integrations, or Markov Chain Monte Carlo sampling, the approximations that we describe involve only numerical optimization and simple algebra. Therefore, they make Bayesian methods widely accessible to metrologists. We illustrate the application of the proposed techniques in several instances of measurement: isotopic ratio of silver in a commercial silver nitrate; odds of cryptosporidiosis in AIDS patients; height of a manometer column; mass fraction of chromium in a reference material; and potential-difference in a Zener voltage standard.
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
Probabilistic Damage Characterization Using the Computationally-Efficient Bayesian Approach
NASA Technical Reports Server (NTRS)
Warner, James E.; Hochhalter, Jacob D.
2016-01-01
This work presents a computationally-ecient approach for damage determination that quanti es uncertainty in the provided diagnosis. Given strain sensor data that are polluted with measurement errors, Bayesian inference is used to estimate the location, size, and orientation of damage. This approach uses Bayes' Theorem to combine any prior knowledge an analyst may have about the nature of the damage with information provided implicitly by the strain sensor data to form a posterior probability distribution over possible damage states. The unknown damage parameters are then estimated based on samples drawn numerically from this distribution using a Markov Chain Monte Carlo (MCMC) sampling algorithm. Several modi cations are made to the traditional Bayesian inference approach to provide signi cant computational speedup. First, an ecient surrogate model is constructed using sparse grid interpolation to replace a costly nite element model that must otherwise be evaluated for each sample drawn with MCMC. Next, the standard Bayesian posterior distribution is modi ed using a weighted likelihood formulation, which is shown to improve the convergence of the sampling process. Finally, a robust MCMC algorithm, Delayed Rejection Adaptive Metropolis (DRAM), is adopted to sample the probability distribution more eciently. Numerical examples demonstrate that the proposed framework e ectively provides damage estimates with uncertainty quanti cation and can yield orders of magnitude speedup over standard Bayesian approaches.
A hierarchical Bayesian GEV model for improving local and regional flood quantile estimates
NASA Astrophysics Data System (ADS)
Lima, Carlos H. R.; Lall, Upmanu; Troy, Tara; Devineni, Naresh
2016-10-01
We estimate local and regional Generalized Extreme Value (GEV) distribution parameters for flood frequency analysis in a multilevel, hierarchical Bayesian framework, to explicitly model and reduce uncertainties. As prior information for the model, we assume that the GEV location and scale parameters for each site come from independent log-normal distributions, whose mean parameter scales with the drainage area. From empirical and theoretical arguments, the shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the joint posterior distribution. The model is tested using annual maximum series from 20 streamflow gauges located in an 83,000 km2 flood prone basin in Southeast Brazil. The results show a significant reduction of uncertainty estimates of flood quantile estimates over the traditional GEV model, particularly for sites with shorter records. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles tend to be narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering parameter uncertainties and regional information. In order to evaluate the applicability of the proposed hierarchical Bayesian model for regional flood frequency analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling law coefficients are used to define the predictive distributions of the GEV location and scale parameters for the out-of-sample sites given only their drainage areas and the posterior distribution of the average shape parameter is taken as the regional predictive distribution for this parameter. While the index flood method does not provide a straightforward way to consider the uncertainties in the index flood and in the regional parameters, the results obtained here show that the proposed Bayesian method is able to produce adequate credible intervals for flood quantiles that are in accordance with empirical estimates.
ERIC Educational Resources Information Center
Sebro, Negusse Yohannes; Goshu, Ayele Taye
2017-01-01
This study aims to explore Bayesian multilevel modeling to investigate variations of average academic achievement of grade eight school students. A sample of 636 students is randomly selected from 26 private and government schools by a two-stage stratified sampling design. Bayesian method is used to estimate the fixed and random effects. Input and…
The multicategory case of the sequential Bayesian pixel selection and estimation procedure
NASA Technical Reports Server (NTRS)
Pore, M. D.; Dennis, T. B. (Principal Investigator)
1980-01-01
A Bayesian technique for stratified proportion estimation and a sampling based on minimizing the mean squared error of this estimator were developed and tested on LANDSAT multispectral scanner data using the beta density function to model the prior distribution in the two-class case. An extention of this procedure to the k-class case is considered. A generalization of the beta function is shown to be a density function for the general case which allows the procedure to be extended.
Incorporating approximation error in surrogate based Bayesian inversion
NASA Astrophysics Data System (ADS)
Zhang, J.; Zeng, L.; Li, W.; Wu, L.
2015-12-01
There are increasing interests in applying surrogates for inverse Bayesian modeling to reduce repetitive evaluations of original model. In this way, the computational cost is expected to be saved. However, the approximation error of surrogate model is usually overlooked. This is partly because that it is difficult to evaluate the approximation error for many surrogates. Previous studies have shown that, the direct combination of surrogates and Bayesian methods (e.g., Markov Chain Monte Carlo, MCMC) may lead to biased estimations when the surrogate cannot emulate the highly nonlinear original system. This problem can be alleviated by implementing MCMC in a two-stage manner. However, the computational cost is still high since a relatively large number of original model simulations are required. In this study, we illustrate the importance of incorporating approximation error in inverse Bayesian modeling. Gaussian process (GP) is chosen to construct the surrogate for its convenience in approximation error evaluation. Numerical cases of Bayesian experimental design and parameter estimation for contaminant source identification are used to illustrate this idea. It is shown that, once the surrogate approximation error is well incorporated into Bayesian framework, promising results can be obtained even when the surrogate is directly used, and no further original model simulations are required.
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.
Wiecki, Thomas V; Sofer, Imri; Frank, Michael J
2013-01-01
The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/
Bayesian Estimation of Combined Accuracy for Tests with Verification Bias
Broemeling, Lyle D.
2011-01-01
This presentation will emphasize the estimation of the combined accuracy of two or more tests when verification bias is present. Verification bias occurs when some of the subjects are not subject to the gold standard. The approach is Bayesian where the estimation of test accuracy is based on the posterior distribution of the relevant parameter. Accuracy of two combined binary tests is estimated employing either “believe the positive” or “believe the negative” rule, then the true and false positive fractions for each rule are computed for two tests. In order to perform the analysis, the missing at random assumption is imposed, and an interesting example is provided by estimating the combined accuracy of CT and MRI to diagnose lung cancer. The Bayesian approach is extended to two ordinal tests when verification bias is present, and the accuracy of the combined tests is based on the ROC area of the risk function. An example involving mammography with two readers with extreme verification bias illustrates the estimation of the combined test accuracy for ordinal tests. PMID:26859487
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
A defect in holographic interpretations of tensor networks
NASA Astrophysics Data System (ADS)
Czech, Bartlomiej; Nguyen, Phuc H.; Swaminathan, Sivaramakrishnan
2017-03-01
We initiate the study of how tensor networks reproduce properties of static holographic space-times, which are not locally pure anti-de Sitter. We consider geometries that are holographically dual to ground states of defect, interface and boundary CFTs and compare them to the structure of the requisite MERA networks predicted by the theory of minimal updates. When the CFT is deformed, certain tensors require updating. On the other hand, even identical tensors can contribute differently to estimates of entanglement entropies. We interpret these facts holographically by associating tensor updates to turning on non-normalizable modes in the bulk. In passing, we also clarify and complement existing arguments in support of the theory of minimal updates, propose a novel ansatz called rayed MERA that applies to a class of generalized interface CFTs, and analyze the kinematic spaces of the thin wall and AdS3-Janus geometries.
APPROXIMATING SYMMETRIC POSITIVE SEMIDEFINITE TENSORS OF EVEN ORDER*
BARMPOUTIS, ANGELOS; JEFFREY, HO; VEMURI, BABA C.
2012-01-01
Tensors of various orders can be used for modeling physical quantities such as strain and diffusion as well as curvature and other quantities of geometric origin. Depending on the physical properties of the modeled quantity, the estimated tensors are often required to satisfy the positivity constraint, which can be satisfied only with tensors of even order. Although the space P02m of 2mth-order symmetric positive semi-definite tensors is known to be a convex cone, enforcing positivity constraint directly on P02m is usually not straightforward computationally because there is no known analytic description of P02m for m > 1. In this paper, we propose a novel approach for enforcing the positivity constraint on even-order tensors by approximating the cone P02m for the cases 0 < m < 3, and presenting an explicit characterization of the approximation Σ2m ⊂ Ω2m for m ≥ 1, using the subset Ω2m⊂P02m of semi-definite tensors that can be written as a sum of squares of tensors of order m. Furthermore, we show that this approximation leads to a non-negative linear least-squares (NNLS) optimization problem with the complexity that equals the number of generators in Σ2m. Finally, we experimentally validate the proposed approach and we present an application for computing 2mth-order diffusion tensors from Diffusion Weighted Magnetic Resonance Images. PMID:23285313
Silva Junqueira, Vinícius; de Azevedo Peixoto, Leonardo; Galvêas Laviola, Bruno; Lopes Bhering, Leonardo; Mendonça, Simone; Agostini Costa, Tania da Silveira; Antoniassi, Rosemar
2016-01-01
The biggest challenge for jatropha breeding is to identify superior genotypes that present high seed yield and seed oil content with reduced toxicity levels. Therefore, the objective of this study was to estimate genetic parameters for three important traits (weight of 100 seed, oil seed content, and phorbol ester concentration), and to select superior genotypes to be used as progenitors in jatropha breeding. Additionally, the genotypic values and the genetic parameters estimated under the Bayesian multi-trait approach were used to evaluate different selection indices scenarios of 179 half-sib families. Three different scenarios and economic weights were considered. It was possible to simultaneously reduce toxicity and increase seed oil content and weight of 100 seed by using index selection based on genotypic value estimated by the Bayesian multi-trait approach. Indeed, we identified two families that present these characteristics by evaluating genetic diversity using the Ward clustering method, which suggested nine homogenous clusters. Future researches must integrate the Bayesian multi-trait methods with realized relationship matrix, aiming to build accurate selection indices models. PMID:27281340
2017-01-01
Co-expression networks have long been used as a tool for investigating the molecular circuitry governing biological systems. However, most algorithms for constructing co-expression networks were developed in the microarray era, before high-throughput sequencing—with its unique statistical properties—became the norm for expression measurement. Here we develop Bayesian Relevance Networks, an algorithm that uses Bayesian reasoning about expression levels to account for the differing levels of uncertainty in expression measurements between highly- and lowly-expressed entities, and between samples with different sequencing depths. It combines data from groups of samples (e.g., replicates) to estimate group expression levels and confidence ranges. It then computes uncertainty-moderated estimates of cross-group correlations between entities, and uses permutation testing to assess their statistical significance. Using large scale miRNA data from The Cancer Genome Atlas, we show that our Bayesian update of the classical Relevance Networks algorithm provides improved reproducibility in co-expression estimates and lower false discovery rates in the resulting co-expression networks. Software is available at www.perkinslab.ca. PMID:28817636
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
Ramachandran, Parameswaran; Sánchez-Taltavull, Daniel; Perkins, Theodore J
2017-01-01
Co-expression networks have long been used as a tool for investigating the molecular circuitry governing biological systems. However, most algorithms for constructing co-expression networks were developed in the microarray era, before high-throughput sequencing-with its unique statistical properties-became the norm for expression measurement. Here we develop Bayesian Relevance Networks, an algorithm that uses Bayesian reasoning about expression levels to account for the differing levels of uncertainty in expression measurements between highly- and lowly-expressed entities, and between samples with different sequencing depths. It combines data from groups of samples (e.g., replicates) to estimate group expression levels and confidence ranges. It then computes uncertainty-moderated estimates of cross-group correlations between entities, and uses permutation testing to assess their statistical significance. Using large scale miRNA data from The Cancer Genome Atlas, we show that our Bayesian update of the classical Relevance Networks algorithm provides improved reproducibility in co-expression estimates and lower false discovery rates in the resulting co-expression networks. Software is available at www.perkinslab.ca.
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.
Near real-time estimation of the seismic source parameters in a compressed domain
NASA Astrophysics Data System (ADS)
Rodriguez, Ismael A. Vera
Seismic events can be characterized by its origin time, location and moment tensor. Fast estimations of these source parameters are important in areas of geophysics like earthquake seismology, and the monitoring of seismic activity produced by volcanoes, mining operations and hydraulic injections in geothermal and oil and gas reservoirs. Most available monitoring systems estimate the source parameters in a sequential procedure: first determining origin time and location (e.g., epicentre, hypocentre or centroid of the stress glut density), and then using this information to initialize the evaluation of the moment tensor. A more efficient estimation of the source parameters requires a concurrent evaluation of the three variables. The main objective of the present thesis is to address the simultaneous estimation of origin time, location and moment tensor of seismic events. The proposed method displays the benefits of being: 1) automatic, 2) continuous and, depending on the scale of application, 3) of providing results in real-time or near real-time. The inversion algorithm is based on theoretical results from sparse representation theory and compressive sensing. The feasibility of implementation is determined through the analysis of synthetic and real data examples. The numerical experiments focus on the microseismic monitoring of hydraulic fractures in oil and gas wells, however, an example using real earthquake data is also presented for validation. The thesis is complemented with a resolvability analysis of the moment tensor. The analysis targets common monitoring geometries employed in hydraulic fracturing in oil wells. Additionally, it is presented an application of sparse representation theory for the denoising of one-component and three-component microseismicity records, and an algorithm for improved automatic time-picking using non-linear inversion constraints.
ERIC Educational Resources Information Center
Griffiths, Thomas L.; Tenenbaum, Joshua B.
2011-01-01
Predicting the future is a basic problem that people have to solve every day and a component of planning, decision making, memory, and causal reasoning. In this article, we present 5 experiments testing a Bayesian model of predicting the duration or extent of phenomena from their current state. This Bayesian model indicates how people should…
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.…
Bayesian Nonlinear Assimilation of Eulerian and Lagrangian Coastal Flow Data
2015-09-30
Lagrangian Coastal Flow Data Dr. Pierre F.J. Lermusiaux Department of Mechanical Engineering Center for Ocean Science and Engineering Massachusetts...Develop and apply theory, schemes and computational systems for rigorous Bayesian nonlinear assimilation of Eulerian and Lagrangian coastal flow data...coastal ocean fields, both in Eulerian and Lagrangian forms. - Further develop and implement our GMM-DO schemes for robust Bayesian nonlinear estimation
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.
Hu, Weiming; Gao, Jin; Xing, Junliang; Zhang, Chao; Maybank, Stephen
2017-01-01
An appearance model adaptable to changes in object appearance is critical in visual object tracking. In this paper, we treat an image patch as a two-order tensor which preserves the original image structure. We design two graphs for characterizing the intrinsic local geometrical structure of the tensor samples of the object and the background. Graph embedding is used to reduce the dimensions of the tensors while preserving the structure of the graphs. Then, a discriminant embedding space is constructed. We prove two propositions for finding the transformation matrices which are used to map the original tensor samples to the tensor-based graph embedding space. In order to encode more discriminant information in the embedding space, we propose a transfer-learning- based semi-supervised strategy to iteratively adjust the embedding space into which discriminative information obtained from earlier times is transferred. We apply the proposed semi-supervised tensor-based graph embedding learning algorithm to visual tracking. The new tracking algorithm captures an object's appearance characteristics during tracking and uses a particle filter to estimate the optimal object state. Experimental results on the CVPR 2013 benchmark dataset demonstrate the effectiveness of the proposed tracking algorithm.
3D tensor-based blind multispectral image decomposition for tumor demarcation
NASA Astrophysics Data System (ADS)
Kopriva, Ivica; Peršin, Antun
2010-03-01
Blind decomposition of multi-spectral fluorescent image for tumor demarcation is formulated exploiting tensorial structure of the image. First contribution of the paper is identification of the matrix of spectral responses and 3D tensor of spatial distributions of the materials present in the image from Tucker3 or PARAFAC models of 3D image tensor. Second contribution of the paper is clustering based estimation of the number of the materials present in the image as well as matrix of their spectral profiles. 3D tensor of the spatial distributions of the materials is recovered through 3-mode multiplication of the multi-spectral image tensor and inverse of the matrix of spectral profiles. Tensor representation of the multi-spectral image preserves its local spatial structure that is lost, due to vectorization process, when matrix factorization-based decomposition methods (such as non-negative matrix factorization and independent component analysis) are used. Superior performance of the tensor-based image decomposition over matrix factorization-based decompositions is demonstrated on experimental red-green-blue (RGB) image with known ground truth as well as on RGB fluorescent images of the skin tumor (basal cell carcinoma).
Stueber, Dirk; Grant, David M
2002-09-04
The (13)C and (15)N chemical shift tensor principal values for adenosine, guanosine dihydrate, 2'-deoxythymidine, and cytidine are measured on natural abundance samples. Additionally, the (13)C and (15)N chemical shielding tensor principal values in these four nucleosides are calculated utilizing various theoretical approaches. Embedded ion method (EIM) calculations improve significantly the precision with which the experimental principal values are reproduced over calculations on the corresponding isolated molecules with proton-optimized geometries. The (13)C and (15)N chemical shift tensor orientations are reliably assigned in the molecular frames of the nucleosides based upon chemical shielding tensor calculations employing the EIM. The differences between principal values obtained in EIM calculations and in calculations on isolated molecules with proton positions optimized inside a point charge array are used to estimate the contributions to chemical shielding arising from intermolecular interactions. Moreover, the (13)C and (15)N chemical shift tensor orientations and principal values correlate with the molecular structure and the crystallographic environment for the nucleosides and agree with data obtained previously for related compounds. The effects of variations in certain EIM parameters on the accuracy of the shielding tensor calculations are investigated.
Using Perturbation Theory to Reduce Noise in Diffusion Tensor Fields
Bansal, Ravi; Staib, Lawrence H.; Xu, Dongrong; Laine, Andrew F.; Liu, Jun; Peterson, Bradley S.
2009-01-01
We propose the use of Perturbation theory to reduce noise in Diffusion Tensor (DT) fields. Diffusion Tensor Imaging (DTI) encodes the diffusion of water molecules along different spatial directions in a positive-definite, 3 × 3 symmetric tensor. Eigenvectors and eigenvalues of DTs allow the in vivo visualization and quantitative analysis of white matter fiber bundles across the brain. The validity and reliability of these analyses are limited, however, by the low spatial resolution and low Signal-to-Noise Ratio (SNR) in DTI datasets. Our procedures can be applied to improve the validity and reliability of these quantitative analyses by reducing noise in the tensor fields. We model a tensor field as a three-dimensional Markov Random Field and then compute the likelihood and the prior terms of this model using Perturbation theory. The prior term constrains the tensor field to be smooth, whereas the likelihood term constrains the smoothed tensor field to be similar to the original field. Thus, the proposed method generates a smoothed field that is close in structure to the original tensor field. We evaluate the performance of our method both visually and quantitatively using synthetic and real-world datasets. We quantitatively assess the performance of our method by computing the SNR for eigenvalues and the coherence measures for eigenvectors of DTs across tensor fields. In addition, we quantitatively compare the performance of our procedures with the performance of one method that uses a Riemannian distance to compute the similarity between two tensors, and with another method that reduces noise in tensor fields by anisotropically filtering the diffusion weighted images that are used to estimate diffusion tensors. These experiments demonstrate that our method significantly increases the coherence of the eigenvectors and the SNR of the eigenvalues, while simultaneously preserving the fine structure and boundaries between homogeneous regions, in the smoothed tensor field. PMID:19540791
NASA Astrophysics Data System (ADS)
Williams, Christopher J.; Moffitt, Christine M.
2003-03-01
An important emerging issue in fisheries biology is the health of free-ranging populations of fish, particularly with respect to the prevalence of certain pathogens. For many years, pathologists focused on captive populations and interest was in the presence or absence of certain pathogens, so it was economically attractive to test pooled samples of fish. Recently, investigators have begun to study individual fish prevalence from pooled samples. Estimation of disease prevalence from pooled samples is straightforward when assay sensitivity and specificity are perfect, but this assumption is unrealistic. Here we illustrate the use of a Bayesian approach for estimating disease prevalence from pooled samples when sensitivity and specificity are not perfect. We also focus on diagnostic plots to monitor the convergence of the Gibbs-sampling-based Bayesian analysis. The methods are illustrated with a sample data set.
Bockman, Alexander; Fackler, Cameron; Xiang, Ning
2015-04-01
Acoustic performance for an interior requires an accurate description of the boundary materials' surface acoustic impedance. Analytical methods may be applied to a small class of test geometries, but inverse numerical methods provide greater flexibility. The parameter estimation problem requires minimizing prediction vice observed acoustic field pressure. The Bayesian-network sampling approach presented here mitigates other methods' susceptibility to noise inherent to the experiment, model, and numerics. A geometry agnostic method is developed here and its parameter estimation performance is demonstrated for an air-backed micro-perforated panel in an impedance tube. Good agreement is found with predictions from the ISO standard two-microphone, impedance-tube method, and a theoretical model for the material. Data by-products exclusive to a Bayesian approach are analyzed to assess sensitivity of the method to nuisance parameters.
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.
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.
Parameter Estimation in Atmospheric Data Sets
NASA Technical Reports Server (NTRS)
Wenig, Mark; Colarco, Peter
2004-01-01
In this study the structure tensor technique is used to estimate dynamical parameters in atmospheric data sets. The structure tensor is a common tool for estimating motion in image sequences. This technique can be extended to estimate other dynamical parameters such as diffusion constants or exponential decay rates. A general mathematical framework was developed for the direct estimation of the physical parameters that govern the underlying processes from image sequences. This estimation technique can be adapted to the specific physical problem under investigation, so it can be used in a variety of applications in trace gas, aerosol, and cloud remote sensing. As a test scenario this technique will be applied to modeled dust data. In this case vertically integrated dust concentrations were used to derive wind information. Those results can be compared to the wind vector fields which served as input to the model. Based on this analysis, a method to compute atmospheric data parameter fields will be presented. .
Gasbarra, Dario; Arjas, Elja; Vehtari, Aki; Slama, Rémy; Keiding, Niels
2015-10-01
This paper was inspired by the studies of Niels Keiding and co-authors on estimating the waiting time-to-pregnancy (TTP) distribution, and in particular on using the current duration design in that context. In this design, a cross-sectional sample of women is collected from those who are currently attempting to become pregnant, and then by recording from each the time she has been attempting. Our aim here is to study the identifiability and the estimation of the waiting time distribution on the basis of current duration data. The main difficulty in this stems from the fact that very short waiting times are only rarely selected into the sample of current durations, and this renders their estimation unstable. We introduce here a Bayesian method for this estimation problem, prove its asymptotic consistency, and compare the method to some variants of the non-parametric maximum likelihood estimators, which have been used previously in this context. The properties of the Bayesian estimation method are studied also empirically, using both simulated data and TTP data on current durations collected by Slama et al. (Hum Reprod 27(5):1489-1498, 2012).
Estimation model of life insurance claims risk for cancer patients by using Bayesian method
NASA Astrophysics Data System (ADS)
Sukono; Suyudi, M.; Islamiyati, F.; Supian, S.
2017-01-01
This paper discussed the estimation model of the risk of life insurance claims for cancer patients using Bayesian method. To estimate the risk of the claim, the insurance participant data is grouped into two: the number of policies issued and the number of claims incurred. Model estimation is done using a Bayesian approach method. Further, the estimator model was used to estimate the risk value of life insurance claims each age group for each sex. The estimation results indicate that a large risk premium for insured males aged less than 30 years is 0.85; for ages 30 to 40 years is 3:58; for ages 41 to 50 years is 1.71; for ages 51 to 60 years is 2.96; and for those aged over 60 years is 7.82. Meanwhile, for insured women aged less than 30 years was 0:56; for ages 30 to 40 years is 3:21; for ages 41 to 50 years is 0.65; for ages 51 to 60 years is 3:12; and for those aged over 60 years is 9.99. This study is useful in determining the risk premium in homogeneous groups based on gender and age.
Funamizu, Akihiro; Ito, Makoto; Doya, Kenji; Kanzaki, Ryohei; Takahashi, Hirokazu
2012-01-01
The estimation of reward outcomes for action candidates is essential for decision making. In this study, we examined whether and how the uncertainty in reward outcome estimation affects the action choice and learning rate. We designed a choice task in which rats selected either the left-poking or right-poking hole and received a reward of a food pellet stochastically. The reward probabilities of the left and right holes were chosen from six settings (high, 100% vs. 66%; mid, 66% vs. 33%; low, 33% vs. 0% for the left vs. right holes, and the opposites) in every 20–549 trials. We used Bayesian Q-learning models to estimate the time course of the probability distribution of action values and tested if they better explain the behaviors of rats than standard Q-learning models that estimate only the mean of action values. Model comparison by cross-validation revealed that a Bayesian Q-learning model with an asymmetric update for reward and non-reward outcomes fit the choice time course of the rats best. In the action-choice equation of the Bayesian Q-learning model, the estimated coefficient for the variance of action value was positive, meaning that rats were uncertainty seeking. Further analysis of the Bayesian Q-learning model suggested that the uncertainty facilitated the effective learning rate. These results suggest that the rats consider uncertainty in action-value estimation and that they have an uncertainty-seeking action policy and uncertainty-dependent modulation of the effective learning rate. PMID:22487046
A Bayesian Approach for Population Pharmacokinetic Modeling of Alcohol in Japanese Individuals.
Nemoto, Asuka; Masaaki, Matsuura; Yamaoka, Kazue
2017-01-01
Blood alcohol concentration data that were previously obtained from 34 healthy Japanese subjects with limited sampling times were reanalyzed. Characteristics of the data were that the concentrations were obtained from only the early part of the time-concentration curve. To explore significant covariates for the population pharmacokinetic analysis of alcohol by incorporating external data using a Bayesian method, and to estimate effects of the covariates. The data were analyzed using a Markov chain Monte Carlo Bayesian estimation with NONMEM 7.3 (ICON Clinical Research LLC, North Wales, Pennsylvania). Informative priors were obtained from the external study. A 1-compartment model with Michaelis-Menten elimination was used. The typical value for the apparent volume of distribution was 49.3 L at the age of 29.4 years. Volume of distribution was estimated to be 20.4 L smaller in subjects with the ALDH2*1/*2 genotype than in subjects with the ALDH2*1/*1 genotype. A population pharmacokinetic model for alcohol was updated. A Bayesian approach allowed interpretation of significant covariate relationships, even if the current dataset is not informative about all parameters. This is the first study reporting an estimate of the effect of the ALDH2 genotype in a PPK model.
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.
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
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.
The competition of particle-vibration coupling and tensor interaction in spherical nuclei
NASA Astrophysics Data System (ADS)
Afanasjev, Anatoli; Litvinova, Elena
2014-09-01
The search for missing terms in the energy density functionals (EDF) is one of the leading directions in the development of nuclear density functional theory (DFT). Tensor force is one of possible candidates. However, despite extensive studies the questions about its effective strength and unambiguous signals still remain open. One of the main experimental benchmarks for the studies of tensor interaction is provided by the data on the single-particle states in the N = 82 and Z = 50 isotopes. The energy splittings of the proton h11 / 2 and g7 / 2 states in the Z = 50 isotopes and neutron 1i13 / 2 and 1h9 / 2 states in the N = 82 isotones are used in the definition of tensor force in the Skyrme DFT. However, in experiment these states are not ``mean-field'' states because of coupling with vibrations. Employing relativistic particle-vibration coupling (PVC) model we show that many features of these splittings can be reproduced when PVC is taken into account. This suggests the competition of PVC and tensor interaction and that tensor interaction should be weaker as compared with previous estimates. The search for missing terms in the energy density functionals (EDF) is one of the leading directions in the development of nuclear density functional theory (DFT). Tensor force is one of possible candidates. However, despite extensive studies the questions about its effective strength and unambiguous signals still remain open. One of the main experimental benchmarks for the studies of tensor interaction is provided by the data on the single-particle states in the N = 82 and Z = 50 isotopes. The energy splittings of the proton h11 / 2 and g7 / 2 states in the Z = 50 isotopes and neutron 1i13 / 2 and 1h9 / 2 states in the N = 82 isotones are used in the definition of tensor force in the Skyrme DFT. However, in experiment these states are not ``mean-field'' states because of coupling with vibrations. Employing relativistic particle-vibration coupling (PVC) model we show that many features of these splittings can be reproduced when PVC is taken into account. This suggests the competition of PVC and tensor interaction and that tensor interaction should be weaker as compared with previous estimates. This work has been supported by the U.S. Department of Energy under the Grant DE-FG02-07ER41459 and National Science Foundation Award PHY-1204486.
Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.
2016-01-01
A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221
An introduction to using Bayesian linear regression with clinical data.
Baldwin, Scott A; Larson, Michael J
2017-11-01
Statistical training psychology focuses on frequentist methods. Bayesian methods are an alternative to standard frequentist methods. This article provides researchers with an introduction to fundamental ideas in Bayesian modeling. We use data from an electroencephalogram (EEG) and anxiety study to illustrate Bayesian models. Specifically, the models examine the relationship between error-related negativity (ERN), a particular event-related potential, and trait anxiety. Methodological topics covered include: how to set up a regression model in a Bayesian framework, specifying priors, examining convergence of the model, visualizing and interpreting posterior distributions, interval estimates, expected and predicted values, and model comparison tools. We also discuss situations where Bayesian methods can outperform frequentist methods as well has how to specify more complicated regression models. Finally, we conclude with recommendations about reporting guidelines for those using Bayesian methods in their own research. We provide data and R code for replicating our analyses. Copyright © 2017 Elsevier Ltd. All rights reserved.
Bayesian approach to inverse statistical mechanics.
Habeck, Michael
2014-05-01
Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.
Bayesian approach to inverse statistical mechanics
NASA Astrophysics Data System (ADS)
Habeck, Michael
2014-05-01
Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.
Classical and Bayesian Seismic Yield Estimation: The 1998 Indian and Pakistani Tests
NASA Astrophysics Data System (ADS)
Shumway, R. H.
2001-10-01
- The nuclear tests in May, 1998, in India and Pakistan have stimulated a renewed interest in yield estimation, based on limited data from uncalibrated test sites. We study here the problem of estimating yields using classical and Bayesian methods developed by Shumway (1992), utilizing calibration data from the Semipalatinsk test site and measured magnitudes for the 1998 Indian and Pakistani tests given by Murphy (1998). Calibration is done using multivariate classical or Bayesian linear regression, depending on the availability of measured magnitude-yield data and prior information. Confidence intervals for the classical approach are derived applying an extension of Fieller's method suggested by Brown (1982). In the case where prior information is available, the posterior predictive magnitude densities are inverted to give posterior intervals for yield. Intervals obtained using the joint distribution of magnitudes are comparable to the single-magnitude estimates produced by Murphy (1998) and reinforce the conclusion that the announced yields of the Indian and Pakistani tests were too high.
Classical and Bayesian Seismic Yield Estimation: The 1998 Indian and Pakistani Tests
NASA Astrophysics Data System (ADS)
Shumway, R. H.
The nuclear tests in May, 1998, in India and Pakistan have stimulated a renewed interest in yield estimation, based on limited data from uncalibrated test sites. We study here the problem of estimating yields using classical and Bayesian methods developed by Shumway (1992), utilizing calibration data from the Semipalatinsk test site and measured magnitudes for the 1998 Indian and Pakistani tests given by Murphy (1998). Calibration is done using multivariate classical or Bayesian linear regression, depending on the availability of measured magnitude-yield data and prior information. Confidence intervals for the classical approach are derived applying an extension of Fieller's method suggested by Brown (1982). In the case where prior information is available, the posterior predictive magnitude densities are inverted to give posterior intervals for yield. Intervals obtained using the joint distribution of magnitudes are comparable to the single-magnitude estimates produced by Murphy (1998) and reinforce the conclusion that the announced yields of the Indian and Pakistani tests were too high.
Critically evaluating the theory and performance of Bayesian analysis of macroevolutionary mixtures
Moore, Brian R.; Höhna, Sebastian; May, Michael R.; Rannala, Bruce; Huelsenbeck, John P.
2016-01-01
Bayesian analysis of macroevolutionary mixtures (BAMM) has recently taken the study of lineage diversification by storm. BAMM estimates the diversification-rate parameters (speciation and extinction) for every branch of a study phylogeny and infers the number and location of diversification-rate shifts across branches of a tree. Our evaluation of BAMM reveals two major theoretical errors: (i) the likelihood function (which estimates the model parameters from the data) is incorrect, and (ii) the compound Poisson process prior model (which describes the prior distribution of diversification-rate shifts across branches) is incoherent. Using simulation, we demonstrate that these theoretical issues cause statistical pathologies; posterior estimates of the number of diversification-rate shifts are strongly influenced by the assumed prior, and estimates of diversification-rate parameters are unreliable. Moreover, the inability to correctly compute the likelihood or to correctly specify the prior for rate-variable trees precludes the use of Bayesian approaches for testing hypotheses regarding the number and location of diversification-rate shifts using BAMM. PMID:27512038
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.
Nowakowska, Marzena
2017-04-01
The development of the Bayesian logistic regression model classifying the road accident severity is discussed. The already exploited informative priors (method of moments, maximum likelihood estimation, and two-stage Bayesian updating), along with the original idea of a Boot prior proposal, are investigated when no expert opinion has been available. In addition, two possible approaches to updating the priors, in the form of unbalanced and balanced training data sets, are presented. The obtained logistic Bayesian models are assessed on the basis of a deviance information criterion (DIC), highest probability density (HPD) intervals, and coefficients of variation estimated for the model parameters. The verification of the model accuracy has been based on sensitivity, specificity and the harmonic mean of sensitivity and specificity, all calculated from a test data set. The models obtained from the balanced training data set have a better classification quality than the ones obtained from the unbalanced training data set. The two-stage Bayesian updating prior model and the Boot prior model, both identified with the use of the balanced training data set, outperform the non-informative, method of moments, and maximum likelihood estimation prior models. It is important to note that one should be careful when interpreting the parameters since different priors can lead to different models. Copyright © 2017 Elsevier Ltd. All rights reserved.
Bayesian 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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Durrer, Ruth; Tansella, Vittorio, E-mail: ruth.durrer@unige.ch, E-mail: vittorio.tansella@unige.ch
We derive the contribution to relativistic galaxy number count fluctuations from vector and tensor perturbations within linear perturbation theory. Our result is consistent with the the relativistic corrections to number counts due to scalar perturbation, where the Bardeen potentials are replaced with line-of-sight projection of vector and tensor quantities. Since vector and tensor perturbations do not lead to density fluctuations the standard density term in the number counts is absent. We apply our results to vector perturbations which are induced from scalar perturbations at second order and give numerical estimates of their contributions to the power spectrum of relativistic galaxymore » number counts.« less
The cancellous bone multiscale morphology-elasticity relationship.
Agić, Ante; Nikolić, Vasilije; Mijović, Budimir
2006-06-01
The cancellous bone effective properties relations are analysed on multiscale across two aspects; properties of representative volume element on micro scale and statistical measure of trabecular trajectory orientation on mesoscale. Anisotropy of the microstructure is described across fabric tensor measure with trajectory orientation tensor as bridging scale connection. The scatter measured data (elastic modulus, trajectory orientation, apparent density) from compression test are fitted by stochastic interpolation procedure. The engineering constants of the elasticity tensor are estimated by last square fitt procedure in multidimensional space by Nelder-Mead simplex. The multiaxial failure surface in strain space is constructed and interpolated by modified super-ellipsoid.
Estimates of green tensors for certain boundary value problems
NASA Technical Reports Server (NTRS)
Solonnikov, V.
1988-01-01
Consider the first boundary value problem for a stationary Navier-Stokes system in a bounded three-dimensional region Omega with the boundary S: delta v = grad p+f, div v=0, v/s=0. Odqvist (1930) developed the potential theory and formulated the Green tensor for the above problem. The basic singular solution used by Odqvist to express the Green tensor is given. A theorem generalizing his results is presented along with four associated theorems. A specific problem associated with the study of the differential properties of the solution of stationary problems of magnetohydrodynamics is examined.
Volume in moment tensor space in terms of distance
NASA Astrophysics Data System (ADS)
Tape, Walter; Tape, Carl
2017-07-01
Suppose that we want to assess the extent to which some large collection of moment tensors is concentrated near a fixed moment tensor m. We are naturally led to consider the distribution of the distances of the moment tensors from m. This distribution, however, can only be judged in conjunction with the distribution of distances from m for randomly chosen moment tensors. In cumulative form, the latter distribution is the same as the fractional volume \\hat{V}(ω ) of the set of all moment tensors that are within distance ω of m. This definition of \\hat{V}(ω ) assumes that a reasonable universe {M} of moment tensors has been specified at the outset and that it includes the original collection as a subset. Our main goal in this article is to derive a formula for \\hat{V}(ω ) when {M} is the set [Λ]_{U} of all moment tensors having a specified eigenvalue triple Λ. We find that \\hat{V}(ω ) depends strongly on Λ, and we illustrate the dependence by plotting the derivative curves \\hat{V}^' }(ω ) for various seismologically relevant Λs. The exotic and unguessable shapes of these curves underscores the futility of interpreting the distribution of distances for the original moment tensors without knowing \\hat{V}(ω ) or \\hat{V}^' }(ω ). The derivation of the formula for \\hat{V}(ω ) relies on a certain ϕ σz coordinate system for [Λ]_{U}, which we treat in detail. Our underlying motivation for the paper is the estimation of uncertainties in moment tensor inversion.
NASA Astrophysics Data System (ADS)
Baker, Ben; Stachnik, Joshua; Rozhkov, Mikhail
2017-04-01
International Data Center is required to conduct expert technical analysis and special studies to improve event parameters and assist State Parties in identifying the source of specific event according to the protocol to the Protocol to the Comprehensive Nuclear Test Ban Treaty. Determination of seismic event source mechanism and its depth is closely related to these tasks. It is typically done through a strategic linearized inversion of the waveforms for a complete or subset of source parameters, or similarly defined grid search through precomputed Greens Functions created for particular source models. In this presentation we demonstrate preliminary results obtained with the latter approach from an improved software design. In this development we tried to be compliant with different modes of CTBT monitoring regime and cover wide range of source-receiver distances (regional to teleseismic), resolve shallow source depths, provide full moment tensor solution based on body and surface waves recordings, be fast to satisfy both on-demand studies and automatic processing and properly incorporate observed waveforms and any uncertainties a priori as well as accurately estimate posteriori uncertainties. Posterior distributions of moment tensor parameters show narrow peaks where a significant number of reliable surface wave observations are available. For earthquake examples, fault orientation (strike, dip, and rake) posterior distributions also provide results consistent with published catalogues. Inclusion of observations on horizontal components will provide further constraints. In addition, the calculation of teleseismic P wave Green's Functions are improved through prior analysis to determine an appropriate attenuation parameter for each source-receiver path. Implemented HDF5 based Green's Functions pre-packaging allows much greater flexibility in utilizing different software packages and methods for computation. Further additions will have the rapid use of Instaseis/AXISEM full waveform synthetics added to a pre-computed GF archive. Along with traditional post processing analysis of waveform misfits through several objective functions and variance reduction, we follow a probabilistic approach to assess the robustness of moment tensor solution. In a course of this project full moment tensor and depth estimates are determined for DPRK events and shallow earthquakes using a new implementation of teleseismic P waves waveform fitting. A full grid search over the entire moment tensor space is used to appropriately sample all possible solutions. A recent method by Tape & Tape (2012) to discretize the complete moment tensor space from a geometric perspective is used. Probabilistic uncertainty estimates on the moment tensor parameters provide robustness to solution.
NASA Astrophysics Data System (ADS)
Gang, Yin; Yingtang, Zhang; Hongbo, Fan; Zhining, Li; Guoquan, Ren
2016-05-01
We have developed a method for automatic detection, localization and classification (DLC) of multiple dipole sources using magnetic gradient tensor data. First, we define modified tilt angles to estimate the approximate horizontal locations of the multiple dipole-like magnetic sources simultaneously and detect the number of magnetic sources using a fixed threshold. Secondly, based on the isotropy of the normalized source strength (NSS) response of a dipole, we obtain accurate horizontal locations of the dipoles. Then the vertical locations are calculated using magnitude magnetic transforms of magnetic gradient tensor data. Finally, we invert for the magnetic moments of the sources using the measured magnetic gradient tensor data and forward model. Synthetic and field data sets demonstrate effectiveness and practicality of the proposed method.
Light-cone distribution amplitudes of light JPC = 2- tensor mesons in QCD
NASA Astrophysics Data System (ADS)
Aliev, T. M.; Bilmis, S.; Yang, Kwei-Chou
2018-06-01
We present a study for two-quark light-cone distribution amplitudes for the 13D2 light tensor meson states with quantum number JPC =2-. Because of the G-parity, the chiral-even two-quark light-cone distribution amplitudes of this tensor meson are antisymmetric under the interchange of momentum fractions of the quark and antiquark in the SU(3) limit, while the chiral-odd ones are symmetric. The asymptotic leading-twist LCDAs with the strange quark mass correction are shown. We estimate the relevant parameters, the decay constants fT and fT⊥, and first Gegenbauer moment a1⊥ , by using the QCD sum rule method. These parameters play a central role in the investigation of B meson decaying into the 2- tensor mesons.
Tensor voting for image correction by global and local intensity alignment.
Jia, Jiaya; Tang, Chi-Keung
2005-01-01
This paper presents a voting method to perform image correction by global and local intensity alignment. The key to our modeless approach is the estimation of global and local replacement functions by reducing the complex estimation problem to the robust 2D tensor voting in the corresponding voting spaces. No complicated model for replacement function (curve) is assumed. Subject to the monotonic constraint only, we vote for an optimal replacement function by propagating the curve smoothness constraint using a dense tensor field. Our method effectively infers missing curve segments and rejects image outliers. Applications using our tensor voting approach are proposed and described. The first application consists of image mosaicking of static scenes, where the voted replacement functions are used in our iterative registration algorithm for computing the best warping matrix. In the presence of occlusion, our replacement function can be employed to construct a visually acceptable mosaic by detecting occlusion which has large and piecewise constant color. Furthermore, by the simultaneous consideration of color matches and spatial constraints in the voting space, we perform image intensity compensation and high contrast image correction using our voting framework, when only two defective input images are given.
Nariai, N; Kim, S; Imoto, S; Miyano, S
2004-01-01
We propose a statistical method to estimate gene networks from DNA microarray data and protein-protein interactions. Because physical interactions between proteins or multiprotein complexes are likely to regulate biological processes, using only mRNA expression data is not sufficient for estimating a gene network accurately. Our method adds knowledge about protein-protein interactions to the estimation method of gene networks under a Bayesian statistical framework. In the estimated gene network, a protein complex is modeled as a virtual node based on principal component analysis. We show the effectiveness of the proposed method through the analysis of Saccharomyces cerevisiae cell cycle data. The proposed method improves the accuracy of the estimated gene networks, and successfully identifies some biological facts.
Estimating the hatchery fraction of a natural population: a Bayesian approach
Barber, Jarrett J.; Gerow, Kenneth G.; Connolly, Patrick J.; Singh, Sarabdeep
2011-01-01
There is strong and growing interest in estimating the proportion of hatchery fish that are in a natural population (the hatchery fraction). In a sample of fish from the relevant population, some are observed to be marked, indicating their origin as hatchery fish. The observed proportion of marked fish is usually less than the actual hatchery fraction, since the observed proportion is determined by the proportion originally marked, differential survival (usually lower) of marked fish relative to unmarked hatchery fish, and rates of mark retention and detection. Bayesian methods can work well in a setting such as this, in which empirical data are limited but for which there may be considerable expert judgment regarding these values. We explored a Bayesian estimation of the hatchery fraction using Monte Carlo–Markov chain methods. Based on our findings, we created an interactive Excel tool to implement the algorithm, which we have made available for free.
NASA Astrophysics Data System (ADS)
Ben Abdessalem, Anis; Dervilis, Nikolaos; Wagg, David; Worden, Keith
2018-01-01
This paper will introduce the use of the approximate Bayesian computation (ABC) algorithm for model selection and parameter estimation in structural dynamics. ABC is a likelihood-free method typically used when the likelihood function is either intractable or cannot be approached in a closed form. To circumvent the evaluation of the likelihood function, simulation from a forward model is at the core of the ABC algorithm. The algorithm offers the possibility to use different metrics and summary statistics representative of the data to carry out Bayesian inference. The efficacy of the algorithm in structural dynamics is demonstrated through three different illustrative examples of nonlinear system identification: cubic and cubic-quintic models, the Bouc-Wen model and the Duffing oscillator. The obtained results suggest that ABC is a promising alternative to deal with model selection and parameter estimation issues, specifically for systems with complex behaviours.
Sparse Bayesian learning for DOA estimation with mutual coupling.
Dai, Jisheng; Hu, Nan; Xu, Weichao; Chang, Chunqi
2015-10-16
Sparse Bayesian learning (SBL) has given renewed interest to the problem of direction-of-arrival (DOA) estimation. It is generally assumed that the measurement matrix in SBL is precisely known. Unfortunately, this assumption may be invalid in practice due to the imperfect manifold caused by unknown or misspecified mutual coupling. This paper describes a modified SBL method for joint estimation of DOAs and mutual coupling coefficients with uniform linear arrays (ULAs). Unlike the existing method that only uses stationary priors, our new approach utilizes a hierarchical form of the Student t prior to enforce the sparsity of the unknown signal more heavily. We also provide a distinct Bayesian inference for the expectation-maximization (EM) algorithm, which can update the mutual coupling coefficients more efficiently. Another difference is that our method uses an additional singular value decomposition (SVD) to reduce the computational complexity of the signal reconstruction process and the sensitivity to the measurement noise.
NASA Astrophysics Data System (ADS)
Paudel, Y.; Botzen, W. J. W.; Aerts, J. C. J. H.
2013-03-01
This study applies Bayesian Inference to estimate flood risk for 53 dyke ring areas in the Netherlands, and focuses particularly on the data scarcity and extreme behaviour of catastrophe risk. The probability density curves of flood damage are estimated through Monte Carlo simulations. Based on these results, flood insurance premiums are estimated using two different practical methods that each account in different ways for an insurer's risk aversion and the dispersion rate of loss data. This study is of practical relevance because insurers have been considering the introduction of flood insurance in the Netherlands, which is currently not generally available.
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.
A Bayesian framework to estimate diversification rates and their variation through time and space
2011-01-01
Background Patterns of species diversity are the result of speciation and extinction processes, and molecular phylogenetic data can provide valuable information to derive their variability through time and across clades. Bayesian Markov chain Monte Carlo methods offer a promising framework to incorporate phylogenetic uncertainty when estimating rates of diversification. Results We introduce a new approach to estimate diversification rates in a Bayesian framework over a distribution of trees under various constant and variable rate birth-death and pure-birth models, and test it on simulated phylogenies. Furthermore, speciation and extinction rates and their posterior credibility intervals can be estimated while accounting for non-random taxon sampling. The framework is particularly suitable for hypothesis testing using Bayes factors, as we demonstrate analyzing dated phylogenies of Chondrostoma (Cyprinidae) and Lupinus (Fabaceae). In addition, we develop a model that extends the rate estimation to a meta-analysis framework in which different data sets are combined in a single analysis to detect general temporal and spatial trends in diversification. Conclusions Our approach provides a flexible framework for the estimation of diversification parameters and hypothesis testing while simultaneously accounting for uncertainties in the divergence times and incomplete taxon sampling. PMID:22013891
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.
Magnetospheric Multiscale (MMS) Mission Attitude Ground System Design
NASA Technical Reports Server (NTRS)
Sedlak, Joseph E.; Superfin, Emil; Raymond, Juan C.
2011-01-01
This paper presents an overview of the attitude ground system (AGS) currently under development for the Magnetospheric Multiscale (MMS) mission. The primary responsibilities for the MMS AGS are definitive attitude determination, validation of the onboard attitude filter, and computation of certain parameters needed to improve maneuver performance. For these purposes, the ground support utilities include attitude and rate estimation for validation of the onboard estimates, sensor calibration, inertia tensor calibration, accelerometer bias estimation, center of mass estimation, and production of a definitive attitude history for use by the science teams. Much of the AGS functionality already exists in utilities used at NASA's Goddard Space Flight Center with support heritage from many other missions, but new utilities are being created specifically for the MMS mission, such as for the inertia tensor, accelerometer bias, and center of mass estimation. Algorithms and test results for all the major AGS subsystems are presented here.
Bayesian Retrieval of Complete Posterior PDFs of Oceanic Rain Rate From Microwave Observations
NASA Technical Reports Server (NTRS)
Chiu, J. Christine; Petty, Grant W.
2005-01-01
This paper presents a new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measurements Mission (TRMM) Microwave Imager (TMI) over the ocean, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes Theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance our understanding of theoretical benefits of the Bayesian approach, we have conducted sensitivity analyses based on two synthetic datasets for which the true conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak, due to saturation effects. It is also suggested that the choice of the estimators and the prior information are both crucial to the retrieval. In addition, the performance of our Bayesian algorithm is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.
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.
Strain Rate Tensor Estimation in Cine Cardiac MRI Based on Elastic Image Registration
NASA Astrophysics Data System (ADS)
Sánchez-Ferrero, Gonzalo Vegas; Vega, Antonio Tristán; Grande, Lucilio Cordero; de La Higuera, Pablo Casaseca; Fernández, Santiago Aja; Fernández, Marcos Martín; López, Carlos Alberola
In this work we propose an alternative method to estimate and visualize the Strain Rate Tensor (SRT) in Magnetic Resonance Images (MRI) when Phase Contrast MRI (PCMRI) and Tagged MRI (TMRI) are not available. This alternative is based on image processing techniques. Concretely, image registration algorithms are used to estimate the movement of the myocardium at each point. Additionally, a consistency checking method is presented to validate the accuracy of the estimates when no golden standard is available. Results prove that the consistency checking method provides an upper bound of the mean squared error of the estimate. Our experiments with real data show that the registration algorithm provides a useful deformation field to estimate the SRT fields. A classification between regional normal and dysfunctional contraction patterns, as compared with experts diagnosis, points out that the parameters extracted from the estimated SRT can represent these patterns. Additionally, a scheme for visualizing and analyzing the local behavior of the SRT field is presented.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Vrugt, Jasper A; Robinson, Bruce A; Ter Braak, Cajo J F
In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented usingmore » the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.« less
A Bayesian estimate of the concordance correlation coefficient with skewed data.
Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir
2015-01-01
Concordance correlation coefficient (CCC) is one of the most popular scaled indices used to evaluate agreement. Most commonly, it is used under the assumption that data is normally distributed. This assumption, however, does not apply to skewed data sets. While methods for the estimation of the CCC of skewed data sets have been introduced and studied, the Bayesian approach and its comparison with the previous methods has been lacking. In this study, we propose a Bayesian method for the estimation of the CCC of skewed data sets and compare it with the best method previously investigated. The proposed method has certain advantages. It tends to outperform the best method studied before when the variation of the data is mainly from the random subject effect instead of error. Furthermore, it allows for greater flexibility in application by enabling incorporation of missing data, confounding covariates, and replications, which was not considered previously. The superiority of this new approach is demonstrated using simulation as well as real-life biomarker data sets used in an electroencephalography clinical study. The implementation of the Bayesian method is accessible through the Comprehensive R Archive Network. Copyright © 2015 John Wiley & Sons, Ltd.
A moment-tensor catalog for intermediate magnitude earthquakes in Mexico
NASA Astrophysics Data System (ADS)
Rodríguez Cardozo, Félix; Hjörleifsdóttir, Vala; Martínez-Peláez, Liliana; Franco, Sara; Iglesias Mendoza, Arturo
2016-04-01
Located among five tectonic plates, Mexico is one of the world's most seismically active regions. The earthquake focal mechanisms provide important information on the active tectonics. A widespread technique for estimating the earthquake magnitud and focal mechanism is the inversion for the moment tensor, obtained by minimizing a misfit function that estimates the difference between synthetic and observed seismograms. An important element in the estimation of the moment tensor is an appropriate velocity model, which allows for the calculation of accurate Green's Functions so that the differences between observed and synthetics seismograms are due to the source of the earthquake rather than the velocity model. However, calculating accurate synthetic seismograms gets progressively more difficult as the magnitude of the earthquakes decreases. Large earthquakes (M>5.0) excite waves of longer periods that interact weakly with lateral heterogeneities in the crust. For these events, using 1D velocity models to compute Greens functions works well and they are well characterized by seismic moment tensors reported in global catalogs (eg. USGS fast moment tensor solutions and GCMT). The opposite occurs for small and intermediate sized events, where the relatively shorter periods excited interact strongly with lateral heterogeneities in the crust and upper mantle. To accurately model the Green's functions for the smaller events in a large heterogeneous area, requires 3D or regionalized 1D models. To obtain a rapid estimate of earthquake magnitude, the National Seismological Survey in Mexico (Servicio Sismológico Nacional, SSN) automatically calculates seismic moment tensors for events in the Mexican Territory (Franco et al., 2002; Nolasco-Carteño, 2006). However, for intermediate-magnitude and small earthquakes the signal-to-noise ratio could is low for many of the seismic stations, and without careful selection and filtering of the data, obtaining a stable focal mechanism is difficult. The selection of data windows and filter parameters is tedious without a tool that allows easy viewing of the data prior to the inversion. Therefore, we developed a graphical user interface (GUI), based on Python and the python library ObsPy, that processes in a iterative and interactive way observed and synthetic seismograms prior to the inversion. The processing includes filtering, choosing and discarding traces and manual adjustment of time windows in which synthetics and observed seismograms will be compared. We calculate the Green Functions using the SPECFEM3D_GLOBE algorithm (Komatitsch et al.,2004) which employs a velocity model that is composed of a mantle and a crustal model, S362ANI (Kustowski et al., 2008) and CRUST2.0 (Bassin et al., 2000), respectively. We invert the observed seismograms for the seismic moment tensor using a method developed for earthquakes in California (Liu et al., 2004) and implemented for earthquakes in Mexico (De la Vega, 2014). In this work, we introduce the GUI, the inversion method and the results from the moment-tensor inversions obtained for intermediate-magnitude earthquakes (4.5
Funamizu, Akihiro; Ito, Makoto; Doya, Kenji; Kanzaki, Ryohei; Takahashi, Hirokazu
2012-04-01
The estimation of reward outcomes for action candidates is essential for decision making. In this study, we examined whether and how the uncertainty in reward outcome estimation affects the action choice and learning rate. We designed a choice task in which rats selected either the left-poking or right-poking hole and received a reward of a food pellet stochastically. The reward probabilities of the left and right holes were chosen from six settings (high, 100% vs. 66%; mid, 66% vs. 33%; low, 33% vs. 0% for the left vs. right holes, and the opposites) in every 20-549 trials. We used Bayesian Q-learning models to estimate the time course of the probability distribution of action values and tested if they better explain the behaviors of rats than standard Q-learning models that estimate only the mean of action values. Model comparison by cross-validation revealed that a Bayesian Q-learning model with an asymmetric update for reward and non-reward outcomes fit the choice time course of the rats best. In the action-choice equation of the Bayesian Q-learning model, the estimated coefficient for the variance of action value was positive, meaning that rats were uncertainty seeking. Further analysis of the Bayesian Q-learning model suggested that the uncertainty facilitated the effective learning rate. These results suggest that the rats consider uncertainty in action-value estimation and that they have an uncertainty-seeking action policy and uncertainty-dependent modulation of the effective learning rate. © 2012 The Authors. European Journal of Neuroscience © 2012 Federation of European Neuroscience Societies and Blackwell Publishing Ltd.
Pisharady, Pramod Kumar; Sotiropoulos, Stamatios N; Duarte-Carvajalino, Julio M; Sapiro, Guillermo; Lenglet, Christophe
2018-02-15
We present a sparse Bayesian unmixing algorithm BusineX: Bayesian Unmixing for Sparse Inference-based Estimation of Fiber Crossings (X), for estimation of white matter fiber parameters from compressed (under-sampled) diffusion MRI (dMRI) data. BusineX combines compressive sensing with linear unmixing and introduces sparsity to the previously proposed multiresolution data fusion algorithm RubiX, resulting in a method for improved reconstruction, especially from data with lower number of diffusion gradients. We formulate the estimation of fiber parameters as a sparse signal recovery problem and propose a linear unmixing framework with sparse Bayesian learning for the recovery of sparse signals, the fiber orientations and volume fractions. The data is modeled using a parametric spherical deconvolution approach and represented using a dictionary created with the exponential decay components along different possible diffusion directions. Volume fractions of fibers along these directions define the dictionary weights. The proposed sparse inference, which is based on the dictionary representation, considers the sparsity of fiber populations and exploits the spatial redundancy in data representation, thereby facilitating inference from under-sampled q-space. The algorithm improves parameter estimation from dMRI through data-dependent local learning of hyperparameters, at each voxel and for each possible fiber orientation, that moderate the strength of priors governing the parameter variances. Experimental results on synthetic and in-vivo data show improved accuracy with a lower uncertainty in fiber parameter estimates. BusineX resolves a higher number of second and third fiber crossings. For under-sampled data, the algorithm is also shown to produce more reliable estimates. Copyright © 2017 Elsevier Inc. All rights reserved.
True versus Apparent Malaria Infection Prevalence: The Contribution of a Bayesian Approach
Claes, Filip; Van Hong, Nguyen; Torres, Kathy; Mao, Sokny; Van den Eede, Peter; Thi Thinh, Ta; Gamboa, Dioni; Sochantha, Tho; Thang, Ngo Duc; Coosemans, Marc; Büscher, Philippe; D'Alessandro, Umberto; Berkvens, Dirk; Erhart, Annette
2011-01-01
Aims To present a new approach for estimating the “true prevalence” of malaria and apply it to datasets from Peru, Vietnam, and Cambodia. Methods Bayesian models were developed for estimating both the malaria prevalence using different diagnostic tests (microscopy, PCR & ELISA), without the need of a gold standard, and the tests' characteristics. Several sources of information, i.e. data, expert opinions and other sources of knowledge can be integrated into the model. This approach resulting in an optimal and harmonized estimate of malaria infection prevalence, with no conflict between the different sources of information, was tested on data from Peru, Vietnam and Cambodia. Results Malaria sero-prevalence was relatively low in all sites, with ELISA showing the highest estimates. The sensitivity of microscopy and ELISA were statistically lower in Vietnam than in the other sites. Similarly, the specificities of microscopy, ELISA and PCR were significantly lower in Vietnam than in the other sites. In Vietnam and Peru, microscopy was closer to the “true” estimate than the other 2 tests while as expected ELISA, with its lower specificity, usually overestimated the prevalence. Conclusions Bayesian methods are useful for analyzing prevalence results when no gold standard diagnostic test is available. Though some results are expected, e.g. PCR more sensitive than microscopy, a standardized and context-independent quantification of the diagnostic tests' characteristics (sensitivity and specificity) and the underlying malaria prevalence may be useful for comparing different sites. Indeed, the use of a single diagnostic technique could strongly bias the prevalence estimation. This limitation can be circumvented by using a Bayesian framework taking into account the imperfect characteristics of the currently available diagnostic tests. As discussed in the paper, this approach may further support global malaria burden estimation initiatives. PMID:21364745
Unified tensor model for space-frequency spreading-multiplexing (SFSM) MIMO communication systems
NASA Astrophysics Data System (ADS)
de Almeida, André LF; Favier, Gérard
2013-12-01
This paper presents a unified tensor model for space-frequency spreading-multiplexing (SFSM) multiple-input multiple-output (MIMO) wireless communication systems that combine space- and frequency-domain spreadings, followed by a space-frequency multiplexing. Spreading across space (transmit antennas) and frequency (subcarriers) adds resilience against deep channel fades and provides space and frequency diversities, while orthogonal space-frequency multiplexing enables multi-stream transmission. We adopt a tensor-based formulation for the proposed SFSM MIMO system that incorporates space, frequency, time, and code dimensions by means of the parallel factor model. The developed SFSM tensor model unifies the tensorial formulation of some existing multiple-access/multicarrier MIMO signaling schemes as special cases, while revealing interesting tradeoffs due to combined space, frequency, and time diversities which are of practical relevance for joint symbol-channel-code estimation. The performance of the proposed SFSM MIMO system using either a zero forcing receiver or a semi-blind tensor-based receiver is illustrated by means of computer simulation results under realistic channel and system parameters.
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...
Artificial Vector Calibration Method for Differencing Magnetic Gradient Tensor Systems
Li, Zhining; Zhang, Yingtang; Yin, Gang
2018-01-01
The measurement error of the differencing (i.e., using two homogenous field sensors at a known baseline distance) magnetic gradient tensor system includes the biases, scale factors, nonorthogonality of the single magnetic sensor, and the misalignment error between the sensor arrays, all of which can severely affect the measurement accuracy. In this paper, we propose a low-cost artificial vector calibration method for the tensor system. Firstly, the error parameter linear equations are constructed based on the single-sensor’s system error model to obtain the artificial ideal vector output of the platform, with the total magnetic intensity (TMI) scalar as a reference by two nonlinear conversions, without any mathematical simplification. Secondly, the Levenberg–Marquardt algorithm is used to compute the integrated model of the 12 error parameters by nonlinear least-squares fitting method with the artificial vector output as a reference, and a total of 48 parameters of the system is estimated simultaneously. The calibrated system outputs along the reference platform-orthogonal coordinate system. The analysis results show that the artificial vector calibrated output can track the orientation fluctuations of TMI accurately, effectively avoiding the “overcalibration” problem. The accuracy of the error parameters’ estimation in the simulation is close to 100%. The experimental root-mean-square error (RMSE) of the TMI and tensor components is less than 3 nT and 20 nT/m, respectively, and the estimation of the parameters is highly robust. PMID:29373544
Statistical estimation via convex optimization for trending and performance monitoring
NASA Astrophysics Data System (ADS)
Samar, Sikandar
This thesis presents an optimization-based statistical estimation approach to find unknown trends in noisy data. A Bayesian framework is used to explicitly take into account prior information about the trends via trend models and constraints. The main focus is on convex formulation of the Bayesian estimation problem, which allows efficient computation of (globally) optimal estimates. There are two main parts of this thesis. The first part formulates trend estimation in systems described by known detailed models as a convex optimization problem. Statistically optimal estimates are then obtained by maximizing a concave log-likelihood function subject to convex constraints. We consider the problem of increasing problem dimension as more measurements become available, and introduce a moving horizon framework to enable recursive estimation of the unknown trend by solving a fixed size convex optimization problem at each horizon. We also present a distributed estimation framework, based on the dual decomposition method, for a system formed by a network of complex sensors with local (convex) estimation. Two specific applications of the convex optimization-based Bayesian estimation approach are described in the second part of the thesis. Batch estimation for parametric diagnostics in a flight control simulation of a space launch vehicle is shown to detect incipient fault trends despite the natural masking properties of feedback in the guidance and control loops. Moving horizon approach is used to estimate time varying fault parameters in a detailed nonlinear simulation model of an unmanned aerial vehicle. An excellent performance is demonstrated in the presence of winds and turbulence.
Bayesian state space models for dynamic genetic network construction across multiple tissues.
Liang, Yulan; Kelemen, Arpad
2016-08-01
Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.
Slice sampling technique in Bayesian extreme of gold price modelling
NASA Astrophysics Data System (ADS)
Rostami, Mohammad; Adam, Mohd Bakri; Ibrahim, Noor Akma; Yahya, Mohamed Hisham
2013-09-01
In this paper, a simulation study of Bayesian extreme values by using Markov Chain Monte Carlo via slice sampling algorithm is implemented. We compared the accuracy of slice sampling with other methods for a Gumbel model. This study revealed that slice sampling algorithm offers more accurate and closer estimates with less RMSE than other methods . Finally we successfully employed this procedure to estimate the parameters of Malaysia extreme gold price from 2000 to 2011.
Alderman, Phillip D.; Stanfill, Bryan
2016-10-06
Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less
Inverse and forward modeling under uncertainty using MRE-based Bayesian approach
NASA Astrophysics Data System (ADS)
Hou, Z.; Rubin, Y.
2004-12-01
A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.
Bayesian estimation of differential transcript usage from RNA-seq data.
Papastamoulis, Panagiotis; Rattray, Magnus
2017-11-27
Next generation sequencing allows the identification of genes consisting of differentially expressed transcripts, a term which usually refers to changes in the overall expression level. A specific type of differential expression is differential transcript usage (DTU) and targets changes in the relative within gene expression of a transcript. The contribution of this paper is to: (a) extend the use of cjBitSeq to the DTU context, a previously introduced Bayesian model which is originally designed for identifying changes in overall expression levels and (b) propose a Bayesian version of DRIMSeq, a frequentist model for inferring DTU. cjBitSeq is a read based model and performs fully Bayesian inference by MCMC sampling on the space of latent state of each transcript per gene. BayesDRIMSeq is a count based model and estimates the Bayes Factor of a DTU model against a null model using Laplace's approximation. The proposed models are benchmarked against the existing ones using a recent independent simulation study as well as a real RNA-seq dataset. Our results suggest that the Bayesian methods exhibit similar performance with DRIMSeq in terms of precision/recall but offer better calibration of False Discovery Rate.
Nonlinear Bayesian filtering and learning: a neuronal dynamics for perception.
Kutschireiter, Anna; Surace, Simone Carlo; Sprekeler, Henning; Pfister, Jean-Pascal
2017-08-18
The robust estimation of dynamical hidden features, such as the position of prey, based on sensory inputs is one of the hallmarks of perception. This dynamical estimation can be rigorously formulated by nonlinear Bayesian filtering theory. Recent experimental and behavioral studies have shown that animals' performance in many tasks is consistent with such a Bayesian statistical interpretation. However, it is presently unclear how a nonlinear Bayesian filter can be efficiently implemented in a network of neurons that satisfies some minimum constraints of biological plausibility. Here, we propose the Neural Particle Filter (NPF), a sampling-based nonlinear Bayesian filter, which does not rely on importance weights. We show that this filter can be interpreted as the neuronal dynamics of a recurrently connected rate-based neural network receiving feed-forward input from sensory neurons. Further, it captures properties of temporal and multi-sensory integration that are crucial for perception, and it allows for online parameter learning with a maximum likelihood approach. The NPF holds the promise to avoid the 'curse of dimensionality', and we demonstrate numerically its capability to outperform weighted particle filters in higher dimensions and when the number of particles is limited.
Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm
NASA Astrophysics Data System (ADS)
Takaishi, Tetsuya
2014-03-01
The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.
NASA Astrophysics Data System (ADS)
Clark, D.
2012-12-01
In the future, acquisition of magnetic gradient tensor data is likely to become routine. New methods developed for analysis of magnetic gradient tensor data can also be applied to high quality conventional TMI surveys that have been processed using Fourier filtering techniques, or otherwise, to calculate magnetic vector and tensor components. This approach is, in fact, the only practical way at present to analyze vector component data, as measurements of vector components are seriously afflicted by motion noise, which is not as serious a problem for gradient components. In many circumstances, an optimal approach to extracting maximum information from magnetic surveys would be to combine analysis of measured gradient tensor data with vector components calculated from TMI measurements. New methods for inverting gradient tensor surveys to obtain source parameters have been developed for a number of elementary, but useful, models. These include point dipole (sphere), vertical line of dipoles (narrow vertical pipe), line of dipoles (horizontal cylinder), thin dipping sheet, horizontal line current and contact models. A key simplification is the use of eigenvalues and associated eigenvectors of the tensor. The normalized source strength (NSS), calculated from the eigenvalues, is a particularly useful rotational invariant that peaks directly over 3D compact sources, 2D compact sources, thin sheets and contacts, and is independent of magnetization direction for these sources (and only very weakly dependent on magnetization direction in general). In combination the NSS and its vector gradient enable estimation of the Euler structural index, thereby constraining source geometry, and determine source locations uniquely. NSS analysis can be extended to other useful models, such as vertical pipes, by calculating eigenvalues of the vertical derivative of the gradient tensor. Once source locations are determined, information of source magnetizations can be obtained by simple linear inversion of measured or calculated vector and/or tensor data. Inversions based on the vector gradient of the NSS over the Tallawang magnetite deposit in central New South Wales obtained good agreement between the inferred geometry of the tabular magnetite skarn body and drill hole intersections. Inverted magnetizations are consistent with magnetic property measurements on drill core samples from this deposit. Similarly, inversions of calculated tensor data over the Mount Leyshold gold-mineralized porphyry system in Queensland yield good estimates of the centroid location, total magnetic moment and magnetization direction of the magnetite-bearing potassic alteration zone that are consistent with geological and petrophysical information.
NASA Astrophysics Data System (ADS)
Czarnik, Piotr; Dziarmaga, Jacek; Oleś, Andrzej M.
2017-07-01
The variational tensor network renormalization approach to two-dimensional (2D) quantum systems at finite temperature is applied to a model suffering the notorious quantum Monte Carlo sign problem—the orbital eg model with spatially highly anisotropic orbital interactions. Coarse graining of the tensor network along the inverse temperature β yields a numerically tractable 2D tensor network representing the Gibbs state. Its bond dimension D —limiting the amount of entanglement—is a natural refinement parameter. Increasing D we obtain a converged order parameter and its linear susceptibility close to the critical point. They confirm the existence of finite order parameter below the critical temperature Tc, provide a numerically exact estimate of Tc, and give the critical exponents within 1 % of the 2D Ising universality class.
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.
Orhan, U.; Erdogmus, D.; Roark, B.; Oken, B.; Purwar, S.; Hild, K. E.; Fowler, A.; Fried-Oken, M.
2013-01-01
RSVP Keyboard™ is an electroencephalography (EEG) based brain computer interface (BCI) typing system, designed as an assistive technology for the communication needs of people with locked-in syndrome (LIS). It relies on rapid serial visual presentation (RSVP) and does not require precise eye gaze control. Existing BCI typing systems which uses event related potentials (ERP) in EEG suffer from low accuracy due to low signal-to-noise ratio. Henceforth, RSVP Keyboard™ utilizes a context based decision making via incorporating a language model, to improve the accuracy of letter decisions. To further improve the contributions of the language model, we propose recursive Bayesian estimation, which relies on non-committing string decisions, and conduct an offline analysis, which compares it with the existing naïve Bayesian fusion approach. The results indicate the superiority of the recursive Bayesian fusion and in the next generation of RSVP Keyboard™ we plan to incorporate this new approach. PMID:23366432
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.
Bayesian analyses of seasonal runoff forecasts
NASA Astrophysics Data System (ADS)
Krzysztofowicz, R.; Reese, S.
1991-12-01
Forecasts of seasonal snowmelt runoff volume provide indispensable information for rational decision making by water project operators, irrigation district managers, and farmers in the western United States. Bayesian statistical models and communication frames have been researched in order to enhance the forecast information disseminated to the users, and to characterize forecast skill from the decision maker's point of view. Four products are presented: (i) a Bayesian Processor of Forecasts, which provides a statistical filter for calibrating the forecasts, and a procedure for estimating the posterior probability distribution of the seasonal runoff; (ii) the Bayesian Correlation Score, a new measure of forecast skill, which is related monotonically to the ex ante economic value of forecasts for decision making; (iii) a statistical predictor of monthly cumulative runoffs within the snowmelt season, conditional on the total seasonal runoff forecast; and (iv) a framing of the forecast message that conveys the uncertainty associated with the forecast estimates to the users. All analyses are illustrated with numerical examples of forecasts for six gauging stations from the period 1971 1988.
Experimental Bayesian Quantum Phase Estimation on a Silicon Photonic Chip.
Paesani, S; Gentile, A A; Santagati, R; Wang, J; Wiebe, N; Tew, D P; O'Brien, J L; Thompson, M G
2017-03-10
Quantum phase estimation is a fundamental subroutine in many quantum algorithms, including Shor's factorization algorithm and quantum simulation. However, so far results have cast doubt on its practicability for near-term, nonfault tolerant, quantum devices. Here we report experimental results demonstrating that this intuition need not be true. We implement a recently proposed adaptive Bayesian approach to quantum phase estimation and use it to simulate molecular energies on a silicon quantum photonic device. The approach is verified to be well suited for prethreshold quantum processors by investigating its superior robustness to noise and decoherence compared to the iterative phase estimation algorithm. This shows a promising route to unlock the power of quantum phase estimation much sooner than previously believed.
Yu, Rongjie; Abdel-Aty, Mohamed
2013-07-01
The Bayesian inference method has been frequently adopted to develop safety performance functions. One advantage of the Bayesian inference is that prior information for the independent variables can be included in the inference procedures. However, there are few studies that discussed how to formulate informative priors for the independent variables and evaluated the effects of incorporating informative priors in developing safety performance functions. This paper addresses this deficiency by introducing four approaches of developing informative priors for the independent variables based on historical data and expert experience. Merits of these informative priors have been tested along with two types of Bayesian hierarchical models (Poisson-gamma and Poisson-lognormal models). Deviance information criterion (DIC), R-square values, and coefficients of variance for the estimations were utilized as evaluation measures to select the best model(s). Comparison across the models indicated that the Poisson-gamma model is superior with a better model fit and it is much more robust with the informative priors. Moreover, the two-stage Bayesian updating informative priors provided the best goodness-of-fit and coefficient estimation accuracies. Furthermore, informative priors for the inverse dispersion parameter have also been introduced and tested. Different types of informative priors' effects on the model estimations and goodness-of-fit have been compared and concluded. Finally, based on the results, recommendations for future research topics and study applications have been made. Copyright © 2013 Elsevier Ltd. All rights reserved.
Fast estimation of diffusion tensors under Rician noise by the EM algorithm.
Liu, Jia; Gasbarra, Dario; Railavo, Juha
2016-01-15
Diffusion tensor imaging (DTI) is widely used to characterize, in vivo, the white matter of the central nerve system (CNS). This biological tissue contains much anatomic, structural and orientational information of fibers in human brain. Spectral data from the displacement distribution of water molecules located in the brain tissue are collected by a magnetic resonance scanner and acquired in the Fourier domain. After the Fourier inversion, the noise distribution is Gaussian in both real and imaginary parts and, as a consequence, the recorded magnitude data are corrupted by Rician noise. Statistical estimation of diffusion leads a non-linear regression problem. In this paper, we present a fast computational method for maximum likelihood estimation (MLE) of diffusivities under the Rician noise model based on the expectation maximization (EM) algorithm. By using data augmentation, we are able to transform a non-linear regression problem into the generalized linear modeling framework, reducing dramatically the computational cost. The Fisher-scoring method is used for achieving fast convergence of the tensor parameter. The new method is implemented and applied using both synthetic and real data in a wide range of b-amplitudes up to 14,000s/mm(2). Higher accuracy and precision of the Rician estimates are achieved compared with other log-normal based methods. In addition, we extend the maximum likelihood (ML) framework to the maximum a posteriori (MAP) estimation in DTI under the aforementioned scheme by specifying the priors. We will describe how close numerically are the estimators of model parameters obtained through MLE and MAP estimation. Copyright © 2015 Elsevier B.V. All rights reserved.
The impact of the rate prior on Bayesian estimation of divergence times with multiple Loci.
Dos Reis, Mario; Zhu, Tianqi; Yang, Ziheng
2014-07-01
Bayesian methods provide a powerful way to estimate species divergence times by combining information from molecular sequences with information from the fossil record. With the explosive increase of genomic data, divergence time estimation increasingly uses data of multiple loci (genes or site partitions). Widely used computer programs to estimate divergence times use independent and identically distributed (i.i.d.) priors on the substitution rates for different loci. The i.i.d. prior is problematic. As the number of loci (L) increases, the prior variance of the average rate across all loci goes to zero at the rate 1/L. As a consequence, the rate prior dominates posterior time estimates when many loci are analyzed, and if the rate prior is misspecified, the estimated divergence times will converge to wrong values with very narrow credibility intervals. Here we develop a new prior on the locus rates based on the Dirichlet distribution that corrects the problematic behavior of the i.i.d. prior. We use computer simulation and real data analysis to highlight the differences between the old and new priors. For a dataset for six primate species, we show that with the old i.i.d. prior, if the prior rate is too high (or too low), the estimated divergence times are too young (or too old), outside the bounds imposed by the fossil calibrations. In contrast, with the new Dirichlet prior, posterior time estimates are insensitive to the rate prior and are compatible with the fossil calibrations. We re-analyzed a phylogenomic data set of 36 mammal species and show that using many fossil calibrations can alleviate the adverse impact of a misspecified rate prior to some extent. We recommend the use of the new Dirichlet prior in Bayesian divergence time estimation. [Bayesian inference, divergence time, relaxed clock, rate prior, partition analysis.]. © The Author(s) 2014. Published by Oxford University Press, on behalf of the Society of Systematic Biologists.
A Bayesian approach to multivariate measurement system assessment
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hamada, Michael Scott
This article considers system assessment for multivariate measurements and presents a Bayesian approach to analyzing gauge R&R study data. The evaluation of variances for univariate measurement becomes the evaluation of covariance matrices for multivariate measurements. The Bayesian approach ensures positive definite estimates of the covariance matrices and easily provides their uncertainty. Furthermore, various measurement system assessment criteria are easily evaluated. The approach is illustrated with data from a real gauge R&R study as well as simulated data.
A Bayesian approach to multivariate measurement system assessment
Hamada, Michael Scott
2016-07-01
This article considers system assessment for multivariate measurements and presents a Bayesian approach to analyzing gauge R&R study data. The evaluation of variances for univariate measurement becomes the evaluation of covariance matrices for multivariate measurements. The Bayesian approach ensures positive definite estimates of the covariance matrices and easily provides their uncertainty. Furthermore, various measurement system assessment criteria are easily evaluated. The approach is illustrated with data from a real gauge R&R study as well as simulated data.
2014-10-01
de l’exactitude et de la précision), comparativement au modèle de mesure plus simple qui n’utilise pas de multiplicateurs. Importance pour la défense...3) Bayesian experimental design for receptor placement in order to maximize the expected information in the measured concen- tration data for...applications of the Bayesian inferential methodology for source recon- struction have used high-quality concentration data from well- designed atmospheric
A study of finite mixture model: Bayesian approach on financial time series data
NASA Astrophysics Data System (ADS)
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-07-01
Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.
A review of anisotropic conductivity models of brain white matter based on diffusion tensor imaging.
Wu, Zhanxiong; Liu, Yang; Hong, Ming; Yu, Xiaohui
2018-06-01
The conductivity of brain tissues is not only essential for electromagnetic source estimation (ESI), but also a key reflector of the brain functional changes. Different from the other brain tissues, the conductivity of whiter matter (WM) is highly anisotropic and a tensor is needed to describe it. The traditional electrical property imaging methods, such as electrical impedance tomography (EIT) and magnetic resonance electrical impedance tomography (MREIT), usually fail to image the anisotropic conductivity tensor of WM with high spatial resolution. The diffusion tensor imaging (DTI) is a newly developed technique that can fulfill this purpose. This paper reviews the existing anisotropic conductivity models of WM based on the DTI and discusses their advantages and disadvantages, as well as identifies opportunities for future research on this subject. It is crucial to obtain the linear conversion coefficient between the eigenvalues of anisotropic conductivity tensor and diffusion tensor, since they share the same eigenvectors. We conclude that the electrochemical model is suitable for ESI analysis because the conversion coefficient can be directly obtained from the concentration of ions in extracellular liquid and that the volume fraction model is appropriate to study the influence of WM structural changes on electrical conductivity. Graphical abstract ᅟ.
Bucci, Melanie E.; Callahan, Peggy; Koprowski, John L.; Polfus, Jean L.; Krausman, Paul R.
2015-01-01
Stable isotope analysis of diet has become a common tool in conservation research. However, the multiple sources of uncertainty inherent in this analysis framework involve consequences that have not been thoroughly addressed. Uncertainty arises from the choice of trophic discrimination factors, and for Bayesian stable isotope mixing models (SIMMs), the specification of prior information; the combined effect of these aspects has not been explicitly tested. We used a captive feeding study of gray wolves (Canis lupus) to determine the first experimentally-derived trophic discrimination factors of C and N for this large carnivore of broad conservation interest. Using the estimated diet in our controlled system and data from a published study on wild wolves and their prey in Montana, USA, we then investigated the simultaneous effect of discrimination factors and prior information on diet reconstruction with Bayesian SIMMs. Discrimination factors for gray wolves and their prey were 1.97‰ for δ13C and 3.04‰ for δ15N. Specifying wolf discrimination factors, as opposed to the commonly used red fox (Vulpes vulpes) factors, made little practical difference to estimates of wolf diet, but prior information had a strong effect on bias, precision, and accuracy of posterior estimates. Without specifying prior information in our Bayesian SIMM, it was not possible to produce SIMM posteriors statistically similar to the estimated diet in our controlled study or the diet of wild wolves. Our study demonstrates the critical effect of prior information on estimates of animal diets using Bayesian SIMMs, and suggests species-specific trophic discrimination factors are of secondary importance. When using stable isotope analysis to inform conservation decisions researchers should understand the limits of their data. It may be difficult to obtain useful information from SIMMs if informative priors are omitted and species-specific discrimination factors are unavailable. PMID:25803664
Derbridge, Jonathan J; Merkle, Jerod A; Bucci, Melanie E; Callahan, Peggy; Koprowski, John L; Polfus, Jean L; Krausman, Paul R
2015-01-01
Stable isotope analysis of diet has become a common tool in conservation research. However, the multiple sources of uncertainty inherent in this analysis framework involve consequences that have not been thoroughly addressed. Uncertainty arises from the choice of trophic discrimination factors, and for Bayesian stable isotope mixing models (SIMMs), the specification of prior information; the combined effect of these aspects has not been explicitly tested. We used a captive feeding study of gray wolves (Canis lupus) to determine the first experimentally-derived trophic discrimination factors of C and N for this large carnivore of broad conservation interest. Using the estimated diet in our controlled system and data from a published study on wild wolves and their prey in Montana, USA, we then investigated the simultaneous effect of discrimination factors and prior information on diet reconstruction with Bayesian SIMMs. Discrimination factors for gray wolves and their prey were 1.97‰ for δ13C and 3.04‰ for δ15N. Specifying wolf discrimination factors, as opposed to the commonly used red fox (Vulpes vulpes) factors, made little practical difference to estimates of wolf diet, but prior information had a strong effect on bias, precision, and accuracy of posterior estimates. Without specifying prior information in our Bayesian SIMM, it was not possible to produce SIMM posteriors statistically similar to the estimated diet in our controlled study or the diet of wild wolves. Our study demonstrates the critical effect of prior information on estimates of animal diets using Bayesian SIMMs, and suggests species-specific trophic discrimination factors are of secondary importance. When using stable isotope analysis to inform conservation decisions researchers should understand the limits of their data. It may be difficult to obtain useful information from SIMMs if informative priors are omitted and species-specific discrimination factors are unavailable.
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
Analytical study to define a helicopter stability derivative extraction method, volume 1
NASA Technical Reports Server (NTRS)
Molusis, J. A.
1973-01-01
A method is developed for extracting six degree-of-freedom stability and control derivatives from helicopter flight data. Different combinations of filtering and derivative estimate are investigated and used with a Bayesian approach for derivative identification. The combination of filtering and estimate found to yield the most accurate time response match to flight test data is determined and applied to CH-53A and CH-54B flight data. The method found to be most accurate consists of (1) filtering flight test data with a digital filter, followed by an extended Kalman filter (2) identifying a derivative estimate with a least square estimator, and (3) obtaining derivatives with the Bayesian derivative extraction method.
An, Lihua; Fung, Karen Y; Krewski, Daniel
2010-09-01
Spontaneous adverse event reporting systems are widely used to identify adverse reactions to drugs following their introduction into the marketplace. In this article, a James-Stein type shrinkage estimation strategy was developed in a Bayesian logistic regression model to analyze pharmacovigilance data. This method is effective in detecting signals as it combines information and borrows strength across medically related adverse events. Computer simulation demonstrated that the shrinkage estimator is uniformly better than the maximum likelihood estimator in terms of mean squared error. This method was used to investigate the possible association of a series of diabetic drugs and the risk of cardiovascular events using data from the Canada Vigilance Online Database.
Bayesian structural inference for hidden processes.
Strelioff, Christopher C; Crutchfield, James P
2014-04-01
We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ε-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ε-machines, irrespective of estimated transition probabilities. Properties of ε-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.
Bayesian structural inference for hidden processes
NASA Astrophysics Data System (ADS)
Strelioff, Christopher C.; Crutchfield, James P.
2014-04-01
We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ɛ-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ɛ-machines, irrespective of estimated transition probabilities. Properties of ɛ-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.
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.
Chen, Jinsong; Zhang, Dake; Choi, Jaehwa
2015-12-01
It is common to encounter latent variables with ordinal data in social or behavioral research. Although a mediated effect of latent variables (latent mediated effect, or LME) with ordinal data may appear to be a straightforward combination of LME with continuous data and latent variables with ordinal data, the methodological challenges to combine the two are not trivial. This research covers model structures as complex as LME and formulates both point and interval estimates of LME for ordinal data using the Bayesian full-information approach. We also combine weighted least squares (WLS) estimation with the bias-corrected bootstrapping (BCB; Efron Journal of the American Statistical Association, 82, 171-185, 1987) method or the traditional delta method as the limited-information approach. We evaluated the viability of these different approaches across various conditions through simulation studies, and provide an empirical example to illustrate the approaches. We found that the Bayesian approach with reasonably informative priors is preferred when both point and interval estimates are of interest and the sample size is 200 or above.
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…
Simultaneous two-view epipolar geometry estimation and motion segmentation by 4D tensor voting.
Tong, Wai-Shun; Tang, Chi-Keung; Medioni, Gérard
2004-09-01
We address the problem of simultaneous two-view epipolar geometry estimation and motion segmentation from nonstatic scenes. Given a set of noisy image pairs containing matches of n objects, we propose an unconventional, efficient, and robust method, 4D tensor voting, for estimating the unknown n epipolar geometries, and segmenting the static and motion matching pairs into n independent motions. By considering the 4D isotropic and orthogonal joint image space, only two tensor voting passes are needed, and a very high noise to signal ratio (up to five) can be tolerated. Epipolar geometries corresponding to multiple, rigid motions are extracted in succession. Only two uncalibrated frames are needed, and no simplifying assumption (such as affine camera model or homographic model between images) other than the pin-hole camera model is made. Our novel approach consists of propagating a local geometric smoothness constraint in the 4D joint image space, followed by global consistency enforcement for extracting the fundamental matrices corresponding to independent motions. We have performed extensive experiments to compare our method with some representative algorithms to show that better performance on nonstatic scenes are achieved. Results on challenging data sets are presented.
NASA Astrophysics Data System (ADS)
Plant, N. G.; Thieler, E. R.; Gutierrez, B.; Lentz, E. E.; Zeigler, S. L.; Van Dongeren, A.; Fienen, M. N.
2016-12-01
We evaluate the strengths and weaknesses of Bayesian networks that have been used to address scientific and decision-support questions related to coastal geomorphology. We will provide an overview of coastal geomorphology research that has used Bayesian networks and describe what this approach can do and when it works (or fails to work). Over the past decade, Bayesian networks have been formulated to analyze the multi-variate structure and evolution of coastal morphology and associated human and ecological impacts. The approach relates observable system variables to each other by estimating discrete correlations. The resulting Bayesian-networks make predictions that propagate errors, conduct inference via Bayes rule, or both. In scientific applications, the model results are useful for hypothesis testing, using confidence estimates to gage the strength of tests while applications to coastal resource management are aimed at decision-support, where the probabilities of desired ecosystems outcomes are evaluated. The range of Bayesian-network applications to coastal morphology includes emulation of high-resolution wave transformation models to make oceanographic predictions, morphologic response to storms and/or sea-level rise, groundwater response to sea-level rise and morphologic variability, habitat suitability for endangered species, and assessment of monetary or human-life risk associated with storms. All of these examples are based on vast observational data sets, numerical model output, or both. We will discuss the progression of our experiments, which has included testing whether the Bayesian-network approach can be implemented and is appropriate for addressing basic and applied scientific problems and evaluating the hindcast and forecast skill of these implementations. We will present and discuss calibration/validation tests that are used to assess the robustness of Bayesian-network models and we will compare these results to tests of other models. This will demonstrate how Bayesian networks are used to extract new insights about coastal morphologic behavior, assess impacts to societal and ecological systems, and communicate probabilistic predictions to decision makers.
NASA Astrophysics Data System (ADS)
Lowman, L.; Barros, A. P.
2014-12-01
Computational modeling of surface erosion processes is inherently difficult because of the four-dimensional nature of the problem and the multiple temporal and spatial scales that govern individual mechanisms. Landscapes are modified via surface and fluvial erosion and exhumation, each of which takes place over a range of time scales. Traditional field measurements of erosion/exhumation rates are scale dependent, often valid for a single point-wise location or averaging over large aerial extents and periods with intense and mild erosion. We present a method of remotely estimating erosion rates using a Bayesian hierarchical model based upon the stream power erosion law (SPEL). A Bayesian approach allows for estimating erosion rates using the deterministic relationship given by the SPEL and data on channel slopes and precipitation at the basin and sub-basin scale. The spatial scale associated with this framework is the elevation class, where each class is characterized by distinct morphologic behavior observed through different modes in the distribution of basin outlet elevations. Interestingly, the distributions of first-order outlets are similar in shape and extent to the distribution of precipitation events (i.e. individual storms) over a 14-year period between 1998-2011. We demonstrate an application of the Bayesian hierarchical modeling framework for five basins and one intermontane basin located in the central Andes between 5S and 20S. Using remotely sensed data of current annual precipitation rates from the Tropical Rainfall Measuring Mission (TRMM) and topography from a high resolution (3 arc-seconds) digital elevation map (DEM), our erosion rate estimates are consistent with decadal-scale estimates based on landslide mapping and sediment flux observations and 1-2 orders of magnitude larger than most millennial and million year timescale estimates from thermochronology and cosmogenic nuclides.
Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks
Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek
2015-01-01
Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822
Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks.
Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek
2015-07-06
Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.
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…
Shape-from-focus by tensor voting.
Hariharan, R; Rajagopalan, A N
2012-07-01
In this correspondence, we address the task of recovering shape-from-focus (SFF) as a perceptual organization problem in 3-D. Using tensor voting, depth hypotheses from different focus operators are validated based on their likelihood to be part of a coherent 3-D surface, thereby exploiting scene geometry and focus information to generate reliable depth estimates. The proposed method is fast and yields significantly better results compared with existing SFF methods.
NASA Astrophysics Data System (ADS)
Agapiou, Sergios; Burger, Martin; Dashti, Masoumeh; Helin, Tapio
2018-04-01
We consider the inverse problem of recovering an unknown functional parameter u in a separable Banach space, from a noisy observation vector y of its image through a known possibly non-linear map {{\\mathcal G}} . We adopt a Bayesian approach to the problem and consider Besov space priors (see Lassas et al (2009 Inverse Problems Imaging 3 87-122)), which are well-known for their edge-preserving and sparsity-promoting properties and have recently attracted wide attention especially in the medical imaging community. Our key result is to show that in this non-parametric setup the maximum a posteriori (MAP) estimates are characterized by the minimizers of a generalized Onsager-Machlup functional of the posterior. This is done independently for the so-called weak and strong MAP estimates, which as we show coincide in our context. In addition, we prove a form of weak consistency for the MAP estimators in the infinitely informative data limit. Our results are remarkable for two reasons: first, the prior distribution is non-Gaussian and does not meet the smoothness conditions required in previous research on non-parametric MAP estimates. Second, the result analytically justifies existing uses of the MAP estimate in finite but high dimensional discretizations of Bayesian inverse problems with the considered Besov priors.
van der Meer, Aize Franciscus; Touw, Daniël J; Marcus, Marco A E; Neef, Cornelis; Proost, Johannes H
2012-10-01
Observational data sets can be used for population pharmacokinetic (PK) modeling. However, these data sets are generally less precisely recorded than experimental data sets. This article aims to investigate the influence of erroneous records on population PK modeling and individual maximum a posteriori Bayesian (MAPB) estimation. A total of 1123 patient records of neonates who were administered vancomycin were used for population PK modeling by iterative 2-stage Bayesian (ITSB) analysis. Cut-off values for weighted residuals were tested for exclusion of records from the analysis. A simulation study was performed to assess the influence of erroneous records on population modeling and individual MAPB estimation. Also the cut-off values for weighted residuals were tested in the simulation study. Errors in registration have limited the influence on outcomes of population PK modeling but can have detrimental effects on individual MAPB estimation. A population PK model created from a data set with many registration errors has little influence on subsequent MAPB estimates for precisely recorded data. A weighted residual value of 2 for concentration measurements has good discriminative power for identification of erroneous records. ITSB analysis and its individual estimates are hardly affected by most registration errors. Large registration errors can be detected by weighted residuals of concentration.
A Hierarchical Bayesian Model for Calibrating Estimates of Species Divergence Times
Heath, Tracy A.
2012-01-01
In Bayesian divergence time estimation methods, incorporating calibrating information from the fossil record is commonly done by assigning prior densities to ancestral nodes in the tree. Calibration prior densities are typically parametric distributions offset by minimum age estimates provided by the fossil record. Specification of the parameters of calibration densities requires the user to quantify his or her prior knowledge of the age of the ancestral node relative to the age of its calibrating fossil. The values of these parameters can, potentially, result in biased estimates of node ages if they lead to overly informative prior distributions. Accordingly, determining parameter values that lead to adequate prior densities is not straightforward. In this study, I present a hierarchical Bayesian model for calibrating divergence time analyses with multiple fossil age constraints. This approach applies a Dirichlet process prior as a hyperprior on the parameters of calibration prior densities. Specifically, this model assumes that the rate parameters of exponential prior distributions on calibrated nodes are distributed according to a Dirichlet process, whereby the rate parameters are clustered into distinct parameter categories. Both simulated and biological data are analyzed to evaluate the performance of the Dirichlet process hyperprior. Compared with fixed exponential prior densities, the hierarchical Bayesian approach results in more accurate and precise estimates of internal node ages. When this hyperprior is applied using Markov chain Monte Carlo methods, the ages of calibrated nodes are sampled from mixtures of exponential distributions and uncertainty in the values of calibration density parameters is taken into account. PMID:22334343
Bayesian effect estimation accounting for adjustment uncertainty.
Wang, Chi; Parmigiani, Giovanni; Dominici, Francesca
2012-09-01
Model-based estimation of the effect of an exposure on an outcome is generally sensitive to the choice of which confounding factors are included in the model. We propose a new approach, which we call Bayesian adjustment for confounding (BAC), to estimate the effect of an exposure of interest on the outcome, while accounting for the uncertainty in the choice of confounders. Our approach is based on specifying two models: (1) the outcome as a function of the exposure and the potential confounders (the outcome model); and (2) the exposure as a function of the potential confounders (the exposure model). We consider Bayesian variable selection on both models and link the two by introducing a dependence parameter, ω, denoting the prior odds of including a predictor in the outcome model, given that the same predictor is in the exposure model. In the absence of dependence (ω= 1), BAC reduces to traditional Bayesian model averaging (BMA). In simulation studies, we show that BAC, with ω > 1, estimates the exposure effect with smaller bias than traditional BMA, and improved coverage. We, then, compare BAC, a recent approach of Crainiceanu, Dominici, and Parmigiani (2008, Biometrika 95, 635-651), and traditional BMA in a time series data set of hospital admissions, air pollution levels, and weather variables in Nassau, NY for the period 1999-2005. Using each approach, we estimate the short-term effects of on emergency admissions for cardiovascular diseases, accounting for confounding. This application illustrates the potentially significant pitfalls of misusing variable selection methods in the context of adjustment uncertainty. © 2012, The International Biometric Society.
Evaluating Variability and Uncertainty of Geological Strength Index at a Specific Site
NASA Astrophysics Data System (ADS)
Wang, Yu; Aladejare, Adeyemi Emman
2016-09-01
Geological Strength Index (GSI) is an important parameter for estimating rock mass properties. GSI can be estimated from quantitative GSI chart, as an alternative to the direct observational method which requires vast geological experience of rock. GSI chart was developed from past observations and engineering experience, with either empiricism or some theoretical simplifications. The GSI chart thereby contains model uncertainty which arises from its development. The presence of such model uncertainty affects the GSI estimated from GSI chart at a specific site; it is, therefore, imperative to quantify and incorporate the model uncertainty during GSI estimation from the GSI chart. A major challenge for quantifying the GSI chart model uncertainty is a lack of the original datasets that have been used to develop the GSI chart, since the GSI chart was developed from past experience without referring to specific datasets. This paper intends to tackle this problem by developing a Bayesian approach for quantifying the model uncertainty in GSI chart when using it to estimate GSI at a specific site. The model uncertainty in the GSI chart and the inherent spatial variability in GSI are modeled explicitly in the Bayesian approach. The Bayesian approach generates equivalent samples of GSI from the integrated knowledge of GSI chart, prior knowledge and observation data available from site investigation. Equations are derived for the Bayesian approach, and the proposed approach is illustrated using data from a drill and blast tunnel project. The proposed approach effectively tackles the problem of how to quantify the model uncertainty that arises from using GSI chart for characterization of site-specific GSI in a transparent manner.
Bayesian Image Segmentations by Potts Prior and Loopy Belief Propagation
NASA Astrophysics Data System (ADS)
Tanaka, Kazuyuki; Kataoka, Shun; Yasuda, Muneki; Waizumi, Yuji; Hsu, Chiou-Ting
2014-12-01
This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loopy belief propagation. In addition, we compare our conditional maximum entropy framework with the conventional maximum likelihood framework, and also clarify how the first order phase transitions in loopy belief propagations for Potts models influence our hyperparameter estimation procedures.
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.
Strelioff, Christopher C; Crutchfield, James P; Hübler, Alfred W
2007-07-01
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer kth order Markov chains, for arbitrary k , from finite data by applying Bayesian methods to both parameter estimation and model-order selection. Extending existing results for multinomial models of discrete data, we connect inference to statistical mechanics through information-theoretic (type theory) techniques. We establish a direct relationship between Bayesian evidence and the partition function which allows for straightforward calculation of the expectation and variance of the conditional relative entropy and the source entropy rate. Finally, we introduce a method that uses finite data-size scaling with model-order comparison to infer the structure of out-of-class processes.
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
Grid-search Moment Tensor Estimation: Implementation and CTBT-related Application
NASA Astrophysics Data System (ADS)
Stachnik, J. C.; Baker, B. I.; Rozhkov, M.; Friberg, P. A.; Leifer, J. M.
2017-12-01
This abstract presents a review work related to moment tensor estimation for Expert Technical Analysis at the Comprehensive Test Ban Treaty Organization. In this context of event characterization, estimation of key source parameters provide important insights into the nature of failure in the earth. For example, if the recovered source parameters are indicative of a shallow source with large isotropic component then one conclusion is that it is a human-triggered explosive event. However, an important follow-up question in this application is - does an alternative hypothesis like a deeper source with a large double couple component explain the data approximately as well as the best solution? Here we address the issue of both finding a most likely source and assessing its uncertainty. Using the uniform moment tensor discretization of Tape and Tape (2015) we exhaustively interrogate and tabulate the source eigenvalue distribution (i.e., the source characterization), tensor orientation, magnitude, and source depth. The benefit of the grid-search is that we can quantitatively assess the extent to which model parameters are resolved. This provides a valuable opportunity during the assessment phase to focus interpretation on source parameters that are well-resolved. Another benefit of the grid-search is that it proves to be a flexible framework where different pieces of information can be easily incorporated. To this end, this work is particularly interested in fitting teleseismic body waves and regional surface waves as well as incorporating teleseismic first motions when available. Being that the moment tensor search methodology is well-established we primarily focus on the implementation and application. We present a highly scalable strategy for systematically inspecting the entire model parameter space. We then focus on application to regional and teleseismic data recorded during a handful of natural and anthropogenic events, report on the grid-search optimum, and discuss the resolution of interesting and/or important recovered source properties.
Isovector and isoscalar tensor charges of the nucleon from lattice QCD
Bhattacharya, Tanmoy; Cirigliano, Vincenzo; Cohen, Saul D.; ...
2015-11-01
Here, we present results for the isovector and flavor diagonal tensor charges g u–d T, g u T, g d T, and g s T needed to probe novel tensor interactions at the TeV scale in neutron and nuclear β-decays and the contribution of the quark electric dipole moment (EDM) to the neutron EDM. The lattice QCD calculations were done using nine ensembles of gauge configurations generated by the MILC collaboration using the HISQ action with 2+1+1 dynamical flavors. These ensembles span three lattice spacings a ≈ 0.06, 0.09 and 0.12 fm and three quark masses corresponding to the pionmore » masses M π ≈ 130, 220 and 310 MeV. Using estimates from these ensembles, we quantify all systematic uncertainties and perform a simultaneous extrapolation in the lattice spacing, volume and light quark masses for the connected contributions. The final estimates of the connected nucleon (proton) tensor charge for the isovector combination is g u–d T = 1.020(76) in the MS¯ scheme at 2 GeV. The additional disconnected quark loop contributions needed for the flavor-diagonal matrix elements are calculated using a stochastic estimator employing the truncated solver method with the all-mode-averaging technique. We find that the size of the disconnected contribution is smaller than the statistical error in the connected contribution. This allows us to bound the disconnected contribution and include it as an additional uncertainty in the flavor-diagonal charges. After a continuum extrapolation, we find g u T = 0.774(66), g d T = –0.233(28) and g u+d T = 0.541(67). The strangeness tensor charge, that can make a significant contribution to the neutron EDM due to the large ratio m s/m u,d, is g s T = 0.008(9) in the continuum limit.« less
USDA-ARS?s Scientific Manuscript database
Data assimilation and regression are two commonly used methods for predicting agricultural yield from remote sensing observations. Data assimilation is a generative approach because it requires explicit approximations of the Bayesian prior and likelihood to compute the probability density function...
Fitting Residual Error Structures for Growth Models in SAS PROC MCMC
ERIC Educational Resources Information Center
McNeish, Daniel
2017-01-01
In behavioral sciences broadly, estimating growth models with Bayesian methods is becoming increasingly common, especially to combat small samples common with longitudinal data. Although Mplus is becoming an increasingly common program for applied research employing Bayesian methods, the limited selection of prior distributions for the elements of…
Bayesian Estimation of the DINA Model with Gibbs Sampling
ERIC Educational Resources Information Center
Culpepper, Steven Andrew
2015-01-01
A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…
Bayesian parameter estimation for nonlinear modelling of biological pathways.
Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang
2011-01-01
The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.
Liu, Xiaozheng; Yuan, Zhenming; Guo, Zhongwei; Xu, Dongrong
2015-05-01
Diffusion tensor imaging is widely used for studying neural fiber trajectories in white matter and for quantifying changes in tissue using diffusion properties at each voxel in the brain. To better model the nature of crossing fibers within complex architectures, rather than using a simplified tensor model that assumes only a single fiber direction at each image voxel, a model mixing multiple diffusion tensors is used to profile diffusion signals from high angular resolution diffusion imaging (HARDI) data. Based on the HARDI signal and a multiple tensors model, spherical deconvolution methods have been developed to overcome the limitations of the diffusion tensor model when resolving crossing fibers. The Richardson-Lucy algorithm is a popular spherical deconvolution method used in previous work. However, it is based on a Gaussian distribution, while HARDI data are always very noisy, and the distribution of HARDI data follows a Rician distribution. This current work aims to present a novel solution to address these issues. By simultaneously considering both the Rician bias and neighbor correlation in HARDI data, the authors propose a localized Richardson-Lucy (LRL) algorithm to estimate fiber orientations for HARDI data. The proposed method can simultaneously reduce noise and correct the Rician bias. Mean angular error (MAE) between the estimated Fiber orientation distribution (FOD) field and the reference FOD field was computed to examine whether the proposed LRL algorithm offered any advantage over the conventional RL algorithm at various levels of noise. Normalized mean squared error (NMSE) was also computed to measure the similarity between the true FOD field and the estimated FOD filed. For MAE comparisons, the proposed LRL approach obtained the best results in most of the cases at different levels of SNR and b-values. For NMSE comparisons, the proposed LRL approach obtained the best results in most of the cases at b-value = 3000 s/mm(2), which is the recommended schema for HARDI data acquisition. In addition, the FOD fields estimated by the proposed LRL approach in regions of fiber crossing regions using real data sets also showed similar fiber structures which agreed with common acknowledge in these regions. The novel spherical deconvolution method for improved accuracy in investigating crossing fibers can simultaneously reduce noise and correct Rician bias. With the noise smoothed and bias corrected, this algorithm is especially suitable for estimation of fiber orientations in HARDI data. Experimental results using both synthetic and real imaging data demonstrated the success and effectiveness of the proposed LRL algorithm.
Uncertainty estimation of Intensity-Duration-Frequency relationships: A regional analysis
NASA Astrophysics Data System (ADS)
Mélèse, Victor; Blanchet, Juliette; Molinié, Gilles
2018-03-01
We propose in this article a regional study of uncertainties in IDF curves derived from point-rainfall maxima. We develop two generalized extreme value models based on the simple scaling assumption, first in the frequentist framework and second in the Bayesian framework. Within the frequentist framework, uncertainties are obtained i) from the Gaussian density stemming from the asymptotic normality theorem of the maximum likelihood and ii) with a bootstrap procedure. Within the Bayesian framework, uncertainties are obtained from the posterior densities. We confront these two frameworks on the same database covering a large region of 100, 000 km2 in southern France with contrasted rainfall regime, in order to be able to draw conclusion that are not specific to the data. The two frameworks are applied to 405 hourly stations with data back to the 1980's, accumulated in the range 3 h-120 h. We show that i) the Bayesian framework is more robust than the frequentist one to the starting point of the estimation procedure, ii) the posterior and the bootstrap densities are able to better adjust uncertainty estimation to the data than the Gaussian density, and iii) the bootstrap density give unreasonable confidence intervals, in particular for return levels associated to large return period. Therefore our recommendation goes towards the use of the Bayesian framework to compute uncertainty.
Holm Hansen, Christian; Warner, Pamela; Parker, Richard A; Walker, Brian R; Critchley, Hilary Od; Weir, Christopher J
2017-12-01
It is often unclear what specific adaptive trial design features lead to an efficient design which is also feasible to implement. This article describes the preparatory simulation study for a Bayesian response-adaptive dose-finding trial design. Dexamethasone for Excessive Menstruation aims to assess the efficacy of Dexamethasone in reducing excessive menstrual bleeding and to determine the best dose for further study. To maximise learning about the dose response, patients receive placebo or an active dose with randomisation probabilities adapting based on evidence from patients already recruited. The dose-response relationship is estimated using a flexible Bayesian Normal Dynamic Linear Model. Several competing design options were considered including: number of doses, proportion assigned to placebo, adaptation criterion, and number and timing of adaptations. We performed a fractional factorial study using SAS software to simulate virtual trial data for candidate adaptive designs under a variety of scenarios and to invoke WinBUGS for Bayesian model estimation. We analysed the simulated trial results using Normal linear models to estimate the effects of each design feature on empirical type I error and statistical power. Our readily-implemented approach using widely available statistical software identified a final design which performed robustly across a range of potential trial scenarios.
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.
Accelerated High-Dimensional MR Imaging with Sparse Sampling Using Low-Rank Tensors
He, Jingfei; Liu, Qiegen; Christodoulou, Anthony G.; Ma, Chao; Lam, Fan
2017-01-01
High-dimensional MR imaging often requires long data acquisition time, thereby limiting its practical applications. This paper presents a low-rank tensor based method for accelerated high-dimensional MR imaging using sparse sampling. This method represents high-dimensional images as low-rank tensors (or partially separable functions) and uses this mathematical structure for sparse sampling of the data space and for image reconstruction from highly undersampled data. More specifically, the proposed method acquires two datasets with complementary sampling patterns, one for subspace estimation and the other for image reconstruction; image reconstruction from highly undersampled data is accomplished by fitting the measured data with a sparsity constraint on the core tensor and a group sparsity constraint on the spatial coefficients jointly using the alternating direction method of multipliers. The usefulness of the proposed method is demonstrated in MRI applications; it may also have applications beyond MRI. PMID:27093543
A cautionary note on Bayesian estimation of population size by removal sampling with diffuse priors.
Bord, Séverine; Bioche, Christèle; Druilhet, Pierre
2018-05-01
We consider the problem of estimating a population size by removal sampling when the sampling rate is unknown. Bayesian methods are now widespread and allow to include prior knowledge in the analysis. However, we show that Bayes estimates based on default improper priors lead to improper posteriors or infinite estimates. Similarly, weakly informative priors give unstable estimators that are sensitive to the choice of hyperparameters. By examining the likelihood, we show that population size estimates can be stabilized by penalizing small values of the sampling rate or large value of the population size. Based on theoretical results and simulation studies, we propose some recommendations on the choice of the prior. Then, we applied our results to real datasets. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
W-phase estimation of first-order rupture distribution for megathrust earthquakes
NASA Astrophysics Data System (ADS)
Benavente, Roberto; Cummins, Phil; Dettmer, Jan
2014-05-01
Estimating the rupture pattern for large earthquakes during the first hour after the origin time can be crucial for rapid impact assessment and tsunami warning. However, the estimation of coseismic slip distribution models generally involves complex methodologies that are difficult to implement rapidly. Further, while model parameter uncertainty can be crucial for meaningful estimation, they are often ignored. In this work we develop a finite fault inversion for megathrust earthquakes which rapidly generates good first order estimates and uncertainties of spatial slip distributions. The algorithm uses W-phase waveforms and a linear automated regularization approach to invert for rupture models of some recent megathrust earthquakes. The W phase is a long period (100-1000 s) wave which arrives together with the P wave. Because it is fast, has small amplitude and a long-period character, the W phase is regularly used to estimate point source moment tensors by the NEIC and PTWC, among others, within an hour of earthquake occurrence. We use W-phase waveforms processed in a manner similar to that used for such point-source solutions. The inversion makes use of 3 component W-phase records retrieved from the Global Seismic Network. The inverse problem is formulated by a multiple time window method, resulting in a linear over-parametrized problem. The over-parametrization is addressed by Tikhonov regularization and regularization parameters are chosen according to the discrepancy principle by grid search. Noise on the data is addressed by estimating the data covariance matrix from data residuals. The matrix is obtained by starting with an a priori covariance matrix and then iteratively updating the matrix based on the residual errors of consecutive inversions. Then, a covariance matrix for the parameters is computed using a Bayesian approach. The application of this approach to recent megathrust earthquakes produces models which capture the most significant features of their slip distributions. Also, reliable solutions are generally obtained with data in a 30-minute window following the origin time, suggesting that a real-time system could obtain solutions in less than one hour following the origin time.
Bayesian estimation of self-similarity exponent
NASA Astrophysics Data System (ADS)
Makarava, Natallia; Benmehdi, Sabah; Holschneider, Matthias
2011-08-01
In this study we propose a Bayesian approach to the estimation of the Hurst exponent in terms of linear mixed models. Even for unevenly sampled signals and signals with gaps, our method is applicable. We test our method by using artificial fractional Brownian motion of different length and compare it with the detrended fluctuation analysis technique. The estimation of the Hurst exponent of a Rosenblatt process is shown as an example of an H-self-similar process with non-Gaussian dimensional distribution. Additionally, we perform an analysis with real data, the Dow-Jones Industrial Average closing values, and analyze its temporal variation of the Hurst exponent.
Peressutti, Devis; Penney, Graeme P; Housden, R James; Kolbitsch, Christoph; Gomez, Alberto; Rijkhorst, Erik-Jan; Barratt, Dean C; Rhode, Kawal S; King, Andrew P
2013-05-01
In image-guided cardiac interventions, respiratory motion causes misalignments between the pre-procedure roadmap of the heart used for guidance and the intra-procedure position of the heart, reducing the accuracy of the guidance information and leading to potentially dangerous consequences. We propose a novel technique for motion-correcting the pre-procedural information that combines a probabilistic MRI-derived affine motion model with intra-procedure real-time 3D echocardiography (echo) images in a Bayesian framework. The probabilistic model incorporates a measure of confidence in its motion estimates which enables resolution of the potentially conflicting information supplied by the model and the echo data. Unlike models proposed so far, our method allows the final motion estimate to deviate from the model-produced estimate according to the information provided by the echo images, so adapting to the complex variability of respiratory motion. The proposed method is evaluated using gold-standard MRI-derived motion fields and simulated 3D echo data for nine volunteers and real 3D live echo images for four volunteers. The Bayesian method is compared to 5 other motion estimation techniques and results show mean/max improvements in estimation accuracy of 10.6%/18.9% for simulated echo images and 20.8%/41.5% for real 3D live echo data, over the best comparative estimation method. Copyright © 2013 Elsevier B.V. All rights reserved.
Seamless Warping of Diffusion Tensor Fields
Hao, Xuejun; Bansal, Ravi; Plessen, Kerstin J.; Peterson, Bradley S.
2008-01-01
To warp diffusion tensor fields accurately, tensors must be reoriented in the space to which the tensors are warped based on both the local deformation field and the orientation of the underlying fibers in the original image. Existing algorithms for warping tensors typically use forward mapping deformations in an attempt to ensure that the local deformations in the warped image remains true to the orientation of the underlying fibers; forward mapping, however, can also create “seams” or gaps and consequently artifacts in the warped image by failing to define accurately the voxels in the template space where the magnitude of the deformation is large (e.g., |Jacobian| > 1). Backward mapping, in contrast, defines voxels in the template space by mapping them back to locations in the original imaging space. Backward mapping allows every voxel in the template space to be defined without the creation of seams, including voxels in which the deformation is extensive. Backward mapping, however, cannot reorient tensors in the template space because information about the directional orientation of fiber tracts is contained in the original, unwarped imaging space only, and backward mapping alone cannot transfer that information to the template space. To combine the advantages of forward and backward mapping, we propose a novel method for the spatial normalization of diffusion tensor (DT) fields that uses a bijection (a bidirectional mapping with one-to-one correspondences between image spaces) to warp DT datasets seamlessly from one imaging space to another. Once the bijection has been achieved and tensors have been correctly relocated to the template space, we can appropriately reorient tensors in the template space using a warping method based on Procrustean estimation. PMID:18334425
On the origin independence of the Verdet tensor†
NASA Astrophysics Data System (ADS)
Caputo, M. C.; Coriani, S.; Pelloni, S.; Lazzeretti, P.
2013-07-01
The condition for invariance under a translation of the coordinate system of the Verdet tensor and the Verdet constant, calculated via quantum chemical methods using gaugeless basis sets, is expressed by a vanishing sum rule involving a third-rank polar tensor. The sum rule is, in principle, satisfied only in the ideal case of optimal variational electronic wavefunctions. In general, it is not fulfilled in non-variational calculations and variational calculations allowing for the algebraic approximation, but it can be satisfied for reasons of molecular symmetry. Group-theoretical procedures have been used to determine (i) the total number of non-vanishing components and (ii) the unique components of both the polar tensor appearing in the sum rule and the axial Verdet tensor, for a series of symmetry groups. Test calculations at the random-phase approximation level of accuracy for water, hydrogen peroxide and ammonia molecules, using basis sets of increasing quality, show a smooth convergence to zero of the sum rule. Verdet tensor components calculated for the same molecules converge to limit values, estimated via large basis sets of gaugeless Gaussian functions and London orbitals.
Van der Kelen, Christophe; Göransson, Peter
2013-12-01
The flow resistivity tensor, which is the inverse of the viscous permeability tensor, is one of the most important material properties for the acoustic performance of porous materials used in acoustic treatments. Due to the manufacturing processes involved, these porous materials are most often geometrically anisotropic on a microscopic scale, and for demanding applications, there is a need for improved characterization methods. This paper discusses recent refinements of a method for the identification of the anisotropic flow resistivity tensor. The inverse estimation is verified for three fictitious materials with different degrees of anisotropy. Measurements are performed on nine glass wool samples and seven melamine foam samples, and the anisotropic flow resistivity tensors obtained are validated by comparison to measurements performed on uni-directional cylindrical samples, extracted from the same, previously measured cubic samples. The variability of flow resistivity in the batch of material from which the glass wool is extracted is discussed. The results for the melamine foam suggest that there is a relation between the direction of highest flow resistivity, and the rise direction of the material.
A Bayesian approach for parameter estimation and prediction using a computationally intensive model
Higdon, Dave; McDonnell, Jordan D.; Schunck, Nicolas; ...
2015-02-05
Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based modelmore » $$\\eta (\\theta )$$, where θ denotes the uncertain, best input setting. Hence the statistical model is of the form $$y=\\eta (\\theta )+\\epsilon ,$$ where $$\\epsilon $$ accounts for measurement, and possibly other, error sources. When nonlinearity is present in $$\\eta (\\cdot )$$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model $$\\eta (\\cdot )$$. This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. Lastly, we also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.« less
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.
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.
Spertus, Jacob V; Normand, Sharon-Lise T
2018-04-23
High-dimensional data provide many potential confounders that may bolster the plausibility of the ignorability assumption in causal inference problems. Propensity score methods are powerful causal inference tools, which are popular in health care research and are particularly useful for high-dimensional data. Recent interest has surrounded a Bayesian treatment of propensity scores in order to flexibly model the treatment assignment mechanism and summarize posterior quantities while incorporating variance from the treatment model. We discuss methods for Bayesian propensity score analysis of binary treatments, focusing on modern methods for high-dimensional Bayesian regression and the propagation of uncertainty. We introduce a novel and simple estimator for the average treatment effect that capitalizes on conjugacy of the beta and binomial distributions. Through simulations, we show the utility of horseshoe priors and Bayesian additive regression trees paired with our new estimator, while demonstrating the importance of including variance from the treatment regression model. An application to cardiac stent data with almost 500 confounders and 9000 patients illustrates approaches and facilitates comparison with existing alternatives. As measured by a falsifiability endpoint, we improved confounder adjustment compared with past observational research of the same problem. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Improving chemical species tomography of turbulent flows using covariance estimation.
Grauer, Samuel J; Hadwin, Paul J; Daun, Kyle J
2017-05-01
Chemical species tomography (CST) experiments can be divided into limited-data and full-rank cases. Both require solving ill-posed inverse problems, and thus the measurement data must be supplemented with prior information to carry out reconstructions. The Bayesian framework formalizes the role of additive information, expressed as the mean and covariance of a joint-normal prior probability density function. We present techniques for estimating the spatial covariance of a flow under limited-data and full-rank conditions. Our results show that incorporating a covariance estimate into CST reconstruction via a Bayesian prior increases the accuracy of instantaneous estimates. Improvements are especially dramatic in real-time limited-data CST, which is directly applicable to many industrially relevant experiments.
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.
Ultrasound elastic tensor imaging: comparison with MR diffusion tensor imaging in the myocardium
NASA Astrophysics Data System (ADS)
Lee, Wei-Ning; Larrat, Benoît; Pernot, Mathieu; Tanter, Mickaël
2012-08-01
We have previously proven the feasibility of ultrasound-based shear wave imaging (SWI) to non-invasively characterize myocardial fiber orientation in both in vitro porcine and in vivo ovine hearts. The SWI-estimated results were in good correlation with histology. In this study, we proposed a new and robust fiber angle estimation method through a tensor-based approach for SWI, coined together as elastic tensor imaging (ETI), and compared it with magnetic resonance diffusion tensor imaging (DTI), a current gold standard and extensively reported non-invasive imaging technique for mapping fiber architecture. Fresh porcine (n = 5) and ovine (n = 5) myocardial samples (20 × 20 × 30 mm3) were studied. ETI was firstly performed to generate shear waves and to acquire the wave events at ultrafast frame rate (8000 fps). A 2.8 MHz phased array probe (pitch = 0.28 mm), connected to a prototype ultrasound scanner, was mounted on a customized MRI-compatible rotation device, which allowed both the rotation of the probe from -90° to 90° at 5° increments and co-registration between two imaging modalities. Transmural shear wave speed at all propagation directions realized was firstly estimated. The fiber angles were determined from the shear wave speed map using the least-squares method and eigen decomposition. The test myocardial sample together with the rotation device was then placed inside a 7T MRI scanner. Diffusion was encoded in six directions. A total of 270 diffusion-weighted images (b = 1000 s mm-2, FOV = 30 mm, matrix size = 60 × 64, TR = 6 s, TE = 19 ms, 24 averages) and 45 B0 images were acquired in 14 h 30 min. The fiber structure was analyzed by the fiber-tracking module in software, MedINRIA. The fiber orientation in the overlapped myocardial region which both ETI and DTI accessed was therefore compared, thanks to the co-registered imaging system. Results from all ten samples showed good correlation (r2 = 0.81, p < 0.0001) and good agreement (3.05° bias) between ETI and DTI fiber angle estimates. The average ETI-estimated fractional anisotropy (FA) values decreased from subendocardium to subepicardium (p < 0.05, unpaired, one-tailed t-test, N = 10) by 33%, whereas the corresponding DTI-estimated FA values presented a change of -10% (p > 0.05, unpaired, one-tailed t-test, N = 10). In conclusion, we have demonstrated that the fiber orientation estimated by ETI, which assesses the shear wave speed (and thus the stiffness), was comparable to that measured by DTI, which evaluates the preferred direction of water diffusion, and have validated this concept within the myocardium. Moreover, ETI was shown capable of mapping the transmural fiber angles with as few as seven shear wave propagation directions.
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.
Measuring Learning Progressions Using Bayesian Modeling in Complex Assessments
ERIC Educational Resources Information Center
Rutstein, Daisy Wise
2012-01-01
This research examines issues regarding model estimation and robustness in the use of Bayesian Inference Networks (BINs) for measuring Learning Progressions (LPs). It provides background information on LPs and how they might be used in practice. Two simulation studies are performed, along with real data examples. The first study examines the case…
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
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…
Bayesian Estimation of the Logistic Positive Exponent IRT Model
ERIC Educational Resources Information Center
Bolfarine, Heleno; Bazan, Jorge Luis
2010-01-01
A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric…
Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models
ERIC Educational Resources Information Center
Price, Larry R.
2012-01-01
The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…
ERIC Educational Resources Information Center
Abayomi, Kobi; Pizarro, Gonzalo
2013-01-01
We offer a straightforward framework for measurement of progress, across many dimensions, using cross-national social indices, which we classify as linear combinations of multivariate country level data onto a univariate score. We suggest a Bayesian approach which yields probabilistic (confidence type) intervals for the point estimates of country…
Multiscale Bayesian neural networks for soil water content estimation
NASA Astrophysics Data System (ADS)
Jana, Raghavendra B.; Mohanty, Binayak P.; Springer, Everett P.
2008-08-01
Artificial neural networks (ANN) have been used for some time now to estimate soil hydraulic parameters from other available or more easily measurable soil properties. However, most such uses of ANNs as pedotransfer functions (PTFs) have been at matching spatial scales (1:1) of inputs and outputs. This approach assumes that the outputs are only required at the same scale as the input data. Unfortunately, this is rarely true. Different hydrologic, hydroclimatic, and contaminant transport models require soil hydraulic parameter data at different spatial scales, depending upon their grid sizes. While conventional (deterministic) ANNs have been traditionally used in these studies, the use of Bayesian training of ANNs is a more recent development. In this paper, we develop a Bayesian framework to derive soil water retention function including its uncertainty at the point or local scale using PTFs trained with coarser-scale Soil Survey Geographic (SSURGO)-based soil data. The approach includes an ANN trained with Bayesian techniques as a PTF tool with training and validation data collected across spatial extents (scales) in two different regions in the United States. The two study areas include the Las Cruces Trench site in the Rio Grande basin of New Mexico, and the Southern Great Plains 1997 (SGP97) hydrology experimental region in Oklahoma. Each region-specific Bayesian ANN is trained using soil texture and bulk density data from the SSURGO database (scale 1:24,000), and predictions of the soil water contents at different pressure heads with point scale data (1:1) inputs are made. The resulting outputs are corrected for bias using both linear and nonlinear correction techniques. The results show good agreement between the soil water content values measured at the point scale and those predicted by the Bayesian ANN-based PTFs for both the study sites. Overall, Bayesian ANNs coupled with nonlinear bias correction are found to be very suitable tools for deriving soil hydraulic parameters at the local/fine scale from soil physical properties at coarser-scale and across different spatial extents. This approach could potentially be used for soil hydraulic properties estimation and downscaling.
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
A Bayesian approach to the statistical analysis of device preference studies.
Fu, Haoda; Qu, Yongming; Zhu, Baojin; Huster, William
2012-01-01
Drug delivery devices are required to have excellent technical specifications to deliver drugs accurately, and in addition, the devices should provide a satisfactory experience to patients because this can have a direct effect on drug compliance. To compare patients' experience with two devices, cross-over studies with patient-reported outcomes (PRO) as response variables are often used. Because of the strength of cross-over designs, each subject can directly compare the two devices by using the PRO variables, and variables indicating preference (preferring A, preferring B, or no preference) can be easily derived. Traditionally, methods based on frequentist statistics can be used to analyze such preference data, but there are some limitations for the frequentist methods. Recently, Bayesian methods are considered an acceptable method by the US Food and Drug Administration to design and analyze device studies. In this paper, we propose a Bayesian statistical method to analyze the data from preference trials. We demonstrate that the new Bayesian estimator enjoys some optimal properties versus the frequentist estimator. Copyright © 2012 John Wiley & Sons, Ltd.
Bayesian analysis of the flutter margin method in aeroelasticity
Khalil, Mohammad; Poirel, Dominique; Sarkar, Abhijit
2016-08-27
A Bayesian statistical framework is presented for Zimmerman and Weissenburger flutter margin method which considers the uncertainties in aeroelastic modal parameters. The proposed methodology overcomes the limitations of the previously developed least-square based estimation technique which relies on the Gaussian approximation of the flutter margin probability density function (pdf). Using the measured free-decay responses at subcritical (preflutter) airspeeds, the joint non-Gaussain posterior pdf of the modal parameters is sampled using the Metropolis–Hastings (MH) Markov chain Monte Carlo (MCMC) algorithm. The posterior MCMC samples of the modal parameters are then used to obtain the flutter margin pdfs and finally the fluttermore » speed pdf. The usefulness of the Bayesian flutter margin method is demonstrated using synthetic data generated from a two-degree-of-freedom pitch-plunge aeroelastic model. The robustness of the statistical framework is demonstrated using different sets of measurement data. In conclusion, it will be shown that the probabilistic (Bayesian) approach reduces the number of test points required in providing a flutter speed estimate for a given accuracy and precision.« less
Bayesian stock assessment of Pacific herring in Prince William Sound, Alaska.
Muradian, Melissa L; Branch, Trevor A; Moffitt, Steven D; Hulson, Peter-John F
2017-01-01
The Pacific herring (Clupea pallasii) population in Prince William Sound, Alaska crashed in 1993 and has yet to recover, affecting food web dynamics in the Sound and impacting Alaskan communities. To help researchers design and implement the most effective monitoring, management, and recovery programs, a Bayesian assessment of Prince William Sound herring was developed by reformulating the current model used by the Alaska Department of Fish and Game. The Bayesian model estimated pre-fishery spawning biomass of herring age-3 and older in 2013 to be a median of 19,410 mt (95% credibility interval 12,150-31,740 mt), with a 54% probability that biomass in 2013 was below the management limit used to regulate fisheries in Prince William Sound. The main advantages of the Bayesian model are that it can more objectively weight different datasets and provide estimates of uncertainty for model parameters and outputs, unlike the weighted sum-of-squares used in the original model. In addition, the revised model could be used to manage herring stocks with a decision rule that considers both stock status and the uncertainty in stock status.
Bayesian stock assessment of Pacific herring in Prince William Sound, Alaska
Moffitt, Steven D.; Hulson, Peter-John F.
2017-01-01
The Pacific herring (Clupea pallasii) population in Prince William Sound, Alaska crashed in 1993 and has yet to recover, affecting food web dynamics in the Sound and impacting Alaskan communities. To help researchers design and implement the most effective monitoring, management, and recovery programs, a Bayesian assessment of Prince William Sound herring was developed by reformulating the current model used by the Alaska Department of Fish and Game. The Bayesian model estimated pre-fishery spawning biomass of herring age-3 and older in 2013 to be a median of 19,410 mt (95% credibility interval 12,150–31,740 mt), with a 54% probability that biomass in 2013 was below the management limit used to regulate fisheries in Prince William Sound. The main advantages of the Bayesian model are that it can more objectively weight different datasets and provide estimates of uncertainty for model parameters and outputs, unlike the weighted sum-of-squares used in the original model. In addition, the revised model could be used to manage herring stocks with a decision rule that considers both stock status and the uncertainty in stock status. PMID:28222151
NASA Astrophysics Data System (ADS)
Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel
2016-04-01
Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.
Dahabreh, Issa J; Trikalinos, Thomas A; Lau, Joseph; Schmid, Christopher H
2017-03-01
To compare statistical methods for meta-analysis of sensitivity and specificity of medical tests (e.g., diagnostic or screening tests). We constructed a database of PubMed-indexed meta-analyses of test performance from which 2 × 2 tables for each included study could be extracted. We reanalyzed the data using univariate and bivariate random effects models fit with inverse variance and maximum likelihood methods. Analyses were performed using both normal and binomial likelihoods to describe within-study variability. The bivariate model using the binomial likelihood was also fit using a fully Bayesian approach. We use two worked examples-thoracic computerized tomography to detect aortic injury and rapid prescreening of Papanicolaou smears to detect cytological abnormalities-to highlight that different meta-analysis approaches can produce different results. We also present results from reanalysis of 308 meta-analyses of sensitivity and specificity. Models using the normal approximation produced sensitivity and specificity estimates closer to 50% and smaller standard errors compared to models using the binomial likelihood; absolute differences of 5% or greater were observed in 12% and 5% of meta-analyses for sensitivity and specificity, respectively. Results from univariate and bivariate random effects models were similar, regardless of estimation method. Maximum likelihood and Bayesian methods produced almost identical summary estimates under the bivariate model; however, Bayesian analyses indicated greater uncertainty around those estimates. Bivariate models produced imprecise estimates of the between-study correlation of sensitivity and specificity. Differences between methods were larger with increasing proportion of studies that were small or required a continuity correction. The binomial likelihood should be used to model within-study variability. Univariate and bivariate models give similar estimates of the marginal distributions for sensitivity and specificity. Bayesian methods fully quantify uncertainty and their ability to incorporate external evidence may be useful for imprecisely estimated parameters. Copyright © 2017 Elsevier Inc. All rights reserved.
Kwon, Deukwoo; Reis, Isildinha M
2015-08-12
When conducting a meta-analysis of a continuous outcome, estimated means and standard deviations from the selected studies are required in order to obtain an overall estimate of the mean effect and its confidence interval. If these quantities are not directly reported in the publications, they must be estimated from other reported summary statistics, such as the median, the minimum, the maximum, and quartiles. We propose a simulation-based estimation approach using the Approximate Bayesian Computation (ABC) technique for estimating mean and standard deviation based on various sets of summary statistics found in published studies. We conduct a simulation study to compare the proposed ABC method with the existing methods of Hozo et al. (2005), Bland (2015), and Wan et al. (2014). In the estimation of the standard deviation, our ABC method performs better than the other methods when data are generated from skewed or heavy-tailed distributions. The corresponding average relative error (ARE) approaches zero as sample size increases. In data generated from the normal distribution, our ABC performs well. However, the Wan et al. method is best for estimating standard deviation under normal distribution. In the estimation of the mean, our ABC method is best regardless of assumed distribution. ABC is a flexible method for estimating the study-specific mean and standard deviation for meta-analysis, especially with underlying skewed or heavy-tailed distributions. The ABC method can be applied using other reported summary statistics such as the posterior mean and 95 % credible interval when Bayesian analysis has been employed.
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.
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.
Depth inpainting by tensor voting.
Kulkarni, Mandar; Rajagopalan, Ambasamudram N
2013-06-01
Depth maps captured by range scanning devices or by using optical cameras often suffer from missing regions due to occlusions, reflectivity, limited scanning area, sensor imperfections, etc. In this paper, we propose a fast and reliable algorithm for depth map inpainting using the tensor voting (TV) framework. For less complex missing regions, local edge and depth information is utilized for synthesizing missing values. The depth variations are modeled by local planes using 3D TV, and missing values are estimated using plane equations. For large and complex missing regions, we collect and evaluate depth estimates from self-similar (training) datasets. We align the depth maps of the training set with the target (defective) depth map and evaluate the goodness of depth estimates among candidate values using 3D TV. We demonstrate the effectiveness of the proposed approaches on real as well as synthetic data.
Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model
ERIC Educational Resources Information Center
Lamsal, Sunil
2015-01-01
Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…
Source Detection with Bayesian Inference on ROSAT All-Sky Survey Data Sample
NASA Astrophysics Data System (ADS)
Guglielmetti, F.; Voges, W.; Fischer, R.; Boese, G.; Dose, V.
2004-07-01
We employ Bayesian inference for the joint estimation of sources and background on ROSAT All-Sky Survey (RASS) data. The probabilistic method allows for detection improvement of faint extended celestial sources compared to the Standard Analysis Software System (SASS). Background maps were estimated in a single step together with the detection of sources without pixel censoring. Consistent uncertainties of background and sources are provided. The source probability is evaluated for single pixels as well as for pixel domains to enhance source detection of weak and extended sources.
A Bayesian network model for predicting pregnancy after in vitro fertilization.
Corani, G; Magli, C; Giusti, A; Gianaroli, L; Gambardella, L M
2013-11-01
We present a Bayesian network model for predicting the outcome of in vitro fertilization (IVF). The problem is characterized by a particular missingness process; we propose a simple but effective averaging approach which improves parameter estimates compared to the traditional MAP estimation. We present results with generated data and the analysis of a real data set. Moreover, we assess by means of a simulation study the effectiveness of the model in supporting the selection of the embryos to be transferred. © 2013 Elsevier Ltd. All rights reserved.
2012-05-30
annealing-based or Bayesian sequential simulation approaches B. Dafflon1,2 and W. Barrash1 Received 13 May 2011; revised 12 March 2012; accepted 17 April 2012...the withheld porosity log are also withheld for this estimation process. For both cases we do this for two wells having locally variable stratigraphy ...borehole location is given at the bottom of each log comparison panel. For comparison with stratigraphy at the BHRS, contacts between Units 1 to 4
NASA Astrophysics Data System (ADS)
Rajaona, Harizo; Septier, François; Armand, Patrick; Delignon, Yves; Olry, Christophe; Albergel, Armand; Moussafir, Jacques
2015-12-01
In the eventuality of an accidental or intentional atmospheric release, the reconstruction of the source term using measurements from a set of sensors is an important and challenging inverse problem. A rapid and accurate estimation of the source allows faster and more efficient action for first-response teams, in addition to providing better damage assessment. This paper presents a Bayesian probabilistic approach to estimate the location and the temporal emission profile of a pointwise source. The release rate is evaluated analytically by using a Gaussian assumption on its prior distribution, and is enhanced with a positivity constraint to improve the estimation. The source location is obtained by the means of an advanced iterative Monte-Carlo technique called Adaptive Multiple Importance Sampling (AMIS), which uses a recycling process at each iteration to accelerate its convergence. The proposed methodology is tested using synthetic and real concentration data in the framework of the Fusion Field Trials 2007 (FFT-07) experiment. The quality of the obtained results is comparable to those coming from the Markov Chain Monte Carlo (MCMC) algorithm, a popular Bayesian method used for source estimation. Moreover, the adaptive processing of the AMIS provides a better sampling efficiency by reusing all the generated samples.
Bayesian depth estimation from monocular natural images.
Su, Che-Chun; Cormack, Lawrence K; Bovik, Alan C
2017-05-01
Estimating an accurate and naturalistic dense depth map from a single monocular photographic image is a difficult problem. Nevertheless, human observers have little difficulty understanding the depth structure implied by photographs. Two-dimensional (2D) images of the real-world environment contain significant statistical information regarding the three-dimensional (3D) structure of the world that the vision system likely exploits to compute perceived depth, monocularly as well as binocularly. Toward understanding how this might be accomplished, we propose a Bayesian model of monocular depth computation that recovers detailed 3D scene structures by extracting reliable, robust, depth-sensitive statistical features from single natural images. These features are derived using well-accepted univariate natural scene statistics (NSS) models and recent bivariate/correlation NSS models that describe the relationships between 2D photographic images and their associated depth maps. This is accomplished by building a dictionary of canonical local depth patterns from which NSS features are extracted as prior information. The dictionary is used to create a multivariate Gaussian mixture (MGM) likelihood model that associates local image features with depth patterns. A simple Bayesian predictor is then used to form spatial depth estimates. The depth results produced by the model, despite its simplicity, correlate well with ground-truth depths measured by a current-generation terrestrial light detection and ranging (LIDAR) scanner. Such a strong form of statistical depth information could be used by the visual system when creating overall estimated depth maps incorporating stereopsis, accommodation, and other conditions. Indeed, even in isolation, the Bayesian predictor delivers depth estimates that are competitive with state-of-the-art "computer vision" methods that utilize highly engineered image features and sophisticated machine learning algorithms.
Chapinal, Núria; Schumaker, Brant A; Joly, Damien O; Elkin, Brett T; Stephen, Craig
2015-07-01
We estimated the sensitivity and specificity of the caudal-fold skin test (CFT), the fluorescent polarization assay (FPA), and the rapid lateral-flow test (RT) for the detection of Mycobacterium bovis in free-ranging wild wood bison (Bison bison athabascae), in the absence of a gold standard, by using Bayesian analysis, and then used those estimates to forecast the performance of a pairwise combination of tests in parallel. In 1998-99, 212 wood bison from Wood Buffalo National Park (Canada) were tested for M. bovis infection using CFT and two serologic tests (FPA and RT). The sensitivity and specificity of each test were estimated using a three-test, one-population, Bayesian model allowing for conditional dependence between FPA and RT. The sensitivity and specificity of the combination of CFT and each serologic test in parallel were calculated assuming conditional independence. The test performance estimates were influenced by the prior values chosen. However, the rank of tests and combinations of tests based on those estimates remained constant. The CFT was the most sensitive test and the FPA was the least sensitive, whereas RT was the most specific test and CFT was the least specific. In conclusion, given the fact that gold standards for the detection of M. bovis are imperfect and difficult to obtain in the field, Bayesian analysis holds promise as a tool to rank tests and combinations of tests based on their performance. Combining a skin test with an animal-side serologic test, such as RT, increases sensitivity in the detection of M. bovis and is a good approach to enhance disease eradication or control in wild bison.
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
Zhao, Wei; Cella, Massimo; Della Pasqua, Oscar; Burger, David; Jacqz-Aigrain, Evelyne
2012-01-01
AIMS To develop a population pharmacokinetic model for abacavir in HIV-infected infants and toddlers, which will be used to describe both once and twice daily pharmacokinetic profiles, identify covariates that explain variability and propose optimal time points to optimize the area under the concentration–time curve (AUC) targeted dosage and individualize therapy. METHODS The pharmacokinetics of abacavir was described with plasma concentrations from 23 patients using nonlinear mixed-effects modelling (NONMEM) software. A two-compartment model with first-order absorption and elimination was developed. The final model was validated using bootstrap, visual predictive check and normalized prediction distribution errors. The Bayesian estimator was validated using the cross-validation and simulation–estimation method. RESULTS The typical population pharmacokinetic parameters and relative standard errors (RSE) were apparent systemic clearance (CL) 13.4 l h−1 (RSE 6.3%), apparent central volume of distribution 4.94 l (RSE 28.7%), apparent peripheral volume of distribution 8.12 l (RSE14.2%), apparent intercompartment clearance 1.25 l h−1 (RSE 16.9%) and absorption rate constant 0.758 h−1 (RSE 5.8%). The covariate analysis identified weight as the individual factor influencing the apparent oral clearance: CL = 13.4 × (weight/12)1.14. The maximum a posteriori probability Bayesian estimator, based on three concentrations measured at 0, 1 or 2, and 3 h after drug intake allowed predicting individual AUC0–t. CONCLUSIONS The population pharmacokinetic model developed for abacavir in HIV-infected infants and toddlers accurately described both once and twice daily pharmacokinetic profiles. The maximum a posteriori probability Bayesian estimator of AUC0–t was developed from the final model and can be used routinely to optimize individual dosing. PMID:21988586
Genealogical Working Distributions for Bayesian Model Testing with Phylogenetic Uncertainty
Baele, Guy; Lemey, Philippe; Suchard, Marc A.
2016-01-01
Marginal likelihood estimates to compare models using Bayes factors frequently accompany Bayesian phylogenetic inference. Approaches to estimate marginal likelihoods have garnered increased attention over the past decade. In particular, the introduction of path sampling (PS) and stepping-stone sampling (SS) into Bayesian phylogenetics has tremendously improved the accuracy of model selection. These sampling techniques are now used to evaluate complex evolutionary and population genetic models on empirical data sets, but considerable computational demands hamper their widespread adoption. Further, when very diffuse, but proper priors are specified for model parameters, numerical issues complicate the exploration of the priors, a necessary step in marginal likelihood estimation using PS or SS. To avoid such instabilities, generalized SS (GSS) has recently been proposed, introducing the concept of “working distributions” to facilitate—or shorten—the integration process that underlies marginal likelihood estimation. However, the need to fix the tree topology currently limits GSS in a coalescent-based framework. Here, we extend GSS by relaxing the fixed underlying tree topology assumption. To this purpose, we introduce a “working” distribution on the space of genealogies, which enables estimating marginal likelihoods while accommodating phylogenetic uncertainty. We propose two different “working” distributions that help GSS to outperform PS and SS in terms of accuracy when comparing demographic and evolutionary models applied to synthetic data and real-world examples. Further, we show that the use of very diffuse priors can lead to a considerable overestimation in marginal likelihood when using PS and SS, while still retrieving the correct marginal likelihood using both GSS approaches. The methods used in this article are available in BEAST, a powerful user-friendly software package to perform Bayesian evolutionary analyses. PMID:26526428
Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.
Hack, C Eric
2006-04-17
Physiologically based toxicokinetic (PBTK) and toxicodynamic (TD) models of bromate in animals and humans would improve our ability to accurately estimate the toxic doses in humans based on available animal studies. These mathematical models are often highly parameterized and must be calibrated in order for the model predictions of internal dose to adequately fit the experimentally measured doses. Highly parameterized models are difficult to calibrate and it is difficult to obtain accurate estimates of uncertainty or variability in model parameters with commonly used frequentist calibration methods, such as maximum likelihood estimation (MLE) or least squared error approaches. The Bayesian approach called Markov chain Monte Carlo (MCMC) analysis can be used to successfully calibrate these complex models. Prior knowledge about the biological system and associated model parameters is easily incorporated in this approach in the form of prior parameter distributions, and the distributions are refined or updated using experimental data to generate posterior distributions of parameter estimates. The goal of this paper is to give the non-mathematician a brief description of the Bayesian approach and Markov chain Monte Carlo analysis, how this technique is used in risk assessment, and the issues associated with this approach.
Bayesian Inference for Generalized Linear Models for Spiking Neurons
Gerwinn, Sebastian; Macke, Jakob H.; Bethge, Matthias
2010-01-01
Generalized Linear Models (GLMs) are commonly used statistical methods for modelling the relationship between neural population activity and presented stimuli. When the dimension of the parameter space is large, strong regularization has to be used in order to fit GLMs to datasets of realistic size without overfitting. By imposing properly chosen priors over parameters, Bayesian inference provides an effective and principled approach for achieving regularization. Here we show how the posterior distribution over model parameters of GLMs can be approximated by a Gaussian using the Expectation Propagation algorithm. In this way, we obtain an estimate of the posterior mean and posterior covariance, allowing us to calculate Bayesian confidence intervals that characterize the uncertainty about the optimal solution. From the posterior we also obtain a different point estimate, namely the posterior mean as opposed to the commonly used maximum a posteriori estimate. We systematically compare the different inference techniques on simulated as well as on multi-electrode recordings of retinal ganglion cells, and explore the effects of the chosen prior and the performance measure used. We find that good performance can be achieved by choosing an Laplace prior together with the posterior mean estimate. PMID:20577627
Estimated value of insurance premium due to Citarum River flood by using Bayesian method
NASA Astrophysics Data System (ADS)
Sukono; Aisah, I.; Tampubolon, Y. R. H.; Napitupulu, H.; Supian, S.; Subiyanto; Sidi, P.
2018-03-01
Citarum river flood in South Bandung, West Java Indonesia, often happens every year. It causes property damage, producing economic loss. The risk of loss can be mitigated by following the flood insurance program. In this paper, we discussed about the estimated value of insurance premiums due to Citarum river flood by Bayesian method. It is assumed that the risk data for flood losses follows the Pareto distribution with the right fat-tail. The estimation of distribution model parameters is done by using Bayesian method. First, parameter estimation is done with assumption that prior comes from Gamma distribution family, while observation data follow Pareto distribution. Second, flood loss data is simulated based on the probability of damage in each flood affected area. The result of the analysis shows that the estimated premium value of insurance based on pure premium principle is as follows: for the loss value of IDR 629.65 million of premium IDR 338.63 million; for a loss of IDR 584.30 million of its premium IDR 314.24 million; and the loss value of IDR 574.53 million of its premium IDR 308.95 million. The premium value estimator can be used as neither a reference in the decision of reasonable premium determination, so as not to incriminate the insured, nor it result in loss of the insurer.
An optimization-based framework for anisotropic simplex mesh adaptation
NASA Astrophysics Data System (ADS)
Yano, Masayuki; Darmofal, David L.
2012-09-01
We present a general framework for anisotropic h-adaptation of simplex meshes. Given a discretization and any element-wise, localizable error estimate, our adaptive method iterates toward a mesh that minimizes error for a given degrees of freedom. Utilizing mesh-metric duality, we consider a continuous optimization problem of the Riemannian metric tensor field that provides an anisotropic description of element sizes. First, our method performs a series of local solves to survey the behavior of the local error function. This information is then synthesized using an affine-invariant tensor manipulation framework to reconstruct an approximate gradient of the error function with respect to the metric tensor field. Finally, we perform gradient descent in the metric space to drive the mesh toward optimality. The method is first demonstrated to produce optimal anisotropic meshes minimizing the L2 projection error for a pair of canonical problems containing a singularity and a singular perturbation. The effectiveness of the framework is then demonstrated in the context of output-based adaptation for the advection-diffusion equation using a high-order discontinuous Galerkin discretization and the dual-weighted residual (DWR) error estimate. The method presented provides a unified framework for optimizing both the element size and anisotropy distribution using an a posteriori error estimate and enables efficient adaptation of anisotropic simplex meshes for high-order discretizations.
NASA Astrophysics Data System (ADS)
Simutė, S.; Fichtner, A.
2015-12-01
We present a feasibility study for seismic source inversions using a 3-D velocity model for the Japanese Islands. The approach involves numerically calculating 3-D Green's tensors, which is made efficient by exploiting Green's reciprocity. The rationale for 3-D seismic source inversion has several aspects. For structurally complex regions, such as the Japan area, it is necessary to account for 3-D Earth heterogeneities to prevent unknown structure polluting source solutions. In addition, earthquake source characterisation can serve as a means to delineate existing faults. Source parameters obtained for more realistic Earth models can then facilitate improvements in seismic tomography and early warning systems, which are particularly important for seismically active areas, such as Japan. We have created a database of numerically computed 3-D Green's reciprocals for a 40°× 40°× 600 km size area around the Japanese Archipelago for >150 broadband stations. For this we used a regional 3-D velocity model, recently obtained from full waveform inversion. The model includes attenuation and radial anisotropy and explains seismic waveform data for periods between 10 - 80 s generally well. The aim is to perform source inversions using the database of 3-D Green's tensors. As preliminary steps, we present initial concepts to address issues that are at the basis of our approach. We first investigate to which extent Green's reciprocity works in a discrete domain. Considering substantial amounts of computed Green's tensors we address storage requirements and file formatting. We discuss the importance of the initial source model, as an intelligent choice can substantially reduce the search volume. Possibilities to perform a Bayesian inversion and ways to move to finite source inversion are also explored.
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.
Beach, Jeremy; Burstyn, Igor; Cherry, Nicola
2012-07-01
We previously described a method to identify the incidence of new-onset adult asthma (NOAA) in Alberta by industry and occupation, utilizing Workers' Compensation Board (WCB) and physician billing data. The aim of this study was to extend this method to data from British Columbia (BC) so as to compare the two provinces and to incorporate Bayesian methodology into estimates of risk. WCB claims for any reason 1995-2004 were linked to physician billing data. NOAA was defined as a billing for asthma (ICD-9 493) in the 12 months before a WCB claim without asthma in the previous 3 years. Incidence was calculated by occupation and industry. In a matched case-referent analysis, associations with exposures were examined using an asthma-specific job exposure matrix (JEM). Posterior distributions from the Alberta analysis and estimated misclassification parameters were used as priors in the Bayesian analysis of the BC data. Among 1 118 239 eligible WCB claims the incidence of NOAA was 1.4%. Sixteen occupations and 44 industries had a significantly increased risk; six industries had a decreased risk. The JEM identified wood dust [odds ratio (OR) 1.55, 95% confidence interval (CI) 1.08-2.24] and animal antigens (OR 1.66, 95% CI 1.17-2.36) as related to an increased risk of NOAA. Exposure to isocyanates was associated with decreased risk (OR 0.57, 95% CI 0.39-0.85). Bayesian analyses taking account of exposure misclassification and informative priors resulted in posterior distributions of ORs with lower boundary of 95% credible intervals >1.00 for almost all exposures. The distribution of NOAA in BC appeared somewhat similar to that in Alberta, except for isocyanates. Bayesian analyses allowed incorporation of prior evidence into risk estimates, permitting reconsideration of the apparently protective effect of isocyanate exposure.
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.
Two-Stage Bayesian Model Averaging in Endogenous Variable Models*
Lenkoski, Alex; Eicher, Theo S.; Raftery, Adrian E.
2013-01-01
Economic modeling in the presence of endogeneity is subject to model uncertainty at both the instrument and covariate level. We propose a Two-Stage Bayesian Model Averaging (2SBMA) methodology that extends the Two-Stage Least Squares (2SLS) estimator. By constructing a Two-Stage Unit Information Prior in the endogenous variable model, we are able to efficiently combine established methods for addressing model uncertainty in regression models with the classic technique of 2SLS. To assess the validity of instruments in the 2SBMA context, we develop Bayesian tests of the identification restriction that are based on model averaged posterior predictive p-values. A simulation study showed that 2SBMA has the ability to recover structure in both the instrument and covariate set, and substantially improves the sharpness of resulting coefficient estimates in comparison to 2SLS using the full specification in an automatic fashion. Due to the increased parsimony of the 2SBMA estimate, the Bayesian Sargan test had a power of 50 percent in detecting a violation of the exogeneity assumption, while the method based on 2SLS using the full specification had negligible power. We apply our approach to the problem of development accounting, and find support not only for institutions, but also for geography and integration as development determinants, once both model uncertainty and endogeneity have been jointly addressed. PMID:24223471
Missing-value estimation using linear and non-linear regression with Bayesian gene selection.
Zhou, Xiaobo; Wang, Xiaodong; Dougherty, Edward R
2003-11-22
Data from microarray experiments are usually in the form of large matrices of expression levels of genes under different experimental conditions. Owing to various reasons, there are frequently missing values. Estimating these missing values is important because they affect downstream analysis, such as clustering, classification and network design. Several methods of missing-value estimation are in use. The problem has two parts: (1) selection of genes for estimation and (2) design of an estimation rule. We propose Bayesian variable selection to obtain genes to be used for estimation, and employ both linear and nonlinear regression for the estimation rule itself. Fast implementation issues for these methods are discussed, including the use of QR decomposition for parameter estimation. The proposed methods are tested on data sets arising from hereditary breast cancer and small round blue-cell tumors. The results compare very favorably with currently used methods based on the normalized root-mean-square error. The appendix is available from http://gspsnap.tamu.edu/gspweb/zxb/missing_zxb/ (user: gspweb; passwd: gsplab).
Depaoli, Sarah; van de Schoot, Rens; van Loey, Nancy; Sijbrandij, Marit
2015-01-01
After traumatic events, such as disaster, war trauma, and injuries including burns (which is the focus here), the risk to develop posttraumatic stress disorder (PTSD) is approximately 10% (Breslau & Davis, 1992). Latent Growth Mixture Modeling can be used to classify individuals into distinct groups exhibiting different patterns of PTSD (Galatzer-Levy, 2015). Currently, empirical evidence points to four distinct trajectories of PTSD patterns in those who have experienced burn trauma. These trajectories are labeled as: resilient, recovery, chronic, and delayed onset trajectories (e.g., Bonanno, 2004; Bonanno, Brewin, Kaniasty, & Greca, 2010; Maercker, Gäbler, O'Neil, Schützwohl, & Müller, 2013; Pietrzak et al., 2013). The delayed onset trajectory affects only a small group of individuals, that is, about 4-5% (O'Donnell, Elliott, Lau, & Creamer, 2007). In addition to its low frequency, the later onset of this trajectory may contribute to the fact that these individuals can be easily overlooked by professionals. In this special symposium on Estimating PTSD trajectories (Van de Schoot, 2015a), we illustrate how to properly identify this small group of individuals through the Bayesian estimation framework using previous knowledge through priors (see, e.g., Depaoli & Boyajian, 2014; Van de Schoot, Broere, Perryck, Zondervan-Zwijnenburg, & Van Loey, 2015). We used latent growth mixture modeling (LGMM) (Van de Schoot, 2015b) to estimate PTSD trajectories across 4 years that followed a traumatic burn. We demonstrate and compare results from traditional (maximum likelihood) and Bayesian estimation using priors (see, Depaoli, 2012, 2013). Further, we discuss where priors come from and how to define them in the estimation process. We demonstrate that only the Bayesian approach results in the desired theory-driven solution of PTSD trajectories. Since the priors are chosen subjectively, we also present a sensitivity analysis of the Bayesian results to illustrate how to check the impact of the prior knowledge integrated into the model. We conclude with recommendations and guidelines for researchers looking to implement theory-driven LGMM, and we tailor this discussion to the context of PTSD research.
Monocular Visual Odometry Based on Trifocal Tensor Constraint
NASA Astrophysics Data System (ADS)
Chen, Y. J.; Yang, G. L.; Jiang, Y. X.; Liu, X. Y.
2018-02-01
For the problem of real-time precise localization in the urban street, a monocular visual odometry based on Extend Kalman fusion of optical-flow tracking and trifocal tensor constraint is proposed. To diminish the influence of moving object, such as pedestrian, we estimate the motion of the camera by extracting the features on the ground, which improves the robustness of the system. The observation equation based on trifocal tensor constraint is derived, which can form the Kalman filter alone with the state transition equation. An Extend Kalman filter is employed to cope with the nonlinear system. Experimental results demonstrate that, compares with Yu’s 2-step EKF method, the algorithm is more accurate which meets the needs of real-time accurate localization in cities.
Multi-element stochastic spectral projection for high quantile estimation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ko, Jordan, E-mail: jordan.ko@mac.com; Garnier, Josselin
2013-06-15
We investigate quantile estimation by multi-element generalized Polynomial Chaos (gPC) metamodel where the exact numerical model is approximated by complementary metamodels in overlapping domains that mimic the model’s exact response. The gPC metamodel is constructed by the non-intrusive stochastic spectral projection approach and function evaluation on the gPC metamodel can be considered as essentially free. Thus, large number of Monte Carlo samples from the metamodel can be used to estimate α-quantile, for moderate values of α. As the gPC metamodel is an expansion about the means of the inputs, its accuracy may worsen away from these mean values where themore » extreme events may occur. By increasing the approximation accuracy of the metamodel, we may eventually improve accuracy of quantile estimation but it is very expensive. A multi-element approach is therefore proposed by combining a global metamodel in the standard normal space with supplementary local metamodels constructed in bounded domains about the design points corresponding to the extreme events. To improve the accuracy and to minimize the sampling cost, sparse-tensor and anisotropic-tensor quadratures are tested in addition to the full-tensor Gauss quadrature in the construction of local metamodels; different bounds of the gPC expansion are also examined. The global and local metamodels are combined in the multi-element gPC (MEgPC) approach and it is shown that MEgPC can be more accurate than Monte Carlo or importance sampling methods for high quantile estimations for input dimensions roughly below N=8, a limit that is very much case- and α-dependent.« less
Inference of reactive transport model parameters using a Bayesian multivariate approach
NASA Astrophysics Data System (ADS)
Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick
2014-08-01
Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.
Scalar, Axial, and Tensor Interactions of Light Nuclei from Lattice QCD
NASA Astrophysics Data System (ADS)
Chang, Emmanuel; Davoudi, Zohreh; Detmold, William; Gambhir, Arjun S.; Orginos, Kostas; Savage, Martin J.; Shanahan, Phiala E.; Wagman, Michael L.; Winter, Frank; Nplqcd Collaboration
2018-04-01
Complete flavor decompositions of the matrix elements of the scalar, axial, and tensor currents in the proton, deuteron, diproton, and 3He at SU(3)-symmetric values of the quark masses corresponding to a pion mass mπ˜806 MeV are determined using lattice quantum chromodynamics. At the physical quark masses, the scalar interactions constrain mean-field models of nuclei and the low-energy interactions of nuclei with potential dark matter candidates. The axial and tensor interactions of nuclei constrain their spin content, integrated transversity, and the quark contributions to their electric dipole moments. External fields are used to directly access the quark-line connected matrix elements of quark bilinear operators, and a combination of stochastic estimation techniques is used to determine the disconnected sea-quark contributions. The calculated matrix elements differ from, and are typically smaller than, naive single-nucleon estimates. Given the particularly large, O (10 %), size of nuclear effects in the scalar matrix elements, contributions from correlated multinucleon effects should be quantified in the analysis of dark matter direct-detection experiments using nuclear targets.
NASA Astrophysics Data System (ADS)
Altenbach, H.; Naumenko, K.; L'vov, G. I.; Pilipenko, S. N.
2003-05-01
A model which allows us to estimate the elastic properties of thin-walled structures manufactured by injection molding is presented. The starting step is the numerical prediction of the microstructure of a short-fiber-reinforced composite developed during the filling stage of the manufacturing process. For this purpose, the Moldflow Plastic Insight® commercial program is used. As a result of simulating the filling process, a second-rank orientation tensor characterizing the microstructure of the material is obtained. The elastic properties of the prepared material locally depend on the orientational distribution of fibers. The constitutive equation is formulated by means of orientational averaging for a given orientation tensor. The tensor of elastic material properties is computed and translated into the format for a stress-strain analysis based on the ANSYSÒ finite-element code. The numerical procedure and the convergence of results are discussed for a thin strip, a rectangular plate, and a shell of revolution. The influence of manufacturing conditions on the stress-strain state of statically loaded thin-walled elements is illustrated.
Scalar, Axial, and Tensor Interactions of Light Nuclei from Lattice QCD
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chang, Emmanuel; Davoudi, Zohreh; Detmold, William
Complete flavor decompositions of the matrix elements of the scalar, axial, and tensor currents in the proton, deuteron, diproton, and 3He at SU(3)-symmetric values of the quark masses corresponding to a pion mass m π~806 MeV are determined using lattice quantum chromodynamics. At the physical quark masses, the scalar interactions constrain mean-field models of nuclei and the low-energy interactions of nuclei with potential dark matter candidates. The axial and tensor interactions of nuclei constrain their spin content, integrated transversity, and the quark contributions to their electric dipole moments. External fields are used to directly access the quark-line connected matrix elementsmore » of quark bilinear operators, and a combination of stochastic estimation techniques is used to determine the disconnected sea-quark contributions. The calculated matrix elements differ from, and are typically smaller than, naive single-nucleon estimates. Given the particularly large, O(10%), size of nuclear effects in the scalar matrix elements, contributions from correlated multinucleon effects should be quantified in the analysis of dark matter direct-detection experiments using nuclear targets.« less
A diffusion tensor imaging tractography algorithm based on Navier-Stokes fluid mechanics.
Hageman, Nathan S; Toga, Arthur W; Narr, Katherine L; Shattuck, David W
2009-03-01
We introduce a fluid mechanics based tractography method for estimating the most likely connection paths between points in diffusion tensor imaging (DTI) volumes. We customize the Navier-Stokes equations to include information from the diffusion tensor and simulate an artificial fluid flow through the DTI image volume. We then estimate the most likely connection paths between points in the DTI volume using a metric derived from the fluid velocity vector field. We validate our algorithm using digital DTI phantoms based on a helical shape. Our method segmented the structure of the phantom with less distortion than was produced using implementations of heat-based partial differential equation (PDE) and streamline based methods. In addition, our method was able to successfully segment divergent and crossing fiber geometries, closely following the ideal path through a digital helical phantom in the presence of multiple crossing tracts. To assess the performance of our algorithm on anatomical data, we applied our method to DTI volumes from normal human subjects. Our method produced paths that were consistent with both known anatomy and directionally encoded color images of the DTI dataset.
A Diffusion Tensor Imaging Tractography Algorithm Based on Navier-Stokes Fluid Mechanics
Hageman, Nathan S.; Toga, Arthur W.; Narr, Katherine; Shattuck, David W.
2009-01-01
We introduce a fluid mechanics based tractography method for estimating the most likely connection paths between points in diffusion tensor imaging (DTI) volumes. We customize the Navier-Stokes equations to include information from the diffusion tensor and simulate an artificial fluid flow through the DTI image volume. We then estimate the most likely connection paths between points in the DTI volume using a metric derived from the fluid velocity vector field. We validate our algorithm using digital DTI phantoms based on a helical shape. Our method segmented the structure of the phantom with less distortion than was produced using implementations of heat-based partial differential equation (PDE) and streamline based methods. In addition, our method was able to successfully segment divergent and crossing fiber geometries, closely following the ideal path through a digital helical phantom in the presence of multiple crossing tracts. To assess the performance of our algorithm on anatomical data, we applied our method to DTI volumes from normal human subjects. Our method produced paths that were consistent with both known anatomy and directionally encoded color (DEC) images of the DTI dataset. PMID:19244007
NASA Astrophysics Data System (ADS)
Zhang, Y.; Paulson, K. V.
For audio-frequency magnetotelluric surveys where the signals are lightning-stroke transients, the conventional Fourier transform method often fails to produce a high quality impedance tensor. An alternative approach is to use the wavelet transform method which is capable of localizing target information simultaneously in both the temporal and frequency domains. Unlike Fourier analysis that yields an average amplitude and phase, the wavelet transform produces an instantaneous estimate of the amplitude and phase of a signal. In this paper a complex well-localized wavelet, the Morlet wavelet, has been used to transform and analyze audio-frequency magnetotelluric data. With the Morlet wavelet, the magnetotelluric impedance tensor can be computed directly in the wavelet transform domain. The lightning-stroke transients are easily identified on the dilation-translation plane. Choosing those wavelet transform values where the signals are located, a higher signal-to-noise ratio estimation of the impedance tensor can be obtained. In a test using real data, the wavelet transform showed a significant improvement in the signal-to-noise ratio over the conventional Fourier transform.
Scalar, Axial, and Tensor Interactions of Light Nuclei from Lattice QCD
Chang, Emmanuel; Davoudi, Zohreh; Detmold, William; ...
2018-04-13
Complete flavor decompositions of the matrix elements of the scalar, axial, and tensor currents in the proton, deuteron, diproton, and 3He at SU(3)-symmetric values of the quark masses corresponding to a pion mass m π~806 MeV are determined using lattice quantum chromodynamics. At the physical quark masses, the scalar interactions constrain mean-field models of nuclei and the low-energy interactions of nuclei with potential dark matter candidates. The axial and tensor interactions of nuclei constrain their spin content, integrated transversity, and the quark contributions to their electric dipole moments. External fields are used to directly access the quark-line connected matrix elementsmore » of quark bilinear operators, and a combination of stochastic estimation techniques is used to determine the disconnected sea-quark contributions. The calculated matrix elements differ from, and are typically smaller than, naive single-nucleon estimates. Given the particularly large, O(10%), size of nuclear effects in the scalar matrix elements, contributions from correlated multinucleon effects should be quantified in the analysis of dark matter direct-detection experiments using nuclear targets.« less
Scalar, Axial, and Tensor Interactions of Light Nuclei from Lattice QCD.
Chang, Emmanuel; Davoudi, Zohreh; Detmold, William; Gambhir, Arjun S; Orginos, Kostas; Savage, Martin J; Shanahan, Phiala E; Wagman, Michael L; Winter, Frank
2018-04-13
Complete flavor decompositions of the matrix elements of the scalar, axial, and tensor currents in the proton, deuteron, diproton, and ^{3}He at SU(3)-symmetric values of the quark masses corresponding to a pion mass m_{π}∼806 MeV are determined using lattice quantum chromodynamics. At the physical quark masses, the scalar interactions constrain mean-field models of nuclei and the low-energy interactions of nuclei with potential dark matter candidates. The axial and tensor interactions of nuclei constrain their spin content, integrated transversity, and the quark contributions to their electric dipole moments. External fields are used to directly access the quark-line connected matrix elements of quark bilinear operators, and a combination of stochastic estimation techniques is used to determine the disconnected sea-quark contributions. The calculated matrix elements differ from, and are typically smaller than, naive single-nucleon estimates. Given the particularly large, O(10%), size of nuclear effects in the scalar matrix elements, contributions from correlated multinucleon effects should be quantified in the analysis of dark matter direct-detection experiments using nuclear targets.
Vessel Enhancement and Segmentation of 4D CT Lung Image Using Stick Tensor Voting
NASA Astrophysics Data System (ADS)
Cong, Tan; Hao, Yang; Jingli, Shi; Xuan, Yang
2016-12-01
Vessel enhancement and segmentation plays a significant role in medical image analysis. This paper proposes a novel vessel enhancement and segmentation method for 4D CT lung image using stick tensor voting algorithm, which focuses on addressing the vessel distortion issue of vessel enhancement diffusion (VED) method. Furthermore, the enhanced results are easily segmented using level-set segmentation. In our method, firstly, vessels are filtered using Frangi's filter to reduce intrapulmonary noises and extract rough blood vessels. Secondly, stick tensor voting algorithm is employed to estimate the correct direction along the vessel. Then the estimated direction along the vessel is used as the anisotropic diffusion direction of vessel in VED algorithm, which makes the intensity diffusion of points locating at the vessel wall be consistent with the directions of vessels and enhance the tubular features of vessels. Finally, vessels can be extracted from the enhanced image by applying level-set segmentation method. A number of experiments results show that our method outperforms traditional VED method in vessel enhancement and results in satisfied segmented vessels.
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…
QUEST - A Bayesian adaptive psychometric method
NASA Technical Reports Server (NTRS)
Watson, A. B.; Pelli, D. G.
1983-01-01
An adaptive psychometric procedure that places each trial at the current most probable Bayesian estimate of threshold is described. The procedure takes advantage of the common finding that the human psychometric function is invariant in form when expressed as a function of log intensity. The procedure is simple, fast, and efficient, and may be easily implemented on any computer.
Bayesian Inference for Growth Mixture Models with Latent Class Dependent Missing Data
ERIC Educational Resources Information Center
Lu, Zhenqiu Laura; Zhang, Zhiyong; Lubke, Gitta
2011-01-01
"Growth mixture models" (GMMs) with nonignorable missing data have drawn increasing attention in research communities but have not been fully studied. The goal of this article is to propose and to evaluate a Bayesian method to estimate the GMMs with latent class dependent missing data. An extended GMM is first presented in which class…
XID+: Next generation XID development
NASA Astrophysics Data System (ADS)
Hurley, Peter
2017-04-01
XID+ is a prior-based source extraction tool which carries out photometry in the Herschel SPIRE (Spectral and Photometric Imaging Receiver) maps at the positions of known sources. It uses a probabilistic Bayesian framework that provides a natural framework in which to include prior information, and uses the Bayesian inference tool Stan to obtain the full posterior probability distribution on flux estimates.
ERIC Educational Resources Information Center
Shuck, Brad; Zigarmi, Drea; Owen, Jesse
2015-01-01
Purpose: The purpose of this study was to empirically examine the utility of self-determination theory (SDT) within the engagement-performance linkage. Design/methodology/approach: Bayesian multi-measurement mediation modeling was used to estimate the relation between SDT, engagement and a proxy measure of performance (e.g. work intentions) (N =…
Meta-analysis of the effect of natural frequencies on Bayesian reasoning.
McDowell, Michelle; Jacobs, Perke
2017-12-01
The natural frequency facilitation effect describes the finding that people are better able to solve descriptive Bayesian inference tasks when represented as joint frequencies obtained through natural sampling, known as natural frequencies, than as conditional probabilities. The present meta-analysis reviews 20 years of research seeking to address when, why, and for whom natural frequency formats are most effective. We review contributions from research associated with the 2 dominant theoretical perspectives, the ecological rationality framework and nested-sets theory, and test potential moderators of the effect. A systematic review of relevant literature yielded 35 articles representing 226 performance estimates. These estimates were statistically integrated using a bivariate mixed-effects model that yields summary estimates of average performances across the 2 formats and estimates of the effects of different study characteristics on performance. These study characteristics range from moderators representing individual characteristics (e.g., numeracy, expertise), to methodological differences (e.g., use of incentives, scoring criteria) and features of problem representation (e.g., short menu format, visual aid). Short menu formats (less computationally complex representations showing joint-events) and visual aids demonstrated some of the strongest moderation effects, improving performance for both conditional probability and natural frequency formats. A number of methodological factors (e.g., exposure to both problem formats) were also found to affect performance rates, emphasizing the importance of a systematic approach. We suggest how research on Bayesian reasoning can be strengthened by broadening the definition of successful Bayesian reasoning to incorporate choice and process and by applying different research methodologies. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Bayesian Estimation and Inference Using Stochastic Electronics
Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M.; Hamilton, Tara J.; Tapson, Jonathan; van Schaik, André
2016-01-01
In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream. PMID:27047326
Bayesian Estimation and Inference Using Stochastic Electronics.
Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André
2016-01-01
In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream.
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
Calculation and Analysis of Magnetic Gradient Tensor Components of Global Magnetic Models
NASA Astrophysics Data System (ADS)
Schiffler, M.; Queitsch, M.; Schneider, M.; Goepel, A.; Stolz, R.; Krech, W.; Meyer, H. G.; Kukowski, N.
2014-12-01
Global Earth's magnetic field models like the International Geomagnetic Reference Field (IGRF), the World Magnetic Model (WMM) or the High Definition Geomagnetic Model (HDGM) are harmonic analysis regressions to available magnetic observations stored as spherical harmonic coefficients. Input data combine recordings from magnetic observatories, airborne magnetic surveys and satellite data. The advance of recent magnetic satellite missions like SWARM and its predecessors like CHAMP offer high resolution measurements while providing a full global coverage. This deserves expansion of the theoretical framework of harmonic synthesis to magnetic gradient tensor components. Measurement setups for Full Tensor Magnetic Gradiometry equipped with high sensitive gradiometers like the JeSSY STAR system can directly measure the gradient tensor components, which requires precise knowledge about the background regional gradients which can be calculated with this extension. In this study we develop the theoretical framework for calculation of the magnetic gradient tensor components from the harmonic series expansion and apply our approach to the IGRF and HDGM. The gradient tensor component maps for entire Earth's surface produced for the IGRF show low gradients reflecting the variation from the dipolar character, whereas maps for the HDGM (up to degree N=729) reveal new information about crustal structure, especially across the oceans, and deeply situated ore bodies. From the gradient tensor components, the rotational invariants, the Eigenvalues, and the normalized source strength (NSS) are calculated. The NSS focuses on shallower and stronger anomalies. Euler deconvolution using either the tensor components or the NSS applied to the HDGM reveals an estimate of the average source depth for the entire magnetic crust as well as individual plutons and ore bodies. The NSS reveals the boundaries between the anomalies of major continental provinces like southern Africa or the Eastern European Craton.
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.
Detection of multiple damages employing best achievable eigenvectors under Bayesian inference
NASA Astrophysics Data System (ADS)
Prajapat, Kanta; Ray-Chaudhuri, Samit
2018-05-01
A novel approach is presented in this work to localize simultaneously multiple damaged elements in a structure along with the estimation of damage severity for each of the damaged elements. For detection of damaged elements, a best achievable eigenvector based formulation has been derived. To deal with noisy data, Bayesian inference is employed in the formulation wherein the likelihood of the Bayesian algorithm is formed on the basis of errors between the best achievable eigenvectors and the measured modes. In this approach, the most probable damage locations are evaluated under Bayesian inference by generating combinations of various possible damaged elements. Once damage locations are identified, damage severities are estimated using a Bayesian inference Markov chain Monte Carlo simulation. The efficiency of the proposed approach has been demonstrated by carrying out a numerical study involving a 12-story shear building. It has been found from this study that damage scenarios involving as low as 10% loss of stiffness in multiple elements are accurately determined (localized and severities quantified) even when 2% noise contaminated modal data are utilized. Further, this study introduces a term parameter impact (evaluated based on sensitivity of modal parameters towards structural parameters) to decide the suitability of selecting a particular mode, if some idea about the damaged elements are available. It has been demonstrated here that the accuracy and efficiency of the Bayesian quantification algorithm increases if damage localization is carried out a-priori. An experimental study involving a laboratory scale shear building and different stiffness modification scenarios shows that the proposed approach is efficient enough to localize the stories with stiffness modification.
NASA Astrophysics Data System (ADS)
Kopka, Piotr; Wawrzynczak, Anna; Borysiewicz, Mieczyslaw
2016-11-01
In this paper the Bayesian methodology, known as Approximate Bayesian Computation (ABC), is applied to the problem of the atmospheric contamination source identification. The algorithm input data are on-line arriving concentrations of the released substance registered by the distributed sensors network. This paper presents the Sequential ABC algorithm in detail and tests its efficiency in estimation of probabilistic distributions of atmospheric release parameters of a mobile contamination source. The developed algorithms are tested using the data from Over-Land Atmospheric Diffusion (OLAD) field tracer experiment. The paper demonstrates estimation of seven parameters characterizing the contamination source, i.e.: contamination source starting position (x,y), the direction of the motion of the source (d), its velocity (v), release rate (q), start time of release (ts) and its duration (td). The online-arriving new concentrations dynamically update the probability distributions of search parameters. The atmospheric dispersion Second-order Closure Integrated PUFF (SCIPUFF) Model is used as the forward model to predict the concentrations at the sensors locations.
Pidlisecky, Adam; Haines, S.S.
2011-01-01
Conventional processing methods for seismic cone penetrometer data present several shortcomings, most notably the absence of a robust velocity model uncertainty estimate. We propose a new seismic cone penetrometer testing (SCPT) data-processing approach that employs Bayesian methods to map measured data errors into quantitative estimates of model uncertainty. We first calculate travel-time differences for all permutations of seismic trace pairs. That is, we cross-correlate each trace at each measurement location with every trace at every other measurement location to determine travel-time differences that are not biased by the choice of any particular reference trace and to thoroughly characterize data error. We calculate a forward operator that accounts for the different ray paths for each measurement location, including refraction at layer boundaries. We then use a Bayesian inversion scheme to obtain the most likely slowness (the reciprocal of velocity) and a distribution of probable slowness values for each model layer. The result is a velocity model that is based on correct ray paths, with uncertainty bounds that are based on the data error. ?? NRC Research Press 2011.
Efficient Bayesian experimental design for contaminant source identification
NASA Astrophysics Data System (ADS)
Zhang, Jiangjiang; Zeng, Lingzao; Chen, Cheng; Chen, Dingjiang; Wu, Laosheng
2015-01-01
In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameters identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from concentration measurements in identifying unknown parameters. In this approach, the sampling locations that give the maximum expected relative entropy are selected as the optimal design. After the sampling locations are determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport equation. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. It is shown that the methods can be used to assist in both single sampling location and monitoring network design for contaminant source identifications in groundwater.
Estimating Bayesian Phylogenetic Information Content
Lewis, Paul O.; Chen, Ming-Hui; Kuo, Lynn; Lewis, Louise A.; Fučíková, Karolina; Neupane, Suman; Wang, Yu-Bo; Shi, Daoyuan
2016-01-01
Measuring the phylogenetic information content of data has a long history in systematics. Here we explore a Bayesian approach to information content estimation. The entropy of the posterior distribution compared with the entropy of the prior distribution provides a natural way to measure information content. If the data have no information relevant to ranking tree topologies beyond the information supplied by the prior, the posterior and prior will be identical. Information in data discourages consideration of some hypotheses allowed by the prior, resulting in a posterior distribution that is more concentrated (has lower entropy) than the prior. We focus on measuring information about tree topology using marginal posterior distributions of tree topologies. We show that both the accuracy and the computational efficiency of topological information content estimation improve with use of the conditional clade distribution, which also allows topological information content to be partitioned by clade. We explore two important applications of our method: providing a compelling definition of saturation and detecting conflict among data partitions that can negatively affect analyses of concatenated data. [Bayesian; concatenation; conditional clade distribution; entropy; information; phylogenetics; saturation.] PMID:27155008
NASA Astrophysics Data System (ADS)
Silva, F. E. O. E.; Naghettini, M. D. C.; Fernandes, W.
2014-12-01
This paper evaluated the uncertainties associated with the estimation of the parameters of a conceptual rainfall-runoff model, through the use of Bayesian inference techniques by Monte Carlo simulation. The Pará River sub-basin, located in the upper São Francisco river basin, in southeastern Brazil, was selected for developing the studies. In this paper, we used the Rio Grande conceptual hydrologic model (EHR/UFMG, 2001) and the Markov Chain Monte Carlo simulation method named DREAM (VRUGT, 2008a). Two probabilistic models for the residues were analyzed: (i) the classic [Normal likelihood - r ≈ N (0, σ²)]; and (ii) a generalized likelihood (SCHOUPS & VRUGT, 2010), in which it is assumed that the differences between observed and simulated flows are correlated, non-stationary, and distributed as a Skew Exponential Power density. The assumptions made for both models were checked to ensure that the estimation of uncertainties in the parameters was not biased. The results showed that the Bayesian approach proved to be adequate to the proposed objectives, enabling and reinforcing the importance of assessing the uncertainties associated with hydrological modeling.
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
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.
Bayesian spatio-temporal modeling of particulate matter concentrations in Peninsular Malaysia
NASA Astrophysics Data System (ADS)
Manga, Edna; Awang, Norhashidah
2016-06-01
This article presents an application of a Bayesian spatio-temporal Gaussian process (GP) model on particulate matter concentrations from Peninsular Malaysia. We analyze daily PM10 concentration levels from 35 monitoring sites in June and July 2011. The spatiotemporal model set in a Bayesian hierarchical framework allows for inclusion of informative covariates, meteorological variables and spatiotemporal interactions. Posterior density estimates of the model parameters are obtained by Markov chain Monte Carlo methods. Preliminary data analysis indicate information on PM10 levels at sites classified as industrial locations could explain part of the space time variations. We include the site-type indicator in our modeling efforts. Results of the parameter estimates for the fitted GP model show significant spatio-temporal structure and positive effect of the location-type explanatory variable. We also compute some validation criteria for the out of sample sites that show the adequacy of the model for predicting PM10 at unmonitored sites.
F-MAP: A Bayesian approach to infer the gene regulatory network using external hints
Shahdoust, Maryam; Mahjub, Hossein; Sadeghi, Mehdi
2017-01-01
The Common topological features of related species gene regulatory networks suggest reconstruction of the network of one species by using the further information from gene expressions profile of related species. We present an algorithm to reconstruct the gene regulatory network named; F-MAP, which applies the knowledge about gene interactions from related species. Our algorithm sets a Bayesian framework to estimate the precision matrix of one species microarray gene expressions dataset to infer the Gaussian Graphical model of the network. The conjugate Wishart prior is used and the information from related species is applied to estimate the hyperparameters of the prior distribution by using the factor analysis. Applying the proposed algorithm on six related species of drosophila shows that the precision of reconstructed networks is improved considerably compared to the precision of networks constructed by other Bayesian approaches. PMID:28938012
NASA Astrophysics Data System (ADS)
Mencin, D.; Hodgkinson, K. M.; Mattioli, G. S.
2017-12-01
In support of hazard research and Earthquake Early Warning (EEW) Systems UNAVCO operates approximately 800 RT-GNSS stations throughout western North America and Alaska (EarthScope Plate Boundary Observatory), Mexico (TLALOCNet), and the pan-Caribbean region (COCONet). Our system produces and distributes raw data (BINEX and RTCM3) and real-time Precise Point Positions via the Trimble PIVOT Platform (RTX). The 2017-09-08 earthquake M8.2 located 98 km SSW of Tres Picos, Mexico is the first great earthquake to occur within the UNAVCO RT-GNSS footprint, which allows for a rigorous analysis of our dynamic and static processing methods. The need for rapid geodetic solutions ranges from seconds (EEW systems) to several minutes (Tsunami Warning and NEIC moment tensor and finite fault models). Here, we compare and quantify the relative processing strategies for producing static offsets, moment tensors and geodetically determined finite fault models using data recorded during this event. We also compare the geodetic solutions with the USGS NEIC seismically derived moment tensors and finite fault models, including displacement waveforms generated from these models. We define kinematic post-processed solutions from GIPSY-OASISII (v6.4) with final orbits and clocks as a "best" case reference to evaluate the performance of our different processing strategies. We find that static displacements of a few centimeters or less are difficult to resolve in the real-time GNSS position estimates. The standard daily 24-hour solutions provide the highest-quality data-set to determine coseismic offsets, but these solutions are delayed by at least 48 hours after the event. Dynamic displacements, estimated in real-time, however, show reasonable agreement with final, post-processed position estimates, and while individual position estimates have large errors, the real-time solutions offer an excellent operational option for EEW systems, including the use of estimated peak-ground displacements or directly inverting for finite-fault solutions. In the near-field, we find that the geodetically-derived moment tensors and finite fault models differ significantly with seismically-derived models, highlighting the utility of using geodetic data in hazard applications.
Archambeau, Cédric; Verleysen, Michel
2007-01-01
A new variational Bayesian learning algorithm for Student-t mixture models is introduced. This algorithm leads to (i) robust density estimation, (ii) robust clustering and (iii) robust automatic model selection. Gaussian mixture models are learning machines which are based on a divide-and-conquer approach. They are commonly used for density estimation and clustering tasks, but are sensitive to outliers. The Student-t distribution has heavier tails than the Gaussian distribution and is therefore less sensitive to any departure of the empirical distribution from Gaussianity. As a consequence, the Student-t distribution is suitable for constructing robust mixture models. In this work, we formalize the Bayesian Student-t mixture model as a latent variable model in a different way from Svensén and Bishop [Svensén, M., & Bishop, C. M. (2005). Robust Bayesian mixture modelling. Neurocomputing, 64, 235-252]. The main difference resides in the fact that it is not necessary to assume a factorized approximation of the posterior distribution on the latent indicator variables and the latent scale variables in order to obtain a tractable solution. Not neglecting the correlations between these unobserved random variables leads to a Bayesian model having an increased robustness. Furthermore, it is expected that the lower bound on the log-evidence is tighter. Based on this bound, the model complexity, i.e. the number of components in the mixture, can be inferred with a higher confidence.
Trifocal Tensor-Based Adaptive Visual Trajectory Tracking Control of Mobile Robots.
Chen, Jian; Jia, Bingxi; Zhang, Kaixiang
2017-11-01
In this paper, a trifocal tensor-based approach is proposed for the visual trajectory tracking task of a nonholonomic mobile robot equipped with a roughly installed monocular camera. The desired trajectory is expressed by a set of prerecorded images, and the robot is regulated to track the desired trajectory using visual feedback. Trifocal tensor is exploited to obtain the orientation and scaled position information used in the control system, and it works for general scenes owing to the generality of trifocal tensor. In the previous works, the start, current, and final images are required to share enough visual information to estimate the trifocal tensor. However, this requirement can be easily violated for perspective cameras with limited field of view. In this paper, key frame strategy is proposed to loosen this requirement, extending the workspace of the visual servo system. Considering the unknown depth and extrinsic parameters (installing position of the camera), an adaptive controller is developed based on Lyapunov methods. The proposed control strategy works for almost all practical circumstances, including both trajectory tracking and pose regulation tasks. Simulations are made based on the virtual experimentation platform (V-REP) to evaluate the effectiveness of the proposed approach.