Adult myeloid leukaemia and radon exposure: a Bayesian model for a case-control study with error in covariates.

PubMed

Toti, Simona; Biggeri, Annibale; Forastiere, Francesco

2005-06-30

The possible association between radon exposure in dwellings and adult myeloid leukaemia had been explored in an Italian province by a case-control study. A total of 44 cases and 211 controls were selected from death certificates file. No association had been found in the original study (OR = 0.58 for > 185 vs 80 < or = Bq/cm). Here we reanalyse the data taking into account the measurement error of radon concentration and the presence of missing data. A Bayesian hierarchical model with error in covariates is proposed which allows appropriate imputation of missing values. The general conclusion of no evidence of association with radon does not change, but a negative association is not observed anymore (OR = 0.99 for > 185 vs 80 < or = Bq/cm). After adjusting for residential house radon and gamma radiation, and for the multilevel data structure, geological features of the soil is associated with adult myeloid leukaemia risk (OR = 2.14, 95 per cent Cr.I. 1.0-5.5). Copyright 2005 John Wiley & Sons, Ltd.

Attention in the predictive mind.

PubMed

Ransom, Madeleine; Fazelpour, Sina; Mole, Christopher

2017-01-01

It has recently become popular to suggest that cognition can be explained as a process of Bayesian prediction error minimization. Some advocates of this view propose that attention should be understood as the optimization of expected precisions in the prediction-error signal (Clark, 2013, 2016; Feldman & Friston, 2010; Hohwy, 2012, 2013). This proposal successfully accounts for several attention-related phenomena. We claim that it cannot account for all of them, since there are certain forms of voluntary attention that it cannot accommodate. We therefore suggest that, although the theory of Bayesian prediction error minimization introduces some powerful tools for the explanation of mental phenomena, its advocates have been wrong to claim that Bayesian prediction error minimization is 'all the brain ever does'. Copyright © 2016 Elsevier Inc. All rights reserved.

Bayesian generalized least squares regression with application to log Pearson type 3 regional skew estimation

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.

A Bayesian-frequentist two-stage single-arm phase II clinical trial design.

PubMed

Dong, Gaohong; Shih, Weichung Joe; Moore, Dirk; Quan, Hui; Marcella, Stephen

2012-08-30

It is well-known that both frequentist and Bayesian clinical trial designs have their own advantages and disadvantages. To have better properties inherited from these two types of designs, we developed a Bayesian-frequentist two-stage single-arm phase II clinical trial design. This design allows both early acceptance and rejection of the null hypothesis ( H(0) ). The measures (for example probability of trial early termination, expected sample size, etc.) of the design properties under both frequentist and Bayesian settings are derived. Moreover, under the Bayesian setting, the upper and lower boundaries are determined with predictive probability of trial success outcome. Given a beta prior and a sample size for stage I, based on the marginal distribution of the responses at stage I, we derived Bayesian Type I and Type II error rates. By controlling both frequentist and Bayesian error rates, the Bayesian-frequentist two-stage design has special features compared with other two-stage designs. Copyright © 2012 John Wiley & Sons, Ltd.

On how to avoid input and structural uncertainties corrupt the inference of hydrological parameters using a Bayesian framework

NASA Astrophysics Data System (ADS)

Hernández, Mario R.; Francés, Félix

2015-04-01

One phase of the hydrological models implementation process, significantly contributing to the hydrological predictions uncertainty, is the calibration phase in which values of the unknown model parameters are tuned by optimizing an objective function. An unsuitable error model (e.g. Standard Least Squares or SLS) introduces noise into the estimation of the parameters. The main sources of this noise are the input errors and the hydrological model structural deficiencies. Thus, the biased calibrated parameters cause the divergence model phenomenon, where the errors variance of the (spatially and temporally) forecasted flows far exceeds the errors variance in the fitting period, and provoke the loss of part or all of the physical meaning of the modeled processes. In other words, yielding a calibrated hydrological model which works well, but not for the right reasons. Besides, an unsuitable error model yields a non-reliable predictive uncertainty assessment. Hence, with the aim of prevent all these undesirable effects, this research focuses on the Bayesian joint inference (BJI) of both the hydrological and error model parameters, considering a general additive (GA) error model that allows for correlation, non-stationarity (in variance and bias) and non-normality of model residuals. As hydrological model, it has been used a conceptual distributed model called TETIS, with a particular split structure of the effective model parameters. Bayesian inference has been performed with the aid of a Markov Chain Monte Carlo (MCMC) algorithm called Dream-ZS. MCMC algorithm quantifies the uncertainty of the hydrological and error model parameters by getting the joint posterior probability distribution, conditioned on the observed flows. The BJI methodology is a very powerful and reliable tool, but it must be used correctly this is, if non-stationarity in errors variance and bias is modeled, the Total Laws must be taken into account. The results of this research show that the application of BJI with a GA error model outperforms the hydrological parameters robustness (diminishing the divergence model phenomenon) and improves the reliability of the streamflow predictive distribution, in respect of the results of a bad error model as SLS. Finally, the most likely prediction in a validation period, for both BJI+GA and SLS error models shows a similar performance.

Priors in perception: Top-down modulation, Bayesian perceptual learning rate, and prediction error minimization.

PubMed

Hohwy, Jakob

2017-01-01

I discuss top-down modulation of perception in terms of a variable Bayesian learning rate, revealing a wide range of prior hierarchical expectations that can modulate perception. I then switch to the prediction error minimization framework and seek to conceive cognitive penetration specifically as prediction error minimization deviations from a variable Bayesian learning rate. This approach retains cognitive penetration as a category somewhat distinct from other top-down effects, and carves a reasonable route between penetrability and impenetrability. It prevents rampant, relativistic cognitive penetration of perception and yet is consistent with the continuity of cognition and perception. Copyright © 2016 Elsevier Inc. All rights reserved.

An efficient method for model refinement in diffuse optical tomography

NASA Astrophysics Data System (ADS)

Zirak, A. R.; Khademi, M.

2007-11-01

Diffuse optical tomography (DOT) is a non-linear, ill-posed, boundary value and optimization problem which necessitates regularization. Also, Bayesian methods are suitable owing to measurements data are sparse and correlated. In such problems which are solved with iterative methods, for stabilization and better convergence, the solution space must be small. These constraints subject to extensive and overdetermined system of equations which model retrieving criteria specially total least squares (TLS) must to refine model error. Using TLS is limited to linear systems which is not achievable when applying traditional Bayesian methods. This paper presents an efficient method for model refinement using regularized total least squares (RTLS) for treating on linearized DOT problem, having maximum a posteriori (MAP) estimator and Tikhonov regulator. This is done with combination Bayesian and regularization tools as preconditioner matrices, applying them to equations and then using RTLS to the resulting linear equations. The preconditioning matrixes are guided by patient specific information as well as a priori knowledge gained from the training set. Simulation results illustrate that proposed method improves the image reconstruction performance and localize the abnormally well.

A Bayesian approach to model structural error and input variability in groundwater modeling

NASA Astrophysics Data System (ADS)

Xu, T.; Valocchi, A. J.; Lin, Y. F. F.; Liang, F.

2015-12-01

Effective water resource management typically relies on numerical models to analyze groundwater flow and solute transport processes. Model structural error (due to simplification and/or misrepresentation of the "true" environmental system) and input forcing variability (which commonly arises since some inputs are uncontrolled or estimated with high uncertainty) are ubiquitous in groundwater models. Calibration that overlooks errors in model structure and input data can lead to biased parameter estimates and compromised predictions. We present a fully Bayesian approach for a complete assessment of uncertainty for spatially distributed groundwater models. The approach explicitly recognizes stochastic input and uses data-driven error models based on nonparametric kernel methods to account for model structural error. We employ exploratory data analysis to assist in specifying informative prior for error models to improve identifiability. The inference is facilitated by an efficient sampling algorithm based on DREAM-ZS and a parameter subspace multiple-try strategy to reduce the required number of forward simulations of the groundwater model. We demonstrate the Bayesian approach through a synthetic case study of surface-ground water interaction under changing pumping conditions. It is found that explicit treatment of errors in model structure and input data (groundwater pumping rate) has substantial impact on the posterior distribution of groundwater model parameters. Using error models reduces predictive bias caused by parameter compensation. In addition, input variability increases parametric and predictive uncertainty. The Bayesian approach allows for a comparison among the contributions from various error sources, which could inform future model improvement and data collection efforts on how to best direct resources towards reducing predictive uncertainty.

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…

Modeling Error Distributions of Growth Curve Models through Bayesian Methods

ERIC Educational Resources Information Center

Zhang, Zhiyong

2016-01-01

Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is…

Evaluation of Bayesian Sequential Proportion Estimation Using Analyst Labels

NASA Technical Reports Server (NTRS)

Lennington, R. K.; Abotteen, K. M. (Principal Investigator)

1980-01-01

The author has identified the following significant results. A total of ten Large Area Crop Inventory Experiment Phase 3 blind sites and analyst-interpreter labels were used in a study to compare proportional estimates obtained by the Bayes sequential procedure with estimates obtained from simple random sampling and from Procedure 1. The analyst error rate using the Bayes technique was shown to be no greater than that for the simple random sampling. Also, the segment proportion estimates produced using this technique had smaller bias and mean squared errors than the estimates produced using either simple random sampling or Procedure 1.

A Bayesian Hierarchical Model for Glacial Dynamics Based on the Shallow Ice Approximation and its Evaluation Using Analytical Solutions

NASA Astrophysics Data System (ADS)

Gopalan, Giri; Hrafnkelsson, Birgir; Aðalgeirsdóttir, Guðfinna; Jarosch, Alexander H.; Pálsson, Finnur

2018-03-01

Bayesian hierarchical modeling can assist the study of glacial dynamics and ice flow properties. This approach will allow glaciologists to make fully probabilistic predictions for the thickness of a glacier at unobserved spatio-temporal coordinates, and it will also allow for the derivation of posterior probability distributions for key physical parameters such as ice viscosity and basal sliding. The goal of this paper is to develop a proof of concept for a Bayesian hierarchical model constructed, which uses exact analytical solutions for the shallow ice approximation (SIA) introduced by Bueler et al. (2005). A suite of test simulations utilizing these exact solutions suggests that this approach is able to adequately model numerical errors and produce useful physical parameter posterior distributions and predictions. A byproduct of the development of the Bayesian hierarchical model is the derivation of a novel finite difference method for solving the SIA partial differential equation (PDE). An additional novelty of this work is the correction of numerical errors induced through a numerical solution using a statistical model. This error correcting process models numerical errors that accumulate forward in time and spatial variation of numerical errors between the dome, interior, and margin of a glacier.

Data Envelopment Analysis in the Presence of Measurement Error: Case Study from the National Database of Nursing Quality Indicators® (NDNQI®)

PubMed Central

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

Inference of emission rates from multiple sources using Bayesian probability theory.

PubMed

Yee, Eugene; Flesch, Thomas K

2010-03-01

The determination of atmospheric emission rates from multiple sources using inversion (regularized least-squares or best-fit technique) is known to be very susceptible to measurement and model errors in the problem, rendering the solution unusable. In this paper, a new perspective is offered for this problem: namely, it is argued that the problem should be addressed as one of inference rather than inversion. Towards this objective, Bayesian probability theory is used to estimate the emission rates from multiple sources. The posterior probability distribution for the emission rates is derived, accounting fully for the measurement errors in the concentration data and the model errors in the dispersion model used to interpret the data. The Bayesian inferential methodology for emission rate recovery is validated against real dispersion data, obtained from a field experiment involving various source-sensor geometries (scenarios) consisting of four synthetic area sources and eight concentration sensors. The recovery of discrete emission rates from three different scenarios obtained using Bayesian inference and singular value decomposition inversion are compared and contrasted.

Bayesian design criteria: computation, comparison, and application to a pharmacokinetic and a pharmacodynamic model.

PubMed

Merlé, Y; Mentré, F

1995-02-01

In this paper 3 criteria to design experiments for Bayesian estimation of the parameters of nonlinear models with respect to their parameters, when a prior distribution is available, are presented: the determinant of the Bayesian information matrix, the determinant of the pre-posterior covariance matrix, and the expected information provided by an experiment. A procedure to simplify the computation of these criteria is proposed in the case of continuous prior distributions and is compared with the criterion obtained from a linearization of the model about the mean of the prior distribution for the parameters. This procedure is applied to two models commonly encountered in the area of pharmacokinetics and pharmacodynamics: the one-compartment open model with bolus intravenous single-dose injection and the Emax model. They both involve two parameters. Additive as well as multiplicative gaussian measurement errors are considered with normal prior distributions. Various combinations of the variances of the prior distribution and of the measurement error are studied. Our attention is restricted to designs with limited numbers of measurements (1 or 2 measurements). This situation often occurs in practice when Bayesian estimation is performed. The optimal Bayesian designs that result vary with the variances of the parameter distribution and with the measurement error. The two-point optimal designs sometimes differ from the D-optimal designs for the mean of the prior distribution and may consist of replicating measurements. For the studied cases, the determinant of the Bayesian information matrix and its linearized form lead to the same optimal designs. In some cases, the pre-posterior covariance matrix can be far from its lower bound, namely, the inverse of the Bayesian information matrix, especially for the Emax model and a multiplicative measurement error. The expected information provided by the experiment and the determinant of the pre-posterior covariance matrix generally lead to the same designs except for the Emax model and the multiplicative measurement error. Results show that these criteria can be easily computed and that they could be incorporated in modules for designing experiments.

Uncertainty aggregation and reduction in structure-material performance prediction

NASA Astrophysics Data System (ADS)

Hu, Zhen; Mahadevan, Sankaran; Ao, Dan

2018-02-01

An uncertainty aggregation and reduction framework is presented for structure-material performance prediction. Different types of uncertainty sources, structural analysis model, and material performance prediction model are connected through a Bayesian network for systematic uncertainty aggregation analysis. To reduce the uncertainty in the computational structure-material performance prediction model, Bayesian updating using experimental observation data is investigated based on the Bayesian network. It is observed that the Bayesian updating results will have large error if the model cannot accurately represent the actual physics, and that this error will be propagated to the predicted performance distribution. To address this issue, this paper proposes a novel uncertainty reduction method by integrating Bayesian calibration with model validation adaptively. The observation domain of the quantity of interest is first discretized into multiple segments. An adaptive algorithm is then developed to perform model validation and Bayesian updating over these observation segments sequentially. Only information from observation segments where the model prediction is highly reliable is used for Bayesian updating; this is found to increase the effectiveness and efficiency of uncertainty reduction. A composite rotorcraft hub component fatigue life prediction model, which combines a finite element structural analysis model and a material damage model, is used to demonstrate the proposed method.

Uncertainty in Ecohydrological Modeling in an Arid Region Determined with Bayesian Methods

PubMed Central

Yang, Junjun; He, Zhibin; Du, Jun; Chen, Longfei; Zhu, Xi

2016-01-01

In arid regions, water resources are a key forcing factor in ecosystem circulation, and soil moisture is the critical link that constrains plant and animal life on the soil surface and underground. Simulation of soil moisture in arid ecosystems is inherently difficult due to high variability. We assessed the applicability of the process-oriented CoupModel for forecasting of soil water relations in arid regions. We used vertical soil moisture profiling for model calibration. We determined that model-structural uncertainty constituted the largest error; the model did not capture the extremes of low soil moisture in the desert-oasis ecotone (DOE), particularly below 40 cm soil depth. Our results showed that total uncertainty in soil moisture prediction was improved when input and output data, parameter value array, and structure errors were characterized explicitly. Bayesian analysis was applied with prior information to reduce uncertainty. The need to provide independent descriptions of uncertainty analysis (UA) in the input and output data was demonstrated. Application of soil moisture simulation in arid regions will be useful for dune-stabilization and revegetation efforts in the DOE. PMID:26963523

A Bayesian method for using simulator data to enhance human error probabilities assigned by existing HRA methods

DOE PAGES

Groth, Katrina M.; Smith, Curtis L.; Swiler, Laura P.

2014-04-05

In the past several years, several international agencies have begun to collect data on human performance in nuclear power plant simulators [1]. This data provides a valuable opportunity to improve human reliability analysis (HRA), but there improvements will not be realized without implementation of Bayesian methods. Bayesian methods are widely used in to incorporate sparse data into models in many parts of probabilistic risk assessment (PRA), but Bayesian methods have not been adopted by the HRA community. In this article, we provide a Bayesian methodology to formally use simulator data to refine the human error probabilities (HEPs) assigned by existingmore » HRA methods. We demonstrate the methodology with a case study, wherein we use simulator data from the Halden Reactor Project to update the probability assignments from the SPAR-H method. The case study demonstrates the ability to use performance data, even sparse data, to improve existing HRA methods. Furthermore, this paper also serves as a demonstration of the value of Bayesian methods to improve the technical basis of HRA.« less

A Bayesian sequential design using alpha spending function to control type I error.

PubMed

Zhu, Han; Yu, Qingzhao

2017-10-01

We propose in this article a Bayesian sequential design using alpha spending functions to control the overall type I error in phase III clinical trials. We provide algorithms to calculate critical values, power, and sample sizes for the proposed design. Sensitivity analysis is implemented to check the effects from different prior distributions, and conservative priors are recommended. We compare the power and actual sample sizes of the proposed Bayesian sequential design with different alpha spending functions through simulations. We also compare the power of the proposed method with frequentist sequential design using the same alpha spending function. Simulations show that, at the same sample size, the proposed method provides larger power than the corresponding frequentist sequential design. It also has larger power than traditional Bayesian sequential design which sets equal critical values for all interim analyses. When compared with other alpha spending functions, O'Brien-Fleming alpha spending function has the largest power and is the most conservative in terms that at the same sample size, the null hypothesis is the least likely to be rejected at early stage of clinical trials. And finally, we show that adding a step of stop for futility in the Bayesian sequential design can reduce the overall type I error and reduce the actual sample sizes.

Bayesian adjustment for measurement error in continuous exposures in an individually matched case-control study.

PubMed

Espino-Hernandez, Gabriela; Gustafson, Paul; Burstyn, Igor

2011-05-14

In epidemiological studies explanatory variables are frequently subject to measurement error. The aim of this paper is to develop a Bayesian method to correct for measurement error in multiple continuous exposures in individually matched case-control studies. This is a topic that has not been widely investigated. The new method is illustrated using data from an individually matched case-control study of the association between thyroid hormone levels during pregnancy and exposure to perfluorinated acids. The objective of the motivating study was to examine the risk of maternal hypothyroxinemia due to exposure to three perfluorinated acids measured on a continuous scale. Results from the proposed method are compared with those obtained from a naive analysis. Using a Bayesian approach, the developed method considers a classical measurement error model for the exposures, as well as the conditional logistic regression likelihood as the disease model, together with a random-effect exposure model. Proper and diffuse prior distributions are assigned, and results from a quality control experiment are used to estimate the perfluorinated acids' measurement error variability. As a result, posterior distributions and 95% credible intervals of the odds ratios are computed. A sensitivity analysis of method's performance in this particular application with different measurement error variability was performed. The proposed Bayesian method to correct for measurement error is feasible and can be implemented using statistical software. For the study on perfluorinated acids, a comparison of the inferences which are corrected for measurement error to those which ignore it indicates that little adjustment is manifested for the level of measurement error actually exhibited in the exposures. Nevertheless, a sensitivity analysis shows that more substantial adjustments arise if larger measurement errors are assumed. In individually matched case-control studies, the use of conditional logistic regression likelihood as a disease model in the presence of measurement error in multiple continuous exposures can be justified by having a random-effect exposure model. The proposed method can be successfully implemented in WinBUGS to correct individually matched case-control studies for several mismeasured continuous exposures under a classical measurement error model.

Bayesian historical earthquake relocation: an example from the 1909 Taipei earthquake

USGS Publications Warehouse

Minson, Sarah E.; Lee, William H.K.

2014-01-01

Locating earthquakes from the beginning of the modern instrumental period is complicated by the fact that there are few good-quality seismograms and what traveltimes do exist may be corrupted by both large phase-pick errors and clock errors. Here, we outline a Bayesian approach to simultaneous inference of not only the hypocentre location but also the clock errors at each station and the origin time of the earthquake. This methodology improves the solution for the source location and also provides an uncertainty analysis on all of the parameters included in the inversion. As an example, we applied this Bayesian approach to the well-studied 1909 Mw 7 Taipei earthquake. While our epicentre location and origin time for the 1909 Taipei earthquake are consistent with earlier studies, our focal depth is significantly shallower suggesting a higher seismic hazard to the populous Taipei metropolitan area than previously supposed.

Improving Bayesian credibility intervals for classifier error rates using maximum entropy empirical priors.

PubMed

Gustafsson, Mats G; Wallman, Mikael; Wickenberg Bolin, Ulrika; Göransson, Hanna; Fryknäs, M; Andersson, Claes R; Isaksson, Anders

2010-06-01

Successful use of classifiers that learn to make decisions from a set of patient examples require robust methods for performance estimation. Recently many promising approaches for determination of an upper bound for the error rate of a single classifier have been reported but the Bayesian credibility interval (CI) obtained from a conventional holdout test still delivers one of the tightest bounds. The conventional Bayesian CI becomes unacceptably large in real world applications where the test set sizes are less than a few hundred. The source of this problem is that fact that the CI is determined exclusively by the result on the test examples. In other words, there is no information at all provided by the uniform prior density distribution employed which reflects complete lack of prior knowledge about the unknown error rate. Therefore, the aim of the study reported here was to study a maximum entropy (ME) based approach to improved prior knowledge and Bayesian CIs, demonstrating its relevance for biomedical research and clinical practice. It is demonstrated how a refined non-uniform prior density distribution can be obtained by means of the ME principle using empirical results from a few designs and tests using non-overlapping sets of examples. Experimental results show that ME based priors improve the CIs when employed to four quite different simulated and two real world data sets. An empirically derived ME prior seems promising for improving the Bayesian CI for the unknown error rate of a designed classifier. Copyright 2010 Elsevier B.V. All rights reserved.

Modeling error distributions of growth curve models through Bayesian methods.

PubMed

Zhang, Zhiyong

2016-06-01

Growth curve models are widely used in social and behavioral sciences. However, typical growth curve models often assume that the errors are normally distributed although non-normal data may be even more common than normal data. In order to avoid possible statistical inference problems in blindly assuming normality, a general Bayesian framework is proposed to flexibly model normal and non-normal data through the explicit specification of the error distributions. A simulation study shows when the distribution of the error is correctly specified, one can avoid the loss in the efficiency of standard error estimates. A real example on the analysis of mathematical ability growth data from the Early Childhood Longitudinal Study, Kindergarten Class of 1998-99 is used to show the application of the proposed methods. Instructions and code on how to conduct growth curve analysis with both normal and non-normal error distributions using the the MCMC procedure of SAS are provided.

Estimating mountain basin-mean precipitation from streamflow using Bayesian inference

NASA Astrophysics Data System (ADS)

Henn, Brian; Clark, Martyn P.; Kavetski, Dmitri; Lundquist, Jessica D.

2015-10-01

Estimating basin-mean precipitation in complex terrain is difficult due to uncertainty in the topographical representativeness of precipitation gauges relative to the basin. To address this issue, we use Bayesian methodology coupled with a multimodel framework to infer basin-mean precipitation from streamflow observations, and we apply this approach to snow-dominated basins in the Sierra Nevada of California. Using streamflow observations, forcing data from lower-elevation stations, the Bayesian Total Error Analysis (BATEA) methodology and the Framework for Understanding Structural Errors (FUSE), we infer basin-mean precipitation, and compare it to basin-mean precipitation estimated using topographically informed interpolation from gauges (PRISM, the Parameter-elevation Regression on Independent Slopes Model). The BATEA-inferred spatial patterns of precipitation show agreement with PRISM in terms of the rank of basins from wet to dry but differ in absolute values. In some of the basins, these differences may reflect biases in PRISM, because some implied PRISM runoff ratios may be inconsistent with the regional climate. We also infer annual time series of basin precipitation using a two-step calibration approach. Assessment of the precision and robustness of the BATEA approach suggests that uncertainty in the BATEA-inferred precipitation is primarily related to uncertainties in hydrologic model structure. Despite these limitations, time series of inferred annual precipitation under different model and parameter assumptions are strongly correlated with one another, suggesting that this approach is capable of resolving year-to-year variability in basin-mean precipitation.

Bayesian Analysis of Silica Exposure and Lung Cancer Using Human and Animal Studies.

PubMed

Bartell, Scott M; Hamra, Ghassan Badri; Steenland, Kyle

2017-03-01

Bayesian methods can be used to incorporate external information into epidemiologic exposure-response analyses of silica and lung cancer. We used data from a pooled mortality analysis of silica and lung cancer (n = 65,980), using untransformed and log-transformed cumulative exposure. Animal data came from chronic silica inhalation studies using rats. We conducted Bayesian analyses with informative priors based on the animal data and different cross-species extrapolation factors. We also conducted analyses with exposure measurement error corrections in the absence of a gold standard, assuming Berkson-type error that increased with increasing exposure. The pooled animal data exposure-response coefficient was markedly higher (log exposure) or lower (untransformed exposure) than the coefficient for the pooled human data. With 10-fold uncertainty, the animal prior had little effect on results for pooled analyses and only modest effects in some individual studies. One-fold uncertainty produced markedly different results for both pooled and individual studies. Measurement error correction had little effect in pooled analyses using log exposure. Using untransformed exposure, measurement error correction caused a 5% decrease in the exposure-response coefficient for the pooled analysis and marked changes in some individual studies. The animal prior had more impact for smaller human studies and for one-fold versus three- or 10-fold uncertainty. Adjustment for Berkson error using Bayesian methods had little effect on the exposure-response coefficient when exposure was log transformed or when the sample size was large. See video abstract at, http://links.lww.com/EDE/B160.

Bayesian models for comparative analysis integrating phylogenetic uncertainty.

PubMed

de Villemereuil, Pierre; Wells, Jessie A; Edwards, Robert D; Blomberg, Simon P

2012-06-28

Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language.

Bayesian models for comparative analysis integrating phylogenetic uncertainty

PubMed Central

2012-01-01

Background Uncertainty in comparative analyses can come from at least two sources: a) phylogenetic uncertainty in the tree topology or branch lengths, and b) uncertainty due to intraspecific variation in trait values, either due to measurement error or natural individual variation. Most phylogenetic comparative methods do not account for such uncertainties. Not accounting for these sources of uncertainty leads to false perceptions of precision (confidence intervals will be too narrow) and inflated significance in hypothesis testing (e.g. p-values will be too small). Although there is some application-specific software for fitting Bayesian models accounting for phylogenetic error, more general and flexible software is desirable. Methods We developed models to directly incorporate phylogenetic uncertainty into a range of analyses that biologists commonly perform, using a Bayesian framework and Markov Chain Monte Carlo analyses. Results We demonstrate applications in linear regression, quantification of phylogenetic signal, and measurement error models. Phylogenetic uncertainty was incorporated by applying a prior distribution for the phylogeny, where this distribution consisted of the posterior tree sets from Bayesian phylogenetic tree estimation programs. The models were analysed using simulated data sets, and applied to a real data set on plant traits, from rainforest plant species in Northern Australia. Analyses were performed using the free and open source software OpenBUGS and JAGS. Conclusions Incorporating phylogenetic uncertainty through an empirical prior distribution of trees leads to more precise estimation of regression model parameters than using a single consensus tree and enables a more realistic estimation of confidence intervals. In addition, models incorporating measurement errors and/or individual variation, in one or both variables, are easily formulated in the Bayesian framework. We show that BUGS is a useful, flexible general purpose tool for phylogenetic comparative analyses, particularly for modelling in the face of phylogenetic uncertainty and accounting for measurement error or individual variation in explanatory variables. Code for all models is provided in the BUGS model description language. PMID:22741602

Development of dynamic Bayesian models for web application test management

NASA Astrophysics Data System (ADS)

Azarnova, T. V.; Polukhin, P. V.; Bondarenko, Yu V.; Kashirina, I. L.

2018-03-01

The mathematical apparatus of dynamic Bayesian networks is an effective and technically proven tool that can be used to model complex stochastic dynamic processes. According to the results of the research, mathematical models and methods of dynamic Bayesian networks provide a high coverage of stochastic tasks associated with error testing in multiuser software products operated in a dynamically changing environment. Formalized representation of the discrete test process as a dynamic Bayesian model allows us to organize the logical connection between individual test assets for multiple time slices. This approach gives an opportunity to present testing as a discrete process with set structural components responsible for the generation of test assets. Dynamic Bayesian network-based models allow us to combine in one management area individual units and testing components with different functionalities and a direct influence on each other in the process of comprehensive testing of various groups of computer bugs. The application of the proposed models provides an opportunity to use a consistent approach to formalize test principles and procedures, methods used to treat situational error signs, and methods used to produce analytical conclusions based on test results.

Bayesian randomized clinical trials: From fixed to adaptive design.

PubMed

Yin, Guosheng; Lam, Chi Kin; Shi, Haolun

2017-08-01

Randomized controlled studies are the gold standard for phase III clinical trials. Using α-spending functions to control the overall type I error rate, group sequential methods are well established and have been dominating phase III studies. Bayesian randomized design, on the other hand, can be viewed as a complement instead of competitive approach to the frequentist methods. For the fixed Bayesian design, the hypothesis testing can be cast in the posterior probability or Bayes factor framework, which has a direct link to the frequentist type I error rate. Bayesian group sequential design relies upon Bayesian decision-theoretic approaches based on backward induction, which is often computationally intensive. Compared with the frequentist approaches, Bayesian methods have several advantages. The posterior predictive probability serves as a useful and convenient tool for trial monitoring, and can be updated at any time as the data accrue during the trial. The Bayesian decision-theoretic framework possesses a direct link to the decision making in the practical setting, and can be modeled more realistically to reflect the actual cost-benefit analysis during the drug development process. Other merits include the possibility of hierarchical modeling and the use of informative priors, which would lead to a more comprehensive utilization of information from both historical and longitudinal data. From fixed to adaptive design, we focus on Bayesian randomized controlled clinical trials and make extensive comparisons with frequentist counterparts through numerical studies. Copyright © 2017 Elsevier Inc. All rights reserved.

A Bayesian mixture model for missing data in marine mammal growth analysis

PubMed Central

Shotwell, Mary E.; McFee, Wayne E.; Slate, Elizabeth H.

2016-01-01

Much of what is known about bottle nose dolphin (Tursiops truncatus) anatomy and physiology is based on necropsies from stranding events. Measurements of total body length, total body mass, and age are used to estimate growth. It is more feasible to retrieve and transport smaller animals for total body mass measurement than larger animals, introducing a systematic bias in sampling. Adverse weather events, volunteer availability, and other unforeseen circumstances also contribute to incomplete measurement. We have developed a Bayesian mixture model to describe growth in detected stranded animals using data from both those that are fully measured and those not fully measured. Our approach uses a shared random effect to link the missingness mechanism (i.e. full/partial measurement) to distinct growth curves in the fully and partially measured populations, thereby enabling drawing of strength for estimation. We use simulation to compare our model to complete case analysis and two common multiple imputation methods according to model mean square error. Results indicate that our mixture model provides better fit both when the two populations are present and when they are not. The feasibility and utility of our new method is demonstrated by application to South Carolina strandings data. PMID:28503080

Detecting ‘Wrong Blood in Tube’ Errors: Evaluation of a Bayesian Network Approach

PubMed Central

Doctor, Jason N.; Strylewicz, Greg

2010-01-01

Objective In an effort to address the problem of laboratory errors, we develop and evaluate a method to detect mismatched specimens from nationally collected blood laboratory data in two experiments. Methods In Experiment 1 and 2 using blood labs from National Health and Nutrition Examination Survey (NHANES) and values derived from the Diabetes Prevention Program (DPP) respectively, a proportion of glucose and HbA1c specimens were randomly mismatched. A Bayesian network that encoded probabilistic relationships among analytes was used to predict mismatches. In Experiment 1 the performance of the network was compared against existing error detection software. In Experiment 2 the network was compared against 11 human experts recruited from the American Academy of Clinical Chemists. Results were compared via area under the receiver-operating characteristics curves (AUCs) and with agreement statistics. Results In Experiment 1 the network was most predictive of mismatches that produced clinically significant discrepancies between true and mismatched scores ((AUC of 0.87 (±0.04) for HbA1c and 0.83 (±0.02) for glucose), performed well in identifying errors among those self-reporting diabetes (N = 329) (AUC = 0.79 (± 0.02)) and performed significantly better than the established approach it was tested against (in all cases p < .0.05). In Experiment 2 it performed better (and in no case worse) than 7 of the 11 human experts. Average percent agreement was 0.79. and Kappa (κ) was 0.59, between experts and the Bayesian network. Conclusions Bayesian network can accurately identify mismatched specimens. The algorithm is best at identifying mismatches that result in a clinically significant magnitude of error. PMID:20566275

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Finding Useful Questions: On Bayesian Diagnosticity, Probability, Impact, and Information Gain

ERIC Educational Resources Information Center

Nelson, Jonathan D.

2005-01-01

Several norms for how people should assess a question's usefulness have been proposed, notably Bayesian diagnosticity, information gain (mutual information), Kullback-Liebler distance, probability gain (error minimization), and impact (absolute change). Several probabilistic models of previous experiments on categorization, covariation assessment,…

A Sparse Bayesian Approach for Forward-Looking Superresolution Radar Imaging

PubMed Central

Zhang, Yin; Zhang, Yongchao; Huang, Yulin; Yang, Jianyu

2017-01-01

This paper presents a sparse superresolution approach for high cross-range resolution imaging of forward-looking scanning radar based on the Bayesian criterion. First, a novel forward-looking signal model is established as the product of the measurement matrix and the cross-range target distribution, which is more accurate than the conventional convolution model. Then, based on the Bayesian criterion, the widely-used sparse regularization is considered as the penalty term to recover the target distribution. The derivation of the cost function is described, and finally, an iterative expression for minimizing this function is presented. Alternatively, this paper discusses how to estimate the single parameter of Gaussian noise. With the advantage of a more accurate model, the proposed sparse Bayesian approach enjoys a lower model error. Meanwhile, when compared with the conventional superresolution methods, the proposed approach shows high cross-range resolution and small location error. The superresolution results for the simulated point target, scene data, and real measured data are presented to demonstrate the superior performance of the proposed approach. PMID:28604583

Technical note: Bayesian calibration of dynamic ruminant nutrition models.

PubMed

Reed, K F; Arhonditsis, G B; France, J; Kebreab, E

2016-08-01

Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Probabilistic numerical methods for PDE-constrained Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Cockayne, Jon; Oates, Chris; Sullivan, Tim; Girolami, Mark

2017-06-01

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for the impact of the discretisation of the forward problem. In particular, this drives statistical inferences to be more conservative in the presence of significant solver error. Theoretical results are presented describing rates of convergence for the posteriors in both the forward and inverse problems. This method is tested on a challenging inverse problem with a nonlinear forward model.

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.

Development of uncertainty-based work injury model using Bayesian structural equation modelling.

PubMed

Chatterjee, Snehamoy

2014-01-01

This paper proposed a Bayesian method-based structural equation model (SEM) of miners' work injury for an underground coal mine in India. The environmental and behavioural variables for work injury were identified and causal relationships were developed. For Bayesian modelling, prior distributions of SEM parameters are necessary to develop the model. In this paper, two approaches were adopted to obtain prior distribution for factor loading parameters and structural parameters of SEM. In the first approach, the prior distributions were considered as a fixed distribution function with specific parameter values, whereas, in the second approach, prior distributions of the parameters were generated from experts' opinions. The posterior distributions of these parameters were obtained by applying Bayesian rule. The Markov Chain Monte Carlo sampling in the form Gibbs sampling was applied for sampling from the posterior distribution. The results revealed that all coefficients of structural and measurement model parameters are statistically significant in experts' opinion-based priors, whereas, two coefficients are not statistically significant when fixed prior-based distributions are applied. The error statistics reveals that Bayesian structural model provides reasonably good fit of work injury with high coefficient of determination (0.91) and less mean squared error as compared to traditional SEM.

Bayesian logistic regression approaches to predict incorrect DRG assignment.

PubMed

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.

Efficient Dependency Computation for Dynamic Hybrid Bayesian Network in On-line System Health Management Applications

DTIC Science & Technology

2014-10-02

intervals (Neil, Tailor, Marquez, Fenton , & Hear, 2007). This is cumbersome, error prone and usually inaccurate. Even though a universal framework...Science. Neil, M., Tailor, M., Marquez, D., Fenton , N., & Hear. (2007). Inference in Bayesian networks using dynamic discretisation. Statistics

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…

Water quality management using statistical analysis and time-series prediction model

NASA Astrophysics Data System (ADS)

Parmar, Kulwinder Singh; Bhardwaj, Rashmi

2014-12-01

This paper deals with water quality management using statistical analysis and time-series prediction model. The monthly variation of water quality standards has been used to compare statistical mean, median, mode, standard deviation, kurtosis, skewness, coefficient of variation at Yamuna River. Model validated using R-squared, root mean square error, mean absolute percentage error, maximum absolute percentage error, mean absolute error, maximum absolute error, normalized Bayesian information criterion, Ljung-Box analysis, predicted value and confidence limits. Using auto regressive integrated moving average model, future water quality parameters values have been estimated. It is observed that predictive model is useful at 95 % confidence limits and curve is platykurtic for potential of hydrogen (pH), free ammonia, total Kjeldahl nitrogen, dissolved oxygen, water temperature (WT); leptokurtic for chemical oxygen demand, biochemical oxygen demand. Also, it is observed that predicted series is close to the original series which provides a perfect fit. All parameters except pH and WT cross the prescribed limits of the World Health Organization /United States Environmental Protection Agency, and thus water is not fit for drinking, agriculture and industrial use.

An error covariance model for sea surface topography and velocity derived from TOPEX/POSEIDON altimetry

NASA Technical Reports Server (NTRS)

Tsaoussi, Lucia S.; Koblinsky, Chester J.

1994-01-01

In order to facilitate the use of satellite-derived sea surface topography and velocity oceanographic models, methodology is presented for deriving the total error covariance and its geographic distribution from TOPEX/POSEIDON measurements. The model is formulated using a parametric model fit to the altimeter range observations. The topography and velocity modeled with spherical harmonic expansions whose coefficients are found through optimal adjustment to the altimeter range residuals using Bayesian statistics. All other parameters, including the orbit, geoid, surface models, and range corrections are provided as unadjusted parameters. The maximum likelihood estimates and errors are derived from the probability density function of the altimeter range residuals conditioned with a priori information. Estimates of model errors for the unadjusted parameters are obtained from the TOPEX/POSEIDON postlaunch verification results and the error covariances for the orbit and the geoid, except for the ocean tides. The error in the ocean tides is modeled, first, as the difference between two global tide models and, second, as the correction to the present tide model, the correction derived from the TOPEX/POSEIDON data. A formal error covariance propagation scheme is used to derive the total error. Our global total error estimate for the TOPEX/POSEIDON topography relative to the geoid for one 10-day period is found tio be 11 cm RMS. When the error in the geoid is removed, thereby providing an estimate of the time dependent error, the uncertainty in the topography is 3.5 cm root mean square (RMS). This level of accuracy is consistent with direct comparisons of TOPEX/POSEIDON altimeter heights with tide gauge measurements at 28 stations. In addition, the error correlation length scales are derived globally in both east-west and north-south directions, which should prove useful for data assimilation. The largest error correlation length scales are found in the tropics. Errors in the velocity field are smallest in midlatitude regions. For both variables the largest errors caused by uncertainty in the geoid. More accurate representations of the geoid await a dedicated geopotential satellite mission. Substantial improvements in the accuracy of ocean tide models are expected in the very near future from research with TOPEX/POSEIDON data.

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…

Statistical Modeling for Radiation Hardness Assurance

NASA Technical Reports Server (NTRS)

Ladbury, Raymond L.

2014-01-01

We cover the models and statistics associated with single event effects (and total ionizing dose), why we need them, and how to use them: What models are used, what errors exist in real test data, and what the model allows us to say about the DUT will be discussed. In addition, how to use other sources of data such as historical, heritage, and similar part and how to apply experience, physics, and expert opinion to the analysis will be covered. Also included will be concepts of Bayesian statistics, data fitting, and bounding rates.

A bayesian approach for determining velocity and uncertainty estimates from seismic cone penetrometer testing or vertical seismic profiling data

USGS Publications Warehouse

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.

A novel approach for pilot error detection using Dynamic Bayesian Networks.

PubMed

Saada, Mohamad; Meng, Qinggang; Huang, Tingwen

2014-06-01

In the last decade Dynamic Bayesian Networks (DBNs) have become one type of the most attractive probabilistic modelling framework extensions of Bayesian Networks (BNs) for working under uncertainties from a temporal perspective. Despite this popularity not many researchers have attempted to study the use of these networks in anomaly detection or the implications of data anomalies on the outcome of such models. An abnormal change in the modelled environment's data at a given time, will cause a trailing chain effect on data of all related environment variables in current and consecutive time slices. Albeit this effect fades with time, it still can have an ill effect on the outcome of such models. In this paper we propose an algorithm for pilot error detection, using DBNs as the modelling framework for learning and detecting anomalous data. We base our experiments on the actions of an aircraft pilot, and a flight simulator is created for running the experiments. The proposed anomaly detection algorithm has achieved good results in detecting pilot errors and effects on the whole system.

Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging.

PubMed

Gençay, R; Qi, M

2001-01-01

We study the effectiveness of cross validation, Bayesian regularization, early stopping, and bagging to mitigate overfitting and improving generalization for pricing and hedging derivative securities with daily S&P 500 index daily call options from January 1988 to December 1993. Our results indicate that Bayesian regularization can generate significantly smaller pricing and delta-hedging errors than the baseline neural-network (NN) model and the Black-Scholes model for some years. While early stopping does not affect the pricing errors, it significantly reduces the hedging error (HE) in four of the six years we investigated. Although computationally most demanding, bagging seems to provide the most accurate pricing and delta hedging. Furthermore, the standard deviation of the MSPE of bagging is far less than that of the baseline model in all six years, and the standard deviation of the average HE of bagging is far less than that of the baseline model in five out of six years. We conclude that they be used at least in cases when no appropriate hints are available.

An introduction to using Bayesian linear regression with clinical data.

PubMed

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.

Geomagnetic field secular variation in Pacific Ocean: A Bayesian reference curve based on Holocene Hawaiian lava flows

NASA Astrophysics Data System (ADS)

Tema, E.; Herrero-Bervera, E.; Lanos, Ph.

2017-11-01

Hawaii is an ideal place for reconstructing the past variations of the Earth's magnetic field in the Pacific Ocean thanks to the almost continuous volcanic activity during the last 10 000 yrs. We present here an updated compilation of palaeomagnetic data from historic and radiocarbon dated Hawaiian lava flows available for the last ten millennia. A total of 278 directional and 66 intensity reference data have been used for the calculation of the first full geomagnetic field reference secular variation (SV) curves for central Pacific covering the last ten millennia. The obtained SV curves are calculated following recent advances on curve building based on the Bayesian statistics and are well constrained for the last five millennia while for older periods their error envelopes are wide due to the scarce number of reference data. The new Bayesian SV curves show three clear intensity maxima during the last 3000 yrs that are accompanied by sharp directional changes. Such short-term variations of the geomagnetic field could be interpreted as archaeomagnetic jerks and could be an interesting feature of the geomagnetic field variation in the Pacific Ocean that should be further explored by new data.

Accounting for model error in Bayesian solutions to hydrogeophysical inverse problems using a local basis approach

NASA Astrophysics Data System (ADS)

Irving, J.; Koepke, C.; Elsheikh, A. H.

2017-12-01

Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward process model linking subsurface parameters to measured data, which is typically assumed to be known perfectly in the inversion procedure. However, in order to make the stochastic solution of the inverse problem computationally tractable using, for example, Markov-chain-Monte-Carlo (MCMC) methods, fast approximations of the forward model are commonly employed. This introduces model error into the problem, which has the potential to significantly bias posterior statistics and hamper data integration efforts if not properly accounted for. Here, we present a new methodology for addressing the issue of model error in Bayesian solutions to hydrogeophysical inverse problems that is geared towards the common case where these errors cannot be effectively characterized globally through some parametric statistical distribution or locally based on interpolation between a small number of computed realizations. Rather than focusing on the construction of a global or local error model, we instead work towards identification of the model-error component of the residual through a projection-based approach. In this regard, pairs of approximate and detailed model runs are stored in a dictionary that grows at a specified rate during the MCMC inversion procedure. At each iteration, a local model-error basis is constructed for the current test set of model parameters using the K-nearest neighbour entries in the dictionary, which is then used to separate the model error from the other error sources before computing the likelihood of the proposed set of model parameters. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar traveltime data for three different subsurface parameterizations of varying complexity. The synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed in the inversion procedure. In each case, the developed model-error approach enables to remove posterior bias and obtain a more realistic characterization of uncertainty.

The approach of Bayesian model indicates media awareness of medical errors

NASA Astrophysics Data System (ADS)

Ravichandran, K.; Arulchelvan, S.

2016-06-01

This research study brings out the factors behind the increase in medical malpractices in the Indian subcontinent in the present day environment and impacts of television media awareness towards it. Increased media reporting of medical malpractices and errors lead to hospitals taking corrective action and improve the quality of medical services that they provide. The model of Cultivation Theory can be used to measure the influence of media in creating awareness of medical errors. The patient's perceptions of various errors rendered by the medical industry from different parts of India were taken up for this study. Bayesian method was used for data analysis and it gives absolute values to indicate satisfaction of the recommended values. To find out the impact of maintaining medical records of a family online by the family doctor in reducing medical malpractices which creates the importance of service quality in medical industry through the ICT.

The evaluation of different forest structural indices to predict the stand aboveground biomass of even-aged Scotch pine (Pinus sylvestris L.) forests in Kunduz, Northern Turkey.

PubMed

Ercanli, İlker; Kahriman, Aydın

2015-03-01

We assessed the effect of stand structural diversity, including the Shannon, improved Shannon, Simpson, McIntosh, Margelef, and Berger-Parker indices, on stand aboveground biomass (AGB) and developed statistical prediction models for the stand AGB values, including stand structural diversity indices and some stand attributes. The AGB prediction model, including only stand attributes, accounted for 85 % of the total variance in AGB (R (2)) with an Akaike's information criterion (AIC) of 807.2407, Bayesian information criterion (BIC) of 809.5397, Schwarz Bayesian criterion (SBC) of 818.0426, and root mean square error (RMSE) of 38.529 Mg. After inclusion of the stand structural diversity into the model structure, considerable improvement was observed in statistical accuracy, including 97.5 % of the total variance in AGB, with an AIC of 614.1819, BIC of 617.1242, SBC of 633.0853, and RMSE of 15.8153 Mg. The predictive fitting results indicate that some indices describing the stand structural diversity can be employed as significant independent variables to predict the AGB production of the Scotch pine stand. Further, including the stand diversity indices in the AGB prediction model with the stand attributes provided important predictive contributions in estimating the total variance in AGB.

Bayesian Integration of Information in Hippocampal Place Cells

PubMed Central

Madl, Tamas; Franklin, Stan; Chen, Ke; Montaldi, Daniela; Trappl, Robert

2014-01-01

Accurate spatial localization requires a mechanism that corrects for errors, which might arise from inaccurate sensory information or neuronal noise. In this paper, we propose that Hippocampal place cells might implement such an error correction mechanism by integrating different sources of information in an approximately Bayes-optimal fashion. We compare the predictions of our model with physiological data from rats. Our results suggest that useful predictions regarding the firing fields of place cells can be made based on a single underlying principle, Bayesian cue integration, and that such predictions are possible using a remarkably small number of model parameters. PMID:24603429

Diagnostics for insufficiencies of posterior calculations in Bayesian signal inference.

PubMed

Dorn, Sebastian; Oppermann, Niels; Ensslin, Torsten A

2013-11-01

We present an error-diagnostic validation method for posterior distributions in Bayesian signal inference, an advancement of a previous work. It transfers deviations from the correct posterior into characteristic deviations from a uniform distribution of a quantity constructed for this purpose. We show that this method is able to reveal and discriminate several kinds of numerical and approximation errors, as well as their impact on the posterior distribution. For this we present four typical analytical examples of posteriors with incorrect variance, skewness, position of the maximum, or normalization. We show further how this test can be applied to multidimensional signals.

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…

Seeing Like a Geologist: Bayesian Use of Expert Categories in Location Memory

ERIC Educational Resources Information Center

Holden, Mark P.; Newcombe, Nora S.; Resnick, Ilyse; Shipley, Thomas F.

2016-01-01

Memory for spatial location is typically biased, with errors trending toward the center of a surrounding region. According to the category adjustment model (CAM), this bias reflects the optimal, Bayesian combination of fine-grained and categorical representations of a location. However, there is disagreement about whether categories are malleable.…

Accounting for model error in Bayesian solutions to hydrogeophysical inverse problems using a local basis approach

NASA Astrophysics Data System (ADS)

Köpke, Corinna; Irving, James; Elsheikh, Ahmed H.

2018-06-01

Bayesian solutions to geophysical and hydrological inverse problems are dependent upon a forward model linking subsurface physical properties to measured data, which is typically assumed to be perfectly known in the inversion procedure. However, to make the stochastic solution of the inverse problem computationally tractable using methods such as Markov-chain-Monte-Carlo (MCMC), fast approximations of the forward model are commonly employed. This gives rise to model error, which has the potential to significantly bias posterior statistics if not properly accounted for. Here, we present a new methodology for dealing with the model error arising from the use of approximate forward solvers in Bayesian solutions to hydrogeophysical inverse problems. Our approach is geared towards the common case where this error cannot be (i) effectively characterized through some parametric statistical distribution; or (ii) estimated by interpolating between a small number of computed model-error realizations. To this end, we focus on identification and removal of the model-error component of the residual during MCMC using a projection-based approach, whereby the orthogonal basis employed for the projection is derived in each iteration from the K-nearest-neighboring entries in a model-error dictionary. The latter is constructed during the inversion and grows at a specified rate as the iterations proceed. We demonstrate the performance of our technique on the inversion of synthetic crosshole ground-penetrating radar travel-time data considering three different subsurface parameterizations of varying complexity. Synthetic data are generated using the eikonal equation, whereas a straight-ray forward model is assumed for their inversion. In each case, our developed approach enables us to remove posterior bias and obtain a more realistic characterization of uncertainty.

Bayesian network models for error detection in radiotherapy plans

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

Barcoding Neotropical birds: assessing the impact of nonmonophyly in a highly diverse group.

PubMed

Chaves, Bárbara R N; Chaves, Anderson V; Nascimento, Augusto C A; Chevitarese, Juliana; Vasconcelos, Marcelo F; Santos, Fabrício R

2015-07-01

In this study, we verified the power of DNA barcodes to discriminate Neotropical birds using Bayesian tree reconstructions of a total of 7404 COI sequences from 1521 species, including 55 Brazilian species with no previous barcode data. We found that 10.4% of species were nonmonophyletic, most likely due to inaccurate taxonomy, incomplete lineage sorting or hybridization. At least 0.5% of the sequences (2.5% of the sampled species) retrieved from GenBank were associated with database errors (poor-quality sequences, NuMTs, misidentification or unnoticed hybridization). Paraphyletic species (5.8% of the total) can be related to rapid speciation events leading to nonreciprocal monophyly between recently diverged sister species, or to absence of synapomorphies in the small COI region analysed. We also performed two series of genetic distance calculations under the K2P model for intraspecific and interspecific comparisons: the first included all COI sequences, and the second included only monophyletic taxa observed in the Bayesian trees. As expected, the mean and median pairwise distances were smaller for intraspecific than for interspecific comparisons. However, there was no precise 'barcode gap', which was shown to be larger in the monophyletic taxon data set than for the data from all species, as expected. Our results indicated that although database errors may explain some of the difficulties in the species discrimination of Neotropical birds, distance-based barcode assignment may also be compromised because of the high diversity of bird species and more complex speciation events in the Neotropics. © 2014 John Wiley & Sons Ltd.

Effects of error covariance structure on estimation of model averaging weights and predictive performance

USGS Publications Warehouse

Lu, Dan; Ye, Ming; Meyer, Philip D.; Curtis, Gary P.; Shi, Xiaoqing; Niu, Xu-Feng; Yabusaki, Steve B.

2013-01-01

When conducting model averaging for assessing groundwater conceptual model uncertainty, the averaging weights are often evaluated using model selection criteria such as AIC, AICc, BIC, and KIC (Akaike Information Criterion, Corrected Akaike Information Criterion, Bayesian Information Criterion, and Kashyap Information Criterion, respectively). However, this method often leads to an unrealistic situation in which the best model receives overwhelmingly large averaging weight (close to 100%), which cannot be justified by available data and knowledge. It was found in this study that this problem was caused by using the covariance matrix, CE, of measurement errors for estimating the negative log likelihood function common to all the model selection criteria. This problem can be resolved by using the covariance matrix, Cek, of total errors (including model errors and measurement errors) to account for the correlation between the total errors. An iterative two-stage method was developed in the context of maximum likelihood inverse modeling to iteratively infer the unknown Cek from the residuals during model calibration. The inferred Cek was then used in the evaluation of model selection criteria and model averaging weights. While this method was limited to serial data using time series techniques in this study, it can be extended to spatial data using geostatistical techniques. The method was first evaluated in a synthetic study and then applied to an experimental study, in which alternative surface complexation models were developed to simulate column experiments of uranium reactive transport. It was found that the total errors of the alternative models were temporally correlated due to the model errors. The iterative two-stage method using Cekresolved the problem that the best model receives 100% model averaging weight, and the resulting model averaging weights were supported by the calibration results and physical understanding of the alternative models. Using Cek obtained from the iterative two-stage method also improved predictive performance of the individual models and model averaging in both synthetic and experimental studies.

Prediction-error variance in Bayesian model updating: a comparative study

NASA Astrophysics Data System (ADS)

Asadollahi, Parisa; Li, Jian; Huang, Yong

2017-04-01

In Bayesian model updating, the likelihood function is commonly formulated by stochastic embedding in which the maximum information entropy probability model of prediction error variances plays an important role and it is Gaussian distribution subject to the first two moments as constraints. The selection of prediction error variances can be formulated as a model class selection problem, which automatically involves a trade-off between the average data-fit of the model class and the information it extracts from the data. Therefore, it is critical for the robustness in the updating of the structural model especially in the presence of modeling errors. To date, three ways of considering prediction error variances have been seem in the literature: 1) setting constant values empirically, 2) estimating them based on the goodness-of-fit of the measured data, and 3) updating them as uncertain parameters by applying Bayes' Theorem at the model class level. In this paper, the effect of different strategies to deal with the prediction error variances on the model updating performance is investigated explicitly. A six-story shear building model with six uncertain stiffness parameters is employed as an illustrative example. Transitional Markov Chain Monte Carlo is used to draw samples of the posterior probability density function of the structure model parameters as well as the uncertain prediction variances. The different levels of modeling uncertainty and complexity are modeled through three FE models, including a true model, a model with more complexity, and a model with modeling error. Bayesian updating is performed for the three FE models considering the three aforementioned treatments of the prediction error variances. The effect of number of measurements on the model updating performance is also examined in the study. The results are compared based on model class assessment and indicate that updating the prediction error variances as uncertain parameters at the model class level produces more robust results especially when the number of measurement is small.

Adaptive framework to better characterize errors of apriori fluxes and observational residuals in a Bayesian setup for the urban flux inversions.

NASA Astrophysics Data System (ADS)

Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Karion, A.; Mueller, K.; Gourdji, S.; Martin, C.; Whetstone, J. R.

2017-12-01

The National Institute of Standards and Technology (NIST) supports the North-East Corridor Baltimore Washington (NEC-B/W) project and Indianapolis Flux Experiment (INFLUX) aiming to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties. These projects employ different flux estimation methods including top-down inversion approaches. The traditional Bayesian inversion method estimates emission distributions by updating prior information using atmospheric observations of Green House Gases (GHG) coupled to an atmospheric and dispersion model. The magnitude of the update is dependent upon the observed enhancement along with the assumed errors such as those associated with prior information and the atmospheric transport and dispersion model. These errors are specified within the inversion covariance matrices. The assumed structure and magnitude of the specified errors can have large impact on the emission estimates from the inversion. The main objective of this work is to build a data-adaptive model for these covariances matrices. We construct a synthetic data experiment using a Kalman Filter inversion framework (Lopez et al., 2017) employing different configurations of transport and dispersion model and an assumed prior. Unlike previous traditional Bayesian approaches, we estimate posterior emissions using regularized sample covariance matrices associated with prior errors to investigate whether the structure of the matrices help to better recover our hypothetical true emissions. To incorporate transport model error, we use ensemble of transport models combined with space-time analytical covariance to construct a covariance that accounts for errors in space and time. A Kalman Filter is then run using these covariances along with Maximum Likelihood Estimates (MLE) of the involved parameters. Preliminary results indicate that specifying sptio-temporally varying errors in the error covariances can improve the flux estimates and uncertainties. We also demonstrate that differences between the modeled and observed meteorology can be used to predict uncertainties associated with atmospheric transport and dispersion modeling which can help improve the skill of an inversion at urban scales.

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

Performance assessment of a Bayesian Forecasting System (BFS) for real-time flood forecasting

NASA Astrophysics Data System (ADS)

Biondi, D.; De Luca, D. L.

2013-02-01

SummaryThe paper evaluates, for a number of flood events, the performance of a Bayesian Forecasting System (BFS), with the aim of evaluating total uncertainty in real-time flood forecasting. The predictive uncertainty of future streamflow is estimated through the Bayesian integration of two separate processors. The former evaluates the propagation of input uncertainty on simulated river discharge, the latter computes the hydrological uncertainty of actual river discharge associated with all other possible sources of error. A stochastic model and a distributed rainfall-runoff model were assumed, respectively, for rainfall and hydrological response simulations. A case study was carried out for a small basin in the Calabria region (southern Italy). The performance assessment of the BFS was performed with adequate verification tools suited for probabilistic forecasts of continuous variables such as streamflow. Graphical tools and scalar metrics were used to evaluate several attributes of the forecast quality of the entire time-varying predictive distributions: calibration, sharpness, accuracy, and continuous ranked probability score (CRPS). Besides the overall system, which incorporates both sources of uncertainty, other hypotheses resulting from the BFS properties were examined, corresponding to (i) a perfect hydrological model; (ii) a non-informative rainfall forecast for predicting streamflow; and (iii) a perfect input forecast. The results emphasize the importance of using different diagnostic approaches to perform comprehensive analyses of predictive distributions, to arrive at a multifaceted view of the attributes of the prediction. For the case study, the selected criteria revealed the interaction of the different sources of error, in particular the crucial role of the hydrological uncertainty processor when compensating, at the cost of wider forecast intervals, for the unreliable and biased predictive distribution resulting from the Precipitation Uncertainty Processor.

Bayesian model for matching the radiometric measurements of aerospace and field ocean color sensors.

PubMed

Salama, Mhd Suhyb; Su, Zhongbo

2010-01-01

A Bayesian model is developed to match aerospace ocean color observation to field measurements and derive the spatial variability of match-up sites. The performance of the model is tested against populations of synthesized spectra and full and reduced resolutions of MERIS data. The model derived the scale difference between synthesized satellite pixel and point measurements with R(2) > 0.88 and relative error < 21% in the spectral range from 400 nm to 695 nm. The sub-pixel variabilities of reduced resolution MERIS image are derived with less than 12% of relative errors in heterogeneous region. The method is generic and applicable to different sensors.

Convergence analysis of surrogate-based methods for Bayesian inverse problems

NASA Astrophysics Data System (ADS)

Yan, Liang; Zhang, Yuan-Xiang

2017-12-01

The major challenges in the Bayesian inverse problems arise from the need for repeated evaluations of the forward model, as required by Markov chain Monte Carlo (MCMC) methods for posterior sampling. Many attempts at accelerating Bayesian inference have relied on surrogates for the forward model, typically constructed through repeated forward simulations that are performed in an offline phase. Although such approaches can be quite effective at reducing computation cost, there has been little analysis of the approximation on posterior inference. In this work, we prove error bounds on the Kullback-Leibler (KL) distance between the true posterior distribution and the approximation based on surrogate models. Our rigorous error analysis show that if the forward model approximation converges at certain rate in the prior-weighted L 2 norm, then the posterior distribution generated by the approximation converges to the true posterior at least two times faster in the KL sense. The error bound on the Hellinger distance is also provided. To provide concrete examples focusing on the use of the surrogate model based methods, we present an efficient technique for constructing stochastic surrogate models to accelerate the Bayesian inference approach. The Christoffel least squares algorithms, based on generalized polynomial chaos, are used to construct a polynomial approximation of the forward solution over the support of the prior distribution. The numerical strategy and the predicted convergence rates are then demonstrated on the nonlinear inverse problems, involving the inference of parameters appearing in partial differential equations.

Bayesian assessment of overtriage and undertriage at a level I trauma centre.

PubMed

DiDomenico, Paul B; Pietzsch, Jan B; Paté-Cornell, M Elisabeth

2008-07-13

We analysed the trauma triage system at a specific level I trauma centre to assess rates of over- and undertriage and to support recommendations for system improvements. The triage process is designed to estimate the severity of patient injury and allocate resources accordingly, with potential errors of overestimation (overtriage) consuming excess resources and underestimation (undertriage) potentially leading to medical errors.We first modelled the overall trauma system using risk analysis methods to understand interdependencies among the actions of the participants. We interviewed six experienced trauma surgeons to obtain their expert opinion of the over- and undertriage rates occurring in the trauma centre. We then assessed actual over- and undertriage rates in a random sample of 86 trauma cases collected over a six-week period at the same centre. We employed Bayesian analysis to quantitatively combine the data with the prior probabilities derived from expert opinion in order to obtain posterior distributions. The results were estimates of overtriage and undertriage in 16.1 and 4.9% of patients, respectively. This Bayesian approach, which provides a quantitative assessment of the error rates using both case data and expert opinion, provides a rational means of obtaining a best estimate of the system's performance. The overall approach that we describe in this paper can be employed more widely to analyse complex health care delivery systems, with the objective of reduced errors, patient risk and excess costs.

The association of shift-level nurse staffing with adverse patient events.

PubMed

Patrician, Patricia A; Loan, Lori; McCarthy, Mary; Fridman, Moshe; Donaldson, Nancy; Bingham, Mona; Brosch, Laura R

2011-02-01

The objective of this study was to demonstrate the association between nurse staffing and adverse events at the shift level. Despite a growing body of research linking nurse staffing and patient outcomes, the relationship of staffing to patient falls and medication errors remains equivocal, possibly due to dependence on aggregated data. Thirteen military hospitals participated in creating a longitudinal nursing outcomes database to monitor nurse staffing, patient falls and medication errors, and other outcomes. Unit types were analyzed separately to stratify patient and nurse staffing characteristics. Bayesian hierarchical logistic regression modeling was used to examine associations between staffing and adverse events. RN skill mix, total nursing care hours, and experience, measured by a proxy variable, were associated with shift-level adverse events. Consideration must be given to nurse staffing and experience levels on every shift.

A Bayesian alternative for multi-objective ecohydrological model specification

NASA Astrophysics Data System (ADS)

Tang, Yating; Marshall, Lucy; Sharma, Ashish; Ajami, Hoori

2018-01-01

Recent studies have identified the importance of vegetation processes in terrestrial hydrologic systems. Process-based ecohydrological models combine hydrological, physical, biochemical and ecological processes of the catchments, and as such are generally more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov chain Monte Carlo (MCMC) techniques. The Bayesian approach offers an appealing alternative to traditional multi-objective hydrologic model calibrations by defining proper prior distributions that can be considered analogous to the ad-hoc weighting often prescribed in multi-objective calibration. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological modeling framework based on a traditional Pareto-based model calibration technique. In our study, a Pareto-based multi-objective optimization and a formal Bayesian framework are implemented in a conceptual ecohydrological model that combines a hydrological model (HYMOD) and a modified Bucket Grassland Model (BGM). Simulations focused on one objective (streamflow/LAI) and multiple objectives (streamflow and LAI) with different emphasis defined via the prior distribution of the model error parameters. Results show more reliable outputs for both predicted streamflow and LAI using Bayesian multi-objective calibration with specified prior distributions for error parameters based on results from the Pareto front in the ecohydrological modeling. The methodology implemented here provides insight into the usefulness of multiobjective Bayesian calibration for ecohydrologic systems and the importance of appropriate prior distributions in such approaches.

Iterative updating of model error for Bayesian inversion

NASA Astrophysics Data System (ADS)

Calvetti, Daniela; Dunlop, Matthew; Somersalo, Erkki; Stuart, Andrew

2018-02-01

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when optimization algorithms are used to find a single estimate, or to speed up Markov chain Monte Carlo (MCMC) calculations in the Bayesian framework. The use of an approximate model introduces a discrepancy, or modeling error, that may have a detrimental effect on the solution of the ill-posed inverse problem, or it may severely distort the estimate of the posterior distribution. In the Bayesian paradigm, the modeling error can be considered as a random variable, and by using an estimate of the probability distribution of the unknown, one may estimate the probability distribution of the modeling error and incorporate it into the inversion. We introduce an algorithm which iterates this idea to update the distribution of the model error, leading to a sequence of posterior distributions that are demonstrated empirically to capture the underlying truth with increasing accuracy. Since the algorithm is not based on rejections, it requires only limited full model evaluations. We show analytically that, in the linear Gaussian case, the algorithm converges geometrically fast with respect to the number of iterations when the data is finite dimensional. For more general models, we introduce particle approximations of the iteratively generated sequence of distributions; we also prove that each element of the sequence converges in the large particle limit under a simplifying assumption. We show numerically that, as in the linear case, rapid convergence occurs with respect to the number of iterations. Additionally, we show through computed examples that point estimates obtained from this iterative algorithm are superior to those obtained by neglecting the model error.

Bayesian learning for spatial filtering in an EEG-based brain-computer interface.

PubMed

Zhang, Haihong; Yang, Huijuan; Guan, Cuntai

2013-07-01

Spatial filtering for EEG feature extraction and classification is an important tool in brain-computer interface. However, there is generally no established theory that links spatial filtering directly to Bayes classification error. To address this issue, this paper proposes and studies a Bayesian analysis theory for spatial filtering in relation to Bayes error. Following the maximum entropy principle, we introduce a gamma probability model for describing single-trial EEG power features. We then formulate and analyze the theoretical relationship between Bayes classification error and the so-called Rayleigh quotient, which is a function of spatial filters and basically measures the ratio in power features between two classes. This paper also reports our extensive study that examines the theory and its use in classification, using three publicly available EEG data sets and state-of-the-art spatial filtering techniques and various classifiers. Specifically, we validate the positive relationship between Bayes error and Rayleigh quotient in real EEG power features. Finally, we demonstrate that the Bayes error can be practically reduced by applying a new spatial filter with lower Rayleigh quotient.

Musical training generalises across modalities and reveals efficient and adaptive mechanisms for reproducing temporal intervals.

PubMed

Aagten-Murphy, David; Cappagli, Giulia; Burr, David

2014-03-01

Expert musicians are able to time their actions accurately and consistently during a musical performance. We investigated how musical expertise influences the ability to reproduce auditory intervals and how this generalises across different techniques and sensory modalities. We first compared various reproduction strategies and interval length, to examine the effects in general and to optimise experimental conditions for testing the effect of music, and found that the effects were robust and consistent across different paradigms. Focussing on a 'ready-set-go' paradigm subjects reproduced time intervals drawn from distributions varying in total length (176, 352 or 704 ms) or in the number of discrete intervals within the total length (3, 5, 11 or 21 discrete intervals). Overall, Musicians performed more veridical than Non-Musicians, and all subjects reproduced auditory-defined intervals more accurately than visually-defined intervals. However, Non-Musicians, particularly with visual stimuli, consistently exhibited a substantial and systematic regression towards the mean interval. When subjects judged intervals from distributions of longer total length they tended to regress more towards the mean, while the ability to discriminate between discrete intervals within the distribution had little influence on subject error. These results are consistent with a Bayesian model that minimizes reproduction errors by incorporating a central tendency prior weighted by the subject's own temporal precision relative to the current distribution of intervals. Finally a strong correlation was observed between all durations of formal musical training and total reproduction errors in both modalities (accounting for 30% of the variance). Taken together these results demonstrate that formal musical training improves temporal reproduction, and that this improvement transfers from audition to vision. They further demonstrate the flexibility of sensorimotor mechanisms in adapting to different task conditions to minimise temporal estimation errors. © 2013.

Itô-SDE MCMC method for Bayesian characterization of errors associated with data limitations in stochastic expansion methods for uncertainty quantification

NASA Astrophysics Data System (ADS)

Arnst, M.; Abello Álvarez, B.; Ponthot, J.-P.; Boman, R.

2017-11-01

This paper is concerned with the characterization and the propagation of errors associated with data limitations in polynomial-chaos-based stochastic methods for uncertainty quantification. Such an issue can arise in uncertainty quantification when only a limited amount of data is available. When the available information does not suffice to accurately determine the probability distributions that must be assigned to the uncertain variables, the Bayesian method for assigning these probability distributions becomes attractive because it allows the stochastic model to account explicitly for insufficiency of the available information. In previous work, such applications of the Bayesian method had already been implemented by using the Metropolis-Hastings and Gibbs Markov Chain Monte Carlo (MCMC) methods. In this paper, we present an alternative implementation, which uses an alternative MCMC method built around an Itô stochastic differential equation (SDE) that is ergodic for the Bayesian posterior. We draw together from the mathematics literature a number of formal properties of this Itô SDE that lend support to its use in the implementation of the Bayesian method, and we describe its discretization, including the choice of the free parameters, by using the implicit Euler method. We demonstrate the proposed methodology on a problem of uncertainty quantification in a complex nonlinear engineering application relevant to metal forming.

"Finding Useful Questions: On Bayesian Diagnosticity, Probability, Impact, and Information Gain": Correction to Nelson (2005)

ERIC Educational Resources Information Center

Nelson, Jonathan D.

2007-01-01

Reports an error in "Finding Useful Questions: On Bayesian Diagnosticity, Probability, Impact, and Information Gain" by Jonathan D. Nelson (Psychological Review, 2005[Oct], Vol 112[4], 979-999). In Table 13, the data should indicate that 7% of females had short hair and 93% of females had long hair. The calculations and discussion in the article…

BaTMAn: Bayesian Technique for Multi-image Analysis

NASA Astrophysics Data System (ADS)

Casado, J.; Ascasibar, Y.; García-Benito, R.; Guidi, G.; Choudhury, O. S.; Bellocchi, E.; Sánchez, S. F.; Díaz, A. I.

2016-12-01

Bayesian Technique for Multi-image Analysis (BaTMAn) characterizes any astronomical dataset containing spatial information and performs a tessellation based on the measurements and errors provided as input. The algorithm iteratively merges spatial elements as long as they are statistically consistent with carrying the same information (i.e. identical signal within the errors). The output segmentations successfully adapt to the underlying spatial structure, regardless of its morphology and/or the statistical properties of the noise. BaTMAn identifies (and keeps) all the statistically-significant information contained in the input multi-image (e.g. an IFS datacube). The main aim of the algorithm is to characterize spatially-resolved data prior to their analysis.

Bayesian Model for Matching the Radiometric Measurements of Aerospace and Field Ocean Color Sensors

PubMed Central

Salama, Mhd. Suhyb; Su, Zhongbo

2010-01-01

A Bayesian model is developed to match aerospace ocean color observation to field measurements and derive the spatial variability of match-up sites. The performance of the model is tested against populations of synthesized spectra and full and reduced resolutions of MERIS data. The model derived the scale difference between synthesized satellite pixel and point measurements with R2 > 0.88 and relative error < 21% in the spectral range from 400 nm to 695 nm. The sub-pixel variabilities of reduced resolution MERIS image are derived with less than 12% of relative errors in heterogeneous region. The method is generic and applicable to different sensors. PMID:22163615

A complete representation of uncertainties in layer-counted paleoclimatic archives

NASA Astrophysics Data System (ADS)

Boers, Niklas; Goswami, Bedartha; Ghil, Michael

2017-09-01

Accurate time series representation of paleoclimatic proxy records is challenging because such records involve dating errors in addition to proxy measurement errors. Rigorous attention is rarely given to age uncertainties in paleoclimatic research, although the latter can severely bias the results of proxy record analysis. Here, we introduce a Bayesian approach to represent layer-counted proxy records - such as ice cores, sediments, corals, or tree rings - as sequences of probability distributions on absolute, error-free time axes. The method accounts for both proxy measurement errors and uncertainties arising from layer-counting-based dating of the records. An application to oxygen isotope ratios from the North Greenland Ice Core Project (NGRIP) record reveals that the counting errors, although seemingly small, lead to substantial uncertainties in the final representation of the oxygen isotope ratios. In particular, for the older parts of the NGRIP record, our results show that the total uncertainty originating from dating errors has been seriously underestimated. Our method is next applied to deriving the overall uncertainties of the Suigetsu radiocarbon comparison curve, which was recently obtained from varved sediment cores at Lake Suigetsu, Japan. This curve provides the only terrestrial radiocarbon comparison for the time interval 12.5-52.8 kyr BP. The uncertainties derived here can be readily employed to obtain complete error estimates for arbitrary radiometrically dated proxy records of this recent part of the last glacial interval.

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution*

PubMed Central

Leão, William L.; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210

Hypothesis-Testing Demands Trustworthy Data—A Simulation Approach to Inferential Statistics Advocating the Research Program Strategy

PubMed Central

Krefeld-Schwalb, Antonia; Witte, Erich H.; Zenker, Frank

2018-01-01

In psychology as elsewhere, the main statistical inference strategy to establish empirical effects is null-hypothesis significance testing (NHST). The recent failure to replicate allegedly well-established NHST-results, however, implies that such results lack sufficient statistical power, and thus feature unacceptably high error-rates. Using data-simulation to estimate the error-rates of NHST-results, we advocate the research program strategy (RPS) as a superior methodology. RPS integrates Frequentist with Bayesian inference elements, and leads from a preliminary discovery against a (random) H0-hypothesis to a statistical H1-verification. Not only do RPS-results feature significantly lower error-rates than NHST-results, RPS also addresses key-deficits of a “pure” Frequentist and a standard Bayesian approach. In particular, RPS aggregates underpowered results safely. RPS therefore provides a tool to regain the trust the discipline had lost during the ongoing replicability-crisis. PMID:29740363

Hypothesis-Testing Demands Trustworthy Data-A Simulation Approach to Inferential Statistics Advocating the Research Program Strategy.

PubMed

Krefeld-Schwalb, Antonia; Witte, Erich H; Zenker, Frank

2018-01-01

In psychology as elsewhere, the main statistical inference strategy to establish empirical effects is null-hypothesis significance testing (NHST). The recent failure to replicate allegedly well-established NHST-results, however, implies that such results lack sufficient statistical power, and thus feature unacceptably high error-rates. Using data-simulation to estimate the error-rates of NHST-results, we advocate the research program strategy (RPS) as a superior methodology. RPS integrates Frequentist with Bayesian inference elements, and leads from a preliminary discovery against a (random) H 0 -hypothesis to a statistical H 1 -verification. Not only do RPS-results feature significantly lower error-rates than NHST-results, RPS also addresses key-deficits of a "pure" Frequentist and a standard Bayesian approach. In particular, RPS aggregates underpowered results safely. RPS therefore provides a tool to regain the trust the discipline had lost during the ongoing replicability-crisis.

Entanglement-enhanced Neyman-Pearson target detection using quantum illumination

NASA Astrophysics Data System (ADS)

Zhuang, Quntao; Zhang, Zheshen; Shapiro, Jeffrey H.

2017-08-01

Quantum illumination (QI) provides entanglement-based target detection---in an entanglement-breaking environment---whose performance is significantly better than that of optimum classical-illumination target detection. QI's performance advantage was established in a Bayesian setting with the target presumed equally likely to be absent or present and error probability employed as the performance metric. Radar theory, however, eschews that Bayesian approach, preferring the Neyman-Pearson performance criterion to avoid the difficulties of accurately assigning prior probabilities to target absence and presence and appropriate costs to false-alarm and miss errors. We have recently reported an architecture---based on sum-frequency generation (SFG) and feedforward (FF) processing---for minimum error-probability QI target detection with arbitrary prior probabilities for target absence and presence. In this paper, we use our results for FF-SFG reception to determine the receiver operating characteristic---detection probability versus false-alarm probability---for optimum QI target detection under the Neyman-Pearson criterion.

Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution.

PubMed

Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui

2017-01-01

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.

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

NASA Astrophysics Data System (ADS)

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

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

Uses and misuses of Bayes' rule and Bayesian classifiers in cybersecurity

NASA Astrophysics Data System (ADS)

Bard, Gregory V.

2017-12-01

This paper will discuss the applications of Bayes' Rule and Bayesian Classifiers in Cybersecurity. While the most elementary form of Bayes' rule occurs in undergraduate coursework, there are more complicated forms as well. As an extended example, Bayesian spam filtering is explored, and is in many ways the most triumphant accomplishment of Bayesian reasoning in computer science, as nearly everyone with an email address has a spam folder. Bayesian Classifiers have also been responsible significant cybersecurity research results; yet, because they are not part of the standard curriculum, few in the mathematics or information-technology communities have seen the exact definitions, requirements, and proofs that comprise the subject. Moreover, numerous errors have been made by researchers (described in this paper), due to some mathematical misunderstandings dealing with conditional independence, or other badly chosen assumptions. Finally, to provide instructors and researchers with real-world examples, 25 published cybersecurity papers that use Bayesian reasoning are given, with 2-4 sentence summaries of the focus and contributions of each paper.

Implementation of bayesian model averaging on the weather data forecasting applications utilizing open weather map

NASA Astrophysics Data System (ADS)

Rahmat, R. F.; Nasution, F. R.; Seniman; Syahputra, M. F.; Sitompul, O. S.

2018-02-01

Weather is condition of air in a certain region at a relatively short period of time, measured with various parameters such as; temperature, air preasure, wind velocity, humidity and another phenomenons in the atmosphere. In fact, extreme weather due to global warming would lead to drought, flood, hurricane and other forms of weather occasion, which directly affects social andeconomic activities. Hence, a forecasting technique is to predict weather with distinctive output, particullary mapping process based on GIS with information about current weather status in certain cordinates of each region with capability to forecast for seven days afterward. Data used in this research are retrieved in real time from the server openweathermap and BMKG. In order to obtain a low error rate and high accuracy of forecasting, the authors use Bayesian Model Averaging (BMA) method. The result shows that the BMA method has good accuracy. Forecasting error value is calculated by mean square error shows (MSE). The error value emerges at minumum temperature rated at 0.28 and maximum temperature rated at 0.15. Meanwhile, the error value of minimum humidity rates at 0.38 and the error value of maximum humidity rates at 0.04. Afterall, the forecasting error rate of wind speed is at 0.076. The lower the forecasting error rate, the more optimized the accuracy is.

Bayesian estimation of the discrete coefficient of determination.

PubMed

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.

Robust Tracking of Small Displacements with a Bayesian Estimator

PubMed Central

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

New Insights into Handling Missing Values in Environmental Epidemiological Studies

PubMed Central

Roda, Célina; Nicolis, Ioannis; Momas, Isabelle; Guihenneuc, Chantal

2014-01-01

Missing data are unavoidable in environmental epidemiologic surveys. The aim of this study was to compare methods for handling large amounts of missing values: omission of missing values, single and multiple imputations (through linear regression or partial least squares regression), and a fully Bayesian approach. These methods were applied to the PARIS birth cohort, where indoor domestic pollutant measurements were performed in a random sample of babies' dwellings. A simulation study was conducted to assess performances of different approaches with a high proportion of missing values (from 50% to 95%). Different simulation scenarios were carried out, controlling the true value of the association (odds ratio of 1.0, 1.2, and 1.4), and varying the health outcome prevalence. When a large amount of data is missing, omitting these missing data reduced statistical power and inflated standard errors, which affected the significance of the association. Single imputation underestimated the variability, and considerably increased risk of type I error. All approaches were conservative, except the Bayesian joint model. In the case of a common health outcome, the fully Bayesian approach is the most efficient approach (low root mean square error, reasonable type I error, and high statistical power). Nevertheless for a less prevalent event, the type I error is increased and the statistical power is reduced. The estimated posterior distribution of the OR is useful to refine the conclusion. Among the methods handling missing values, no approach is absolutely the best but when usual approaches (e.g. single imputation) are not sufficient, joint modelling approach of missing process and health association is more efficient when large amounts of data are missing. PMID:25226278

An adaptive Gaussian process-based method for efficient Bayesian experimental design in groundwater contaminant source identification problems: ADAPTIVE GAUSSIAN PROCESS-BASED INVERSION

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

Sequential Inverse Problems Bayesian Principles and the Logistic Map Example

NASA Astrophysics Data System (ADS)

Duan, Lian; Farmer, Chris L.; Moroz, Irene M.

2010-09-01

Bayesian statistics provides a general framework for solving inverse problems, but is not without interpretation and implementation problems. This paper discusses difficulties arising from the fact that forward models are always in error to some extent. Using a simple example based on the one-dimensional logistic map, we argue that, when implementation problems are minimal, the Bayesian framework is quite adequate. In this paper the Bayesian Filter is shown to be able to recover excellent state estimates in the perfect model scenario (PMS) and to distinguish the PMS from the imperfect model scenario (IMS). Through a quantitative comparison of the way in which the observations are assimilated in both the PMS and the IMS scenarios, we suggest that one can, sometimes, measure the degree of imperfection.

Taking error into account when fitting models using Approximate Bayesian Computation.

PubMed

van der Vaart, Elske; Prangle, Dennis; Sibly, Richard M

2018-03-01

Stochastic computer simulations are often the only practical way of answering questions relating to ecological management. However, due to their complexity, such models are difficult to calibrate and evaluate. Approximate Bayesian Computation (ABC) offers an increasingly popular approach to this problem, widely applied across a variety of fields. However, ensuring the accuracy of ABC's estimates has been difficult. Here, we obtain more accurate estimates by incorporating estimation of error into the ABC protocol. We show how this can be done where the data consist of repeated measures of the same quantity and errors may be assumed to be normally distributed and independent. We then derive the correct acceptance probabilities for a probabilistic ABC algorithm, and update the coverage test with which accuracy is assessed. We apply this method, which we call error-calibrated ABC, to a toy example and a realistic 14-parameter simulation model of earthworms that is used in environmental risk assessment. A comparison with exact methods and the diagnostic coverage test show that our approach improves estimation of parameter values and their credible intervals for both models. © 2017 by the Ecological Society of America.

Parameter estimation for an immortal model of colonic stem cell division using approximate Bayesian computation.

PubMed

Walters, Kevin

2012-08-07

In this paper we use approximate Bayesian computation to estimate the parameters in an immortal model of colonic stem cell division. We base the inferences on the observed DNA methylation patterns of cells sampled from the human colon. Utilising DNA methylation patterns as a form of molecular clock is an emerging area of research and has been used in several studies investigating colonic stem cell turnover. There is much debate concerning the two competing models of stem cell turnover: the symmetric (immortal) and asymmetric models. Early simulation studies concluded that the observed methylation data were not consistent with the immortal model. A later modified version of the immortal model that included preferential strand segregation was subsequently shown to be consistent with the same methylation data. Most of this earlier work assumes site independent methylation models that do not take account of the known processivity of methyltransferases whilst other work does not take into account the methylation errors that occur in differentiated cells. This paper addresses both of these issues for the immortal model and demonstrates that approximate Bayesian computation provides accurate estimates of the parameters in this neighbour-dependent model of methylation error rates. The results indicate that if colonic stem cells divide asymmetrically then colon stem cell niches are maintained by more than 8 stem cells. Results also indicate the possibility of preferential strand segregation and provide clear evidence against a site-independent model for methylation errors. In addition, algebraic expressions for some of the summary statistics used in the approximate Bayesian computation (that allow for the additional variation arising from cell division in differentiated cells) are derived and their utility discussed. Copyright © 2012 Elsevier Ltd. All rights reserved.

Incorporating historical information in biosimilar trials: Challenges and a hybrid Bayesian-frequentist approach.

PubMed

Mielke, Johanna; Schmidli, Heinz; Jones, Byron

2018-05-01

For the approval of biosimilars, it is, in most cases, necessary to conduct large Phase III clinical trials in patients to convince the regulatory authorities that the product is comparable in terms of efficacy and safety to the originator product. As the originator product has already been studied in several trials beforehand, it seems natural to include this historical information into the showing of equivalent efficacy. Since all studies for the regulatory approval of biosimilars are confirmatory studies, it is required that the statistical approach has reasonable frequentist properties, most importantly, that the Type I error rate is controlled-at least in all scenarios that are realistic in practice. However, it is well known that the incorporation of historical information can lead to an inflation of the Type I error rate in the case of a conflict between the distribution of the historical data and the distribution of the trial data. We illustrate this issue and confirm, using the Bayesian robustified meta-analytic-predictive (MAP) approach as an example, that simultaneously controlling the Type I error rate over the complete parameter space and gaining power in comparison to a standard frequentist approach that only considers the data in the new study, is not possible. We propose a hybrid Bayesian-frequentist approach for binary endpoints that controls the Type I error rate in the neighborhood of the center of the prior distribution, while improving the power. We study the properties of this approach in an extensive simulation study and provide a real-world example. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Bayesian methods including nonrandomized study data increased the efficiency of postlaunch RCTs.

PubMed

Schmidt, Amand F; Klugkist, Irene; Klungel, Olaf H; Nielen, Mirjam; de Boer, Anthonius; Hoes, Arno W; Groenwold, Rolf H H

2015-04-01

Findings from nonrandomized studies on safety or efficacy of treatment in patient subgroups may trigger postlaunch randomized clinical trials (RCTs). In the analysis of such RCTs, results from nonrandomized studies are typically ignored. This study explores the trade-off between bias and power of Bayesian RCT analysis incorporating information from nonrandomized studies. A simulation study was conducted to compare frequentist with Bayesian analyses using noninformative and informative priors in their ability to detect interaction effects. In simulated subgroups, the effect of a hypothetical treatment differed between subgroups (odds ratio 1.00 vs. 2.33). Simulations varied in sample size, proportions of the subgroups, and specification of the priors. As expected, the results for the informative Bayesian analyses were more biased than those from the noninformative Bayesian analysis or frequentist analysis. However, because of a reduction in posterior variance, informative Bayesian analyses were generally more powerful to detect an effect. In scenarios where the informative priors were in the opposite direction of the RCT data, type 1 error rates could be 100% and power 0%. Bayesian methods incorporating data from nonrandomized studies can meaningfully increase power of interaction tests in postlaunch RCTs. Copyright © 2015 Elsevier Inc. All rights reserved.

Collinear Latent Variables in Multilevel Confirmatory Factor Analysis: A Comparison of Maximum Likelihood and Bayesian Estimations.

PubMed

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.

Bayesian Inference for Source Reconstruction: A Real-World Application

PubMed Central

Yee, Eugene; Hoffman, Ian; Ungar, Kurt

2014-01-01

This paper applies a Bayesian probabilistic inferential methodology for the reconstruction of the location and emission rate from an actual contaminant source (emission from the Chalk River Laboratories medical isotope production facility) using a small number of activity concentration measurements of a noble gas (Xenon-133) obtained from three stations that form part of the International Monitoring System radionuclide network. The sampling of the resulting posterior distribution of the source parameters is undertaken using a very efficient Markov chain Monte Carlo technique that utilizes a multiple-try differential evolution adaptive Metropolis algorithm with an archive of past states. It is shown that the principal difficulty in the reconstruction lay in the correct specification of the model errors (both scale and structure) for use in the Bayesian inferential methodology. In this context, two different measurement models for incorporation of the model error of the predicted concentrations are considered. The performance of both of these measurement models with respect to their accuracy and precision in the recovery of the source parameters is compared and contrasted. PMID:27379292

Bayesian aerosol retrieval algorithm for MODIS AOD retrieval over land

NASA Astrophysics Data System (ADS)

Lipponen, Antti; Mielonen, Tero; Pitkänen, Mikko R. A.; Levy, Robert C.; Sawyer, Virginia R.; Romakkaniemi, Sami; Kolehmainen, Ville; Arola, Antti

2018-03-01

We have developed a Bayesian aerosol retrieval (BAR) algorithm for the retrieval of aerosol optical depth (AOD) over land from the Moderate Resolution Imaging Spectroradiometer (MODIS). In the BAR algorithm, we simultaneously retrieve all dark land pixels in a granule, utilize spatial correlation models for the unknown aerosol parameters, use a statistical prior model for the surface reflectance, and take into account the uncertainties due to fixed aerosol models. The retrieved parameters are total AOD at 0.55 µm, fine-mode fraction (FMF), and surface reflectances at four different wavelengths (0.47, 0.55, 0.64, and 2.1 µm). The accuracy of the new algorithm is evaluated by comparing the AOD retrievals to Aerosol Robotic Network (AERONET) AOD. The results show that the BAR significantly improves the accuracy of AOD retrievals over the operational Dark Target (DT) algorithm. A reduction of about 29 % in the AOD root mean square error and decrease of about 80 % in the median bias of AOD were found globally when the BAR was used instead of the DT algorithm. Furthermore, the fraction of AOD retrievals inside the ±(0.05+15 %) expected error envelope increased from 55 to 76 %. In addition to retrieving the values of AOD, FMF, and surface reflectance, the BAR also gives pixel-level posterior uncertainty estimates for the retrieved parameters. The BAR algorithm always results in physical, non-negative AOD values, and the average computation time for a single granule was less than a minute on a modern personal computer.

Context Effects in Multi-Alternative Decision Making: Empirical Data and a Bayesian Model

ERIC Educational Resources Information Center

Hawkins, Guy; Brown, Scott D.; Steyvers, Mark; Wagenmakers, Eric-Jan

2012-01-01

For decisions between many alternatives, the benchmark result is Hick's Law: that response time increases log-linearly with the number of choice alternatives. Even when Hick's Law is observed for response times, divergent results have been observed for error rates--sometimes error rates increase with the number of choice alternatives, and…

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

A comparison of two worlds: How does Bayes hold up to the status quo for the analysis of clinical trials?

PubMed

Pressman, Alice R; Avins, Andrew L; Hubbard, Alan; Satariano, William A

2011-07-01

There is a paucity of literature comparing Bayesian analytic techniques with traditional approaches for analyzing clinical trials using real trial data. We compared Bayesian and frequentist group sequential methods using data from two published clinical trials. We chose two widely accepted frequentist rules, O'Brien-Fleming and Lan-DeMets, and conjugate Bayesian priors. Using the nonparametric bootstrap, we estimated a sampling distribution of stopping times for each method. Because current practice dictates the preservation of an experiment-wise false positive rate (Type I error), we approximated these error rates for our Bayesian and frequentist analyses with the posterior probability of detecting an effect in a simulated null sample. Thus for the data-generated distribution represented by these trials, we were able to compare the relative performance of these techniques. No final outcomes differed from those of the original trials. However, the timing of trial termination differed substantially by method and varied by trial. For one trial, group sequential designs of either type dictated early stopping of the study. In the other, stopping times were dependent upon the choice of spending function and prior distribution. Results indicate that trialists ought to consider Bayesian methods in addition to traditional approaches for analysis of clinical trials. Though findings from this small sample did not demonstrate either method to consistently outperform the other, they did suggest the need to replicate these comparisons using data from varied clinical trials in order to determine the conditions under which the different methods would be most efficient. Copyright © 2011 Elsevier Inc. All rights reserved.

A comparison of two worlds: How does Bayes hold up to the status quo for the analysis of clinical trials?

PubMed Central

Pressman, Alice R.; Avins, Andrew L.; Hubbard, Alan; Satariano, William A.

2014-01-01

Background There is a paucity of literature comparing Bayesian analytic techniques with traditional approaches for analyzing clinical trials using real trial data. Methods We compared Bayesian and frequentist group sequential methods using data from two published clinical trials. We chose two widely accepted frequentist rules, O'Brien–Fleming and Lan–DeMets, and conjugate Bayesian priors. Using the nonparametric bootstrap, we estimated a sampling distribution of stopping times for each method. Because current practice dictates the preservation of an experiment-wise false positive rate (Type I error), we approximated these error rates for our Bayesian and frequentist analyses with the posterior probability of detecting an effect in a simulated null sample. Thus for the data-generated distribution represented by these trials, we were able to compare the relative performance of these techniques. Results No final outcomes differed from those of the original trials. However, the timing of trial termination differed substantially by method and varied by trial. For one trial, group sequential designs of either type dictated early stopping of the study. In the other, stopping times were dependent upon the choice of spending function and prior distribution. Conclusions Results indicate that trialists ought to consider Bayesian methods in addition to traditional approaches for analysis of clinical trials. Though findings from this small sample did not demonstrate either method to consistently outperform the other, they did suggest the need to replicate these comparisons using data from varied clinical trials in order to determine the conditions under which the different methods would be most efficient. PMID:21453792

Learning coefficient of generalization error in Bayesian estimation and vandermonde matrix-type singularity.

PubMed

Aoyagi, Miki; Nagata, Kenji

2012-06-01

The term algebraic statistics arises from the study of probabilistic models and techniques for statistical inference using methods from algebra and geometry (Sturmfels, 2009 ). The purpose of our study is to consider the generalization error and stochastic complexity in learning theory by using the log-canonical threshold in algebraic geometry. Such thresholds correspond to the main term of the generalization error in Bayesian estimation, which is called a learning coefficient (Watanabe, 2001a , 2001b ). The learning coefficient serves to measure the learning efficiencies in hierarchical learning models. In this letter, we consider learning coefficients for Vandermonde matrix-type singularities, by using a new approach: focusing on the generators of the ideal, which defines singularities. We give tight new bound values of learning coefficients for the Vandermonde matrix-type singularities and the explicit values with certain conditions. By applying our results, we can show the learning coefficients of three-layered neural networks and normal mixture models.

Use of limited data to construct Bayesian networks for probabilistic risk assessment.

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

Groth, Katrina M.; Swiler, Laura Painton

2013-03-01

Probabilistic Risk Assessment (PRA) is a fundamental part of safety/quality assurance for nuclear power and nuclear weapons. Traditional PRA very effectively models complex hardware system risks using binary probabilistic models. However, traditional PRA models are not flexible enough to accommodate non-binary soft-causal factors, such as digital instrumentation&control, passive components, aging, common cause failure, and human errors. Bayesian Networks offer the opportunity to incorporate these risks into the PRA framework. This report describes the results of an early career LDRD project titled %E2%80%9CUse of Limited Data to Construct Bayesian Networks for Probabilistic Risk Assessment%E2%80%9D. The goal of the work was tomore » establish the capability to develop Bayesian Networks from sparse data, and to demonstrate this capability by producing a data-informed Bayesian Network for use in Human Reliability Analysis (HRA) as part of nuclear power plant Probabilistic Risk Assessment (PRA). This report summarizes the research goal and major products of the research.« less

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

PubMed

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

2013-10-01

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

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

PubMed Central

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

2013-01-01

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

A Bayesian framework for infrasound location

NASA Astrophysics Data System (ADS)

Modrak, Ryan T.; Arrowsmith, Stephen J.; Anderson, Dale N.

2010-04-01

We develop a framework for location of infrasound events using backazimuth and infrasonic arrival times from multiple arrays. Bayesian infrasonic source location (BISL) developed here estimates event location and associated credibility regions. BISL accounts for unknown source-to-array path or phase by formulating infrasonic group velocity as random. Differences between observed and predicted source-to-array traveltimes are partitioned into two additive Gaussian sources, measurement error and model error, the second of which accounts for the unknown influence of wind and temperature on path. By applying the technique to both synthetic tests and ground-truth events, we highlight the complementary nature of back azimuths and arrival times for estimating well-constrained event locations. BISL is an extension to methods developed earlier by Arrowsmith et al. that provided simple bounds on location using a grid-search technique.

Bayesian Treatment of Uncertainty in Environmental Modeling: Optimization, Sampling and Data Assimilation Using the DREAM Software Package

NASA Astrophysics Data System (ADS)

Vrugt, J. A.

2012-12-01

In the past decade much progress has been made in the treatment of uncertainty in earth systems modeling. Whereas initial approaches has focused mostly on quantification of parameter and predictive uncertainty, recent methods attempt to disentangle the effects of parameter, forcing (input) data, model structural and calibration data errors. In this talk I will highlight some of our recent work involving theory, concepts and applications of Bayesian parameter and/or state estimation. In particular, new methods for sequential Monte Carlo (SMC) and Markov Chain Monte Carlo (MCMC) simulation will be presented with emphasis on massively parallel distributed computing and quantification of model structural errors. The theoretical and numerical developments will be illustrated using model-data synthesis problems in hydrology, hydrogeology and geophysics.

Information Theoretic Studies and Assessment of Space Object Identification

DTIC Science & Technology

2014-03-24

localization are contained in Ref. [5]. 1.7.1 A Bayesian MPE Based Analysis of 2D Point-Source-Pair Superresolution In a second recently submitted paper [6], a...related problem of the optical superresolution (OSR) of a pair of equal-brightness point sources separated spatially by a distance (or angle) smaller...1403.4897 [physics.optics] (19 March 2014). 6. S. Prasad, “Asymptotics of Bayesian error probability and 2D pair superresolution ,” submitted to Opt. Express

Bayesian Hierarchical Model Characterization of Model Error in Ocean Data Assimilation and Forecasts

DTIC Science & Technology

2013-09-30

proof-of-concept results comparing a BHM surface wind ensemble with the increments in the surface momentum flux control vector in a four-dimensional...Surface   Momentum  Flux  Ensembles  from  Summaries  of  BHM  Winds  (Mediterranean)   include  ocean  current  effect   Td...Bayesian Hierarchical Model to provide surface momentum flux ensembles. 3 Figure 2: Domain of interest : squares indicate spatial locations where

Bayesian Hierarchical Model Characterization of Model Error in Ocean Data Assimilation and Forecasts

DTIC Science & Technology

2013-09-30

wind ensemble with the increments in the surface momentum flux control vector in a four-dimensional variational (4dvar) assimilation system. The...stability  effects?   surface  stress   Surface   Momentum  Flux  Ensembles  from  Summaries  of  BHM  Winds  (Mediterranean...surface wind speed given ensemble winds from a Bayesian Hierarchical Model to provide surface momentum flux ensembles. 3 Figure 2: Domain of

Bayesian modeling of the mass and density of asteroids

NASA Astrophysics Data System (ADS)

Dotson, Jessie L.; Mathias, Donovan

2017-10-01

Mass and density are two of the fundamental properties of any object. In the case of near earth asteroids, knowledge about the mass of an asteroid is essential for estimating the risk due to (potential) impact and planning possible mitigation options. The density of an asteroid can illuminate the structure of the asteroid. A low density can be indicative of a rubble pile structure whereas a higher density can imply a monolith and/or higher metal content. The damage resulting from an impact of an asteroid with Earth depends on its interior structure in addition to its total mass, and as a result, density is a key parameter to understanding the risk of asteroid impact. Unfortunately, measuring the mass and density of asteroids is challenging and often results in measurements with large uncertainties. In the absence of mass / density measurements for a specific object, understanding the range and distribution of likely values can facilitate probabilistic assessments of structure and impact risk. Hierarchical Bayesian models have recently been developed to investigate the mass - radius relationship of exoplanets (Wolfgang, Rogers & Ford 2016) and to probabilistically forecast the mass of bodies large enough to establish hydrostatic equilibrium over a range of 9 orders of magnitude in mass (from planemos to main sequence stars; Chen & Kipping 2017). Here, we extend this approach to investigate the mass and densities of asteroids. Several candidate Bayesian models are presented, and their performance is assessed relative to a synthetic asteroid population. In addition, a preliminary Bayesian model for probablistically forecasting masses and densities of asteroids is presented. The forecasting model is conditioned on existing asteroid data and includes observational errors, hyper-parameter uncertainties and intrinsic scatter.

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

PubMed Central

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

2016-01-01

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

Hydrological modelling of the Chaohe Basin in China: Statistical model formulation and Bayesian inference

NASA Astrophysics Data System (ADS)

Yang, Jing; Reichert, Peter; Abbaspour, Karim C.; Yang, Hong

2007-07-01

SummaryCalibration of hydrologic models is very difficult because of measurement errors in input and response, errors in model structure, and the large number of non-identifiable parameters of distributed models. The difficulties even increase in arid regions with high seasonal variation of precipitation, where the modelled residuals often exhibit high heteroscedasticity and autocorrelation. On the other hand, support of water management by hydrologic models is important in arid regions, particularly if there is increasing water demand due to urbanization. The use and assessment of model results for this purpose require a careful calibration and uncertainty analysis. Extending earlier work in this field, we developed a procedure to overcome (i) the problem of non-identifiability of distributed parameters by introducing aggregate parameters and using Bayesian inference, (ii) the problem of heteroscedasticity of errors by combining a Box-Cox transformation of results and data with seasonally dependent error variances, (iii) the problems of autocorrelated errors, missing data and outlier omission with a continuous-time autoregressive error model, and (iv) the problem of the seasonal variation of error correlations with seasonally dependent characteristic correlation times. The technique was tested with the calibration of the hydrologic sub-model of the Soil and Water Assessment Tool (SWAT) in the Chaohe Basin in North China. The results demonstrated the good performance of this approach to uncertainty analysis, particularly with respect to the fulfilment of statistical assumptions of the error model. A comparison with an independent error model and with error models that only considered a subset of the suggested techniques clearly showed the superiority of the approach based on all the features (i)-(iv) mentioned above.

Inferring late-Holocene climate in the Ecuadorian Andes using a chironomid-based temperature inference model

NASA Astrophysics Data System (ADS)

Matthews-Bird, Frazer; Brooks, Stephen J.; Holden, Philip B.; Montoya, Encarni; Gosling, William D.

2016-06-01

Presented here is the first chironomid calibration data set for tropical South America. Surface sediments were collected from 59 lakes across Bolivia (15 lakes), Peru (32 lakes), and Ecuador (12 lakes) between 2004 and 2013 over an altitudinal gradient from 150 m above sea level (a.s.l) to 4655 m a.s.l, between 0-17° S and 64-78° W. The study sites cover a mean annual temperature (MAT) gradient of 25 °C. In total, 55 chironomid taxa were identified in the 59 calibration data set lakes. When used as a single explanatory variable, MAT explains 12.9 % of the variance (λ1/λ2 = 1.431). Two inference models were developed using weighted averaging (WA) and Bayesian methods. The best-performing model using conventional statistical methods was a WA (inverse) model (R2jack = 0.890; RMSEPjack = 2.404 °C, RMSEP - root mean squared error of prediction; mean biasjack = -0.017 °C; max biasjack = 4.665 °C). The Bayesian method produced a model with R2jack = 0.909, RMSEPjack = 2.373 °C, mean biasjack = 0.598 °C, and max biasjack = 3.158 °C. Both models were used to infer past temperatures from a ca. 3000-year record from the tropical Andes of Ecuador, Laguna Pindo. Inferred temperatures fluctuated around modern-day conditions but showed significant departures at certain intervals (ca. 1600 cal yr BP; ca. 3000-2500 cal yr BP). Both methods (WA and Bayesian) showed similar patterns of temperature variability; however, the magnitude of fluctuations differed. In general the WA method was more variable and often underestimated Holocene temperatures (by ca. -7 ± 2.5 °C relative to the modern period). The Bayesian method provided temperature anomaly estimates for cool periods that lay within the expected range of the Holocene (ca. -3 ± 3.4 °C). The error associated with both reconstructions is consistent with a constant temperature of 20 °C for the past 3000 years. We would caution, however, against an over-interpretation at this stage. The reconstruction can only currently be deemed qualitative and requires more research before quantitative estimates can be generated with confidence. Increasing the number, and spread, of lakes in the calibration data set would enable the detection of smaller climate signals.

Calculating radiotherapy margins based on Bayesian modelling of patient specific random errors

NASA Astrophysics Data System (ADS)

Herschtal, A.; te Marvelde, L.; Mengersen, K.; Hosseinifard, Z.; Foroudi, F.; Devereux, T.; Pham, D.; Ball, D.; Greer, P. B.; Pichler, P.; Eade, T.; Kneebone, A.; Bell, L.; Caine, H.; Hindson, B.; Kron, T.

2015-02-01

Collected real-life clinical target volume (CTV) displacement data show that some patients undergoing external beam radiotherapy (EBRT) demonstrate significantly more fraction-to-fraction variability in their displacement (‘random error’) than others. This contrasts with the common assumption made by historical recipes for margin estimation for EBRT, that the random error is constant across patients. In this work we present statistical models of CTV displacements in which random errors are characterised by an inverse gamma (IG) distribution in order to assess the impact of random error variability on CTV-to-PTV margin widths, for eight real world patient cohorts from four institutions, and for different sites of malignancy. We considered a variety of clinical treatment requirements and penumbral widths. The eight cohorts consisted of a total of 874 patients and 27 391 treatment sessions. Compared to a traditional margin recipe that assumes constant random errors across patients, for a typical 4 mm penumbral width, the IG based margin model mandates that in order to satisfy the common clinical requirement that 90% of patients receive at least 95% of prescribed RT dose to the entire CTV, margins be increased by a median of 10% (range over the eight cohorts -19% to +35%). This substantially reduces the proportion of patients for whom margins are too small to satisfy clinical requirements.

Impact of Data Assimilation on Cost-Accuracy Tradeoff in Multi-Fidelity Models at the Example of an Infiltration Problem

NASA Astrophysics Data System (ADS)

Sinsbeck, Michael; Tartakovsky, Daniel

2015-04-01

Infiltration into top soil can be described by alternative models with different degrees of fidelity: Richards equation and the Green-Ampt model. These models typically contain uncertain parameters and forcings, rendering predictions of the state variables uncertain as well. Within the probabilistic framework, solutions of these models are given in terms of their probability density functions (PDFs) that, in the presence of data, can be treated as prior distributions. The assimilation of soil moisture data into model predictions, e.g., via a Bayesian updating of solution PDFs, poses a question of model selection: Given a significant difference in computational cost, is a lower-fidelity model preferable to its higher-fidelity counter-part? We investigate this question in the context of heterogeneous porous media, whose hydraulic properties are uncertain. While low-fidelity (reduced-complexity) models introduce a model error, their moderate computational cost makes it possible to generate more realizations, which reduces the (e.g., Monte Carlo) sampling or stochastic error. The ratio between these two errors determines the model with the smallest total error. We found assimilation of measurements of a quantity of interest (the soil moisture content, in our example) to decrease the model error, increasing the probability that the predictive accuracy of a reduced-complexity model does not fall below that of its higher-fidelity counterpart.

Semiparametric modeling: Correcting low-dimensional model error in parametric models

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

Berry, Tyrus, E-mail: thb11@psu.edu; Harlim, John, E-mail: jharlim@psu.edu; Department of Meteorology, the Pennsylvania State University, 503 Walker Building, University Park, PA 16802-5013

2016-03-01

In this paper, a semiparametric modeling approach is introduced as a paradigm for addressing model error arising from unresolved physical phenomena. Our approach compensates for model error by learning an auxiliary dynamical model for the unknown parameters. Practically, the proposed approach consists of the following steps. Given a physics-based model and a noisy data set of historical observations, a Bayesian filtering algorithm is used to extract a time-series of the parameter values. Subsequently, the diffusion forecast algorithm is applied to the retrieved time-series in order to construct the auxiliary model for the time evolving parameters. The semiparametric forecasting algorithm consistsmore » of integrating the existing physics-based model with an ensemble of parameters sampled from the probability density function of the diffusion forecast. To specify initial conditions for the diffusion forecast, a Bayesian semiparametric filtering method that extends the Kalman-based filtering framework is introduced. In difficult test examples, which introduce chaotically and stochastically evolving hidden parameters into the Lorenz-96 model, we show that our approach can effectively compensate for model error, with forecasting skill comparable to that of the perfect model.« less

Sensitivity of Global Methane Bayesian Inversion to Surface Observation Data Sets and Chemical-Transport Model Resolution

NASA Astrophysics Data System (ADS)

Lew, E. J.; Butenhoff, C. L.; Karmakar, S.; Rice, A. L.; Khalil, A. K.

2017-12-01

Methane is the second most important greenhouse gas after carbon dioxide. In efforts to control emissions, a careful examination of the methane budget and source strengths is required. To determine methane surface fluxes, Bayesian methods are often used to provide top-down constraints. Inverse modeling derives unknown fluxes using observed methane concentrations, a chemical transport model (CTM) and prior information. The Bayesian inversion reduces prior flux uncertainties by exploiting information content in the data. While the Bayesian formalism produces internal error estimates of source fluxes, systematic or external errors that arise from user choices in the inversion scheme are often much larger. Here we examine model sensitivity and uncertainty of our inversion under different observation data sets and CTM grid resolution. We compare posterior surface fluxes using the data product GLOBALVIEW-CH4 against the event-level molar mixing ratio data available from NOAA. GLOBALVIEW-CH4 is a collection of CH4 concentration estimates from 221 sites, collected by 12 laboratories, that have been interpolated and extracted to provide weekly records from 1984-2008. Differently, the event-level NOAA data records methane mixing ratios field measurements from 102 sites, containing sampling frequency irregularities and gaps in time. Furthermore, the sampling platform types used by the data sets may influence the posterior flux estimates, namely fixed surface, tower, ship and aircraft sites. To explore the sensitivity of the posterior surface fluxes to the observation network geometry, inversions composed of all sites, only aircraft, only ship, only tower and only fixed surface sites, are performed and compared. Also, we investigate the sensitivity of the error reduction associated with the resolution of the GEOS-Chem simulation (4°×5° vs 2°×2.5°) used to calculate the response matrix. Using a higher resolution grid decreased the model-data error at most sites, thereby increasing the information at that site. These different inversions—event-level and interpolated data, higher and lower resolutions—are compared using an ensemble of descriptive and comparative statistics. Analyzing the sensitivity of the inverse model leads to more accurate estimates of the methane source category uncertainty.

Learning Bayesian Networks from Correlated Data

NASA Astrophysics Data System (ADS)

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

2016-05-01

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

Bayesian Group Bridge for Bi-level Variable Selection.

PubMed

Mallick, Himel; Yi, Nengjun

2017-06-01

A Bayesian bi-level variable selection method (BAGB: Bayesian Analysis of Group Bridge) is developed for regularized regression and classification. This new development is motivated by grouped data, where generic variables can be divided into multiple groups, with variables in the same group being mechanistically related or statistically correlated. As an alternative to frequentist group variable selection methods, BAGB incorporates structural information among predictors through a group-wise shrinkage prior. Posterior computation proceeds via an efficient MCMC algorithm. In addition to the usual ease-of-interpretation of hierarchical linear models, the Bayesian formulation produces valid standard errors, a feature that is notably absent in the frequentist framework. Empirical evidence of the attractiveness of the method is illustrated by extensive Monte Carlo simulations and real data analysis. Finally, several extensions of this new approach are presented, providing a unified framework for bi-level variable selection in general models with flexible penalties.

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.

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.

Exploiting Cross-sensitivity by Bayesian Decoding of Mixed Potential Sensor Arrays

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

Kreller, Cortney

LANL mixed-potential electrochemical sensor (MPES) device arrays were coupled with advanced Bayesian inference treatment of the physical model of relevant sensor-analyte interactions. We demonstrated that our approach could be used to uniquely discriminate the composition of ternary gas sensors with three discreet MPES sensors with an average error of less than 2%. We also observed that the MPES exhibited excellent stability over a year of operation at elevated temperatures in the presence of test gases.

Time series forecasting using ERNN and QR based on Bayesian model averaging

NASA Astrophysics Data System (ADS)

Pwasong, Augustine; Sathasivam, Saratha

2017-08-01

The Bayesian model averaging technique is a multi-model combination technique. The technique was employed to amalgamate the Elman recurrent neural network (ERNN) technique with the quadratic regression (QR) technique. The amalgamation produced a hybrid technique known as the hybrid ERNN-QR technique. The potentials of forecasting with the hybrid technique are compared with the forecasting capabilities of individual techniques of ERNN and QR. The outcome revealed that the hybrid technique is superior to the individual techniques in the mean square error sense.

Probabilistic mapping of descriptive health status responses onto health state utilities using Bayesian networks: an empirical analysis converting SF-12 into EQ-5D utility index in a national US sample.

PubMed

Le, Quang A; Doctor, Jason N

2011-05-01

As quality-adjusted life years have become the standard metric in health economic evaluations, mapping health-profile or disease-specific measures onto preference-based measures to obtain quality-adjusted life years has become a solution when health utilities are not directly available. However, current mapping methods are limited due to their predictive validity, reliability, and/or other methodological issues. We employ probability theory together with a graphical model, called a Bayesian network, to convert health-profile measures into preference-based measures and to compare the results to those estimated with current mapping methods. A sample of 19,678 adults who completed both the 12-item Short Form Health Survey (SF-12v2) and EuroQoL 5D (EQ-5D) questionnaires from the 2003 Medical Expenditure Panel Survey was split into training and validation sets. Bayesian networks were constructed to explore the probabilistic relationships between each EQ-5D domain and 12 items of the SF-12v2. The EQ-5D utility scores were estimated on the basis of the predicted probability of each response level of the 5 EQ-5D domains obtained from the Bayesian inference process using the following methods: Monte Carlo simulation, expected utility, and most-likely probability. Results were then compared with current mapping methods including multinomial logistic regression, ordinary least squares, and censored least absolute deviations. The Bayesian networks consistently outperformed other mapping models in the overall sample (mean absolute error=0.077, mean square error=0.013, and R overall=0.802), in different age groups, number of chronic conditions, and ranges of the EQ-5D index. Bayesian networks provide a new robust and natural approach to map health status responses into health utility measures for health economic evaluations.

A biologically inspired neural model for visual and proprioceptive integration including sensory training.

PubMed

Saidi, Maryam; Towhidkhah, Farzad; Gharibzadeh, Shahriar; Lari, Abdolaziz Azizi

2013-12-01

Humans perceive the surrounding world by integration of information through different sensory modalities. Earlier models of multisensory integration rely mainly on traditional Bayesian and causal Bayesian inferences for single causal (source) and two causal (for two senses such as visual and auditory systems), respectively. In this paper a new recurrent neural model is presented for integration of visual and proprioceptive information. This model is based on population coding which is able to mimic multisensory integration of neural centers in the human brain. The simulation results agree with those achieved by casual Bayesian inference. The model can also simulate the sensory training process of visual and proprioceptive information in human. Training process in multisensory integration is a point with less attention in the literature before. The effect of proprioceptive training on multisensory perception was investigated through a set of experiments in our previous study. The current study, evaluates the effect of both modalities, i.e., visual and proprioceptive training and compares them with each other through a set of new experiments. In these experiments, the subject was asked to move his/her hand in a circle and estimate its position. The experiments were performed on eight subjects with proprioception training and eight subjects with visual training. Results of the experiments show three important points: (1) visual learning rate is significantly more than that of proprioception; (2) means of visual and proprioceptive errors are decreased by training but statistical analysis shows that this decrement is significant for proprioceptive error and non-significant for visual error, and (3) visual errors in training phase even in the beginning of it, is much less than errors of the main test stage because in the main test, the subject has to focus on two senses. The results of the experiments in this paper is in agreement with the results of the neural model simulation.

Bayesian State-Space Modelling of Conventional Acoustic Tracking Provides Accurate Descriptors of Home Range Behavior in a Small-Bodied Coastal Fish Species

PubMed Central

Alós, Josep; Palmer, Miquel; Balle, Salvador; Arlinghaus, Robert

2016-01-01

State-space models (SSM) are increasingly applied in studies involving biotelemetry-generated positional data because they are able to estimate movement parameters from positions that are unobserved or have been observed with non-negligible observational error. Popular telemetry systems in marine coastal fish consist of arrays of omnidirectional acoustic receivers, which generate a multivariate time-series of detection events across the tracking period. Here we report a novel Bayesian fitting of a SSM application that couples mechanistic movement properties within a home range (a specific case of random walk weighted by an Ornstein-Uhlenbeck process) with a model of observational error typical for data obtained from acoustic receiver arrays. We explored the performance and accuracy of the approach through simulation modelling and extensive sensitivity analyses of the effects of various configurations of movement properties and time-steps among positions. Model results show an accurate and unbiased estimation of the movement parameters, and in most cases the simulated movement parameters were properly retrieved. Only in extreme situations (when fast swimming speeds are combined with pooling the number of detections over long time-steps) the model produced some bias that needs to be accounted for in field applications. Our method was subsequently applied to real acoustic tracking data collected from a small marine coastal fish species, the pearly razorfish, Xyrichtys novacula. The Bayesian SSM we present here constitutes an alternative for those used to the Bayesian way of reasoning. Our Bayesian SSM can be easily adapted and generalized to any species, thereby allowing studies in freely roaming animals on the ecological and evolutionary consequences of home ranges and territory establishment, both in fishes and in other taxa. PMID:27119718

Structural mapping in statistical word problems: A relational reasoning approach to Bayesian inference.

PubMed

Johnson, Eric D; Tubau, Elisabet

2017-06-01

Presenting natural frequencies facilitates Bayesian inferences relative to using percentages. Nevertheless, many people, including highly educated and skilled reasoners, still fail to provide Bayesian responses to these computationally simple problems. We show that the complexity of relational reasoning (e.g., the structural mapping between the presented and requested relations) can help explain the remaining difficulties. With a non-Bayesian inference that required identical arithmetic but afforded a more direct structural mapping, performance was universally high. Furthermore, reducing the relational demands of the task through questions that directed reasoners to use the presented statistics, as compared with questions that prompted the representation of a second, similar sample, also significantly improved reasoning. Distinct error patterns were also observed between these presented- and similar-sample scenarios, which suggested differences in relational-reasoning strategies. On the other hand, while higher numeracy was associated with better Bayesian reasoning, higher-numerate reasoners were not immune to the relational complexity of the task. Together, these findings validate the relational-reasoning view of Bayesian problem solving and highlight the importance of considering not only the presented task structure, but also the complexity of the structural alignment between the presented and requested relations.

A bayesian approach to classification criteria for spectacled eiders

USGS Publications Warehouse

Taylor, B.L.; Wade, P.R.; Stehn, R.A.; Cochrane, J.F.

1996-01-01

To facilitate decisions to classify species according to risk of extinction, we used Bayesian methods to analyze trend data for the Spectacled Eider, an arctic sea duck. Trend data from three independent surveys of the Yukon-Kuskokwim Delta were analyzed individually and in combination to yield posterior distributions for population growth rates. We used classification criteria developed by the recovery team for Spectacled Eiders that seek to equalize errors of under- or overprotecting the species. We conducted both a Bayesian decision analysis and a frequentist (classical statistical inference) decision analysis. Bayesian decision analyses are computationally easier, yield basically the same results, and yield results that are easier to explain to nonscientists. With the exception of the aerial survey analysis of the 10 most recent years, both Bayesian and frequentist methods indicated that an endangered classification is warranted. The discrepancy between surveys warrants further research. Although the trend data are abundance indices, we used a preliminary estimate of absolute abundance to demonstrate how to calculate extinction distributions using the joint probability distributions for population growth rate and variance in growth rate generated by the Bayesian analysis. Recent apparent increases in abundance highlight the need for models that apply to declining and then recovering species.

Iterative Bayesian Estimation of Travel Times on Urban Arterials: Fusing Loop Detector and Probe Vehicle Data.

PubMed

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.

Iterative Bayesian Estimation of Travel Times on Urban Arterials: Fusing Loop Detector and Probe Vehicle Data

PubMed Central

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

BATMAN: Bayesian Technique for Multi-image Analysis

NASA Astrophysics Data System (ADS)

Casado, J.; Ascasibar, Y.; García-Benito, R.; Guidi, G.; Choudhury, O. S.; Bellocchi, E.; Sánchez, S. F.; Díaz, A. I.

2017-04-01

This paper describes the Bayesian Technique for Multi-image Analysis (BATMAN), a novel image-segmentation technique based on Bayesian statistics that characterizes any astronomical data set containing spatial information and performs a tessellation based on the measurements and errors provided as input. The algorithm iteratively merges spatial elements as long as they are statistically consistent with carrying the same information (I.e. identical signal within the errors). We illustrate its operation and performance with a set of test cases including both synthetic and real integral-field spectroscopic data. The output segmentations adapt to the underlying spatial structure, regardless of its morphology and/or the statistical properties of the noise. The quality of the recovered signal represents an improvement with respect to the input, especially in regions with low signal-to-noise ratio. However, the algorithm may be sensitive to small-scale random fluctuations, and its performance in presence of spatial gradients is limited. Due to these effects, errors may be underestimated by as much as a factor of 2. Our analysis reveals that the algorithm prioritizes conservation of all the statistically significant information over noise reduction, and that the precise choice of the input data has a crucial impact on the results. Hence, the philosophy of BaTMAn is not to be used as a 'black box' to improve the signal-to-noise ratio, but as a new approach to characterize spatially resolved data prior to its analysis. The source code is publicly available at http://astro.ft.uam.es/SELGIFS/BaTMAn.

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

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

Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.

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

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

DOE PAGES

Lu, Dan; Ricciuto, Daniel M.; Walker, Anthony P.; ...

2017-09-27

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

A two-component Bayesian mixture model to identify implausible gestational age.

PubMed

Mohammadian-Khoshnoud, Maryam; Moghimbeigi, Abbas; Faradmal, Javad; Yavangi, Mahnaz

2016-01-01

Background: Birth weight and gestational age are two important variables in obstetric research. The primary measure of gestational age is based on a mother's recall of her last menstrual period. This recall may cause random or systematic errors. Therefore, the objective of this study is to utilize Bayesian mixture model in order to identify implausible gestational age. Methods: In this cross-sectional study, medical documents of 502 preterm infants born and hospitalized in Hamadan Fatemieh Hospital from 2009 to 2013 were gathered. Preterm infants were classified to less than 28 weeks and 28 to 31 weeks. A two-component Bayesian mixture model was utilized to identify implausible gestational age; the first component shows the probability of correct and the second one shows the probability of incorrect classification of gestational ages. The data were analyzed through OpenBUGS 3.2.2 and 'coda' package of R 3.1.1. Results: The mean (SD) of the second component of less than 28 weeks and 28 to 31 weeks were 1179 (0.0123) and 1620 (0.0074), respectively. These values were larger than the mean of the first component for both groups which were 815.9 (0.0123) and 1061 (0.0074), respectively. Conclusion: Errors occurred in recording the gestational ages of these two groups of preterm infants included recording the gestational age less than the actual value at birth. Therefore, developing scientific methods to correct these errors is essential to providing desirable health services and adjusting accurate health indicators.

BATMAN--an R package for the automated quantification of metabolites from nuclear magnetic resonance spectra using a Bayesian model.

PubMed

Hao, Jie; Astle, William; De Iorio, Maria; Ebbels, Timothy M D

2012-08-01

Nuclear Magnetic Resonance (NMR) spectra are widely used in metabolomics to obtain metabolite profiles in complex biological mixtures. Common methods used to assign and estimate concentrations of metabolites involve either an expert manual peak fitting or extra pre-processing steps, such as peak alignment and binning. Peak fitting is very time consuming and is subject to human error. Conversely, alignment and binning can introduce artefacts and limit immediate biological interpretation of models. We present the Bayesian automated metabolite analyser for NMR spectra (BATMAN), an R package that deconvolutes peaks from one-dimensional NMR spectra, automatically assigns them to specific metabolites from a target list and obtains concentration estimates. The Bayesian model incorporates information on characteristic peak patterns of metabolites and is able to account for shifts in the position of peaks commonly seen in NMR spectra of biological samples. It applies a Markov chain Monte Carlo algorithm to sample from a joint posterior distribution of the model parameters and obtains concentration estimates with reduced error compared with conventional numerical integration and comparable to manual deconvolution by experienced spectroscopists. http://www1.imperial.ac.uk/medicine/people/t.ebbels/ t.ebbels@imperial.ac.uk.

Bayes-LQAS: classifying the prevalence of global acute malnutrition

PubMed Central

2010-01-01

Lot Quality Assurance Sampling (LQAS) applications in health have generally relied on frequentist interpretations for statistical validity. Yet health professionals often seek statements about the probability distribution of unknown parameters to answer questions of interest. The frequentist paradigm does not pretend to yield such information, although a Bayesian formulation might. This is the source of an error made in a recent paper published in this journal. Many applications lend themselves to a Bayesian treatment, and would benefit from such considerations in their design. We discuss Bayes-LQAS (B-LQAS), which allows for incorporation of prior information into the LQAS classification procedure, and thus shows how to correct the aforementioned error. Further, we pay special attention to the formulation of Bayes Operating Characteristic Curves and the use of prior information to improve survey designs. As a motivating example, we discuss the classification of Global Acute Malnutrition prevalence and draw parallels between the Bayes and classical classifications schemes. We also illustrate the impact of informative and non-informative priors on the survey design. Results indicate that using a Bayesian approach allows the incorporation of expert information and/or historical data and is thus potentially a valuable tool for making accurate and precise classifications. PMID:20534159

Bayes-LQAS: classifying the prevalence of global acute malnutrition.

PubMed

Olives, Casey; Pagano, Marcello

2010-06-09

Lot Quality Assurance Sampling (LQAS) applications in health have generally relied on frequentist interpretations for statistical validity. Yet health professionals often seek statements about the probability distribution of unknown parameters to answer questions of interest. The frequentist paradigm does not pretend to yield such information, although a Bayesian formulation might. This is the source of an error made in a recent paper published in this journal. Many applications lend themselves to a Bayesian treatment, and would benefit from such considerations in their design. We discuss Bayes-LQAS (B-LQAS), which allows for incorporation of prior information into the LQAS classification procedure, and thus shows how to correct the aforementioned error. Further, we pay special attention to the formulation of Bayes Operating Characteristic Curves and the use of prior information to improve survey designs. As a motivating example, we discuss the classification of Global Acute Malnutrition prevalence and draw parallels between the Bayes and classical classifications schemes. We also illustrate the impact of informative and non-informative priors on the survey design. Results indicate that using a Bayesian approach allows the incorporation of expert information and/or historical data and is thus potentially a valuable tool for making accurate and precise classifications.

Bayesian energy landscape tilting: towards concordant models of molecular ensembles.

PubMed

Beauchamp, Kyle A; Pande, Vijay S; Das, Rhiju

2014-03-18

Predicting biological structure has remained challenging for systems such as disordered proteins that take on myriad conformations. Hybrid simulation/experiment strategies have been undermined by difficulties in evaluating errors from computational model inaccuracies and data uncertainties. Building on recent proposals from maximum entropy theory and nonequilibrium thermodynamics, we address these issues through a Bayesian energy landscape tilting (BELT) scheme for computing Bayesian hyperensembles over conformational ensembles. BELT uses Markov chain Monte Carlo to directly sample maximum-entropy conformational ensembles consistent with a set of input experimental observables. To test this framework, we apply BELT to model trialanine, starting from disagreeing simulations with the force fields ff96, ff99, ff99sbnmr-ildn, CHARMM27, and OPLS-AA. BELT incorporation of limited chemical shift and (3)J measurements gives convergent values of the peptide's α, β, and PPII conformational populations in all cases. As a test of predictive power, all five BELT hyperensembles recover set-aside measurements not used in the fitting and report accurate errors, even when starting from highly inaccurate simulations. BELT's principled framework thus enables practical predictions for complex biomolecular systems from discordant simulations and sparse data. Copyright © 2014 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Understanding seasonal variability of uncertainty in hydrological prediction

NASA Astrophysics Data System (ADS)

Li, M.; Wang, Q. J.

2012-04-01

Understanding uncertainty in hydrological prediction can be highly valuable for improving the reliability of streamflow prediction. In this study, a monthly water balance model, WAPABA, in a Bayesian joint probability with error models are presented to investigate the seasonal dependency of prediction error structure. A seasonal invariant error model, analogous to traditional time series analysis, uses constant parameters for model error and account for no seasonal variations. In contrast, a seasonal variant error model uses a different set of parameters for bias, variance and autocorrelation for each individual calendar month. Potential connection amongst model parameters from similar months is not considered within the seasonal variant model and could result in over-fitting and over-parameterization. A hierarchical error model further applies some distributional restrictions on model parameters within a Bayesian hierarchical framework. An iterative algorithm is implemented to expedite the maximum a posterior (MAP) estimation of a hierarchical error model. Three error models are applied to forecasting streamflow at a catchment in southeast Australia in a cross-validation analysis. This study also presents a number of statistical measures and graphical tools to compare the predictive skills of different error models. From probability integral transform histograms and other diagnostic graphs, the hierarchical error model conforms better to reliability when compared to the seasonal invariant error model. The hierarchical error model also generally provides the most accurate mean prediction in terms of the Nash-Sutcliffe model efficiency coefficient and the best probabilistic prediction in terms of the continuous ranked probability score (CRPS). The model parameters of the seasonal variant error model are very sensitive to each cross validation, while the hierarchical error model produces much more robust and reliable model parameters. Furthermore, the result of the hierarchical error model shows that most of model parameters are not seasonal variant except for error bias. The seasonal variant error model is likely to use more parameters than necessary to maximize the posterior likelihood. The model flexibility and robustness indicates that the hierarchical error model has great potential for future streamflow predictions.

Trans-dimensional and hierarchical Bayesian approaches toward rigorous estimation of seismic sources and structures in the Northeast Asia

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.

Feasibility of streamlining an interactive Bayesian-based diagnostic support tool designed for clinical practice

NASA Astrophysics Data System (ADS)

Chen, Po-Hao; Botzolakis, Emmanuel; Mohan, Suyash; Bryan, R. N.; Cook, Tessa

2016-03-01

In radiology, diagnostic errors occur either through the failure of detection or incorrect interpretation. Errors are estimated to occur in 30-35% of all exams and contribute to 40-54% of medical malpractice litigations. In this work, we focus on reducing incorrect interpretation of known imaging features. Existing literature categorizes cognitive bias leading a radiologist to an incorrect diagnosis despite having correctly recognized the abnormal imaging features: anchoring bias, framing effect, availability bias, and premature closure. Computational methods make a unique contribution, as they do not exhibit the same cognitive biases as a human. Bayesian networks formalize the diagnostic process. They modify pre-test diagnostic probabilities using clinical and imaging features, arriving at a post-test probability for each possible diagnosis. To translate Bayesian networks to clinical practice, we implemented an entirely web-based open-source software tool. In this tool, the radiologist first selects a network of choice (e.g. basal ganglia). Then, large, clearly labeled buttons displaying salient imaging features are displayed on the screen serving both as a checklist and for input. As the radiologist inputs the value of an extracted imaging feature, the conditional probabilities of each possible diagnosis are updated. The software presents its level of diagnostic discrimination using a Pareto distribution chart, updated with each additional imaging feature. Active collaboration with the clinical radiologist is a feasible approach to software design and leads to design decisions closely coupling the complex mathematics of conditional probability in Bayesian networks with practice.

The effects of time-varying observation errors on semi-empirical sea-level projections

DOE PAGES

Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.; ...

2016-11-30

Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less

The effects of time-varying observation errors on semi-empirical sea-level projections

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

Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.

Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less

Metainference: A Bayesian inference method for heterogeneous systems.

PubMed

Bonomi, Massimiliano; Camilloni, Carlo; Cavalli, Andrea; Vendruscolo, Michele

2016-01-01

Modeling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model and thus to obtain better predictions about the behavior of the corresponding system. This approach, however, is affected by a variety of different errors, especially when a system simultaneously populates an ensemble of different states and experimental data are measured as averages over such states. To address this problem, we present a Bayesian inference method, called "metainference," that is able to deal with errors in experimental measurements and with experimental measurements averaged over multiple states. To achieve this goal, metainference models a finite sample of the distribution of models using a replica approach, in the spirit of the replica-averaging modeling based on the maximum entropy principle. To illustrate the method, we present its application to a heterogeneous model system and to the determination of an ensemble of structures corresponding to the thermal fluctuations of a protein molecule. Metainference thus provides an approach to modeling complex systems with heterogeneous components and interconverting between different states by taking into account all possible sources of errors.

Bug Distribution and Statistical Pattern Classification.

ERIC Educational Resources Information Center

Tatsuoka, Kikumi K.; Tatsuoka, Maurice M.

1987-01-01

The rule space model permits measurement of cognitive skill acquisition and error diagnosis. Further discussion introduces Bayesian hypothesis testing and bug distribution. An illustration involves an artificial intelligence approach to testing fractions and arithmetic. (Author/GDC)

Performance of two predictive uncertainty estimation approaches for conceptual Rainfall-Runoff Model: Bayesian Joint Inference and Hydrologic Uncertainty Post-processing

NASA Astrophysics Data System (ADS)

Hernández-López, Mario R.; Romero-Cuéllar, Jonathan; Camilo Múnera-Estrada, Juan; Coccia, Gabriele; Francés, Félix

2017-04-01

It is noticeably important to emphasize the role of uncertainty particularly when the model forecasts are used to support decision-making and water management. This research compares two approaches for the evaluation of the predictive uncertainty in hydrological modeling. First approach is the Bayesian Joint Inference of hydrological and error models. Second approach is carried out through the Model Conditional Processor using the Truncated Normal Distribution in the transformed space. This comparison is focused on the predictive distribution reliability. The case study is applied to two basins included in the Model Parameter Estimation Experiment (MOPEX). These two basins, which have different hydrological complexity, are the French Broad River (North Carolina) and the Guadalupe River (Texas). The results indicate that generally, both approaches are able to provide similar predictive performances. However, the differences between them can arise in basins with complex hydrology (e.g. ephemeral basins). This is because obtained results with Bayesian Joint Inference are strongly dependent on the suitability of the hypothesized error model. Similarly, the results in the case of the Model Conditional Processor are mainly influenced by the selected model of tails or even by the selected full probability distribution model of the data in the real space, and by the definition of the Truncated Normal Distribution in the transformed space. In summary, the different hypotheses that the modeler choose on each of the two approaches are the main cause of the different results. This research also explores a proper combination of both methodologies which could be useful to achieve less biased hydrological parameter estimation. For this approach, firstly the predictive distribution is obtained through the Model Conditional Processor. Secondly, this predictive distribution is used to derive the corresponding additive error model which is employed for the hydrological parameter estimation with the Bayesian Joint Inference methodology.

Uncertainties in Parameters Estimated with Neural Networks: Application to Strong Gravitational Lensing

NASA Astrophysics Data System (ADS)

Perreault Levasseur, Laurence; Hezaveh, Yashar D.; Wechsler, Risa H.

2017-11-01

In Hezaveh et al. we showed that deep learning can be used for model parameter estimation and trained convolutional neural networks to determine the parameters of strong gravitational-lensing systems. Here we demonstrate a method for obtaining the uncertainties of these parameters. We review the framework of variational inference to obtain approximate posteriors of Bayesian neural networks and apply it to a network trained to estimate the parameters of the Singular Isothermal Ellipsoid plus external shear and total flux magnification. We show that the method can capture the uncertainties due to different levels of noise in the input data, as well as training and architecture-related errors made by the network. To evaluate the accuracy of the resulting uncertainties, we calculate the coverage probabilities of marginalized distributions for each lensing parameter. By tuning a single variational parameter, the dropout rate, we obtain coverage probabilities approximately equal to the confidence levels for which they were calculated, resulting in accurate and precise uncertainty estimates. Our results suggest that the application of approximate Bayesian neural networks to astrophysical modeling problems can be a fast alternative to Monte Carlo Markov Chains, allowing orders of magnitude improvement in speed.

A Dynamic Bayesian Network Model for the Production and Inventory Control

NASA Astrophysics Data System (ADS)

Shin, Ji-Sun; Takazaki, Noriyuki; Lee, Tae-Hong; Kim, Jin-Il; Lee, Hee-Hyol

In general, the production quantities and delivered goods are changed randomly and then the total stock is also changed randomly. This paper deals with the production and inventory control using the Dynamic Bayesian Network. Bayesian Network is a probabilistic model which represents the qualitative dependence between two or more random variables by the graph structure, and indicates the quantitative relations between individual variables by the conditional probability. The probabilistic distribution of the total stock is calculated through the propagation of the probability on the network. Moreover, an adjusting rule of the production quantities to maintain the probability of a lower limit and a ceiling of the total stock to certain values is shown.

Quantifying methane and nitrous oxide emissions from the UK using a dense monitoring network

NASA Astrophysics Data System (ADS)

Ganesan, A. L.; Manning, A. J.; Grant, A.; Young, D.; Oram, D. E.; Sturges, W. T.; Moncrieff, J. B.; O'Doherty, S.

2015-01-01

The UK is one of several countries around the world that has enacted legislation to reduce its greenhouse gas emissions. Monitoring of emissions has been done through a detailed sectoral level bottom-up inventory (UK National Atmospheric Emissions Inventory, NAEI) from which national totals are submitted yearly to the United Framework Convention on Climate Change. In parallel, the UK government has funded four atmospheric monitoring stations to infer emissions through top-down methods that assimilate atmospheric observations. In this study, we present top-down emissions of methane (CH4) and nitrous oxide (N2O) for the UK and Ireland over the period August 2012 to August 2014. We used a hierarchical Bayesian inverse framework to infer fluxes as well as a set of covariance parameters that describe uncertainties in the system. We inferred average UK emissions of 2.08 (1.72-2.47) Tg yr-1 CH4 and 0.105 (0.087-0.127) Tg yr-1 N2O and found our derived estimates to be generally lower than the inventory. We used sectoral distributions from the NAEI to determine whether these discrepancies can be attributed to specific source sectors. Because of the distinct distributions of the two dominant CH4 emissions sectors in the UK, agriculture and waste, we found that the inventory may be overestimated in agricultural CH4 emissions. We also found that N2O fertilizer emissions from the NAEI may be overestimated and we derived a significant seasonal cycle in emissions. This seasonality is likely due to seasonality in fertilizer application and in environmental drivers such as temperature and rainfall, which are not reflected in the annual resolution inventory. Through the hierarchical Bayesian inverse framework, we quantified uncertainty covariance parameters and emphasized their importance for high-resolution emissions estimation. We inferred average model errors of approximately 20 and 0.4 ppb and correlation timescales of 1.0 (0.72-1.43) and 2.6 (1.9-3.9) days for CH4 and N2O, respectively. These errors are a combination of transport model errors as well as errors due to unresolved emissions processes in the inventory. We found the largest CH4 errors at the Tacolneston station in eastern England, which is possibly to do with sporadic emissions from landfills and offshore gas in the North Sea.

Bayesian B-spline mapping for dynamic quantitative traits.

PubMed

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.

Hybrid Gibbs Sampling and MCMC for CMB Analysis at Small Angular Scales

NASA Technical Reports Server (NTRS)

Jewell, Jeffrey B.; Eriksen, H. K.; Wandelt, B. D.; Gorski, K. M.; Huey, G.; O'Dwyer, I. J.; Dickinson, C.; Banday, A. J.; Lawrence, C. R.

2008-01-01

A) Gibbs Sampling has now been validated as an efficient, statistically exact, and practically useful method for "low-L" (as demonstrated on WMAP temperature polarization data). B) We are extending Gibbs sampling to directly propagate uncertainties in both foreground and instrument models to total uncertainty in cosmological parameters for the entire range of angular scales relevant for Planck. C) Made possible by inclusion of foreground model parameters in Gibbs sampling and hybrid MCMC and Gibbs sampling for the low signal to noise (high-L) regime. D) Future items to be included in the Bayesian framework include: 1) Integration with Hybrid Likelihood (or posterior) code for cosmological parameters; 2) Include other uncertainties in instrumental systematics? (I.e. beam uncertainties, noise estimation, calibration errors, other).

Genetic Algorithm-Based Motion Estimation Method using Orientations and EMGs for Robot Controls

PubMed Central

Chae, Jeongsook; Jin, Yong; Sung, Yunsick

2018-01-01

Demand for interactive wearable devices is rapidly increasing with the development of smart devices. To accurately utilize wearable devices for remote robot controls, limited data should be analyzed and utilized efficiently. For example, the motions by a wearable device, called Myo device, can be estimated by measuring its orientation, and calculating a Bayesian probability based on these orientation data. Given that Myo device can measure various types of data, the accuracy of its motion estimation can be increased by utilizing these additional types of data. This paper proposes a motion estimation method based on weighted Bayesian probability and concurrently measured data, orientations and electromyograms (EMG). The most probable motion among estimated is treated as a final estimated motion. Thus, recognition accuracy can be improved when compared to the traditional methods that employ only a single type of data. In our experiments, seven subjects perform five predefined motions. When orientation is measured by the traditional methods, the sum of the motion estimation errors is 37.3%; likewise, when only EMG data are used, the error in motion estimation by the proposed method was also 37.3%. The proposed combined method has an error of 25%. Therefore, the proposed method reduces motion estimation errors by 12%. PMID:29324641

Data free inference with processed data products

DOE PAGES

Chowdhary, K.; Najm, H. N.

2014-07-12

Here, we consider the context of probabilistic inference of model parameters given error bars or confidence intervals on model output values, when the data is unavailable. We introduce a class of algorithms in a Bayesian framework, relying on maximum entropy arguments and approximate Bayesian computation methods, to generate consistent data with the given summary statistics. Once we obtain consistent data sets, we pool the respective posteriors, to arrive at a single, averaged density on the parameters. This approach allows us to perform accurate forward uncertainty propagation consistent with the reported statistics.

Bayesian operational modal analysis with asynchronous data, Part II: Posterior uncertainty

NASA Astrophysics Data System (ADS)

Zhu, Yi-Chen; Au, Siu-Kui

2018-01-01

A Bayesian modal identification method has been proposed in the companion paper that allows the most probable values of modal parameters to be determined using asynchronous ambient vibration data. This paper investigates the identification uncertainty of modal parameters in terms of their posterior covariance matrix. Computational issues are addressed. Analytical expressions are derived to allow the posterior covariance matrix to be evaluated accurately and efficiently. Synthetic, laboratory and field data examples are presented to verify the consistency, investigate potential modelling error and demonstrate practical applications.

Diagnosis support system based on clinical guidelines: comparison between case-based fuzzy cognitive maps and Bayesian networks.

PubMed

Douali, Nassim; Csaba, Huszka; De Roo, Jos; Papageorgiou, Elpiniki I; Jaulent, Marie-Christine

2014-01-01

Several studies have described the prevalence and severity of diagnostic errors. Diagnostic errors can arise from cognitive, training, educational and other issues. Examples of cognitive issues include flawed reasoning, incomplete knowledge, faulty information gathering or interpretation, and inappropriate use of decision-making heuristics. We describe a new approach, case-based fuzzy cognitive maps, for medical diagnosis and evaluate it by comparison with Bayesian belief networks. We created a semantic web framework that supports the two reasoning methods. We used database of 174 anonymous patients from several European hospitals: 80 of the patients were female and 94 male with an average age 45±16 (average±stdev). Thirty of the 80 female patients were pregnant. For each patient, signs/symptoms/observables/age/sex were taken into account by the system. We used a statistical approach to compare the two methods. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

A Bayesian Measurment Error Model for Misaligned Radiographic Data

DOE PAGES

Lennox, Kristin P.; Glascoe, Lee G.

2013-09-06

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

Integrated Data Analysis for Fusion: A Bayesian Tutorial for Fusion Diagnosticians

NASA Astrophysics Data System (ADS)

Dinklage, Andreas; Dreier, Heiko; Fischer, Rainer; Gori, Silvio; Preuss, Roland; Toussaint, Udo von

2008-03-01

Integrated Data Analysis (IDA) offers a unified way of combining information relevant to fusion experiments. Thereby, IDA meets with typical issues arising in fusion data analysis. In IDA, all information is consistently formulated as probability density functions quantifying uncertainties in the analysis within the Bayesian probability theory. For a single diagnostic, IDA allows the identification of faulty measurements and improvements in the setup. For a set of diagnostics, IDA gives joint error distributions allowing the comparison and integration of different diagnostics results. Validation of physics models can be performed by model comparison techniques. Typical data analysis applications benefit from IDA capabilities of nonlinear error propagation, the inclusion of systematic effects and the comparison of different physics models. Applications range from outlier detection, background discrimination, model assessment and design of diagnostics. In order to cope with next step fusion device requirements, appropriate techniques are explored for fast analysis applications.

High-resolution atmospheric inversion of urban CO2 emissions during the dormant season of the Indianapolis Flux Experiment (INFLUX)

NASA Astrophysics Data System (ADS)

Lauvaux, Thomas; Miles, Natasha L.; Deng, Aijun; Richardson, Scott J.; Cambaliza, Maria O.; Davis, Kenneth J.; Gaudet, Brian; Gurney, Kevin R.; Huang, Jianhua; O'Keefe, Darragh; Song, Yang; Karion, Anna; Oda, Tomohiro; Patarasuk, Risa; Razlivanov, Igor; Sarmiento, Daniel; Shepson, Paul; Sweeney, Colm; Turnbull, Jocelyn; Wu, Kai

2016-05-01

Based on a uniquely dense network of surface towers measuring continuously the atmospheric concentrations of greenhouse gases (GHGs), we developed the first comprehensive monitoring systems of CO2 emissions at high resolution over the city of Indianapolis. The urban inversion evaluated over the 2012-2013 dormant season showed a statistically significant increase of about 20% (from 4.5 to 5.7 MtC ± 0.23 MtC) compared to the Hestia CO2 emission estimate, a state-of-the-art building-level emission product. Spatial structures in prior emission errors, mostly undetermined, appeared to affect the spatial pattern in the inverse solution and the total carbon budget over the entire area by up to 15%, while the inverse solution remains fairly insensitive to the CO2 boundary inflow and to the different prior emissions (i.e., ODIAC). Preceding the surface emission optimization, we improved the atmospheric simulations using a meteorological data assimilation system also informing our Bayesian inversion system through updated observations error variances. Finally, we estimated the uncertainties associated with undetermined parameters using an ensemble of inversions. The total CO2 emissions based on the ensemble mean and quartiles (5.26-5.91 MtC) were statistically different compared to the prior total emissions (4.1 to 4.5 MtC). Considering the relatively small sensitivity to the different parameters, we conclude that atmospheric inversions are potentially able to constrain the carbon budget of the city, assuming sufficient data to measure the inflow of GHG over the city, but additional information on prior emission error structures are required to determine the spatial structures of urban emissions at high resolution.

Fast model updating coupling Bayesian inference and PGD model reduction

NASA Astrophysics Data System (ADS)

Rubio, Paul-Baptiste; Louf, François; Chamoin, Ludovic

2018-04-01

The paper focuses on a coupled Bayesian-Proper Generalized Decomposition (PGD) approach for the real-time identification and updating of numerical models. The purpose is to use the most general case of Bayesian inference theory in order to address inverse problems and to deal with different sources of uncertainties (measurement and model errors, stochastic parameters). In order to do so with a reasonable CPU cost, the idea is to replace the direct model called for Monte-Carlo sampling by a PGD reduced model, and in some cases directly compute the probability density functions from the obtained analytical formulation. This procedure is first applied to a welding control example with the updating of a deterministic parameter. In the second application, the identification of a stochastic parameter is studied through a glued assembly example.

Aminoglycoside Therapy Manager: An Advanced Computer Program for Decision Support for Drug Dosing and Therapeutic Monitoring

PubMed Central

Lenert, Leslie; Lurie, Jon; Coleman, Robert; Klosterman, Heidrun; Blaschke, Terrence

1990-01-01

In this paper, we will describe an advanced drug dosing program, Aminoglycoside Therapy Manager that reasons using Bayesian pharmacokinetic modeling and symbolic modeling of patient status and drug response. Our design is similar to the design of the Digitalis Therapy Advisor program, but extends previous work by incorporating a Bayesian pharmacokinetic model, a “meta-level” analysis of drug concentrations to identify sampling errors and changes in pharmacokinetics, and including the results of the “meta-level” analysis in reasoning for dosing and therapeutic monitoring recommendations. The program is user friendly and runs on low cost general-purpose hardware. Validation studies show that the program is as accurate in predicting future drug concentrations as an expert using commercial Bayesian forecasting software.

Whose statistical reasoning is facilitated by a causal structure intervention?

PubMed

McNair, Simon; Feeney, Aidan

2015-02-01

People often struggle when making Bayesian probabilistic estimates on the basis of competing sources of statistical evidence. Recently, Krynski and Tenenbaum (Journal of Experimental Psychology: General, 136, 430-450, 2007) proposed that a causal Bayesian framework accounts for peoples' errors in Bayesian reasoning and showed that, by clarifying the causal relations among the pieces of evidence, judgments on a classic statistical reasoning problem could be significantly improved. We aimed to understand whose statistical reasoning is facilitated by the causal structure intervention. In Experiment 1, although we observed causal facilitation effects overall, the effect was confined to participants high in numeracy. We did not find an overall facilitation effect in Experiment 2 but did replicate the earlier interaction between numerical ability and the presence or absence of causal content. This effect held when we controlled for general cognitive ability and thinking disposition. Our results suggest that clarifying causal structure facilitates Bayesian judgments, but only for participants with sufficient understanding of basic concepts in probability and statistics.

Bayesian inference of Calibration curves: application to archaeomagnetism

NASA Astrophysics Data System (ADS)

Lanos, P.

2003-04-01

The range of errors that occur at different stages of the archaeomagnetic calibration process are modelled using a Bayesian hierarchical model. The archaeomagnetic data obtained from archaeological structures such as hearths, kilns or sets of bricks and tiles, exhibit considerable experimental errors and are typically more or less well dated by archaeological context, history or chronometric methods (14C, TL, dendrochronology, etc.). They can also be associated with stratigraphic observations which provide prior relative chronological information. The modelling we describe in this paper allows all these observations, on materials from a given period, to be linked together, and the use of penalized maximum likelihood for smoothing univariate, spherical or three-dimensional time series data allows representation of the secular variation of the geomagnetic field over time. The smooth curve we obtain (which takes the form of a penalized natural cubic spline) provides an adaptation to the effects of variability in the density of reference points over time. Since our model takes account of all the known errors in the archaeomagnetic calibration process, we are able to obtain a functional highest-posterior-density envelope on the new curve. With this new posterior estimate of the curve available to us, the Bayesian statistical framework then allows us to estimate the calendar dates of undated archaeological features (such as kilns) based on one, two or three geomagnetic parameters (inclination, declination and/or intensity). Date estimates are presented in much the same way as those that arise from radiocarbon dating. In order to illustrate the model and inference methods used, we will present results based on German archaeomagnetic data recently published by a German team.

Predicting forest insect flight activity: A Bayesian network approach

PubMed Central

Pawson, Stephen M.; Marcot, Bruce G.; Woodberry, Owen G.

2017-01-01

Daily flight activity patterns of forest insects are influenced by temporal and meteorological conditions. Temperature and time of day are frequently cited as key drivers of activity; however, complex interactions between multiple contributing factors have also been proposed. Here, we report individual Bayesian network models to assess the probability of flight activity of three exotic insects, Hylurgus ligniperda, Hylastes ater, and Arhopalus ferus in a managed plantation forest context. Models were built from 7,144 individual hours of insect sampling, temperature, wind speed, relative humidity, photon flux density, and temporal data. Discretized meteorological and temporal variables were used to build naïve Bayes tree augmented networks. Calibration results suggested that the H. ater and A. ferus Bayesian network models had the best fit for low Type I and overall errors, and H. ligniperda had the best fit for low Type II errors. Maximum hourly temperature and time since sunrise had the largest influence on H. ligniperda flight activity predictions, whereas time of day and year had the greatest influence on H. ater and A. ferus activity. Type II model errors for the prediction of no flight activity is improved by increasing the model’s predictive threshold. Improvements in model performance can be made by further sampling, increasing the sensitivity of the flight intercept traps, and replicating sampling in other regions. Predicting insect flight informs an assessment of the potential phytosanitary risks of wood exports. Quantifying this risk allows mitigation treatments to be targeted to prevent the spread of invasive species via international trade pathways. PMID:28953904

Semiparametric Bayesian analysis of gene-environment interactions with error in measurement of environmental covariates and missing genetic data.

PubMed

Lobach, Iryna; Mallick, Bani; Carroll, Raymond J

2011-01-01

Case-control studies are widely used to detect gene-environment interactions in the etiology of complex diseases. Many variables that are of interest to biomedical researchers are difficult to measure on an individual level, e.g. nutrient intake, cigarette smoking exposure, long-term toxic exposure. Measurement error causes bias in parameter estimates, thus masking key features of data and leading to loss of power and spurious/masked associations. We develop a Bayesian methodology for analysis of case-control studies for the case when measurement error is present in an environmental covariate and the genetic variable has missing data. This approach offers several advantages. It allows prior information to enter the model to make estimation and inference more precise. The environmental covariates measured exactly are modeled completely nonparametrically. Further, information about the probability of disease can be incorporated in the estimation procedure to improve quality of parameter estimates, what cannot be done in conventional case-control studies. A unique feature of the procedure under investigation is that the analysis is based on a pseudo-likelihood function therefore conventional Bayesian techniques may not be technically correct. We propose an approach using Markov Chain Monte Carlo sampling as well as a computationally simple method based on an asymptotic posterior distribution. Simulation experiments demonstrated that our method produced parameter estimates that are nearly unbiased even for small sample sizes. An application of our method is illustrated using a population-based case-control study of the association between calcium intake with the risk of colorectal adenoma development.

Accounting for Berkson and Classical Measurement Error in Radon Exposure Using a Bayesian Structural Approach in the Analysis of Lung Cancer Mortality in the French Cohort of Uranium Miners.

PubMed

Hoffmann, Sabine; Rage, Estelle; Laurier, Dominique; Laroche, Pierre; Guihenneuc, Chantal; Ancelet, Sophie

2017-02-01

Many occupational cohort studies on underground miners have demonstrated that radon exposure is associated with an increased risk of lung cancer mortality. However, despite the deleterious consequences of exposure measurement error on statistical inference, these analyses traditionally do not account for exposure uncertainty. This might be due to the challenging nature of measurement error resulting from imperfect surrogate measures of radon exposure. Indeed, we are typically faced with exposure uncertainty in a time-varying exposure variable where both the type and the magnitude of error may depend on period of exposure. To address the challenge of accounting for multiplicative and heteroscedastic measurement error that may be of Berkson or classical nature, depending on the year of exposure, we opted for a Bayesian structural approach, which is arguably the most flexible method to account for uncertainty in exposure assessment. We assessed the association between occupational radon exposure and lung cancer mortality in the French cohort of uranium miners and found the impact of uncorrelated multiplicative measurement error to be of marginal importance. However, our findings indicate that the retrospective nature of exposure assessment that occurred in the earliest years of mining of this cohort as well as many other cohorts of underground miners might lead to an attenuation of the exposure-risk relationship. More research is needed to address further uncertainties in the calculation of lung dose, since this step will likely introduce important sources of shared uncertainty.

Bayesian networks for satellite payload testing

NASA Astrophysics Data System (ADS)

Przytula, Krzysztof W.; Hagen, Frank; Yung, Kar

1999-11-01

Satellite payloads are fast increasing in complexity, resulting in commensurate growth in cost of manufacturing and operation. A need exists for a software tool, which would assist engineers in production and operation of satellite systems. We have designed and implemented a software tool, which performs part of this task. The tool aids a test engineer in debugging satellite payloads during system testing. At this stage of satellite integration and testing both the tested payload and the testing equipment represent complicated systems consisting of a very large number of components and devices. When an error is detected during execution of a test procedure, the tool presents to the engineer a ranked list of potential sources of the error and a list of recommended further tests. The engineer decides this on this basis if to perform some of the recommended additional test or replace the suspect component. The tool has been installed in payload testing facility. The tool is based on Bayesian networks, a graphical method of representing uncertainty in terms of probabilistic influences. The Bayesian network was configured using detailed flow diagrams of testing procedures and block diagrams of the payload and testing hardware. The conditional and prior probability values were initially obtained from experts and refined in later stages of design. The Bayesian network provided a very informative model of the payload and testing equipment and inspired many new ideas regarding the future test procedures and testing equipment configurations. The tool is the first step in developing a family of tools for various phases of satellite integration and operation.

Joint analysis of input and parametric uncertainties in watershed water quality modeling: A formal Bayesian approach

NASA Astrophysics Data System (ADS)

Han, Feng; Zheng, Yi

2018-06-01

Significant Input uncertainty is a major source of error in watershed water quality (WWQ) modeling. It remains challenging to address the input uncertainty in a rigorous Bayesian framework. This study develops the Bayesian Analysis of Input and Parametric Uncertainties (BAIPU), an approach for the joint analysis of input and parametric uncertainties through a tight coupling of Markov Chain Monte Carlo (MCMC) analysis and Bayesian Model Averaging (BMA). The formal likelihood function for this approach is derived considering a lag-1 autocorrelated, heteroscedastic, and Skew Exponential Power (SEP) distributed error model. A series of numerical experiments were performed based on a synthetic nitrate pollution case and on a real study case in the Newport Bay Watershed, California. The Soil and Water Assessment Tool (SWAT) and Differential Evolution Adaptive Metropolis (DREAM(ZS)) were used as the representative WWQ model and MCMC algorithm, respectively. The major findings include the following: (1) the BAIPU can be implemented and used to appropriately identify the uncertain parameters and characterize the predictive uncertainty; (2) the compensation effect between the input and parametric uncertainties can seriously mislead the modeling based management decisions, if the input uncertainty is not explicitly accounted for; (3) the BAIPU accounts for the interaction between the input and parametric uncertainties and therefore provides more accurate calibration and uncertainty results than a sequential analysis of the uncertainties; and (4) the BAIPU quantifies the credibility of different input assumptions on a statistical basis and can be implemented as an effective inverse modeling approach to the joint inference of parameters and inputs.

Bayesian Methods for the Physical Sciences. Learning from Examples in Astronomy and Physics.

NASA Astrophysics Data System (ADS)

Andreon, Stefano; Weaver, Brian

2015-05-01

Chapter 1: This chapter presents some basic steps for performing a good statistical analysis, all summarized in about one page. Chapter 2: This short chapter introduces the basics of probability theory inan intuitive fashion using simple examples. It also illustrates, again with examples, how to propagate errors and the difference between marginal and profile likelihoods. Chapter 3: This chapter introduces the computational tools and methods that we use for sampling from the posterior distribution. Since all numerical computations, and Bayesian ones are no exception, may end in errors, we also provide a few tips to check that the numerical computation is sampling from the posterior distribution. Chapter 4: Many of the concepts of building, running, and summarizing the resultsof a Bayesian analysis are described with this step-by-step guide using a basic (Gaussian) model. The chapter also introduces examples using Poisson and Binomial likelihoods, and how to combine repeated independent measurements. Chapter 5: All statistical analyses make assumptions, and Bayesian analyses are no exception. This chapter emphasizes that results depend on data and priors (assumptions). We illustrate this concept with examples where the prior plays greatly different roles, from major to negligible. We also provide some advice on how to look for information useful for sculpting the prior. Chapter 6: In this chapter we consider examples for which we want to estimate more than a single parameter. These common problems include estimating location and spread. We also consider examples that require the modeling of two populations (one we are interested in and a nuisance population) or averaging incompatible measurements. We also introduce quite complex examples dealing with upper limits and with a larger-than-expected scatter. Chapter 7: Rarely is a sample randomly selected from the population we wish to study. Often, samples are affected by selection effects, e.g., easier-to-collect events or objects are over-represented in samples and difficult-to-collect are under-represented if not missing altogether. In this chapter we show how to account for non-random data collection to infer the properties of the population from the studied sample. Chapter 8: In this chapter we introduce regression models, i.e., how to fit (regress) one, or more quantities, against each other through a functional relationship and estimate any unknown parameters that dictate this relationship. Questions of interest include: how to deal with samples affected by selection effects? How does a rich data structure influence the fitted parameters? And what about non-linear multiple-predictor fits, upper/lower limits, measurements errors of different amplitudes and an intrinsic variety in the studied populations or an extra source of variability? A number of examples illustrate how to answer these questions and how to predict the value of an unavailable quantity by exploiting the existence of a trend with another, available, quantity. Chapter 9: This chapter provides some advice on how the careful scientist should perform model checking and sensitivity analysis, i.e., how to answer the following questions: is the considered model at odds with the current available data (the fitted data), for example because it is over-simplified compared to some specific complexity pointed out by the data? Furthermore, are the data informative about the quantity being measured or are results sensibly dependent on details of the fitted model? And, finally, what about if assumptions are uncertain? A number of examples illustrate how to answer these questions. Chapter 10: This chapter compares the performance of Bayesian methods against simple, non-Bayesian alternatives, such as maximum likelihood, minimal chi square, ordinary and weighted least square, bivariate correlated errors and intrinsic scatter, and robust estimates of location and scale. Performances are evaluated in terms of quality of the prediction, accuracy of the estimates, and fairness and noisiness of the quoted errors. We also focus on three failures of maximum likelihood methods occurring with small samples, with mixtures, and with regressions with errors in the predictor quantity.

Bayesian Hierarchical Models to Augment the Mediterranean Forecast System

DTIC Science & Technology

2010-09-30

In part 2 (Bonazzi et al., 2010), the impact of the ensemble forecast methodology based on MFS-Wind-BHM perturbations is documented. Forecast...absence of dt data stage inputs, the forecast impact of MFS-Error-BHM is neutral. Experiments are underway now to introduce dt back into the MFS-Error...BHM and quantify forecast impacts at MFS. MFS-SuperEnsemble-BHM We have assembled all needed datasets and completed algorithmic development

Model based inference from microvascular measurements: Combining experimental measurements and model predictions using a Bayesian probabilistic approach

PubMed Central

Rasmussen, Peter M.; Smith, Amy F.; Sakadžić, Sava; Boas, David A.; Pries, Axel R.; Secomb, Timothy W.; Østergaard, Leif

2017-01-01

Objective In vivo imaging of the microcirculation and network-oriented modeling have emerged as powerful means of studying microvascular function and understanding its physiological significance. Network-oriented modeling may provide the means of summarizing vast amounts of data produced by high-throughput imaging techniques in terms of key, physiological indices. To estimate such indices with sufficient certainty, however, network-oriented analysis must be robust to the inevitable presence of uncertainty due to measurement errors as well as model errors. Methods We propose the Bayesian probabilistic data analysis framework as a means of integrating experimental measurements and network model simulations into a combined and statistically coherent analysis. The framework naturally handles noisy measurements and provides posterior distributions of model parameters as well as physiological indices associated with uncertainty. Results We applied the analysis framework to experimental data from three rat mesentery networks and one mouse brain cortex network. We inferred distributions for more than five hundred unknown pressure and hematocrit boundary conditions. Model predictions were consistent with previous analyses, and remained robust when measurements were omitted from model calibration. Conclusion Our Bayesian probabilistic approach may be suitable for optimizing data acquisition and for analyzing and reporting large datasets acquired as part of microvascular imaging studies. PMID:27987383

EVOLUTION OF THE VELOCITY-DISPERSION FUNCTION OF LUMINOUS RED GALAXIES: A HIERARCHICAL BAYESIAN MEASUREMENT

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

Shu Yiping; Bolton, Adam S.; Dawson, Kyle S.

2012-04-15

We present a hierarchical Bayesian determination of the velocity-dispersion function of approximately 430,000 massive luminous red galaxies observed at relatively low spectroscopic signal-to-noise ratio (S/N {approx} 3-5 per 69 km s{sup -1}) by the Baryon Oscillation Spectroscopic Survey (BOSS) of the Sloan Digital Sky Survey III. We marginalize over spectroscopic redshift errors, and use the full velocity-dispersion likelihood function for each galaxy to make a self-consistent determination of the velocity-dispersion distribution parameters as a function of absolute magnitude and redshift, correcting as well for the effects of broadband magnitude errors on our binning. Parameterizing the distribution at each point inmore » the luminosity-redshift plane with a log-normal form, we detect significant evolution in the width of the distribution toward higher intrinsic scatter at higher redshifts. Using a subset of deep re-observations of BOSS galaxies, we demonstrate that our distribution-parameter estimates are unbiased regardless of spectroscopic S/N. We also show through simulation that our method introduces no systematic parameter bias with redshift. We highlight the advantage of the hierarchical Bayesian method over frequentist 'stacking' of spectra, and illustrate how our measured distribution parameters can be adopted as informative priors for velocity-dispersion measurements from individual noisy spectra.« less

Bayesian refinement of protein structures and ensembles against SAXS data using molecular dynamics

PubMed Central

Shevchuk, Roman; Hub, Jochen S.

2017-01-01

Small-angle X-ray scattering is an increasingly popular technique used to detect protein structures and ensembles in solution. However, the refinement of structures and ensembles against SAXS data is often ambiguous due to the low information content of SAXS data, unknown systematic errors, and unknown scattering contributions from the solvent. We offer a solution to such problems by combining Bayesian inference with all-atom molecular dynamics simulations and explicit-solvent SAXS calculations. The Bayesian formulation correctly weights the SAXS data versus prior physical knowledge, it quantifies the precision or ambiguity of fitted structures and ensembles, and it accounts for unknown systematic errors due to poor buffer matching. The method further provides a probabilistic criterion for identifying the number of states required to explain the SAXS data. The method is validated by refining ensembles of a periplasmic binding protein against calculated SAXS curves. Subsequently, we derive the solution ensembles of the eukaryotic chaperone heat shock protein 90 (Hsp90) against experimental SAXS data. We find that the SAXS data of the apo state of Hsp90 is compatible with a single wide-open conformation, whereas the SAXS data of Hsp90 bound to ATP or to an ATP-analogue strongly suggest heterogenous ensembles of a closed and a wide-open state. PMID:29045407

Numerical Demons in Monte Carlo Estimation of Bayesian Model Evidence with Application to Soil Respiration Models

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.

Bayesian Approach to the Joint Inversion of Gravity and Magnetic Data, with Application to the Ismenius Area of Mars

NASA Technical Reports Server (NTRS)

Jewell, Jeffrey B.; Raymond, C.; Smrekar, S.; Millbury, C.

2004-01-01

This viewgraph presentation reviews a Bayesian approach to the inversion of gravity and magnetic data with specific application to the Ismenius Area of Mars. Many inverse problems encountered in geophysics and planetary science are well known to be non-unique (i.e. inversion of gravity the density structure of a body). In hopes of reducing the non-uniqueness of solutions, there has been interest in the joint analysis of data. An example is the joint inversion of gravity and magnetic data, with the assumption that the same physical anomalies generate both the observed magnetic and gravitational anomalies. In this talk, we formulate the joint analysis of different types of data in a Bayesian framework and apply the formalism to the inference of the density and remanent magnetization structure for a local region in the Ismenius area of Mars. The Bayesian approach allows prior information or constraints in the solutions to be incorporated in the inversion, with the "best" solutions those whose forward predictions most closely match the data while remaining consistent with assumed constraints. The application of this framework to the inversion of gravity and magnetic data on Mars reveals two typical challenges - the forward predictions of the data have a linear dependence on some of the quantities of interest, and non-linear dependence on others (termed the "linear" and "non-linear" variables, respectively). For observations with Gaussian noise, a Bayesian approach to inversion for "linear" variables reduces to a linear filtering problem, with an explicitly computable "error" matrix. However, for models whose forward predictions have non-linear dependencies, inference is no longer given by such a simple linear problem, and moreover, the uncertainty in the solution is no longer completely specified by a computable "error matrix". It is therefore important to develop methods for sampling from the full Bayesian posterior to provide a complete and statistically consistent picture of model uncertainty, and what has been learned from observations. We will discuss advanced numerical techniques, including Monte Carlo Markov

The impact of response measurement error on the analysis of designed experiments

DOE PAGES

Anderson-Cook, Christine Michaela; Hamada, Michael Scott; Burr, Thomas Lee

2016-11-01

This study considers the analysis of designed experiments when there is measurement error in the true response or so-called response measurement error. We consider both additive and multiplicative response measurement errors. Through a simulation study, we investigate the impact of ignoring the response measurement error in the analysis, that is, by using a standard analysis based on t-tests. In addition, we examine the role of repeat measurements in improving the quality of estimation and prediction in the presence of response measurement error. We also study a Bayesian approach that accounts for the response measurement error directly through the specification ofmore » the model, and allows including additional information about variability in the analysis. We consider the impact on power, prediction, and optimization. Copyright © 2015 John Wiley & Sons, Ltd.« less

The impact of response measurement error on the analysis of designed experiments

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

Anderson-Cook, Christine Michaela; Hamada, Michael Scott; Burr, Thomas Lee

This study considers the analysis of designed experiments when there is measurement error in the true response or so-called response measurement error. We consider both additive and multiplicative response measurement errors. Through a simulation study, we investigate the impact of ignoring the response measurement error in the analysis, that is, by using a standard analysis based on t-tests. In addition, we examine the role of repeat measurements in improving the quality of estimation and prediction in the presence of response measurement error. We also study a Bayesian approach that accounts for the response measurement error directly through the specification ofmore » the model, and allows including additional information about variability in the analysis. We consider the impact on power, prediction, and optimization. Copyright © 2015 John Wiley & Sons, Ltd.« less

Mock jurors' use of error rates in DNA database trawls.

PubMed

Scurich, Nicholas; John, Richard S

2013-12-01

Forensic science is not infallible, as data collected by the Innocence Project have revealed. The rate at which errors occur in forensic DNA testing-the so-called "gold standard" of forensic science-is not currently known. This article presents a Bayesian analysis to demonstrate the profound impact that error rates have on the probative value of a DNA match. Empirical evidence on whether jurors are sensitive to this effect is equivocal: Studies have typically found they are not, while a recent, methodologically rigorous study found that they can be. This article presents the results of an experiment that examined this issue within the context of a database trawl case in which one DNA profile was tested against a multitude of profiles. The description of the database was manipulated (i.e., "medical" or "offender" database, or not specified) as was the rate of error (i.e., one-in-10 or one-in-1,000). Jury-eligible participants were nearly twice as likely to convict in the offender database condition compared to the condition not specified. The error rates did not affect verdicts. Both factors, however, affected the perception of the defendant's guilt, in the expected direction, although the size of the effect was meager compared to Bayesian prescriptions. The results suggest that the disclosure of an offender database to jurors might constitute prejudicial evidence, and calls for proficiency testing in forensic science as well as training of jurors are echoed. (c) 2013 APA, all rights reserved

A Bayesian Approach for Population Pharmacokinetic Modeling of Pegylated Interferon α-2a in Hepatitis C Patients.

PubMed

Saleh, Mohammad I

2017-11-01

Pegylated interferon α-2a (PEG-IFN-α-2a) is an antiviral drug used for the treatment of chronic hepatitis C virus (HCV) infection. This study describes the population pharmacokinetics of PEG-IFN-α-2a in hepatitis C patients using a Bayesian approach. A possible association between patient characteristics and pharmacokinetic parameters is also explored. A Bayesian population pharmacokinetic modeling approach, using WinBUGS version 1.4.3, was applied to a cohort of patients (n = 292) with chronic HCV infection. Data were obtained from two phase III studies sponsored by Hoffmann-La Roche. Demographic and clinical information were evaluated as possible predictors of pharmacokinetic parameters during model development. A one-compartment model with an additive error best fitted the data, and a total of 2271 PEG-IFN-α-2a measurements from 292 subjects were analyzed using the proposed population pharmacokinetic model. Sex was identified as a predictor of PEG-IFN-α-2a clearance, and hemoglobin baseline level was identified as a predictor of PEG-IFN-α-2a volume of distribution. A population pharmacokinetic model of PEG-IFN-α-2a in patients with chronic HCV infection was presented in this study. The proposed model can be used to optimize PEG-IFN-α-2a dosing in patients with chronic HCV infection. Optimal PEG-IFN-α-2a selection is important to maximize response and/or to avoid potential side effects such as thrombocytopenia and neutropenia. NV15942 and NV15801.

Underestimation of Variance of Predicted Health Utilities Derived from Multiattribute Utility Instruments.

PubMed

Chan, Kelvin K W; Xie, Feng; Willan, Andrew R; Pullenayegum, Eleanor M

2017-04-01

Parameter uncertainty in value sets of multiattribute utility-based instruments (MAUIs) has received little attention previously. This false precision leads to underestimation of the uncertainty of the results of cost-effectiveness analyses. The aim of this study is to examine the use of multiple imputation as a method to account for this uncertainty of MAUI scoring algorithms. We fitted a Bayesian model with random effects for respondents and health states to the data from the original US EQ-5D-3L valuation study, thereby estimating the uncertainty in the EQ-5D-3L scoring algorithm. We applied these results to EQ-5D-3L data from the Commonwealth Fund (CWF) Survey for Sick Adults ( n = 3958), comparing the standard error of the estimated mean utility in the CWF population using the predictive distribution from the Bayesian mixed-effect model (i.e., incorporating parameter uncertainty in the value set) with the standard error of the estimated mean utilities based on multiple imputation and the standard error using the conventional approach of using MAUI (i.e., ignoring uncertainty in the value set). The mean utility in the CWF population based on the predictive distribution of the Bayesian model was 0.827 with a standard error (SE) of 0.011. When utilities were derived using the conventional approach, the estimated mean utility was 0.827 with an SE of 0.003, which is only 25% of the SE based on the full predictive distribution of the mixed-effect model. Using multiple imputation with 20 imputed sets, the mean utility was 0.828 with an SE of 0.011, which is similar to the SE based on the full predictive distribution. Ignoring uncertainty of the predicted health utilities derived from MAUIs could lead to substantial underestimation of the variance of mean utilities. Multiple imputation corrects for this underestimation so that the results of cost-effectiveness analyses using MAUIs can report the correct degree of uncertainty.

Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian-Wishart processes.

PubMed

Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon

2017-12-01

Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.

Improving Water Quality Assessments through a HierarchicalBayesian Analysis of Variability

EPA Science Inventory

Water quality measurement error and variability, while well-documented in laboratory-scale studies, is rarely acknowledged or explicitly resolved in most water body assessments, including those conducted in compliance with the United States Environmental Protection Agency (USEPA)...

Epistemic-based investigation of the probability of hazard scenarios using Bayesian network for the lifting operation of floating objects

NASA Astrophysics Data System (ADS)

Toroody, Ahmad Bahoo; Abaiee, Mohammad Mahdi; Gholamnia, Reza; Ketabdari, Mohammad Javad

2016-09-01

Owing to the increase in unprecedented accidents with new root causes in almost all operational areas, the importance of risk management has dramatically risen. Risk assessment, one of the most significant aspects of risk management, has a substantial impact on the system-safety level of organizations, industries, and operations. If the causes of all kinds of failure and the interactions between them are considered, effective risk assessment can be highly accurate. A combination of traditional risk assessment approaches and modern scientific probability methods can help in realizing better quantitative risk assessment methods. Most researchers face the problem of minimal field data with respect to the probability and frequency of each failure. Because of this limitation in the availability of epistemic knowledge, it is important to conduct epistemic estimations by applying the Bayesian theory for identifying plausible outcomes. In this paper, we propose an algorithm and demonstrate its application in a case study for a light-weight lifting operation in the Persian Gulf of Iran. First, we identify potential accident scenarios and present them in an event tree format. Next, excluding human error, we use the event tree to roughly estimate the prior probability of other hazard-promoting factors using a minimal amount of field data. We then use the Success Likelihood Index Method (SLIM) to calculate the probability of human error. On the basis of the proposed event tree, we use the Bayesian network of the provided scenarios to compensate for the lack of data. Finally, we determine the resulting probability of each event based on its evidence in the epistemic estimation format by building on two Bayesian network types: the probability of hazard promotion factors and the Bayesian theory. The study results indicate that despite the lack of available information on the operation of floating objects, a satisfactory result can be achieved using epistemic data.

Detangling complex relationships in forensic data: principles and use of causal networks and their application to clinical forensic science.

PubMed

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.

Estimating relative risks in multicenter studies with a small number of centers - which methods to use? A simulation study.

PubMed

Pedroza, Claudia; Truong, Van Thi Thanh

2017-11-02

Analyses of multicenter studies often need to account for center clustering to ensure valid inference. For binary outcomes, it is particularly challenging to properly adjust for center when the number of centers or total sample size is small, or when there are few events per center. Our objective was to evaluate the performance of generalized estimating equation (GEE) log-binomial and Poisson models, generalized linear mixed models (GLMMs) assuming binomial and Poisson distributions, and a Bayesian binomial GLMM to account for center effect in these scenarios. We conducted a simulation study with few centers (≤30) and 50 or fewer subjects per center, using both a randomized controlled trial and an observational study design to estimate relative risk. We compared the GEE and GLMM models with a log-binomial model without adjustment for clustering in terms of bias, root mean square error (RMSE), and coverage. For the Bayesian GLMM, we used informative neutral priors that are skeptical of large treatment effects that are almost never observed in studies of medical interventions. All frequentist methods exhibited little bias, and the RMSE was very similar across the models. The binomial GLMM had poor convergence rates, ranging from 27% to 85%, but performed well otherwise. The results show that both GEE models need to use small sample corrections for robust SEs to achieve proper coverage of 95% CIs. The Bayesian GLMM had similar convergence rates but resulted in slightly more biased estimates for the smallest sample sizes. However, it had the smallest RMSE and good coverage across all scenarios. These results were very similar for both study designs. For the analyses of multicenter studies with a binary outcome and few centers, we recommend adjustment for center with either a GEE log-binomial or Poisson model with appropriate small sample corrections or a Bayesian binomial GLMM with informative priors.

Metainference: A Bayesian inference method for heterogeneous systems

PubMed Central

Bonomi, Massimiliano; Camilloni, Carlo; Cavalli, Andrea; Vendruscolo, Michele

2016-01-01

Modeling a complex system is almost invariably a challenging task. The incorporation of experimental observations can be used to improve the quality of a model and thus to obtain better predictions about the behavior of the corresponding system. This approach, however, is affected by a variety of different errors, especially when a system simultaneously populates an ensemble of different states and experimental data are measured as averages over such states. To address this problem, we present a Bayesian inference method, called “metainference,” that is able to deal with errors in experimental measurements and with experimental measurements averaged over multiple states. To achieve this goal, metainference models a finite sample of the distribution of models using a replica approach, in the spirit of the replica-averaging modeling based on the maximum entropy principle. To illustrate the method, we present its application to a heterogeneous model system and to the determination of an ensemble of structures corresponding to the thermal fluctuations of a protein molecule. Metainference thus provides an approach to modeling complex systems with heterogeneous components and interconverting between different states by taking into account all possible sources of errors. PMID:26844300

Multielevation calibration of frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, Burke J.; Kass, M. Andy; Hodges, Greg; Smith, Bruce D.

2014-01-01

Systematic calibration errors must be taken into account because they can substantially impact the accuracy of inverted subsurface resistivity models derived from frequency-domain electromagnetic data, resulting in potentially misleading interpretations. We have developed an approach that uses data acquired at multiple elevations over the same location to assess calibration errors. A significant advantage is that this method does not require prior knowledge of subsurface properties from borehole or ground geophysical data (though these can be readily incorporated if available), and is, therefore, well suited to remote areas. The multielevation data were used to solve for calibration parameters and a single subsurface resistivity model that are self consistent over all elevations. The deterministic and Bayesian formulations of the multielevation approach illustrate parameter sensitivity and uncertainty using synthetic- and field-data examples. Multiplicative calibration errors (gain and phase) were found to be better resolved at high frequencies and when data were acquired over a relatively conductive area, whereas additive errors (bias) were reasonably resolved over conductive and resistive areas at all frequencies. The Bayesian approach outperformed the deterministic approach when estimating calibration parameters using multielevation data at a single location; however, joint analysis of multielevation data at multiple locations using the deterministic algorithm yielded the most accurate estimates of calibration parameters. Inversion results using calibration-corrected data revealed marked improvement in misfit, lending added confidence to the interpretation of these models.

Atmospheric Tracer Inverse Modeling Using Markov Chain Monte Carlo (MCMC)

NASA Astrophysics Data System (ADS)

Kasibhatla, P.

2004-12-01

In recent years, there has been an increasing emphasis on the use of Bayesian statistical estimation techniques to characterize the temporal and spatial variability of atmospheric trace gas sources and sinks. The applications have been varied in terms of the particular species of interest, as well as in terms of the spatial and temporal resolution of the estimated fluxes. However, one common characteristic has been the use of relatively simple statistical models for describing the measurement and chemical transport model error statistics and prior source statistics. For example, multivariate normal probability distribution functions (pdfs) are commonly used to model these quantities and inverse source estimates are derived for fixed values of pdf paramaters. While the advantage of this approach is that closed form analytical solutions for the a posteriori pdfs of interest are available, it is worth exploring Bayesian analysis approaches which allow for a more general treatment of error and prior source statistics. Here, we present an application of the Markov Chain Monte Carlo (MCMC) methodology to an atmospheric tracer inversion problem to demonstrate how more gereral statistical models for errors can be incorporated into the analysis in a relatively straightforward manner. The MCMC approach to Bayesian analysis, which has found wide application in a variety of fields, is a statistical simulation approach that involves computing moments of interest of the a posteriori pdf by efficiently sampling this pdf. The specific inverse problem that we focus on is the annual mean CO2 source/sink estimation problem considered by the TransCom3 project. TransCom3 was a collaborative effort involving various modeling groups and followed a common modeling and analysis protocoal. As such, this problem provides a convenient case study to demonstrate the applicability of the MCMC methodology to atmospheric tracer source/sink estimation problems.

Robust Bayesian hypocentre and uncertainty region estimation: the effect of heavy-tailed distributions and prior information in cases with poor, inconsistent and insufficient arrival times

NASA Astrophysics Data System (ADS)

Martinsson, J.

2013-03-01

We propose methods for robust Bayesian inference of the hypocentre in presence of poor, inconsistent and insufficient phase arrival times. The objectives are to increase the robustness, the accuracy and the precision by introducing heavy-tailed distributions and an informative prior distribution of the seismicity. The effects of the proposed distributions are studied under real measurement conditions in two underground mine networks and validated using 53 blasts with known hypocentres. To increase the robustness against poor, inconsistent or insufficient arrivals, a Gaussian Mixture Model is used as a hypocentre prior distribution to describe the seismically active areas, where the parameters are estimated based on previously located events in the region. The prior is truncated to constrain the solution to valid geometries, for example below the ground surface, excluding known cavities, voids and fractured zones. To reduce the sensitivity to outliers, different heavy-tailed distributions are evaluated to model the likelihood distribution of the arrivals given the hypocentre and the origin time. Among these distributions, the multivariate t-distribution is shown to produce the overall best performance, where the tail-mass adapts to the observed data. Hypocentre and uncertainty region estimates are based on simulations from the posterior distribution using Markov Chain Monte Carlo techniques. Velocity graphs (equivalent to traveltime graphs) are estimated using blasts from known locations, and applied to reduce the main uncertainties and thereby the final estimation error. To focus on the behaviour and the performance of the proposed distributions, a basic single-event Bayesian procedure is considered in this study for clarity. Estimation results are shown with different distributions, with and without prior distribution of seismicity, with wrong prior distribution, with and without error compensation, with and without error description, with insufficient arrival times and in presence of significant outliers. A particular focus is on visual results and comparisons to give a better understanding of the Bayesian advantage and to show the effects of heavy-tailed distributions and informative prior information on real data.

Rigorous Approach in Investigation of Seismic Structure and Source Characteristicsin Northeast Asia: Hierarchical and Trans-dimensional Bayesian Inversion

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.

Accounting for nonsampling error in estimates of HIV epidemic trends from antenatal clinic sentinel surveillance

PubMed Central

Eaton, Jeffrey W.; Bao, Le

2017-01-01

Objectives The aim of the study was to propose and demonstrate an approach to allow additional nonsampling uncertainty about HIV prevalence measured at antenatal clinic sentinel surveillance (ANC-SS) in model-based inferences about trends in HIV incidence and prevalence. Design Mathematical model fitted to surveillance data with Bayesian inference. Methods We introduce a variance inflation parameter σinfl2 that accounts for the uncertainty of nonsampling errors in ANC-SS prevalence. It is additive to the sampling error variance. Three approaches are tested for estimating σinfl2 using ANC-SS and household survey data from 40 subnational regions in nine countries in sub-Saharan, as defined in UNAIDS 2016 estimates. Methods were compared using in-sample fit and out-of-sample prediction of ANC-SS data, fit to household survey prevalence data, and the computational implications. Results Introducing the additional variance parameter σinfl2 increased the error variance around ANC-SS prevalence observations by a median of 2.7 times (interquartile range 1.9–3.8). Using only sampling error in ANC-SS prevalence ( σinfl2=0), coverage of 95% prediction intervals was 69% in out-of-sample prediction tests. This increased to 90% after introducing the additional variance parameter σinfl2. The revised probabilistic model improved model fit to household survey prevalence and increased epidemic uncertainty intervals most during the early epidemic period before 2005. Estimating σinfl2 did not increase the computational cost of model fitting. Conclusions: We recommend estimating nonsampling error in ANC-SS as an additional parameter in Bayesian inference using the Estimation and Projection Package model. This approach may prove useful for incorporating other data sources such as routine prevalence from Prevention of mother-to-child transmission testing into future epidemic estimates. PMID:28296801

Improved uncertainty quantification in nondestructive assay for nonproliferation

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

Burr, Tom; Croft, Stephen; Jarman, Ken

2016-12-01

This paper illustrates methods to improve uncertainty quantification (UQ) for non-destructive assay (NDA) measurements used in nuclear nonproliferation. First, it is shown that current bottom-up UQ applied to calibration data is not always adequate, for three main reasons: (1) Because there are errors in both the predictors and the response, calibration involves a ratio of random quantities, and calibration data sets in NDA usually consist of only a modest number of samples (3–10); therefore, asymptotic approximations involving quantities needed for UQ such as means and variances are often not sufficiently accurate; (2) Common practice overlooks that calibration implies a partitioningmore » of total error into random and systematic error, and (3) In many NDA applications, test items exhibit non-negligible departures in physical properties from calibration items, so model-based adjustments are used, but item-specific bias remains in some data. Therefore, improved bottom-up UQ using calibration data should predict the typical magnitude of item-specific bias, and the suggestion is to do so by including sources of item-specific bias in synthetic calibration data that is generated using a combination of modeling and real calibration data. Second, for measurements of the same nuclear material item by both the facility operator and international inspectors, current empirical (top-down) UQ is described for estimating operator and inspector systematic and random error variance components. A Bayesian alternative is introduced that easily accommodates constraints on variance components, and is more robust than current top-down methods to the underlying measurement error distributions.« less

Identifiability of sorption parameters in stirred flow-through reactor experiments and their identification with a Bayesian approach.

PubMed

Nicoulaud-Gouin, V; Garcia-Sanchez, L; Giacalone, M; Attard, J C; Martin-Garin, A; Bois, F Y

2016-10-01

This paper addresses the methodological conditions -particularly experimental design and statistical inference- ensuring the identifiability of sorption parameters from breakthrough curves measured during stirred flow-through reactor experiments also known as continuous flow stirred-tank reactor (CSTR) experiments. The equilibrium-kinetic (EK) sorption model was selected as nonequilibrium parameterization embedding the K d approach. Parameter identifiability was studied formally on the equations governing outlet concentrations. It was also studied numerically on 6 simulated CSTR experiments on a soil with known equilibrium-kinetic sorption parameters. EK sorption parameters can not be identified from a single breakthrough curve of a CSTR experiment, because K d,1 and k - were diagnosed collinear. For pairs of CSTR experiments, Bayesian inference allowed to select the correct models of sorption and error among sorption alternatives. Bayesian inference was conducted with SAMCAT software (Sensitivity Analysis and Markov Chain simulations Applied to Transfer models) which launched the simulations through the embedded simulation engine GNU-MCSim, and automated their configuration and post-processing. Experimental designs consisting in varying flow rates between experiments reaching equilibrium at contamination stage were found optimal, because they simultaneously gave accurate sorption parameters and predictions. Bayesian results were comparable to maximum likehood method but they avoided convergence problems, the marginal likelihood allowed to compare all models, and credible interval gave directly the uncertainty of sorption parameters θ. Although these findings are limited to the specific conditions studied here, in particular the considered sorption model, the chosen parameter values and error structure, they help in the conception and analysis of future CSTR experiments with radionuclides whose kinetic behaviour is suspected. Copyright © 2016 Elsevier Ltd. All rights reserved.

A Bayesian Approach to the Overlap Analysis of Epidemiologically Linked Traits.

PubMed

Asimit, Jennifer L; Panoutsopoulou, Kalliope; Wheeler, Eleanor; Berndt, Sonja I; Cordell, Heather J; Morris, Andrew P; Zeggini, Eleftheria; Barroso, Inês

2015-12-01

Diseases often cooccur in individuals more often than expected by chance, and may be explained by shared underlying genetic etiology. A common approach to genetic overlap analyses is to use summary genome-wide association study data to identify single-nucleotide polymorphisms (SNPs) that are associated with multiple traits at a selected P-value threshold. However, P-values do not account for differences in power, whereas Bayes' factors (BFs) do, and may be approximated using summary statistics. We use simulation studies to compare the power of frequentist and Bayesian approaches with overlap analyses, and to decide on appropriate thresholds for comparison between the two methods. It is empirically illustrated that BFs have the advantage over P-values of a decreasing type I error rate as study size increases for single-disease associations. Consequently, the overlap analysis of traits from different-sized studies encounters issues in fair P-value threshold selection, whereas BFs are adjusted automatically. Extensive simulations show that Bayesian overlap analyses tend to have higher power than those that assess association strength with P-values, particularly in low-power scenarios. Calibration tables between BFs and P-values are provided for a range of sample sizes, as well as an approximation approach for sample sizes that are not in the calibration table. Although P-values are sometimes thought more intuitive, these tables assist in removing the opaqueness of Bayesian thresholds and may also be used in the selection of a BF threshold to meet a certain type I error rate. An application of our methods is used to identify variants associated with both obesity and osteoarthritis. © 2015 The Authors. *Genetic Epidemiology published by Wiley Periodicals, Inc.

Population pharmacokinetics and maximum a posteriori probability Bayesian estimator of abacavir: application of individualized therapy in HIV-infected infants and toddlers

PubMed Central

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

Bayesian Modeling of Perceived Surface Slant from Actively-Generated and Passively-Observed Optic Flow

PubMed Central

Caudek, Corrado; Fantoni, Carlo; Domini, Fulvio

2011-01-01

We measured perceived depth from the optic flow (a) when showing a stationary physical or virtual object to observers who moved their head at a normal or slower speed, and (b) when simulating the same optic flow on a computer and presenting it to stationary observers. Our results show that perceived surface slant is systematically distorted, for both the active and the passive viewing of physical or virtual surfaces. These distortions are modulated by head translation speed, with perceived slant increasing directly with the local velocity gradient of the optic flow. This empirical result allows us to determine the relative merits of two alternative approaches aimed at explaining perceived surface slant in active vision: an “inverse optics” model that takes head motion information into account, and a probabilistic model that ignores extra-retinal signals. We compare these two approaches within the framework of the Bayesian theory. The “inverse optics” Bayesian model produces veridical slant estimates if the optic flow and the head translation velocity are measured with no error; because of the influence of a “prior” for flatness, the slant estimates become systematically biased as the measurement errors increase. The Bayesian model, which ignores the observer's motion, always produces distorted estimates of surface slant. Interestingly, the predictions of this second model, not those of the first one, are consistent with our empirical findings. The present results suggest that (a) in active vision perceived surface slant may be the product of probabilistic processes which do not guarantee the correct solution, and (b) extra-retinal signals may be mainly used for a better measurement of retinal information. PMID:21533197

Application of Monte Carlo algorithms to the Bayesian analysis of the Cosmic Microwave Background

NASA Technical Reports Server (NTRS)

Jewell, J.; Levin, S.; Anderson, C. H.

2004-01-01

Power spectrum estimation and evaluation of associated errors in the presence of incomplete sky coverage; nonhomogeneous, correlated instrumental noise; and foreground emission are problems of central importance for the extraction of cosmological information from the cosmic microwave background (CMB).

Exact Bayesian p-values for a test of independence in a 2 × 2 contingency table with missing data.

PubMed

Lin, Yan; Lipsitz, Stuart R; Sinha, Debajyoti; Fitzmaurice, Garrett; Lipshultz, Steven

2017-01-01

Altham (Altham PME. Exact Bayesian analysis of a 2 × 2 contingency table, and Fisher's "exact" significance test. J R Stat Soc B 1969; 31: 261-269) showed that a one-sided p-value from Fisher's exact test of independence in a 2 × 2 contingency table is equal to the posterior probability of negative association in the 2 × 2 contingency table under a Bayesian analysis using an improper prior. We derive an extension of Fisher's exact test p-value in the presence of missing data, assuming the missing data mechanism is ignorable (i.e., missing at random or completely at random). Further, we propose Bayesian p-values for a test of independence in a 2 × 2 contingency table with missing data using alternative priors; we also present results from a simulation study exploring the Type I error rate and power of the proposed exact test p-values. An example, using data on the association between blood pressure and a cardiac enzyme, is presented to illustrate the methods.

Non-Bayesian Optical Inference Machines

NASA Astrophysics Data System (ADS)

Kadar, Ivan; Eichmann, George

1987-01-01

In a recent paper, Eichmann and Caulfield) presented a preliminary exposition of optical learning machines suited for use in expert systems. In this paper, we extend the previous ideas by introducing learning as a means of reinforcement by information gathering and reasoning with uncertainty in a non-Bayesian framework2. More specifically, the non-Bayesian approach allows the representation of total ignorance (not knowing) as opposed to assuming equally likely prior distributions.

Probabilistic models in human sensorimotor control

PubMed Central

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

Radiation dose reduction in computed tomography perfusion using spatial-temporal Bayesian methods

NASA Astrophysics Data System (ADS)

Fang, Ruogu; Raj, Ashish; Chen, Tsuhan; Sanelli, Pina C.

2012-03-01

In current computed tomography (CT) examinations, the associated X-ray radiation dose is of significant concern to patients and operators, especially CT perfusion (CTP) imaging that has higher radiation dose due to its cine scanning technique. A simple and cost-effective means to perform the examinations is to lower the milliampere-seconds (mAs) parameter as low as reasonably achievable in data acquisition. However, lowering the mAs parameter will unavoidably increase data noise and degrade CT perfusion maps greatly if no adequate noise control is applied during image reconstruction. To capture the essential dynamics of CT perfusion, a simple spatial-temporal Bayesian method that uses a piecewise parametric model of the residual function is used, and then the model parameters are estimated from a Bayesian formulation of prior smoothness constraints on perfusion parameters. From the fitted residual function, reliable CTP parameter maps are obtained from low dose CT data. The merit of this scheme exists in the combination of analytical piecewise residual function with Bayesian framework using a simpler prior spatial constrain for CT perfusion application. On a dataset of 22 patients, this dynamic spatial-temporal Bayesian model yielded an increase in signal-tonoise-ratio (SNR) of 78% and a decrease in mean-square-error (MSE) of 40% at low dose radiation of 43mA.

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.

BOP2: Bayesian optimal design for phase II clinical trials with simple and complex endpoints.

PubMed

Zhou, Heng; Lee, J Jack; Yuan, Ying

2017-09-20

We propose a flexible Bayesian optimal phase II (BOP2) design that is capable of handling simple (e.g., binary) and complicated (e.g., ordinal, nested, and co-primary) endpoints under a unified framework. We use a Dirichlet-multinomial model to accommodate different types of endpoints. At each interim, the go/no-go decision is made by evaluating a set of posterior probabilities of the events of interest, which is optimized to maximize power or minimize the number of patients under the null hypothesis. Unlike other existing Bayesian designs, the BOP2 design explicitly controls the type I error rate, thereby bridging the gap between Bayesian designs and frequentist designs. In addition, the stopping boundary of the BOP2 design can be enumerated prior to the onset of the trial. These features make the BOP2 design accessible to a wide range of users and regulatory agencies and particularly easy to implement in practice. Simulation studies show that the BOP2 design has favorable operating characteristics with higher power and lower risk of incorrectly terminating the trial than some existing Bayesian phase II designs. The software to implement the BOP2 design is freely available at www.trialdesign.org. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

A Bayesian Account of Vocal Adaptation to Pitch-Shifted Auditory Feedback

PubMed Central

Hahnloser, Richard H. R.

2017-01-01

Motor systems are highly adaptive. Both birds and humans compensate for synthetically induced shifts in the pitch (fundamental frequency) of auditory feedback stemming from their vocalizations. Pitch-shift compensation is partial in the sense that large shifts lead to smaller relative compensatory adjustments of vocal pitch than small shifts. Also, compensation is larger in subjects with high motor variability. To formulate a mechanistic description of these findings, we adapt a Bayesian model of error relevance. We assume that vocal-auditory feedback loops in the brain cope optimally with known sensory and motor variability. Based on measurements of motor variability, optimal compensatory responses in our model provide accurate fits to published experimental data. Optimal compensation correctly predicts sensory acuity, which has been estimated in psychophysical experiments as just-noticeable pitch differences. Our model extends the utility of Bayesian approaches to adaptive vocal behaviors. PMID:28135267

Bayesian tomography and integrated data analysis in fusion diagnostics

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

Li, Dong, E-mail: lid@swip.ac.cn; Dong, Y. B.; Deng, Wei

2016-11-15

In this article, a Bayesian tomography method using non-stationary Gaussian process for a prior has been introduced. The Bayesian formalism allows quantities which bear uncertainty to be expressed in the probabilistic form so that the uncertainty of a final solution can be fully resolved from the confidence interval of a posterior probability. Moreover, a consistency check of that solution can be performed by checking whether the misfits between predicted and measured data are reasonably within an assumed data error. In particular, the accuracy of reconstructions is significantly improved by using the non-stationary Gaussian process that can adapt to the varyingmore » smoothness of emission distribution. The implementation of this method to a soft X-ray diagnostics on HL-2A has been used to explore relevant physics in equilibrium and MHD instability modes. This project is carried out within a large size inference framework, aiming at an integrated analysis of heterogeneous diagnostics.« less

Bayesian network modeling applied to coastal geomorphology: lessons learned from a decade of experimentation and application

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.

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.

Modeling Dynamic Contrast-Enhanced MRI Data with a Constrained Local AIF.

PubMed

Duan, Chong; Kallehauge, Jesper F; Pérez-Torres, Carlos J; Bretthorst, G Larry; Beeman, Scott C; Tanderup, Kari; Ackerman, Joseph J H; Garbow, Joel R

2018-02-01

This study aims to develop a constrained local arterial input function (cL-AIF) to improve quantitative analysis of dynamic contrast-enhanced (DCE)-magnetic resonance imaging (MRI) data by accounting for the contrast-agent bolus amplitude error in the voxel-specific AIF. Bayesian probability theory-based parameter estimation and model selection were used to compare tracer kinetic modeling employing either the measured remote-AIF (R-AIF, i.e., the traditional approach) or an inferred cL-AIF against both in silico DCE-MRI data and clinical, cervical cancer DCE-MRI data. When the data model included the cL-AIF, tracer kinetic parameters were correctly estimated from in silico data under contrast-to-noise conditions typical of clinical DCE-MRI experiments. Considering the clinical cervical cancer data, Bayesian model selection was performed for all tumor voxels of the 16 patients (35,602 voxels in total). Among those voxels, a tracer kinetic model that employed the voxel-specific cL-AIF was preferred (i.e., had a higher posterior probability) in 80 % of the voxels compared to the direct use of a single R-AIF. Maps of spatial variation in voxel-specific AIF bolus amplitude and arrival time for heterogeneous tissues, such as cervical cancer, are accessible with the cL-AIF approach. The cL-AIF method, which estimates unique local-AIF amplitude and arrival time for each voxel within the tissue of interest, provides better modeling of DCE-MRI data than the use of a single, measured R-AIF. The Bayesian-based data analysis described herein affords estimates of uncertainties for each model parameter, via posterior probability density functions, and voxel-wise comparison across methods/models, via model selection in data modeling.

Sizing Up the Milky Way: A Bayesian Mixture Model Meta-analysis of Photometric Scale Length Measurements

NASA Astrophysics Data System (ADS)

Licquia, Timothy C.; Newman, Jeffrey A.

2016-11-01

The exponential scale length (L d ) of the Milky Way’s (MW’s) disk is a critical parameter for describing the global physical size of our Galaxy, important both for interpreting other Galactic measurements and helping us to understand how our Galaxy fits into extragalactic contexts. Unfortunately, current estimates span a wide range of values and are often statistically incompatible with one another. Here, we perform a Bayesian meta-analysis to determine an improved, aggregate estimate for L d , utilizing a mixture-model approach to account for the possibility that any one measurement has not properly accounted for all statistical or systematic errors. Within this machinery, we explore a variety of ways of modeling the nature of problematic measurements, and then employ a Bayesian model averaging technique to derive net posterior distributions that incorporate any model-selection uncertainty. Our meta-analysis combines 29 different (15 visible and 14 infrared) photometric measurements of L d available in the literature; these involve a broad assortment of observational data sets, MW models and assumptions, and methodologies, all tabulated herein. Analyzing the visible and infrared measurements separately yields estimates for L d of {2.71}-0.20+0.22 kpc and {2.51}-0.13+0.15 kpc, respectively, whereas considering them all combined yields 2.64 ± 0.13 kpc. The ratio between the visible and infrared scale lengths determined here is very similar to that measured in external spiral galaxies. We use these results to update the model of the Galactic disk from our previous work, constraining its stellar mass to be {4.8}-1.1+1.5× {10}10 M ⊙, and the MW’s total stellar mass to be {5.7}-1.1+1.5× {10}10 M ⊙.

Multi-model ensemble hydrologic prediction using Bayesian model averaging

NASA Astrophysics Data System (ADS)

Duan, Qingyun; Ajami, Newsha K.; Gao, Xiaogang; Sorooshian, Soroosh

2007-05-01

Multi-model ensemble strategy is a means to exploit the diversity of skillful predictions from different models. This paper studies the use of Bayesian model averaging (BMA) scheme to develop more skillful and reliable probabilistic hydrologic predictions from multiple competing predictions made by several hydrologic models. BMA is a statistical procedure that infers consensus predictions by weighing individual predictions based on their probabilistic likelihood measures, with the better performing predictions receiving higher weights than the worse performing ones. Furthermore, BMA provides a more reliable description of the total predictive uncertainty than the original ensemble, leading to a sharper and better calibrated probability density function (PDF) for the probabilistic predictions. In this study, a nine-member ensemble of hydrologic predictions was used to test and evaluate the BMA scheme. This ensemble was generated by calibrating three different hydrologic models using three distinct objective functions. These objective functions were chosen in a way that forces the models to capture certain aspects of the hydrograph well (e.g., peaks, mid-flows and low flows). Two sets of numerical experiments were carried out on three test basins in the US to explore the best way of using the BMA scheme. In the first set, a single set of BMA weights was computed to obtain BMA predictions, while the second set employed multiple sets of weights, with distinct sets corresponding to different flow intervals. In both sets, the streamflow values were transformed using Box-Cox transformation to ensure that the probability distribution of the prediction errors is approximately Gaussian. A split sample approach was used to obtain and validate the BMA predictions. The test results showed that BMA scheme has the advantage of generating more skillful and equally reliable probabilistic predictions than original ensemble. The performance of the expected BMA predictions in terms of daily root mean square error (DRMS) and daily absolute mean error (DABS) is generally superior to that of the best individual predictions. Furthermore, the BMA predictions employing multiple sets of weights are generally better than those using single set of weights.

Mean Field Variational Bayesian Data Assimilation

NASA Astrophysics Data System (ADS)

Vrettas, M.; Cornford, D.; Opper, M.

2012-04-01

Current data assimilation schemes propose a range of approximate solutions to the classical data assimilation problem, particularly state estimation. Broadly there are three main active research areas: ensemble Kalman filter methods which rely on statistical linearization of the model evolution equations, particle filters which provide a discrete point representation of the posterior filtering or smoothing distribution and 4DVAR methods which seek the most likely posterior smoothing solution. In this paper we present a recent extension to our variational Bayesian algorithm which seeks the most probably posterior distribution over the states, within the family of non-stationary Gaussian processes. Our original work on variational Bayesian approaches to data assimilation sought the best approximating time varying Gaussian process to the posterior smoothing distribution for stochastic dynamical systems. This approach was based on minimising the Kullback-Leibler divergence between the true posterior over paths, and our Gaussian process approximation. So long as the observation density was sufficiently high to bring the posterior smoothing density close to Gaussian the algorithm proved very effective, on lower dimensional systems. However for higher dimensional systems, the algorithm was computationally very demanding. We have been developing a mean field version of the algorithm which treats the state variables at a given time as being independent in the posterior approximation, but still accounts for their relationships between each other in the mean solution arising from the original dynamical system. In this work we present the new mean field variational Bayesian approach, illustrating its performance on a range of classical data assimilation problems. We discuss the potential and limitations of the new approach. We emphasise that the variational Bayesian approach we adopt, in contrast to other variational approaches, provides a bound on the marginal likelihood of the observations given parameters in the model which also allows inference of parameters such as observation errors, and parameters in the model and model error representation, particularly if this is written as a deterministic form with small additive noise. We stress that our approach can address very long time window and weak constraint settings. However like traditional variational approaches our Bayesian variational method has the benefit of being posed as an optimisation problem. We finish with a sketch of the future directions for our approach.

An RFID Indoor Positioning Algorithm Based on Bayesian Probability and K-Nearest Neighbor.

PubMed

Xu, He; Ding, Ye; Li, Peng; Wang, Ruchuan; Li, Yizhu

2017-08-05

The Global Positioning System (GPS) is widely used in outdoor environmental positioning. However, GPS cannot support indoor positioning because there is no signal for positioning in an indoor environment. Nowadays, there are many situations which require indoor positioning, such as searching for a book in a library, looking for luggage in an airport, emergence navigation for fire alarms, robot location, etc. Many technologies, such as ultrasonic, sensors, Bluetooth, WiFi, magnetic field, Radio Frequency Identification (RFID), etc., are used to perform indoor positioning. Compared with other technologies, RFID used in indoor positioning is more cost and energy efficient. The Traditional RFID indoor positioning algorithm LANDMARC utilizes a Received Signal Strength (RSS) indicator to track objects. However, the RSS value is easily affected by environmental noise and other interference. In this paper, our purpose is to reduce the location fluctuation and error caused by multipath and environmental interference in LANDMARC. We propose a novel indoor positioning algorithm based on Bayesian probability and K -Nearest Neighbor (BKNN). The experimental results show that the Gaussian filter can filter some abnormal RSS values. The proposed BKNN algorithm has the smallest location error compared with the Gaussian-based algorithm, LANDMARC and an improved KNN algorithm. The average error in location estimation is about 15 cm using our method.

Pan-Antarctic analysis aggregating spatial estimates of Adélie penguin abundance reveals robust dynamics despite stochastic noise.

PubMed

Che-Castaldo, Christian; Jenouvrier, Stephanie; Youngflesh, Casey; Shoemaker, Kevin T; Humphries, Grant; McDowall, Philip; Landrum, Laura; Holland, Marika M; Li, Yun; Ji, Rubao; Lynch, Heather J

2017-10-10

Colonially-breeding seabirds have long served as indicator species for the health of the oceans on which they depend. Abundance and breeding data are repeatedly collected at fixed study sites in the hopes that changes in abundance and productivity may be useful for adaptive management of marine resources, but their suitability for this purpose is often unknown. To address this, we fit a Bayesian population dynamics model that includes process and observation error to all known Adélie penguin abundance data (1982-2015) in the Antarctic, covering >95% of their population globally. We find that process error exceeds observation error in this system, and that continent-wide "year effects" strongly influence population growth rates. Our findings have important implications for the use of Adélie penguins in Southern Ocean feedback management, and suggest that aggregating abundance across space provides the fastest reliable signal of true population change for species whose dynamics are driven by stochastic processes.Adélie penguins are a key Antarctic indicator species, but data patchiness has challenged efforts to link population dynamics to key drivers. Che-Castaldo et al. resolve this issue using a pan-Antarctic Bayesian model to infer missing data, and show that spatial aggregation leads to more robust inference regarding dynamics.

Efficient hierarchical trans-dimensional Bayesian inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Xiang, Enming; Guo, Rongwen; Dosso, Stan E.; Liu, Jianxin; Dong, Hao; Ren, Zhengyong

2018-06-01

This paper develops an efficient hierarchical trans-dimensional (trans-D) Bayesian algorithm to invert magnetotelluric (MT) data for subsurface geoelectrical structure, with unknown geophysical model parameterization (the number of conductivity-layer interfaces) and data-error models parameterized by an auto-regressive (AR) process to account for potential error correlations. The reversible-jump Markov-chain Monte Carlo algorithm, which adds/removes interfaces and AR parameters in birth/death steps, is applied to sample the trans-D posterior probability density for model parameterization, model parameters, error variance and AR parameters, accounting for the uncertainties of model dimension and data-error statistics in the uncertainty estimates of the conductivity profile. To provide efficient sampling over the multiple subspaces of different dimensions, advanced proposal schemes are applied. Parameter perturbations are carried out in principal-component space, defined by eigen-decomposition of the unit-lag model covariance matrix, to minimize the effect of inter-parameter correlations and provide effective perturbation directions and length scales. Parameters of new layers in birth steps are proposed from the prior, instead of focused distributions centred at existing values, to improve birth acceptance rates. Parallel tempering, based on a series of parallel interacting Markov chains with successively relaxed likelihoods, is applied to improve chain mixing over model dimensions. The trans-D inversion is applied in a simulation study to examine the resolution of model structure according to the data information content. The inversion is also applied to a measured MT data set from south-central Australia.

Towards Link Characterization from Content

DTIC Science & Technology

2008-01-01

S.D. Walter and L.M. Irwig, “Estimation of Test Error Rates, Disease Prevalence , and Relative Risk from Misclas- sified Data: A Review,” Journal of...Clinical Epidemiology, vol. 41, pp. 923–937, 1988. [10] L. Joseph, T. Gyorkos, and L. Coupal, “Bayesian estimation of disease prevalence and the

Categorical Biases in Spatial Memory: The Role of Certainty

ERIC Educational Resources Information Center

Holden, Mark P.; Newcombe, Nora S.; Shipley, Thomas F.

2015-01-01

Memories for spatial locations often show systematic errors toward the central value of the surrounding region. The Category Adjustment (CA) model suggests that this bias is due to a Bayesian combination of categorical and metric information, which offers an optimal solution under conditions of uncertainty (Huttenlocher, Hedges, & Duncan,…

WE-H-BRC-06: A Unified Machine-Learning Based Probabilistic Model for Automated Anomaly Detection in the Treatment Plan Data

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

Chang, X; Liu, S; Kalet, A

Purpose: The purpose of this work was to investigate the ability of a machine-learning based probabilistic approach to detect radiotherapy treatment plan anomalies given initial disease classes information. Methods In total we obtained 1112 unique treatment plans with five plan parameters and disease information from a Mosaiq treatment management system database for use in the study. The plan parameters include prescription dose, fractions, fields, modality and techniques. The disease information includes disease site, and T, M and N disease stages. A Bayesian network method was employed to model the probabilistic relationships between tumor disease information, plan parameters and an anomalymore » flag. A Bayesian learning method with Dirichlet prior was useed to learn the joint probabilities between dependent variables in error-free plan data and data with artificially induced anomalies. In the study, we randomly sampled data with anomaly in a specified anomaly space.We tested the approach with three groups of plan anomalies – improper concurrence of values of all five plan parameters and values of any two out of five parameters, and all single plan parameter value anomalies. Totally, 16 types of plan anomalies were covered by the study. For each type, we trained an individual Bayesian network. Results: We found that the true positive rate (recall) and positive predictive value (precision) to detect concurrence anomalies of five plan parameters in new patient cases were 94.45±0.26% and 93.76±0.39% respectively. To detect other 15 types of plan anomalies, the average recall and precision were 93.61±2.57% and 93.78±3.54% respectively. The computation time to detect the plan anomaly of each type in a new plan is ∼0.08 seconds. Conclusion: The proposed method for treatment plan anomaly detection was found effective in the initial tests. The results suggest that this type of models could be applied to develop plan anomaly detection tools to assist manual and automated plan checks. The senior author received research grants from ViewRay Inc. and Varian Medical System.« less

A Bayesian Approach to Systematic Error Correction in Kepler Photometric Time Series

NASA Astrophysics Data System (ADS)

Jenkins, Jon Michael; VanCleve, J.; Twicken, J. D.; Smith, J. C.; Kepler Science Team

2011-01-01

In order for the Kepler mission to achieve its required 20 ppm photometric precision for 6.5 hr observations of 12th magnitude stars, the Presearch Data Conditioning (PDC) software component of the Kepler Science Processing Pipeline must reduce systematic errors in flux time series to the limit of stochastic noise for errors with time-scales less than three days, without smoothing or over-fitting away the transits that Kepler seeks. The current version of PDC co-trends against ancillary engineering data and Pipeline generated data using essentially a least squares (LS) approach. This approach is successful for quiet stars when all sources of systematic error have been identified. If the stars are intrinsically variable or some sources of systematic error are unknown, LS will nonetheless attempt to explain all of a given time series, not just the part the model can explain well. Negative consequences can include loss of astrophysically interesting signal, and injection of high-frequency noise into the result. As a remedy, we present a Bayesian Maximum A Posteriori (MAP) approach, in which a subset of intrinsically quiet and highly-correlated stars is used to establish the probability density function (PDF) of robust fit parameters in a diagonalized basis. The PDFs then determine a "reasonable” range for the fit parameters for all stars, and brake the runaway fitting that can distort signals and inject noise. We present a closed-form solution for Gaussian PDFs, and show examples using publically available Quarter 1 Kepler data. A companion poster (Van Cleve et al.) shows applications and discusses current work in more detail. Kepler was selected as the 10th mission of the Discovery Program. Funding for this mission is provided by NASA, Science Mission Directorate.

A Bayesian estimate of the concordance correlation coefficient with skewed data.

PubMed

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.

An algebraic aspect of Pareto mixture parameter estimation using censored sample: A Bayesian approach.

PubMed

Saleem, Muhammad; Sharif, Kashif; Fahmi, Aliya

2018-04-27

Applications of Pareto distribution are common in reliability, survival and financial studies. In this paper, A Pareto mixture distribution is considered to model a heterogeneous population comprising of two subgroups. Each of two subgroups is characterized by the same functional form with unknown distinct shape and scale parameters. Bayes estimators have been derived using flat and conjugate priors using squared error loss function. Standard errors have also been derived for the Bayes estimators. An interesting feature of this study is the preparation of components of Fisher Information matrix.

Can Bayesian Theories of Autism Spectrum Disorder Help Improve Clinical Practice?

PubMed

Haker, Helene; Schneebeli, Maya; Stephan, Klaas Enno

2016-01-01

Diagnosis and individualized treatment of autism spectrum disorder (ASD) represent major problems for contemporary psychiatry. Tackling these problems requires guidance by a pathophysiological theory. In this paper, we consider recent theories that re-conceptualize ASD from a "Bayesian brain" perspective, which posit that the core abnormality of ASD resides in perceptual aberrations due to a disbalance in the precision of prediction errors (sensory noise) relative to the precision of predictions (prior beliefs). This results in percepts that are dominated by sensory inputs and less guided by top-down regularization and shifts the perceptual focus to detailed aspects of the environment with difficulties in extracting meaning. While these Bayesian theories have inspired ongoing empirical studies, their clinical implications have not yet been carved out. Here, we consider how this Bayesian perspective on disease mechanisms in ASD might contribute to improving clinical care for affected individuals. Specifically, we describe a computational strategy, based on generative (e.g., hierarchical Bayesian) models of behavioral and functional neuroimaging data, for establishing diagnostic tests. These tests could provide estimates of specific cognitive processes underlying ASD and delineate pathophysiological mechanisms with concrete treatment targets. Written with a clinical audience in mind, this article outlines how the development of computational diagnostics applicable to behavioral and functional neuroimaging data in routine clinical practice could not only fundamentally alter our concept of ASD but eventually also transform the clinical management of this disorder.

Can Bayesian Theories of Autism Spectrum Disorder Help Improve Clinical Practice?

PubMed Central

Haker, Helene; Schneebeli, Maya; Stephan, Klaas Enno

2016-01-01

Diagnosis and individualized treatment of autism spectrum disorder (ASD) represent major problems for contemporary psychiatry. Tackling these problems requires guidance by a pathophysiological theory. In this paper, we consider recent theories that re-conceptualize ASD from a “Bayesian brain” perspective, which posit that the core abnormality of ASD resides in perceptual aberrations due to a disbalance in the precision of prediction errors (sensory noise) relative to the precision of predictions (prior beliefs). This results in percepts that are dominated by sensory inputs and less guided by top-down regularization and shifts the perceptual focus to detailed aspects of the environment with difficulties in extracting meaning. While these Bayesian theories have inspired ongoing empirical studies, their clinical implications have not yet been carved out. Here, we consider how this Bayesian perspective on disease mechanisms in ASD might contribute to improving clinical care for affected individuals. Specifically, we describe a computational strategy, based on generative (e.g., hierarchical Bayesian) models of behavioral and functional neuroimaging data, for establishing diagnostic tests. These tests could provide estimates of specific cognitive processes underlying ASD and delineate pathophysiological mechanisms with concrete treatment targets. Written with a clinical audience in mind, this article outlines how the development of computational diagnostics applicable to behavioral and functional neuroimaging data in routine clinical practice could not only fundamentally alter our concept of ASD but eventually also transform the clinical management of this disorder. PMID:27378955

Finite‐fault Bayesian inversion of teleseismic body waves

USGS Publications Warehouse

Clayton, Brandon; Hartzell, Stephen; Moschetti, Morgan P.; Minson, Sarah E.

2017-01-01

Inverting geophysical data has provided fundamental information about the behavior of earthquake rupture. However, inferring kinematic source model parameters for finite‐fault ruptures is an intrinsically underdetermined problem (the problem of nonuniqueness), because we are restricted to finite noisy observations. Although many studies use least‐squares techniques to make the finite‐fault problem tractable, these methods generally lack the ability to apply non‐Gaussian error analysis and the imposition of nonlinear constraints. However, the Bayesian approach can be employed to find a Gaussian or non‐Gaussian distribution of all probable model parameters, while utilizing nonlinear constraints. We present case studies to quantify the resolving power and associated uncertainties using only teleseismic body waves in a Bayesian framework to infer the slip history for a synthetic case and two earthquakes: the 2011 Mw 7.1 Van, east Turkey, earthquake and the 2010 Mw 7.2 El Mayor–Cucapah, Baja California, earthquake. In implementing the Bayesian method, we further present two distinct solutions to investigate the uncertainties by performing the inversion with and without velocity structure perturbations. We find that the posterior ensemble becomes broader when including velocity structure variability and introduces a spatial smearing of slip. Using the Bayesian framework solely on teleseismic body waves, we find rake is poorly constrained by the observations and rise time is poorly resolved when slip amplitude is low.

Improvement of Storm Forecasts Using Gridded Bayesian Linear Regression for Northeast United States

NASA Astrophysics Data System (ADS)

Yang, J.; Astitha, M.; Schwartz, C. S.

2017-12-01

Bayesian linear regression (BLR) is a post-processing technique in which regression coefficients are derived and used to correct raw forecasts based on pairs of observation-model values. This study presents the development and application of a gridded Bayesian linear regression (GBLR) as a new post-processing technique to improve numerical weather prediction (NWP) of rain and wind storm forecasts over northeast United States. Ten controlled variables produced from ten ensemble members of the National Center for Atmospheric Research (NCAR) real-time prediction system are used for a GBLR model. In the GBLR framework, leave-one-storm-out cross-validation is utilized to study the performances of the post-processing technique in a database composed of 92 storms. To estimate the regression coefficients of the GBLR, optimization procedures that minimize the systematic and random error of predicted atmospheric variables (wind speed, precipitation, etc.) are implemented for the modeled-observed pairs of training storms. The regression coefficients calculated for meteorological stations of the National Weather Service are interpolated back to the model domain. An analysis of forecast improvements based on error reductions during the storms will demonstrate the value of GBLR approach. This presentation will also illustrate how the variances are optimized for the training partition in GBLR and discuss the verification strategy for grid points where no observations are available. The new post-processing technique is successful in improving wind speed and precipitation storm forecasts using past event-based data and has the potential to be implemented in real-time.

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.

Mining pharmacovigilance data using Bayesian logistic regression with James-Stein type shrinkage estimation.

PubMed

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 dose-response analysis for epidemiological studies with complex uncertainty in dose estimation.

PubMed

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.

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.

A Bayesian approach to multisource forest area estimation

Treesearch

Andrew O. Finley

2007-01-01

In efforts such as land use change monitoring, carbon budgeting, and forecasting ecological conditions and timber supply, demand is increasing for regional and national data layers depicting forest cover. These data layers must permit small area estimates of forest and, most importantly, provide associated error estimates. This paper presents a model-based approach for...

A Category Adjustment Approach to Memory for Spatial Location in Natural Scenes

ERIC Educational Resources Information Center

Holden, Mark P.; Curby, Kim M.; Newcombe, Nora S.; Shipley, Thomas F.

2010-01-01

Memories for spatial locations often show systematic errors toward the central value of the surrounding region. This bias has been explained using a Bayesian model in which fine-grained and categorical information are combined (Huttenlocher, Hedges, & Duncan, 1991). However, experiments testing this model have largely used locations contained in…

Bayesian calibration of the Community Land Model using surrogates

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

Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi

2014-02-01

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

A functional model for characterizing long-distance movement behaviour

USGS Publications Warehouse

Buderman, Frances E.; Hooten, Mevin B.; Ivan, Jacob S.; Shenk, Tanya M.

2016-01-01

Advancements in wildlife telemetry techniques have made it possible to collect large data sets of highly accurate animal locations at a fine temporal resolution. These data sets have prompted the development of a number of statistical methodologies for modelling animal movement.Telemetry data sets are often collected for purposes other than fine-scale movement analysis. These data sets may differ substantially from those that are collected with technologies suitable for fine-scale movement modelling and may consist of locations that are irregular in time, are temporally coarse or have large measurement error. These data sets are time-consuming and costly to collect but may still provide valuable information about movement behaviour.We developed a Bayesian movement model that accounts for error from multiple data sources as well as movement behaviour at different temporal scales. The Bayesian framework allows us to calculate derived quantities that describe temporally varying movement behaviour, such as residence time, speed and persistence in direction. The model is flexible, easy to implement and computationally efficient.We apply this model to data from Colorado Canada lynx (Lynx canadensis) and use derived quantities to identify changes in movement behaviour.

Collinear Latent Variables in Multilevel Confirmatory Factor Analysis

PubMed Central

van de Schoot, Rens; Hox, Joop

2014-01-01

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. PMID:29795827

Progressive sampling-based Bayesian optimization for efficient and automatic machine learning model selection.

PubMed

Zeng, Xueqiang; Luo, Gang

2017-12-01

Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting algorithms and hyper-parameter values requires advanced machine learning knowledge and many labor-intensive manual iterations. To lower the bar to machine learning, miscellaneous automatic selection methods for algorithms and/or hyper-parameter values have been proposed. Existing automatic selection methods are inefficient on large data sets. This poses a challenge for using machine learning in the clinical big data era. To address the challenge, this paper presents progressive sampling-based Bayesian optimization, an efficient and automatic selection method for both algorithms and hyper-parameter values. We report an implementation of the method. We show that compared to a state of the art automatic selection method, our method can significantly reduce search time, classification error rate, and standard deviation of error rate due to randomization. This is major progress towards enabling fast turnaround in identifying high-quality solutions required by many machine learning-based clinical data analysis tasks.

Modeling coverage gaps in haplotype frequencies via Bayesian inference to improve stem cell donor selection.

PubMed

Louzoun, Yoram; Alter, Idan; Gragert, Loren; Albrecht, Mark; Maiers, Martin

2018-05-01

Regardless of sampling depth, accurate genotype imputation is limited in regions of high polymorphism which often have a heavy-tailed haplotype frequency distribution. Many rare haplotypes are thus unobserved. Statistical methods to improve imputation by extending reference haplotype distributions using linkage disequilibrium patterns that relate allele and haplotype frequencies have not yet been explored. In the field of unrelated stem cell transplantation, imputation of highly polymorphic human leukocyte antigen (HLA) genes has an important application in identifying the best-matched stem cell donor when searching large registries totaling over 28,000,000 donors worldwide. Despite these large registry sizes, a significant proportion of searched patients present novel HLA haplotypes. Supporting this observation, HLA population genetic models have indicated that many extant HLA haplotypes remain unobserved. The absent haplotypes are a significant cause of error in haplotype matching. We have applied a Bayesian inference methodology for extending haplotype frequency distributions, using a model where new haplotypes are created by recombination of observed alleles. Applications of this joint probability model offer significant improvement in frequency distribution estimates over the best existing alternative methods, as we illustrate using five-locus HLA frequency data from the National Marrow Donor Program registry. Transplant matching algorithms and disease association studies involving phasing and imputation of rare variants may benefit from this statistical inference framework.

Bayesian-based localization of wireless capsule endoscope using received signal strength.

PubMed

Nadimi, Esmaeil S; Blanes-Vidal, Victoria; Tarokh, Vahid; Johansen, Per Michael

2014-01-01

In wireless body area sensor networking (WBASN) applications such as gastrointestinal (GI) tract monitoring using wireless video capsule endoscopy (WCE), the performance of out-of-body wireless link propagating through different body media (i.e. blood, fat, muscle and bone) is still under investigation. Most of the localization algorithms are vulnerable to the variations of path-loss coefficient resulting in unreliable location estimation. In this paper, we propose a novel robust probabilistic Bayesian-based approach using received-signal-strength (RSS) measurements that accounts for Rayleigh fading, variable path-loss exponent and uncertainty in location information received from the neighboring nodes and anchors. The results of this study showed that the localization root mean square error of our Bayesian-based method was 1.6 mm which was very close to the optimum Cramer-Rao lower bound (CRLB) and significantly smaller than that of other existing localization approaches (i.e. classical MDS (64.2mm), dwMDS (32.2mm), MLE (36.3mm) and POCS (2.3mm)).

Reducing uncertainties in decadal variability of the global carbon budget with multiple datasets

PubMed Central

Li, Wei; Ciais, Philippe; Wang, Yilong; Peng, Shushi; Broquet, Grégoire; Ballantyne, Ashley P.; Canadell, Josep G.; Cooper, Leila; Friedlingstein, Pierre; Le Quéré, Corinne; Myneni, Ranga B.; Peters, Glen P.; Piao, Shilong; Pongratz, Julia

2016-01-01

Conventional calculations of the global carbon budget infer the land sink as a residual between emissions, atmospheric accumulation, and the ocean sink. Thus, the land sink accumulates the errors from the other flux terms and bears the largest uncertainty. Here, we present a Bayesian fusion approach that combines multiple observations in different carbon reservoirs to optimize the land (B) and ocean (O) carbon sinks, land use change emissions (L), and indirectly fossil fuel emissions (F) from 1980 to 2014. Compared with the conventional approach, Bayesian optimization decreases the uncertainties in B by 41% and in O by 46%. The L uncertainty decreases by 47%, whereas F uncertainty is marginally improved through the knowledge of natural fluxes. Both ocean and net land uptake (B + L) rates have positive trends of 29 ± 8 and 37 ± 17 Tg C⋅y−2 since 1980, respectively. Our Bayesian fusion of multiple observations reduces uncertainties, thereby allowing us to isolate important variability in global carbon cycle processes. PMID:27799533

Critically evaluating the theory and performance of Bayesian analysis of macroevolutionary mixtures

PubMed Central

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

Bayesian decoding using unsorted spikes in the rat hippocampus

PubMed Central

Layton, Stuart P.; Chen, Zhe; Wilson, Matthew A.

2013-01-01

A fundamental task in neuroscience is to understand how neural ensembles represent information. Population decoding is a useful tool to extract information from neuronal populations based on the ensemble spiking activity. We propose a novel Bayesian decoding paradigm to decode unsorted spikes in the rat hippocampus. Our approach uses a direct mapping between spike waveform features and covariates of interest and avoids accumulation of spike sorting errors. Our decoding paradigm is nonparametric, encoding model-free for representing stimuli, and extracts information from all available spikes and their waveform features. We apply the proposed Bayesian decoding algorithm to a position reconstruction task for freely behaving rats based on tetrode recordings of rat hippocampal neuronal activity. Our detailed decoding analyses demonstrate that our approach is efficient and better utilizes the available information in the nonsortable hash than the standard sorting-based decoding algorithm. Our approach can be adapted to an online encoding/decoding framework for applications that require real-time decoding, such as brain-machine interfaces. PMID:24089403

Bayesian phylogenetic estimation of fossil ages.

PubMed

Drummond, Alexei J; Stadler, Tanja

2016-07-19

Recent advances have allowed for both morphological fossil evidence and molecular sequences to be integrated into a single combined inference of divergence dates under the rule of Bayesian probability. In particular, the fossilized birth-death tree prior and the Lewis-Mk model of discrete morphological evolution allow for the estimation of both divergence times and phylogenetic relationships between fossil and extant taxa. We exploit this statistical framework to investigate the internal consistency of these models by producing phylogenetic estimates of the age of each fossil in turn, within two rich and well-characterized datasets of fossil and extant species (penguins and canids). We find that the estimation accuracy of fossil ages is generally high with credible intervals seldom excluding the true age and median relative error in the two datasets of 5.7% and 13.2%, respectively. The median relative standard error (RSD) was 9.2% and 7.2%, respectively, suggesting good precision, although with some outliers. In fact, in the two datasets we analyse, the phylogenetic estimate of fossil age is on average less than 2 Myr from the mid-point age of the geological strata from which it was excavated. The high level of internal consistency found in our analyses suggests that the Bayesian statistical model employed is an adequate fit for both the geological and morphological data, and provides evidence from real data that the framework used can accurately model the evolution of discrete morphological traits coded from fossil and extant taxa. We anticipate that this approach will have diverse applications beyond divergence time dating, including dating fossils that are temporally unconstrained, testing of the 'morphological clock', and for uncovering potential model misspecification and/or data errors when controversial phylogenetic hypotheses are obtained based on combined divergence dating analyses.This article is part of the themed issue 'Dating species divergences using rocks and clocks'. © 2016 The Authors.

Bayesian phylogenetic estimation of fossil ages

PubMed Central

Drummond, Alexei J.; Stadler, Tanja

2016-01-01

Recent advances have allowed for both morphological fossil evidence and molecular sequences to be integrated into a single combined inference of divergence dates under the rule of Bayesian probability. In particular, the fossilized birth–death tree prior and the Lewis-Mk model of discrete morphological evolution allow for the estimation of both divergence times and phylogenetic relationships between fossil and extant taxa. We exploit this statistical framework to investigate the internal consistency of these models by producing phylogenetic estimates of the age of each fossil in turn, within two rich and well-characterized datasets of fossil and extant species (penguins and canids). We find that the estimation accuracy of fossil ages is generally high with credible intervals seldom excluding the true age and median relative error in the two datasets of 5.7% and 13.2%, respectively. The median relative standard error (RSD) was 9.2% and 7.2%, respectively, suggesting good precision, although with some outliers. In fact, in the two datasets we analyse, the phylogenetic estimate of fossil age is on average less than 2 Myr from the mid-point age of the geological strata from which it was excavated. The high level of internal consistency found in our analyses suggests that the Bayesian statistical model employed is an adequate fit for both the geological and morphological data, and provides evidence from real data that the framework used can accurately model the evolution of discrete morphological traits coded from fossil and extant taxa. We anticipate that this approach will have diverse applications beyond divergence time dating, including dating fossils that are temporally unconstrained, testing of the ‘morphological clock', and for uncovering potential model misspecification and/or data errors when controversial phylogenetic hypotheses are obtained based on combined divergence dating analyses. This article is part of the themed issue ‘Dating species divergences using rocks and clocks’. PMID:27325827

Analog ensemble and Bayesian regression techniques to improve the wind speed prediction during extreme storms in the NE U.S.

NASA Astrophysics Data System (ADS)

Yang, J.; Astitha, M.; Delle Monache, L.; Alessandrini, S.

2016-12-01

Accuracy of weather forecasts in Northeast U.S. has become very important in recent years, given the serious and devastating effects of extreme weather events. Despite the use of evolved forecasting tools and techniques strengthened by increased super-computing resources, the weather forecasting systems still have their limitations in predicting extreme events. In this study, we examine the combination of analog ensemble and Bayesian regression techniques to improve the prediction of storms that have impacted NE U.S., mostly defined by the occurrence of high wind speeds (i.e. blizzards, winter storms, hurricanes and thunderstorms). The predicted wind speed, wind direction and temperature by two state-of-the-science atmospheric models (WRF and RAMS/ICLAMS) are combined using the mentioned techniques, exploring various ways that those variables influence the minimization of the prediction error (systematic and random). This study is focused on retrospective simulations of 146 storms that affected the NE U.S. in the period 2005-2016. In order to evaluate the techniques, leave-one-out cross validation procedure was implemented regarding 145 storms as the training dataset. The analog ensemble method selects a set of past observations that corresponded to the best analogs of the numerical weather prediction and provides a set of ensemble members of the selected observation dataset. The set of ensemble members can then be used in a deterministic or probabilistic way. In the Bayesian regression framework, optimal variances are estimated for the training partition by minimizing the root mean square error and are applied to the out-of-sample storm. The preliminary results indicate a significant improvement in the statistical metrics of 10-m wind speed for 146 storms using both techniques (20-30% bias and error reduction in all observation-model pairs). In this presentation, we discuss the various combinations of atmospheric predictors and techniques and illustrate how the long record of predicted storms is valuable in the improvement of wind speed prediction.

Predictability of extreme weather events for NE U.S.: improvement of the numerical prediction using a Bayesian regression approach

NASA Astrophysics Data System (ADS)

Yang, J.; Astitha, M.; Anagnostou, E. N.; Hartman, B.; Kallos, G. B.

2015-12-01

Weather prediction accuracy has become very important for the Northeast U.S. given the devastating effects of extreme weather events in the recent years. Weather forecasting systems are used towards building strategies to prevent catastrophic losses for human lives and the environment. Concurrently, weather forecast tools and techniques have evolved with improved forecast skill as numerical prediction techniques are strengthened by increased super-computing resources. In this study, we examine the combination of two state-of-the-science atmospheric models (WRF and RAMS/ICLAMS) by utilizing a Bayesian regression approach to improve the prediction of extreme weather events for NE U.S. The basic concept behind the Bayesian regression approach is to take advantage of the strengths of two atmospheric modeling systems and, similar to the multi-model ensemble approach, limit their weaknesses which are related to systematic and random errors in the numerical prediction of physical processes. The first part of this study is focused on retrospective simulations of seventeen storms that affected the region in the period 2004-2013. Optimal variances are estimated by minimizing the root mean square error and are applied to out-of-sample weather events. The applicability and usefulness of this approach are demonstrated by conducting an error analysis based on in-situ observations from meteorological stations of the National Weather Service (NWS) for wind speed and wind direction, and NCEP Stage IV radar data, mosaicked from the regional multi-sensor for precipitation. The preliminary results indicate a significant improvement in the statistical metrics of the modeled-observed pairs for meteorological variables using various combinations of the sixteen events as predictors of the seventeenth. This presentation will illustrate the implemented methodology and the obtained results for wind speed, wind direction and precipitation, as well as set the research steps that will be followed in the future.

Improved estimation of subject-level functional connectivity using full and partial correlation with empirical Bayes shrinkage.

PubMed

Mejia, Amanda F; Nebel, Mary Beth; Barber, Anita D; Choe, Ann S; Pekar, James J; Caffo, Brian S; Lindquist, Martin A

2018-05-15

Reliability of subject-level resting-state functional connectivity (FC) is determined in part by the statistical techniques employed in its estimation. Methods that pool information across subjects to inform estimation of subject-level effects (e.g., Bayesian approaches) have been shown to enhance reliability of subject-level FC. However, fully Bayesian approaches are computationally demanding, while empirical Bayesian approaches typically rely on using repeated measures to estimate the variance components in the model. Here, we avoid the need for repeated measures by proposing a novel measurement error model for FC describing the different sources of variance and error, which we use to perform empirical Bayes shrinkage of subject-level FC towards the group average. In addition, since the traditional intra-class correlation coefficient (ICC) is inappropriate for biased estimates, we propose a new reliability measure denoted the mean squared error intra-class correlation coefficient (ICC MSE ) to properly assess the reliability of the resulting (biased) estimates. We apply the proposed techniques to test-retest resting-state fMRI data on 461 subjects from the Human Connectome Project to estimate connectivity between 100 regions identified through independent components analysis (ICA). We consider both correlation and partial correlation as the measure of FC and assess the benefit of shrinkage for each measure, as well as the effects of scan duration. We find that shrinkage estimates of subject-level FC exhibit substantially greater reliability than traditional estimates across various scan durations, even for the most reliable connections and regardless of connectivity measure. Additionally, we find partial correlation reliability to be highly sensitive to the choice of penalty term, and to be generally worse than that of full correlations except for certain connections and a narrow range of penalty values. This suggests that the penalty needs to be chosen carefully when using partial correlations. Copyright © 2018. Published by Elsevier Inc.

Spatiotemporal Modeling of Ozone Levels in Quebec (Canada): A Comparison of Kriging, Land-Use Regression (LUR), and Combined Bayesian Maximum Entropy–LUR Approaches

PubMed Central

Adam-Poupart, Ariane; Brand, Allan; Fournier, Michel; Jerrett, Michael

2014-01-01

Background: Ambient air ozone (O3) is a pulmonary irritant that has been associated with respiratory health effects including increased lung inflammation and permeability, airway hyperreactivity, respiratory symptoms, and decreased lung function. Estimation of O3 exposure is a complex task because the pollutant exhibits complex spatiotemporal patterns. To refine the quality of exposure estimation, various spatiotemporal methods have been developed worldwide. Objectives: We sought to compare the accuracy of three spatiotemporal models to predict summer ground-level O3 in Quebec, Canada. Methods: We developed a land-use mixed-effects regression (LUR) model based on readily available data (air quality and meteorological monitoring data, road networks information, latitude), a Bayesian maximum entropy (BME) model incorporating both O3 monitoring station data and the land-use mixed model outputs (BME-LUR), and a kriging method model based only on available O3 monitoring station data (BME kriging). We performed leave-one-station-out cross-validation and visually assessed the predictive capability of each model by examining the mean temporal and spatial distributions of the average estimated errors. Results: The BME-LUR was the best predictive model (R2 = 0.653) with the lowest root mean-square error (RMSE ;7.06 ppb), followed by the LUR model (R2 = 0.466, RMSE = 8.747) and the BME kriging model (R2 = 0.414, RMSE = 9.164). Conclusions: Our findings suggest that errors of estimation in the interpolation of O3 concentrations with BME can be greatly reduced by incorporating outputs from a LUR model developed with readily available data. Citation: Adam-Poupart A, Brand A, Fournier M, Jerrett M, Smargiassi A. 2014. Spatiotemporal modeling of ozone levels in Quebec (Canada): a comparison of kriging, land-use regression (LUR), and combined Bayesian maximum entropy–LUR approaches. Environ Health Perspect 122:970–976; http://dx.doi.org/10.1289/ehp.1306566 PMID:24879650

A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data

PubMed Central

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

Overcoming Species Boundaries in Peptide Identification with Bayesian Information Criterion-driven Error-tolerant Peptide Search (BICEPS)*

PubMed Central

Renard, Bernhard Y.; Xu, Buote; Kirchner, Marc; Zickmann, Franziska; Winter, Dominic; Korten, Simone; Brattig, Norbert W.; Tzur, Amit; Hamprecht, Fred A.; Steen, Hanno

2012-01-01

Currently, the reliable identification of peptides and proteins is only feasible when thoroughly annotated sequence databases are available. Although sequencing capacities continue to grow, many organisms remain without reliable, fully annotated reference genomes required for proteomic analyses. Standard database search algorithms fail to identify peptides that are not exactly contained in a protein database. De novo searches are generally hindered by their restricted reliability, and current error-tolerant search strategies are limited by global, heuristic tradeoffs between database and spectral information. We propose a Bayesian information criterion-driven error-tolerant peptide search (BICEPS) and offer an open source implementation based on this statistical criterion to automatically balance the information of each single spectrum and the database, while limiting the run time. We show that BICEPS performs as well as current database search algorithms when such algorithms are applied to sequenced organisms, whereas BICEPS only uses a remotely related organism database. For instance, we use a chicken instead of a human database corresponding to an evolutionary distance of more than 300 million years (International Chicken Genome Sequencing Consortium (2004) Sequence and comparative analysis of the chicken genome provide unique perspectives on vertebrate evolution. Nature 432, 695–716). We demonstrate the successful application to cross-species proteomics with a 33% increase in the number of identified proteins for a filarial nematode sample of Litomosoides sigmodontis. PMID:22493179

Rational integration of noisy evidence and prior semantic expectations in sentence interpretation.

PubMed

Gibson, Edward; Bergen, Leon; Piantadosi, Steven T

2013-05-14

Sentence processing theories typically assume that the input to our language processing mechanisms is an error-free sequence of words. However, this assumption is an oversimplification because noise is present in typical language use (for instance, due to a noisy environment, producer errors, or perceiver errors). A complete theory of human sentence comprehension therefore needs to explain how humans understand language given imperfect input. Indeed, like many cognitive systems, language processing mechanisms may even be "well designed"--in this case for the task of recovering intended meaning from noisy utterances. In particular, comprehension mechanisms may be sensitive to the types of information that an idealized statistical comprehender would be sensitive to. Here, we evaluate four predictions about such a rational (Bayesian) noisy-channel language comprehender in a sentence comprehension task: (i) semantic cues should pull sentence interpretation towards plausible meanings, especially if the wording of the more plausible meaning is close to the observed utterance in terms of the number of edits; (ii) this process should asymmetrically treat insertions and deletions due to the Bayesian "size principle"; such nonliteral interpretation of sentences should (iii) increase with the perceived noise rate of the communicative situation and (iv) decrease if semantically anomalous meanings are more likely to be communicated. These predictions are borne out, strongly suggesting that human language relies on rational statistical inference over a noisy channel.

Bayesian statistics applied to the location of the source of explosions at Stromboli Volcano, Italy

USGS Publications Warehouse

Saccorotti, G.; Chouet, B.; Martini, M.; Scarpa, R.

1998-01-01

We present a method for determining the location and spatial extent of the source of explosions at Stromboli Volcano, Italy, based on a Bayesian inversion of the slowness vector derived from frequency-slowness analyses of array data. The method searches for source locations that minimize the error between the expected and observed slowness vectors. For a given set of model parameters, the conditional probability density function of slowness vectors is approximated by a Gaussian distribution of expected errors. The method is tested with synthetics using a five-layer velocity model derived for the north flank of Stromboli and a smoothed velocity model derived from a power-law approximation of the layered structure. Application to data from Stromboli allows for a detailed examination of uncertainties in source location due to experimental errors and incomplete knowledge of the Earth model. Although the solutions are not constrained in the radial direction, excellent resolution is achieved in both transverse and depth directions. Under the assumption that the horizontal extent of the source does not exceed the crater dimension, the 90% confidence region in the estimate of the explosive source location corresponds to a small volume extending from a depth of about 100 m to a maximum depth of about 300 m beneath the active vents, with a maximum likelihood source region located in the 120- to 180-m-depth interval.

Nonlinear Bayesian cue integration explains the dynamics of vocal learning

NASA Astrophysics Data System (ADS)

Zhou, Baohua; Sober, Samuel; Nemenman, Ilya

The acoustics of vocal production in songbirds is tightly regulated during both development and adulthood as birds progressively refine their song using sensory feedback to match an acoustic target. Here, we perturb this sensory feedback using headphones to shift the pitch (fundamental frequency) of song. When the pitch is shifted upwards (downwards), birds eventually learn to compensate and sing lower (higher), bringing the experienced pitch closer to the target. Paradoxically, the speed and amplitude of this motor learning decrease with increases in the introduced error size, so that birds respond rapidly to a small sensory perturbation, while seemingly never correcting a much bigger one. Similar results are observed broadly across the animal kingdom, and they do not derive from a limited plasticity of the adult brain since birds can compensate for a large error as long as the error is imposed gradually. We develop a mathematical model based on nonlinear Bayesian integration of two sensory modalities (one perturbed and the other not) that quantitatively explains all of these observations. The model makes predictions about the structure of the probability distribution of the pitches sung by birds during the pitch shift experiments, which we confirm using experimental data. This work was supported in part by James S. McDonnell Foundation Grant # 220020321, NSF Grant # IOS/1208126, NSF Grant # IOS/1456912 and NIH Grants # R01NS084844.

Rational integration of noisy evidence and prior semantic expectations in sentence interpretation

PubMed Central

Gibson, Edward; Bergen, Leon; Piantadosi, Steven T.

2013-01-01

Sentence processing theories typically assume that the input to our language processing mechanisms is an error-free sequence of words. However, this assumption is an oversimplification because noise is present in typical language use (for instance, due to a noisy environment, producer errors, or perceiver errors). A complete theory of human sentence comprehension therefore needs to explain how humans understand language given imperfect input. Indeed, like many cognitive systems, language processing mechanisms may even be “well designed”–in this case for the task of recovering intended meaning from noisy utterances. In particular, comprehension mechanisms may be sensitive to the types of information that an idealized statistical comprehender would be sensitive to. Here, we evaluate four predictions about such a rational (Bayesian) noisy-channel language comprehender in a sentence comprehension task: (i) semantic cues should pull sentence interpretation towards plausible meanings, especially if the wording of the more plausible meaning is close to the observed utterance in terms of the number of edits; (ii) this process should asymmetrically treat insertions and deletions due to the Bayesian “size principle”; such nonliteral interpretation of sentences should (iii) increase with the perceived noise rate of the communicative situation and (iv) decrease if semantically anomalous meanings are more likely to be communicated. These predictions are borne out, strongly suggesting that human language relies on rational statistical inference over a noisy channel. PMID:23637344

Algorithm for ion beam figuring of low-gradient mirrors.

PubMed

Jiao, Changjun; Li, Shengyi; Xie, Xuhui

2009-07-20

Ion beam figuring technology for low-gradient mirrors is discussed. Ion beam figuring is a noncontact machining technique in which a beam of high-energy ions is directed toward a target workpiece to remove material in a predetermined and controlled fashion. Owing to this noncontact mode of material removal, problems associated with tool wear and edge effects, which are common in conventional contact polishing processes, are avoided. Based on the Bayesian principle, an iterative dwell time algorithm for planar mirrors is deduced from the computer-controlled optical surfacing (CCOS) principle. With the properties of the removal function, the shaping process of low-gradient mirrors can be approximated by the linear model for planar mirrors. With these discussions, the error surface figuring technology for low-gradient mirrors with a linear path is set up. With the near-Gaussian property of the removal function, the figuring process with a spiral path can be described by the conventional linear CCOS principle, and a Bayesian-based iterative algorithm can be used to deconvolute the dwell time. Moreover, the selection criterion of the spiral parameter is given. Ion beam figuring technology with a spiral scan path based on these methods can be used to figure mirrors with non-axis-symmetrical errors. Experiments on SiC chemical vapor deposition planar and Zerodur paraboloid samples are made, and the final surface errors are all below 1/100 lambda.

Approximate Bayesian Computation by Subset Simulation using hierarchical state-space models

NASA Astrophysics Data System (ADS)

Vakilzadeh, Majid K.; Huang, Yong; Beck, James L.; Abrahamsson, Thomas

2017-02-01

A new multi-level Markov Chain Monte Carlo algorithm for Approximate Bayesian Computation, ABC-SubSim, has recently appeared that exploits the Subset Simulation method for efficient rare-event simulation. ABC-SubSim adaptively creates a nested decreasing sequence of data-approximating regions in the output space that correspond to increasingly closer approximations of the observed output vector in this output space. At each level, multiple samples of the model parameter vector are generated by a component-wise Metropolis algorithm so that the predicted output corresponding to each parameter value falls in the current data-approximating region. Theoretically, if continued to the limit, the sequence of data-approximating regions would converge on to the observed output vector and the approximate posterior distributions, which are conditional on the data-approximation region, would become exact, but this is not practically feasible. In this paper we study the performance of the ABC-SubSim algorithm for Bayesian updating of the parameters of dynamical systems using a general hierarchical state-space model. We note that the ABC methodology gives an approximate posterior distribution that actually corresponds to an exact posterior where a uniformly distributed combined measurement and modeling error is added. We also note that ABC algorithms have a problem with learning the uncertain error variances in a stochastic state-space model and so we treat them as nuisance parameters and analytically integrate them out of the posterior distribution. In addition, the statistical efficiency of the original ABC-SubSim algorithm is improved by developing a novel strategy to regulate the proposal variance for the component-wise Metropolis algorithm at each level. We demonstrate that Self-regulated ABC-SubSim is well suited for Bayesian system identification by first applying it successfully to model updating of a two degree-of-freedom linear structure for three cases: globally, locally and un-identifiable model classes, and then to model updating of a two degree-of-freedom nonlinear structure with Duffing nonlinearities in its interstory force-deflection relationship.

Author Correction: Phase-resolved X-ray polarimetry of the Crab pulsar with the AstroSat CZT Imager

NASA Astrophysics Data System (ADS)

Vadawale, S. V.; Chattopadhyay, T.; Mithun, N. P. S.; Rao, A. R.; Bhattacharya, D.; Vibhute, A.; Bhalerao, V. B.; Dewangan, G. C.; Misra, R.; Paul, B.; Basu, A.; Joshi, B. C.; Sreekumar, S.; Samuel, E.; Priya, P.; Vinod, P.; Seetha, S.

2018-05-01

In the Supplementary Information file originally published for this Letter, in Supplementary Fig. 7 the error bars for the polarization fraction were provided as confidence intervals but instead should have been Bayesian credibility intervals. This has been corrected and does not alter the conclusions of the Letter in any way.

Bayesian Analysis and Design for Joint Modeling of Two Binary Responses with Misclassification

ERIC Educational Resources Information Center

Stamey, James D.; Beavers, Daniel P.; Sherr, Michael E.

2017-01-01

Survey data are often subject to various types of errors such as misclassification. In this article, we consider a model where interest is simultaneously in two correlated response variables and one is potentially subject to misclassification. A motivating example of a recent study of the impact of a sexual education course for adolescents is…

The Use of Time Series Analysis and t Tests with Serially Correlated Data Tests.

ERIC Educational Resources Information Center

Nicolich, Mark J.; Weinstein, Carol S.

1981-01-01

Results of three methods of analysis applied to simulated autocorrelated data sets with an intervention point (varying in autocorrelation degree, variance of error term, and magnitude of intervention effect) are compared and presented. The three methods are: t tests; maximum likelihood Box-Jenkins (ARIMA); and Bayesian Box Jenkins. (Author/AEF)

Why Are People Bad at Detecting Randomness? A Statistical Argument

ERIC Educational Resources Information Center

Williams, Joseph J.; Griffiths, Thomas L.

2013-01-01

Errors in detecting randomness are often explained in terms of biases and misconceptions. We propose and provide evidence for an account that characterizes the contribution of the inherent statistical difficulty of the task. Our account is based on a Bayesian statistical analysis, focusing on the fact that a random process is a special case of…

Statistical analysis of modal parameters of a suspension bridge based on Bayesian spectral density approach and SHM data

NASA Astrophysics Data System (ADS)

Li, Zhijun; Feng, Maria Q.; Luo, Longxi; Feng, Dongming; Xu, Xiuli

2018-01-01

Uncertainty of modal parameters estimation appear in structural health monitoring (SHM) practice of civil engineering to quite some significant extent due to environmental influences and modeling errors. Reasonable methodologies are needed for processing the uncertainty. Bayesian inference can provide a promising and feasible identification solution for the purpose of SHM. However, there are relatively few researches on the application of Bayesian spectral method in the modal identification using SHM data sets. To extract modal parameters from large data sets collected by SHM system, the Bayesian spectral density algorithm was applied to address the uncertainty of mode extraction from output-only response of a long-span suspension bridge. The posterior most possible values of modal parameters and their uncertainties were estimated through Bayesian inference. A long-term variation and statistical analysis was performed using the sensor data sets collected from the SHM system of the suspension bridge over a one-year period. The t location-scale distribution was shown to be a better candidate function for frequencies of lower modes. On the other hand, the burr distribution provided the best fitting to the higher modes which are sensitive to the temperature. In addition, wind-induced variation of modal parameters was also investigated. It was observed that both the damping ratios and modal forces increased during the period of typhoon excitations. Meanwhile, the modal damping ratios exhibit significant correlation with the spectral intensities of the corresponding modal forces.

A BAYESIAN APPROACH TO DERIVING AGES OF INDIVIDUAL FIELD WHITE DWARFS

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

O'Malley, Erin M.; Von Hippel, Ted; Van Dyk, David A., E-mail: ted.vonhippel@erau.edu, E-mail: dvandyke@imperial.ac.uk

2013-09-20

We apply a self-consistent and robust Bayesian statistical approach to determine the ages, distances, and zero-age main sequence (ZAMS) masses of 28 field DA white dwarfs (WDs) with ages of approximately 4-8 Gyr. Our technique requires only quality optical and near-infrared photometry to derive ages with <15% uncertainties, generally with little sensitivity to our choice of modern initial-final mass relation. We find that age, distance, and ZAMS mass are correlated in a manner that is too complex to be captured by traditional error propagation techniques. We further find that the posterior distributions of age are often asymmetric, indicating that themore » standard approach to deriving WD ages can yield misleading results.« less

A spectral-spatial-dynamic hierarchical Bayesian (SSD-HB) model for estimating soybean yield

NASA Astrophysics Data System (ADS)

Kazama, Yoriko; Kujirai, Toshihiro

2014-10-01

A method called a "spectral-spatial-dynamic hierarchical-Bayesian (SSD-HB) model," which can deal with many parameters (such as spectral and weather information all together) by reducing the occurrence of multicollinearity, is proposed. Experiments conducted on soybean yields in Brazil fields with a RapidEye satellite image indicate that the proposed SSD-HB model can predict soybean yield with a higher degree of accuracy than other estimation methods commonly used in remote-sensing applications. In the case of the SSD-HB model, the mean absolute error between estimated yield of the target area and actual yield is 0.28 t/ha, compared to 0.34 t/ha when conventional PLS regression was applied, showing the potential effectiveness of the proposed model.

Bayesian Design of Superiority Clinical Trials for Recurrent Events Data with Applications to Bleeding and Transfusion Events in Myelodyplastic Syndrome

PubMed Central

Chen, Ming-Hui; Zeng, Donglin; Hu, Kuolung; Jia, Catherine

2014-01-01

Summary In many biomedical studies, patients may experience the same type of recurrent event repeatedly over time, such as bleeding, multiple infections and disease. In this article, we propose a Bayesian design to a pivotal clinical trial in which lower risk myelodysplastic syndromes (MDS) patients are treated with MDS disease modifying therapies. One of the key study objectives is to demonstrate the investigational product (treatment) effect on reduction of platelet transfusion and bleeding events while receiving MDS therapies. In this context, we propose a new Bayesian approach for the design of superiority clinical trials using recurrent events frailty regression models. Historical recurrent events data from an already completed phase 2 trial are incorporated into the Bayesian design via the partial borrowing power prior of Ibrahim et al. (2012, Biometrics 68, 578–586). An efficient Gibbs sampling algorithm, a predictive data generation algorithm, and a simulation-based algorithm are developed for sampling from the fitting posterior distribution, generating the predictive recurrent events data, and computing various design quantities such as the type I error rate and power, respectively. An extensive simulation study is conducted to compare the proposed method to the existing frequentist methods and to investigate various operating characteristics of the proposed design. PMID:25041037

Bayesian Recurrent Neural Network for Language Modeling.

PubMed

Chien, Jen-Tzung; Ku, Yuan-Chu

2016-02-01

A language model (LM) is calculated as the probability of a word sequence that provides the solution to word prediction for a variety of information systems. A recurrent neural network (RNN) is powerful to learn the large-span dynamics of a word sequence in the continuous space. However, the training of the RNN-LM is an ill-posed problem because of too many parameters from a large dictionary size and a high-dimensional hidden layer. This paper presents a Bayesian approach to regularize the RNN-LM and apply it for continuous speech recognition. We aim to penalize the too complicated RNN-LM by compensating for the uncertainty of the estimated model parameters, which is represented by a Gaussian prior. The objective function in a Bayesian classification network is formed as the regularized cross-entropy error function. The regularized model is constructed not only by calculating the regularized parameters according to the maximum a posteriori criterion but also by estimating the Gaussian hyperparameter by maximizing the marginal likelihood. A rapid approximation to a Hessian matrix is developed to implement the Bayesian RNN-LM (BRNN-LM) by selecting a small set of salient outer-products. The proposed BRNN-LM achieves a sparser model than the RNN-LM. Experiments on different corpora show the robustness of system performance by applying the rapid BRNN-LM under different conditions.

Development of a Bayesian response-adaptive trial design for the Dexamethasone for Excessive Menstruation study.

PubMed

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.

Receptive Field Inference with Localized Priors

PubMed Central

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

A computer program for uncertainty analysis integrating regression and Bayesian methods

USGS Publications Warehouse

Lu, Dan; Ye, Ming; Hill, Mary C.; Poeter, Eileen P.; Curtis, Gary

2014-01-01

This work develops a new functionality in UCODE_2014 to evaluate Bayesian credible intervals using the Markov Chain Monte Carlo (MCMC) method. The MCMC capability in UCODE_2014 is based on the FORTRAN version of the differential evolution adaptive Metropolis (DREAM) algorithm of Vrugt et al. (2009), which estimates the posterior probability density function of model parameters in high-dimensional and multimodal sampling problems. The UCODE MCMC capability provides eleven prior probability distributions and three ways to initialize the sampling process. It evaluates parametric and predictive uncertainties and it has parallel computing capability based on multiple chains to accelerate the sampling process. This paper tests and demonstrates the MCMC capability using a 10-dimensional multimodal mathematical function, a 100-dimensional Gaussian function, and a groundwater reactive transport model. The use of the MCMC capability is made straightforward and flexible by adopting the JUPITER API protocol. With the new MCMC capability, UCODE_2014 can be used to calculate three types of uncertainty intervals, which all can account for prior information: (1) linear confidence intervals which require linearity and Gaussian error assumptions and typically 10s–100s of highly parallelizable model runs after optimization, (2) nonlinear confidence intervals which require a smooth objective function surface and Gaussian observation error assumptions and typically 100s–1,000s of partially parallelizable model runs after optimization, and (3) MCMC Bayesian credible intervals which require few assumptions and commonly 10,000s–100,000s or more partially parallelizable model runs. Ready access allows users to select methods best suited to their work, and to compare methods in many circumstances.

Bayesian reconstruction of transmission within outbreaks using genomic variants.

PubMed

De Maio, Nicola; Worby, Colin J; Wilson, Daniel J; Stoesser, Nicole

2018-04-01

Pathogen genome sequencing can reveal details of transmission histories and is a powerful tool in the fight against infectious disease. In particular, within-host pathogen genomic variants identified through heterozygous nucleotide base calls are a potential source of information to identify linked cases and infer direction and time of transmission. However, using such data effectively to model disease transmission presents a number of challenges, including differentiating genuine variants from those observed due to sequencing error, as well as the specification of a realistic model for within-host pathogen population dynamics. Here we propose a new Bayesian approach to transmission inference, BadTrIP (BAyesian epiDemiological TRansmission Inference from Polymorphisms), that explicitly models evolution of pathogen populations in an outbreak, transmission (including transmission bottlenecks), and sequencing error. BadTrIP enables the inference of host-to-host transmission from pathogen sequencing data and epidemiological data. By assuming that genomic variants are unlinked, our method does not require the computationally intensive and unreliable reconstruction of individual haplotypes. Using simulations we show that BadTrIP is robust in most scenarios and can accurately infer transmission events by efficiently combining information from genetic and epidemiological sources; thanks to its realistic model of pathogen evolution and the inclusion of epidemiological data, BadTrIP is also more accurate than existing approaches. BadTrIP is distributed as an open source package (https://bitbucket.org/nicofmay/badtrip) for the phylogenetic software BEAST2. We apply our method to reconstruct transmission history at the early stages of the 2014 Ebola outbreak, showcasing the power of within-host genomic variants to reconstruct transmission events.

Bayesian estimation of Karhunen–Loève expansions; A random subspace approach

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

Chowdhary, Kenny; Najm, Habib N.

One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition)more » on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.« less

Bayesian estimation of Karhunen–Loève expansions; A random subspace approach

DOE PAGES

Chowdhary, Kenny; Najm, Habib N.

2016-04-13

One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition)more » on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.« less

Bayesian Mass Estimates of the Milky Way: Including Measurement Uncertainties with Hierarchical Bayes

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.

Bayesian Optimization for Neuroimaging Pre-processing in Brain Age Classification and Prediction

PubMed Central

Lancaster, Jenessa; Lorenz, Romy; Leech, Rob; Cole, James H.

2018-01-01

Neuroimaging-based age prediction using machine learning is proposed as a biomarker of brain aging, relating to cognitive performance, health outcomes and progression of neurodegenerative disease. However, even leading age-prediction algorithms contain measurement error, motivating efforts to improve experimental pipelines. T1-weighted MRI is commonly used for age prediction, and the pre-processing of these scans involves normalization to a common template and resampling to a common voxel size, followed by spatial smoothing. Resampling parameters are often selected arbitrarily. Here, we sought to improve brain-age prediction accuracy by optimizing resampling parameters using Bayesian optimization. Using data on N = 2003 healthy individuals (aged 16–90 years) we trained support vector machines to (i) distinguish between young (<22 years) and old (>50 years) brains (classification) and (ii) predict chronological age (regression). We also evaluated generalisability of the age-regression model to an independent dataset (CamCAN, N = 648, aged 18–88 years). Bayesian optimization was used to identify optimal voxel size and smoothing kernel size for each task. This procedure adaptively samples the parameter space to evaluate accuracy across a range of possible parameters, using independent sub-samples to iteratively assess different parameter combinations to arrive at optimal values. When distinguishing between young and old brains a classification accuracy of 88.1% was achieved, (optimal voxel size = 11.5 mm3, smoothing kernel = 2.3 mm). For predicting chronological age, a mean absolute error (MAE) of 5.08 years was achieved, (optimal voxel size = 3.73 mm3, smoothing kernel = 3.68 mm). This was compared to performance using default values of 1.5 mm3 and 4mm respectively, resulting in MAE = 5.48 years, though this 7.3% improvement was not statistically significant. When assessing generalisability, best performance was achieved when applying the entire Bayesian optimization framework to the new dataset, out-performing the parameters optimized for the initial training dataset. Our study outlines the proof-of-principle that neuroimaging models for brain-age prediction can use Bayesian optimization to derive case-specific pre-processing parameters. Our results suggest that different pre-processing parameters are selected when optimization is conducted in specific contexts. This potentially motivates use of optimization techniques at many different points during the experimental process, which may improve statistical sensitivity and reduce opportunities for experimenter-led bias. PMID:29483870

Use of Bayesian Decision Analysis to Minimize Harm in Patient-Centered Randomized Clinical Trials in Oncology.

PubMed

Montazerhodjat, Vahid; Chaudhuri, Shomesh E; Sargent, Daniel J; Lo, Andrew W

2017-09-14

Randomized clinical trials (RCTs) currently apply the same statistical threshold of alpha = 2.5% for controlling for false-positive results or type 1 error, regardless of the burden of disease or patient preferences. Is there an objective and systematic framework for designing RCTs that incorporates these considerations on a case-by-case basis? To apply Bayesian decision analysis (BDA) to cancer therapeutics to choose an alpha and sample size that minimize the potential harm to current and future patients under both null and alternative hypotheses. We used the National Cancer Institute (NCI) Surveillance, Epidemiology, and End Results (SEER) database and data from the 10 clinical trials of the Alliance for Clinical Trials in Oncology. The NCI SEER database was used because it is the most comprehensive cancer database in the United States. The Alliance trial data was used owing to the quality and breadth of data, and because of the expertise in these trials of one of us (D.J.S.). The NCI SEER and Alliance data have already been thoroughly vetted. Computations were replicated independently by 2 coauthors and reviewed by all coauthors. Our prior hypothesis was that an alpha of 2.5% would not minimize the overall expected harm to current and future patients for the most deadly cancers, and that a less conservative alpha may be necessary. Our primary study outcomes involve measuring the potential harm to patients under both null and alternative hypotheses using NCI and Alliance data, and then computing BDA-optimal type 1 error rates and sample sizes for oncology RCTs. We computed BDA-optimal parameters for the 23 most common cancer sites using NCI data, and for the 10 Alliance clinical trials. For RCTs involving therapies for cancers with short survival times, no existing treatments, and low prevalence, the BDA-optimal type 1 error rates were much higher than the traditional 2.5%. For cancers with longer survival times, existing treatments, and high prevalence, the corresponding BDA-optimal error rates were much lower, in some cases even lower than 2.5%. Bayesian decision analysis is a systematic, objective, transparent, and repeatable process for deciding the outcomes of RCTs that explicitly incorporates burden of disease and patient preferences.

Use of Bayesian Decision Analysis to Minimize Harm in Patient-Centered Randomized Clinical Trials in Oncology

PubMed Central

Montazerhodjat, Vahid; Chaudhuri, Shomesh E.; Sargent, Daniel J.

2017-01-01

Importance Randomized clinical trials (RCTs) currently apply the same statistical threshold of alpha = 2.5% for controlling for false-positive results or type 1 error, regardless of the burden of disease or patient preferences. Is there an objective and systematic framework for designing RCTs that incorporates these considerations on a case-by-case basis? Objective To apply Bayesian decision analysis (BDA) to cancer therapeutics to choose an alpha and sample size that minimize the potential harm to current and future patients under both null and alternative hypotheses. Data Sources We used the National Cancer Institute (NCI) Surveillance, Epidemiology, and End Results (SEER) database and data from the 10 clinical trials of the Alliance for Clinical Trials in Oncology. Study Selection The NCI SEER database was used because it is the most comprehensive cancer database in the United States. The Alliance trial data was used owing to the quality and breadth of data, and because of the expertise in these trials of one of us (D.J.S.). Data Extraction and Synthesis The NCI SEER and Alliance data have already been thoroughly vetted. Computations were replicated independently by 2 coauthors and reviewed by all coauthors. Main Outcomes and Measures Our prior hypothesis was that an alpha of 2.5% would not minimize the overall expected harm to current and future patients for the most deadly cancers, and that a less conservative alpha may be necessary. Our primary study outcomes involve measuring the potential harm to patients under both null and alternative hypotheses using NCI and Alliance data, and then computing BDA-optimal type 1 error rates and sample sizes for oncology RCTs. Results We computed BDA-optimal parameters for the 23 most common cancer sites using NCI data, and for the 10 Alliance clinical trials. For RCTs involving therapies for cancers with short survival times, no existing treatments, and low prevalence, the BDA-optimal type 1 error rates were much higher than the traditional 2.5%. For cancers with longer survival times, existing treatments, and high prevalence, the corresponding BDA-optimal error rates were much lower, in some cases even lower than 2.5%. Conclusions and Relevance Bayesian decision analysis is a systematic, objective, transparent, and repeatable process for deciding the outcomes of RCTs that explicitly incorporates burden of disease and patient preferences. PMID:28418507

Adaptive control of theophylline therapy: importance of blood sampling times.

PubMed

D'Argenio, D Z; Khakmahd, K

1983-10-01

A two-observation protocol for estimating theophylline clearance during a constant-rate intravenous infusion is used to examine the importance of blood sampling schedules with regard to the information content of resulting concentration data. Guided by a theory for calculating maximally informative sample times, population simulations are used to assess the effect of specific sampling times on the precision of resulting clearance estimates and subsequent predictions of theophylline plasma concentrations. The simulations incorporated noise terms for intersubject variability, dosing errors, sample collection errors, and assay error. Clearance was estimated using Chiou's method, least squares, and a Bayesian estimation procedure. The results of these simulations suggest that clinically significant estimation and prediction errors may result when using the above two-point protocol for estimating theophylline clearance if the time separating the two blood samples is less than one population mean elimination half-life.

Estimating the domain of applicability for machine learning QSAR models: a study on aqueous solubility of drug discovery molecules.

PubMed

Schroeter, Timon Sebastian; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-12-01

We investigate the use of different Machine Learning methods to construct models for aqueous solubility. Models are based on about 4000 compounds, including an in-house set of 632 drug discovery molecules of Bayer Schering Pharma. For each method, we also consider an appropriate method to obtain error bars, in order to estimate the domain of applicability (DOA) for each model. Here, we investigate error bars from a Bayesian model (Gaussian Process (GP)), an ensemble based approach (Random Forest), and approaches based on the Mahalanobis distance to training data (for Support Vector Machine and Ridge Regression models). We evaluate all approaches in terms of their prediction accuracy (in cross-validation, and on an external validation set of 536 molecules) and in how far the individual error bars can faithfully represent the actual prediction error.

Estimating the domain of applicability for machine learning QSAR models: a study on aqueous solubility of drug discovery molecules.

PubMed

Schroeter, Timon Sebastian; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-09-01

We investigate the use of different Machine Learning methods to construct models for aqueous solubility. Models are based on about 4000 compounds, including an in-house set of 632 drug discovery molecules of Bayer Schering Pharma. For each method, we also consider an appropriate method to obtain error bars, in order to estimate the domain of applicability (DOA) for each model. Here, we investigate error bars from a Bayesian model (Gaussian Process (GP)), an ensemble based approach (Random Forest), and approaches based on the Mahalanobis distance to training data (for Support Vector Machine and Ridge Regression models). We evaluate all approaches in terms of their prediction accuracy (in cross-validation, and on an external validation set of 536 molecules) and in how far the individual error bars can faithfully represent the actual prediction error.

Estimating the domain of applicability for machine learning QSAR models: a study on aqueous solubility of drug discovery molecules

NASA Astrophysics Data System (ADS)

Schroeter, Timon Sebastian; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-12-01

We investigate the use of different Machine Learning methods to construct models for aqueous solubility. Models are based on about 4000 compounds, including an in-house set of 632 drug discovery molecules of Bayer Schering Pharma. For each method, we also consider an appropriate method to obtain error bars, in order to estimate the domain of applicability (DOA) for each model. Here, we investigate error bars from a Bayesian model (Gaussian Process (GP)), an ensemble based approach (Random Forest), and approaches based on the Mahalanobis distance to training data (for Support Vector Machine and Ridge Regression models). We evaluate all approaches in terms of their prediction accuracy (in cross-validation, and on an external validation set of 536 molecules) and in how far the individual error bars can faithfully represent the actual prediction error.

Estimating the domain of applicability for machine learning QSAR models: a study on aqueous solubility of drug discovery molecules

NASA Astrophysics Data System (ADS)

Schroeter, Timon Sebastian; Schwaighofer, Anton; Mika, Sebastian; Ter Laak, Antonius; Suelzle, Detlev; Ganzer, Ursula; Heinrich, Nikolaus; Müller, Klaus-Robert

2007-09-01

We investigate the use of different Machine Learning methods to construct models for aqueous solubility. Models are based on about 4000 compounds, including an in-house set of 632 drug discovery molecules of Bayer Schering Pharma. For each method, we also consider an appropriate method to obtain error bars, in order to estimate the domain of applicability (DOA) for each model. Here, we investigate error bars from a Bayesian model (Gaussian Process (GP)), an ensemble based approach (Random Forest), and approaches based on the Mahalanobis distance to training data (for Support Vector Machine and Ridge Regression models). We evaluate all approaches in terms of their prediction accuracy (in cross-validation, and on an external validation set of 536 molecules) and in how far the individual error bars can faithfully represent the actual prediction error.

Effects of waveform model systematics on the interpretation of GW150914

NASA Astrophysics Data System (ADS)

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

2017-05-01

Parameter estimates of GW150914 were obtained using Bayesian inference, based on three semi-analytic waveform models for binary black hole coalescences. These waveform models differ from each other in their treatment of black hole spins, and all three models make some simplifying assumptions, notably to neglect sub-dominant waveform harmonic modes and orbital eccentricity. Furthermore, while the models are calibrated to agree with waveforms obtained by full numerical solutions of Einstein’s equations, any such calibration is accurate only to some non-zero tolerance and is limited by the accuracy of the underlying phenomenology, availability, quality, and parameter-space coverage of numerical simulations. This paper complements the original analyses of GW150914 with an investigation of the effects of possible systematic errors in the waveform models on estimates of its source parameters. To test for systematic errors we repeat the original Bayesian analysis on mock signals from numerical simulations of a series of binary configurations with parameters similar to those found for GW150914. Overall, we find no evidence for a systematic bias relative to the statistical error of the original parameter recovery of GW150914 due to modeling approximations or modeling inaccuracies. However, parameter biases are found to occur for some configurations disfavored by the data of GW150914: for binaries inclined edge-on to the detector over a small range of choices of polarization angles, and also for eccentricities greater than  ˜0.05. For signals with higher signal-to-noise ratio than GW150914, or in other regions of the binary parameter space (lower masses, larger mass ratios, or higher spins), we expect that systematic errors in current waveform models may impact gravitational-wave measurements, making more accurate models desirable for future observations.

Assessing Mediational Models: Testing and Interval Estimation for Indirect Effects.

PubMed

Biesanz, Jeremy C; Falk, Carl F; Savalei, Victoria

2010-08-06

Theoretical models specifying indirect or mediated effects are common in the social sciences. An indirect effect exists when an independent variable's influence on the dependent variable is mediated through an intervening variable. Classic approaches to assessing such mediational hypotheses ( Baron & Kenny, 1986 ; Sobel, 1982 ) have in recent years been supplemented by computationally intensive methods such as bootstrapping, the distribution of the product methods, and hierarchical Bayesian Markov chain Monte Carlo (MCMC) methods. These different approaches for assessing mediation are illustrated using data from Dunn, Biesanz, Human, and Finn (2007). However, little is known about how these methods perform relative to each other, particularly in more challenging situations, such as with data that are incomplete and/or nonnormal. This article presents an extensive Monte Carlo simulation evaluating a host of approaches for assessing mediation. We examine Type I error rates, power, and coverage. We study normal and nonnormal data as well as complete and incomplete data. In addition, we adapt a method, recently proposed in statistical literature, that does not rely on confidence intervals (CIs) to test the null hypothesis of no indirect effect. The results suggest that the new inferential method-the partial posterior p value-slightly outperforms existing ones in terms of maintaining Type I error rates while maximizing power, especially with incomplete data. Among confidence interval approaches, the bias-corrected accelerated (BC a ) bootstrapping approach often has inflated Type I error rates and inconsistent coverage and is not recommended; In contrast, the bootstrapped percentile confidence interval and the hierarchical Bayesian MCMC method perform best overall, maintaining Type I error rates, exhibiting reasonable power, and producing stable and accurate coverage rates.

Modeling Input Errors to Improve Uncertainty Estimates for Sediment Transport Model Predictions

NASA Astrophysics Data System (ADS)

Jung, J. Y.; Niemann, J. D.; Greimann, B. P.

2016-12-01

Bayesian methods using Markov chain Monte Carlo algorithms have recently been applied to sediment transport models to assess the uncertainty in the model predictions due to the parameter values. Unfortunately, the existing approaches can only attribute overall uncertainty to the parameters. This limitation is critical because no model can produce accurate forecasts if forced with inaccurate input data, even if the model is well founded in physical theory. In this research, an existing Bayesian method is modified to consider the potential errors in input data during the uncertainty evaluation process. The input error is modeled using Gaussian distributions, and the means and standard deviations are treated as uncertain parameters. The proposed approach is tested by coupling it to the Sedimentation and River Hydraulics - One Dimension (SRH-1D) model and simulating a 23-km reach of the Tachia River in Taiwan. The Wu equation in SRH-1D is used for computing the transport capacity for a bed material load of non-cohesive material. Three types of input data are considered uncertain: (1) the input flowrate at the upstream boundary, (2) the water surface elevation at the downstream boundary, and (3) the water surface elevation at a hydraulic structure in the middle of the reach. The benefits of modeling the input errors in the uncertainty analysis are evaluated by comparing the accuracy of the most likely forecast and the coverage of the observed data by the credible intervals to those of the existing method. The results indicate that the internal boundary condition has the largest uncertainty among those considered. Overall, the uncertainty estimates from the new method are notably different from those of the existing method for both the calibration and forecast periods.

Active inference and cognitive-emotional interactions in the brain.

PubMed

Pezzulo, Giovanni; Barca, Laura; Friston, Karl J

2015-01-01

All organisms must integrate cognition, emotion, and motivation to guide action toward valuable (goal) states, as described by active inference. Within this framework, cognition, emotion, and motivation interact through the (Bayesian) fusion of exteroceptive, proprioceptive, and interoceptive signals, the precision-weighting of prediction errors, and the "affective tuning" of neuronal representations. Crucially, misregulation of these processes may have profound psychopathological consequences.

Bayesian Hierarchical Air-Sea Interaction Modeling: Application to the Labrador Sea

NASA Technical Reports Server (NTRS)

Niiler, Pearn P.

2002-01-01

The objectives are to: 1) Organize data from 26 MINIMET drifters in the Labrador Sea, including sensor calibration and error checking of ARGOS transmissions. 2) Produce wind direction, barometer, and sea surface temperature time series. In addition, provide data from historical file of 150 SHARP drifters in the Labrador Sea. 3) Work with data interpretation and data-modeling assimilation issues.

Quantification of model uncertainty in aerosol optical thickness retrieval from Ozone Monitoring Instrument (OMI) measurements

NASA Astrophysics Data System (ADS)

Määttä, A.; Laine, M.; Tamminen, J.; Veefkind, J. P.

2013-09-01

We study uncertainty quantification in remote sensing of aerosols in the atmosphere with top of the atmosphere reflectance measurements from the nadir-viewing Ozone Monitoring Instrument (OMI). Focus is on the uncertainty in aerosol model selection of pre-calculated aerosol models and on the statistical modelling of the model inadequacies. The aim is to apply statistical methodologies that improve the uncertainty estimates of the aerosol optical thickness (AOT) retrieval by propagating model selection and model error related uncertainties more realistically. We utilise Bayesian model selection and model averaging methods for the model selection problem and use Gaussian processes to model the smooth systematic discrepancies from the modelled to observed reflectance. The systematic model error is learned from an ensemble of operational retrievals. The operational OMI multi-wavelength aerosol retrieval algorithm OMAERO is used for cloud free, over land pixels of the OMI instrument with the additional Bayesian model selection and model discrepancy techniques. The method is demonstrated with four examples with different aerosol properties: weakly absorbing aerosols, forest fires over Greece and Russia, and Sahara dessert dust. The presented statistical methodology is general; it is not restricted to this particular satellite retrieval application.

Snake River Plain Geothermal Play Fairway Analysis - Phase 1 Raster Files

DOE Data Explorer

John Shervais

2015-10-09

Snake River Plain Play Fairway Analysis - Phase 1 CRS Raster Files. This dataset contains raster files created in ArcGIS. These raster images depict Common Risk Segment (CRS) maps for HEAT, PERMEABILITY, AND SEAL, as well as selected maps of Evidence Layers. These evidence layers consist of either Bayesian krige functions or kernel density functions, and include: (1) HEAT: Heat flow (Bayesian krige map), Heat flow standard error on the krige function (data confidence), volcanic vent distribution as function of age and size, groundwater temperature (equivalue interval and natural breaks bins), and groundwater T standard error. (2) PERMEABILTY: Fault and lineament maps, both as mapped and as kernel density functions, processed for both dilational tendency (TD) and slip tendency (ST), along with data confidence maps for each data type. Data types include mapped surface faults from USGS and Idaho Geological Survey data bases, as well as unpublished mapping; lineations derived from maximum gradients in magnetic, deep gravity, and intermediate depth gravity anomalies. (3) SEAL: Seal maps based on presence and thickness of lacustrine sediments and base of SRP aquifer. Raster size is 2 km. All files generated in ArcGIS.

Sparsely sampling the sky: a Bayesian experimental design approach

NASA Astrophysics Data System (ADS)

Paykari, P.; Jaffe, A. H.

2013-08-01

The next generation of galaxy surveys will observe millions of galaxies over large volumes of the Universe. These surveys are expensive both in time and cost, raising questions regarding the optimal investment of this time and money. In this work, we investigate criteria for selecting amongst observing strategies for constraining the galaxy power spectrum and a set of cosmological parameters. Depending on the parameters of interest, it may be more efficient to observe a larger, but sparsely sampled, area of sky instead of a smaller contiguous area. In this work, by making use of the principles of Bayesian experimental design, we will investigate the advantages and disadvantages of the sparse sampling of the sky and discuss the circumstances in which a sparse survey is indeed the most efficient strategy. For the Dark Energy Survey (DES), we find that by sparsely observing the same area in a smaller amount of time, we only increase the errors on the parameters by a maximum of 0.45 per cent. Conversely, investing the same amount of time as the original DES to observe a sparser but larger area of sky, we can in fact constrain the parameters with errors reduced by 28 per cent.

Bayesian assessment of uncertainty in aerosol size distributions and index of refraction retrieved from multiwavelength lidar measurements.

PubMed

Herman, Benjamin R; Gross, Barry; Moshary, Fred; Ahmed, Samir

2008-04-01

We investigate the assessment of uncertainty in the inference of aerosol size distributions from backscatter and extinction measurements that can be obtained from a modern elastic/Raman lidar system with a Nd:YAG laser transmitter. To calculate the uncertainty, an analytic formula for the correlated probability density function (PDF) describing the error for an optical coefficient ratio is derived based on a normally distributed fractional error in the optical coefficients. Assuming a monomodal lognormal particle size distribution of spherical, homogeneous particles with a known index of refraction, we compare the assessment of uncertainty using a more conventional forward Monte Carlo method with that obtained from a Bayesian posterior PDF assuming a uniform prior PDF and show that substantial differences between the two methods exist. In addition, we use the posterior PDF formalism, which was extended to include an unknown refractive index, to find credible sets for a variety of optical measurement scenarios. We find the uncertainty is greatly reduced with the addition of suitable extinction measurements in contrast to the inclusion of extra backscatter coefficients, which we show to have a minimal effect and strengthens similar observations based on numerical regularization methods.

Spatiotemporal modeling of PM2.5 concentrations at the national scale combining land use regression and Bayesian maximum entropy in China.

PubMed

Chen, Li; Gao, Shuang; Zhang, Hui; Sun, Yanling; Ma, Zhenxing; Vedal, Sverre; Mao, Jian; Bai, Zhipeng

2018-05-03

Concentrations of particulate matter with aerodynamic diameter <2.5 μm (PM 2.5 ) are relatively high in China. Estimation of PM 2.5 exposure is complex because PM 2.5 exhibits complex spatiotemporal patterns. To improve the validity of exposure predictions, several methods have been developed and applied worldwide. A hybrid approach combining a land use regression (LUR) model and Bayesian Maximum Entropy (BME) interpolation of the LUR space-time residuals were developed to estimate the PM 2.5 concentrations on a national scale in China. This hybrid model could potentially provide more valid predictions than a commonly-used LUR model. The LUR/BME model had good performance characteristics, with R 2  = 0.82 and root mean square error (RMSE) of 4.6 μg/m 3 . Prediction errors of the LUR/BME model were reduced by incorporating soft data accounting for data uncertainty, with the R 2 increasing by 6%. The performance of LUR/BME is better than OK/BME. The LUR/BME model is the most accurate fine spatial scale PM 2.5 model developed to date for China. Copyright © 2018. Published by Elsevier Ltd.

Propagation of the velocity model uncertainties to the seismic event location

NASA Astrophysics Data System (ADS)

Gesret, A.; Desassis, N.; Noble, M.; Romary, T.; Maisons, C.

2015-01-01

Earthquake hypocentre locations are crucial in many domains of application (academic and industrial) as seismic event location maps are commonly used to delineate faults or fractures. The interpretation of these maps depends on location accuracy and on the reliability of the associated uncertainties. The largest contribution to location and uncertainty errors is due to the fact that the velocity model errors are usually not correctly taken into account. We propose a new Bayesian formulation that integrates properly the knowledge on the velocity model into the formulation of the probabilistic earthquake location. In this work, the velocity model uncertainties are first estimated with a Bayesian tomography of active shot data. We implement a sampling Monte Carlo type algorithm to generate velocity models distributed according to the posterior distribution. In a second step, we propagate the velocity model uncertainties to the seismic event location in a probabilistic framework. This enables to obtain more reliable hypocentre locations as well as their associated uncertainties accounting for picking and velocity model uncertainties. We illustrate the tomography results and the gain in accuracy of earthquake location for two synthetic examples and one real data case study in the context of induced microseismicity.

Error-in-variables models in calibration

NASA Astrophysics Data System (ADS)

Lira, I.; Grientschnig, D.

2017-12-01

In many calibration operations, the stimuli applied to the measuring system or instrument under test are derived from measurement standards whose values may be considered to be perfectly known. In that case, it is assumed that calibration uncertainty arises solely from inexact measurement of the responses, from imperfect control of the calibration process and from the possible inaccuracy of the calibration model. However, the premise that the stimuli are completely known is never strictly fulfilled and in some instances it may be grossly inadequate. Then, error-in-variables (EIV) regression models have to be employed. In metrology, these models have been approached mostly from the frequentist perspective. In contrast, not much guidance is available on their Bayesian analysis. In this paper, we first present a brief summary of the conventional statistical techniques that have been developed to deal with EIV models in calibration. We then proceed to discuss the alternative Bayesian framework under some simplifying assumptions. Through a detailed example about the calibration of an instrument for measuring flow rates, we provide advice on how the user of the calibration function should employ the latter framework for inferring the stimulus acting on the calibrated device when, in use, a certain response is measured.

Incorporation of stochastic engineering models as prior information in Bayesian medical device trials.

PubMed

Haddad, Tarek; Himes, Adam; Thompson, Laura; Irony, Telba; Nair, Rajesh

2017-01-01

Evaluation of medical devices via clinical trial is often a necessary step in the process of bringing a new product to market. In recent years, device manufacturers are increasingly using stochastic engineering models during the product development process. These models have the capability to simulate virtual patient outcomes. This article presents a novel method based on the power prior for augmenting a clinical trial using virtual patient data. To properly inform clinical evaluation, the virtual patient model must simulate the clinical outcome of interest, incorporating patient variability, as well as the uncertainty in the engineering model and in its input parameters. The number of virtual patients is controlled by a discount function which uses the similarity between modeled and observed data. This method is illustrated by a case study of cardiac lead fracture. Different discount functions are used to cover a wide range of scenarios in which the type I error rates and power vary for the same number of enrolled patients. Incorporation of engineering models as prior knowledge in a Bayesian clinical trial design can provide benefits of decreased sample size and trial length while still controlling type I error rate and power.

Accuracy of latent-variable estimation in Bayesian semi-supervised learning.

PubMed

Yamazaki, Keisuke

2015-09-01

Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying data-generation process, respectively. Unsupervised learning tasks, such as cluster analysis, are regarded as estimations of latent variables based on the observable ones. The estimation of latent variables in semi-supervised learning, where some labels are observed, will be more precise than that in unsupervised, and one of the concerns is to clarify the effect of the labeled data. However, there has not been sufficient theoretical analysis of the accuracy of the estimation of latent variables. In a previous study, a distribution-based error function was formulated, and its asymptotic form was calculated for unsupervised learning with generative models. It has been shown that, for the estimation of latent variables, the Bayes method is more accurate than the maximum-likelihood method. The present paper reveals the asymptotic forms of the error function in Bayesian semi-supervised learning for both discriminative and generative models. The results show that the generative model, which uses all of the given data, performs better when the model is well specified. Copyright © 2015 Elsevier Ltd. All rights reserved.

Probabilistic techniques for obtaining accurate patient counts in Clinical Data Warehouses

PubMed Central

Myers, Risa B.; Herskovic, Jorge R.

2011-01-01

Proposal and execution of clinical trials, computation of quality measures and discovery of correlation between medical phenomena are all applications where an accurate count of patients is needed. However, existing sources of this type of patient information, including Clinical Data Warehouses (CDW) may be incomplete or inaccurate. This research explores applying probabilistic techniques, supported by the MayBMS probabilistic database, to obtain accurate patient counts from a clinical data warehouse containing synthetic patient data. We present a synthetic clinical data warehouse (CDW), and populate it with simulated data using a custom patient data generation engine. We then implement, evaluate and compare different techniques for obtaining patients counts. We model billing as a test for the presence of a condition. We compute billing’s sensitivity and specificity both by conducting a “Simulated Expert Review” where a representative sample of records are reviewed and labeled by experts, and by obtaining the ground truth for every record. We compute the posterior probability of a patient having a condition through a “Bayesian Chain”, using Bayes’ Theorem to calculate the probability of a patient having a condition after each visit. The second method is a “one-shot” approach that computes the probability of a patient having a condition based on whether the patient is ever billed for the condition Our results demonstrate the utility of probabilistic approaches, which improve on the accuracy of raw counts. In particular, the simulated review paired with a single application of Bayes’ Theorem produces the best results, with an average error rate of 2.1% compared to 43.7% for the straightforward billing counts. Overall, this research demonstrates that Bayesian probabilistic approaches improve patient counts on simulated patient populations. We believe that total patient counts based on billing data are one of the many possible applications of our Bayesian framework. Use of these probabilistic techniques will enable more accurate patient counts and better results for applications requiring this metric. PMID:21986292

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

DOE PAGES

Moral, Pierre Del; Jasra, Ajay; Law, Kody J. H.; ...

2017-08-24

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of themore » solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.« less

Trans-dimensional joint inversion of seabed scattering and reflection data.

PubMed

Steininger, Gavin; Dettmer, Jan; Dosso, Stan E; Holland, Charles W

2013-03-01

This paper examines joint inversion of acoustic scattering and reflection data to resolve seabed interface roughness parameters (spectral strength, exponent, and cutoff) and geoacoustic profiles. Trans-dimensional (trans-D) Bayesian sampling is applied with both the number of sediment layers and the order (zeroth or first) of auto-regressive parameters in the error model treated as unknowns. A prior distribution that allows fluid sediment layers over an elastic basement in a trans-D inversion is derived and implemented. Three cases are considered: Scattering-only inversion, joint scattering and reflection inversion, and joint inversion with the trans-D auto-regressive error model. Including reflection data improves the resolution of scattering and geoacoustic parameters. The trans-D auto-regressive model further improves scattering resolution and correctly differentiates between strongly and weakly correlated residual errors.

Propagation of stage measurement uncertainties to streamflow time series

NASA Astrophysics Data System (ADS)

Horner, Ivan; Le Coz, Jérôme; Renard, Benjamin; Branger, Flora; McMillan, Hilary

2016-04-01

Streamflow uncertainties due to stage measurements errors are generally overlooked in the promising probabilistic approaches that have emerged in the last decade. We introduce an original error model for propagating stage uncertainties through a stage-discharge rating curve within a Bayesian probabilistic framework. The method takes into account both rating curve (parametric errors and structural errors) and stage uncertainty (systematic and non-systematic errors). Practical ways to estimate the different types of stage errors are also presented: (1) non-systematic errors due to instrument resolution and precision and non-stationary waves and (2) systematic errors due to gauge calibration against the staff gauge. The method is illustrated at a site where the rating-curve-derived streamflow can be compared with an accurate streamflow reference. The agreement between the two time series is overall satisfying. Moreover, the quantification of uncertainty is also satisfying since the streamflow reference is compatible with the streamflow uncertainty intervals derived from the rating curve and the stage uncertainties. Illustrations from other sites are also presented. Results are much contrasted depending on the site features. In some cases, streamflow uncertainty is mainly due to stage measurement errors. The results also show the importance of discriminating systematic and non-systematic stage errors, especially for long term flow averages. Perspectives for improving and validating the streamflow uncertainty estimates are eventually discussed.

Integrating chronological uncertainties for annually laminated lake sediments using layer counting, independent chronologies and Bayesian age modelling (Lake Ohau, South Island, New Zealand)

NASA Astrophysics Data System (ADS)

Vandergoes, Marcus J.; Howarth, Jamie D.; Dunbar, Gavin B.; Turnbull, Jocelyn C.; Roop, Heidi A.; Levy, Richard H.; Li, Xun; Prior, Christine; Norris, Margaret; Keller, Liz D.; Baisden, W. Troy; Ditchburn, Robert; Fitzsimons, Sean J.; Bronk Ramsey, Christopher

2018-05-01

Annually resolved (varved) lake sequences are important palaeoenvironmental archives as they offer a direct incremental dating technique for high-frequency reconstruction of environmental and climate change. Despite the importance of these records, establishing a robust chronology and quantifying its precision and accuracy (estimations of error) remains an essential but challenging component of their development. We outline an approach for building reliable independent chronologies, testing the accuracy of layer counts and integrating all chronological uncertainties to provide quantitative age and error estimates for varved lake sequences. The approach incorporates (1) layer counts and estimates of counting precision; (2) radiometric and biostratigrapic dating techniques to derive independent chronology; and (3) the application of Bayesian age modelling to produce an integrated age model. This approach is applied to a case study of an annually resolved sediment record from Lake Ohau, New Zealand. The most robust age model provides an average error of 72 years across the whole depth range. This represents a fractional uncertainty of ∼5%, higher than the <3% quoted for most published varve records. However, the age model and reported uncertainty represent the best fit between layer counts and independent chronology and the uncertainties account for both layer counting precision and the chronological accuracy of the layer counts. This integrated approach provides a more representative estimate of age uncertainty and therefore represents a statistically more robust chronology.

A Bayesian model for estimating multi-state disease progression.

PubMed

Shen, Shiwen; Han, Simon X; Petousis, Panayiotis; Weiss, Robert E; Meng, Frank; Bui, Alex A T; Hsu, William

2017-02-01

A growing number of individuals who are considered at high risk of cancer are now routinely undergoing population screening. However, noted harms such as radiation exposure, overdiagnosis, and overtreatment underscore the need for better temporal models that predict who should be screened and at what frequency. The mean sojourn time (MST), an average duration period when a tumor can be detected by imaging but with no observable clinical symptoms, is a critical variable for formulating screening policy. Estimation of MST has been long studied using continuous Markov model (CMM) with Maximum likelihood estimation (MLE). However, a lot of traditional methods assume no observation error of the imaging data, which is unlikely and can bias the estimation of the MST. In addition, the MLE may not be stably estimated when data is sparse. Addressing these shortcomings, we present a probabilistic modeling approach for periodic cancer screening data. We first model the cancer state transition using a three state CMM model, while simultaneously considering observation error. We then jointly estimate the MST and observation error within a Bayesian framework. We also consider the inclusion of covariates to estimate individualized rates of disease progression. Our approach is demonstrated on participants who underwent chest x-ray screening in the National Lung Screening Trial (NLST) and validated using posterior predictive p-values and Pearson's chi-square test. Our model demonstrates more accurate and sensible estimates of MST in comparison to MLE. Copyright © 2016 Elsevier Ltd. All rights reserved.

Sample size and classification error for Bayesian change-point models with unlabelled sub-groups and incomplete follow-up.

PubMed

White, Simon R; Muniz-Terrera, Graciela; Matthews, Fiona E

2018-05-01

Many medical (and ecological) processes involve the change of shape, whereby one trajectory changes into another trajectory at a specific time point. There has been little investigation into the study design needed to investigate these models. We consider the class of fixed effect change-point models with an underlying shape comprised two joined linear segments, also known as broken-stick models. We extend this model to include two sub-groups with different trajectories at the change-point, a change and no change class, and also include a missingness model to account for individuals with incomplete follow-up. Through a simulation study, we consider the relationship of sample size to the estimates of the underlying shape, the existence of a change-point, and the classification-error of sub-group labels. We use a Bayesian framework to account for the missing labels, and the analysis of each simulation is performed using standard Markov chain Monte Carlo techniques. Our simulation study is inspired by cognitive decline as measured by the Mini-Mental State Examination, where our extended model is appropriate due to the commonly observed mixture of individuals within studies who do or do not exhibit accelerated decline. We find that even for studies of modest size ( n = 500, with 50 individuals observed past the change-point) in the fixed effect setting, a change-point can be detected and reliably estimated across a range of observation-errors.

Neural network uncertainty assessment using Bayesian statistics: a remote sensing application

NASA Technical Reports Server (NTRS)

Aires, F.; Prigent, C.; Rossow, W. B.

2004-01-01

Neural network (NN) techniques have proved successful for many regression problems, in particular for remote sensing; however, uncertainty estimates are rarely provided. In this article, a Bayesian technique to evaluate uncertainties of the NN parameters (i.e., synaptic weights) is first presented. In contrast to more traditional approaches based on point estimation of the NN weights, we assess uncertainties on such estimates to monitor the robustness of the NN model. These theoretical developments are illustrated by applying them to the problem of retrieving surface skin temperature, microwave surface emissivities, and integrated water vapor content from a combined analysis of satellite microwave and infrared observations over land. The weight uncertainty estimates are then used to compute analytically the uncertainties in the network outputs (i.e., error bars and correlation structure of these errors). Such quantities are very important for evaluating any application of an NN model. The uncertainties on the NN Jacobians are then considered in the third part of this article. Used for regression fitting, NN models can be used effectively to represent highly nonlinear, multivariate functions. In this situation, most emphasis is put on estimating the output errors, but almost no attention has been given to errors associated with the internal structure of the regression model. The complex structure of dependency inside the NN is the essence of the model, and assessing its quality, coherency, and physical character makes all the difference between a blackbox model with small output errors and a reliable, robust, and physically coherent model. Such dependency structures are described to the first order by the NN Jacobians: they indicate the sensitivity of one output with respect to the inputs of the model for given input data. We use a Monte Carlo integration procedure to estimate the robustness of the NN Jacobians. A regularization strategy based on principal component analysis is proposed to suppress the multicollinearities in order to make these Jacobians robust and physically meaningful.

Path integration mediated systematic search: a Bayesian model.

PubMed

Vickerstaff, Robert J; Merkle, Tobias

2012-08-21

The systematic search behaviour is a backup system that increases the chances of desert ants finding their nest entrance after foraging when the path integrator has failed to guide them home accurately enough. Here we present a mathematical model of the systematic search that is based on extensive behavioural studies in North African desert ants Cataglyphis fortis. First, a simple search heuristic utilising Bayesian inference and a probability density function is developed. This model, which optimises the short-term nest detection probability, is then compared to three simpler search heuristics and to recorded search patterns of Cataglyphis ants. To compare the different searches a method to quantify search efficiency is established as well as an estimate of the error rate in the ants' path integrator. We demonstrate that the Bayesian search heuristic is able to automatically adapt to increasing levels of positional uncertainty to produce broader search patterns, just as desert ants do, and that it outperforms the three other search heuristics tested. The searches produced by it are also arguably the most similar in appearance to the ant's searches. Copyright © 2012 Elsevier Ltd. All rights reserved.

Credible occurrence probabilities for extreme geophysical events: earthquakes, volcanic eruptions, magnetic storms

USGS Publications Warehouse

Love, Jeffrey J.

2012-01-01

Statistical analysis is made of rare, extreme geophysical events recorded in historical data -- counting the number of events $k$ with sizes that exceed chosen thresholds during specific durations of time $\\tau$. Under transformations that stabilize data and model-parameter variances, the most likely Poisson-event occurrence rate, $k/\\tau$, applies for frequentist inference and, also, for Bayesian inference with a Jeffreys prior that ensures posterior invariance under changes of variables. Frequentist confidence intervals and Bayesian (Jeffreys) credibility intervals are approximately the same and easy to calculate: $(1/\\tau)[(\\sqrt{k} - z/2)^{2},(\\sqrt{k} + z/2)^{2}]$, where $z$ is a parameter that specifies the width, $z=1$ ($z=2$) corresponding to $1\\sigma$, $68.3\\%$ ($2\\sigma$, $95.4\\%$). If only a few events have been observed, as is usually the case for extreme events, then these "error-bar" intervals might be considered to be relatively wide. From historical records, we estimate most likely long-term occurrence rates, 10-yr occurrence probabilities, and intervals of frequentist confidence and Bayesian credibility for large earthquakes, explosive volcanic eruptions, and magnetic storms.

Incorporating prior knowledge induced from stochastic differential equations in the classification of stochastic observations.

PubMed

Zollanvari, Amin; Dougherty, Edward R

2016-12-01

In classification, prior knowledge is incorporated in a Bayesian framework by assuming that the feature-label distribution belongs to an uncertainty class of feature-label distributions governed by a prior distribution. A posterior distribution is then derived from the prior and the sample data. An optimal Bayesian classifier (OBC) minimizes the expected misclassification error relative to the posterior distribution. From an application perspective, prior construction is critical. The prior distribution is formed by mapping a set of mathematical relations among the features and labels, the prior knowledge, into a distribution governing the probability mass across the uncertainty class. In this paper, we consider prior knowledge in the form of stochastic differential equations (SDEs). We consider a vector SDE in integral form involving a drift vector and dispersion matrix. Having constructed the prior, we develop the optimal Bayesian classifier between two models and examine, via synthetic experiments, the effects of uncertainty in the drift vector and dispersion matrix. We apply the theory to a set of SDEs for the purpose of differentiating the evolutionary history between two species.

A Comparison of the β-Substitution Method and a Bayesian Method for Analyzing Left-Censored Data.

PubMed

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.

Bayesian denoising in digital radiography: a comparison in the dental field.

PubMed

Frosio, I; Olivieri, C; Lucchese, M; Borghese, N A; Boccacci, P

2013-01-01

We compared two Bayesian denoising algorithms for digital radiographs, based on Total Variation regularization and wavelet decomposition. The comparison was performed on simulated radiographs with different photon counts and frequency content and on real dental radiographs. Four different quality indices were considered to quantify the quality of the filtered radiographs. The experimental results suggested that Total Variation is more suited to preserve fine anatomical details, whereas wavelets produce images of higher quality at global scale; they also highlighted the need for more reliable image quality indices. Copyright © 2012 Elsevier Ltd. All rights reserved.

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

PubMed Central

Ogunsakin, Ropo Ebenezer; Siaka, Lougue

2017-01-01

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

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.

Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models

USGS Publications Warehouse

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.

Calculation of Crystallographic Texture of BCC Steels During Cold Rolling

NASA Astrophysics Data System (ADS)

Das, Arpan

2017-05-01

BCC alloys commonly tend to develop strong fibre textures and often represent as isointensity diagrams in φ 1 sections or by fibre diagrams. Alpha fibre in bcc steels is generally characterised by <110> crystallographic axis parallel to the rolling direction. The objective of present research is to correlate carbon content, carbide dispersion, rolling reduction, Euler angles (ϕ) (when φ 1 = 0° and φ 2 = 45° along alpha fibre) and the resulting alpha fibre texture orientation intensity. In the present research, Bayesian neural computation has been employed to correlate these and compare with the existing feed-forward neural network model comprehensively. Excellent match to the measured texture data within the bounding box of texture training data set has been already predicted through the feed-forward neural network model by other researchers. Feed-forward neural network prediction outside the bounds of training texture data showed deviations from the expected values. Currently, Bayesian computation has been similarly applied to confirm that the predictions are reasonable in the context of basic metallurgical principles, and matched better outside the bounds of training texture data set than the reported feed-forward neural network. Bayesian computation puts error bars on predicted values and allows significance of each individual parameters to be estimated. Additionally, it is also possible by Bayesian computation to estimate the isolated influence of particular variable such as carbon concentration, which exactly cannot in practice be varied independently. This shows the ability of the Bayesian neural network to examine the new phenomenon in situations where the data cannot be accessed through experiments.

Bayesian Inference of Natural Rankings in Incomplete Competition Networks

PubMed Central

Park, Juyong; Yook, Soon-Hyung

2014-01-01

Competition between a complex system's constituents and a corresponding reward mechanism based on it have profound influence on the functioning, stability, and evolution of the system. But determining the dominance hierarchy or ranking among the constituent parts from the strongest to the weakest – essential in determining reward and penalty – is frequently an ambiguous task due to the incomplete (partially filled) nature of competition networks. Here we introduce the “Natural Ranking,” an unambiguous ranking method applicable to a round robin tournament, and formulate an analytical model based on the Bayesian formula for inferring the expected mean and error of the natural ranking of nodes from an incomplete network. We investigate its potential and uses in resolving important issues of ranking by applying it to real-world competition networks. PMID:25163528

Bayesian Inference of Natural Rankings in Incomplete Competition Networks

NASA Astrophysics Data System (ADS)

Park, Juyong; Yook, Soon-Hyung

2014-08-01

Competition between a complex system's constituents and a corresponding reward mechanism based on it have profound influence on the functioning, stability, and evolution of the system. But determining the dominance hierarchy or ranking among the constituent parts from the strongest to the weakest - essential in determining reward and penalty - is frequently an ambiguous task due to the incomplete (partially filled) nature of competition networks. Here we introduce the ``Natural Ranking,'' an unambiguous ranking method applicable to a round robin tournament, and formulate an analytical model based on the Bayesian formula for inferring the expected mean and error of the natural ranking of nodes from an incomplete network. We investigate its potential and uses in resolving important issues of ranking by applying it to real-world competition networks.

Inference on cancer screening exam accuracy using population-level administrative data.

PubMed

Jiang, H; Brown, P E; Walter, S D

2016-01-15

This paper develops a model for cancer screening and cancer incidence data, accommodating the partially unobserved disease status, clustered data structures, general covariate effects, and dependence between exams. The true unobserved cancer and detection status of screening participants are treated as latent variables, and a Markov Chain Monte Carlo algorithm is used to estimate the Bayesian posterior distributions of the diagnostic error rates and disease prevalence. We show how the Bayesian approach can be used to draw inferences about screening exam properties and disease prevalence while allowing for the possibility of conditional dependence between two exams. The techniques are applied to the estimation of the diagnostic accuracy of mammography and clinical breast examination using data from the Ontario Breast Screening Program in Canada. Copyright © 2015 John Wiley & Sons, Ltd.

A Ground Flash Fraction Retrieval Algorithm for GLM

NASA Technical Reports Server (NTRS)

Koshak, William J.

2010-01-01

A Bayesian inversion method is introduced for retrieving the fraction of ground flashes in a set of N lightning observed by a satellite lightning imager (such as the Geostationary Lightning Mapper, GLM). An exponential model is applied as a physically reasonable constraint to describe the measured lightning optical parameter distributions. Population statistics (i.e., the mean and variance) are invoked to add additional constraints to the retrieval process. The Maximum A Posteriori (MAP) solution is employed. The approach is tested by performing simulated retrievals, and retrieval error statistics are provided. The approach is feasible for N greater than 2000, and retrieval errors decrease as N is increased.

A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.

PubMed

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.

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.

Real-time prediction and gating of respiratory motion using an extended Kalman filter and Gaussian process regression

NASA Astrophysics Data System (ADS)

Bukhari, W.; Hong, S.-M.

2015-01-01

Motion-adaptive radiotherapy aims to deliver a conformal dose to the target tumour with minimal normal tissue exposure by compensating for tumour motion in real time. The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting and gating respiratory motion that utilizes a model-based and a model-free Bayesian framework by combining them in a cascade structure. The algorithm, named EKF-GPR+, implements a gating function without pre-specifying a particular region of the patient’s breathing cycle. The algorithm first employs an extended Kalman filter (LCM-EKF) to predict the respiratory motion and then uses a model-free Gaussian process regression (GPR) to correct the error of the LCM-EKF prediction. The GPR is a non-parametric Bayesian algorithm that yields predictive variance under Gaussian assumptions. The EKF-GPR+ algorithm utilizes the predictive variance from the GPR component to capture the uncertainty in the LCM-EKF prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification allows us to pause the treatment beam over such instances. EKF-GPR+ implements the gating function by using simple calculations based on the predictive variance with no additional detection mechanism. A sparse approximation of the GPR algorithm is employed to realize EKF-GPR+ in real time. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPR+. The experimental results show that the EKF-GPR+ algorithm effectively reduces the prediction error in a root-mean-square (RMS) sense by employing the gating function, albeit at the cost of a reduced duty cycle. As an example, EKF-GPR+ reduces the patient-wise RMS error to 37%, 39% and 42% in percent ratios relative to no prediction for a duty cycle of 80% at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The experiments also confirm that EKF-GPR+ controls the duty cycle with reasonable accuracy.

Bayesian statistics and Monte Carlo methods

NASA Astrophysics Data System (ADS)

Koch, K. R.

2018-03-01

The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability. If the statements refer to the numerical values of variables, the so-called random variables, univariate and multivariate distributions follow. They lead to the point estimation by which unknown quantities, i.e. unknown parameters, are computed from measurements. The unknown parameters are random variables, they are fixed quantities in traditional statistics which is not founded on Bayes' theorem. Bayesian statistics therefore recommends itself for Monte Carlo methods, which generate random variates from given distributions. Monte Carlo methods, of course, can also be applied in traditional statistics. The unknown parameters, are introduced as functions of the measurements, and the Monte Carlo methods give the covariance matrix and the expectation of these functions. A confidence region is derived where the unknown parameters are situated with a given probability. Following a method of traditional statistics, hypotheses are tested by determining whether a value for an unknown parameter lies inside or outside the confidence region. The error propagation of a random vector by the Monte Carlo methods is presented as an application. If the random vector results from a nonlinearly transformed vector, its covariance matrix and its expectation follow from the Monte Carlo estimate. This saves a considerable amount of derivatives to be computed, and errors of the linearization are avoided. The Monte Carlo method is therefore efficient. If the functions of the measurements are given by a sum of two or more random vectors with different multivariate distributions, the resulting distribution is generally not known. TheMonte Carlo methods are then needed to obtain the covariance matrix and the expectation of the sum.

Bayesian multi-scale smoothing of photon-limited images with applications to astronomy and medicine

NASA Astrophysics Data System (ADS)

White, John

Multi-scale models for smoothing Poisson signals or images have gained much attention over the past decade. A new Bayesian model is developed using the concept of the Chinese restaurant process to find structures in two-dimensional images when performing image reconstruction or smoothing. This new model performs very well when compared to other leading methodologies for the same problem. It is developed and evaluated theoretically and empirically throughout Chapter 2. The newly developed Bayesian model is extended to three-dimensional images in Chapter 3. The third dimension has numerous different applications, such as different energy spectra, another spatial index, or possibly a temporal dimension. Empirically, this method shows promise in reducing error with the use of simulation studies. A further development removes background noise in the image. This removal can further reduce the error and is done using a modeling adjustment and post-processing techniques. These details are given in Chapter 4. Applications to real world problems are given throughout. Photon-based images are common in astronomical imaging due to the collection of different types of energy such as X-Rays. Applications to real astronomical images are given, and these consist of X-ray images from the Chandra X-ray observatory satellite. Diagnostic medicine uses many types of imaging such as magnetic resonance imaging and computed tomography that can also benefit from smoothing techniques such as the one developed here. Reducing the amount of radiation a patient takes will make images more noisy, but this can be mitigated through the use of image smoothing techniques. Both types of images represent the potential real world use for these methods.

Hydrologic Model Selection using Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Marshall, L.; Sharma, A.; Nott, D.

2002-12-01

Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.

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.

Application Bayesian Model Averaging method for ensemble system for Poland

NASA Astrophysics Data System (ADS)

Guzikowski, Jakub; Czerwinska, Agnieszka

2014-05-01

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

A Comparison of Full and Empirical Bayes Techniques for Inferring Sea Level Changes from Tide Gauge Records

NASA Astrophysics Data System (ADS)

Piecuch, C. G.; Huybers, P. J.; Tingley, M.

2016-12-01

Sea level observations from coastal tide gauges are some of the longest instrumental records of the ocean. However, these data can be noisy, biased, and gappy, featuring missing values, and reflecting land motion and local effects. Coping with these issues in a formal manner is a challenging task. Some studies use Bayesian approaches to estimate sea level from tide gauge records, making inference probabilistically. Such methods are typically empirically Bayesian in nature: model parameters are treated as known and assigned point values. But, in reality, parameters are not perfectly known. Empirical Bayes methods thus neglect a potentially important source of uncertainty, and so may overestimate the precision (i.e., underestimate the uncertainty) of sea level estimates. We consider whether empirical Bayes methods underestimate uncertainty in sea level from tide gauge data, comparing to a full Bayes method that treats parameters as unknowns to be solved for along with the sea level field. We develop a hierarchical algorithm that we apply to tide gauge data on the North American northeast coast over 1893-2015. The algorithm is run in full Bayes mode, solving for the sea level process and parameters, and in empirical mode, solving only for the process using fixed parameter values. Error bars on sea level from the empirical method are smaller than from the full Bayes method, and the relative discrepancies increase with time; the 95% credible interval on sea level values from the empirical Bayes method in 1910 and 2010 is 23% and 56% narrower, respectively, than from the full Bayes approach. To evaluate the representativeness of the credible intervals, empirical Bayes and full Bayes methods are applied to corrupted data of a known surrogate field. Using rank histograms to evaluate the solutions, we find that the full Bayes method produces generally reliable error bars, whereas the empirical Bayes method gives too-narrow error bars, such that the 90% credible interval only encompasses 70% of true process values. Results demonstrate that parameter uncertainty is an important source of process uncertainty, and advocate for the fully Bayesian treatment of tide gauge records in ocean circulation and climate studies.

Fast Bayesian approach for modal identification using free vibration data, Part I - Most probable value

NASA Astrophysics Data System (ADS)

Zhang, Feng-Liang; Ni, Yan-Chun; Au, Siu-Kui; Lam, Heung-Fai

2016-03-01

The identification of modal properties from field testing of civil engineering structures is becoming economically viable, thanks to the advent of modern sensor and data acquisition technology. Its demand is driven by innovative structural designs and increased performance requirements of dynamic-prone structures that call for a close cross-checking or monitoring of their dynamic properties and responses. Existing instrumentation capabilities and modal identification techniques allow structures to be tested under free vibration, forced vibration (known input) or ambient vibration (unknown broadband loading). These tests can be considered complementary rather than competing as they are based on different modeling assumptions in the identification model and have different implications on costs and benefits. Uncertainty arises naturally in the dynamic testing of structures due to measurement noise, sensor alignment error, modeling error, etc. This is especially relevant in field vibration tests because the test condition in the field environment can hardly be controlled. In this work, a Bayesian statistical approach is developed for modal identification using the free vibration response of structures. A frequency domain formulation is proposed that makes statistical inference based on the Fast Fourier Transform (FFT) of the data in a selected frequency band. This significantly simplifies the identification model because only the modes dominating the frequency band need to be included. It also legitimately ignores the information in the excluded frequency bands that are either irrelevant or difficult to model, thereby significantly reducing modeling error risk. The posterior probability density function (PDF) of the modal parameters is derived rigorously from modeling assumptions and Bayesian probability logic. Computational difficulties associated with calculating the posterior statistics, including the most probable value (MPV) and the posterior covariance matrix, are addressed. Fast computational algorithms for determining the MPV are proposed so that the method can be practically implemented. In the companion paper (Part II), analytical formulae are derived for the posterior covariance matrix so that it can be evaluated without resorting to finite difference method. The proposed method is verified using synthetic data. It is also applied to modal identification of full-scale field structures.

A Spatio-Temporally Explicit Random Encounter Model for Large-Scale Population Surveys

PubMed Central

Jousimo, Jussi; Ovaskainen, Otso

2016-01-01

Random encounter models can be used to estimate population abundance from indirect data collected by non-invasive sampling methods, such as track counts or camera-trap data. The classical Formozov–Malyshev–Pereleshin (FMP) estimator converts track counts into an estimate of mean population density, assuming that data on the daily movement distances of the animals are available. We utilize generalized linear models with spatio-temporal error structures to extend the FMP estimator into a flexible Bayesian modelling approach that estimates not only total population size, but also spatio-temporal variation in population density. We also introduce a weighting scheme to estimate density on habitats that are not covered by survey transects, assuming that movement data on a subset of individuals is available. We test the performance of spatio-temporal and temporal approaches by a simulation study mimicking the Finnish winter track count survey. The results illustrate how the spatio-temporal modelling approach is able to borrow information from observations made on neighboring locations and times when estimating population density, and that spatio-temporal and temporal smoothing models can provide improved estimates of total population size compared to the FMP method. PMID:27611683

Relating memory to functional performance in normal aging to dementia using hierarchical Bayesian cognitive processing models.

PubMed

Shankle, William R; Pooley, James P; Steyvers, Mark; Hara, Junko; Mangrola, Tushar; Reisberg, Barry; Lee, Michael D

2013-01-01

Determining how cognition affects functional abilities is important in Alzheimer disease and related disorders. A total of 280 patients (normal or Alzheimer disease and related disorders) received a total of 1514 assessments using the functional assessment staging test (FAST) procedure and the MCI Screen. A hierarchical Bayesian cognitive processing model was created by embedding a signal detection theory model of the MCI Screen-delayed recognition memory task into a hierarchical Bayesian framework. The signal detection theory model used latent parameters of discriminability (memory process) and response bias (executive function) to predict, simultaneously, recognition memory performance for each patient and each FAST severity group. The observed recognition memory data did not distinguish the 6 FAST severity stages, but the latent parameters completely separated them. The latent parameters were also used successfully to transform the ordinal FAST measure into a continuous measure reflecting the underlying continuum of functional severity. Hierarchical Bayesian cognitive processing models applied to recognition memory data from clinical practice settings accurately translated a latent measure of cognition into a continuous measure of functional severity for both individuals and FAST groups. Such a translation links 2 levels of brain information processing and may enable more accurate correlations with other levels, such as those characterized by biomarkers.

Analysis of the Bayesian Cramér-Rao lower bound in astrometry. Studying the impact of prior information in the location of an object

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.

Revision of a local magnitude relation for South Korea

NASA Astrophysics Data System (ADS)

Sheen, D. H.; Seo, K. J.; Oh, J.; Kim, S.; Kang, T. S.; Rhie, J.

2017-12-01

A local magnitude relation in South Korea is revised using synthetic Wood-Anderson seismograms from local earthquakes in the distance range of 10-600 km recorded by broadband seismic networks, operated by the Korea Institute of Geoscience and Mineral Resources (KIGAM) and the Korea Meteorological Administration (KMA) between 2001 and 2016. The magnitudes of the earthquakes ranged from ML 2.0 to 5.8 based on the catalog of the KMA. Total numbers of events and seismic records are about 500 and 10,000, respectively. In order to minimize the location error, inland earthquakes were relocated based on manual picks of P and S arrivals using 1-D velocity model for South Korea developed by a trans-dimensional hierarchical Bayesian inversion. Wood-Anderson peak amplitudes measured on the records whose signal-to-noise ratios are greater than 3.0 and were inverted for the attenuation curve by parametric and non-parametric least-squares inversion methods. The discussion on the comparison of the resulting local magnitude relationships will also be addressed.

Markov Chain Monte Carlo Bayesian Learning for Neural Networks

NASA Technical Reports Server (NTRS)

Goodrich, Michael S.

2011-01-01

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

Sizing aerosolized fractal nanoparticle aggregates through Bayesian analysis of wide-angle light scattering (WALS) data

NASA Astrophysics Data System (ADS)

Huber, Franz J. T.; Will, Stefan; Daun, Kyle J.

2016-11-01

Inferring the size distribution of aerosolized fractal aggregates from the angular distribution of elastically scattered light is a mathematically ill-posed problem. This paper presents a procedure for analyzing Wide-Angle Light Scattering (WALS) data using Bayesian inference. The outcome is probability densities for the recovered size distribution and aggregate morphology parameters. This technique is applied to both synthetic data and experimental data collected on soot-laden aerosols, using a measurement equation derived from Rayleigh-Debye-Gans fractal aggregate (RDG-FA) theory. In the case of experimental data, the recovered aggregate size distribution parameters are generally consistent with TEM-derived values, but the accuracy is impaired by the well-known limited accuracy of RDG-FA theory. Finally, we show how this bias could potentially be avoided using the approximation error technique.

Stochastic Model of Seasonal Runoff Forecasts

NASA Astrophysics Data System (ADS)

Krzysztofowicz, Roman; Watada, Leslie M.

1986-03-01

Each year the National Weather Service and the Soil Conservation Service issue a monthly sequence of five (or six) categorical forecasts of the seasonal snowmelt runoff volume. To describe uncertainties in these forecasts for the purposes of optimal decision making, a stochastic model is formulated. It is a discrete-time, finite, continuous-space, nonstationary Markov process. Posterior densities of the actual runoff conditional upon a forecast, and transition densities of forecasts are obtained from a Bayesian information processor. Parametric densities are derived for the process with a normal prior density of the runoff and a linear model of the forecast error. The structure of the model and the estimation procedure are motivated by analyses of forecast records from five stations in the Snake River basin, from the period 1971-1983. The advantages of supplementing the current forecasting scheme with a Bayesian analysis are discussed.

Diagnostic accuracy of a bayesian latent group analysis for the detection of malingering-related poor effort.

PubMed

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.

Unifying error structures in commonly used biotracer mixing models.

PubMed

Stock, Brian C; Semmens, Brice X

2016-10-01

Mixing models are statistical tools that use biotracers to probabilistically estimate the contribution of multiple sources to a mixture. These biotracers may include contaminants, fatty acids, or stable isotopes, the latter of which are widely used in trophic ecology to estimate the mixed diet of consumers. Bayesian implementations of mixing models using stable isotopes (e.g., MixSIR, SIAR) are regularly used by ecologists for this purpose, but basic questions remain about when each is most appropriate. In this study, we describe the structural differences between common mixing model error formulations in terms of their assumptions about the predation process. We then introduce a new parameterization that unifies these mixing model error structures, as well as implicitly estimates the rate at which consumers sample from source populations (i.e., consumption rate). Using simulations and previously published mixing model datasets, we demonstrate that the new error parameterization outperforms existing models and provides an estimate of consumption. Our results suggest that the error structure introduced here will improve future mixing model estimates of animal diet. © 2016 by the Ecological Society of America.

Population pharmacokinetics and maximum a posteriori probability Bayesian estimator of abacavir: application of individualized therapy in HIV-infected infants and toddlers.

PubMed

Zhao, Wei; Cella, Massimo; Della Pasqua, Oscar; Burger, David; Jacqz-Aigrain, Evelyne

2012-04-01

Abacavir is used to treat HIV infection in both adults and children. The recommended paediatric dose is 8 mg kg(-1) twice daily up to a maximum of 300 mg twice daily. Weight was identified as the central covariate influencing pharmacokinetics of abacavir in children. A population pharmacokinetic model was developed to describe both once and twice daily pharmacokinetic profiles of abacavir in infants and toddlers. Standard dosage regimen is associated with large interindividual variability in abacavir concentrations. A maximum a posteriori probability Bayesian estimator of AUC(0-) (t) based on three time points (0, 1 or 2, and 3 h) is proposed to support area under the concentration-time curve (AUC) targeted individualized therapy in infants and toddlers. 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. 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. The typical population pharmacokinetic parameters and relative standard errors (RSE) were apparent systemic clearance (CL) 13.4 () h−1 (RSE 6.3%), apparent central volume of distribution 4.94 () (RSE 28.7%), apparent peripheral volume of distribution 8.12 () (RSE14.2%), apparent intercompartment clearance 1.25 () 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. 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 AUC(0-) (t) was developed from the final model and can be used routinely to optimize individual dosing. © 2011 The Authors. British Journal of Clinical Pharmacology © 2011 The British Pharmacological Society.

Bias in logistic regression due to imperfect diagnostic test results and practical correction approaches.

PubMed

Valle, Denis; Lima, Joanna M Tucker; Millar, Justin; Amratia, Punam; Haque, Ubydul

2015-11-04

Logistic regression is a statistical model widely used in cross-sectional and cohort studies to identify and quantify the effects of potential disease risk factors. However, the impact of imperfect tests on adjusted odds ratios (and thus on the identification of risk factors) is under-appreciated. The purpose of this article is to draw attention to the problem associated with modelling imperfect diagnostic tests, and propose simple Bayesian models to adequately address this issue. A systematic literature review was conducted to determine the proportion of malaria studies that appropriately accounted for false-negatives/false-positives in a logistic regression setting. Inference from the standard logistic regression was also compared with that from three proposed Bayesian models using simulations and malaria data from the western Brazilian Amazon. A systematic literature review suggests that malaria epidemiologists are largely unaware of the problem of using logistic regression to model imperfect diagnostic test results. Simulation results reveal that statistical inference can be substantially improved when using the proposed Bayesian models versus the standard logistic regression. Finally, analysis of original malaria data with one of the proposed Bayesian models reveals that microscopy sensitivity is strongly influenced by how long people have lived in the study region, and an important risk factor (i.e., participation in forest extractivism) is identified that would have been missed by standard logistic regression. Given the numerous diagnostic methods employed by malaria researchers and the ubiquitous use of logistic regression to model the results of these diagnostic tests, this paper provides critical guidelines to improve data analysis practice in the presence of misclassification error. Easy-to-use code that can be readily adapted to WinBUGS is provided, enabling straightforward implementation of the proposed Bayesian models.

Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models

USGS Publications Warehouse

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

Spatiotemporal modeling of ozone levels in Quebec (Canada): a comparison of kriging, land-use regression (LUR), and combined Bayesian maximum entropy-LUR approaches.

PubMed

Adam-Poupart, Ariane; Brand, Allan; Fournier, Michel; Jerrett, Michael; Smargiassi, Audrey

2014-09-01

Ambient air ozone (O3) is a pulmonary irritant that has been associated with respiratory health effects including increased lung inflammation and permeability, airway hyperreactivity, respiratory symptoms, and decreased lung function. Estimation of O3 exposure is a complex task because the pollutant exhibits complex spatiotemporal patterns. To refine the quality of exposure estimation, various spatiotemporal methods have been developed worldwide. We sought to compare the accuracy of three spatiotemporal models to predict summer ground-level O3 in Quebec, Canada. We developed a land-use mixed-effects regression (LUR) model based on readily available data (air quality and meteorological monitoring data, road networks information, latitude), a Bayesian maximum entropy (BME) model incorporating both O3 monitoring station data and the land-use mixed model outputs (BME-LUR), and a kriging method model based only on available O3 monitoring station data (BME kriging). We performed leave-one-station-out cross-validation and visually assessed the predictive capability of each model by examining the mean temporal and spatial distributions of the average estimated errors. The BME-LUR was the best predictive model (R2 = 0.653) with the lowest root mean-square error (RMSE ;7.06 ppb), followed by the LUR model (R2 = 0.466, RMSE = 8.747) and the BME kriging model (R2 = 0.414, RMSE = 9.164). Our findings suggest that errors of estimation in the interpolation of O3 concentrations with BME can be greatly reduced by incorporating outputs from a LUR model developed with readily available data.

The orbit and transit prospects for β pictoris b constrained with one milliarcsecond astrometry

DOE PAGES

Wang, Jason J.; Graham, James R.; Pueyo, Laurent; ...

2016-10-03

A principal scientific goal of the Gemini Planet Imager (GPI) is obtaining milliarcsecond astrometry to constrain exoplanet orbits. However, astrometry of directly imaged exoplanets is subject to biases, systematic errors, and speckle noise. Here, we describe an analytical procedure to forward model the signal of an exoplanet that accounts for both the observing strategy (angular and spectral differential imaging) and the data reduction method (Karhunen–Loève Image Projection algorithm). We use this forward model to measure the position of an exoplanet in a Bayesian framework employing Gaussian processes and Markov-chain Monte Carlo to account for correlated noise. In the case ofmore » GPI data on β Pic b, this technique, which we call Bayesian KLIP-FM Astrometry (BKA), outperforms previous techniques and yields 1σ errors at or below the one milliarcsecond level. We validate BKA by fitting a Keplerian orbit to 12 GPI observations along with previous astrometry from other instruments. The statistical properties of the residuals confirm that BKA is accurate and correctly estimates astrometric errors. Our constraints on the orbit of β Pic b firmly rule out the possibility of a transit of the planet at 10-σ significance. However, we confirm that the Hill sphere of β Pic b will transit, giving us a rare chance to probe the circumplanetary environment of a young, evolving exoplanet. As a result, we provide an ephemeris for photometric monitoring of the Hill sphere transit event, which will begin at the start of April in 2017 and finish at the end of January in 2018.« less

A data-driven SVR model for long-term runoff prediction and uncertainty analysis based on the Bayesian framework

NASA Astrophysics Data System (ADS)

Liang, Zhongmin; Li, Yujie; Hu, Yiming; Li, Binquan; Wang, Jun

2017-06-01

Accurate and reliable long-term forecasting plays an important role in water resources management and utilization. In this paper, a hybrid model called SVR-HUP is presented to predict long-term runoff and quantify the prediction uncertainty. The model is created based on three steps. First, appropriate predictors are selected according to the correlations between meteorological factors and runoff. Second, a support vector regression (SVR) model is structured and optimized based on the LibSVM toolbox and a genetic algorithm. Finally, using forecasted and observed runoff, a hydrologic uncertainty processor (HUP) based on a Bayesian framework is used to estimate the posterior probability distribution of the simulated values, and the associated uncertainty of prediction was quantitatively analyzed. Six precision evaluation indexes, including the correlation coefficient (CC), relative root mean square error (RRMSE), relative error (RE), mean absolute percentage error (MAPE), Nash-Sutcliffe efficiency (NSE), and qualification rate (QR), are used to measure the prediction accuracy. As a case study, the proposed approach is applied in the Han River basin, South Central China. Three types of SVR models are established to forecast the monthly, flood season and annual runoff volumes. The results indicate that SVR yields satisfactory accuracy and reliability at all three scales. In addition, the results suggest that the HUP cannot only quantify the uncertainty of prediction based on a confidence interval but also provide a more accurate single value prediction than the initial SVR forecasting result. Thus, the SVR-HUP model provides an alternative method for long-term runoff forecasting.

Estimates of CO2 fluxes over the city of Cape Town, South Africa, through Bayesian inverse modelling

NASA Astrophysics Data System (ADS)

Nickless, Alecia; Rayner, Peter J.; Engelbrecht, Francois; Brunke, Ernst-Günther; Erni, Birgit; Scholes, Robert J.

2018-04-01

We present a city-scale inversion over Cape Town, South Africa. Measurement sites for atmospheric CO2 concentrations were installed at Robben Island and Hangklip lighthouses, located downwind and upwind of the metropolis. Prior estimates of the fossil fuel fluxes were obtained from a bespoke inventory analysis where emissions were spatially and temporally disaggregated and uncertainty estimates determined by means of error propagation techniques. Net ecosystem exchange (NEE) fluxes from biogenic processes were obtained from the land atmosphere exchange model CABLE (Community Atmosphere Biosphere Land Exchange). Uncertainty estimates were based on the estimates of net primary productivity. CABLE was dynamically coupled to the regional climate model CCAM (Conformal Cubic Atmospheric Model), which provided the climate inputs required to drive the Lagrangian particle dispersion model. The Bayesian inversion framework included a control vector where fossil fuel and NEE fluxes were solved for separately.Due to the large prior uncertainty prescribed to the NEE fluxes, the current inversion framework was unable to adequately distinguish between the fossil fuel and NEE fluxes, but the inversion was able to obtain improved estimates of the total fluxes within pixels and across the domain. The median of the uncertainty reductions of the total weekly flux estimates for the inversion domain of Cape Town was 28 %, but reach as high as 50 %. At the pixel level, uncertainty reductions of the total weekly flux reached up to 98 %, but these large uncertainty reductions were for NEE-dominated pixels. Improved corrections to the fossil fuel fluxes would be possible if the uncertainty around the prior NEE fluxes could be reduced. In order for this inversion framework to be operationalised for monitoring, reporting, and verification (MRV) of emissions from Cape Town, the NEE component of the CO2 budget needs to be better understood. Additional measurements of Δ14C and δ13C isotope measurements would be a beneficial component of an atmospheric monitoring programme aimed at MRV of CO2 for any city which has significant biogenic influence, allowing improved separation of contributions from NEE and fossil fuel fluxes to the observed CO2 concentration.

Bayesian Hierarchical Models to Augment the Mediterranean Forecast System

DTIC Science & Technology

2006-09-30

med.bhm.html LONG-TERM GOALS Eighteen months into the project, the long-term goals and objectives remain as stated in the progress report last...in the representation of the background error Report Documentation Page Form ApprovedOMB No. 0704-0188 Public reporting burden for the collection of...Information Operations and Reports , 1215 Jefferson Davis Highway, Suite 1204, Arlington VA 22202-4302. Respondents should be aware that notwithstanding any

Error Quantification and Confidence Assessment of Aerothermal Model Predictions for Hypersonic Aircraft (Preprint)

DTIC Science & Technology

2013-09-01

based confidence metric is used to compare several different model predictions with the experimental data. II. Aerothermal Model Definition and...whereas 5% measurement uncertainty is assumed for aerodynamic pressure and heat flux measurements 4p y and 4Q y . Bayesian updating according... definitive conclusions for these particular aerodynamic models. However, given the confidence associated with the 4 sdp predictions for Run 30 (H/D

Experiments in Error Propagation within Hierarchal Combat Models

DTIC Science & Technology

2015-09-01

Bayesian Information Criterion CNO Chief of Naval Operations DOE Design of Experiments DOD Department of Defense MANA Map Aware Non-uniform Automata ...ground up” approach. First, it develops a mission-level model for one on one submarine combat in Map Aware Non-uniform Automata (MANA) simulation, an... Automata (MANA), an agent based simulation that can model the different postures of submarines. It feeds the results from MANA into stochastic

Forest pests and home values: The importance of accuracy in damage assessment and geocoding of properties

Treesearch

Klaus Moeltner; Christine E. Blinn; Thomas P. Holmes

2017-01-01

We examine the impact of measurement errors in geocoding of property locations and in the assessment of Mountain Pine Beetle-induced tree damage within the proximity of a given residence on estimated losses in home values. For our sample of homes in the wildland-urban interface of the Colorado front range and using a novel matching estimator with Bayesian regression...

An accessible method for implementing hierarchical models with spatio-temporal abundance data

USGS Publications Warehouse

Ross, Beth E.; Hooten, Melvin B.; Koons, David N.

2012-01-01

A common goal in ecology and wildlife management is to determine the causes of variation in population dynamics over long periods of time and across large spatial scales. Many assumptions must nevertheless be overcome to make appropriate inference about spatio-temporal variation in population dynamics, such as autocorrelation among data points, excess zeros, and observation error in count data. To address these issues, many scientists and statisticians have recommended the use of Bayesian hierarchical models. Unfortunately, hierarchical statistical models remain somewhat difficult to use because of the necessary quantitative background needed to implement them, or because of the computational demands of using Markov Chain Monte Carlo algorithms to estimate parameters. Fortunately, new tools have recently been developed that make it more feasible for wildlife biologists to fit sophisticated hierarchical Bayesian models (i.e., Integrated Nested Laplace Approximation, ‘INLA’). We present a case study using two important game species in North America, the lesser and greater scaup, to demonstrate how INLA can be used to estimate the parameters in a hierarchical model that decouples observation error from process variation, and accounts for unknown sources of excess zeros as well as spatial and temporal dependence in the data. Ultimately, our goal was to make unbiased inference about spatial variation in population trends over time.

Statistical inference with quantum measurements: methodologies for nitrogen vacancy centers in diamond

NASA Astrophysics Data System (ADS)

Hincks, Ian; Granade, Christopher; Cory, David G.

2018-01-01

The analysis of photon count data from the standard nitrogen vacancy (NV) measurement process is treated as a statistical inference problem. This has applications toward gaining better and more rigorous error bars for tasks such as parameter estimation (e.g. magnetometry), tomography, and randomized benchmarking. We start by providing a summary of the standard phenomenological model of the NV optical process in terms of Lindblad jump operators. This model is used to derive random variables describing emitted photons during measurement, to which finite visibility, dark counts, and imperfect state preparation are added. NV spin-state measurement is then stated as an abstract statistical inference problem consisting of an underlying biased coin obstructed by three Poisson rates. Relevant frequentist and Bayesian estimators are provided, discussed, and quantitatively compared. We show numerically that the risk of the maximum likelihood estimator is well approximated by the Cramér-Rao bound, for which we provide a simple formula. Of the estimators, we in particular promote the Bayes estimator, owing to its slightly better risk performance, and straightforward error propagation into more complex experiments. This is illustrated on experimental data, where quantum Hamiltonian learning is performed and cross-validated in a fully Bayesian setting, and compared to a more traditional weighted least squares fit.

The moving-window Bayesian maximum entropy framework: estimation of PM(2.5) yearly average concentration across the contiguous United States.

PubMed

Akita, Yasuyuki; Chen, Jiu-Chiuan; Serre, Marc L

2012-09-01

Geostatistical methods are widely used in estimating long-term exposures for epidemiological studies on air pollution, despite their limited capabilities to handle spatial non-stationarity over large geographic domains and the uncertainty associated with missing monitoring data. We developed a moving-window (MW) Bayesian maximum entropy (BME) method and applied this framework to estimate fine particulate matter (PM(2.5)) yearly average concentrations over the contiguous US. The MW approach accounts for the spatial non-stationarity, while the BME method rigorously processes the uncertainty associated with data missingness in the air-monitoring system. In the cross-validation analyses conducted on a set of randomly selected complete PM(2.5) data in 2003 and on simulated data with different degrees of missing data, we demonstrate that the MW approach alone leads to at least 17.8% reduction in mean square error (MSE) in estimating the yearly PM(2.5). Moreover, the MWBME method further reduces the MSE by 8.4-43.7%, with the proportion of incomplete data increased from 18.3% to 82.0%. The MWBME approach leads to significant reductions in estimation error and thus is recommended for epidemiological studies investigating the effect of long-term exposure to PM(2.5) across large geographical domains with expected spatial non-stationarity.

Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations

NASA Technical Reports Server (NTRS)

Scargle, Jeffrey D.; Norris, Jay P.; Jackson, Brad; Chiang, James

2013-01-01

This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks [Scargle 1998]-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piece- wise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by [Arias-Castro, Donoho and Huo 2003]. In the spirit of Reproducible Research [Donoho et al. (2008)] all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.

Numerical study on the sequential Bayesian approach for radioactive materials detection

NASA Astrophysics Data System (ADS)

Qingpei, Xiang; Dongfeng, Tian; Jianyu, Zhu; Fanhua, Hao; Ge, Ding; Jun, Zeng

2013-01-01

A new detection method, based on the sequential Bayesian approach proposed by Candy et al., offers new horizons for the research of radioactive detection. Compared with the commonly adopted detection methods incorporated with statistical theory, the sequential Bayesian approach offers the advantages of shorter verification time during the analysis of spectra that contain low total counts, especially in complex radionuclide components. In this paper, a simulation experiment platform implanted with the methodology of sequential Bayesian approach was developed. Events sequences of γ-rays associating with the true parameters of a LaBr3(Ce) detector were obtained based on an events sequence generator using Monte Carlo sampling theory to study the performance of the sequential Bayesian approach. The numerical experimental results are in accordance with those of Candy. Moreover, the relationship between the detection model and the event generator, respectively represented by the expected detection rate (Am) and the tested detection rate (Gm) parameters, is investigated. To achieve an optimal performance for this processor, the interval of the tested detection rate as a function of the expected detection rate is also presented.

Application of Poisson random effect models for highway network screening.

PubMed

Jiang, Ximiao; Abdel-Aty, Mohamed; Alamili, Samer

2014-02-01

In recent years, Bayesian random effect models that account for the temporal and spatial correlations of crash data became popular in traffic safety research. This study employs random effect Poisson Log-Normal models for crash risk hotspot identification. Both the temporal and spatial correlations of crash data were considered. Potential for Safety Improvement (PSI) were adopted as a measure of the crash risk. Using the fatal and injury crashes that occurred on urban 4-lane divided arterials from 2006 to 2009 in the Central Florida area, the random effect approaches were compared to the traditional Empirical Bayesian (EB) method and the conventional Bayesian Poisson Log-Normal model. A series of method examination tests were conducted to evaluate the performance of different approaches. These tests include the previously developed site consistence test, method consistence test, total rank difference test, and the modified total score test, as well as the newly proposed total safety performance measure difference test. Results show that the Bayesian Poisson model accounting for both temporal and spatial random effects (PTSRE) outperforms the model that with only temporal random effect, and both are superior to the conventional Poisson Log-Normal model (PLN) and the EB model in the fitting of crash data. Additionally, the method evaluation tests indicate that the PTSRE model is significantly superior to the PLN model and the EB model in consistently identifying hotspots during successive time periods. The results suggest that the PTSRE model is a superior alternative for road site crash risk hotspot identification. Copyright © 2013 Elsevier Ltd. All rights reserved.

Evaluating and improving the representation of heteroscedastic errors in hydrological models

NASA Astrophysics Data System (ADS)

McInerney, D. J.; Thyer, M. A.; Kavetski, D.; Kuczera, G. A.

2013-12-01

Appropriate representation of residual errors in hydrological modelling is essential for accurate and reliable probabilistic predictions. In particular, residual errors of hydrological models are often heteroscedastic, with large errors associated with high rainfall and runoff events. Recent studies have shown that using a weighted least squares (WLS) approach - where the magnitude of residuals are assumed to be linearly proportional to the magnitude of the flow - captures some of this heteroscedasticity. In this study we explore a range of Bayesian approaches for improving the representation of heteroscedasticity in residual errors. We compare several improved formulations of the WLS approach, the well-known Box-Cox transformation and the more recent log-sinh transformation. Our results confirm that these approaches are able to stabilize the residual error variance, and that it is possible to improve the representation of heteroscedasticity compared with the linear WLS approach. We also find generally good performance of the Box-Cox and log-sinh transformations, although as indicated in earlier publications, the Box-Cox transform sometimes produces unrealistically large prediction limits. Our work explores the trade-offs between these different uncertainty characterization approaches, investigates how their performance varies across diverse catchments and models, and recommends practical approaches suitable for large-scale applications.

Statistical approaches to account for false-positive errors in environmental DNA samples.

PubMed

Lahoz-Monfort, José J; Guillera-Arroita, Gurutzeta; Tingley, Reid

2016-05-01

Environmental DNA (eDNA) sampling is prone to both false-positive and false-negative errors. We review statistical methods to account for such errors in the analysis of eDNA data and use simulations to compare the performance of different modelling approaches. Our simulations illustrate that even low false-positive rates can produce biased estimates of occupancy and detectability. We further show that removing or classifying single PCR detections in an ad hoc manner under the suspicion that such records represent false positives, as sometimes advocated in the eDNA literature, also results in biased estimation of occupancy, detectability and false-positive rates. We advocate alternative approaches to account for false-positive errors that rely on prior information, or the collection of ancillary detection data at a subset of sites using a sampling method that is not prone to false-positive errors. We illustrate the advantages of these approaches over ad hoc classifications of detections and provide practical advice and code for fitting these models in maximum likelihood and Bayesian frameworks. Given the severe bias induced by false-negative and false-positive errors, the methods presented here should be more routinely adopted in eDNA studies. © 2015 John Wiley & Sons Ltd.

Using Bayesian analysis in repeated preclinical in vivo studies for a more effective use of animals.

PubMed

Walley, Rosalind; Sherington, John; Rastrick, Joe; Detrait, Eric; Hanon, Etienne; Watt, Gillian

2016-05-01

Whilst innovative Bayesian approaches are increasingly used in clinical studies, in the preclinical area Bayesian methods appear to be rarely used in the reporting of pharmacology data. This is particularly surprising in the context of regularly repeated in vivo studies where there is a considerable amount of data from historical control groups, which has potential value. This paper describes our experience with introducing Bayesian analysis for such studies using a Bayesian meta-analytic predictive approach. This leads naturally either to an informative prior for a control group as part of a full Bayesian analysis of the next study or using a predictive distribution to replace a control group entirely. We use quality control charts to illustrate study-to-study variation to the scientists and describe informative priors in terms of their approximate effective numbers of animals. We describe two case studies of animal models: the lipopolysaccharide-induced cytokine release model used in inflammation and the novel object recognition model used to screen cognitive enhancers, both of which show the advantage of a Bayesian approach over the standard frequentist analysis. We conclude that using Bayesian methods in stable repeated in vivo studies can result in a more effective use of animals, either by reducing the total number of animals used or by increasing the precision of key treatment differences. This will lead to clearer results and supports the "3Rs initiative" to Refine, Reduce and Replace animals in research. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Photoacoustic discrimination of vascular and pigmented lesions using classical and Bayesian methods

NASA Astrophysics Data System (ADS)

Swearingen, Jennifer A.; Holan, Scott H.; Feldman, Mary M.; Viator, John A.

2010-01-01

Discrimination of pigmented and vascular lesions in skin can be difficult due to factors such as size, subungual location, and the nature of lesions containing both melanin and vascularity. Misdiagnosis may lead to precancerous or cancerous lesions not receiving proper medical care. To aid in the rapid and accurate diagnosis of such pathologies, we develop a photoacoustic system to determine the nature of skin lesions in vivo. By irradiating skin with two laser wavelengths, 422 and 530 nm, we induce photoacoustic responses, and the relative response at these two wavelengths indicates whether the lesion is pigmented or vascular. This response is due to the distinct absorption spectrum of melanin and hemoglobin. In particular, pigmented lesions have ratios of photoacoustic amplitudes of approximately 1.4 to 1 at the two wavelengths, while vascular lesions have ratios of about 4.0 to 1. Furthermore, we consider two statistical methods for conducting classification of lesions: standard multivariate analysis classification techniques and a Bayesian-model-based approach. We study 15 human subjects with eight vascular and seven pigmented lesions. Using the classical method, we achieve a perfect classification rate, while the Bayesian approach has an error rate of 20%.

On estimating the accuracy of monitoring methods using Bayesian error propagation technique

NASA Astrophysics Data System (ADS)

Zonta, Daniele; Bruschetta, Federico; Cappello, Carlo; Zandonini, R.; Pozzi, Matteo; Wang, Ming; Glisic, B.; Inaudi, D.; Posenato, D.; Zhao, Y.

2014-04-01

This paper illustrates an application of Bayesian logic to monitoring data analysis and structural condition state inference. The case study is a 260 m long cable-stayed bridge spanning the Adige River 10 km north of the town of Trento, Italy. This is a statically indeterminate structure, having a composite steel-concrete deck, supported by 12 stay cables. Structural redundancy, possible relaxation losses and an as-built condition differing from design, suggest that long-term load redistribution between cables can be expected. To monitor load redistribution, the owner decided to install a monitoring system which combines built-on-site elasto-magnetic and fiber-optic sensors. In this note, we discuss a rational way to improve the accuracy of the load estimate from the EM sensors taking advantage of the FOS information. More specifically, we use a multi-sensor Bayesian data fusion approach which combines the information from the two sensing systems with the prior knowledge, including design information and the outcomes of laboratory calibration. Using the data acquired to date, we demonstrate that combining the two measurements allows a more accurate estimate of the cable load, to better than 50 kN.

Moving in time: Bayesian causal inference explains movement coordination to auditory beats

PubMed Central

Elliott, Mark T.; Wing, Alan M.; Welchman, Andrew E.

2014-01-01

Many everyday skilled actions depend on moving in time with signals that are embedded in complex auditory streams (e.g. musical performance, dancing or simply holding a conversation). Such behaviour is apparently effortless; however, it is not known how humans combine auditory signals to support movement production and coordination. Here, we test how participants synchronize their movements when there are potentially conflicting auditory targets to guide their actions. Participants tapped their fingers in time with two simultaneously presented metronomes of equal tempo, but differing in phase and temporal regularity. Synchronization therefore depended on integrating the two timing cues into a single-event estimate or treating the cues as independent and thereby selecting one signal over the other. We show that a Bayesian inference process explains the situations in which participants choose to integrate or separate signals, and predicts motor timing errors. Simulations of this causal inference process demonstrate that this model provides a better description of the data than other plausible models. Our findings suggest that humans exploit a Bayesian inference process to control movement timing in situations where the origin of auditory signals needs to be resolved. PMID:24850915

Mobile sensing of point-source fugitive methane emissions using Bayesian inference: the determination of the likelihood function

NASA Astrophysics Data System (ADS)

Zhou, X.; Albertson, J. D.

2016-12-01

Natural gas is considered as a bridge fuel towards clean energy due to its potential lower greenhouse gas emission comparing with other fossil fuels. Despite numerous efforts, an efficient and cost-effective approach to monitor fugitive methane emissions along the natural gas production-supply chain has not been developed yet. Recently, mobile methane measurement has been introduced which applies a Bayesian approach to probabilistically infer methane emission rates and update estimates recursively when new measurements become available. However, the likelihood function, especially the error term which determines the shape of the estimate uncertainty, is not rigorously defined and evaluated with field data. To address this issue, we performed a series of near-source (< 30 m) controlled methane release experiments using a specialized vehicle mounted with fast response methane analyzers and a GPS unit. Methane concentrations were measured at two different heights along mobile traversals downwind of the sources, and concurrent wind and temperature data are recorded by nearby 3-D sonic anemometers. With known methane release rates, the measurements were used to determine the functional form and the parameterization of the likelihood function in the Bayesian inference scheme under different meteorological conditions.

Nuclear charge radii: density functional theory meets Bayesian neural networks

NASA Astrophysics Data System (ADS)

Utama, R.; Chen, Wei-Chia; Piekarewicz, J.

2016-11-01

The distribution of electric charge in atomic nuclei is fundamental to our understanding of the complex nuclear dynamics and a quintessential observable to validate nuclear structure models. The aim of this study is to explore a novel approach that combines sophisticated models of nuclear structure with Bayesian neural networks (BNN) to generate predictions for the charge radii of thousands of nuclei throughout the nuclear chart. A class of relativistic energy density functionals is used to provide robust predictions for nuclear charge radii. In turn, these predictions are refined through Bayesian learning for a neural network that is trained using residuals between theoretical predictions and the experimental data. Although predictions obtained with density functional theory provide a fairly good description of experiment, our results show significant improvement (better than 40%) after BNN refinement. Moreover, these improved results for nuclear charge radii are supplemented with theoretical error bars. We have successfully demonstrated the ability of the BNN approach to significantly increase the accuracy of nuclear models in the predictions of nuclear charge radii. However, as many before us, we failed to uncover the underlying physics behind the intriguing behavior of charge radii along the calcium isotopic chain.

Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.

PubMed

Hack, C Eric

2006-04-17

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

Fast Bayesian experimental design: Laplace-based importance sampling for the expected information gain

NASA Astrophysics Data System (ADS)

Beck, Joakim; Dia, Ben Mansour; Espath, Luis F. R.; Long, Quan; Tempone, Raúl

2018-06-01

In calculating expected information gain in optimal Bayesian experimental design, the computation of the inner loop in the classical double-loop Monte Carlo requires a large number of samples and suffers from underflow if the number of samples is small. These drawbacks can be avoided by using an importance sampling approach. We present a computationally efficient method for optimal Bayesian experimental design that introduces importance sampling based on the Laplace method to the inner loop. We derive the optimal values for the method parameters in which the average computational cost is minimized according to the desired error tolerance. We use three numerical examples to demonstrate the computational efficiency of our method compared with the classical double-loop Monte Carlo, and a more recent single-loop Monte Carlo method that uses the Laplace method as an approximation of the return value of the inner loop. The first example is a scalar problem that is linear in the uncertain parameter. The second example is a nonlinear scalar problem. The third example deals with the optimal sensor placement for an electrical impedance tomography experiment to recover the fiber orientation in laminate composites.

Calculating shock arrival in expansion tubes and shock tunnels using Bayesian changepoint analysis

NASA Astrophysics Data System (ADS)

James, Christopher M.; Bourke, Emily J.; Gildfind, David E.

2018-06-01

To understand the flow conditions generated in expansion tubes and shock tunnels, shock speeds are generally calculated based on shock arrival times at high-frequency wall-mounted pressure transducers. These calculations require that the shock arrival times are obtained accurately. This can be non-trivial for expansion tubes especially because pressure rises may be small and shock speeds high. Inaccurate shock arrival times can be a significant source of uncertainty. To help address this problem, this paper investigates two separate but complimentary techniques. Principally, it proposes using a Bayesian changepoint detection method to automatically calculate shock arrival, potentially reducing error and simplifying the shock arrival finding process. To compliment this, a technique for filtering the raw data without losing the shock arrival time is also presented and investigated. To test the validity of the proposed techniques, tests are performed using both a theoretical step change with different levels of noise and real experimental data. It was found that with conditions added to ensure that a real shock arrival time was found, the Bayesian changepoint analysis method was able to automatically find the shock arrival time, even for noisy signals.

Hierarchical Commensurate and Power Prior Models for Adaptive Incorporation of Historical Information in Clinical Trials

PubMed Central

Hobbs, Brian P.; Carlin, Bradley P.; Mandrekar, Sumithra J.; Sargent, Daniel J.

2011-01-01

Summary Bayesian clinical trial designs offer the possibility of a substantially reduced sample size, increased statistical power, and reductions in cost and ethical hazard. However when prior and current information conflict, Bayesian methods can lead to higher than expected Type I error, as well as the possibility of a costlier and lengthier trial. This motivates an investigation of the feasibility of hierarchical Bayesian methods for incorporating historical data that are adaptively robust to prior information that reveals itself to be inconsistent with the accumulating experimental data. In this paper, we present several models that allow for the commensurability of the information in the historical and current data to determine how much historical information is used. A primary tool is elaborating the traditional power prior approach based upon a measure of commensurability for Gaussian data. We compare the frequentist performance of several methods using simulations, and close with an example of a colon cancer trial that illustrates a linear models extension of our adaptive borrowing approach. Our proposed methods produce more precise estimates of the model parameters, in particular conferring statistical significance to the observed reduction in tumor size for the experimental regimen as compared to the control regimen. PMID:21361892

Integration of Stable Isotope and other Mass Spectral Data for Microbial Forensics

NASA Astrophysics Data System (ADS)

Kreuzer-Martin, H. W.; Jarman, K. H.

2008-12-01

The nascent field of microbial forensics requires the development of diverse signatures as indicators of various aspects of the production environment of microorganisms. We have characterized isotopic relationships between Bacillus subtilis ATCC 6051 spores and their growth environment, using as a database the carbon, nitrogen, oxygen and hydrogen stable isotope ratios of a total of 247 separate cultures of spores produced on a total of 32 different culture media. We have analyzed variation within individual samples, between cultures produced in tandem, and between cultures produced in the same medium but at different times in the context of using stable isotope ratios as a signature for sample matching. We have correlated the stable isotope ratios of carbon, nitrogen, oxygen, and hydrogen of growth medium nutrients or water and spores and show examples of how these relationships can be used to exclude nutrient or water samples as possible growth substrates for specific cultures. The power of stable isotope ratio data can be greatly enhanced by combining it with orthogonal datasets that speak to different aspects of an organism's production environment. We developed a Bayesian network that follows the causal relationship from culture medium recipe to spore elemental content as measured by secondary ion mass spectrometry (SIMS), carbon and nitrogen stable isotope ratios, and to the presence of residual agar by electrospray ionization MS (ESI-MS). The network was developed and tested on data from three replicate cultures of B. subtilis ATCC 49760 in broth and agar-containing versions of four different nutrient media. To test the network, data from SIMS analyses of B. subtilis 49760 produced in a different medium, from approximately 200 ESI MS analyses of B. thuringensis ATCC 58890 and B. anthracis Sterne grown in five additional media, and the stable isotope data from the 247 cultures of B. subtilis 6051 spores were used. This network was able to characterize Bacillus spores grown under multiple culture conditions with an error rate of less than 0.07 in characterizing carbon and nitrogen source, addition of metals, and presence of agar, and an error rate of 0.19 in characterizing the culture medium recipe. The integration of multiple analytical techniques allowed us to maximize the amount of information obtained from unknown source microorganisms. The Bayesian network approach allowed us to combine scientific understanding with well established statistical methodologies to characterize a microbe's growth environment without the need for reference signatures. Similar approaches could be applied to data from other scientific disciplines, as well as to other problems of attribution.

A Bayesian approach for parameter estimation and prediction using a computationally intensive model

DOE PAGES

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

The Variability and Interpretation of Earthquake Source Mechanisms in The Geysers Geothermal Field From a Bayesian Standpoint Based on the Choice of a Noise Model

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.

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 Multidimensional Computerized Adaptive Short-Form Quality of Life Questionnaire Developed and Validated for Multiple Sclerosis: The MusiQoL-MCAT.

PubMed

Michel, Pierre; Baumstarck, Karine; Ghattas, Badih; Pelletier, Jean; Loundou, Anderson; Boucekine, Mohamed; Auquier, Pascal; Boyer, Laurent

2016-04-01

The aim was to develop a multidimensional computerized adaptive short-form questionnaire, the MusiQoL-MCAT, from a fixed-length QoL questionnaire for multiple sclerosis.A total of 1992 patients were enrolled in this international cross-sectional study. The development of the MusiQoL-MCAT was based on the assessment of between-items MIRT model fit followed by real-data simulations. The MCAT algorithm was based on Bayesian maximum a posteriori estimation of latent traits and Kullback-Leibler information item selection. We examined several simulations based on a fixed number of items. Accuracy was assessed using correlations (r) between initial IRT scores and MCAT scores. Precision was assessed using the standard error measurement (SEM) and the root mean square error (RMSE).The multidimensional graded response model was used to estimate item parameters and IRT scores. Among the MCAT simulations, the 16-item version of the MusiQoL-MCAT was selected because the accuracy and precision became stable with 16 items with satisfactory levels (r ≥ 0.9, SEM ≤ 0.55, and RMSE ≤ 0.3). External validity of the MusiQoL-MCAT was satisfactory.The MusiQoL-MCAT presents satisfactory properties and can individually tailor QoL assessment to each patient, making it less burdensome to patients and better adapted for use in clinical practice.

A Multidimensional Computerized Adaptive Short-Form Quality of Life Questionnaire Developed and Validated for Multiple Sclerosis

PubMed Central

Michel, Pierre; Baumstarck, Karine; Ghattas, Badih; Pelletier, Jean; Loundou, Anderson; Boucekine, Mohamed; Auquier, Pascal; Boyer, Laurent

2016-01-01

Abstract The aim was to develop a multidimensional computerized adaptive short-form questionnaire, the MusiQoL-MCAT, from a fixed-length QoL questionnaire for multiple sclerosis. A total of 1992 patients were enrolled in this international cross-sectional study. The development of the MusiQoL-MCAT was based on the assessment of between-items MIRT model fit followed by real-data simulations. The MCAT algorithm was based on Bayesian maximum a posteriori estimation of latent traits and Kullback–Leibler information item selection. We examined several simulations based on a fixed number of items. Accuracy was assessed using correlations (r) between initial IRT scores and MCAT scores. Precision was assessed using the standard error measurement (SEM) and the root mean square error (RMSE). The multidimensional graded response model was used to estimate item parameters and IRT scores. Among the MCAT simulations, the 16-item version of the MusiQoL-MCAT was selected because the accuracy and precision became stable with 16 items with satisfactory levels (r ≥ 0.9, SEM ≤ 0.55, and RMSE ≤ 0.3). External validity of the MusiQoL-MCAT was satisfactory. The MusiQoL-MCAT presents satisfactory properties and can individually tailor QoL assessment to each patient, making it less burdensome to patients and better adapted for use in clinical practice. PMID:27057832

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

Kwon, Deukwoo; Little, Mark P.; Miller, Donald L.

Purpose: To determine more accurate regression formulas for estimating peak skin dose (PSD) from reference air kerma (RAK) or kerma-area product (KAP). Methods: After grouping of the data from 21 procedures into 13 clinically similar groups, assessments were made of optimal clustering using the Bayesian information criterion to obtain the optimal linear regressions of (log-transformed) PSD vs RAK, PSD vs KAP, and PSD vs RAK and KAP. Results: Three clusters of clinical groups were optimal in regression of PSD vs RAK, seven clusters of clinical groups were optimal in regression of PSD vs KAP, and six clusters of clinical groupsmore » were optimal in regression of PSD vs RAK and KAP. Prediction of PSD using both RAK and KAP is significantly better than prediction of PSD with either RAK or KAP alone. The regression of PSD vs RAK provided better predictions of PSD than the regression of PSD vs KAP. The partial-pooling (clustered) method yields smaller mean squared errors compared with the complete-pooling method.Conclusion: PSD distributions for interventional radiology procedures are log-normal. Estimates of PSD derived from RAK and KAP jointly are most accurate, followed closely by estimates derived from RAK alone. Estimates of PSD derived from KAP alone are the least accurate. Using a stochastic search approach, it is possible to cluster together certain dissimilar types of procedures to minimize the total error sum of squares.« less

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

Aldegunde, Manuel, E-mail: M.A.Aldegunde-Rodriguez@warwick.ac.uk; Kermode, James R., E-mail: J.R.Kermode@warwick.ac.uk; Zabaras, Nicholas

This paper presents the development of a new exchange–correlation functional from the point of view of machine learning. Using atomization energies of solids and small molecules, we train a linear model for the exchange enhancement factor using a Bayesian approach which allows for the quantification of uncertainties in the predictions. A relevance vector machine is used to automatically select the most relevant terms of the model. We then test this model on atomization energies and also on bulk properties. The average model provides a mean absolute error of only 0.116 eV for the test points of the G2/97 set butmore » a larger 0.314 eV for the test solids. In terms of bulk properties, the prediction for transition metals and monovalent semiconductors has a very low test error. However, as expected, predictions for types of materials not represented in the training set such as ionic solids show much larger errors.« less

On the predictive information criteria for model determination in seismic hazard analysis

NASA Astrophysics Data System (ADS)

Varini, Elisa; Rotondi, Renata

2016-04-01

Many statistical tools have been developed for evaluating, understanding, and comparing models, from both frequentist and Bayesian perspectives. In particular, the problem of model selection can be addressed according to whether the primary goal is explanation or, alternatively, prediction. In the former case, the criteria for model selection are defined over the parameter space whose physical interpretation can be difficult; in the latter case, they are defined over the space of the observations, which has a more direct physical meaning. In the frequentist approaches, model selection is generally based on an asymptotic approximation which may be poor for small data sets (e.g. the F-test, the Kolmogorov-Smirnov test, etc.); moreover, these methods often apply under specific assumptions on models (e.g. models have to be nested in the likelihood ratio test). In the Bayesian context, among the criteria for explanation, the ratio of the observed marginal densities for two competing models, named Bayes Factor (BF), is commonly used for both model choice and model averaging (Kass and Raftery, J. Am. Stat. Ass., 1995). But BF does not apply to improper priors and, even when the prior is proper, it is not robust to the specification of the prior. These limitations can be extended to two famous penalized likelihood methods as the Akaike Information Criterion (AIC) and the Bayesian Information Criterion (BIC), since they are proved to be approximations of -2log BF . In the perspective that a model is as good as its predictions, the predictive information criteria aim at evaluating the predictive accuracy of Bayesian models or, in other words, at estimating expected out-of-sample prediction error using a bias-correction adjustment of within-sample error (Gelman et al., Stat. Comput., 2014). In particular, the Watanabe criterion is fully Bayesian because it averages the predictive distribution over the posterior distribution of parameters rather than conditioning on a point estimate, but it is hardly applicable to data which are not independent given parameters (Watanabe, J. Mach. Learn. Res., 2010). A solution is given by Ando and Tsay criterion where the joint density may be decomposed into the product of the conditional densities (Ando and Tsay, Int. J. Forecast., 2010). The above mentioned criteria are global summary measures of model performance, but more detailed analysis could be required to discover the reasons for poor global performance. In this latter case, a retrospective predictive analysis is performed on each individual observation. In this study we performed the Bayesian analysis of Italian data sets by four versions of a long-term hazard model known as the stress release model (Vere-Jones, J. Physics Earth, 1978; Bebbington and Harte, Geophys. J. Int., 2003; Varini and Rotondi, Environ. Ecol. Stat., 2015). Then we illustrate the results on their performance evaluated by Bayes Factor, predictive information criteria and retrospective predictive analysis.

Siting Background Towers to Characterize Incoming Air for Urban Greenhouse Gas Estimation: A Case Study in the Washington, DC/Baltimore Area

NASA Astrophysics Data System (ADS)

Mueller, K.; Yadav, V.; Lopez-Coto, I.; Karion, A.; Gourdji, S.; Martin, C.; Whetstone, J.

2018-03-01

There is increased interest in understanding urban greenhouse gas (GHG) emissions. To accurately estimate city emissions, the influence of extraurban fluxes must first be removed from urban greenhouse gas (GHG) observations. This is especially true for regions, such as the U.S. Northeastern Corridor-Baltimore/Washington, DC (NEC-B/W), downwind of large fluxes. To help site background towers for the NEC-B/W, we use a coupled Bayesian Information Criteria and geostatistical regression approach to help site four background locations that best explain CO2 variability due to extraurban fluxes modeled at 12 urban towers. The synthetic experiment uses an atmospheric transport and dispersion model coupled with two different flux inventories to create modeled observations and evaluate 15 candidate towers located along the urban domain for February and July 2013. The analysis shows that the average ratios of extraurban inflow to total modeled enhancements at urban towers are 21% to 36% in February and 31% to 43% in July. In July, the incoming air dominates the total variability of synthetic enhancements at the urban towers (R2 = 0.58). Modeled observations from the selected background towers generally capture the variability in the synthetic CO2 enhancements at urban towers (R2 = 0.75, root-mean-square error (RMSE) = 3.64 ppm; R2 = 0.43, RMSE = 4.96 ppm for February and July). However, errors associated with representing background air can be up to 10 ppm for any given observation even with an optimal background tower configuration. More sophisticated methods may be necessary to represent background air to accurately estimate urban GHG emissions.

Impact of Uncertainties in Exposure Assessment on Thyroid Cancer Risk among Persons in Belarus Exposed as Children or Adolescents Due to the Chernobyl Accident.

PubMed

Little, Mark P; Kwon, Deukwoo; Zablotska, Lydia B; Brenner, Alina V; Cahoon, Elizabeth K; Rozhko, Alexander V; Polyanskaya, Olga N; Minenko, Victor F; Golovanov, Ivan; Bouville, André; Drozdovitch, Vladimir

2015-01-01

The excess incidence of thyroid cancer in Ukraine and Belarus observed a few years after the Chernobyl accident is considered to be largely the result of 131I released from the reactor. Although the Belarus thyroid cancer prevalence data has been previously analyzed, no account was taken of dose measurement error. We examined dose-response patterns in a thyroid screening prevalence cohort of 11,732 persons aged under 18 at the time of the accident, diagnosed during 1996-2004, who had direct thyroid 131I activity measurement, and were resident in the most radio-actively contaminated regions of Belarus. Three methods of dose-error correction (regression calibration, Monte Carlo maximum likelihood, Bayesian Markov Chain Monte Carlo) were applied. There was a statistically significant (p<0.001) increasing dose-response for prevalent thyroid cancer, irrespective of regression-adjustment method used. Without adjustment for dose errors the excess odds ratio was 1.51 Gy- (95% CI 0.53, 3.86), which was reduced by 13% when regression-calibration adjustment was used, 1.31 Gy- (95% CI 0.47, 3.31). A Monte Carlo maximum likelihood method yielded an excess odds ratio of 1.48 Gy- (95% CI 0.53, 3.87), about 2% lower than the unadjusted analysis. The Bayesian method yielded a maximum posterior excess odds ratio of 1.16 Gy- (95% BCI 0.20, 4.32), 23% lower than the unadjusted analysis. There were borderline significant (p = 0.053-0.078) indications of downward curvature in the dose response, depending on the adjustment methods used. There were also borderline significant (p = 0.102) modifying effects of gender on the radiation dose trend, but no significant modifying effects of age at time of accident, or age at screening as modifiers of dose response (p>0.2). In summary, the relatively small contribution of unshared classical dose error in the current study results in comparatively modest effects on the regression parameters.

[Effect of stock abundance and environmental factors on the recruitment success of small yellow croaker in the East China Sea].

PubMed

Liu, Zun-lei; Yuan, Xing-wei; Yang, Lin-lin; Yan, Li-ping; Zhang, Hui; Cheng, Jia-hua

2015-02-01

Multiple hypotheses are available to explain recruitment rate. Model selection methods can be used to identify the best model that supports a particular hypothesis. However, using a single model for estimating recruitment success is often inadequate for overexploited population because of high model uncertainty. In this study, stock-recruitment data of small yellow croaker in the East China Sea collected from fishery dependent and independent surveys between 1992 and 2012 were used to examine density-dependent effects on recruitment success. Model selection methods based on frequentist (AIC, maximum adjusted R2 and P-values) and Bayesian (Bayesian model averaging, BMA) methods were applied to identify the relationship between recruitment and environment conditions. Interannual variability of the East China Sea environment was indicated by sea surface temperature ( SST) , meridional wind stress (MWS), zonal wind stress (ZWS), sea surface pressure (SPP) and runoff of Changjiang River ( RCR). Mean absolute error, mean squared predictive error and continuous ranked probability score were calculated to evaluate the predictive performance of recruitment success. The results showed that models structures were not consistent based on three kinds of model selection methods, predictive variables of models were spawning abundance and MWS by AIC, spawning abundance by P-values, spawning abundance, MWS and RCR by maximum adjusted R2. The recruitment success decreased linearly with stock abundance (P < 0.01), suggesting overcompensation effect in the recruitment success might be due to cannibalism or food competition. Meridional wind intensity showed marginally significant and positive effects on the recruitment success (P = 0.06), while runoff of Changjiang River showed a marginally negative effect (P = 0.07). Based on mean absolute error and continuous ranked probability score, predictive error associated with models obtained from BMA was the smallest amongst different approaches, while that from models selected based on the P-value of the independent variables was the highest. However, mean squared predictive error from models selected based on the maximum adjusted R2 was highest. We found that BMA method could improve the prediction of recruitment success, derive more accurate prediction interval and quantitatively evaluate model uncertainty.

Improving Computational Efficiency of Prediction in Model-based Prognostics Using the Unscented Transform

DTIC Science & Technology

2010-10-01

bodies becomes greater as surface as- perities wear down (Hutchings, 1992). We characterize friction damage by a change in the friction coefficient...points are such a set, and satisfy an additional constraint in which the skew ( third moment) is minimized, which reduces the average error for a...On sequential Monte Carlo sampling methods for Bayesian filtering. Statistics and Computing, 10, 197–208. Hutchings, I. M. (1992). Tribology : friction

A Monte-Carlo Bayesian framework for urban rainfall error modelling

NASA Astrophysics Data System (ADS)

Ochoa Rodriguez, Susana; Wang, Li-Pen; Willems, Patrick; Onof, Christian

2016-04-01

Rainfall estimates of the highest possible accuracy and resolution are required for urban hydrological applications, given the small size and fast response which characterise urban catchments. While significant progress has been made in recent years towards meeting rainfall input requirements for urban hydrology -including increasing use of high spatial resolution radar rainfall estimates in combination with point rain gauge records- rainfall estimates will never be perfect and the true rainfall field is, by definition, unknown [1]. Quantifying the residual errors in rainfall estimates is crucial in order to understand their reliability, as well as the impact that their uncertainty may have in subsequent runoff estimates. The quantification of errors in rainfall estimates has been an active topic of research for decades. However, existing rainfall error models have several shortcomings, including the fact that they are limited to describing errors associated to a single data source (i.e. errors associated to rain gauge measurements or radar QPEs alone) and to a single representative error source (e.g. radar-rain gauge differences, spatial temporal resolution). Moreover, rainfall error models have been mostly developed for and tested at large scales. Studies at urban scales are mostly limited to analyses of propagation of errors in rain gauge records-only through urban drainage models and to tests of model sensitivity to uncertainty arising from unmeasured rainfall variability. Only few radar rainfall error models -originally developed for large scales- have been tested at urban scales [2] and have been shown to fail to well capture small-scale storm dynamics, including storm peaks, which are of utmost important for urban runoff simulations. In this work a Monte-Carlo Bayesian framework for rainfall error modelling at urban scales is introduced, which explicitly accounts for relevant errors (arising from insufficient accuracy and/or resolution) in multiple data sources (in this case radar and rain gauge estimates typically available at present), while at the same time enabling dynamic combination of these data sources (thus not only quantifying uncertainty, but also reducing it). This model generates an ensemble of merged rainfall estimates, which can then be used as input to urban drainage models in order to examine how uncertainties in rainfall estimates propagate to urban runoff estimates. The proposed model is tested using as case study a detailed rainfall and flow dataset, and a carefully verified urban drainage model of a small (~9 km2) pilot catchment in North-East London. The model has shown to well characterise residual errors in rainfall data at urban scales (which remain after the merging), leading to improved runoff estimates. In fact, the majority of measured flow peaks are bounded within the uncertainty area produced by the runoff ensembles generated with the ensemble rainfall inputs. REFERENCES: [1] Ciach, G. J. & Krajewski, W. F. (1999). On the estimation of radar rainfall error variance. Advances in Water Resources, 22 (6), 585-595. [2] Rico-Ramirez, M. A., Liguori, S. & Schellart, A. N. A. (2015). Quantifying radar-rainfall uncertainties in urban drainage flow modelling. Journal of Hydrology, 528, 17-28.

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.

Real-time Bayesian anomaly detection in streaming environmental data

NASA Astrophysics Data System (ADS)

Hill, David J.; Minsker, Barbara S.; Amir, Eyal

2009-04-01

With large volumes of data arriving in near real time from environmental sensors, there is a need for automated detection of anomalous data caused by sensor or transmission errors or by infrequent system behaviors. This study develops and evaluates three automated anomaly detection methods using dynamic Bayesian networks (DBNs), which perform fast, incremental evaluation of data as they become available, scale to large quantities of data, and require no a priori information regarding process variables or types of anomalies that may be encountered. This study investigates these methods' abilities to identify anomalies in eight meteorological data streams from Corpus Christi, Texas. The results indicate that DBN-based detectors, using either robust Kalman filtering or Rao-Blackwellized particle filtering, outperform a DBN-based detector using Kalman filtering, with the former having false positive/negative rates of less than 2%. These methods were successful at identifying data anomalies caused by two real events: a sensor failure and a large storm.

Goal-oriented Site Characterization in Hydrogeological Applications: An Overview

NASA Astrophysics Data System (ADS)

Nowak, W.; de Barros, F.; Rubin, Y.

2011-12-01

In this study, we address the importance of goal-oriented site characterization. Given the multiple sources of uncertainty in hydrogeological applications, information needs of modeling, prediction and decision support should be satisfied with efficient and rational field campaigns. In this work, we provide an overview of an optimal sampling design framework based on Bayesian decision theory, statistical parameter inference and Bayesian model averaging. It optimizes the field sampling campaign around decisions on environmental performance metrics (e.g., risk, arrival times, etc.) while accounting for parametric and model uncertainty in the geostatistical characterization, in forcing terms, and measurement error. The appealing aspects of the framework lie on its goal-oriented character and that it is directly linked to the confidence in a specified decision. We illustrate how these concepts could be applied in a human health risk problem where uncertainty from both hydrogeological and health parameters are accounted.

Inertia and Decision Making.

PubMed

Alós-Ferrer, Carlos; Hügelschäfer, Sabine; Li, Jiahui

2016-01-01

Decision inertia is the tendency to repeat previous choices independently of the outcome, which can give rise to perseveration in suboptimal choices. We investigate this tendency in probability-updating tasks. Study 1 shows that, whenever decision inertia conflicts with normatively optimal behavior (Bayesian updating), error rates are larger and decisions are slower. This is consistent with a dual-process view of decision inertia as an automatic process conflicting with a more rational, controlled one. We find evidence of decision inertia in both required and autonomous decisions, but the effect of inertia is more clear in the latter. Study 2 considers more complex decision situations where further conflict arises due to reinforcement processes. We find the same effects of decision inertia when reinforcement is aligned with Bayesian updating, but if the two latter processes conflict, the effects are limited to autonomous choices. Additionally, both studies show that the tendency to rely on decision inertia is positively associated with preference for consistency.

Inertia and Decision Making

PubMed Central

Alós-Ferrer, Carlos; Hügelschäfer, Sabine; Li, Jiahui

2016-01-01

Decision inertia is the tendency to repeat previous choices independently of the outcome, which can give rise to perseveration in suboptimal choices. We investigate this tendency in probability-updating tasks. Study 1 shows that, whenever decision inertia conflicts with normatively optimal behavior (Bayesian updating), error rates are larger and decisions are slower. This is consistent with a dual-process view of decision inertia as an automatic process conflicting with a more rational, controlled one. We find evidence of decision inertia in both required and autonomous decisions, but the effect of inertia is more clear in the latter. Study 2 considers more complex decision situations where further conflict arises due to reinforcement processes. We find the same effects of decision inertia when reinforcement is aligned with Bayesian updating, but if the two latter processes conflict, the effects are limited to autonomous choices. Additionally, both studies show that the tendency to rely on decision inertia is positively associated with preference for consistency. PMID:26909061

Bayesian nonparametric dictionary learning for compressed sensing MRI.

PubMed

Huang, Yue; Paisley, John; Lin, Qin; Ding, Xinghao; Fu, Xueyang; Zhang, Xiao-Ping

2014-12-01

We develop a Bayesian nonparametric model for reconstructing magnetic resonance images (MRIs) from highly undersampled k -space data. We perform dictionary learning as part of the image reconstruction process. To this end, we use the beta process as a nonparametric dictionary learning prior for representing an image patch as a sparse combination of dictionary elements. The size of the dictionary and patch-specific sparsity pattern are inferred from the data, in addition to other dictionary learning variables. Dictionary learning is performed directly on the compressed image, and so is tailored to the MRI being considered. In addition, we investigate a total variation penalty term in combination with the dictionary learning model, and show how the denoising property of dictionary learning removes dependence on regularization parameters in the noisy setting. We derive a stochastic optimization algorithm based on Markov chain Monte Carlo for the Bayesian model, and use the alternating direction method of multipliers for efficiently performing total variation minimization. We present empirical results on several MRI, which show that the proposed regularization framework can improve reconstruction accuracy over other methods.

Bayesian survival analysis in clinical trials: What methods are used in practice?

PubMed

Brard, Caroline; Le Teuff, Gwénaël; Le Deley, Marie-Cécile; Hampson, Lisa V

2017-02-01

Background Bayesian statistics are an appealing alternative to the traditional frequentist approach to designing, analysing, and reporting of clinical trials, especially in rare diseases. Time-to-event endpoints are widely used in many medical fields. There are additional complexities to designing Bayesian survival trials which arise from the need to specify a model for the survival distribution. The objective of this article was to critically review the use and reporting of Bayesian methods in survival trials. Methods A systematic review of clinical trials using Bayesian survival analyses was performed through PubMed and Web of Science databases. This was complemented by a full text search of the online repositories of pre-selected journals. Cost-effectiveness, dose-finding studies, meta-analyses, and methodological papers using clinical trials were excluded. Results In total, 28 articles met the inclusion criteria, 25 were original reports of clinical trials and 3 were re-analyses of a clinical trial. Most trials were in oncology (n = 25), were randomised controlled (n = 21) phase III trials (n = 13), and half considered a rare disease (n = 13). Bayesian approaches were used for monitoring in 14 trials and for the final analysis only in 14 trials. In the latter case, Bayesian survival analyses were used for the primary analysis in four cases, for the secondary analysis in seven cases, and for the trial re-analysis in three cases. Overall, 12 articles reported fitting Bayesian regression models (semi-parametric, n = 3; parametric, n = 9). Prior distributions were often incompletely reported: 20 articles did not define the prior distribution used for the parameter of interest. Over half of the trials used only non-informative priors for monitoring and the final analysis (n = 12) when it was specified. Indeed, no articles fitting Bayesian regression models placed informative priors on the parameter of interest. The prior for the treatment effect was based on historical data in only four trials. Decision rules were pre-defined in eight cases when trials used Bayesian monitoring, and in only one case when trials adopted a Bayesian approach to the final analysis. Conclusion Few trials implemented a Bayesian survival analysis and few incorporated external data into priors. There is scope to improve the quality of reporting of Bayesian methods in survival trials. Extension of the Consolidated Standards of Reporting Trials statement for reporting Bayesian clinical trials is recommended.

A Bayesian sequential design with adaptive randomization for 2-sided hypothesis test.

PubMed

Yu, Qingzhao; Zhu, Lin; Zhu, Han

2017-11-01

Bayesian sequential and adaptive randomization designs are gaining popularity in clinical trials thanks to their potentials to reduce the number of required participants and save resources. We propose a Bayesian sequential design with adaptive randomization rates so as to more efficiently attribute newly recruited patients to different treatment arms. In this paper, we consider 2-arm clinical trials. Patients are allocated to the 2 arms with a randomization rate to achieve minimum variance for the test statistic. Algorithms are presented to calculate the optimal randomization rate, critical values, and power for the proposed design. Sensitivity analysis is implemented to check the influence on design by changing the prior distributions. Simulation studies are applied to compare the proposed method and traditional methods in terms of power and actual sample sizes. Simulations show that, when total sample size is fixed, the proposed design can obtain greater power and/or cost smaller actual sample size than the traditional Bayesian sequential design. Finally, we apply the proposed method to a real data set and compare the results with the Bayesian sequential design without adaptive randomization in terms of sample sizes. The proposed method can further reduce required sample size. Copyright © 2017 John Wiley & Sons, Ltd.

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.

Analyzing Genome-Wide Association Studies with an FDR Controlling Modification of the Bayesian Information Criterion

PubMed Central

Dolejsi, Erich; Bodenstorfer, Bernhard; Frommlet, Florian

2014-01-01

The prevailing method of analyzing GWAS data is still to test each marker individually, although from a statistical point of view it is quite obvious that in case of complex traits such single marker tests are not ideal. Recently several model selection approaches for GWAS have been suggested, most of them based on LASSO-type procedures. Here we will discuss an alternative model selection approach which is based on a modification of the Bayesian Information Criterion (mBIC2) which was previously shown to have certain asymptotic optimality properties in terms of minimizing the misclassification error. Heuristic search strategies are introduced which attempt to find the model which minimizes mBIC2, and which are efficient enough to allow the analysis of GWAS data. Our approach is implemented in a software package called MOSGWA. Its performance in case control GWAS is compared with the two algorithms HLASSO and d-GWASelect, as well as with single marker tests, where we performed a simulation study based on real SNP data from the POPRES sample. Our results show that MOSGWA performs slightly better than HLASSO, where specifically for more complex models MOSGWA is more powerful with only a slight increase in Type I error. On the other hand according to our simulations GWASelect does not at all control the type I error when used to automatically determine the number of important SNPs. We also reanalyze the GWAS data from the Wellcome Trust Case-Control Consortium and compare the findings of the different procedures, where MOSGWA detects for complex diseases a number of interesting SNPs which are not found by other methods. PMID:25061809

A Bayesian estimation of the helioseismic solar age

NASA Astrophysics Data System (ADS)

Bonanno, A.; Fröhlich, H.-E.

2015-08-01

Context. The helioseismic determination of the solar age has been a subject of several studies because it provides us with an independent estimation of the age of the solar system. Aims: We present the Bayesian estimates of the helioseismic age of the Sun, which are determined by means of calibrated solar models that employ different equations of state and nuclear reaction rates. Methods: We use 17 frequency separation ratios r02(n) = (νn,l = 0-νn-1,l = 2)/(νn,l = 1-νn-1,l = 1) from 8640 days of low-ℓBiSON frequencies and consider three likelihood functions that depend on the handling of the errors of these r02(n) ratios. Moreover, we employ the 2010 CODATA recommended values for Newton's constant, solar mass, and radius to calibrate a large grid of solar models spanning a conceivable range of solar ages. Results: It is shown that the most constrained posterior distribution of the solar age for models employing Irwin EOS with NACRE reaction rates leads to t⊙ = 4.587 ± 0.007 Gyr, while models employing the Irwin EOS and Adelberger, et al. (2011, Rev. Mod. Phys., 83, 195) reaction rate have t⊙ = 4.569 ± 0.006 Gyr. Implementing OPAL EOS in the solar models results in reduced evidence ratios (Bayes factors) and leads to an age that is not consistent with the meteoritic dating of the solar system. Conclusions: An estimate of the solar age that relies on an helioseismic age indicator such as r02(n) turns out to be essentially independent of the type of likelihood function. However, with respect to model selection, abandoning any information concerning the errors of the r02(n) ratios leads to inconclusive results, and this stresses the importance of evaluating the trustworthiness of error estimates.

Contrast enhancement in EIT imaging of the brain.

PubMed

Nissinen, A; Kaipio, J P; Vauhkonen, M; Kolehmainen, V

2016-01-01

We consider electrical impedance tomography (EIT) imaging of the brain. The brain is surrounded by the poorly conducting skull which has low conductivity compared to the brain. The skull layer causes a partial shielding effect which leads to weak sensitivity for the imaging of the brain tissue. In this paper we propose an approach based on the Bayesian approximation error approach, to enhance the contrast in brain imaging. With this approach, both the (uninteresting) geometry and the conductivity of the skull are embedded in the approximation error statistics, which leads to a computationally efficient algorithm that is able to detect features such as internal haemorrhage with significantly increased sensitivity and specificity. We evaluate the approach with simulations and phantom data.

[Bayesian geostatistical prediction of soil organic carbon contents of solonchak soils in nor-thern Tarim Basin, Xinjiang, China.

PubMed

Wu, Wei Mo; Wang, Jia Qiang; Cao, Qi; Wu, Jia Ping

2017-02-01

Accurate prediction of soil organic carbon (SOC) distribution is crucial for soil resources utilization and conservation, climate change adaptation, and ecosystem health. In this study, we selected a 1300 m×1700 m solonchak sampling area in northern Tarim Basin, Xinjiang, China, and collected a total of 144 soil samples (5-10 cm). The objectives of this study were to build a Baye-sian geostatistical model to predict SOC content, and to assess the performance of the Bayesian model for the prediction of SOC content by comparing with other three geostatistical approaches [ordinary kriging (OK), sequential Gaussian simulation (SGS), and inverse distance weighting (IDW)]. In the study area, soil organic carbon contents ranged from 1.59 to 9.30 g·kg -1 with a mean of 4.36 g·kg -1 and a standard deviation of 1.62 g·kg -1 . Sample semivariogram was best fitted by an exponential model with the ratio of nugget to sill being 0.57. By using the Bayesian geostatistical approach, we generated the SOC content map, and obtained the prediction variance, upper 95% and lower 95% of SOC contents, which were then used to evaluate the prediction uncertainty. Bayesian geostatistical approach performed better than that of the OK, SGS and IDW, demonstrating the advantages of Bayesian approach in SOC prediction.

Linear models for airborne-laser-scanning-based operational forest inventory with small field sample size and highly correlated LiDAR data

USGS Publications Warehouse

Junttila, Virpi; Kauranne, Tuomo; Finley, Andrew O.; Bradford, John B.

2015-01-01

Modern operational forest inventory often uses remotely sensed data that cover the whole inventory area to produce spatially explicit estimates of forest properties through statistical models. The data obtained by airborne light detection and ranging (LiDAR) correlate well with many forest inventory variables, such as the tree height, the timber volume, and the biomass. To construct an accurate model over thousands of hectares, LiDAR data must be supplemented with several hundred field sample measurements of forest inventory variables. This can be costly and time consuming. Different LiDAR-data-based and spatial-data-based sampling designs can reduce the number of field sample plots needed. However, problems arising from the features of the LiDAR data, such as a large number of predictors compared with the sample size (overfitting) or a strong correlation among predictors (multicollinearity), may decrease the accuracy and precision of the estimates and predictions. To overcome these problems, a Bayesian linear model with the singular value decomposition of predictors, combined with regularization, is proposed. The model performance in predicting different forest inventory variables is verified in ten inventory areas from two continents, where the number of field sample plots is reduced using different sampling designs. The results show that, with an appropriate field plot selection strategy and the proposed linear model, the total relative error of the predicted forest inventory variables is only 5%–15% larger using 50 field sample plots than the error of a linear model estimated with several hundred field sample plots when we sum up the error due to both the model noise variance and the model’s lack of fit.

Bayesian Network Structure Learning for Urban Land Use Classification from Landsat ETM+ and Ancillary Data

NASA Astrophysics Data System (ADS)

Park, M.; Stenstrom, M. K.

2004-12-01

Recognizing urban information from the satellite imagery is problematic due to the diverse features and dynamic changes of urban landuse. The use of Landsat imagery for urban land use classification involves inherent uncertainty due to its spatial resolution and the low separability among land uses. To resolve the uncertainty problem, we investigated the performance of Bayesian networks to classify urban land use since Bayesian networks provide a quantitative way of handling uncertainty and have been successfully used in many areas. In this study, we developed the optimized networks for urban land use classification from Landsat ETM+ images of Marina del Rey area based on USGS land cover/use classification level III. The networks started from a tree structure based on mutual information between variables and added the links to improve accuracy. This methodology offers several advantages: (1) The network structure shows the dependency relationships between variables. The class node value can be predicted even with particular band information missing due to sensor system error. The missing information can be inferred from other dependent bands. (2) The network structure provides information of variables that are important for the classification, which is not available from conventional classification methods such as neural networks and maximum likelihood classification. In our case, for example, bands 1, 5 and 6 are the most important inputs in determining the land use of each pixel. (3) The networks can be reduced with those input variables important for classification. This minimizes the problem without considering all possible variables. We also examined the effect of incorporating ancillary data: geospatial information such as X and Y coordinate values of each pixel and DEM data, and vegetation indices such as NDVI and Tasseled Cap transformation. The results showed that the locational information improved overall accuracy (81%) and kappa coefficient (76%), and lowered the omission and commission errors compared with using only spectral data (accuracy 71%, kappa coefficient 62%). Incorporating DEM data did not significantly improve overall accuracy (74%) and kappa coefficient (66%) but lowered the omission and commission errors. Incorporating NDVI did not much improve the overall accuracy (72%) and k coefficient (65%). Including Tasseled Cap transformation reduced the accuracy (accuracy 70%, kappa 61%). Therefore, additional information from the DEM and vegetation indices was not useful as locational ancillary data.

The Scientific Method, Diagnostic Bayes, and How to Detect Epistemic Errors

NASA Astrophysics Data System (ADS)

Vrugt, J. A.

2015-12-01

In the past decades, Bayesian methods have found widespread application and use in environmental systems modeling. Bayes theorem states that the posterior probability, P(H|D) of a hypothesis, H is proportional to the product of the prior probability, P(H) of this hypothesis and the likelihood, L(H|hat{D}) of the same hypothesis given the new/incoming observations, \\hat {D}. In science and engineering, H often constitutes some numerical simulation model, D = F(x,.) which summarizes using algebraic, empirical, and differential equations, state variables and fluxes, all our theoretical and/or practical knowledge of the system of interest, and x are the d unknown parameters which are subject to inference using some data, \\hat {D} of the observed system response. The Bayesian approach is intimately related to the scientific method and uses an iterative cycle of hypothesis formulation (model), experimentation and data collection, and theory/hypothesis refinement to elucidate the rules that govern the natural world. Unfortunately, model refinement has proven to be very difficult in large part because of the poor diagnostic power of residual based likelihood functions tep{gupta2008}. This has inspired te{vrugt2013} to advocate the use of 'likelihood-free' inference using approximate Bayesian computation (ABC). This approach uses one or more summary statistics, S(\\hat {D}) of the original data, \\hat {D} designed ideally to be sensitive only to one particular process in the model. Any mismatch between the observed and simulated summary metrics is then easily linked to a specific model component. A recurrent issue with the application of ABC is self-sufficiency of the summary statistics. In theory, S(.) should contain as much information as the original data itself, yet complex systems rarely admit sufficient statistics. In this article, we propose to combine the ideas of ABC and regular Bayesian inference to guarantee that no information is lost in diagnostic model evaluation. This hybrid approach, coined diagnostic Bayes, uses the summary metrics as prior distribution and original data in the likelihood function, or P(x|\\hat {D}) ∝ P(x|S(\\hat {D})) L(x|\\hat {D}). A case study illustrates the ability of the proposed methodology to diagnose epistemic errors and provide guidance on model refinement.

Bayesian regression models outperform partial least squares methods for predicting milk components and technological properties using infrared spectral data

PubMed Central

Ferragina, A.; de los Campos, G.; Vazquez, A. I.; Cecchinato, A.; Bittante, G.

2017-01-01

The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict “difficult-to-predict” dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm−1 were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (http://cran.r-project.org/web/packages/BGLR/index.html), whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from calibration to external validation methods, and in moving from PLS and MPLS to Bayesian methods, particularly Bayes A and Bayes B. The maximum R2 value of validation was obtained with Bayes B and Bayes A. For the FA, C10:0 (% of each FA on total FA basis) had the highest R2 (0.75, achieved with Bayes A and Bayes B), and among the technological traits, fresh cheese yield R2 of 0.82 (achieved with Bayes B). These 2 methods have proven to be useful instruments in shrinking and selecting very informative wavelengths and inferring the structure and functions of the analyzed traits. We conclude that Bayesian models are powerful tools for deriving calibration equations, and, importantly, these equations can be easily developed using existing open-source software. As part of our study, we provide scripts based on the open source R software BGLR, which can be used to train customized prediction equations for other traits or populations. PMID:26387015

Heritability of lenticular myopia in English Springer spaniels.

PubMed

Kubai, Melissa A; Labelle, Amber L; Hamor, Ralph E; Mutti, Donald O; Famula, Thomas R; Murphy, Christopher J

2013-11-08

We determined whether naturally-occurring lenticular myopia in English Springer spaniels (ESS) has a genetic component. Streak retinoscopy was performed on 226 related ESS 30 minutes after the onset of pharmacologic mydriasis and cycloplegia. A pedigree was constructed to determine relationships between affected offspring and parents. Estimation of heritability was done in a Bayesian analysis (facilitated by the MCMCglmm package of R) of refractive error in a model, including terms for sex and coat color. Myopia was defined as ≤-0.5 diopters (D) spherical equivalent. The median refractive error for ESS was 0.25 D (range, -3.5 to +4.5 D). Median age was 0.2 years (range, 0.1-15 years). The prevalence of myopia in related ESS was 19% (42/226). The ESS had a strong correlation (r = 0.95) for refractive error between the two eyes. Moderate heritability was present for refractive error with a mean value of 0.29 (95% highest probability density, 0.07-0.50). The distribution of refractive error, and subsequently lenticular myopia, has a moderate genetic component in ESS. Further investigation of genes responsible for regulation of the development of refractive ocular components in canines is warranted.

Probabilistic parameter estimation in a 2-step chemical kinetics model for n-dodecane jet autoignition

NASA Astrophysics Data System (ADS)

Hakim, Layal; Lacaze, Guilhem; Khalil, Mohammad; Sargsyan, Khachik; Najm, Habib; Oefelein, Joseph

2018-05-01

This paper demonstrates the development of a simple chemical kinetics model designed for autoignition of n-dodecane in air using Bayesian inference with a model-error representation. The model error, i.e. intrinsic discrepancy from a high-fidelity benchmark model, is represented by allowing additional variability in selected parameters. Subsequently, we quantify predictive uncertainties in the results of autoignition simulations of homogeneous reactors at realistic diesel engine conditions. We demonstrate that these predictive error bars capture model error as well. The uncertainty propagation is performed using non-intrusive spectral projection that can also be used in principle with larger scale computations, such as large eddy simulation. While the present calibration is performed to match a skeletal mechanism, it can be done with equal success using experimental data only (e.g. shock-tube measurements). Since our method captures the error associated with structural model simplifications, we believe that the optimised model could then lead to better qualified predictions of autoignition delay time in high-fidelity large eddy simulations than the existing detailed mechanisms. This methodology provides a way to reduce the cost of reaction kinetics in simulations systematically, while quantifying the accuracy of predictions of important target quantities.

Quantifying Carbon Flux Estimation Errors

NASA Astrophysics Data System (ADS)

Wesloh, D.

2017-12-01

Atmospheric Bayesian inversions have been used to estimate surface carbon dioxide (CO2) fluxes from global to sub-continental scales using atmospheric mixing ratio measurements. These inversions use an atmospheric transport model, coupled to a set of fluxes, in order to simulate mixing ratios that can then be compared to the observations. The comparison is then used to update the fluxes to better match the observations in a manner consistent with the uncertainties prescribed for each. However, inversion studies disagree with each other at continental scales, prompting further investigations to examine the causes of these differences. Inter-comparison studies have shown that the errors resulting from atmospheric transport inaccuracies are comparable to those from the errors in the prior fluxes. However, not as much effort has gone into studying the origins of the errors induced by errors in the transport as by errors in the prior distribution. This study uses a mesoscale transport model to evaluate the effects of representation errors in the observations and of incorrect descriptions of the transport. To obtain realizations of these errors, we performed an Observing System Simulation Experiments (OSSEs), with the transport model used for the inversion operating at two resolutions, one typical of a global inversion and the other of a mesoscale, and with various prior flux distributions to. Transport error covariances are inferred from an ensemble of perturbed mesoscale simulations while flux error covariances are computed using prescribed distributions and magnitudes. We examine how these errors can be diagnosed in the inversion process using aircraft, ground-based, and satellite observations of meteorological variables and CO2.

Bayesian parameter estimation of a k-ε model for accurate jet-in-crossflow simulations

DOE PAGES

Ray, Jaideep; Lefantzi, Sophia; Arunajatesan, Srinivasan; ...

2016-05-31

Reynolds-averaged Navier–Stokes models are not very accurate for high-Reynolds-number compressible jet-in-crossflow interactions. The inaccuracy arises from the use of inappropriate model parameters and model-form errors in the Reynolds-averaged Navier–Stokes model. In this study, the hypothesis is pursued that Reynolds-averaged Navier–Stokes predictions can be significantly improved by using parameters inferred from experimental measurements of a supersonic jet interacting with a transonic crossflow.

Iowa radon leukaemia study: a hierarchical population risk model for spatially correlated exposure measured with error.

PubMed

Smith, Brian J; Zhang, Lixun; Field, R William

2007-11-10

This paper presents a Bayesian model that allows for the joint prediction of county-average radon levels and estimation of the associated leukaemia risk. The methods are motivated by radon data from an epidemiologic study of residential radon in Iowa that include 2726 outdoor and indoor measurements. Prediction of county-average radon is based on a geostatistical model for the radon data which assumes an underlying continuous spatial process. In the radon model, we account for uncertainties due to incomplete spatial coverage, spatial variability, characteristic differences between homes, and detector measurement error. The predicted radon averages are, in turn, included as a covariate in Poisson models for incident cases of acute lymphocytic (ALL), acute myelogenous (AML), chronic lymphocytic (CLL), and chronic myelogenous (CML) leukaemias reported to the Iowa cancer registry from 1973 to 2002. Since radon and leukaemia risk are modelled simultaneously in our approach, the resulting risk estimates accurately reflect uncertainties in the predicted radon exposure covariate. Posterior mean (95 per cent Bayesian credible interval) estimates of the relative risk associated with a 1 pCi/L increase in radon for ALL, AML, CLL, and CML are 0.91 (0.78-1.03), 1.01 (0.92-1.12), 1.06 (0.96-1.16), and 1.12 (0.98-1.27), respectively. Copyright 2007 John Wiley & Sons, Ltd.

The moving-window Bayesian Maximum Entropy framework: Estimation of PM2.5 yearly average concentration across the contiguous United States

PubMed Central

Akita, Yasuyuki; Chen, Jiu-Chiuan; Serre, Marc L.

2013-01-01

Geostatistical methods are widely used in estimating long-term exposures for air pollution epidemiological studies, despite their limited capabilities to handle spatial non-stationarity over large geographic domains and uncertainty associated with missing monitoring data. We developed a moving-window (MW) Bayesian Maximum Entropy (BME) method and applied this framework to estimate fine particulate matter (PM2.5) yearly average concentrations over the contiguous U.S. The MW approach accounts for the spatial non-stationarity, while the BME method rigorously processes the uncertainty associated with data missingnees in the air monitoring system. In the cross-validation analyses conducted on a set of randomly selected complete PM2.5 data in 2003 and on simulated data with different degrees of missing data, we demonstrate that the MW approach alone leads to at least 17.8% reduction in mean square error (MSE) in estimating the yearly PM2.5. Moreover, the MWBME method further reduces the MSE by 8.4% to 43.7% with the proportion of incomplete data increased from 18.3% to 82.0%. The MWBME approach leads to significant reductions in estimation error and thus is recommended for epidemiological studies investigating the effect of long-term exposure to PM2.5 across large geographical domains with expected spatial non-stationarity. PMID:22739679

Classification of mislabelled microarrays using robust sparse logistic regression.

PubMed

Bootkrajang, Jakramate; Kabán, Ata

2013-04-01

Previous studies reported that labelling errors are not uncommon in microarray datasets. In such cases, the training set may become misleading, and the ability of classifiers to make reliable inferences from the data is compromised. Yet, few methods are currently available in the bioinformatics literature to deal with this problem. The few existing methods focus on data cleansing alone, without reference to classification, and their performance crucially depends on some tuning parameters. In this article, we develop a new method to detect mislabelled arrays simultaneously with learning a sparse logistic regression classifier. Our method may be seen as a label-noise robust extension of the well-known and successful Bayesian logistic regression classifier. To account for possible mislabelling, we formulate a label-flipping process as part of the classifier. The regularization parameter is automatically set using Bayesian regularization, which not only saves the computation time that cross-validation would take, but also eliminates any unwanted effects of label noise when setting the regularization parameter. Extensive experiments with both synthetic data and real microarray datasets demonstrate that our approach is able to counter the bad effects of labelling errors in terms of predictive performance, it is effective at identifying marker genes and simultaneously it detects mislabelled arrays to high accuracy. The code is available from http://cs.bham.ac.uk/∼jxb008. Supplementary data are available at Bioinformatics online.

Self-Associations Influence Task-Performance through Bayesian Inference

PubMed Central

Bengtsson, Sara L.; Penny, Will D.

2013-01-01

The way we think about ourselves impacts greatly on our behavior. This paper describes a behavioral study and a computational model that shed new light on this important area. Participants were primed “clever” and “stupid” using a scrambled sentence task, and we measured the effect on response time and error-rate on a rule-association task. First, we observed a confirmation bias effect in that associations to being “stupid” led to a gradual decrease in performance, whereas associations to being “clever” did not. Second, we observed that the activated self-concepts selectively modified attention toward one’s performance. There was an early to late double dissociation in RTs in that primed “clever” resulted in RT increase following error responses, whereas primed “stupid” resulted in RT increase following correct responses. We propose a computational model of subjects’ behavior based on the logic of the experimental task that involves two processes; memory for rules and the integration of rules with subsequent visual cues. The model incorporates an adaptive decision threshold based on Bayes rule, whereby decision thresholds are increased if integration was inferred to be faulty. Fitting the computational model to experimental data confirmed our hypothesis that priming affects the memory process. This model explains both the confirmation bias and double dissociation effects and demonstrates that Bayesian inferential principles can be used to study the effect of self-concepts on behavior. PMID:23966937

Probabilistic risk assessment for a loss of coolant accident in McMaster Nuclear Reactor and application of reliability physics model for modeling human reliability

NASA Astrophysics Data System (ADS)

Ha, Taesung

A probabilistic risk assessment (PRA) was conducted for a loss of coolant accident, (LOCA) in the McMaster Nuclear Reactor (MNR). A level 1 PRA was completed including event sequence modeling, system modeling, and quantification. To support the quantification of the accident sequence identified, data analysis using the Bayesian method and human reliability analysis (HRA) using the accident sequence evaluation procedure (ASEP) approach were performed. Since human performance in research reactors is significantly different from that in power reactors, a time-oriented HRA model (reliability physics model) was applied for the human error probability (HEP) estimation of the core relocation. This model is based on two competing random variables: phenomenological time and performance time. The response surface and direct Monte Carlo simulation with Latin Hypercube sampling were applied for estimating the phenomenological time, whereas the performance time was obtained from interviews with operators. An appropriate probability distribution for the phenomenological time was assigned by statistical goodness-of-fit tests. The human error probability (HEP) for the core relocation was estimated from these two competing quantities: phenomenological time and operators' performance time. The sensitivity of each probability distribution in human reliability estimation was investigated. In order to quantify the uncertainty in the predicted HEPs, a Bayesian approach was selected due to its capability of incorporating uncertainties in model itself and the parameters in that model. The HEP from the current time-oriented model was compared with that from the ASEP approach. Both results were used to evaluate the sensitivity of alternative huinan reliability modeling for the manual core relocation in the LOCA risk model. This exercise demonstrated the applicability of a reliability physics model supplemented with a. Bayesian approach for modeling human reliability and its potential usefulness of quantifying model uncertainty as sensitivity analysis in the PRA model.

Bayesian inversion of a CRN depth profile to infer Quaternary erosion of the northwestern Campine Plateau (NE Belgium)

NASA Astrophysics Data System (ADS)

Laloy, Eric; Beerten, Koen; Vanacker, Veerle; Christl, Marcus; Rogiers, Bart; Wouters, Laurent

2017-07-01

The rate at which low-lying sandy areas in temperate regions, such as the Campine Plateau (NE Belgium), have been eroding during the Quaternary is a matter of debate. Current knowledge on the average pace of landscape evolution in the Campine area is largely based on geological inferences and modern analogies. We performed a Bayesian inversion of an in situ-produced 10Be concentration depth profile to infer the average long-term erosion rate together with two other parameters: the surface exposure age and the inherited 10Be concentration. Compared to the latest advances in probabilistic inversion of cosmogenic radionuclide (CRN) data, our approach has the following two innovative components: it (1) uses Markov chain Monte Carlo (MCMC) sampling and (2) accounts (under certain assumptions) for the contribution of model errors to posterior uncertainty. To investigate to what extent our approach differs from the state of the art in practice, a comparison against the Bayesian inversion method implemented in the CRONUScalc program is made. Both approaches identify similar maximum a posteriori (MAP) parameter values, but posterior parameter and predictive uncertainty derived using the method taken in CRONUScalc is moderately underestimated. A simple way for producing more consistent uncertainty estimates with the CRONUScalc-like method in the presence of model errors is therefore suggested. Our inferred erosion rate of 39 ± 8. 9 mm kyr-1 (1σ) is relatively large in comparison with landforms that erode under comparable (paleo-)climates elsewhere in the world. We evaluate this value in the light of the erodibility of the substrate and sudden base level lowering during the Middle Pleistocene. A denser sampling scheme of a two-nuclide concentration depth profile would allow for better inferred erosion rate resolution, and including more uncertain parameters in the MCMC inversion.

Bayesian Model Selection under Time Constraints

NASA Astrophysics Data System (ADS)

Hoege, M.; Nowak, W.; Illman, W. A.

2017-12-01

Bayesian model selection (BMS) provides a consistent framework for rating and comparing models in multi-model inference. In cases where models of vastly different complexity compete with each other, we also face vastly different computational runtimes of such models. For instance, time series of a quantity of interest can be simulated by an autoregressive process model that takes even less than a second for one run, or by a partial differential equations-based model with runtimes up to several hours or even days. The classical BMS is based on a quantity called Bayesian model evidence (BME). It determines the model weights in the selection process and resembles a trade-off between bias of a model and its complexity. However, in practice, the runtime of models is another weight relevant factor for model selection. Hence, we believe that it should be included, leading to an overall trade-off problem between bias, variance and computing effort. We approach this triple trade-off from the viewpoint of our ability to generate realizations of the models under a given computational budget. One way to obtain BME values is through sampling-based integration techniques. We argue with the fact that more expensive models can be sampled much less under time constraints than faster models (in straight proportion to their runtime). The computed evidence in favor of a more expensive model is statistically less significant than the evidence computed in favor of a faster model, since sampling-based strategies are always subject to statistical sampling error. We present a straightforward way to include this misbalance into the model weights that are the basis for model selection. Our approach follows directly from the idea of insufficient significance. It is based on a computationally cheap bootstrapping error estimate of model evidence and is easy to implement. The approach is illustrated in a small synthetic modeling study.

Bayesian probabilistic approach for inverse source determination from limited and noisy chemical or biological sensor concentration measurements

NASA Astrophysics Data System (ADS)

Yee, Eugene

2007-04-01

Although a great deal of research effort has been focused on the forward prediction of the dispersion of contaminants (e.g., chemical and biological warfare agents) released into the turbulent atmosphere, much less work has been directed toward the inverse prediction of agent source location and strength from the measured concentration, even though the importance of this problem for a number of practical applications is obvious. In general, the inverse problem of source reconstruction is ill-posed and unsolvable without additional information. It is demonstrated that a Bayesian probabilistic inferential framework provides a natural and logically consistent method for source reconstruction from a limited number of noisy concentration data. In particular, the Bayesian approach permits one to incorporate prior knowledge about the source as well as additional information regarding both model and data errors. The latter enables a rigorous determination of the uncertainty in the inference of the source parameters (e.g., spatial location, emission rate, release time, etc.), hence extending the potential of the methodology as a tool for quantitative source reconstruction. A model (or, source-receptor relationship) that relates the source distribution to the concentration data measured by a number of sensors is formulated, and Bayesian probability theory is used to derive the posterior probability density function of the source parameters. A computationally efficient methodology for determination of the likelihood function for the problem, based on an adjoint representation of the source-receptor relationship, is described. Furthermore, we describe the application of efficient stochastic algorithms based on Markov chain Monte Carlo (MCMC) for sampling from the posterior distribution of the source parameters, the latter of which is required to undertake the Bayesian computation. The Bayesian inferential methodology for source reconstruction is validated against real dispersion data for two cases involving contaminant dispersion in highly disturbed flows over urban and complex environments where the idealizations of horizontal homogeneity and/or temporal stationarity in the flow cannot be applied to simplify the problem. Furthermore, the methodology is applied to the case of reconstruction of multiple sources.

Bayesian Redshift Classification of Emission-line Galaxies with Photometric Equivalent Widths

NASA Astrophysics Data System (ADS)

Leung, Andrew S.; Acquaviva, Viviana; Gawiser, Eric; Ciardullo, Robin; Komatsu, Eiichiro; Malz, A. I.; Zeimann, Gregory R.; Bridge, Joanna S.; Drory, Niv; Feldmeier, John J.; Finkelstein, Steven L.; Gebhardt, Karl; Gronwall, Caryl; Hagen, Alex; Hill, Gary J.; Schneider, Donald P.

2017-07-01

We present a Bayesian approach to the redshift classification of emission-line galaxies when only a single emission line is detected spectroscopically. We consider the case of surveys for high-redshift Lyα-emitting galaxies (LAEs), which have traditionally been classified via an inferred rest-frame equivalent width (EW {W}{Lyα }) greater than 20 Å. Our Bayesian method relies on known prior probabilities in measured emission-line luminosity functions and EW distributions for the galaxy populations, and returns the probability that an object in question is an LAE given the characteristics observed. This approach will be directly relevant for the Hobby-Eberly Telescope Dark Energy Experiment (HETDEX), which seeks to classify ˜106 emission-line galaxies into LAEs and low-redshift [{{O}} {{II}}] emitters. For a simulated HETDEX catalog with realistic measurement noise, our Bayesian method recovers 86% of LAEs missed by the traditional {W}{Lyα } > 20 Å cutoff over 2 < z < 3, outperforming the EW cut in both contamination and incompleteness. This is due to the method’s ability to trade off between the two types of binary classification error by adjusting the stringency of the probability requirement for classifying an observed object as an LAE. In our simulations of HETDEX, this method reduces the uncertainty in cosmological distance measurements by 14% with respect to the EW cut, equivalent to recovering 29% more cosmological information. Rather than using binary object labels, this method enables the use of classification probabilities in large-scale structure analyses. It can be applied to narrowband emission-line surveys as well as upcoming large spectroscopic surveys including Euclid and WFIRST.

Evidence cross-validation and Bayesian inference of MAST plasma equilibria

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

Nessi, G. T. von; Hole, M. J.; Svensson, J.

2012-01-15

In this paper, current profiles for plasma discharges on the mega-ampere spherical tokamak are directly calculated from pickup coil, flux loop, and motional-Stark effect observations via methods based in the statistical theory of Bayesian analysis. By representing toroidal plasma current as a series of axisymmetric current beams with rectangular cross-section and inferring the current for each one of these beams, flux-surface geometry and q-profiles are subsequently calculated by elementary application of Biot-Savart's law. The use of this plasma model in the context of Bayesian analysis was pioneered by Svensson and Werner on the joint-European tokamak [Svensson and Werner,Plasma Phys. Controlledmore » Fusion 50(8), 085002 (2008)]. In this framework, linear forward models are used to generate diagnostic predictions, and the probability distribution for the currents in the collection of plasma beams was subsequently calculated directly via application of Bayes' formula. In this work, we introduce a new diagnostic technique to identify and remove outlier observations associated with diagnostics falling out of calibration or suffering from an unidentified malfunction. These modifications enable a good agreement between Bayesian inference of the last-closed flux-surface with other corroborating data, such as that from force balance considerations using EFIT++[Appel et al., ''A unified approach to equilibrium reconstruction'' Proceedings of the 33rd EPS Conference on Plasma Physics (Rome, Italy, 2006)]. In addition, this analysis also yields errors on the plasma current profile and flux-surface geometry as well as directly predicting the Shafranov shift of the plasma core.« less

Analysis of statistical and standard algorithms for detecting muscle onset with surface electromyography.

PubMed

Tenan, Matthew S; Tweedell, Andrew J; Haynes, Courtney A

2017-01-01

The timing of muscle activity is a commonly applied analytic method to understand how the nervous system controls movement. This study systematically evaluates six classes of standard and statistical algorithms to determine muscle onset in both experimental surface electromyography (EMG) and simulated EMG with a known onset time. Eighteen participants had EMG collected from the biceps brachii and vastus lateralis while performing a biceps curl or knee extension, respectively. Three established methods and three statistical methods for EMG onset were evaluated. Linear envelope, Teager-Kaiser energy operator + linear envelope and sample entropy were the established methods evaluated while general time series mean/variance, sequential and batch processing of parametric and nonparametric tools, and Bayesian changepoint analysis were the statistical techniques used. Visual EMG onset (experimental data) and objective EMG onset (simulated data) were compared with algorithmic EMG onset via root mean square error and linear regression models for stepwise elimination of inferior algorithms. The top algorithms for both data types were analyzed for their mean agreement with the gold standard onset and evaluation of 95% confidence intervals. The top algorithms were all Bayesian changepoint analysis iterations where the parameter of the prior (p0) was zero. The best performing Bayesian algorithms were p0 = 0 and a posterior probability for onset determination at 60-90%. While existing algorithms performed reasonably, the Bayesian changepoint analysis methodology provides greater reliability and accuracy when determining the singular onset of EMG activity in a time series. Further research is needed to determine if this class of algorithms perform equally well when the time series has multiple bursts of muscle activity.

Bayesian selective response-adaptive design using the historical control.

PubMed

Kim, Mi-Ok; Harun, Nusrat; Liu, Chunyan; Khoury, Jane C; Broderick, Joseph P

2018-06-13

High quality historical control data, if incorporated, may reduce sample size, trial cost, and duration. A too optimistic use of the data, however, may result in bias under prior-data conflict. Motivated by well-publicized two-arm comparative trials in stroke, we propose a Bayesian design that both adaptively incorporates historical control data and selectively adapt the treatment allocation ratios within an ongoing trial responsively to the relative treatment effects. The proposed design differs from existing designs that borrow from historical controls. As opposed to reducing the number of subjects assigned to the control arm blindly, this design does so adaptively to the relative treatment effects only if evaluation of cumulated current trial data combined with the historical control suggests the superiority of the intervention arm. We used the effective historical sample size approach to quantify borrowed information on the control arm and modified the treatment allocation rules of the doubly adaptive biased coin design to incorporate the quantity. The modified allocation rules were then implemented under the Bayesian framework with commensurate priors addressing prior-data conflict. Trials were also more frequently concluded earlier in line with the underlying truth, reducing trial cost, and duration and yielded parameter estimates with smaller standard errors. © 2018 The Authors. Statistics in Medicine Published by John Wiley & Sons, Ltd.

Use of Principal Components Analysis and Kriging to Predict Groundwater-Sourced Rural Drinking Water Quality in Saskatchewan

PubMed Central

McLeod, Lianne; Bharadwaj, Lalita; Epp, Tasha; Waldner, Cheryl L.

2017-01-01

Groundwater drinking water supply surveillance data were accessed to summarize water quality delivered as public and private water supplies in southern Saskatchewan as part of an exposure assessment for epidemiologic analyses of associations between water quality and type 2 diabetes or cardiovascular disease. Arsenic in drinking water has been linked to a variety of chronic diseases and previous studies have identified multiple wells with arsenic above the drinking water standard of 0.01 mg/L; therefore, arsenic concentrations were of specific interest. Principal components analysis was applied to obtain principal component (PC) scores to summarize mixtures of correlated parameters identified as health standards and those identified as aesthetic objectives in the Saskatchewan Drinking Water Quality Standards and Objective. Ordinary, universal, and empirical Bayesian kriging were used to interpolate arsenic concentrations and PC scores in southern Saskatchewan, and the results were compared. Empirical Bayesian kriging performed best across all analyses, based on having the greatest number of variables for which the root mean square error was lowest. While all of the kriging methods appeared to underestimate high values of arsenic and PC scores, empirical Bayesian kriging was chosen to summarize large scale geographic trends in groundwater-sourced drinking water quality and assess exposure to mixtures of trace metals and ions. PMID:28914824

Bayesian automated cortical segmentation for neonatal MRI

NASA Astrophysics Data System (ADS)

Chou, Zane; Paquette, Natacha; Ganesh, Bhavana; Wang, Yalin; Ceschin, Rafael; Nelson, Marvin D.; Macyszyn, Luke; Gaonkar, Bilwaj; Panigrahy, Ashok; Lepore, Natasha

2017-11-01

Several attempts have been made in the past few years to develop and implement an automated segmentation of neonatal brain structural MRI. However, accurate automated MRI segmentation remains challenging in this population because of the low signal-to-noise ratio, large partial volume effects and inter-individual anatomical variability of the neonatal brain. In this paper, we propose a learning method for segmenting the whole brain cortical grey matter on neonatal T2-weighted images. We trained our algorithm using a neonatal dataset composed of 3 fullterm and 4 preterm infants scanned at term equivalent age. Our segmentation pipeline combines the FAST algorithm from the FSL library software and a Bayesian segmentation approach to create a threshold matrix that minimizes the error of mislabeling brain tissue types. Our method shows promising results with our pilot training set. In both preterm and full-term neonates, automated Bayesian segmentation generates a smoother and more consistent parcellation compared to FAST, while successfully removing the subcortical structure and cleaning the edges of the cortical grey matter. This method show promising refinement of the FAST segmentation by considerably reducing manual input and editing required from the user, and further improving reliability and processing time of neonatal MR images. Further improvement will include a larger dataset of training images acquired from different manufacturers.

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

PubMed

Engelhardt, Benjamin; Kschischo, Maik; Fröhlich, Holger

2017-06-01

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

Iterative Assessment of Statistically-Oriented and Standard Algorithms for Determining Muscle Onset with Intramuscular Electromyography.

PubMed

Tenan, Matthew S; Tweedell, Andrew J; Haynes, Courtney A

2017-12-01

The onset of muscle activity, as measured by electromyography (EMG), is a commonly applied metric in biomechanics. Intramuscular EMG is often used to examine deep musculature and there are currently no studies examining the effectiveness of algorithms for intramuscular EMG onset. The present study examines standard surface EMG onset algorithms (linear envelope, Teager-Kaiser Energy Operator, and sample entropy) and novel algorithms (time series mean-variance analysis, sequential/batch processing with parametric and nonparametric methods, and Bayesian changepoint analysis). Thirteen male and 5 female subjects had intramuscular EMG collected during isolated biceps brachii and vastus lateralis contractions, resulting in 103 trials. EMG onset was visually determined twice by 3 blinded reviewers. Since the reliability of visual onset was high (ICC (1,1) : 0.92), the mean of the 6 visual assessments was contrasted with the algorithmic approaches. Poorly performing algorithms were stepwise eliminated via (1) root mean square error analysis, (2) algorithm failure to identify onset/premature onset, (3) linear regression analysis, and (4) Bland-Altman plots. The top performing algorithms were all based on Bayesian changepoint analysis of rectified EMG and were statistically indistinguishable from visual analysis. Bayesian changepoint analysis has the potential to produce more reliable, accurate, and objective intramuscular EMG onset results than standard methodologies.

Use of Principal Components Analysis and Kriging to Predict Groundwater-Sourced Rural Drinking Water Quality in Saskatchewan.

PubMed

McLeod, Lianne; Bharadwaj, Lalita; Epp, Tasha; Waldner, Cheryl L

2017-09-15

Groundwater drinking water supply surveillance data were accessed to summarize water quality delivered as public and private water supplies in southern Saskatchewan as part of an exposure assessment for epidemiologic analyses of associations between water quality and type 2 diabetes or cardiovascular disease. Arsenic in drinking water has been linked to a variety of chronic diseases and previous studies have identified multiple wells with arsenic above the drinking water standard of 0.01 mg/L; therefore, arsenic concentrations were of specific interest. Principal components analysis was applied to obtain principal component (PC) scores to summarize mixtures of correlated parameters identified as health standards and those identified as aesthetic objectives in the Saskatchewan Drinking Water Quality Standards and Objective. Ordinary, universal, and empirical Bayesian kriging were used to interpolate arsenic concentrations and PC scores in southern Saskatchewan, and the results were compared. Empirical Bayesian kriging performed best across all analyses, based on having the greatest number of variables for which the root mean square error was lowest. While all of the kriging methods appeared to underestimate high values of arsenic and PC scores, empirical Bayesian kriging was chosen to summarize large scale geographic trends in groundwater-sourced drinking water quality and assess exposure to mixtures of trace metals and ions.

a Novel Discrete Optimal Transport Method for Bayesian Inverse Problems

NASA Astrophysics Data System (ADS)

Bui-Thanh, T.; Myers, A.; Wang, K.; Thiery, A.

2017-12-01

We present the Augmented Ensemble Transform (AET) method for generating approximate samples from a high-dimensional posterior distribution as a solution to Bayesian inverse problems. Solving large-scale inverse problems is critical for some of the most relevant and impactful scientific endeavors of our time. Therefore, constructing novel methods for solving the Bayesian inverse problem in more computationally efficient ways can have a profound impact on the science community. This research derives the novel AET method for exploring a posterior by solving a sequence of linear programming problems, resulting in a series of transport maps which map prior samples to posterior samples, allowing for the computation of moments of the posterior. We show both theoretical and numerical results, indicating this method can offer superior computational efficiency when compared to other SMC methods. Most of this efficiency is derived from matrix scaling methods to solve the linear programming problem and derivative-free optimization for particle movement. We use this method to determine inter-well connectivity in a reservoir and the associated uncertainty related to certain parameters. The attached file shows the difference between the true parameter and the AET parameter in an example 3D reservoir problem. The error is within the Morozov discrepancy allowance with lower computational cost than other particle methods.

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

NASA Astrophysics Data System (ADS)

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris; Khalil, Mohammad; Sarkar, Abhijit

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid-structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic system leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib-Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.

A Bayesian method for detecting pairwise associations in compositional data

PubMed Central

Ventz, Steffen; Huttenhower, Curtis

2017-01-01

Compositional data consist of vectors of proportions normalized to a constant sum from a basis of unobserved counts. The sum constraint makes inference on correlations between unconstrained features challenging due to the information loss from normalization. However, such correlations are of long-standing interest in fields including ecology. We propose a novel Bayesian framework (BAnOCC: Bayesian Analysis of Compositional Covariance) to estimate a sparse precision matrix through a LASSO prior. The resulting posterior, generated by MCMC sampling, allows uncertainty quantification of any function of the precision matrix, including the correlation matrix. We also use a first-order Taylor expansion to approximate the transformation from the unobserved counts to the composition in order to investigate what characteristics of the unobserved counts can make the correlations more or less difficult to infer. On simulated datasets, we show that BAnOCC infers the true network as well as previous methods while offering the advantage of posterior inference. Larger and more realistic simulated datasets further showed that BAnOCC performs well as measured by type I and type II error rates. Finally, we apply BAnOCC to a microbial ecology dataset from the Human Microbiome Project, which in addition to reproducing established ecological results revealed unique, competition-based roles for Proteobacteria in multiple distinct habitats. PMID:29140991

Bayesian inference of nonlinear unsteady aerodynamics from aeroelastic limit cycle oscillations

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

Sandhu, Rimple; Poirel, Dominique; Pettit, Chris

2016-07-01

A Bayesian model selection and parameter estimation algorithm is applied to investigate the influence of nonlinear and unsteady aerodynamic loads on the limit cycle oscillation (LCO) of a pitching airfoil in the transitional Reynolds number regime. At small angles of attack, laminar boundary layer trailing edge separation causes negative aerodynamic damping leading to the LCO. The fluid–structure interaction of the rigid, but elastically mounted, airfoil and nonlinear unsteady aerodynamics is represented by two coupled nonlinear stochastic ordinary differential equations containing uncertain parameters and model approximation errors. Several plausible aerodynamic models with increasing complexity are proposed to describe the aeroelastic systemmore » leading to LCO. The likelihood in the posterior parameter probability density function (pdf) is available semi-analytically using the extended Kalman filter for the state estimation of the coupled nonlinear structural and unsteady aerodynamic model. The posterior parameter pdf is sampled using a parallel and adaptive Markov Chain Monte Carlo (MCMC) algorithm. The posterior probability of each model is estimated using the Chib–Jeliazkov method that directly uses the posterior MCMC samples for evidence (marginal likelihood) computation. The Bayesian algorithm is validated through a numerical study and then applied to model the nonlinear unsteady aerodynamic loads using wind-tunnel test data at various Reynolds numbers.« less

Using Bayesian Inference Framework towards Identifying Gas Species and Concentration from High Temperature Resistive Sensor Array Data

DOE PAGES

Liu, Yixin; Zhou, Kai; Lei, Yu

2015-01-01

High temperature gas sensors have been highly demanded for combustion process optimization and toxic emissions control, which usually suffer from poor selectivity. In order to solve this selectivity issue and identify unknown reducing gas species (CO, CH 4 , and CH 8 ) and concentrations, a high temperature resistive sensor array data set was built in this study based on 5 reported sensors. As each sensor showed specific responses towards different types of reducing gas with certain concentrations, based on which calibration curves were fitted, providing benchmark sensor array response database, then Bayesian inference framework was utilized to process themore » sensor array data and build a sample selection program to simultaneously identify gas species and concentration, by formulating proper likelihood between input measured sensor array response pattern of an unknown gas and each sampled sensor array response pattern in benchmark database. This algorithm shows good robustness which can accurately identify gas species and predict gas concentration with a small error of less than 10% based on limited amount of experiment data. These features indicate that Bayesian probabilistic approach is a simple and efficient way to process sensor array data, which can significantly reduce the required computational overhead and training data.« less

Bayesian change point analysis of abundance trends for pelagic fishes in the upper San Francisco Estuary.

PubMed

Thomson, James R; Kimmerer, Wim J; Brown, Larry R; Newman, Ken B; Mac Nally, Ralph; Bennett, William A; Feyrer, Frederick; Fleishman, Erica

2010-07-01

We examined trends in abundance of four pelagic fish species (delta smelt, longfin smelt, striped bass, and threadfin shad) in the upper San Francisco Estuary, California, USA, over 40 years using Bayesian change point models. Change point models identify times of abrupt or unusual changes in absolute abundance (step changes) or in rates of change in abundance (trend changes). We coupled Bayesian model selection with linear regression splines to identify biotic or abiotic covariates with the strongest associations with abundances of each species. We then refitted change point models conditional on the selected covariates to explore whether those covariates could explain statistical trends or change points in species abundances. We also fitted a multispecies change point model that identified change points common to all species. All models included hierarchical structures to model data uncertainties, including observation errors and missing covariate values. There were step declines in abundances of all four species in the early 2000s, with a likely common decline in 2002. Abiotic variables, including water clarity, position of the 2 per thousand isohaline (X2), and the volume of freshwater exported from the estuary, explained some variation in species' abundances over the time series, but no selected covariates could explain statistically the post-2000 change points for any species.

Bayesian adaptive trials offer advantages in comparative effectiveness trials: an example in status epilepticus.

PubMed

Connor, Jason T; Elm, Jordan J; Broglio, Kristine R

2013-08-01

We present a novel Bayesian adaptive comparative effectiveness trial comparing three treatments for status epilepticus that uses adaptive randomization with potential early stopping. The trial will enroll 720 unique patients in emergency departments and uses a Bayesian adaptive design. The trial design is compared to a trial without adaptive randomization and produces an efficient trial in which a higher proportion of patients are likely to be randomized to the most effective treatment arm while generally using fewer total patients and offers higher power than an analogous trial with fixed randomization when identifying a superior treatment. When one treatment is superior to the other two, the trial design provides better patient care, higher power, and a lower expected sample size. Copyright © 2013 Elsevier Inc. All rights reserved.

Pharmacokinetics of low-dose nedaplatin and validation of AUC prediction in patients with non-small-cell lung carcinoma.

PubMed

Niioka, Takenori; Uno, Tsukasa; Yasui-Furukori, Norio; Takahata, Takenori; Shimizu, Mikiko; Sugawara, Kazunobu; Tateishi, Tomonori

2007-04-01

The aim of this study was to determine the pharmacokinetics of low-dose nedaplatin combined with paclitaxel and radiation therapy in patients having non-small-cell lung carcinoma and establish the optimal dosage regimen for low-dose nedaplatin. We also evaluated predictive accuracy of reported formulas to estimate the area under the plasma concentration-time curve (AUC) of low-dose nedaplatin. A total of 19 patients were administered a constant intravenous infusion of 20 mg/m(2) body surface area (BSA) nedaplatin for an hour, and blood samples were collected at 1, 2, 3, 4, 6, 8, and 19 h after the administration. Plasma concentrations of unbound platinum were measured, and the actual value of platinum AUC (actual AUC) was calculated based on these data. The predicted value of platinum AUC (predicted AUC) was determined by three predictive methods reported in previous studies, consisting of Bayesian method, limited sampling strategies with plasma concentration at a single time point, and simple formula method (SFM) without measured plasma concentration. Three error indices, mean prediction error (ME, measure of bias), mean absolute error (MAE, measure of accuracy), and root mean squared prediction error (RMSE, measure of precision), were obtained from the difference between the actual and the predicted AUC, to compare the accuracy between the three predictive methods. The AUC showed more than threefold inter-patient variation, and there was a favorable correlation between nedaplatin clearance and creatinine clearance (Ccr) (r = 0.832, P < 0.01). In three error indices, MAE and RMSE showed significant difference between the three AUC predictive methods, and the method of SFM had the most favorable results, in which %ME, %MAE, and %RMSE were 5.5, 10.7, and 15.4, respectively. The dosage regimen of low-dose nedaplatin should be established based on Ccr rather than on BSA. Since prediction accuracy of SFM, which did not require measured plasma concentration, was most favorable among the three methods evaluated in this study, SFM could be the most practical method to predict AUC of low-dose nedaplatin in a clinical situation judging from its high accuracy in predicting AUC without measured plasma concentration.

Characterizing the impact of model error in hydrologic time series recovery inverse problems

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

Hansen, Scott K.; He, Jiachuan; Vesselinov, Velimir V.

Hydrologic models are commonly over-smoothed relative to reality, owing to computational limitations and to the difficulty of obtaining accurate high-resolution information. When used in an inversion context, such models may introduce systematic biases which cannot be encapsulated by an unbiased “observation noise” term of the type assumed by standard regularization theory and typical Bayesian formulations. Despite its importance, model error is difficult to encapsulate systematically and is often neglected. In this paper, model error is considered for an important class of inverse problems that includes interpretation of hydraulic transients and contaminant source history inference: reconstruction of a time series thatmore » has been convolved against a transfer function (i.e., impulse response) that is only approximately known. Using established harmonic theory along with two results established here regarding triangular Toeplitz matrices, upper and lower error bounds are derived for the effect of systematic model error on time series recovery for both well-determined and over-determined inverse problems. It is seen that use of additional measurement locations does not improve expected performance in the face of model error. A Monte Carlo study of a realistic hydraulic reconstruction problem is presented, and the lower error bound is seen informative about expected behavior. Finally, a possible diagnostic criterion for blind transfer function characterization is also uncovered.« less

Generalized Fisher matrices

NASA Astrophysics Data System (ADS)

Heavens, A. F.; Seikel, M.; Nord, B. D.; Aich, M.; Bouffanais, Y.; Bassett, B. A.; Hobson, M. P.

2014-12-01

The Fisher Information Matrix formalism (Fisher 1935) is extended to cases where the data are divided into two parts (X, Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary covariance. In the simplest case, (X, Y) represent data pairs of abscissa and ordinate, in which case the analysis deals with the case of data pairs with errors in both coordinates, but X can be any measured quantities on which Y depends. The analysis applies for arbitrary covariance, provided all errors are Gaussian, and provided the errors in X are small, both in comparison with the scale over which the expected signal Y changes, and with the width of the prior distribution. This generalizes the Fisher Matrix approach, which normally only considers errors in the `ordinate' Y. In this work, we include errors in X by marginalizing over latent variables, effectively employing a Bayesian hierarchical model, and deriving the Fisher Matrix for this more general case. The methods here also extend to likelihood surfaces which are not Gaussian in the parameter space, and so techniques such as DALI (Derivative Approximation for Likelihoods) can be generalized straightforwardly to include arbitrary Gaussian data error covariances. For simple mock data and theoretical models, we compare to Markov Chain Monte Carlo experiments, illustrating the method with cosmological supernova data. We also include the new method in the FISHER4CAST software.

Characterizing the impact of model error in hydrologic time series recovery inverse problems

DOE PAGES

Hansen, Scott K.; He, Jiachuan; Vesselinov, Velimir V.

2017-10-28

Hydrologic models are commonly over-smoothed relative to reality, owing to computational limitations and to the difficulty of obtaining accurate high-resolution information. When used in an inversion context, such models may introduce systematic biases which cannot be encapsulated by an unbiased “observation noise” term of the type assumed by standard regularization theory and typical Bayesian formulations. Despite its importance, model error is difficult to encapsulate systematically and is often neglected. In this paper, model error is considered for an important class of inverse problems that includes interpretation of hydraulic transients and contaminant source history inference: reconstruction of a time series thatmore » has been convolved against a transfer function (i.e., impulse response) that is only approximately known. Using established harmonic theory along with two results established here regarding triangular Toeplitz matrices, upper and lower error bounds are derived for the effect of systematic model error on time series recovery for both well-determined and over-determined inverse problems. It is seen that use of additional measurement locations does not improve expected performance in the face of model error. A Monte Carlo study of a realistic hydraulic reconstruction problem is presented, and the lower error bound is seen informative about expected behavior. Finally, a possible diagnostic criterion for blind transfer function characterization is also uncovered.« less

Uncertainty Analysis and Parameter Estimation For Nearshore Hydrodynamic Models

NASA Astrophysics Data System (ADS)

Ardani, S.; Kaihatu, J. M.

2012-12-01

Numerical models represent deterministic approaches used for the relevant physical processes in the nearshore. Complexity of the physics of the model and uncertainty involved in the model inputs compel us to apply a stochastic approach to analyze the robustness of the model. The Bayesian inverse problem is one powerful way to estimate the important input model parameters (determined by apriori sensitivity analysis) and can be used for uncertainty analysis of the outputs. Bayesian techniques can be used to find the range of most probable parameters based on the probability of the observed data and the residual errors. In this study, the effect of input data involving lateral (Neumann) boundary conditions, bathymetry and off-shore wave conditions on nearshore numerical models are considered. Monte Carlo simulation is applied to a deterministic numerical model (the Delft3D modeling suite for coupled waves and flow) for the resulting uncertainty analysis of the outputs (wave height, flow velocity, mean sea level and etc.). Uncertainty analysis of outputs is performed by random sampling from the input probability distribution functions and running the model as required until convergence to the consistent results is achieved. The case study used in this analysis is the Duck94 experiment, which was conducted at the U.S. Army Field Research Facility at Duck, North Carolina, USA in the fall of 1994. The joint probability of model parameters relevant for the Duck94 experiments will be found using the Bayesian approach. We will further show that, by using Bayesian techniques to estimate the optimized model parameters as inputs and applying them for uncertainty analysis, we can obtain more consistent results than using the prior information for input data which means that the variation of the uncertain parameter will be decreased and the probability of the observed data will improve as well. Keywords: Monte Carlo Simulation, Delft3D, uncertainty analysis, Bayesian techniques, MCMC

Target Uncertainty Mediates Sensorimotor Error Correction

PubMed Central

Vijayakumar, Sethu; Wolpert, Daniel M.

2017-01-01

Human movements are prone to errors that arise from inaccuracies in both our perceptual processing and execution of motor commands. We can reduce such errors by both improving our estimates of the state of the world and through online error correction of the ongoing action. Two prominent frameworks that explain how humans solve these problems are Bayesian estimation and stochastic optimal feedback control. Here we examine the interaction between estimation and control by asking if uncertainty in estimates affects how subjects correct for errors that may arise during the movement. Unbeknownst to participants, we randomly shifted the visual feedback of their finger position as they reached to indicate the center of mass of an object. Even though participants were given ample time to compensate for this perturbation, they only fully corrected for the induced error on trials with low uncertainty about center of mass, with correction only partial in trials involving more uncertainty. The analysis of subjects’ scores revealed that participants corrected for errors just enough to avoid significant decrease in their overall scores, in agreement with the minimal intervention principle of optimal feedback control. We explain this behavior with a term in the loss function that accounts for the additional effort of adjusting one’s response. By suggesting that subjects’ decision uncertainty, as reflected in their posterior distribution, is a major factor in determining how their sensorimotor system responds to error, our findings support theoretical models in which the decision making and control processes are fully integrated. PMID:28129323

Target Uncertainty Mediates Sensorimotor Error Correction.

PubMed

Acerbi, Luigi; Vijayakumar, Sethu; Wolpert, Daniel M

2017-01-01

Human movements are prone to errors that arise from inaccuracies in both our perceptual processing and execution of motor commands. We can reduce such errors by both improving our estimates of the state of the world and through online error correction of the ongoing action. Two prominent frameworks that explain how humans solve these problems are Bayesian estimation and stochastic optimal feedback control. Here we examine the interaction between estimation and control by asking if uncertainty in estimates affects how subjects correct for errors that may arise during the movement. Unbeknownst to participants, we randomly shifted the visual feedback of their finger position as they reached to indicate the center of mass of an object. Even though participants were given ample time to compensate for this perturbation, they only fully corrected for the induced error on trials with low uncertainty about center of mass, with correction only partial in trials involving more uncertainty. The analysis of subjects' scores revealed that participants corrected for errors just enough to avoid significant decrease in their overall scores, in agreement with the minimal intervention principle of optimal feedback control. We explain this behavior with a term in the loss function that accounts for the additional effort of adjusting one's response. By suggesting that subjects' decision uncertainty, as reflected in their posterior distribution, is a major factor in determining how their sensorimotor system responds to error, our findings support theoretical models in which the decision making and control processes are fully integrated.

Studies of asteroids, comets, and Jupiter's outer satellites

NASA Technical Reports Server (NTRS)

Bowell, Edward

1991-01-01

Observational, theoretical, and computational research was performed, mainly on asteroids. Two principal areas of research, centering on astrometry and photometry, are interrelated in their aim to study the overall structure of the asteroid belt and the physical and orbital properties of individual asteroids. Two highlights are: detection of CN emission from Chiron; and realization that 1990 MB is the first known Trojan type asteroid of a planet other than Jupiter. A new method of asteroid orbital error analysis, based on Bayesian theory, was developed.

J-Plus: Morphological Classification Of Compact And Extended Sources By Pdf Analysis

NASA Astrophysics Data System (ADS)

López-Sanjuan, C.; Vázquez-Ramió, H.; Varela, J.; Spinoso, D.; Cristóbal-Hornillos, D.; Viironen, K.; Muniesa, D.; J-PLUS Collaboration

2017-10-01

We present a morphological classification of J-PLUS EDR sources into compact (i.e. stars) and extended (i.e. galaxies). Such classification is based on the Bayesian modelling of the concentration distribution, including observational errors and magnitude + sky position priors. We provide the star / galaxy probability of each source computed from the gri images. The comparison with the SDSS number counts support our classification up to r 21. The 31.7 deg² analised comprises 150k stars and 101k galaxies.

Non-neutralized Electric Currents in Solar Active Regions and Flare Productivity

NASA Astrophysics Data System (ADS)

Kontogiannis, Ioannis; Georgoulis, Manolis K.; Park, Sung-Hong; Guerra, Jordan A.

2017-11-01

We explore the association of non-neutralized currents with solar flare occurrence in a sizable sample of observations, aiming to show the potential of such currents in solar flare prediction. We used the high-quality vector magnetograms that are regularly produced by the Helioseismic Magnetic Imager, and more specifically, the Space weather HMI Active Region Patches (SHARP). Through a newly established method that incorporates detailed error analysis, we calculated the non-neutralized currents contained in active regions (AR). Two predictors were produced, namely the total and the maximum unsigned non-neutralized current. Both were tested in AR time-series and a representative sample of point-in-time observations during the interval 2012 - 2016. The average values of non-neutralized currents in flaring active regions are higher by more than an order of magnitude than in non-flaring regions and correlate very well with the corresponding flare index. The temporal evolution of these parameters appears to be connected to physical processes, such as flux emergence and/or magnetic polarity inversion line formation, that are associated with increased solar flare activity. Using Bayesian inference of flaring probabilities, we show that the total unsigned non-neutralized current significantly outperforms the total unsigned magnetic flux and other well-established current-related predictors. It therefore shows good prospects for inclusion in an operational flare-forecasting service. We plan to use the new predictor in the framework of the FLARECAST project along with other highly performing predictors.

Toward an ecological analysis of Bayesian inferences: how task characteristics influence responses

PubMed Central

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 Robust Method to Detect Zero Velocity for Improved 3D Personal Navigation Using Inertial Sensors

PubMed Central

Xu, Zhengyi; Wei, Jianming; Zhang, Bo; Yang, Weijun

2015-01-01

This paper proposes a robust zero velocity (ZV) detector algorithm to accurately calculate stationary periods in a gait cycle. The proposed algorithm adopts an effective gait cycle segmentation method and introduces a Bayesian network (BN) model based on the measurements of inertial sensors and kinesiology knowledge to infer the ZV period. During the detected ZV period, an Extended Kalman Filter (EKF) is used to estimate the error states and calibrate the position error. The experiments reveal that the removal rate of ZV false detections by the proposed method increases 80% compared with traditional method at high walking speed. Furthermore, based on the detected ZV, the Personal Inertial Navigation System (PINS) algorithm aided by EKF performs better, especially in the altitude aspect. PMID:25831086

An ABC estimate of pedigree error rate: application in dog, sheep and cattle breeds.

PubMed

Leroy, G; Danchin-Burge, C; Palhiere, I; Baumung, R; Fritz, S; Mériaux, J C; Gautier, M

2012-06-01

On the basis of correlations between pairwise individual genealogical kinship coefficients and allele sharing distances computed from genotyping data, we propose an approximate Bayesian computation (ABC) approach to assess pedigree file reliability through gene-dropping simulations. We explore the features of the method using simulated data sets and show precision increases with the number of markers. An application is further made with five dog breeds, four sheep breeds and one cattle breed raised in France and displaying various characteristics and population sizes, using microsatellite or SNP markers. Depending on the breeds, pedigree error estimations range between 1% and 9% in dog breeds, 1% and 10% in sheep breeds and 4% in cattle breeds. © 2011 The Authors, Animal Genetics © 2011 Stichting International Foundation for Animal Genetics.

On the robustness of a Bayes estimate. [in reliability theory

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1974-01-01

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Global CO2 flux inversions from remote-sensing data with systematic errors using hierarchical statistical models

NASA Astrophysics Data System (ADS)

Zammit-Mangion, Andrew; Stavert, Ann; Rigby, Matthew; Ganesan, Anita; Rayner, Peter; Cressie, Noel

2017-04-01

The Orbiting Carbon Observatory-2 (OCO-2) satellite was launched on 2 July 2014, and it has been a source of atmospheric CO2 data since September 2014. The OCO-2 dataset contains a number of variables, but the one of most interest for flux inversion has been the column-averaged dry-air mole fraction (in units of ppm). These global level-2 data offer the possibility of inferring CO2 fluxes at Earth's surface and tracking those fluxes over time. However, as well as having a component of random error, the OCO-2 data have a component of systematic error that is dependent on the instrument's mode, namely land nadir, land glint, and ocean glint. Our statistical approach to CO2-flux inversion starts with constructing a statistical model for the random and systematic errors with parameters that can be estimated from the OCO-2 data and possibly in situ sources from flasks, towers, and the Total Column Carbon Observing Network (TCCON). Dimension reduction of the flux field is achieved through the use of physical basis functions, while temporal evolution of the flux is captured by modelling the basis-function coefficients as a vector autoregressive process. For computational efficiency, flux inversion uses only three months of sensitivities of mole fraction to changes in flux, computed using MOZART; any residual variation is captured through the modelling of a stochastic process that varies smoothly as a function of latitude. The second stage of our statistical approach is to simulate from the posterior distribution of the basis-function coefficients and all unknown parameters given the data using a fully Bayesian Markov chain Monte Carlo (MCMC) algorithm. Estimates and posterior variances of the flux field can then be obtained straightforwardly from this distribution. Our statistical approach is different than others, as it simultaneously makes inference (and quantifies uncertainty) on both the error components' parameters and the CO2 fluxes. We compare it to more classical approaches through an Observing System Simulation Experiment (OSSE) on a global scale. By changing the size of the random and systematic errors in the OSSE, we can determine the corresponding spatial and temporal resolutions at which useful flux signals could be detected from the OCO-2 data.

Bayesian regression models outperform partial least squares methods for predicting milk components and technological properties using infrared spectral data.

PubMed

Ferragina, A; de los Campos, G; Vazquez, A I; Cecchinato, A; Bittante, G

2015-11-01

The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict "difficult-to-predict" dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm(-1) were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (http://cran.r-project.org/web/packages/BGLR/index.html), whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from calibration to external validation methods, and in moving from PLS and MPLS to Bayesian methods, particularly Bayes A and Bayes B. The maximum R(2) value of validation was obtained with Bayes B and Bayes A. For the FA, C10:0 (% of each FA on total FA basis) had the highest R(2) (0.75, achieved with Bayes A and Bayes B), and among the technological traits, fresh cheese yield R(2) of 0.82 (achieved with Bayes B). These 2 methods have proven to be useful instruments in shrinking and selecting very informative wavelengths and inferring the structure and functions of the analyzed traits. We conclude that Bayesian models are powerful tools for deriving calibration equations, and, importantly, these equations can be easily developed using existing open-source software. As part of our study, we provide scripts based on the open source R software BGLR, which can be used to train customized prediction equations for other traits or populations. Copyright © 2015 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

Improved characterisation of measurement errors in electrical resistivity tomography (ERT) surveys

NASA Astrophysics Data System (ADS)

Tso, C. H. M.; Binley, A. M.; Kuras, O.; Graham, J.

2016-12-01

Measurement errors can play a pivotal role in geophysical inversion. Most inverse models require users to prescribe a statistical model of data errors before inversion. Wrongly prescribed error levels can lead to over- or under-fitting of data, yet commonly used models of measurement error are relatively simplistic. With the heightening interests in uncertainty estimation across hydrogeophysics, better characterisation and treatment of measurement errors is needed to provide more reliable estimates of uncertainty. We have analysed two time-lapse electrical resistivity tomography (ERT) datasets; one contains 96 sets of direct and reciprocal data collected from a surface ERT line within a 24h timeframe, while the other is a year-long cross-borehole survey at a UK nuclear site with over 50,000 daily measurements. Our study included the characterisation of the spatial and temporal behaviour of measurement errors using autocorrelation and covariance analysis. We find that, in addition to well-known proportionality effects, ERT measurements can also be sensitive to the combination of electrodes used. This agrees with reported speculation in previous literature that ERT errors could be somewhat correlated. Based on these findings, we develop a new error model that allows grouping based on electrode number in additional to fitting a linear model to transfer resistance. The new model fits the observed measurement errors better and shows superior inversion and uncertainty estimates in synthetic examples. It is robust, because it groups errors together based on the number of the four electrodes used to make each measurement. The new model can be readily applied to the diagonal data weighting matrix commonly used in classical inversion methods, as well as to the data covariance matrix in the Bayesian inversion framework. We demonstrate its application using extensive ERT monitoring datasets from the two aforementioned sites.

Syzygies, Pluricanonical Maps, and the Birational Geometry of Varieties of Maximal Albanese Dimension

NASA Astrophysics Data System (ADS)

Tesfagiorgis, Kibrewossen B.

Satellite Precipitation Estimates (SPEs) may be the only available source of information for operational hydrologic and flash flood prediction due to spatial limitations of radar and gauge products in mountainous regions. The present work develops an approach to seamlessly blend satellite, available radar, climatological and gauge precipitation products to fill gaps in ground-based radar precipitation field. To mix different precipitation products, the error of any of the products relative to each other should be removed. For bias correction, the study uses a new ensemble-based method which aims to estimate spatially varying multiplicative biases in SPEs using a radar-gauge precipitation product. Bias factors were calculated for a randomly selected sample of rainy pixels in the study area. Spatial fields of estimated bias were generated taking into account spatial variation and random errors in the sampled values. In addition to biases, sometimes there is also spatial error between the radar and satellite precipitation estimates; one of them has to be geometrically corrected with reference to the other. A set of corresponding raining points between SPE and radar products are selected to apply linear registration using a regularized least square technique to minimize the dislocation error in SPEs with respect to available radar products. A weighted Successive Correction Method (SCM) is used to make the merging between error corrected satellite and radar precipitation estimates. In addition to SCM, we use a combination of SCM and Bayesian spatial method for merging the rain gauges and climatological precipitation sources with radar and SPEs. We demonstrated the method using two satellite-based, CPC Morphing (CMORPH) and Hydro-Estimator (HE), two radar-gauge based, Stage-II and ST-IV, a climatological product PRISM and rain gauge dataset for several rain events from 2006 to 2008 over different geographical locations of the United States. Results show that: (a) the method of ensembles helped reduce biases in SPEs significantly; (b) the SCM method in combination with the Bayesian spatial model produced a precipitation product in good agreement with independent measurements .The study implies that using the available radar pixels surrounding the gap area, rain gauge, PRISM and satellite products, a radar like product is achievable over radar gap areas that benefits the operational meteorology and hydrology community.

Using Bayesian hierarchical models to better understand nitrate sources and sinks in agricultural watersheds.

PubMed

Xia, Yongqiu; Weller, Donald E; Williams, Meghan N; Jordan, Thomas E; Yan, Xiaoyuan

2016-11-15

Export coefficient models (ECMs) are often used to predict nutrient sources and sinks in watersheds because ECMs can flexibly incorporate processes and have minimal data requirements. However, ECMs do not quantify uncertainties in model structure, parameters, or predictions; nor do they account for spatial and temporal variability in land characteristics, weather, and management practices. We applied Bayesian hierarchical methods to address these problems in ECMs used to predict nitrate concentration in streams. We compared four model formulations, a basic ECM and three models with additional terms to represent competing hypotheses about the sources of error in ECMs and about spatial and temporal variability of coefficients: an ADditive Error Model (ADEM), a SpatioTemporal Parameter Model (STPM), and a Dynamic Parameter Model (DPM). The DPM incorporates a first-order random walk to represent spatial correlation among parameters and a dynamic linear model to accommodate temporal correlation. We tested the modeling approach in a proof of concept using watershed characteristics and nitrate export measurements from watersheds in the Coastal Plain physiographic province of the Chesapeake Bay drainage. Among the four models, the DPM was the best--it had the lowest mean error, explained the most variability (R 2  = 0.99), had the narrowest prediction intervals, and provided the most effective tradeoff between fit complexity (its deviance information criterion, DIC, was 45.6 units lower than any other model, indicating overwhelming support for the DPM). The superiority of the DPM supports its underlying hypothesis that the main source of error in ECMs is their failure to account for parameter variability rather than structural error. Analysis of the fitted DPM coefficients for cropland export and instream retention revealed some of the factors controlling nitrate concentration: cropland nitrate exports were positively related to stream flow and watershed average slope, while instream nitrate retention was positively correlated with nitrate concentration. By quantifying spatial and temporal variability in sources and sinks, the DPM provides new information to better target management actions to the most effective times and places. Given the wide use of ECMs as research and management tools, our approach can be broadly applied in other watersheds and to other materials. Copyright © 2016 Elsevier Ltd. All rights reserved.

Source term identification in atmospheric modelling via sparse optimization

NASA Astrophysics Data System (ADS)

Adam, Lukas; Branda, Martin; Hamburger, Thomas

2015-04-01

Inverse modelling plays an important role in identifying the amount of harmful substances released into atmosphere during major incidents such as power plant accidents or volcano eruptions. Another possible application of inverse modelling lies in the monitoring the CO2 emission limits where only observations at certain places are available and the task is to estimate the total releases at given locations. This gives rise to minimizing the discrepancy between the observations and the model predictions. There are two standard ways of solving such problems. In the first one, this discrepancy is regularized by adding additional terms. Such terms may include Tikhonov regularization, distance from a priori information or a smoothing term. The resulting, usually quadratic, problem is then solved via standard optimization solvers. The second approach assumes that the error term has a (normal) distribution and makes use of Bayesian modelling to identify the source term. Instead of following the above-mentioned approaches, we utilize techniques from the field of compressive sensing. Such techniques look for a sparsest solution (solution with the smallest number of nonzeros) of a linear system, where a maximal allowed error term may be added to this system. Even though this field is a developed one with many possible solution techniques, most of them do not consider even the simplest constraints which are naturally present in atmospheric modelling. One of such examples is the nonnegativity of release amounts. We believe that the concept of a sparse solution is natural in both problems of identification of the source location and of the time process of the source release. In the first case, it is usually assumed that there are only few release points and the task is to find them. In the second case, the time window is usually much longer than the duration of the actual release. In both cases, the optimal solution should contain a large amount of zeros, giving rise to the concept of sparsity. In the paper, we summarize several optimization techniques which are used for finding sparse solutions and propose their modifications to handle selected constraints such as nonnegativity constraints and simple linear constraints, for example the minimal or maximal amount of total release. These techniques range from successive convex approximations to solution of one nonconvex problem. On simple examples, we explain these techniques and compare them from the point of implementation simplicity, approximation capability and convergence properties. Finally, these methods will be applied on the European Tracer Experiment (ETEX) data and the results will be compared with the current state of arts techniques such as regularized least squares or Bayesian approach. The obtained results show the surprisingly good results of these techniques. This research is supported by EEA/Norwegian Financial Mechanism under project 7F14287 STRADI.

Nonlinear, discrete flood event models, 1. Bayesian estimation of parameters

NASA Astrophysics Data System (ADS)

Bates, Bryson C.; Townley, Lloyd R.

1988-05-01

In this paper (Part 1), a Bayesian procedure for parameter estimation is applied to discrete flood event models. The essence of the procedure is the minimisation of a sum of squares function for models in which the computed peak discharge is nonlinear in terms of the parameters. This objective function is dependent on the observed and computed peak discharges for several storms on the catchment, information on the structure of observation error, and prior information on parameter values. The posterior covariance matrix gives a measure of the precision of the estimated parameters. The procedure is demonstrated using rainfall and runoff data from seven Australian catchments. It is concluded that the procedure is a powerful alternative to conventional parameter estimation techniques in situations where a number of floods are available for parameter estimation. Parts 2 and 3 will discuss the application of statistical nonlinearity measures and prediction uncertainty analysis to calibrated flood models. Bates (this volume) and Bates and Townley (this volume).

The influence of emotions on cognitive control: feelings and beliefs—where do they meet?

PubMed Central

Harlé, Katia M.; Shenoy, Pradeep; Paulus, Martin P.

2013-01-01

The influence of emotion on higher-order cognitive functions, such as attention allocation, planning, and decision-making, is a growing area of research with important clinical applications. In this review, we provide a computational framework to conceptualize emotional influences on inhibitory control, an important building block of executive functioning. We first summarize current neuro-cognitive models of inhibitory control and show how Bayesian ideal observer models can help reframe inhibitory control as a dynamic decision-making process. Finally, we propose a Bayesian framework to study emotional influences on inhibitory control, providing several hypotheses that may be useful to conceptualize inhibitory control biases in mental illness such as depression and anxiety. To do so, we consider the neurocognitive literature pertaining to how affective states can bias inhibitory control, with particular attention to how valence and arousal may independently impact inhibitory control by biasing probabilistic representations of information (i.e., beliefs) and valuation processes (e.g., speed-error tradeoffs). PMID:24065901

Bayesian inference of ice thickness from remote-sensing data

NASA Astrophysics Data System (ADS)

Werder, Mauro A.; Huss, Matthias

2017-04-01

Knowledge about ice thickness and volume is indispensable for studying ice dynamics, future sea-level rise due to glacier melt or their contribution to regional hydrology. Accurate measurements of glacier thickness require on-site work, usually employing radar techniques. However, these field measurements are time consuming, expensive and sometime downright impossible. Conversely, measurements of the ice surface, namely elevation and flow velocity, are becoming available world-wide through remote sensing. The model of Farinotti et al. (2009) calculates ice thicknesses based on a mass conservation approach paired with shallow ice physics using estimates of the surface mass balance. The presented work applies a Bayesian inference approach to estimate the parameters of a modified version of this forward model by fitting it to both measurements of surface flow speed and of ice thickness. The inverse model outputs ice thickness as well the distribution of the error. We fit the model to ten test glaciers and ice caps and quantify the improvements of thickness estimates through the usage of surface ice flow measurements.

Statistical properties of four effect-size measures for mediation models.

PubMed

Miočević, Milica; O'Rourke, Holly P; MacKinnon, David P; Brown, Hendricks C

2018-02-01

This project examined the performance of classical and Bayesian estimators of four effect size measures for the indirect effect in a single-mediator model and a two-mediator model. Compared to the proportion and ratio mediation effect sizes, standardized mediation effect-size measures were relatively unbiased and efficient in the single-mediator model and the two-mediator model. Percentile and bias-corrected bootstrap interval estimates of ab/s Y , and ab(s X )/s Y in the single-mediator model outperformed interval estimates of the proportion and ratio effect sizes in terms of power, Type I error rate, coverage, imbalance, and interval width. For the two-mediator model, standardized effect-size measures were superior to the proportion and ratio effect-size measures. Furthermore, it was found that Bayesian point and interval summaries of posterior distributions of standardized effect-size measures reduced excessive relative bias for certain parameter combinations. The standardized effect-size measures are the best effect-size measures for quantifying mediated effects.

Commensurate Priors for Incorporating Historical Information in Clinical Trials Using General and Generalized Linear Models

PubMed Central

Hobbs, Brian P.; Sargent, Daniel J.; Carlin, Bradley P.

2014-01-01

Assessing between-study variability in the context of conventional random-effects meta-analysis is notoriously difficult when incorporating data from only a small number of historical studies. In order to borrow strength, historical and current data are often assumed to be fully homogeneous, but this can have drastic consequences for power and Type I error if the historical information is biased. In this paper, we propose empirical and fully Bayesian modifications of the commensurate prior model (Hobbs et al., 2011) extending Pocock (1976), and evaluate their frequentist and Bayesian properties for incorporating patient-level historical data using general and generalized linear mixed regression models. Our proposed commensurate prior models lead to preposterior admissible estimators that facilitate alternative bias-variance trade-offs than those offered by pre-existing methodologies for incorporating historical data from a small number of historical studies. We also provide a sample analysis of a colon cancer trial comparing time-to-disease progression using a Weibull regression model. PMID:24795786

On Bayesian methods of exploring qualitative interactions for targeted treatment.

PubMed

Chen, Wei; Ghosh, Debashis; Raghunathan, Trivellore E; Norkin, Maxim; Sargent, Daniel J; Bepler, Gerold

2012-12-10

Providing personalized treatments designed to maximize benefits and minimizing harms is of tremendous current medical interest. One problem in this area is the evaluation of the interaction between the treatment and other predictor variables. Treatment effects in subgroups having the same direction but different magnitudes are called quantitative interactions, whereas those having opposite directions in subgroups are called qualitative interactions (QIs). Identifying QIs is challenging because they are rare and usually unknown among many potential biomarkers. Meanwhile, subgroup analysis reduces the power of hypothesis testing and multiple subgroup analyses inflate the type I error rate. We propose a new Bayesian approach to search for QI in a multiple regression setting with adaptive decision rules. We consider various regression models for the outcome. We illustrate this method in two examples of phase III clinical trials. The algorithm is straightforward and easy to implement using existing software packages. We provide a sample code in Appendix A. Copyright © 2012 John Wiley & Sons, Ltd.

Merging daily sea surface temperature data from multiple satellites using a Bayesian maximum entropy method

NASA Astrophysics Data System (ADS)

Tang, Shaolei; Yang, Xiaofeng; Dong, Di; Li, Ziwei

2015-12-01

Sea surface temperature (SST) is an important variable for understanding interactions between the ocean and the atmosphere. SST fusion is crucial for acquiring SST products of high spatial resolution and coverage. This study introduces a Bayesian maximum entropy (BME) method for blending daily SSTs from multiple satellite sensors. A new spatiotemporal covariance model of an SST field is built to integrate not only single-day SSTs but also time-adjacent SSTs. In addition, AVHRR 30-year SST climatology data are introduced as soft data at the estimation points to improve the accuracy of blended results within the BME framework. The merged SSTs, with a spatial resolution of 4 km and a temporal resolution of 24 hours, are produced in the Western Pacific Ocean region to demonstrate and evaluate the proposed methodology. Comparisons with in situ drifting buoy observations show that the merged SSTs are accurate and the bias and root-mean-square errors for the comparison are 0.15°C and 0.72°C, respectively.

New subspace methods for ATR

NASA Astrophysics Data System (ADS)

Zhang, Peng; Peng, Jing; Sims, S. Richard F.

2005-05-01

In ATR applications, each feature is a convolution of an image with a filter. It is important to use most discriminant features to produce compact representations. We propose two novel subspace methods for dimension reduction to address limitations associated with Fukunaga-Koontz Transform (FKT). The first method, Scatter-FKT, assumes that target is more homogeneous, while clutter can be anything other than target and anywhere. Thus, instead of estimating a clutter covariance matrix, Scatter-FKT computes a clutter scatter matrix that measures the spread of clutter from the target mean. We choose dimensions along which the difference in variation between target and clutter is most pronounced. When the target follows a Gaussian distribution, Scatter-FKT can be viewed as a generalization of FKT. The second method, Optimal Bayesian Subspace, is derived from the optimal Bayesian classifier. It selects dimensions such that the minimum Bayes error rate can be achieved. When both target and clutter follow Gaussian distributions, OBS computes optimal subspace representations. We compare our methods against FKT using character image as well as IR data.

Missing-value estimation using linear and non-linear regression with Bayesian gene selection.

PubMed

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).

MultiNest: Efficient and Robust Bayesian Inference

NASA Astrophysics Data System (ADS)

Feroz, F.; Hobson, M. P.; Bridges, M.

2011-09-01

We present further development and the first public release of our multimodal nested sampling algorithm, called MultiNest. This Bayesian inference tool calculates the evidence, with an associated error estimate, and produces posterior samples from distributions that may contain multiple modes and pronounced (curving) degeneracies in high dimensions. The developments presented here lead to further substantial improvements in sampling efficiency and robustness, as compared to the original algorithm presented in Feroz & Hobson (2008), which itself significantly outperformed existing MCMC techniques in a wide range of astrophysical inference problems. The accuracy and economy of the MultiNest algorithm is demonstrated by application to two toy problems and to a cosmological inference problem focusing on the extension of the vanilla LambdaCDM model to include spatial curvature and a varying equation of state for dark energy. The MultiNest software is fully parallelized using MPI and includes an interface to CosmoMC. It will also be released as part of the SuperBayeS package, for the analysis of supersymmetric theories of particle physics, at this http URL.

Logarithmic Laplacian Prior Based Bayesian Inverse Synthetic Aperture Radar Imaging.

PubMed

Zhang, Shuanghui; Liu, Yongxiang; Li, Xiang; Bi, Guoan

2016-04-28

This paper presents a novel Inverse Synthetic Aperture Radar Imaging (ISAR) algorithm based on a new sparse prior, known as the logarithmic Laplacian prior. The newly proposed logarithmic Laplacian prior has a narrower main lobe with higher tail values than the Laplacian prior, which helps to achieve performance improvement on sparse representation. The logarithmic Laplacian prior is used for ISAR imaging within the Bayesian framework to achieve better focused radar image. In the proposed method of ISAR imaging, the phase errors are jointly estimated based on the minimum entropy criterion to accomplish autofocusing. The maximum a posterior (MAP) estimation and the maximum likelihood estimation (MLE) are utilized to estimate the model parameters to avoid manually tuning process. Additionally, the fast Fourier Transform (FFT) and Hadamard product are used to minimize the required computational efficiency. Experimental results based on both simulated and measured data validate that the proposed algorithm outperforms the traditional sparse ISAR imaging algorithms in terms of resolution improvement and noise suppression.

Problems in the fingerprints based polycyclic aromatic hydrocarbons source apportionment analysis and a practical solution.

PubMed

Zou, Yonghong; Wang, Lixia; Christensen, Erik R

2015-10-01

This work intended to explain the challenges of the fingerprints based source apportionment method for polycyclic aromatic hydrocarbons (PAH) in the aquatic environment, and to illustrate a practical and robust solution. The PAH data detected in the sediment cores from the Illinois River provide the basis of this study. Principal component analysis (PCA) separates PAH compounds into two groups reflecting their possible airborne transport patterns; but it is not able to suggest specific sources. Not all positive matrix factorization (PMF) determined sources are distinguishable due to the variability of source fingerprints. However, they constitute useful suggestions for inputs for a Bayesian chemical mass balance (CMB) analysis. The Bayesian CMB analysis takes into account the measurement errors as well as the variations of source fingerprints, and provides a credible source apportionment. Major PAH sources for Illinois River sediments are traffic (35%), coke oven (24%), coal combustion (18%), and wood combustion (14%). Copyright © 2015. Published by Elsevier Ltd.

Bayesian Estimation of Pneumonia Etiology: Epidemiologic Considerations and Applications to the Pneumonia Etiology Research for Child Health Study

PubMed Central

Fu, Wei; Shi, Qiyuan; Prosperi, Christine; Wu, Zhenke; Hammitt, Laura L.; Feikin, Daniel R.; Baggett, Henry C.; Howie, Stephen R.C.; Scott, J. Anthony G.; Murdoch, David R.; Madhi, Shabir A.; Thea, Donald M.; Brooks, W. Abdullah; Kotloff, Karen L.; Li, Mengying; Park, Daniel E.; Lin, Wenyi; Levine, Orin S.; O’Brien, Katherine L.; Zeger, Scott L.

2017-01-01

Abstract In pneumonia, specimens are rarely obtained directly from the infection site, the lung, so the pathogen causing infection is determined indirectly from multiple tests on peripheral clinical specimens, which may have imperfect and uncertain sensitivity and specificity, so inference about the cause is complex. Analytic approaches have included expert review of case-only results, case–control logistic regression, latent class analysis, and attributable fraction, but each has serious limitations and none naturally integrate multiple test results. The Pneumonia Etiology Research for Child Health (PERCH) study required an analytic solution appropriate for a case–control design that could incorporate evidence from multiple specimens from cases and controls and that accounted for measurement error. We describe a Bayesian integrated approach we developed that combined and extended elements of attributable fraction and latent class analyses to meet some of these challenges and illustrate the advantage it confers regarding the challenges identified for other methods. PMID:28575370

Mechanisms of motivational interviewing in health promotion: a Bayesian mediation analysis

PubMed Central

2012-01-01

Background Counselor behaviors that mediate the efficacy of motivational interviewing (MI) are not well understood, especially when applied to health behavior promotion. We hypothesized that client change talk mediates the relationship between counselor variables and subsequent client behavior change. Methods Purposeful sampling identified individuals from a prospective randomized worksite trial using an MI intervention to promote firefighters’ healthy diet and regular exercise that increased dietary intake of fruits and vegetables (n = 21) or did not increase intake of fruits and vegetables (n = 22). MI interactions were coded using the Motivational Interviewing Skill Code (MISC 2.1) to categorize counselor and firefighter verbal utterances. Both Bayesian and frequentist mediation analyses were used to investigate whether client change talk mediated the relationship between counselor skills and behavior change. Results Counselors’ global spirit, empathy, and direction and MI-consistent behavioral counts (e.g., reflections, open questions, affirmations, emphasize control) significantly correlated with firefighters’ total client change talk utterances (rs = 0.42, 0.40, 0.30, and 0.61, respectively), which correlated significantly with their fruit and vegetable intake increase (r = 0.33). Both Bayesian and frequentist mediation analyses demonstrated that findings were consistent with hypotheses, such that total client change talk mediated the relationship between counselor’s skills—MI-consistent behaviors [Bayesian mediated effect: αβ = .06 (.03), 95% CI = .02, .12] and MI spirit [Bayesian mediated effect: αβ = .06 (.03), 95% CI = .01, .13]—and increased fruit and vegetable consumption. Conclusion Motivational interviewing is a resource- and time-intensive intervention, and is currently being applied in many arenas. Previous research has identified the importance of counselor behaviors and client change talk in the treatment of substance use disorders. Our results indicate that similar mechanisms may underlie the effects of MI for dietary change. These results inform MI training and application by identifying those processes critical for MI success in health promotion domains. PMID:22681874

Towards a balanced social psychology: causes, consequences, and cures for the problem-seeking approach to social behavior and cognition.

PubMed

Krueger, Joachim I; Funder, David C

2004-06-01

Mainstream social psychology focuses on how people characteristically violate norms of action through social misbehaviors such as conformity with false majority judgments, destructive obedience, and failures to help those in need. Likewise, they are seen to violate norms of reasoning through cognitive errors such as misuse of social information, self-enhancement, and an over-readiness to attribute dispositional characteristics. The causes of this negative research emphasis include the apparent informativeness of norm violation, the status of good behavior and judgment as unconfirmable null hypotheses, and the allure of counter-intuitive findings. The shortcomings of this orientation include frequently erroneous imputations of error, findings of mutually contradictory errors, incoherent interpretations of error, an inability to explain the sources of behavioral or cognitive achievement, and the inhibition of generalized theory. Possible remedies include increased attention to the complete range of behavior and judgmental accomplishment, analytic reforms emphasizing effect sizes and Bayesian inference, and a theoretical paradigm able to account for both the sources of accomplishment and of error. A more balanced social psychology would yield not only a more positive view of human nature, but also an improved understanding of the bases of good behavior and accurate judgment, coherent explanations of occasional lapses, and theoretically grounded suggestions for improvement.

Reducing the Uncertainty in Atlantic Meridional Overturning Circulation Projections Using Bayesian Model Averaging

NASA Astrophysics Data System (ADS)

Olson, R.; An, S. I.

2016-12-01

Atlantic Meridional Overturning Circulation (AMOC) in the ocean might slow down in the future, which can lead to a host of climatic effects in North Atlantic and throughout the world. Despite improvements in climate models and availability of new observations, AMOC projections remain uncertain. Here we constrain CMIP5 multi-model ensemble output with observations of a recently developed AMOC index to provide improved Bayesian predictions of future AMOC. Specifically, we first calculate yearly AMOC index loosely based on Rahmstorf et al. (2015) for years 1880—2004 for both observations, and the CMIP5 models for which relevant output is available. We then assign a weight to each model based on a Bayesian Model Averaging method that accounts for differential model skill in terms of both mean state and variability. We include the temporal autocorrelation in climate model errors, and account for the uncertainty in the parameters of our statistical model. We use the weights to provide future weighted projections of AMOC, and compare them to un-weighted ones. Our projections use bootstrapping to account for uncertainty in internal AMOC variability. We also perform spectral and other statistical analyses to show that AMOC index variability, both in models and in observations, is consistent with red noise. Our results improve on and complement previous work by using a new ensemble of climate models, a different observational metric, and an improved Bayesian weighting method that accounts for differential model skill at reproducing internal variability. Reference: Rahmstorf, S., Box, J. E., Feulner, G., Mann, M. E., Robinson, A., Rutherford, S., & Schaffernicht, E. J. (2015). Exceptional twentieth-century slowdown in atlantic ocean overturning circulation. Nature Climate Change, 5(5), 475-480. doi:10.1038/nclimate2554

An approach based on Hierarchical Bayesian Graphical Models for measurement interpretation under uncertainty

NASA Astrophysics Data System (ADS)

Skataric, Maja; Bose, Sandip; Zeroug, Smaine; Tilke, Peter

2017-02-01

It is not uncommon in the field of non-destructive evaluation that multiple measurements encompassing a variety of modalities are available for analysis and interpretation for determining the underlying states of nature of the materials or parts being tested. Despite and sometimes due to the richness of data, significant challenges arise in the interpretation manifested as ambiguities and inconsistencies due to various uncertain factors in the physical properties (inputs), environment, measurement device properties, human errors, and the measurement data (outputs). Most of these uncertainties cannot be described by any rigorous mathematical means, and modeling of all possibilities is usually infeasible for many real time applications. In this work, we will discuss an approach based on Hierarchical Bayesian Graphical Models (HBGM) for the improved interpretation of complex (multi-dimensional) problems with parametric uncertainties that lack usable physical models. In this setting, the input space of the physical properties is specified through prior distributions based on domain knowledge and expertise, which are represented as Gaussian mixtures to model the various possible scenarios of interest for non-destructive testing applications. Forward models are then used offline to generate the expected distribution of the proposed measurements which are used to train a hierarchical Bayesian network. In Bayesian analysis, all model parameters are treated as random variables, and inference of the parameters is made on the basis of posterior distribution given the observed data. Learned parameters of the posterior distribution obtained after the training can therefore be used to build an efficient classifier for differentiating new observed data in real time on the basis of pre-trained models. We will illustrate the implementation of the HBGM approach to ultrasonic measurements used for cement evaluation of cased wells in the oil industry.

Wavelet extractor: A Bayesian well-tie and wavelet extraction program

NASA Astrophysics Data System (ADS)

Gunning, James; Glinsky, Michael E.

2006-06-01

We introduce a new open-source toolkit for the well-tie or wavelet extraction problem of estimating seismic wavelets from seismic data, time-to-depth information, and well-log suites. The wavelet extraction model is formulated as a Bayesian inverse problem, and the software will simultaneously estimate wavelet coefficients, other parameters associated with uncertainty in the time-to-depth mapping, positioning errors in the seismic imaging, and useful amplitude-variation-with-offset (AVO) related parameters in multi-stack extractions. It is capable of multi-well, multi-stack extractions, and uses continuous seismic data-cube interpolation to cope with the problem of arbitrary well paths. Velocity constraints in the form of checkshot data, interpreted markers, and sonic logs are integrated in a natural way. The Bayesian formulation allows computation of full posterior uncertainties of the model parameters, and the important problem of the uncertain wavelet span is addressed uses a multi-model posterior developed from Bayesian model selection theory. The wavelet extraction tool is distributed as part of the Delivery seismic inversion toolkit. A simple log and seismic viewing tool is included in the distribution. The code is written in Java, and thus platform independent, but the Seismic Unix (SU) data model makes the inversion particularly suited to Unix/Linux environments. It is a natural companion piece of software to Delivery, having the capacity to produce maximum likelihood wavelet and noise estimates, but will also be of significant utility to practitioners wanting to produce wavelet estimates for other inversion codes or purposes. The generation of full parameter uncertainties is a crucial function for workers wishing to investigate questions of wavelet stability before proceeding to more advanced inversion studies.

Analysis of statistical and standard algorithms for detecting muscle onset with surface electromyography

PubMed Central

Tweedell, Andrew J.; Haynes, Courtney A.

2017-01-01

The timing of muscle activity is a commonly applied analytic method to understand how the nervous system controls movement. This study systematically evaluates six classes of standard and statistical algorithms to determine muscle onset in both experimental surface electromyography (EMG) and simulated EMG with a known onset time. Eighteen participants had EMG collected from the biceps brachii and vastus lateralis while performing a biceps curl or knee extension, respectively. Three established methods and three statistical methods for EMG onset were evaluated. Linear envelope, Teager-Kaiser energy operator + linear envelope and sample entropy were the established methods evaluated while general time series mean/variance, sequential and batch processing of parametric and nonparametric tools, and Bayesian changepoint analysis were the statistical techniques used. Visual EMG onset (experimental data) and objective EMG onset (simulated data) were compared with algorithmic EMG onset via root mean square error and linear regression models for stepwise elimination of inferior algorithms. The top algorithms for both data types were analyzed for their mean agreement with the gold standard onset and evaluation of 95% confidence intervals. The top algorithms were all Bayesian changepoint analysis iterations where the parameter of the prior (p0) was zero. The best performing Bayesian algorithms were p0 = 0 and a posterior probability for onset determination at 60–90%. While existing algorithms performed reasonably, the Bayesian changepoint analysis methodology provides greater reliability and accuracy when determining the singular onset of EMG activity in a time series. Further research is needed to determine if this class of algorithms perform equally well when the time series has multiple bursts of muscle activity. PMID:28489897

Bayesian neural adjustment of inhibitory control predicts emergence of problem stimulant use.

PubMed

Harlé, Katia M; Stewart, Jennifer L; Zhang, Shunan; Tapert, Susan F; Yu, Angela J; Paulus, Martin P

2015-11-01

Bayesian ideal observer models quantify individuals' context- and experience-dependent beliefs and expectations about their environment, which provides a powerful approach (i) to link basic behavioural mechanisms to neural processing; and (ii) to generate clinical predictors for patient populations. Here, we focus on (ii) and determine whether individual differences in the neural representation of the need to stop in an inhibitory task can predict the development of problem use (i.e. abuse or dependence) in individuals experimenting with stimulants. One hundred and fifty-seven non-dependent occasional stimulant users, aged 18-24, completed a stop-signal task while undergoing functional magnetic resonance imaging. These individuals were prospectively followed for 3 years and evaluated for stimulant use and abuse/dependence symptoms. At follow-up, 38 occasional stimulant users met criteria for a stimulant use disorder (problem stimulant users), while 50 had discontinued use (desisted stimulant users). We found that those individuals who showed greater neural responses associated with Bayesian prediction errors, i.e. the difference between actual and expected need to stop on a given trial, in right medial prefrontal cortex/anterior cingulate cortex, caudate, anterior insula, and thalamus were more likely to exhibit problem use 3 years later. Importantly, these computationally based neural predictors outperformed clinical measures and non-model based neural variables in predicting clinical status. In conclusion, young adults who show exaggerated brain processing underlying whether to 'stop' or to 'go' are more likely to develop stimulant abuse. Thus, Bayesian cognitive models provide both a computational explanation and potential predictive biomarkers of belief processing deficits in individuals at risk for stimulant addiction. © The Author (2015). Published by Oxford University Press on behalf of the Guarantors of Brain. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

The development of a combined mathematical model to forecast the incidence of hepatitis E in Shanghai, China.

PubMed

Ren, Hong; Li, Jian; Yuan, Zheng-An; Hu, Jia-Yu; Yu, Yan; Lu, Yi-Han

2013-09-08

Sporadic hepatitis E has become an important public health concern in China. Accurate forecasting of the incidence of hepatitis E is needed to better plan future medical needs. Few mathematical models can be used because hepatitis E morbidity data has both linear and nonlinear patterns. We developed a combined mathematical model using an autoregressive integrated moving average model (ARIMA) and a back propagation neural network (BPNN) to forecast the incidence of hepatitis E. The morbidity data of hepatitis E in Shanghai from 2000 to 2012 were retrieved from the China Information System for Disease Control and Prevention. The ARIMA-BPNN combined model was trained with 144 months of morbidity data from January 2000 to December 2011, validated with 12 months of data January 2012 to December 2012, and then employed to forecast hepatitis E incidence January 2013 to December 2013 in Shanghai. Residual analysis, Root Mean Square Error (RMSE), normalized Bayesian Information Criterion (BIC), and stationary R square methods were used to compare the goodness-of-fit among ARIMA models. The Bayesian regularization back-propagation algorithm was used to train the network. The mean error rate (MER) was used to assess the validity of the combined model. A total of 7,489 hepatitis E cases was reported in Shanghai from 2000 to 2012. Goodness-of-fit (stationary R2=0.531, BIC= -4.768, Ljung-Box Q statistics=15.59, P=0.482) and parameter estimates were used to determine the best-fitting model as ARIMA (0,1,1)×(0,1,1)12. Predicted morbidity values in 2012 from best-fitting ARIMA model and actual morbidity data from 2000 to 2011 were used to further construct the combined model. The MER of the ARIMA model and the ARIMA-BPNN combined model were 0.250 and 0.176, respectively. The forecasted incidence of hepatitis E in 2013 was 0.095 to 0.372 per 100,000 population. There was a seasonal variation with a peak during January-March and a nadir during August-October. Time series analysis suggested a seasonal pattern of hepatitis E morbidity in Shanghai, China. An ARIMA-BPNN combined model was used to fit the linear and nonlinear patterns of time series data, and accurately forecast hepatitis E infections.

Dosimetric impact of dual-energy CT tissue segmentation for low-energy prostate brachytherapy: a Monte Carlo study

NASA Astrophysics Data System (ADS)

Remy, Charlotte; Lalonde, Arthur; Béliveau-Nadeau, Dominic; Carrier, Jean-François; Bouchard, Hugo

2018-01-01

The purpose of this study is to evaluate the impact of a novel tissue characterization method using dual-energy over single-energy computed tomography (DECT and SECT) on Monte Carlo (MC) dose calculations for low-dose rate (LDR) prostate brachytherapy performed in a patient like geometry. A virtual patient geometry is created using contours from a real patient pelvis CT scan, where known elemental compositions and varying densities are overwritten in each voxel. A second phantom is made with additional calcifications. Both phantoms are the ground truth with which all results are compared. Simulated CT images are generated from them using attenuation coefficients taken from the XCOM database with a 100 kVp spectrum for SECT and 80 and 140Sn kVp for DECT. Tissue segmentation for Monte Carlo dose calculation is made using a stoichiometric calibration method for the simulated SECT images. For the DECT images, Bayesian eigentissue decomposition is used. A LDR prostate brachytherapy plan is defined with 125I sources and then calculated using the EGSnrc user-code Brachydose for each case. Dose distributions and dose-volume histograms (DVH) are compared to ground truth to assess the accuracy of tissue segmentation. For noiseless images, DECT-based tissue segmentation outperforms the SECT procedure with a root mean square error (RMS) on relative errors on dose distributions respectively of 2.39% versus 7.77%, and provides DVHs closest to the reference DVHs for all tissues. For a medium level of CT noise, Bayesian eigentissue decomposition still performs better on the overall dose calculation as the RMS error is found to be of 7.83% compared to 9.15% for SECT. Both methods give a similar DVH for the prostate while the DECT segmentation remains more accurate for organs at risk and in presence of calcifications, with less than 5% of RMS errors within the calcifications versus up to 154% for SECT. In a patient-like geometry, DECT-based tissue segmentation provides dose distributions with the highest accuracy and the least bias compared to SECT. When imaging noise is considered, benefits of DECT are noticeable if important calcifications are found within the prostate.

Self-evaluation of decision-making: A general Bayesian framework for metacognitive computation.

PubMed

Fleming, Stephen M; Daw, Nathaniel D

2017-01-01

People are often aware of their mistakes, and report levels of confidence in their choices that correlate with objective performance. These metacognitive assessments of decision quality are important for the guidance of behavior, particularly when external feedback is absent or sporadic. However, a computational framework that accounts for both confidence and error detection is lacking. In addition, accounts of dissociations between performance and metacognition have often relied on ad hoc assumptions, precluding a unified account of intact and impaired self-evaluation. Here we present a general Bayesian framework in which self-evaluation is cast as a "second-order" inference on a coupled but distinct decision system, computationally equivalent to inferring the performance of another actor. Second-order computation may ensue whenever there is a separation between internal states supporting decisions and confidence estimates over space and/or time. We contrast second-order computation against simpler first-order models in which the same internal state supports both decisions and confidence estimates. Through simulations we show that second-order computation provides a unified account of different types of self-evaluation often considered in separate literatures, such as confidence and error detection, and generates novel predictions about the contribution of one's own actions to metacognitive judgments. In addition, the model provides insight into why subjects' metacognition may sometimes be better or worse than task performance. We suggest that second-order computation may underpin self-evaluative judgments across a range of domains. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Self-Evaluation of Decision-Making: A General Bayesian Framework for Metacognitive Computation

PubMed Central

2017-01-01

People are often aware of their mistakes, and report levels of confidence in their choices that correlate with objective performance. These metacognitive assessments of decision quality are important for the guidance of behavior, particularly when external feedback is absent or sporadic. However, a computational framework that accounts for both confidence and error detection is lacking. In addition, accounts of dissociations between performance and metacognition have often relied on ad hoc assumptions, precluding a unified account of intact and impaired self-evaluation. Here we present a general Bayesian framework in which self-evaluation is cast as a “second-order” inference on a coupled but distinct decision system, computationally equivalent to inferring the performance of another actor. Second-order computation may ensue whenever there is a separation between internal states supporting decisions and confidence estimates over space and/or time. We contrast second-order computation against simpler first-order models in which the same internal state supports both decisions and confidence estimates. Through simulations we show that second-order computation provides a unified account of different types of self-evaluation often considered in separate literatures, such as confidence and error detection, and generates novel predictions about the contribution of one’s own actions to metacognitive judgments. In addition, the model provides insight into why subjects’ metacognition may sometimes be better or worse than task performance. We suggest that second-order computation may underpin self-evaluative judgments across a range of domains. PMID:28004960

Distinguishing between statistical significance and practical/clinical meaningfulness using statistical inference.

PubMed

Wilkinson, Michael

2014-03-01

Decisions about support for predictions of theories in light of data are made using statistical inference. The dominant approach in sport and exercise science is the Neyman-Pearson (N-P) significance-testing approach. When applied correctly it provides a reliable procedure for making dichotomous decisions for accepting or rejecting zero-effect null hypotheses with known and controlled long-run error rates. Type I and type II error rates must be specified in advance and the latter controlled by conducting an a priori sample size calculation. The N-P approach does not provide the probability of hypotheses or indicate the strength of support for hypotheses in light of data, yet many scientists believe it does. Outcomes of analyses allow conclusions only about the existence of non-zero effects, and provide no information about the likely size of true effects or their practical/clinical value. Bayesian inference can show how much support data provide for different hypotheses, and how personal convictions should be altered in light of data, but the approach is complicated by formulating probability distributions about prior subjective estimates of population effects. A pragmatic solution is magnitude-based inference, which allows scientists to estimate the true magnitude of population effects and how likely they are to exceed an effect magnitude of practical/clinical importance, thereby integrating elements of subjective Bayesian-style thinking. While this approach is gaining acceptance, progress might be hastened if scientists appreciate the shortcomings of traditional N-P null hypothesis significance testing.

Bayesian microsaccade detection

PubMed Central

Mihali, Andra; van Opheusden, Bas; Ma, Wei Ji

2017-01-01

Microsaccades are high-velocity fixational eye movements, with special roles in perception and cognition. The default microsaccade detection method is to determine when the smoothed eye velocity exceeds a threshold. We have developed a new method, Bayesian microsaccade detection (BMD), which performs inference based on a simple statistical model of eye positions. In this model, a hidden state variable changes between drift and microsaccade states at random times. The eye position is a biased random walk with different velocity distributions for each state. BMD generates samples from the posterior probability distribution over the eye state time series given the eye position time series. Applied to simulated data, BMD recovers the “true” microsaccades with fewer errors than alternative algorithms, especially at high noise. Applied to EyeLink eye tracker data, BMD detects almost all the microsaccades detected by the default method, but also apparent microsaccades embedded in high noise—although these can also be interpreted as false positives. Next we apply the algorithms to data collected with a Dual Purkinje Image eye tracker, whose higher precision justifies defining the inferred microsaccades as ground truth. When we add artificial measurement noise, the inferences of all algorithms degrade; however, at noise levels comparable to EyeLink data, BMD recovers the “true” microsaccades with 54% fewer errors than the default algorithm. Though unsuitable for online detection, BMD has other advantages: It returns probabilities rather than binary judgments, and it can be straightforwardly adapted as the generative model is refined. We make our algorithm available as a software package. PMID:28114483

Simple summation rule for optimal fixation selection in visual search.

PubMed

Najemnik, Jiri; Geisler, Wilson S

2009-06-01

When searching for a known target in a natural texture, practiced humans achieve near-optimal performance compared to a Bayesian ideal searcher constrained with the human map of target detectability across the visual field [Najemnik, J., & Geisler, W. S. (2005). Optimal eye movement strategies in visual search. Nature, 434, 387-391]. To do so, humans must be good at choosing where to fixate during the search [Najemnik, J., & Geisler, W.S. (2008). Eye movement statistics in humans are consistent with an optimal strategy. Journal of Vision, 8(3), 1-14. 4]; however, it seems unlikely that a biological nervous system would implement the computations for the Bayesian ideal fixation selection because of their complexity. Here we derive and test a simple heuristic for optimal fixation selection that appears to be a much better candidate for implementation within a biological nervous system. Specifically, we show that the near-optimal fixation location is the maximum of the current posterior probability distribution for target location after the distribution is filtered by (convolved with) the square of the retinotopic target detectability map. We term the model that uses this strategy the entropy limit minimization (ELM) searcher. We show that when constrained with human-like retinotopic map of target detectability and human search error rates, the ELM searcher performs as well as the Bayesian ideal searcher, and produces fixation statistics similar to human.

An evaluation of behavior inferences from Bayesian state-space models: A case study with the Pacific walrus

USGS Publications Warehouse

Beatty, William; Jay, Chadwick V.; Fischbach, Anthony S.

2016-01-01

State-space models offer researchers an objective approach to modeling complex animal location data sets, and state-space model behavior classifications are often assumed to have a link to animal behavior. In this study, we evaluated the behavioral classification accuracy of a Bayesian state-space model in Pacific walruses using Argos satellite tags with sensors to detect animal behavior in real time. We fit a two-state discrete-time continuous-space Bayesian state-space model to data from 306 Pacific walruses tagged in the Chukchi Sea. We matched predicted locations and behaviors from the state-space model (resident, transient behavior) to true animal behavior (foraging, swimming, hauled out) and evaluated classification accuracy with kappa statistics (κ) and root mean square error (RMSE). In addition, we compared biased random bridge utilization distributions generated with resident behavior locations to true foraging behavior locations to evaluate differences in space use patterns. Results indicated that the two-state model fairly classified true animal behavior (0.06 ≤ κ ≤ 0.26, 0.49 ≤ RMSE ≤ 0.59). Kernel overlap metrics indicated utilization distributions generated with resident behavior locations were generally smaller than utilization distributions generated with true foraging behavior locations. Consequently, we encourage researchers to carefully examine parameters and priors associated with behaviors in state-space models, and reconcile these parameters with the study species and its expected behaviors.

A unifying Bayesian account of contextual effects in value-based choice

PubMed Central

Friston, Karl J.; Dolan, Raymond J.

2017-01-01

Empirical evidence suggests the incentive value of an option is affected by other options available during choice and by options presented in the past. These contextual effects are hard to reconcile with classical theories and have inspired accounts where contextual influences play a crucial role. However, each account only addresses one or the other of the empirical findings and a unifying perspective has been elusive. Here, we offer a unifying theory of context effects on incentive value attribution and choice based on normative Bayesian principles. This formulation assumes that incentive value corresponds to a precision-weighted prediction error, where predictions are based upon expectations about reward. We show that this scheme explains a wide range of contextual effects, such as those elicited by other options available during choice (or within-choice context effects). These include both conditions in which choice requires an integration of multiple attributes and conditions where a multi-attribute integration is not necessary. Moreover, the same scheme explains context effects elicited by options presented in the past or between-choice context effects. Our formulation encompasses a wide range of contextual influences (comprising both within- and between-choice effects) by calling on Bayesian principles, without invoking ad-hoc assumptions. This helps clarify the contextual nature of incentive value and choice behaviour and may offer insights into psychopathologies characterized by dysfunctional decision-making, such as addiction and pathological gambling. PMID:28981514

A Poisson nonnegative matrix factorization method with parameter subspace clustering constraint for endmember extraction in hyperspectral imagery

NASA Astrophysics Data System (ADS)

Sun, Weiwei; Ma, Jun; Yang, Gang; Du, Bo; Zhang, Liangpei

2017-06-01

A new Bayesian method named Poisson Nonnegative Matrix Factorization with Parameter Subspace Clustering Constraint (PNMF-PSCC) has been presented to extract endmembers from Hyperspectral Imagery (HSI). First, the method integrates the liner spectral mixture model with the Bayesian framework and it formulates endmember extraction into a Bayesian inference problem. Second, the Parameter Subspace Clustering Constraint (PSCC) is incorporated into the statistical program to consider the clustering of all pixels in the parameter subspace. The PSCC could enlarge differences among ground objects and helps finding endmembers with smaller spectrum divergences. Meanwhile, the PNMF-PSCC method utilizes the Poisson distribution as the prior knowledge of spectral signals to better explain the quantum nature of light in imaging spectrometer. Third, the optimization problem of PNMF-PSCC is formulated into maximizing the joint density via the Maximum A Posterior (MAP) estimator. The program is finally solved by iteratively optimizing two sub-problems via the Alternating Direction Method of Multipliers (ADMM) framework and the FURTHESTSUM initialization scheme. Five state-of-the art methods are implemented to make comparisons with the performance of PNMF-PSCC on both the synthetic and real HSI datasets. Experimental results show that the PNMF-PSCC outperforms all the five methods in Spectral Angle Distance (SAD) and Root-Mean-Square-Error (RMSE), and especially it could identify good endmembers for ground objects with smaller spectrum divergences.

Investigating the Effects of Imputation Methods for Modelling Gene Networks Using a Dynamic Bayesian Network from Gene Expression Data

PubMed Central

CHAI, Lian En; LAW, Chow Kuan; MOHAMAD, Mohd Saberi; CHONG, Chuii Khim; CHOON, Yee Wen; DERIS, Safaai; ILLIAS, Rosli Md

2014-01-01

Background: Gene expression data often contain missing expression values. Therefore, several imputation methods have been applied to solve the missing values, which include k-nearest neighbour (kNN), local least squares (LLS), and Bayesian principal component analysis (BPCA). However, the effects of these imputation methods on the modelling of gene regulatory networks from gene expression data have rarely been investigated and analysed using a dynamic Bayesian network (DBN). Methods: In the present study, we separately imputed datasets of the Escherichia coli S.O.S. DNA repair pathway and the Saccharomyces cerevisiae cell cycle pathway with kNN, LLS, and BPCA, and subsequently used these to generate gene regulatory networks (GRNs) using a discrete DBN. We made comparisons on the basis of previous studies in order to select the gene network with the least error. Results: We found that BPCA and LLS performed better on larger networks (based on the S. cerevisiae dataset), whereas kNN performed better on smaller networks (based on the E. coli dataset). Conclusion: The results suggest that the performance of each imputation method is dependent on the size of the dataset, and this subsequently affects the modelling of the resultant GRNs using a DBN. In addition, on the basis of these results, a DBN has the capacity to discover potential edges, as well as display interactions, between genes. PMID:24876803

Uncertainty quantification for nuclear density functional theory and information content of new measurements.

PubMed

McDonnell, J D; Schunck, N; Higdon, D; Sarich, J; Wild, S M; Nazarewicz, W

2015-03-27

Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squares optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. The example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.

No Substantial Evidence for Sexual Transmission of Minority HIV Drug Resistance Mutations in Men Who Have Sex with Men.

PubMed

Chaillon, Antoine; Nakazawa, Masato; Wertheim, Joel O; Little, Susan J; Smith, Davey M; Mehta, Sanjay R; Gianella, Sara

2017-11-01

During primary HIV infection, the presence of minority drug resistance mutations (DRM) may be a consequence of sexual transmission, de novo mutations, or technical errors in identification. Baseline blood samples were collected from 24 HIV-infected antiretroviral-naive, genetically and epidemiologically linked source and recipient partners shortly after the recipient's estimated date of infection. An additional 32 longitudinal samples were available from 11 recipients. Deep sequencing of HIV reverse transcriptase (RT) was performed (Roche/454), and the sequences were screened for nucleoside and nonnucleoside RT inhibitor DRM. The likelihood of sexual transmission and persistence of DRM was assessed using Bayesian-based statistical modeling. While the majority of DRM (>20%) were consistently transmitted from source to recipient, the probability of detecting a minority DRM in the recipient was not increased when the same minority DRM was detected in the source (Bayes factor [BF] = 6.37). Longitudinal analyses revealed an exponential decay of DRM (BF = 0.05) while genetic diversity increased. Our analysis revealed no substantial evidence for sexual transmission of minority DRM (BF = 0.02). The presence of minority DRM during early infection, followed by a rapid decay, is consistent with the "mutation-selection balance" hypothesis, in which deleterious mutations are more efficiently purged later during HIV infection when the larger effective population size allows more efficient selection. Future studies using more recent sequencing technologies that are less prone to single-base errors should confirm these results by applying a similar Bayesian framework in other clinical settings. IMPORTANCE The advent of sensitive sequencing platforms has led to an increased identification of minority drug resistance mutations (DRM), including among antiretroviral therapy-naive HIV-infected individuals. While transmission of DRM may impact future therapy options for newly infected individuals, the clinical significance of the detection of minority DRM remains controversial. In the present study, we applied deep-sequencing techniques within a Bayesian hierarchical framework to a cohort of 24 transmission pairs to investigate whether minority DRM detected shortly after transmission were the consequence of (i) sexual transmission from the source, (ii) de novo emergence shortly after infection followed by viral selection and evolution, or (iii) technical errors/limitations of deep-sequencing methods. We found no clear evidence to support the sexual transmission of minority resistant variants, and our results suggested that minor resistant variants may emerge de novo shortly after transmission, when the small effective population size limits efficient purge by natural selection. Copyright © 2017 American Society for Microbiology.

a Bayesian Synthesis of Predictions from Different Models for Setting Water Quality Criteria

NASA Astrophysics Data System (ADS)

Arhonditsis, G. B.; Ecological Modelling Laboratory

2011-12-01

Skeptical views of the scientific value of modelling argue that there is no true model of an ecological system, but rather several adequate descriptions of different conceptual basis and structure. In this regard, rather than picking the single "best-fit" model to predict future system responses, we can use Bayesian model averaging to synthesize the forecasts from different models. Hence, by acknowledging that models from different areas of the complexity spectrum have different strengths and weaknesses, the Bayesian model averaging is an appealing approach to improve the predictive capacity and to overcome the ambiguity surrounding the model selection or the risk of basing ecological forecasts on a single model. Our study addresses this question using a complex ecological model, developed by Ramin et al. (2011; Environ Modell Softw 26, 337-353) to guide the water quality criteria setting process in the Hamilton Harbour (Ontario, Canada), along with a simpler plankton model that considers the interplay among phosphate, detritus, and generic phytoplankton and zooplankton state variables. This simple approach is more easily subjected to detailed sensitivity analysis and also has the advantage of fewer unconstrained parameters. Using Markov Chain Monte Carlo simulations, we calculate the relative mean standard error to assess the posterior support of the two models from the existing data. Predictions from the two models are then combined using the respective standard error estimates as weights in a weighted model average. The model averaging approach is used to examine the robustness of predictive statements made from our earlier work regarding the response of Hamilton Harbour to the different nutrient loading reduction strategies. The two eutrophication models are then used in conjunction with the SPAtially Referenced Regressions On Watershed attributes (SPARROW) watershed model. The Bayesian nature of our work is used: (i) to alleviate problems of spatiotemporal resolution mismatch between watershed and receiving waterbody models; and (ii) to overcome the conceptual or scale misalignment between processes of interest and supporting information. The proposed Bayesian approach provides an effective means of empirically estimating the relation between in-stream measurements of nutrient fluxes and the sources/sinks of nutrients within the watershed, while explicitly accounting for the uncertainty associated with the existing knowledge from the system along with the different types of spatial correlation typically underlying the parameter estimation of watershed models. Our modelling exercise offers the first estimates of the export coefficients and the delivery rates from the different subcatchments and thus generates testable hypotheses regarding the nutrient export "hot spots" in the studied watershed. Finally, we conduct modeling experiments that evaluate the potential improvement of the model parameter estimates and the decrease of the predictive uncertainty, if the uncertainty associated with the contemporary nutrient loading estimates is reduced. The lessons learned from this study will contribute towards the development of integrated modelling frameworks.

A probabilistic approach to remote compositional analysis of planetary surfaces

USGS Publications Warehouse

Lapotre, Mathieu G.A.; Ehlmann, Bethany L.; Minson, Sarah E.

2017-01-01

Reflected light from planetary surfaces provides information, including mineral/ice compositions and grain sizes, by study of albedo and absorption features as a function of wavelength. However, deconvolving the compositional signal in spectra is complicated by the nonuniqueness of the inverse problem. Trade-offs between mineral abundances and grain sizes in setting reflectance, instrument noise, and systematic errors in the forward model are potential sources of uncertainty, which are often unquantified. Here we adopt a Bayesian implementation of the Hapke model to determine sets of acceptable-fit mineral assemblages, as opposed to single best fit solutions. We quantify errors and uncertainties in mineral abundances and grain sizes that arise from instrument noise, compositional end members, optical constants, and systematic forward model errors for two suites of ternary mixtures (olivine-enstatite-anorthite and olivine-nontronite-basaltic glass) in a series of six experiments in the visible-shortwave infrared (VSWIR) wavelength range. We show that grain sizes are generally poorly constrained from VSWIR spectroscopy. Abundance and grain size trade-offs lead to typical abundance errors of ≤1 wt % (occasionally up to ~5 wt %), while ~3% noise in the data increases errors by up to ~2 wt %. Systematic errors further increase inaccuracies by a factor of 4. Finally, phases with low spectral contrast or inaccurate optical constants can further increase errors. Overall, typical errors in abundance are <10%, but sometimes significantly increase for specific mixtures, prone to abundance/grain-size trade-offs that lead to high unmixing uncertainties. These results highlight the need for probabilistic approaches to remote determination of planetary surface composition.

The use of propagation path corrections to improve regional seismic event location in western China

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

Steck, L.K.; Cogbill, A.H.; Velasco, A.A.

1999-03-01

In an effort to improve the ability to locate seismic events in western China using only regional data, the authors have developed empirical propagation path corrections (PPCs) and applied such corrections using both traditional location routines as well as a nonlinear grid search method. Thus far, the authors have concentrated on corrections to observed P arrival times for shallow events using travel-time observations available from the USGS EDRs, the ISC catalogs, their own travel-tim picks from regional data, and data from other catalogs. They relocate events with the algorithm of Bratt and Bache (1988) from a region encompassing China. Formore » individual stations having sufficient data, they produce a map of the regional travel-time residuals from all well-located teleseismic events. From these maps, interpolated PPC surfaces have been constructed using both surface fitting under tension and modified Bayesian kriging. The latter method offers the advantage of providing well-behaved interpolants, but requires that the authors have adequate error estimates associated with the travel-time residuals. To improve error estimates for kriging and event location, they separate measurement error from modeling error. The modeling error is defined as the travel-time variance of a particular model as a function of distance, while the measurement error is defined as the picking error associated with each phase. They estimate measurement errors for arrivals from the EDRs based on roundoff or truncation, and use signal-to-noise for the travel-time picks from the waveform data set.« less

Laboratory errors and patient safety.

PubMed

Miligy, Dawlat A

2015-01-01

Laboratory data are extensively used in medical practice; consequently, laboratory errors have a tremendous impact on patient safety. Therefore, programs designed to identify and reduce laboratory errors, as well as, setting specific strategies are required to minimize these errors and improve patient safety. The purpose of this paper is to identify part of the commonly encountered laboratory errors throughout our practice in laboratory work, their hazards on patient health care and some measures and recommendations to minimize or to eliminate these errors. Recording the encountered laboratory errors during May 2008 and their statistical evaluation (using simple percent distribution) have been done in the department of laboratory of one of the private hospitals in Egypt. Errors have been classified according to the laboratory phases and according to their implication on patient health. Data obtained out of 1,600 testing procedure revealed that the total number of encountered errors is 14 tests (0.87 percent of total testing procedures). Most of the encountered errors lay in the pre- and post-analytic phases of testing cycle (representing 35.7 and 50 percent, respectively, of total errors). While the number of test errors encountered in the analytic phase represented only 14.3 percent of total errors. About 85.7 percent of total errors were of non-significant implication on patients health being detected before test reports have been submitted to the patients. On the other hand, the number of test errors that have been already submitted to patients and reach the physician represented 14.3 percent of total errors. Only 7.1 percent of the errors could have an impact on patient diagnosis. The findings of this study were concomitant with those published from the USA and other countries. This proves that laboratory problems are universal and need general standardization and bench marking measures. Original being the first data published from Arabic countries that evaluated the encountered laboratory errors and launch the great need for universal standardization and bench marking measures to control the laboratory work.

Determination of the priority indexes for the oil refinery wastewater treatment process

NASA Astrophysics Data System (ADS)

Chesnokova, M. G.; Myshlyavtsev, A. V.; Kriga, A. S.; Shaporenko, A. P.; Markelov, V. V.

2017-08-01

The wastewater biological treatment intensity and effectiveness are influenced by many factors: temperature, pH, presence and concentration of toxic substances, the biomass concentration et al. Regulation of them allows controlling the biological treatment process. Using the Bayesian theorem the link between changes was determined and the wastewater indexes normative limits exceeding influence for activated sludge characteristics alteration probability was evaluated. The estimation of total, or aposterioric, priority index presence probability, which characterizes the wastewater treatment level, is an important way to use the Bayesian theorem in activated sludge swelling prediction at the oil refinery biological treatment unit.

Improved error estimates of a discharge algorithm for remotely sensed river measurements: Test cases on Sacramento and Garonne Rivers

NASA Astrophysics Data System (ADS)

Yoon, Yeosang; Garambois, Pierre-André; Paiva, Rodrigo C. D.; Durand, Michael; Roux, Hélène; Beighley, Edward

2016-01-01

We present an improvement to a previously presented algorithm that used a Bayesian Markov Chain Monte Carlo method for estimating river discharge from remotely sensed observations of river height, width, and slope. We also present an error budget for discharge calculations from the algorithm. The algorithm may be utilized by the upcoming Surface Water and Ocean Topography (SWOT) mission. We present a detailed evaluation of the method using synthetic SWOT-like observations (i.e., SWOT and AirSWOT, an airborne version of SWOT). The algorithm is evaluated using simulated AirSWOT observations over the Sacramento and Garonne Rivers that have differing hydraulic characteristics. The algorithm is also explored using SWOT observations over the Sacramento River. SWOT and AirSWOT height, width, and slope observations are simulated by corrupting the "true" hydraulic modeling results with instrument error. Algorithm discharge root mean square error (RMSE) was 9% for the Sacramento River and 15% for the Garonne River for the AirSWOT case using expected observation error. The discharge uncertainty calculated from Manning's equation was 16.2% and 17.1%, respectively. For the SWOT scenario, the RMSE and uncertainty of the discharge estimate for the Sacramento River were 15% and 16.2%, respectively. A method based on the Kalman filter to correct errors of discharge estimates was shown to improve algorithm performance. From the error budget, the primary source of uncertainty was the a priori uncertainty of bathymetry and roughness parameters. Sensitivity to measurement errors was found to be a function of river characteristics. For example, Steeper Garonne River is less sensitive to slope errors than the flatter Sacramento River.

Impacts of uncertainties in weather and streamflow observations in calibration and evaluation of an elevation distributed HBV-model

NASA Astrophysics Data System (ADS)

Engeland, K.; Steinsland, I.; Petersen-Øverleir, A.; Johansen, S.

2012-04-01

The aim of this study is to assess the uncertainties in streamflow simulations when uncertainties in both observed inputs (precipitation and temperature) and streamflow observations used in the calibration of the hydrological model are explicitly accounted for. To achieve this goal we applied the elevation distributed HBV model operating on daily time steps to a small catchment in high elevation in Southern Norway where the seasonal snow cover is important. The uncertainties in precipitation inputs were quantified using conditional simulation. This procedure accounts for the uncertainty related to the density of the precipitation network, but neglects uncertainties related to measurement bias/errors and eventual elevation gradients in precipitation. The uncertainties in temperature inputs were quantified using a Bayesian temperature interpolation procedure where the temperature lapse rate is re-estimated every day. The uncertainty in the lapse rate was accounted for whereas the sampling uncertainty related to network density was neglected. For every day a random sample of precipitation and temperature inputs were drawn to be applied as inputs to the hydrologic model. The uncertainties in observed streamflow were assessed based on the uncertainties in the rating curve model. A Bayesian procedure was applied to estimate the probability for rating curve models with 1 to 3 segments and the uncertainties in their parameters. This method neglects uncertainties related to errors in observed water levels. Note that one rating curve was drawn to make one realisation of a whole time series of streamflow, thus the rating curve errors lead to a systematic bias in the streamflow observations. All these uncertainty sources were linked together in both calibration and evaluation of the hydrologic model using a DREAM based MCMC routine. Effects of having less information (e.g. missing one streamflow measurement for defining the rating curve or missing one precipitation station) was also investigated.