Bayesian Monte Carlo and Maximum Likelihood Approach for ...

EPA Pesticide Factsheets

Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood estimation (BMCML) to calibrate a lake oxygen recovery model. We first derive an analytical solution of the differential equation governing lake-averaged oxygen dynamics as a function of time-variable wind speed. Statistical inferences on model parameters and predictive uncertainty are then drawn by Bayesian conditioning of the analytical solution on observed daily wind speed and oxygen concentration data obtained from an earlier study during two recovery periods on a eutrophic lake in upper state New York. The model is calibrated using oxygen recovery data for one year and statistical inferences were validated using recovery data for another year. Compared with essentially two-step, regression and optimization approach, the BMCML results are more comprehensive and performed relatively better in predicting the observed temporal dissolved oxygen levels (DO) in the lake. BMCML also produced comparable calibration and validation results with those obtained using popular Markov Chain Monte Carlo technique (MCMC) and is computationally simpler and easier to implement than the MCMC. Next, using the calibrated model, we derive an optimal relationship between liquid film-transfer coefficien

An NCME Instructional Module on Estimating Item Response Theory Models Using Markov Chain Monte Carlo Methods

ERIC Educational Resources Information Center

Kim, Jee-Seon; Bolt, Daniel M.

2007-01-01

The purpose of this ITEMS module is to provide an introduction to Markov chain Monte Carlo (MCMC) estimation for item response models. A brief description of Bayesian inference is followed by an overview of the various facets of MCMC algorithms, including discussion of prior specification, sampling procedures, and methods for evaluating chain…

Inference of epidemiological parameters from household stratified data

PubMed Central

Walker, James N.; Ross, Joshua V.

2017-01-01

We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters—governing within-household transmission, recovery, and between-household transmission—from data of the day upon which each individual became infectious and the household in which each infection occurred, as might be available from First Few Hundred studies. Each method is a form of Bayesian Markov Chain Monte Carlo that allows us to calculate a joint posterior distribution for all parameters and hence the household reproduction number and the early growth rate of the epidemic. The first method performs exact Bayesian inference using a standard data-augmentation approach; the second performs approximate Bayesian inference based on a likelihood approximation derived from branching processes. These methods are compared for computational efficiency and posteriors from each are compared. The branching process is shown to be a good approximation and remains computationally efficient as the amount of data is increased. PMID:29045456

Bayesian analysis of non-homogeneous Markov chains: application to mental health data.

PubMed

Sung, Minje; Soyer, Refik; Nhan, Nguyen

2007-07-10

In this paper we present a formal treatment of non-homogeneous Markov chains by introducing a hierarchical Bayesian framework. Our work is motivated by the analysis of correlated categorical data which arise in assessment of psychiatric treatment programs. In our development, we introduce a Markovian structure to describe the non-homogeneity of transition patterns. In doing so, we introduce a logistic regression set-up for Markov chains and incorporate covariates in our model. We present a Bayesian model using Markov chain Monte Carlo methods and develop inference procedures to address issues encountered in the analyses of data from psychiatric treatment programs. Our model and inference procedures are implemented to some real data from a psychiatric treatment study. Copyright 2006 John Wiley & Sons, Ltd.

Bayesian Inference on Proportional Elections

PubMed Central

Brunello, Gabriel Hideki Vatanabe; Nakano, Eduardo Yoshio

2015-01-01

Polls for majoritarian voting systems usually show estimates of the percentage of votes for each candidate. However, proportional vote systems do not necessarily guarantee the candidate with the most percentage of votes will be elected. Thus, traditional methods used in majoritarian elections cannot be applied on proportional elections. In this context, the purpose of this paper was to perform a Bayesian inference on proportional elections considering the Brazilian system of seats distribution. More specifically, a methodology to answer the probability that a given party will have representation on the chamber of deputies was developed. Inferences were made on a Bayesian scenario using the Monte Carlo simulation technique, and the developed methodology was applied on data from the Brazilian elections for Members of the Legislative Assembly and Federal Chamber of Deputies in 2010. A performance rate was also presented to evaluate the efficiency of the methodology. Calculations and simulations were carried out using the free R statistical software. PMID:25786259

Bayesian inference on proportional elections.

PubMed

Brunello, Gabriel Hideki Vatanabe; Nakano, Eduardo Yoshio

2015-01-01

Polls for majoritarian voting systems usually show estimates of the percentage of votes for each candidate. However, proportional vote systems do not necessarily guarantee the candidate with the most percentage of votes will be elected. Thus, traditional methods used in majoritarian elections cannot be applied on proportional elections. In this context, the purpose of this paper was to perform a Bayesian inference on proportional elections considering the Brazilian system of seats distribution. More specifically, a methodology to answer the probability that a given party will have representation on the chamber of deputies was developed. Inferences were made on a Bayesian scenario using the Monte Carlo simulation technique, and the developed methodology was applied on data from the Brazilian elections for Members of the Legislative Assembly and Federal Chamber of Deputies in 2010. A performance rate was also presented to evaluate the efficiency of the methodology. Calculations and simulations were carried out using the free R statistical software.

Data Analysis Techniques for Physical Scientists

NASA Astrophysics Data System (ADS)

Pruneau, Claude A.

2017-10-01

Preface; How to read this book; 1. The scientific method; Part I. Foundation in Probability and Statistics: 2. Probability; 3. Probability models; 4. Classical inference I: estimators; 5. Classical inference II: optimization; 6. Classical inference III: confidence intervals and statistical tests; 7. Bayesian inference; Part II. Measurement Techniques: 8. Basic measurements; 9. Event reconstruction; 10. Correlation functions; 11. The multiple facets of correlation functions; 12. Data correction methods; Part III. Simulation Techniques: 13. Monte Carlo methods; 14. Collision and detector modeling; List of references; Index.

GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2015-01-01

The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran.

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.

Statistical comparison of a hybrid approach with approximate and exact inference models for Fusion 2+

NASA Astrophysics Data System (ADS)

Lee, K. David; Wiesenfeld, Eric; Gelfand, Andrew

2007-04-01

One of the greatest challenges in modern combat is maintaining a high level of timely Situational Awareness (SA). In many situations, computational complexity and accuracy considerations make the development and deployment of real-time, high-level inference tools very difficult. An innovative hybrid framework that combines Bayesian inference, in the form of Bayesian Networks, and Possibility Theory, in the form of Fuzzy Logic systems, has recently been introduced to provide a rigorous framework for high-level inference. In previous research, the theoretical basis and benefits of the hybrid approach have been developed. However, lacking is a concrete experimental comparison of the hybrid framework with traditional fusion methods, to demonstrate and quantify this benefit. The goal of this research, therefore, is to provide a statistical analysis on the comparison of the accuracy and performance of hybrid network theory, with pure Bayesian and Fuzzy systems and an inexact Bayesian system approximated using Particle Filtering. To accomplish this task, domain specific models will be developed under these different theoretical approaches and then evaluated, via Monte Carlo Simulation, in comparison to situational ground truth to measure accuracy and fidelity. Following this, a rigorous statistical analysis of the performance results will be performed, to quantify the benefit of hybrid inference to other fusion tools.

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

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.

Estimation of insurance premiums for coverage against natural disaster risk: an application of Bayesian Inference

NASA Astrophysics Data System (ADS)

Paudel, Y.; Botzen, W. J. W.; Aerts, J. C. J. H.

2013-03-01

This study applies Bayesian Inference to estimate flood risk for 53 dyke ring areas in the Netherlands, and focuses particularly on the data scarcity and extreme behaviour of catastrophe risk. The probability density curves of flood damage are estimated through Monte Carlo simulations. Based on these results, flood insurance premiums are estimated using two different practical methods that each account in different ways for an insurer's risk aversion and the dispersion rate of loss data. This study is of practical relevance because insurers have been considering the introduction of flood insurance in the Netherlands, which is currently not generally available.

COSMOABC: Likelihood-free inference via Population Monte Carlo Approximate Bayesian Computation

NASA Astrophysics Data System (ADS)

Ishida, E. E. O.; Vitenti, S. D. P.; Penna-Lima, M.; Cisewski, J.; de Souza, R. S.; Trindade, A. M. M.; Cameron, E.; Busti, V. C.; COIN Collaboration

2015-11-01

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogues. Here we present COSMOABC, a Python ABC sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code is very flexible and can be easily coupled to an external simulator, while allowing to incorporate arbitrary distance and prior functions. As an example of practical application, we coupled COSMOABC with the NUMCOSMO library and demonstrate how it can be used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function. COSMOABC is published under the GPLv3 license on PyPI and GitHub and documentation is available at http://goo.gl/SmB8EX.

Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

PubMed Central

McNally, Kevin; Cotton, Richard; Cocker, John; Jones, Kate; Bartels, Mike; Rick, David; Price, Paul; Loizou, George

2012-01-01

There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure. PMID:22719759

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

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].

cosmoabc: Likelihood-free inference for cosmology

NASA Astrophysics Data System (ADS)

Ishida, Emille E. O.; Vitenti, Sandro D. P.; Penna-Lima, Mariana; Trindade, Arlindo M.; Cisewski, Jessi; M.; de Souza, Rafael; Cameron, Ewan; Busti, Vinicius C.

2015-05-01

Approximate Bayesian Computation (ABC) enables parameter inference for complex physical systems in cases where the true likelihood function is unknown, unavailable, or computationally too expensive. It relies on the forward simulation of mock data and comparison between observed and synthetic catalogs. cosmoabc is a Python Approximate Bayesian Computation (ABC) sampler featuring a Population Monte Carlo variation of the original ABC algorithm, which uses an adaptive importance sampling scheme. The code can be coupled to an external simulator to allow incorporation of arbitrary distance and prior functions. When coupled with the numcosmo library, it has been used to estimate posterior probability distributions over cosmological parameters based on measurements of galaxy clusters number counts without computing the likelihood function.

Fully Bayesian inference for structural MRI: application to segmentation and statistical analysis of T2-hypointensities.

PubMed

Schmidt, Paul; Schmid, Volker J; Gaser, Christian; Buck, Dorothea; Bührlen, Susanne; Förschler, Annette; Mühlau, Mark

2013-01-01

Aiming at iron-related T2-hypointensity, which is related to normal aging and neurodegenerative processes, we here present two practicable approaches, based on Bayesian inference, for preprocessing and statistical analysis of a complex set of structural MRI data. In particular, Markov Chain Monte Carlo methods were used to simulate posterior distributions. First, we rendered a segmentation algorithm that uses outlier detection based on model checking techniques within a Bayesian mixture model. Second, we rendered an analytical tool comprising a Bayesian regression model with smoothness priors (in the form of Gaussian Markov random fields) mitigating the necessity to smooth data prior to statistical analysis. For validation, we used simulated data and MRI data of 27 healthy controls (age: [Formula: see text]; range, [Formula: see text]). We first observed robust segmentation of both simulated T2-hypointensities and gray-matter regions known to be T2-hypointense. Second, simulated data and images of segmented T2-hypointensity were analyzed. We found not only robust identification of simulated effects but also a biologically plausible age-related increase of T2-hypointensity primarily within the dentate nucleus but also within the globus pallidus, substantia nigra, and red nucleus. Our results indicate that fully Bayesian inference can successfully be applied for preprocessing and statistical analysis of structural MRI data.

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

On the use of Bayesian Monte-Carlo in evaluation of nuclear data

NASA Astrophysics Data System (ADS)

De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles

2017-09-01

As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the framework of finding global minimum if several local minimums exist. Application to resolved resonance, unresolved resonance and continuum evaluation as well as multigroup cross section data assimilation will be presented.

Bayesian models: A statistical primer for ecologists

USGS Publications Warehouse

Hobbs, N. Thompson; Hooten, Mevin B.

2015-01-01

Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models

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.

Model-based Bayesian inference for ROC data analysis

NASA Astrophysics Data System (ADS)

Lei, Tianhu; Bae, K. Ty

2013-03-01

This paper presents a study of model-based Bayesian inference to Receiver Operating Characteristics (ROC) data. The model is a simple version of general non-linear regression model. Different from Dorfman model, it uses a probit link function with a covariate variable having zero-one two values to express binormal distributions in a single formula. Model also includes a scale parameter. Bayesian inference is implemented by Markov Chain Monte Carlo (MCMC) method carried out by Bayesian analysis Using Gibbs Sampling (BUGS). Contrast to the classical statistical theory, Bayesian approach considers model parameters as random variables characterized by prior distributions. With substantial amount of simulated samples generated by sampling algorithm, posterior distributions of parameters as well as parameters themselves can be accurately estimated. MCMC-based BUGS adopts Adaptive Rejection Sampling (ARS) protocol which requires the probability density function (pdf) which samples are drawing from be log concave with respect to the targeted parameters. Our study corrects a common misconception and proves that pdf of this regression model is log concave with respect to its scale parameter. Therefore, ARS's requirement is satisfied and a Gaussian prior which is conjugate and possesses many analytic and computational advantages is assigned to the scale parameter. A cohort of 20 simulated data sets and 20 simulations from each data set are used in our study. Output analysis and convergence diagnostics for MCMC method are assessed by CODA package. Models and methods by using continuous Gaussian prior and discrete categorical prior are compared. Intensive simulations and performance measures are given to illustrate our practice in the framework of model-based Bayesian inference using MCMC method.

Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system

NASA Astrophysics Data System (ADS)

Tsionas, Mike G.; Michaelides, Panayotis G.

2017-09-01

We use a novel Bayesian inference procedure for the Lyapunov exponent in the dynamical system of returns and their unobserved volatility. In the dynamical system, computation of largest Lyapunov exponent by traditional methods is impossible as the stochastic nature has to be taken explicitly into account due to unobserved volatility. We apply the new techniques to daily stock return data for a group of six countries, namely USA, UK, Switzerland, Netherlands, Germany and France, from 2003 to 2014, by means of Sequential Monte Carlo for Bayesian inference. The evidence points to the direction that there is indeed noisy chaos both before and after the recent financial crisis. However, when a much simpler model is examined where the interaction between returns and volatility is not taken into consideration jointly, the hypothesis of chaotic dynamics does not receive much support by the data ("neglected chaos").

Nonparametric Bayesian Segmentation of a Multivariate Inhomogeneous Space-Time Poisson Process.

PubMed

Ding, Mingtao; He, Lihan; Dunson, David; Carin, Lawrence

2012-12-01

A nonparametric Bayesian model is proposed for segmenting time-evolving multivariate spatial point process data. An inhomogeneous Poisson process is assumed, with a logistic stick-breaking process (LSBP) used to encourage piecewise-constant spatial Poisson intensities. The LSBP explicitly favors spatially contiguous segments, and infers the number of segments based on the observed data. The temporal dynamics of the segmentation and of the Poisson intensities are modeled with exponential correlation in time, implemented in the form of a first-order autoregressive model for uniformly sampled discrete data, and via a Gaussian process with an exponential kernel for general temporal sampling. We consider and compare two different inference techniques: a Markov chain Monte Carlo sampler, which has relatively high computational complexity; and an approximate and efficient variational Bayesian analysis. The model is demonstrated with a simulated example and a real example of space-time crime events in Cincinnati, Ohio, USA.

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

Back to BaySICS: a user-friendly program for Bayesian Statistical Inference from Coalescent Simulations.

PubMed

Sandoval-Castellanos, Edson; Palkopoulou, Eleftheria; Dalén, Love

2014-01-01

Inference of population demographic history has vastly improved in recent years due to a number of technological and theoretical advances including the use of ancient DNA. Approximate Bayesian computation (ABC) stands among the most promising methods due to its simple theoretical fundament and exceptional flexibility. However, limited availability of user-friendly programs that perform ABC analysis renders it difficult to implement, and hence programming skills are frequently required. In addition, there is limited availability of programs able to deal with heterochronous data. Here we present the software BaySICS: Bayesian Statistical Inference of Coalescent Simulations. BaySICS provides an integrated and user-friendly platform that performs ABC analyses by means of coalescent simulations from DNA sequence data. It estimates historical demographic population parameters and performs hypothesis testing by means of Bayes factors obtained from model comparisons. Although providing specific features that improve inference from datasets with heterochronous data, BaySICS also has several capabilities making it a suitable tool for analysing contemporary genetic datasets. Those capabilities include joint analysis of independent tables, a graphical interface and the implementation of Markov-chain Monte Carlo without likelihoods.

Bayesian Probability Theory

NASA Astrophysics Data System (ADS)

von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

2014-06-01

Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

Bayesian Analysis of Biogeography when the Number of Areas is Large

PubMed Central

Landis, Michael J.; Matzke, Nicholas J.; Moore, Brian R.; Huelsenbeck, John P.

2013-01-01

Historical biogeography is increasingly studied from an explicitly statistical perspective, using stochastic models to describe the evolution of species range as a continuous-time Markov process of dispersal between and extinction within a set of discrete geographic areas. The main constraint of these methods is the computational limit on the number of areas that can be specified. We propose a Bayesian approach for inferring biogeographic history that extends the application of biogeographic models to the analysis of more realistic problems that involve a large number of areas. Our solution is based on a “data-augmentation” approach, in which we first populate the tree with a history of biogeographic events that is consistent with the observed species ranges at the tips of the tree. We then calculate the likelihood of a given history by adopting a mechanistic interpretation of the instantaneous-rate matrix, which specifies both the exponential waiting times between biogeographic events and the relative probabilities of each biogeographic change. We develop this approach in a Bayesian framework, marginalizing over all possible biogeographic histories using Markov chain Monte Carlo (MCMC). Besides dramatically increasing the number of areas that can be accommodated in a biogeographic analysis, our method allows the parameters of a given biogeographic model to be estimated and different biogeographic models to be objectively compared. Our approach is implemented in the program, BayArea. [ancestral area analysis; Bayesian biogeographic inference; data augmentation; historical biogeography; Markov chain Monte Carlo.] PMID:23736102

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method.

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 1: Method

NASA Technical Reports Server (NTRS)

Norris, Peter M.; Da Silva, Arlindo M.

2016-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method

PubMed Central

Norris, Peter M.; da Silva, Arlindo M.

2018-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC. PMID:29618847

Approximate Bayesian computation in large-scale structure: constraining the galaxy-halo connection

NASA Astrophysics Data System (ADS)

Hahn, ChangHoon; Vakili, Mohammadjavad; Walsh, Kilian; Hearin, Andrew P.; Hogg, David W.; Campbell, Duncan

2017-08-01

Standard approaches to Bayesian parameter inference in large-scale structure assume a Gaussian functional form (chi-squared form) for the likelihood. This assumption, in detail, cannot be correct. Likelihood free inferences such as approximate Bayesian computation (ABC) relax these restrictions and make inference possible without making any assumptions on the likelihood. Instead ABC relies on a forward generative model of the data and a metric for measuring the distance between the model and data. In this work, we demonstrate that ABC is feasible for LSS parameter inference by using it to constrain parameters of the halo occupation distribution (HOD) model for populating dark matter haloes with galaxies. Using specific implementation of ABC supplemented with population Monte Carlo importance sampling, a generative forward model using HOD and a distance metric based on galaxy number density, two-point correlation function and galaxy group multiplicity function, we constrain the HOD parameters of mock observation generated from selected 'true' HOD parameters. The parameter constraints we obtain from ABC are consistent with the 'true' HOD parameters, demonstrating that ABC can be reliably used for parameter inference in LSS. Furthermore, we compare our ABC constraints to constraints we obtain using a pseudo-likelihood function of Gaussian form with MCMC and find consistent HOD parameter constraints. Ultimately, our results suggest that ABC can and should be applied in parameter inference for LSS analyses.

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 Bayesian approach to modeling diffraction profiles and application to ferroelectric materials

DOE PAGES

Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...

2017-02-01

A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.

Bayesian Estimation of Small Effects in Exercise and Sports Science.

PubMed

Mengersen, Kerrie L; Drovandi, Christopher C; Robert, Christian P; Pyne, David B; Gore, Christopher J

2016-01-01

The aim of this paper is to provide a Bayesian formulation of the so-called magnitude-based inference approach to quantifying and interpreting effects, and in a case study example provide accurate probabilistic statements that correspond to the intended magnitude-based inferences. The model is described in the context of a published small-scale athlete study which employed a magnitude-based inference approach to compare the effect of two altitude training regimens (live high-train low (LHTL), and intermittent hypoxic exposure (IHE)) on running performance and blood measurements of elite triathletes. The posterior distributions, and corresponding point and interval estimates, for the parameters and associated effects and comparisons of interest, were estimated using Markov chain Monte Carlo simulations. The Bayesian analysis was shown to provide more direct probabilistic comparisons of treatments and able to identify small effects of interest. The approach avoided asymptotic assumptions and overcame issues such as multiple testing. Bayesian analysis of unscaled effects showed a probability of 0.96 that LHTL yields a substantially greater increase in hemoglobin mass than IHE, a 0.93 probability of a substantially greater improvement in running economy and a greater than 0.96 probability that both IHE and LHTL yield a substantially greater improvement in maximum blood lactate concentration compared to a Placebo. The conclusions are consistent with those obtained using a 'magnitude-based inference' approach that has been promoted in the field. The paper demonstrates that a fully Bayesian analysis is a simple and effective way of analysing small effects, providing a rich set of results that are straightforward to interpret in terms of probabilistic statements.

Sequential Monte Carlo for inference of latent ARMA time-series with innovations correlated in time

NASA Astrophysics Data System (ADS)

Urteaga, Iñigo; Bugallo, Mónica F.; Djurić, Petar M.

2017-12-01

We consider the problem of sequential inference of latent time-series with innovations correlated in time and observed via nonlinear functions. We accommodate time-varying phenomena with diverse properties by means of a flexible mathematical representation of the data. We characterize statistically such time-series by a Bayesian analysis of their densities. The density that describes the transition of the state from time t to the next time instant t+1 is used for implementation of novel sequential Monte Carlo (SMC) methods. We present a set of SMC methods for inference of latent ARMA time-series with innovations correlated in time for different assumptions in knowledge of parameters. The methods operate in a unified and consistent manner for data with diverse memory properties. We show the validity of the proposed approach by comprehensive simulations of the challenging stochastic volatility model.

On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference

NASA Astrophysics Data System (ADS)

Hu, Zixi; Yao, Zhewei; Li, Jinglai

2017-03-01

Many scientific and engineering problems require to perform Bayesian inference for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method.

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.

Population forecasts for Bangladesh, using a Bayesian methodology.

PubMed

Mahsin, Md; Hossain, Syed Shahadat

2012-12-01

Population projection for many developing countries could be quite a challenging task for the demographers mostly due to lack of availability of enough reliable data. The objective of this paper is to present an overview of the existing methods for population forecasting and to propose an alternative based on the Bayesian statistics, combining the formality of inference. The analysis has been made using Markov Chain Monte Carlo (MCMC) technique for Bayesian methodology available with the software WinBUGS. Convergence diagnostic techniques available with the WinBUGS software have been applied to ensure the convergence of the chains necessary for the implementation of MCMC. The Bayesian approach allows for the use of observed data and expert judgements by means of appropriate priors, and a more realistic population forecasts, along with associated uncertainty, has been possible.

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.

Basics of Bayesian methods.

PubMed

Ghosh, Sujit K

2010-01-01

Bayesian methods are rapidly becoming popular tools for making statistical inference in various fields of science including biology, engineering, finance, and genetics. One of the key aspects of Bayesian inferential method is its logical foundation that provides a coherent framework to utilize not only empirical but also scientific information available to a researcher. Prior knowledge arising from scientific background, expert judgment, or previously collected data is used to build a prior distribution which is then combined with current data via the likelihood function to characterize the current state of knowledge using the so-called posterior distribution. Bayesian methods allow the use of models of complex physical phenomena that were previously too difficult to estimate (e.g., using asymptotic approximations). Bayesian methods offer a means of more fully understanding issues that are central to many practical problems by allowing researchers to build integrated models based on hierarchical conditional distributions that can be estimated even with limited amounts of data. Furthermore, advances in numerical integration methods, particularly those based on Monte Carlo methods, have made it possible to compute the optimal Bayes estimators. However, there is a reasonably wide gap between the background of the empirically trained scientists and the full weight of Bayesian statistical inference. Hence, one of the goals of this chapter is to bridge the gap by offering elementary to advanced concepts that emphasize linkages between standard approaches and full probability modeling via Bayesian methods.

A probabilistic model framework for evaluating year-to-year variation in crop productivity

NASA Astrophysics Data System (ADS)

Yokozawa, M.; Iizumi, T.; Tao, F.

2008-12-01

Most models describing the relation between crop productivity and weather condition have so far been focused on mean changes of crop yield. For keeping stable food supply against abnormal weather as well as climate change, evaluating the year-to-year variations in crop productivity rather than the mean changes is more essential. We here propose a new framework of probabilistic model based on Bayesian inference and Monte Carlo simulation. As an example, we firstly introduce a model on paddy rice production in Japan. It is called PRYSBI (Process- based Regional rice Yield Simulator with Bayesian Inference; Iizumi et al., 2008). The model structure is the same as that of SIMRIW, which was developed and used widely in Japan. The model includes three sub- models describing phenological development, biomass accumulation and maturing of rice crop. These processes are formulated to include response nature of rice plant to weather condition. This model inherently was developed to predict rice growth and yield at plot paddy scale. We applied it to evaluate the large scale rice production with keeping the same model structure. Alternatively, we assumed the parameters as stochastic variables. In order to let the model catch up actual yield at larger scale, model parameters were determined based on agricultural statistical data of each prefecture of Japan together with weather data averaged over the region. The posterior probability distribution functions (PDFs) of parameters included in the model were obtained using Bayesian inference. The MCMC (Markov Chain Monte Carlo) algorithm was conducted to numerically solve the Bayesian theorem. For evaluating the year-to-year changes in rice growth/yield under this framework, we firstly iterate simulations with set of parameter values sampled from the estimated posterior PDF of each parameter and then take the ensemble mean weighted with the posterior PDFs. We will also present another example for maize productivity in China. The framework proposed here provides us information on uncertainties, possibilities and limitations on future improvements in crop model as well.

al3c: high-performance software for parameter inference using Approximate Bayesian Computation.

PubMed

Stram, Alexander H; Marjoram, Paul; Chen, Gary K

2015-11-01

The development of Approximate Bayesian Computation (ABC) algorithms for parameter inference which are both computationally efficient and scalable in parallel computing environments is an important area of research. Monte Carlo rejection sampling, a fundamental component of ABC algorithms, is trivial to distribute over multiple processors but is inherently inefficient. While development of algorithms such as ABC Sequential Monte Carlo (ABC-SMC) help address the inherent inefficiencies of rejection sampling, such approaches are not as easily scaled on multiple processors. As a result, current Bayesian inference software offerings that use ABC-SMC lack the ability to scale in parallel computing environments. We present al3c, a C++ framework for implementing ABC-SMC in parallel. By requiring only that users define essential functions such as the simulation model and prior distribution function, al3c abstracts the user from both the complexities of parallel programming and the details of the ABC-SMC algorithm. By using the al3c framework, the user is able to scale the ABC-SMC algorithm in parallel computing environments for his or her specific application, with minimal programming overhead. al3c is offered as a static binary for Linux and OS-X computing environments. The user completes an XML configuration file and C++ plug-in template for the specific application, which are used by al3c to obtain the desired results. Users can download the static binaries, source code, reference documentation and examples (including those in this article) by visiting https://github.com/ahstram/al3c. astram@usc.edu Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Probabilistic modeling of bifurcations in single-cell gene expression data using a Bayesian mixture of factor analyzers.

PubMed

Campbell, Kieran R; Yau, Christopher

2017-03-15

Modeling bifurcations in single-cell transcriptomics data has become an increasingly popular field of research. Several methods have been proposed to infer bifurcation structure from such data, but all rely on heuristic non-probabilistic inference. Here we propose the first generative, fully probabilistic model for such inference based on a Bayesian hierarchical mixture of factor analyzers. Our model exhibits competitive performance on large datasets despite implementing full Markov-Chain Monte Carlo sampling, and its unique hierarchical prior structure enables automatic determination of genes driving the bifurcation process. We additionally propose an Empirical-Bayes like extension that deals with the high levels of zero-inflation in single-cell RNA-seq data and quantify when such models are useful. We apply or model to both real and simulated single-cell gene expression data and compare the results to existing pseudotime methods. Finally, we discuss both the merits and weaknesses of such a unified, probabilistic approach in the context practical bioinformatics analyses.

A Bayesian method for inferring transmission chains in a partially observed epidemic.

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

Marzouk, Youssef M.; Ray, Jaideep

2008-10-01

We present a Bayesian approach for estimating transmission chains and rates in the Abakaliki smallpox epidemic of 1967. The epidemic affected 30 individuals in a community of 74; only the dates of appearance of symptoms were recorded. Our model assumes stochastic transmission of the infections over a social network. Distinct binomial random graphs model intra- and inter-compound social connections, while disease transmission over each link is treated as a Poisson process. Link probabilities and rate parameters are objects of inference. Dates of infection and recovery comprise the remaining unknowns. Distributions for smallpox incubation and recovery periods are obtained from historicalmore » data. Using Markov chain Monte Carlo, we explore the joint posterior distribution of the scalar parameters and provide an expected connectivity pattern for the social graph and infection pathway.« less

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.

On a full Bayesian inference for force reconstruction problems

NASA Astrophysics Data System (ADS)

Aucejo, M.; De Smet, O.

2018-05-01

In a previous paper, the authors introduced a flexible methodology for reconstructing mechanical sources in the frequency domain from prior local information on both their nature and location over a linear and time invariant structure. The proposed approach was derived from Bayesian statistics, because of its ability in mathematically accounting for experimenter's prior knowledge. However, since only the Maximum a Posteriori estimate was computed, the posterior uncertainty about the regularized solution given the measured vibration field, the mechanical model and the regularization parameter was not assessed. To answer this legitimate question, this paper fully exploits the Bayesian framework to provide, from a Markov Chain Monte Carlo algorithm, credible intervals and other statistical measures (mean, median, mode) for all the parameters of the force reconstruction problem.

Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.

PubMed

Daunizeau, J; Friston, K J; Kiebel, S J

2009-11-01

In this paper, we describe a general variational Bayesian approach for approximate inference on nonlinear stochastic dynamic models. This scheme extends established approximate inference on hidden-states to cover: (i) nonlinear evolution and observation functions, (ii) unknown parameters and (precision) hyperparameters and (iii) model comparison and prediction under uncertainty. Model identification or inversion entails the estimation of the marginal likelihood or evidence of a model. This difficult integration problem can be finessed by optimising a free-energy bound on the evidence using results from variational calculus. This yields a deterministic update scheme that optimises an approximation to the posterior density on the unknown model variables. We derive such a variational Bayesian scheme in the context of nonlinear stochastic dynamic hierarchical models, for both model identification and time-series prediction. The computational complexity of the scheme is comparable to that of an extended Kalman filter, which is critical when inverting high dimensional models or long time-series. Using Monte-Carlo simulations, we assess the estimation efficiency of this variational Bayesian approach using three stochastic variants of chaotic dynamic systems. We also demonstrate the model comparison capabilities of the method, its self-consistency and its predictive power.

Bayesian Assessment of the Uncertainties of Estimates of a Conceptual Rainfall-Runoff Model Parameters

NASA Astrophysics Data System (ADS)

Silva, F. E. O. E.; Naghettini, M. D. C.; Fernandes, W.

2014-12-01

This paper evaluated the uncertainties associated with the estimation of the parameters of a conceptual rainfall-runoff model, through the use of Bayesian inference techniques by Monte Carlo simulation. The Pará River sub-basin, located in the upper São Francisco river basin, in southeastern Brazil, was selected for developing the studies. In this paper, we used the Rio Grande conceptual hydrologic model (EHR/UFMG, 2001) and the Markov Chain Monte Carlo simulation method named DREAM (VRUGT, 2008a). Two probabilistic models for the residues were analyzed: (i) the classic [Normal likelihood - r ≈ N (0, σ²)]; and (ii) a generalized likelihood (SCHOUPS & VRUGT, 2010), in which it is assumed that the differences between observed and simulated flows are correlated, non-stationary, and distributed as a Skew Exponential Power density. The assumptions made for both models were checked to ensure that the estimation of uncertainties in the parameters was not biased. The results showed that the Bayesian approach proved to be adequate to the proposed objectives, enabling and reinforcing the importance of assessing the uncertainties associated with hydrological modeling.

Of bugs and birds: Markov Chain Monte Carlo for hierarchical modeling in wildlife research

USGS Publications Warehouse

Link, W.A.; Cam, E.; Nichols, J.D.; Cooch, E.G.

2002-01-01

Markov chain Monte Carlo (MCMC) is a statistical innovation that allows researchers to fit far more complex models to data than is feasible using conventional methods. Despite its widespread use in a variety of scientific fields, MCMC appears to be underutilized in wildlife applications. This may be due to a misconception that MCMC requires the adoption of a subjective Bayesian analysis, or perhaps simply to its lack of familiarity among wildlife researchers. We introduce the basic ideas of MCMC and software BUGS (Bayesian inference using Gibbs sampling), stressing that a simple and satisfactory intuition for MCMC does not require extraordinary mathematical sophistication. We illustrate the use of MCMC with an analysis of the association between latent factors governing individual heterogeneity in breeding and survival rates of kittiwakes (Rissa tridactyla). We conclude with a discussion of the importance of individual heterogeneity for understanding population dynamics and designing management plans.

Bayesian Statistical Inference in Ion-Channel Models with Exact Missed Event Correction.

PubMed

Epstein, Michael; Calderhead, Ben; Girolami, Mark A; Sivilotti, Lucia G

2016-07-26

The stochastic behavior of single ion channels is most often described as an aggregated continuous-time Markov process with discrete states. For ligand-gated channels each state can represent a different conformation of the channel protein or a different number of bound ligands. Single-channel recordings show only whether the channel is open or shut: states of equal conductance are aggregated, so transitions between them have to be inferred indirectly. The requirement to filter noise from the raw signal further complicates the modeling process, as it limits the time resolution of the data. The consequence of the reduced bandwidth is that openings or shuttings that are shorter than the resolution cannot be observed; these are known as missed events. Postulated models fitted using filtered data must therefore explicitly account for missed events to avoid bias in the estimation of rate parameters and therefore assess parameter identifiability accurately. In this article, we present the first, to our knowledge, Bayesian modeling of ion-channels with exact missed events correction. Bayesian analysis represents uncertain knowledge of the true value of model parameters by considering these parameters as random variables. This allows us to gain a full appreciation of parameter identifiability and uncertainty when estimating values for model parameters. However, Bayesian inference is particularly challenging in this context as the correction for missed events increases the computational complexity of the model likelihood. Nonetheless, we successfully implemented a two-step Markov chain Monte Carlo method that we called "BICME", which performs Bayesian inference in models of realistic complexity. The method is demonstrated on synthetic and real single-channel data from muscle nicotinic acetylcholine channels. We show that parameter uncertainty can be characterized more accurately than with maximum-likelihood methods. Our code for performing inference in these ion channel models is publicly available. Copyright © 2016 Biophysical Society. Published by Elsevier Inc. All rights reserved.

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

La Russa, D

Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributionsmore » found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.« less

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov chain Monte Carlo methods, namely, Hamiltonian Monte Carlo. The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the-art methods.

Annealed Importance Sampling for Neural Mass Models

PubMed Central

Penny, Will; Sengupta, Biswa

2016-01-01

Neural Mass Models provide a compact description of the dynamical activity of cell populations in neocortical regions. Moreover, models of regional activity can be connected together into networks, and inferences made about the strength of connections, using M/EEG data and Bayesian inference. To date, however, Bayesian methods have been largely restricted to the Variational Laplace (VL) algorithm which assumes that the posterior distribution is Gaussian and finds model parameters that are only locally optimal. This paper explores the use of Annealed Importance Sampling (AIS) to address these restrictions. We implement AIS using proposals derived from Langevin Monte Carlo (LMC) which uses local gradient and curvature information for efficient exploration of parameter space. In terms of the estimation of Bayes factors, VL and AIS agree about which model is best but report different degrees of belief. Additionally, AIS finds better model parameters and we find evidence of non-Gaussianity in their posterior distribution. PMID:26942606

Selectivity curves of the capture of mangrove crab (Ucides cordatus) on the northern coast of Brazil using bayesian inference.

PubMed

Furtado-Junior, I; Abrunhosa, F A; Holanda, F C A F; Tavares, M C S

2016-06-01

Fishing selectivity of the mangrove crab Ucides cordatus in the north coast of Brazil can be defined as the fisherman's ability to capture and select individuals from a certain size or sex (or a combination of these factors) which suggests an empirical selectivity. Considering this hypothesis, we calculated the selectivity curves for males and females crabs using the logit function of the logistic model in the formulation. The Bayesian inference consisted of obtaining the posterior distribution by applying the Markov chain Monte Carlo (MCMC) method to software R using the OpenBUGS, BRugs, and R2WinBUGS libraries. The estimated results of width average carapace selection for males and females compared with previous studies reporting the average width of the carapace of sexual maturity allow us to confirm the hypothesis that most mature individuals do not suffer from fishing pressure; thus, ensuring their sustainability.

Bayesian inference based on stationary Fokker-Planck sampling.

PubMed

Berrones, Arturo

2010-06-01

A novel formalism for bayesian learning in the context of complex inference models is proposed. The method is based on the use of the stationary Fokker-Planck (SFP) approach to sample from the posterior density. Stationary Fokker-Planck sampling generalizes the Gibbs sampler algorithm for arbitrary and unknown conditional densities. By the SFP procedure, approximate analytical expressions for the conditionals and marginals of the posterior can be constructed. At each stage of SFP, the approximate conditionals are used to define a Gibbs sampling process, which is convergent to the full joint posterior. By the analytical marginals efficient learning methods in the context of artificial neural networks are outlined. Offline and incremental bayesian inference and maximum likelihood estimation from the posterior are performed in classification and regression examples. A comparison of SFP with other Monte Carlo strategies in the general problem of sampling from arbitrary densities is also presented. It is shown that SFP is able to jump large low-probability regions without the need of a careful tuning of any step-size parameter. In fact, the SFP method requires only a small set of meaningful parameters that can be selected following clear, problem-independent guidelines. The computation cost of SFP, measured in terms of loss function evaluations, grows linearly with the given model's dimension.

A Bayesian destructive weighted Poisson cure rate model and an application to a cutaneous melanoma data.

PubMed

Rodrigues, Josemar; Cancho, Vicente G; de Castro, Mário; Balakrishnan, N

2012-12-01

In this article, we propose a new Bayesian flexible cure rate survival model, which generalises the stochastic model of Klebanov et al. [Klebanov LB, Rachev ST and Yakovlev AY. A stochastic-model of radiation carcinogenesis--latent time distributions and their properties. Math Biosci 1993; 113: 51-75], and has much in common with the destructive model formulated by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de São Carlos, São Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)]. In our approach, the accumulated number of lesions or altered cells follows a compound weighted Poisson distribution. This model is more flexible than the promotion time cure model in terms of dispersion. Moreover, it possesses an interesting and realistic interpretation of the biological mechanism of the occurrence of the event of interest as it includes a destructive process of tumour cells after an initial treatment or the capacity of an individual exposed to irradiation to repair altered cells that results in cancer induction. In other words, what is recorded is only the damaged portion of the original number of altered cells not eliminated by the treatment or repaired by the repair system of an individual. Markov Chain Monte Carlo (MCMC) methods are then used to develop Bayesian inference for the proposed model. Also, some discussions on the model selection and an illustration with a cutaneous melanoma data set analysed by Rodrigues et al. [Rodrigues J, de Castro M, Balakrishnan N and Cancho VG. Destructive weighted Poisson cure rate models. Technical Report, Universidade Federal de São Carlos, São Carlos-SP. Brazil, 2009 (accepted in Lifetime Data Analysis)] are presented.

MULTINEST: an efficient and robust Bayesian inference tool for cosmology and particle physics

NASA Astrophysics Data System (ADS)

Feroz, F.; Hobson, M. P.; Bridges, M.

2009-10-01

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, which itself significantly outperformed existing Markov chain Monte Carlo techniques in a wide range of astrophysical inference problems. The accuracy and economy of the MULTINEST algorithm are demonstrated by application to two toy problems and to a cosmological inference problem focusing on the extension of the vanilla Λ cold dark matter model to include spatial curvature and a varying equation of state for dark energy. The MULTINEST software, which is fully parallelized using MPI and includes an interface to COSMOMC, is available at http://www.mrao.cam.ac.uk/software/multinest/. It will also be released as part of the SUPERBAYES package, for the analysis of supersymmetric theories of particle physics, at http://www.superbayes.org.

A surrogate-based sensitivity quantification and Bayesian inversion of a regional groundwater flow model

NASA Astrophysics Data System (ADS)

Chen, Mingjie; Izady, Azizallah; Abdalla, Osman A.; Amerjeed, Mansoor

2018-02-01

Bayesian inference using Markov Chain Monte Carlo (MCMC) provides an explicit framework for stochastic calibration of hydrogeologic models accounting for uncertainties; however, the MCMC sampling entails a large number of model calls, and could easily become computationally unwieldy if the high-fidelity hydrogeologic model simulation is time consuming. This study proposes a surrogate-based Bayesian framework to address this notorious issue, and illustrates the methodology by inverse modeling a regional MODFLOW model. The high-fidelity groundwater model is approximated by a fast statistical model using Bagging Multivariate Adaptive Regression Spline (BMARS) algorithm, and hence the MCMC sampling can be efficiently performed. In this study, the MODFLOW model is developed to simulate the groundwater flow in an arid region of Oman consisting of mountain-coast aquifers, and used to run representative simulations to generate training dataset for BMARS model construction. A BMARS-based Sobol' method is also employed to efficiently calculate input parameter sensitivities, which are used to evaluate and rank their importance for the groundwater flow model system. According to sensitivity analysis, insensitive parameters are screened out of Bayesian inversion of the MODFLOW model, further saving computing efforts. The posterior probability distribution of input parameters is efficiently inferred from the prescribed prior distribution using observed head data, demonstrating that the presented BMARS-based Bayesian framework is an efficient tool to reduce parameter uncertainties of a groundwater system.

Efficient inference for genetic association studies with multiple outcomes.

PubMed

Ruffieux, Helene; Davison, Anthony C; Hager, Jorg; Irincheeva, Irina

2017-10-01

Combined inference for heterogeneous high-dimensional data is critical in modern biology, where clinical and various kinds of molecular data may be available from a single study. Classical genetic association studies regress a single clinical outcome on many genetic variants one by one, but there is an increasing demand for joint analysis of many molecular outcomes and genetic variants in order to unravel functional interactions. Unfortunately, most existing approaches to joint modeling are either too simplistic to be powerful or are impracticable for computational reasons. Inspired by Richardson and others (2010, Bayesian Statistics 9), we consider a sparse multivariate regression model that allows simultaneous selection of predictors and associated responses. As Markov chain Monte Carlo (MCMC) inference on such models can be prohibitively slow when the number of genetic variants exceeds a few thousand, we propose a variational inference approach which produces posterior information very close to that of MCMC inference, at a much reduced computational cost. Extensive numerical experiments show that our approach outperforms popular variable selection methods and tailored Bayesian procedures, dealing within hours with problems involving hundreds of thousands of genetic variants and tens to hundreds of clinical or molecular outcomes. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

A Bayesian joint probability modeling approach for seasonal forecasting of streamflows at multiple sites

NASA Astrophysics Data System (ADS)

Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.

2009-05-01

Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.

Bayesian posterior distributions without Markov chains.

PubMed

Cole, Stephen R; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B

2012-03-01

Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976-1983) assessing the relation between residential exposure to magnetic fields and the development of childhood cancer. Results from rejection sampling (odds ratio (OR) = 1.69, 95% posterior interval (PI): 0.57, 5.00) were similar to MCMC results (OR = 1.69, 95% PI: 0.58, 4.95) and approximations from data-augmentation priors (OR = 1.74, 95% PI: 0.60, 5.06). In example 2, the authors apply rejection sampling to a cohort study of 315 human immunodeficiency virus seroconverters (1984-1998) to assess the relation between viral load after infection and 5-year incidence of acquired immunodeficiency syndrome, adjusting for (continuous) age at seroconversion and race. In this more complex example, rejection sampling required a notably longer run time than MCMC sampling but remained feasible and again yielded similar results. The transparency of the proposed approach comes at a price of being less broadly applicable than MCMC.

Computational Toxicology of Chloroform: Reverse Dosimetry Using Bayesian Inference, Markov Chain Monte Carlo Simulation, and Human Biomonitoring Data

PubMed Central

Lyons, Michael A.; Yang, Raymond S.H.; Mayeno, Arthur N.; Reisfeld, Brad

2008-01-01

Background One problem of interpreting population-based biomonitoring data is the reconstruction of corresponding external exposure in cases where no such data are available. Objectives We demonstrate the use of a computational framework that integrates physiologically based pharmacokinetic (PBPK) modeling, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of environmental chloroform source concentrations consistent with human biomonitoring data. The biomonitoring data consist of chloroform blood concentrations measured as part of the Third National Health and Nutrition Examination Survey (NHANES III), and for which no corresponding exposure data were collected. Methods We used a combined PBPK and shower exposure model to consider several routes and sources of exposure: ingestion of tap water, inhalation of ambient household air, and inhalation and dermal absorption while showering. We determined posterior distributions for chloroform concentration in tap water and ambient household air using U.S. Environmental Protection Agency Total Exposure Assessment Methodology (TEAM) data as prior distributions for the Bayesian analysis. Results Posterior distributions for exposure indicate that 95% of the population represented by the NHANES III data had likely chloroform exposures ≤ 67 μg/L in tap water and ≤ 0.02 μg/L in ambient household air. Conclusions Our results demonstrate the application of computer simulation to aid in the interpretation of human biomonitoring data in the context of the exposure–health evaluation–risk assessment continuum. These results should be considered as a demonstration of the method and can be improved with the addition of more detailed data. PMID:18709138

Boosting Bayesian parameter inference of stochastic differential equation models with methods from statistical physics

NASA Astrophysics Data System (ADS)

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Measured time-series of both precipitation and runoff are known to exhibit highly non-trivial statistical properties. For making reliable probabilistic predictions in hydrology, it is therefore desirable to have stochastic models with output distributions that share these properties. When parameters of such models have to be inferred from data, we also need to quantify the associated parametric uncertainty. For non-trivial stochastic models, however, this latter step is typically very demanding, both conceptually and numerically, and always never done in hydrology. Here, we demonstrate that methods developed in statistical physics make a large class of stochastic differential equation (SDE) models amenable to a full-fledged Bayesian parameter inference. For concreteness we demonstrate these methods by means of a simple yet non-trivial toy SDE model. We consider a natural catchment that can be described by a linear reservoir, at the scale of observation. All the neglected processes are assumed to happen at much shorter time-scales and are therefore modeled with a Gaussian white noise term, the standard deviation of which is assumed to scale linearly with the system state (water volume in the catchment). Even for constant input, the outputs of this simple non-linear SDE model show a wealth of desirable statistical properties, such as fat-tailed distributions and long-range correlations. Standard algorithms for Bayesian inference fail, for models of this kind, because their likelihood functions are extremely high-dimensional intractable integrals over all possible model realizations. The use of Kalman filters is illegitimate due to the non-linearity of the model. Particle filters could be used but become increasingly inefficient with growing number of data points. Hamiltonian Monte Carlo algorithms allow us to translate this inference problem to the problem of simulating the dynamics of a statistical mechanics system and give us access to most sophisticated methods that have been developed in the statistical physics community over the last few decades. We demonstrate that such methods, along with automated differentiation algorithms, allow us to perform a full-fledged Bayesian inference, for a large class of SDE models, in a highly efficient and largely automatized manner. Furthermore, our algorithm is highly parallelizable. For our toy model, discretized with a few hundred points, a full Bayesian inference can be performed in a matter of seconds on a standard PC.

From least squares to multilevel modeling: A graphical introduction to Bayesian inference

NASA Astrophysics Data System (ADS)

Loredo, Thomas J.

2016-01-01

This tutorial presentation will introduce some of the key ideas and techniques involved in applying Bayesian methods to problems in astrostatistics. The focus will be on the big picture: understanding the foundations (interpreting probability, Bayes's theorem, the law of total probability and marginalization), making connections to traditional methods (propagation of errors, least squares, chi-squared, maximum likelihood, Monte Carlo simulation), and highlighting problems where a Bayesian approach can be particularly powerful (Poisson processes, density estimation and curve fitting with measurement error). The "graphical" component of the title reflects an emphasis on pictorial representations of some of the math, but also on the use of graphical models (multilevel or hierarchical models) for analyzing complex data. Code for some examples from the talk will be available to participants, in Python and in the Stan probabilistic programming language.

Measurement Uncertainty of Dew-Point Temperature in a Two-Pressure Humidity Generator

NASA Astrophysics Data System (ADS)

Martins, L. Lages; Ribeiro, A. Silva; Alves e Sousa, J.; Forbes, Alistair B.

2012-09-01

This article describes the measurement uncertainty evaluation of the dew-point temperature when using a two-pressure humidity generator as a reference standard. The estimation of the dew-point temperature involves the solution of a non-linear equation for which iterative solution techniques, such as the Newton-Raphson method, are required. Previous studies have already been carried out using the GUM method and the Monte Carlo method but have not discussed the impact of the approximate numerical method used to provide the temperature estimation. One of the aims of this article is to take this approximation into account. Following the guidelines presented in the GUM Supplement 1, two alternative approaches can be developed: the forward measurement uncertainty propagation by the Monte Carlo method when using the Newton-Raphson numerical procedure; and the inverse measurement uncertainty propagation by Bayesian inference, based on prior available information regarding the usual dispersion of values obtained by the calibration process. The measurement uncertainties obtained using these two methods can be compared with previous results. Other relevant issues concerning this research are the broad application to measurements that require hygrometric conditions obtained from two-pressure humidity generators and, also, the ability to provide a solution that can be applied to similar iterative models. The research also studied the factors influencing both the use of the Monte Carlo method (such as the seed value and the convergence parameter) and the inverse uncertainty propagation using Bayesian inference (such as the pre-assigned tolerance, prior estimate, and standard deviation) in terms of their accuracy and adequacy.

Searching for efficient Markov chain Monte Carlo proposal kernels

PubMed Central

Yang, Ziheng; Rodríguez, Carlos E.

2013-01-01

Markov chain Monte Carlo (MCMC) or the Metropolis–Hastings algorithm is a simulation algorithm that has made modern Bayesian statistical inference possible. Nevertheless, the efficiency of different Metropolis–Hastings proposal kernels has rarely been studied except for the Gaussian proposal. Here we propose a unique class of Bactrian kernels, which avoid proposing values that are very close to the current value, and compare their efficiency with a number of proposals for simulating different target distributions, with efficiency measured by the asymptotic variance of a parameter estimate. The uniform kernel is found to be more efficient than the Gaussian kernel, whereas the Bactrian kernel is even better. When optimal scales are used for both, the Bactrian kernel is at least 50% more efficient than the Gaussian. Implementation in a Bayesian program for molecular clock dating confirms the general applicability of our results to generic MCMC algorithms. Our results refute a previous claim that all proposals had nearly identical performance and will prompt further research into efficient MCMC proposals. PMID:24218600

Markov chain Monte Carlo techniques applied to parton distribution functions determination: Proof of concept

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

We present a new procedure to determine parton distribution functions (PDFs), based on Markov chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard χ2 minimization by procedures grounded on statistical methods, and on Bayesian inference in particular, thus offering additional insight into the rich field of PDFs determination. After a basic introduction to these techniques, we introduce the algorithm we have chosen to implement—namely Hybrid (or Hamiltonian) Monte Carlo. This algorithm, initially developed for Lattice QCD, turns out to be very interesting when applied to PDFs determination by global analyses; we show that it allows us to circumvent the difficulties due to the high dimensionality of the problem, in particular concerning the acceptance. A first feasibility study is performed and presented, which indicates that Markov chain Monte Carlo can successfully be applied to the extraction of PDFs and of their uncertainties.

Network inference using informative priors.

PubMed

Mukherjee, Sach; Speed, Terence P

2008-09-23

Recent years have seen much interest in the study of systems characterized by multiple interacting components. A class of statistical models called graphical models, in which graphs are used to represent probabilistic relationships between variables, provides a framework for formal inference regarding such systems. In many settings, the object of inference is the network structure itself. This problem of "network inference" is well known to be a challenging one. However, in scientific settings there is very often existing information regarding network connectivity. A natural idea then is to take account of such information during inference. This article addresses the question of incorporating prior information into network inference. We focus on directed models called Bayesian networks, and use Markov chain Monte Carlo to draw samples from posterior distributions over network structures. We introduce prior distributions on graphs capable of capturing information regarding network features including edges, classes of edges, degree distributions, and sparsity. We illustrate our approach in the context of systems biology, applying our methods to network inference in cancer signaling.

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

EPA Science Inventory

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

Bayesian analyses of time-interval data for environmental radiation monitoring.

PubMed

Luo, Peng; Sharp, Julia L; DeVol, Timothy A

2013-01-01

Time-interval (time difference between two consecutive pulses) analysis based on the principles of Bayesian inference was investigated for online radiation monitoring. Using experimental and simulated data, Bayesian analysis of time-interval data [Bayesian (ti)] was compared with Bayesian and a conventional frequentist analysis of counts in a fixed count time [Bayesian (cnt) and single interval test (SIT), respectively]. The performances of the three methods were compared in terms of average run length (ARL) and detection probability for several simulated detection scenarios. Experimental data were acquired with a DGF-4C system in list mode. Simulated data were obtained using Monte Carlo techniques to obtain a random sampling of the Poisson distribution. All statistical algorithms were developed using the R Project for statistical computing. Bayesian analysis of time-interval information provided a similar detection probability as Bayesian analysis of count information, but the authors were able to make a decision with fewer pulses at relatively higher radiation levels. In addition, for the cases with very short presence of the source (< count time), time-interval information is more sensitive to detect a change than count information since the source data is averaged by the background data over the entire count time. The relationships of the source time, change points, and modifications to the Bayesian approach for increasing detection probability are presented.

Bayesian functional integral method for inferring continuous data from discrete measurements.

PubMed

Heuett, William J; Miller, Bernard V; Racette, Susan B; Holloszy, John O; Chow, Carson C; Periwal, Vipul

2012-02-08

Inference of the insulin secretion rate (ISR) from C-peptide measurements as a quantification of pancreatic β-cell function is clinically important in diseases related to reduced insulin sensitivity and insulin action. ISR derived from C-peptide concentration is an example of nonparametric Bayesian model selection where a proposed ISR time-course is considered to be a "model". An inferred value of inaccessible continuous variables from discrete observable data is often problematic in biology and medicine, because it is a priori unclear how robust the inference is to the deletion of data points, and a closely related question, how much smoothness or continuity the data actually support. Predictions weighted by the posterior distribution can be cast as functional integrals as used in statistical field theory. Functional integrals are generally difficult to evaluate, especially for nonanalytic constraints such as positivity of the estimated parameters. We propose a computationally tractable method that uses the exact solution of an associated likelihood function as a prior probability distribution for a Markov-chain Monte Carlo evaluation of the posterior for the full model. As a concrete application of our method, we calculate the ISR from actual clinical C-peptide measurements in human subjects with varying degrees of insulin sensitivity. Our method demonstrates the feasibility of functional integral Bayesian model selection as a practical method for such data-driven inference, allowing the data to determine the smoothing timescale and the width of the prior probability distribution on the space of models. In particular, our model comparison method determines the discrete time-step for interpolation of the unobservable continuous variable that is supported by the data. Attempts to go to finer discrete time-steps lead to less likely models. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.

Using SPM 12’s Second-Level Bayesian Inference Procedure for fMRI Analysis: Practical Guidelines for End Users

PubMed Central

Han, Hyemin; Park, Joonsuk

2018-01-01

Recent debates about the conventional traditional threshold used in the fields of neuroscience and psychology, namely P < 0.05, have spurred researchers to consider alternative ways to analyze fMRI data. A group of methodologists and statisticians have considered Bayesian inference as a candidate methodology. However, few previous studies have attempted to provide end users of fMRI analysis tools, such as SPM 12, with practical guidelines about how to conduct Bayesian inference. In the present study, we aim to demonstrate how to utilize Bayesian inference, Bayesian second-level inference in particular, implemented in SPM 12 by analyzing fMRI data available to public via NeuroVault. In addition, to help end users understand how Bayesian inference actually works in SPM 12, we examine outcomes from Bayesian second-level inference implemented in SPM 12 by comparing them with those from classical second-level inference. Finally, we provide practical guidelines about how to set the parameters for Bayesian inference and how to interpret the results, such as Bayes factors, from the inference. We also discuss the practical and philosophical benefits of Bayesian inference and directions for future research. PMID:29456498

Greenhouse Gas Source Attribution: Measurements Modeling and Uncertainty Quantification

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

Liu, Zhen; Safta, Cosmin; Sargsyan, Khachik

2014-09-01

In this project we have developed atmospheric measurement capabilities and a suite of atmospheric modeling and analysis tools that are well suited for verifying emissions of green- house gases (GHGs) on an urban-through-regional scale. We have for the first time applied the Community Multiscale Air Quality (CMAQ) model to simulate atmospheric CO 2 . This will allow for the examination of regional-scale transport and distribution of CO 2 along with air pollutants traditionally studied using CMAQ at relatively high spatial and temporal resolution with the goal of leveraging emissions verification efforts for both air quality and climate. We have developedmore » a bias-enhanced Bayesian inference approach that can remedy the well-known problem of transport model errors in atmospheric CO 2 inversions. We have tested the approach using data and model outputs from the TransCom3 global CO 2 inversion comparison project. We have also performed two prototyping studies on inversion approaches in the generalized convection-diffusion context. One of these studies employed Polynomial Chaos Expansion to accelerate the evaluation of a regional transport model and enable efficient Markov Chain Monte Carlo sampling of the posterior for Bayesian inference. The other approach uses de- terministic inversion of a convection-diffusion-reaction system in the presence of uncertainty. These approaches should, in principle, be applicable to realistic atmospheric problems with moderate adaptation. We outline a regional greenhouse gas source inference system that integrates (1) two ap- proaches of atmospheric dispersion simulation and (2) a class of Bayesian inference and un- certainty quantification algorithms. We use two different and complementary approaches to simulate atmospheric dispersion. Specifically, we use a Eulerian chemical transport model CMAQ and a Lagrangian Particle Dispersion Model - FLEXPART-WRF. These two models share the same WRF assimilated meteorology fields, making it possible to perform a hybrid simulation, in which the Eulerian model (CMAQ) can be used to compute the initial condi- tion needed by the Lagrangian model, while the source-receptor relationships for a large state vector can be efficiently computed using the Lagrangian model in its backward mode. In ad- dition, CMAQ has a complete treatment of atmospheric chemistry of a suite of traditional air pollutants, many of which could help attribute GHGs from different sources. The inference of emissions sources using atmospheric observations is cast as a Bayesian model calibration problem, which is solved using a variety of Bayesian techniques, such as the bias-enhanced Bayesian inference algorithm, which accounts for the intrinsic model deficiency, Polynomial Chaos Expansion to accelerate model evaluation and Markov Chain Monte Carlo sampling, and Karhunen-Lo %60 eve (KL) Expansion to reduce the dimensionality of the state space. We have established an atmospheric measurement site in Livermore, CA and are collect- ing continuous measurements of CO 2 , CH 4 and other species that are typically co-emitted with these GHGs. Measurements of co-emitted species can assist in attributing the GHGs to different emissions sectors. Automatic calibrations using traceable standards are performed routinely for the gas-phase measurements. We are also collecting standard meteorological data at the Livermore site as well as planetary boundary height measurements using a ceilometer. The location of the measurement site is well suited to sample air transported between the San Francisco Bay area and the California Central Valley.« less

Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula

NASA Astrophysics Data System (ADS)

Sarhadi, Ali; Burn, Donald H.; Concepción Ausín, María.; Wiper, Michael P.

2016-03-01

A time-varying risk analysis is proposed for an adaptive design framework in nonstationary conditions arising from climate change. A Bayesian, dynamic conditional copula is developed for modeling the time-varying dependence structure between mixed continuous and discrete multiattributes of multidimensional hydrometeorological phenomena. Joint Bayesian inference is carried out to fit the marginals and copula in an illustrative example using an adaptive, Gibbs Markov Chain Monte Carlo (MCMC) sampler. Posterior mean estimates and credible intervals are provided for the model parameters and the Deviance Information Criterion (DIC) is used to select the model that best captures different forms of nonstationarity over time. This study also introduces a fully Bayesian, time-varying joint return period for multivariate time-dependent risk analysis in nonstationary environments. The results demonstrate that the nature and the risk of extreme-climate multidimensional processes are changed over time under the impact of climate change, and accordingly the long-term decision making strategies should be updated based on the anomalies of the nonstationary environment.

Bayesian estimation of optical properties of the human head via 3D structural MRI

NASA Astrophysics Data System (ADS)

Barnett, Alexander H.; Culver, Joseph P.; Sorensen, A. Gregory; Dale, Anders M.; Boas, David A.

2003-10-01

Knowledge of the baseline optical properties of the tissues of the human head is essential for absolute cerebral oximetry, and for quantitative studies of brain activation. In this work we numerically model the utility of signals from a small 6-optode time-resolved diffuse optical tomographic apparatus for inferring baseline scattering and absorption coefficients of the scalp, skull and brain, when complete geometric information is available from magnetic resonance imaging (MRI). We use an optical model where MRI-segmented tissues are assumed homogeneous. We introduce a noise model capturing both photon shot noise and forward model numerical accuracy, and use Bayesian inference to predict errorbars and correlations on the measurments. We also sample from the full posterior distribution using Markov chain Monte Carlo. We conclude that ~ 106 detected photons are sufficient to measure the brain"s scattering and absorption to a few percent. We present preliminary results using a fast multi-layer slab model, comparing the case when layer thicknesses are known versus unknown.

Spectral decompositions of multiple time series: a Bayesian non-parametric approach.

PubMed

Macaro, Christian; Prado, Raquel

2014-01-01

We consider spectral decompositions of multiple time series that arise in studies where the interest lies in assessing the influence of two or more factors. We write the spectral density of each time series as a sum of the spectral densities associated to the different levels of the factors. We then use Whittle's approximation to the likelihood function and follow a Bayesian non-parametric approach to obtain posterior inference on the spectral densities based on Bernstein-Dirichlet prior distributions. The prior is strategically important as it carries identifiability conditions for the models and allows us to quantify our degree of confidence in such conditions. A Markov chain Monte Carlo (MCMC) algorithm for posterior inference within this class of frequency-domain models is presented.We illustrate the approach by analyzing simulated and real data via spectral one-way and two-way models. In particular, we present an analysis of functional magnetic resonance imaging (fMRI) brain responses measured in individuals who participated in a designed experiment to study pain perception in humans.

Bayesian inference of radiation belt loss timescales.

NASA Astrophysics Data System (ADS)

Camporeale, E.; Chandorkar, M.

2017-12-01

Electron fluxes in the Earth's radiation belts are routinely studied using the classical quasi-linear radial diffusion model. Although this simplified linear equation has proven to be an indispensable tool in understanding the dynamics of the radiation belt, it requires specification of quantities such as the diffusion coefficient and electron loss timescales that are never directly measured. Researchers have so far assumed a-priori parameterisations for radiation belt quantities and derived the best fit using satellite data. The state of the art in this domain lacks a coherent formulation of this problem in a probabilistic framework. We present some recent progress that we have made in performing Bayesian inference of radial diffusion parameters. We achieve this by making extensive use of the theory connecting Gaussian Processes and linear partial differential equations, and performing Markov Chain Monte Carlo sampling of radial diffusion parameters. These results are important for understanding the role and the propagation of uncertainties in radiation belt simulations and, eventually, for providing a probabilistic forecast of energetic electron fluxes in a Space Weather context.

Network inference using informative priors

PubMed Central

Mukherjee, Sach; Speed, Terence P.

2008-01-01

Recent years have seen much interest in the study of systems characterized by multiple interacting components. A class of statistical models called graphical models, in which graphs are used to represent probabilistic relationships between variables, provides a framework for formal inference regarding such systems. In many settings, the object of inference is the network structure itself. This problem of “network inference” is well known to be a challenging one. However, in scientific settings there is very often existing information regarding network connectivity. A natural idea then is to take account of such information during inference. This article addresses the question of incorporating prior information into network inference. We focus on directed models called Bayesian networks, and use Markov chain Monte Carlo to draw samples from posterior distributions over network structures. We introduce prior distributions on graphs capable of capturing information regarding network features including edges, classes of edges, degree distributions, and sparsity. We illustrate our approach in the context of systems biology, applying our methods to network inference in cancer signaling. PMID:18799736

Approximate Bayesian computation for spatial SEIR(S) epidemic models.

PubMed

Brown, Grant D; Porter, Aaron T; Oleson, Jacob J; Hinman, Jessica A

2018-02-01

Approximate Bayesia n Computation (ABC) provides an attractive approach to estimation in complex Bayesian inferential problems for which evaluation of the kernel of the posterior distribution is impossible or computationally expensive. These highly parallelizable techniques have been successfully applied to many fields, particularly in cases where more traditional approaches such as Markov chain Monte Carlo (MCMC) are impractical. In this work, we demonstrate the application of approximate Bayesian inference to spatially heterogeneous Susceptible-Exposed-Infectious-Removed (SEIR) stochastic epidemic models. These models have a tractable posterior distribution, however MCMC techniques nevertheless become computationally infeasible for moderately sized problems. We discuss the practical implementation of these techniques via the open source ABSEIR package for R. The performance of ABC relative to traditional MCMC methods in a small problem is explored under simulation, as well as in the spatially heterogeneous context of the 2014 epidemic of Chikungunya in the Americas. Copyright © 2017 Elsevier Ltd. All rights reserved.

Recursive algorithms for phylogenetic tree counting.

PubMed

Gavryushkina, Alexandra; Welch, David; Drummond, Alexei J

2013-10-28

In Bayesian phylogenetic inference we are interested in distributions over a space of trees. The number of trees in a tree space is an important characteristic of the space and is useful for specifying prior distributions. When all samples come from the same time point and no prior information available on divergence times, the tree counting problem is easy. However, when fossil evidence is used in the inference to constrain the tree or data are sampled serially, new tree spaces arise and counting the number of trees is more difficult. We describe an algorithm that is polynomial in the number of sampled individuals for counting of resolutions of a constraint tree assuming that the number of constraints is fixed. We generalise this algorithm to counting resolutions of a fully ranked constraint tree. We describe a quadratic algorithm for counting the number of possible fully ranked trees on n sampled individuals. We introduce a new type of tree, called a fully ranked tree with sampled ancestors, and describe a cubic time algorithm for counting the number of such trees on n sampled individuals. These algorithms should be employed for Bayesian Markov chain Monte Carlo inference when fossil data are included or data are serially sampled.

The Bayesian group lasso for confounded spatial data

USGS Publications Warehouse

Hefley, Trevor J.; Hooten, Mevin B.; Hanks, Ephraim M.; Russell, Robin E.; Walsh, Daniel P.

2017-01-01

Generalized linear mixed models for spatial processes are widely used in applied statistics. In many applications of the spatial generalized linear mixed model (SGLMM), the goal is to obtain inference about regression coefficients while achieving optimal predictive ability. When implementing the SGLMM, multicollinearity among covariates and the spatial random effects can make computation challenging and influence inference. We present a Bayesian group lasso prior with a single tuning parameter that can be chosen to optimize predictive ability of the SGLMM and jointly regularize the regression coefficients and spatial random effect. We implement the group lasso SGLMM using efficient Markov chain Monte Carlo (MCMC) algorithms and demonstrate how multicollinearity among covariates and the spatial random effect can be monitored as a derived quantity. To test our method, we compared several parameterizations of the SGLMM using simulated data and two examples from plant ecology and disease ecology. In all examples, problematic levels multicollinearity occurred and influenced sampling efficiency and inference. We found that the group lasso prior resulted in roughly twice the effective sample size for MCMC samples of regression coefficients and can have higher and less variable predictive accuracy based on out-of-sample data when compared to the standard SGLMM.

An adaptive Bayesian inference algorithm to estimate the parameters of a hazardous atmospheric release

NASA Astrophysics Data System (ADS)

Rajaona, Harizo; Septier, François; Armand, Patrick; Delignon, Yves; Olry, Christophe; Albergel, Armand; Moussafir, Jacques

2015-12-01

In the eventuality of an accidental or intentional atmospheric release, the reconstruction of the source term using measurements from a set of sensors is an important and challenging inverse problem. A rapid and accurate estimation of the source allows faster and more efficient action for first-response teams, in addition to providing better damage assessment. This paper presents a Bayesian probabilistic approach to estimate the location and the temporal emission profile of a pointwise source. The release rate is evaluated analytically by using a Gaussian assumption on its prior distribution, and is enhanced with a positivity constraint to improve the estimation. The source location is obtained by the means of an advanced iterative Monte-Carlo technique called Adaptive Multiple Importance Sampling (AMIS), which uses a recycling process at each iteration to accelerate its convergence. The proposed methodology is tested using synthetic and real concentration data in the framework of the Fusion Field Trials 2007 (FFT-07) experiment. The quality of the obtained results is comparable to those coming from the Markov Chain Monte Carlo (MCMC) algorithm, a popular Bayesian method used for source estimation. Moreover, the adaptive processing of the AMIS provides a better sampling efficiency by reusing all the generated samples.

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability using High-Resolution Cloud Observations

NASA Astrophysics Data System (ADS)

Norris, P. M.; da Silva, A. M., Jr.

2016-12-01

Norris and da Silva recently published a method to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation (CDA). The gridcolumn model includes assumed-PDF intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used are MODIS cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. The new approach not only significantly reduces mean and standard deviation biases with respect to the assimilated observables, but also improves the simulated rotational-Ramman scattering cloud optical centroid pressure against independent (non-assimilated) retrievals from the OMI instrument. One obvious difficulty for the method, and other CDA methods, is the lack of information content in passive cloud observables on cloud vertical structure, beyond cloud-top and thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard is helpful, better honoring inversion structures in the background state.

Bayesian Inference for Functional Dynamics Exploring in fMRI Data.

PubMed

Guo, Xuan; Liu, Bing; Chen, Le; Chen, Guantao; Pan, Yi; Zhang, Jing

2016-01-01

This paper aims to review state-of-the-art Bayesian-inference-based methods applied to functional magnetic resonance imaging (fMRI) data. Particularly, we focus on one specific long-standing challenge in the computational modeling of fMRI datasets: how to effectively explore typical functional interactions from fMRI time series and the corresponding boundaries of temporal segments. Bayesian inference is a method of statistical inference which has been shown to be a powerful tool to encode dependence relationships among the variables with uncertainty. Here we provide an introduction to a group of Bayesian-inference-based methods for fMRI data analysis, which were designed to detect magnitude or functional connectivity change points and to infer their functional interaction patterns based on corresponding temporal boundaries. We also provide a comparison of three popular Bayesian models, that is, Bayesian Magnitude Change Point Model (BMCPM), Bayesian Connectivity Change Point Model (BCCPM), and Dynamic Bayesian Variable Partition Model (DBVPM), and give a summary of their applications. We envision that more delicate Bayesian inference models will be emerging and play increasingly important roles in modeling brain functions in the years to come.

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Stan : A Probabilistic Programming Language

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

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

Stan : A Probabilistic Programming Language

DOE PAGES

Carpenter, Bob; Gelman, Andrew; Hoffman, Matthew D.; ...

2017-01-01

Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectationmore » propagation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can also be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces support sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting.« less

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.

Using Alien Coins to Test Whether Simple Inference Is Bayesian

ERIC Educational Resources Information Center

Cassey, Peter; Hawkins, Guy E.; Donkin, Chris; Brown, Scott D.

2016-01-01

Reasoning and inference are well-studied aspects of basic cognition that have been explained as statistically optimal Bayesian inference. Using a simplified experimental design, we conducted quantitative comparisons between Bayesian inference and human inference at the level of individuals. In 3 experiments, with more than 13,000 participants, we…

A Gibbs sampler for Bayesian analysis of site-occupancy data

USGS Publications Warehouse

Dorazio, Robert M.; Rodriguez, Daniel Taylor

2012-01-01

1. A Bayesian analysis of site-occupancy data containing covariates of species occurrence and species detection probabilities is usually completed using Markov chain Monte Carlo methods in conjunction with software programs that can implement those methods for any statistical model, not just site-occupancy models. Although these software programs are quite flexible, considerable experience is often required to specify a model and to initialize the Markov chain so that summaries of the posterior distribution can be estimated efficiently and accurately. 2. As an alternative to these programs, we develop a Gibbs sampler for Bayesian analysis of site-occupancy data that include covariates of species occurrence and species detection probabilities. This Gibbs sampler is based on a class of site-occupancy models in which probabilities of species occurrence and detection are specified as probit-regression functions of site- and survey-specific covariate measurements. 3. To illustrate the Gibbs sampler, we analyse site-occupancy data of the blue hawker, Aeshna cyanea (Odonata, Aeshnidae), a common dragonfly species in Switzerland. Our analysis includes a comparison of results based on Bayesian and classical (non-Bayesian) methods of inference. We also provide code (based on the R software program) for conducting Bayesian and classical analyses of site-occupancy data.

Bayesian inference for OPC modeling

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

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 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.

Multivariate Copula Analysis Toolbox (MvCAT): Describing dependence and underlying uncertainty using a Bayesian framework

NASA Astrophysics Data System (ADS)

Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir

2017-06-01

We present a newly developed Multivariate Copula Analysis Toolbox (MvCAT) which includes a wide range of copula families with different levels of complexity. MvCAT employs a Bayesian framework with a residual-based Gaussian likelihood function for inferring copula parameters and estimating the underlying uncertainties. The contribution of this paper is threefold: (a) providing a Bayesian framework to approximate the predictive uncertainties of fitted copulas, (b) introducing a hybrid-evolution Markov Chain Monte Carlo (MCMC) approach designed for numerical estimation of the posterior distribution of copula parameters, and (c) enabling the community to explore a wide range of copulas and evaluate them relative to the fitting uncertainties. We show that the commonly used local optimization methods for copula parameter estimation often get trapped in local minima. The proposed method, however, addresses this limitation and improves describing the dependence structure. MvCAT also enables evaluation of uncertainties relative to the length of record, which is fundamental to a wide range of applications such as multivariate frequency analysis.

Molecular phylogeny of the Drusinae (Trichoptera: Limnephilidae): preliminary results

NASA Astrophysics Data System (ADS)

Pauls, S.; Lumbsch, T.; Haase, P.

2005-05-01

We examine the phylogenetic relationships within the subfamily of the Drusinae using molecular markers. Sequence data from two mitochondrial loci (mitochondrial cytochrome oxidase I, mitochondrial ribosomal large subunit) are used to infer the relationships within and among the genera of the Drusinae. Sequence data were generated for 21 taxa from five genera from the subfamily. The molecular data were analyzed using a Bayesian Markov Chain Monte Carlo and a Maximum Parsimony approach for both single gene and combined data sets. Several hypotheses of relationships previously inferred based on morphological characters were tested. The study revealed a very close relationship between Drusus discolor and D. romanicus suggesting that divergence between these two species occurred recently. The relationships inferred by molecular data suggest that larval morphology may be an important taxonomic character, which has often been neglected. The data also indicate that the genera Ecclisopteryx and Drusus are polyphyletic with respect to one another.

Efficient fuzzy Bayesian inference algorithms for incorporating expert knowledge in parameter estimation

NASA Astrophysics Data System (ADS)

Rajabi, Mohammad Mahdi; Ataie-Ashtiani, Behzad

2016-05-01

Bayesian inference has traditionally been conceived as the proper framework for the formal incorporation of expert knowledge in parameter estimation of groundwater models. However, conventional Bayesian inference is incapable of taking into account the imprecision essentially embedded in expert provided information. In order to solve this problem, a number of extensions to conventional Bayesian inference have been introduced in recent years. One of these extensions is 'fuzzy Bayesian inference' which is the result of integrating fuzzy techniques into Bayesian statistics. Fuzzy Bayesian inference has a number of desirable features which makes it an attractive approach for incorporating expert knowledge in the parameter estimation process of groundwater models: (1) it is well adapted to the nature of expert provided information, (2) it allows to distinguishably model both uncertainty and imprecision, and (3) it presents a framework for fusing expert provided information regarding the various inputs of the Bayesian inference algorithm. However an important obstacle in employing fuzzy Bayesian inference in groundwater numerical modeling applications is the computational burden, as the required number of numerical model simulations often becomes extremely exhaustive and often computationally infeasible. In this paper, a novel approach of accelerating the fuzzy Bayesian inference algorithm is proposed which is based on using approximate posterior distributions derived from surrogate modeling, as a screening tool in the computations. The proposed approach is first applied to a synthetic test case of seawater intrusion (SWI) in a coastal aquifer. It is shown that for this synthetic test case, the proposed approach decreases the number of required numerical simulations by an order of magnitude. Then the proposed approach is applied to a real-world test case involving three-dimensional numerical modeling of SWI in Kish Island, located in the Persian Gulf. An expert elicitation methodology is developed and applied to the real-world test case in order to provide a road map for the use of fuzzy Bayesian inference in groundwater modeling applications.

Fundamentals and Recent Developments in Approximate Bayesian Computation

PubMed Central

Lintusaari, Jarno; Gutmann, Michael U.; Dutta, Ritabrata; Kaski, Samuel; Corander, Jukka

2017-01-01

Abstract Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in many other branches of science. It provides a principled framework for dealing with uncertainty and quantifying how it changes in the light of new evidence. For many complex models and inference problems, however, only approximate quantitative answers are obtainable. Approximate Bayesian computation (ABC) refers to a family of algorithms for approximate inference that makes a minimal set of assumptions by only requiring that sampling from a model is possible. We explain here the fundamentals of ABC, review the classical algorithms, and highlight recent developments. [ABC; approximate Bayesian computation; Bayesian inference; likelihood-free inference; phylogenetics; simulator-based models; stochastic simulation models; tree-based models.] PMID:28175922

Variations on Bayesian Prediction and Inference

DTIC Science & Technology

2016-05-09

inference 2.2.1 Background There are a number of statistical inference problems that are not generally formulated via a full probability model...problem of inference about an unknown parameter, the Bayesian approach requires a full probability 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...the problem of inference about an unknown parameter, the Bayesian approach requires a full probability model/likelihood which can be an obstacle

Quantum-Like Representation of Non-Bayesian Inference

NASA Astrophysics Data System (ADS)

Asano, M.; Basieva, I.; Khrennikov, A.; Ohya, M.; Tanaka, Y.

2013-01-01

This research is related to the problem of "irrational decision making or inference" that have been discussed in cognitive psychology. There are some experimental studies, and these statistical data cannot be described by classical probability theory. The process of decision making generating these data cannot be reduced to the classical Bayesian inference. For this problem, a number of quantum-like coginitive models of decision making was proposed. Our previous work represented in a natural way the classical Bayesian inference in the frame work of quantum mechanics. By using this representation, in this paper, we try to discuss the non-Bayesian (irrational) inference that is biased by effects like the quantum interference. Further, we describe "psychological factor" disturbing "rationality" as an "environment" correlating with the "main system" of usual Bayesian inference.

Exact Bayesian Inference for Phylogenetic Birth-Death Models.

PubMed

Parag, K V; Pybus, O G

2018-04-26

Inferring the rates of change of a population from a reconstructed phylogeny of genetic sequences is a central problem in macro-evolutionary biology, epidemiology, and many other disciplines. A popular solution involves estimating the parameters of a birth-death process (BDP), which links the shape of the phylogeny to its birth and death rates. Modern BDP estimators rely on random Markov chain Monte Carlo (MCMC) sampling to infer these rates. Such methods, while powerful and scalable, cannot be guaranteed to converge, leading to results that may be hard to replicate or difficult to validate. We present a conceptually and computationally different parametric BDP inference approach using flexible and easy to implement Snyder filter (SF) algorithms. This method is deterministic so its results are provable, guaranteed, and reproducible. We validate the SF on constant rate BDPs and find that it solves BDP likelihoods known to produce robust estimates. We then examine more complex BDPs with time-varying rates. Our estimates compare well with a recently developed parametric MCMC inference method. Lastly, we performmodel selection on an empirical Agamid species phylogeny, obtaining results consistent with the literature. The SF makes no approximations, beyond those required for parameter quantisation and numerical integration, and directly computes the posterior distribution of model parameters. It is a promising alternative inference algorithm that may serve either as a standalone Bayesian estimator or as a useful diagnostic reference for validating more involved MCMC strategies. The Snyder filter is implemented in Matlab and the time-varying BDP models are simulated in R. The source code and data are freely available at https://github.com/kpzoo/snyder-birth-death-code. kris.parag@zoo.ox.ac.uk. Supplementary material is available at Bioinformatics online.

Boosting Bayesian parameter inference of nonlinear stochastic differential equation models by Hamiltonian scale separation.

PubMed

Albert, Carlo; Ulzega, Simone; Stoop, Ruedi

2016-04-01

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In many situations, the dominant sources of uncertainty must be included into the model for making reliable predictions. This naturally leads to stochastic models. Stochastic models render parameter inference much harder, as the aim then is to find a distribution of likely parameter values. In Bayesian statistics, which is a consistent framework for data-driven learning, this so-called posterior distribution can be used to make probabilistic predictions. We propose a novel, exact, and very efficient approach for generating posterior parameter distributions for stochastic differential equation models calibrated to measured time series. The algorithm is inspired by reinterpreting the posterior distribution as a statistical mechanics partition function of an object akin to a polymer, where the measurements are mapped on heavier beads compared to those of the simulated data. To arrive at distribution samples, we employ a Hamiltonian Monte Carlo approach combined with a multiple time-scale integration. A separation of time scales naturally arises if either the number of measurement points or the number of simulation points becomes large. Furthermore, at least for one-dimensional problems, we can decouple the harmonic modes between measurement points and solve the fastest part of their dynamics analytically. Our approach is applicable to a wide range of inference problems and is highly parallelizable.

An adaptive sparse-grid high-order stochastic collocation method for Bayesian inference in groundwater reactive transport modeling

NASA Astrophysics Data System (ADS)

Zhang, Guannan; Lu, Dan; Ye, Ming; Gunzburger, Max; Webster, Clayton

2013-10-01

Bayesian analysis has become vital to uncertainty quantification in groundwater modeling, but its application has been hindered by the computational cost associated with numerous model executions required by exploring the posterior probability density function (PPDF) of model parameters. This is particularly the case when the PPDF is estimated using Markov Chain Monte Carlo (MCMC) sampling. In this study, a new approach is developed to improve the computational efficiency of Bayesian inference by constructing a surrogate of the PPDF, using an adaptive sparse-grid high-order stochastic collocation (aSG-hSC) method. Unlike previous works using first-order hierarchical basis, this paper utilizes a compactly supported higher-order hierarchical basis to construct the surrogate system, resulting in a significant reduction in the number of required model executions. In addition, using the hierarchical surplus as an error indicator allows locally adaptive refinement of sparse grids in the parameter space, which further improves computational efficiency. To efficiently build the surrogate system for the PPDF with multiple significant modes, optimization techniques are used to identify the modes, for which high-probability regions are defined and components of the aSG-hSC approximation are constructed. After the surrogate is determined, the PPDF can be evaluated by sampling the surrogate system directly without model execution, resulting in improved efficiency of the surrogate-based MCMC compared with conventional MCMC. The developed method is evaluated using two synthetic groundwater reactive transport models. The first example involves coupled linear reactions and demonstrates the accuracy of our high-order hierarchical basis approach in approximating high-dimensional posteriori distribution. The second example is highly nonlinear because of the reactions of uranium surface complexation, and demonstrates how the iterative aSG-hSC method is able to capture multimodal and non-Gaussian features of PPDF caused by model nonlinearity. Both experiments show that aSG-hSC is an effective and efficient tool for Bayesian inference.

Two Approaches to Calibration in Metrology

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

Campanelli, Mark

2014-04-01

Inferring mathematical relationships with quantified uncertainty from measurement data is common to computational science and metrology. Sufficient knowledge of measurement process noise enables Bayesian inference. Otherwise, an alternative approach is required, here termed compartmentalized inference, because collection of uncertain data and model inference occur independently. Bayesian parameterized model inference is compared to a Bayesian-compatible compartmentalized approach for ISO-GUM compliant calibration problems in renewable energy metrology. In either approach, model evidence can help reduce model discrepancy.

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

Vrugt, Jasper A; Robinson, Bruce A; Ter Braak, Cajo J F

In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented usingmore » the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.« less

Multi-objective calibration and uncertainty analysis of hydrologic models; A comparative study between formal and informal methods

NASA Astrophysics Data System (ADS)

Shafii, M.; Tolson, B.; Matott, L. S.

2012-04-01

Hydrologic modeling has benefited from significant developments over the past two decades. This has resulted in building of higher levels of complexity into hydrologic models, which eventually makes the model evaluation process (parameter estimation via calibration and uncertainty analysis) more challenging. In order to avoid unreasonable parameter estimates, many researchers have suggested implementation of multi-criteria calibration schemes. Furthermore, for predictive hydrologic models to be useful, proper consideration of uncertainty is essential. Consequently, recent research has emphasized comprehensive model assessment procedures in which multi-criteria parameter estimation is combined with statistically-based uncertainty analysis routines such as Bayesian inference using Markov Chain Monte Carlo (MCMC) sampling. Such a procedure relies on the use of formal likelihood functions based on statistical assumptions, and moreover, the Bayesian inference structured on MCMC samplers requires a considerably large number of simulations. Due to these issues, especially in complex non-linear hydrological models, a variety of alternative informal approaches have been proposed for uncertainty analysis in the multi-criteria context. This study aims at exploring a number of such informal uncertainty analysis techniques in multi-criteria calibration of hydrological models. The informal methods addressed in this study are (i) Pareto optimality which quantifies the parameter uncertainty using the Pareto solutions, (ii) DDS-AU which uses the weighted sum of objective functions to derive the prediction limits, and (iii) GLUE which describes the total uncertainty through identification of behavioral solutions. The main objective is to compare such methods with MCMC-based Bayesian inference with respect to factors such as computational burden, and predictive capacity, which are evaluated based on multiple comparative measures. The measures for comparison are calculated both for calibration and evaluation periods. The uncertainty analysis methodologies are applied to a simple 5-parameter rainfall-runoff model, called HYMOD.

Tutorial: Asteroseismic Data Analysis with DIAMONDS

NASA Astrophysics Data System (ADS)

Corsaro, Enrico

Since the advent of the space-based photometric missions such as CoRoT and NASA's Kepler, asteroseismology has acquired a central role in our understanding about stellar physics. The Kepler spacecraft, especially, is still releasing excellent photometric observations that contain a large amount of information not yet investigated. For exploiting the full potential of these data, sophisticated and robust analysis tools are now essential, so that further constraining of stellar structure and evolutionary models can be obtained. In addition, extracting detailed asteroseismic properties for many stars can yield new insights on their correlations to fundamental stellar properties and dynamics. After a brief introduction to the Bayesian notion of probability, I describe the code Diamonds for Bayesian parameter estimation and model comparison by means of the nested sampling Monte Carlo (NSMC) algorithm. NSMC constitutes an efficient and powerful method, in replacement to standard Markov chain Monte Carlo, very suitable for high-dimensional and multimodal problems that are typical of detailed asteroseismic analyses, such as the fitting and mode identification of individual oscillation modes in stars (known as peak-bagging). Diamonds is able to provide robust results for statistical inferences involving tens of individual oscillation modes, while at the same time preserving a considerable computational efficiency for identifying the solution. In the tutorial, I will present the fitting of the stellar background signal and the peak-bagging analysis of the oscillation modes in a red-giant star, providing an example to use Bayesian evidence for assessing the peak significance of the fitted oscillation peaks.

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

Bayesian inference on EMRI signals using low frequency approximations

NASA Astrophysics Data System (ADS)

Ali, Asad; Christensen, Nelson; Meyer, Renate; Röver, Christian

2012-07-01

Extreme mass ratio inspirals (EMRIs) are thought to be one of the most exciting gravitational wave sources to be detected with LISA. Due to their complicated nature and weak amplitudes the detection and parameter estimation of such sources is a challenging task. In this paper we present a statistical methodology based on Bayesian inference in which the estimation of parameters is carried out by advanced Markov chain Monte Carlo (MCMC) algorithms such as parallel tempering MCMC. We analysed high and medium mass EMRI systems that fall well inside the low frequency range of LISA. In the context of the Mock LISA Data Challenges, our investigation and results are also the first instance in which a fully Markovian algorithm is applied for EMRI searches. Results show that our algorithm worked well in recovering EMRI signals from different (simulated) LISA data sets having single and multiple EMRI sources and holds great promise for posterior computation under more realistic conditions. The search and estimation methods presented in this paper are general in their nature, and can be applied in any other scenario such as AdLIGO, AdVIRGO and Einstein Telescope with their respective response functions.

Bayesian inference of metal oxide ultrathin film structure based on crystal truncation rod measurements

PubMed Central

Anada, Masato; Nakanishi-Ohno, Yoshinori; Okada, Masato; Kimura, Tsuyoshi; Wakabayashi, Yusuke

2017-01-01

Monte Carlo (MC)-based refinement software to analyze the atomic arrangements of perovskite oxide ultrathin films from the crystal truncation rod intensity is developed on the basis of Bayesian inference. The advantages of the MC approach are (i) it is applicable to multi-domain structures, (ii) it provides the posterior probability of structures through Bayes’ theorem, which allows one to evaluate the uncertainty of estimated structural parameters, and (iii) one can involve any information provided by other experiments and theories. The simulated annealing procedure efficiently searches for the optimum model owing to its stochastic updates, regardless of the initial values, without being trapped by local optima. The performance of the software is examined with a five-unit-cell-thick LaAlO3 film fabricated on top of SrTiO3. The software successfully found the global optima from an initial model prepared by a small grid search calculation. The standard deviations of the atomic positions derived from a dataset taken at a second-generation synchrotron are ±0.02 Å for metal sites and ±0.03 Å for oxygen sites. PMID:29217989

With or without you: predictive coding and Bayesian inference in the brain

PubMed Central

Aitchison, Laurence; Lengyel, Máté

2018-01-01

Two theoretical ideas have emerged recently with the ambition to provide a unifying functional explanation of neural population coding and dynamics: predictive coding and Bayesian inference. Here, we describe the two theories and their combination into a single framework: Bayesian predictive coding. We clarify how the two theories can be distinguished, despite sharing core computational concepts and addressing an overlapping set of empirical phenomena. We argue that predictive coding is an algorithmic / representational motif that can serve several different computational goals of which Bayesian inference is but one. Conversely, while Bayesian inference can utilize predictive coding, it can also be realized by a variety of other representations. We critically evaluate the experimental evidence supporting Bayesian predictive coding and discuss how to test it more directly. PMID:28942084

Bayesian multimodel inference for dose-response studies

USGS Publications Warehouse

Link, W.A.; Albers, P.H.

2007-01-01

Statistical inference in dose?response studies is model-based: The analyst posits a mathematical model of the relation between exposure and response, estimates parameters of the model, and reports conclusions conditional on the model. Such analyses rarely include any accounting for the uncertainties associated with model selection. The Bayesian inferential system provides a convenient framework for model selection and multimodel inference. In this paper we briefly describe the Bayesian paradigm and Bayesian multimodel inference. We then present a family of models for multinomial dose?response data and apply Bayesian multimodel inferential methods to the analysis of data on the reproductive success of American kestrels (Falco sparveriuss) exposed to various sublethal dietary concentrations of methylmercury.

Expectation propagation for large scale Bayesian inference of non-linear molecular networks from perturbation data.

PubMed

Narimani, Zahra; Beigy, Hamid; Ahmad, Ashar; Masoudi-Nejad, Ali; Fröhlich, Holger

2017-01-01

Inferring the structure of molecular networks from time series protein or gene expression data provides valuable information about the complex biological processes of the cell. Causal network structure inference has been approached using different methods in the past. Most causal network inference techniques, such as Dynamic Bayesian Networks and ordinary differential equations, are limited by their computational complexity and thus make large scale inference infeasible. This is specifically true if a Bayesian framework is applied in order to deal with the unavoidable uncertainty about the correct model. We devise a novel Bayesian network reverse engineering approach using ordinary differential equations with the ability to include non-linearity. Besides modeling arbitrary, possibly combinatorial and time dependent perturbations with unknown targets, one of our main contributions is the use of Expectation Propagation, an algorithm for approximate Bayesian inference over large scale network structures in short computation time. We further explore the possibility of integrating prior knowledge into network inference. We evaluate the proposed model on DREAM4 and DREAM8 data and find it competitive against several state-of-the-art existing network inference methods.

A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction

PubMed Central

Montesinos-López, Osval A.; Montesinos-López, Abelardo; Crossa, José; Montesinos-López, José Cricelio; Luna-Vázquez, Francisco Javier; Salinas-Ruiz, Josafhat; Herrera-Morales, José R.; Buenrostro-Mariscal, Raymundo

2017-01-01

There are Bayesian and non-Bayesian genomic models that take into account G×E interactions. However, the computational cost of implementing Bayesian models is high, and becomes almost impossible when the number of genotypes, environments, and traits is very large, while, in non-Bayesian models, there are often important and unsolved convergence problems. The variational Bayes method is popular in machine learning, and, by approximating the probability distributions through optimization, it tends to be faster than Markov Chain Monte Carlo methods. For this reason, in this paper, we propose a new genomic variational Bayes version of the Bayesian genomic model with G×E using half-t priors on each standard deviation (SD) term to guarantee highly noninformative and posterior inferences that are not sensitive to the choice of hyper-parameters. We show the complete theoretical derivation of the full conditional and the variational posterior distributions, and their implementations. We used eight experimental genomic maize and wheat data sets to illustrate the new proposed variational Bayes approximation, and compared its predictions and implementation time with a standard Bayesian genomic model with G×E. Results indicated that prediction accuracies are slightly higher in the standard Bayesian model with G×E than in its variational counterpart, but, in terms of computation time, the variational Bayes genomic model with G×E is, in general, 10 times faster than the conventional Bayesian genomic model with G×E. For this reason, the proposed model may be a useful tool for researchers who need to predict and select genotypes in several environments. PMID:28391241

A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction.

PubMed

Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Montesinos-López, José Cricelio; Luna-Vázquez, Francisco Javier; Salinas-Ruiz, Josafhat; Herrera-Morales, José R; Buenrostro-Mariscal, Raymundo

2017-06-07

There are Bayesian and non-Bayesian genomic models that take into account G×E interactions. However, the computational cost of implementing Bayesian models is high, and becomes almost impossible when the number of genotypes, environments, and traits is very large, while, in non-Bayesian models, there are often important and unsolved convergence problems. The variational Bayes method is popular in machine learning, and, by approximating the probability distributions through optimization, it tends to be faster than Markov Chain Monte Carlo methods. For this reason, in this paper, we propose a new genomic variational Bayes version of the Bayesian genomic model with G×E using half-t priors on each standard deviation (SD) term to guarantee highly noninformative and posterior inferences that are not sensitive to the choice of hyper-parameters. We show the complete theoretical derivation of the full conditional and the variational posterior distributions, and their implementations. We used eight experimental genomic maize and wheat data sets to illustrate the new proposed variational Bayes approximation, and compared its predictions and implementation time with a standard Bayesian genomic model with G×E. Results indicated that prediction accuracies are slightly higher in the standard Bayesian model with G×E than in its variational counterpart, but, in terms of computation time, the variational Bayes genomic model with G×E is, in general, 10 times faster than the conventional Bayesian genomic model with G×E. For this reason, the proposed model may be a useful tool for researchers who need to predict and select genotypes in several environments. Copyright © 2017 Montesinos-López et al.

Win-Stay, Lose-Sample: a simple sequential algorithm for approximating Bayesian inference.

PubMed

Bonawitz, Elizabeth; Denison, Stephanie; Gopnik, Alison; Griffiths, Thomas L

2014-11-01

People can behave in a way that is consistent with Bayesian models of cognition, despite the fact that performing exact Bayesian inference is computationally challenging. What algorithms could people be using to make this possible? We show that a simple sequential algorithm "Win-Stay, Lose-Sample", inspired by the Win-Stay, Lose-Shift (WSLS) principle, can be used to approximate Bayesian inference. We investigate the behavior of adults and preschoolers on two causal learning tasks to test whether people might use a similar algorithm. These studies use a "mini-microgenetic method", investigating how people sequentially update their beliefs as they encounter new evidence. Experiment 1 investigates a deterministic causal learning scenario and Experiments 2 and 3 examine how people make inferences in a stochastic scenario. The behavior of adults and preschoolers in these experiments is consistent with our Bayesian version of the WSLS principle. This algorithm provides both a practical method for performing Bayesian inference and a new way to understand people's judgments. Copyright © 2014 Elsevier Inc. All rights reserved.

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 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.

Universal Darwinism As a Process of Bayesian Inference.

PubMed

Campbell, John O

2016-01-01

Many of the mathematical frameworks describing natural selection are equivalent to Bayes' Theorem, also known as Bayesian updating. By definition, a process of Bayesian Inference is one which involves a Bayesian update, so we may conclude that these frameworks describe natural selection as a process of Bayesian inference. Thus, natural selection serves as a counter example to a widely-held interpretation that restricts Bayesian Inference to human mental processes (including the endeavors of statisticians). As Bayesian inference can always be cast in terms of (variational) free energy minimization, natural selection can be viewed as comprising two components: a generative model of an "experiment" in the external world environment, and the results of that "experiment" or the "surprise" entailed by predicted and actual outcomes of the "experiment." Minimization of free energy implies that the implicit measure of "surprise" experienced serves to update the generative model in a Bayesian manner. This description closely accords with the mechanisms of generalized Darwinian process proposed both by Dawkins, in terms of replicators and vehicles, and Campbell, in terms of inferential systems. Bayesian inference is an algorithm for the accumulation of evidence-based knowledge. This algorithm is now seen to operate over a wide range of evolutionary processes, including natural selection, the evolution of mental models and cultural evolutionary processes, notably including science itself. The variational principle of free energy minimization may thus serve as a unifying mathematical framework for universal Darwinism, the study of evolutionary processes operating throughout nature.

Universal Darwinism As a Process of Bayesian Inference

PubMed Central

Campbell, John O.

2016-01-01

Many of the mathematical frameworks describing natural selection are equivalent to Bayes' Theorem, also known as Bayesian updating. By definition, a process of Bayesian Inference is one which involves a Bayesian update, so we may conclude that these frameworks describe natural selection as a process of Bayesian inference. Thus, natural selection serves as a counter example to a widely-held interpretation that restricts Bayesian Inference to human mental processes (including the endeavors of statisticians). As Bayesian inference can always be cast in terms of (variational) free energy minimization, natural selection can be viewed as comprising two components: a generative model of an “experiment” in the external world environment, and the results of that “experiment” or the “surprise” entailed by predicted and actual outcomes of the “experiment.” Minimization of free energy implies that the implicit measure of “surprise” experienced serves to update the generative model in a Bayesian manner. This description closely accords with the mechanisms of generalized Darwinian process proposed both by Dawkins, in terms of replicators and vehicles, and Campbell, in terms of inferential systems. Bayesian inference is an algorithm for the accumulation of evidence-based knowledge. This algorithm is now seen to operate over a wide range of evolutionary processes, including natural selection, the evolution of mental models and cultural evolutionary processes, notably including science itself. The variational principle of free energy minimization may thus serve as a unifying mathematical framework for universal Darwinism, the study of evolutionary processes operating throughout nature. PMID:27375438

Moving beyond qualitative evaluations of Bayesian models of cognition.

PubMed

Hemmer, Pernille; Tauber, Sean; Steyvers, Mark

2015-06-01

Bayesian models of cognition provide a powerful way to understand the behavior and goals of individuals from a computational point of view. Much of the focus in the Bayesian cognitive modeling approach has been on qualitative model evaluations, where predictions from the models are compared to data that is often averaged over individuals. In many cognitive tasks, however, there are pervasive individual differences. We introduce an approach to directly infer individual differences related to subjective mental representations within the framework of Bayesian models of cognition. In this approach, Bayesian data analysis methods are used to estimate cognitive parameters and motivate the inference process within a Bayesian cognitive model. We illustrate this integrative Bayesian approach on a model of memory. We apply the model to behavioral data from a memory experiment involving the recall of heights of people. A cross-validation analysis shows that the Bayesian memory model with inferred subjective priors predicts withheld data better than a Bayesian model where the priors are based on environmental statistics. In addition, the model with inferred priors at the individual subject level led to the best overall generalization performance, suggesting that individual differences are important to consider in Bayesian models of cognition.

Monte Carlo Bayesian Inference on a Statistical Model of Sub-gridcolumn Moisture Variability Using High-resolution Cloud Observations . Part II; Sensitivity Tests and Results

NASA Technical Reports Server (NTRS)

da Silva, Arlindo M.; Norris, Peter M.

2013-01-01

Part I presented a Monte Carlo Bayesian method for constraining a complex statistical model of GCM sub-gridcolumn moisture variability using high-resolution MODIS cloud data, thereby permitting large-scale model parameter estimation and cloud data assimilation. This part performs some basic testing of this new approach, verifying that it does indeed significantly reduce mean and standard deviation biases with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud top pressure, and that it also improves the simulated rotational-Ramman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the OMI instrument. Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows finite jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast where the background state has a clear swath. This paper also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in the cloud observables on cloud vertical structure, beyond cloud top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification due to Riishojgaard (1998) provides some help in this respect, by better honoring inversion structures in the background state.

Elastic Properties of Novel Co- and CoNi-Based Superalloys Determined through Bayesian Inference and Resonant Ultrasound Spectroscopy

NASA Astrophysics Data System (ADS)

Goodlet, Brent R.; Mills, Leah; Bales, Ben; Charpagne, Marie-Agathe; Murray, Sean P.; Lenthe, William C.; Petzold, Linda; Pollock, Tresa M.

2018-06-01

Bayesian inference is employed to precisely evaluate single crystal elastic properties of novel γ -γ ' Co- and CoNi-based superalloys from simple and non-destructive resonant ultrasound spectroscopy (RUS) measurements. Nine alloys from three Co-, CoNi-, and Ni-based alloy classes were evaluated in the fully aged condition, with one alloy per class also evaluated in the solution heat-treated condition. Comparisons are made between the elastic properties of the three alloy classes and among the alloys of a single class, with the following trends observed. A monotonic rise in the c_{44} (shear) elastic constant by a total of 12 pct is observed between the three alloy classes as Co is substituted for Ni. Elastic anisotropy ( A) is also increased, with a large majority of the nearly 13 pct increase occurring after Co becomes the dominant constituent. Together the five CoNi alloys, with Co:Ni ratios from 1:1 to 1.5:1, exhibited remarkably similar properties with an average A 1.8 pct greater than the Ni-based alloy CMSX-4. Custom code demonstrating a substantial advance over previously reported methods for RUS inversion is also reported here for the first time. CmdStan-RUS is built upon the open-source probabilistic programing language of Stan and formulates the inverse problem using Bayesian methods. Bayesian posterior distributions are efficiently computed with Hamiltonian Monte Carlo (HMC), while initial parameterization is randomly generated from weakly informative prior distributions. Remarkably robust convergence behavior is demonstrated across multiple independent HMC chains in spite of initial parameterization often very far from actual parameter values. Experimental procedures are substantially simplified by allowing any arbitrary misorientation between the specimen and crystal axes, as elastic properties and misorientation are estimated simultaneously.

Semisupervised learning using Bayesian interpretation: application to LS-SVM.

PubMed

Adankon, Mathias M; Cheriet, Mohamed; Biem, Alain

2011-04-01

Bayesian reasoning provides an ideal basis for representing and manipulating uncertain knowledge, with the result that many interesting algorithms in machine learning are based on Bayesian inference. In this paper, we use the Bayesian approach with one and two levels of inference to model the semisupervised learning problem and give its application to the successful kernel classifier support vector machine (SVM) and its variant least-squares SVM (LS-SVM). Taking advantage of Bayesian interpretation of LS-SVM, we develop a semisupervised learning algorithm for Bayesian LS-SVM using our approach based on two levels of inference. Experimental results on both artificial and real pattern recognition problems show the utility of our method.

Bayesian Inference: with ecological applications

USGS Publications Warehouse

Link, William A.; Barker, Richard J.

2010-01-01

This text provides a mathematically rigorous yet accessible and engaging introduction to Bayesian inference with relevant examples that will be of interest to biologists working in the fields of ecology, wildlife management and environmental studies as well as students in advanced undergraduate statistics.. This text opens the door to Bayesian inference, taking advantage of modern computational efficiencies and easily accessible software to evaluate complex hierarchical models.

Estimation of parameter uncertainty for an activated sludge model using Bayesian inference: a comparison with the frequentist method.

PubMed

Zonta, Zivko J; Flotats, Xavier; Magrí, Albert

2014-08-01

The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.

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 Population Genomic Inference of Crossing Over and Gene Conversion

PubMed Central

Padhukasahasram, Badri; Rannala, Bruce

2011-01-01

Meiotic recombination is a fundamental cellular mechanism in sexually reproducing organisms and its different forms, crossing over and gene conversion both play an important role in shaping genetic variation in populations. Here, we describe a coalescent-based full-likelihood Markov chain Monte Carlo (MCMC) method for jointly estimating the crossing-over, gene-conversion, and mean tract length parameters from population genomic data under a Bayesian framework. Although computationally more expensive than methods that use approximate likelihoods, the relative efficiency of our method is expected to be optimal in theory. Furthermore, it is also possible to obtain a posterior sample of genealogies for the data using this method. We first check the performance of the new method on simulated data and verify its correctness. We also extend the method for inference under models with variable gene-conversion and crossing-over rates and demonstrate its ability to identify recombination hotspots. Then, we apply the method to two empirical data sets that were sequenced in the telomeric regions of the X chromosome of Drosophila melanogaster. Our results indicate that gene conversion occurs more frequently than crossing over in the su-w and su-s gene sequences while the local rates of crossing over as inferred by our program are not low. The mean tract lengths for gene-conversion events are estimated to be ∼70 bp and 430 bp, respectively, for these data sets. Finally, we discuss ideas and optimizations for reducing the execution time of our algorithm. PMID:21840857

Topics in Bayesian Hierarchical Modeling and its Monte Carlo Computations

NASA Astrophysics Data System (ADS)

Tak, Hyung Suk

The first chapter addresses a Beta-Binomial-Logit model that is a Beta-Binomial conjugate hierarchical model with covariate information incorporated via a logistic regression. Various researchers in the literature have unknowingly used improper posterior distributions or have given incorrect statements about posterior propriety because checking posterior propriety can be challenging due to the complicated functional form of a Beta-Binomial-Logit model. We derive data-dependent necessary and sufficient conditions for posterior propriety within a class of hyper-prior distributions that encompass those used in previous studies. Frequency coverage properties of several hyper-prior distributions are also investigated to see when and whether Bayesian interval estimates of random effects meet their nominal confidence levels. The second chapter deals with a time delay estimation problem in astrophysics. When the gravitational field of an intervening galaxy between a quasar and the Earth is strong enough to split light into two or more images, the time delay is defined as the difference between their travel times. The time delay can be used to constrain cosmological parameters and can be inferred from the time series of brightness data of each image. To estimate the time delay, we construct a Gaussian hierarchical model based on a state-space representation for irregularly observed time series generated by a latent continuous-time Ornstein-Uhlenbeck process. Our Bayesian approach jointly infers model parameters via a Gibbs sampler. We also introduce a profile likelihood of the time delay as an approximation of its marginal posterior distribution. The last chapter specifies a repelling-attracting Metropolis algorithm, a new Markov chain Monte Carlo method to explore multi-modal distributions in a simple and fast manner. This algorithm is essentially a Metropolis-Hastings algorithm with a proposal that consists of a downhill move in density that aims to make local modes repelling, followed by an uphill move in density that aims to make local modes attracting. The downhill move is achieved via a reciprocal Metropolis ratio so that the algorithm prefers downward movement. The uphill move does the opposite using the standard Metropolis ratio which prefers upward movement. This down-up movement in density increases the probability of a proposed move to a different mode.

Astrocytic tracer dynamics estimated from [1-¹¹C]-acetate PET measurements.

PubMed

Arnold, Andrea; Calvetti, Daniela; Gjedde, Albert; Iversen, Peter; Somersalo, Erkki

2015-12-01

We address the problem of estimating the unknown parameters of a model of tracer kinetics from sequences of positron emission tomography (PET) scan data using a statistical sequential algorithm for the inference of magnitudes of dynamic parameters. The method, based on Bayesian statistical inference, is a modification of a recently proposed particle filtering and sequential Monte Carlo algorithm, where instead of preassigning the accuracy in the propagation of each particle, we fix the time step and account for the numerical errors in the innovation term. We apply the algorithm to PET images of [1-¹¹C]-acetate-derived tracer accumulation, estimating the transport rates in a three-compartment model of astrocytic uptake and metabolism of the tracer for a cohort of 18 volunteers from 3 groups, corresponding to healthy control individuals, cirrhotic liver and hepatic encephalopathy patients. The distribution of the parameters for the individuals and for the groups presented within the Bayesian framework support the hypothesis that the parameters for the hepatic encephalopathy group follow a significantly different distribution than the other two groups. The biological implications of the findings are also discussed. © The Authors 2014. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

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.

Modeling two strains of disease via aggregate-level infectivity curves.

PubMed

Romanescu, Razvan; Deardon, Rob

2016-04-01

Well formulated models of disease spread, and efficient methods to fit them to observed data, are powerful tools for aiding the surveillance and control of infectious diseases. Our project considers the problem of the simultaneous spread of two related strains of disease in a context where spatial location is the key driver of disease spread. We start our modeling work with the individual level models (ILMs) of disease transmission, and extend these models to accommodate the competing spread of the pathogens in a two-tier hierarchical population (whose levels we refer to as 'farm' and 'animal'). The postulated interference mechanism between the two strains is a period of cross-immunity following infection. We also present a framework for speeding up the computationally intensive process of fitting the ILM to data, typically done using Markov chain Monte Carlo (MCMC) in a Bayesian framework, by turning the inference into a two-stage process. First, we approximate the number of animals infected on a farm over time by infectivity curves. These curves are fit to data sampled from farms, using maximum likelihood estimation, then, conditional on the fitted curves, Bayesian MCMC inference proceeds for the remaining parameters. Finally, we use posterior predictive distributions of salient epidemic summary statistics, in order to assess the model fitted.

Low-rank separated representation surrogates of high-dimensional stochastic functions: Application in Bayesian inference

NASA Astrophysics Data System (ADS)

Validi, AbdoulAhad

2014-03-01

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov Chain Monte Carlo simulations in Bayesian inference. The surrogate model is constructed via a regularized alternative least-square regression with Tikhonov regularization using a roughening matrix computing the gradient of the solution, in conjunction with a perturbation-based error indicator to detect optimal model complexities. The model approximates a vector of a continuous solution at discrete values of a physical variable. The required number of random realizations to achieve a successful approximation linearly depends on the function dimensionality. The computational cost of the model construction is quadratic in the number of random inputs, which potentially tackles the curse of dimensionality in high-dimensional stochastic functions. Furthermore, this vector-valued separated representation-based model, in comparison to the available scalar-valued case, leads to a significant reduction in the cost of approximation by an order of magnitude equal to the vector size. The performance of the method is studied through its application to three numerical examples including a 41-dimensional elliptic PDE and a 21-dimensional cavity flow.

Evaluation of Neutron-induced Cross Sections and their Related Covariances with Physical Constraints

NASA Astrophysics Data System (ADS)

De Saint Jean, C.; Archier, P.; Privas, E.; Noguère, G.; Habert, B.; Tamagno, P.

2018-02-01

Nuclear data, along with numerical methods and the associated calculation schemes, continue to play a key role in reactor design, reactor core operating parameters calculations, fuel cycle management and criticality safety calculations. Due to the intensive use of Monte-Carlo calculations reducing numerical biases, the final accuracy of neutronic calculations increasingly depends on the quality of nuclear data used. This paper gives a broad picture of all ingredients treated by nuclear data evaluators during their analyses. After giving an introduction to nuclear data evaluation, we present implications of using the Bayesian inference to obtain evaluated cross sections and related uncertainties. In particular, a focus is made on systematic uncertainties appearing in the analysis of differential measurements as well as advantages and drawbacks one may encounter by analyzing integral experiments. The evaluation work is in general done independently in the resonance and in the continuum energy ranges giving rise to inconsistencies in evaluated files. For future evaluations on the whole energy range, we call attention to two innovative methods used to analyze several nuclear reaction models and impose constraints. Finally, we discuss suggestions for possible improvements in the evaluation process to master the quantification of uncertainties. These are associated with experiments (microscopic and integral), nuclear reaction theories and the Bayesian inference.

Improved representation of situational awareness within a dismounted small combat unit constructive simulation

NASA Astrophysics Data System (ADS)

Lee, K. David; Colony, Mike

2011-06-01

Modeling and simulation has been established as a cost-effective means of supporting the development of requirements, exploring doctrinal alternatives, assessing system performance, and performing design trade-off analysis. The Army's constructive simulation for the evaluation of equipment effectiveness in small combat unit operations is currently limited to representation of situation awareness without inclusion of the many uncertainties associated with real world combat environments. The goal of this research is to provide an ability to model situation awareness and decision process uncertainties in order to improve evaluation of the impact of battlefield equipment on ground soldier and small combat unit decision processes. Our Army Probabilistic Inference and Decision Engine (Army-PRIDE) system provides this required uncertainty modeling through the application of two critical techniques that allow Bayesian network technology to be applied to real-time applications. (Object-Oriented Bayesian Network methodology and Object-Oriented Inference technique). In this research, we implement decision process and situation awareness models for a reference scenario using Army-PRIDE and demonstrate its ability to model a variety of uncertainty elements, including: confidence of source, information completeness, and information loss. We also demonstrate that Army-PRIDE improves the realism of the current constructive simulation's decision processes through Monte Carlo simulation.

Does History Repeat Itself? Wavelets and the Phylodynamics of Influenza A

PubMed Central

Tom, Jennifer A.; Sinsheimer, Janet S.; Suchard, Marc A.

2012-01-01

Unprecedented global surveillance of viruses will result in massive sequence data sets that require new statistical methods. These data sets press the limits of Bayesian phylogenetics as the high-dimensional parameters that comprise a phylogenetic tree increase the already sizable computational burden of these techniques. This burden often results in partitioning the data set, for example, by gene, and inferring the evolutionary dynamics of each partition independently, a compromise that results in stratified analyses that depend only on data within a given partition. However, parameter estimates inferred from these stratified models are likely strongly correlated, considering they rely on data from a single data set. To overcome this shortfall, we exploit the existing Monte Carlo realizations from stratified Bayesian analyses to efficiently estimate a nonparametric hierarchical wavelet-based model and learn about the time-varying parameters of effective population size that reflect levels of genetic diversity across all partitions simultaneously. Our methods are applied to complete genome influenza A sequences that span 13 years. We find that broad peaks and trends, as opposed to seasonal spikes, in the effective population size history distinguish individual segments from the complete genome. We also address hypotheses regarding intersegment dynamics within a formal statistical framework that accounts for correlation between segment-specific parameters. PMID:22160768

Filtering in Hybrid Dynamic Bayesian Networks

NASA Technical Reports Server (NTRS)

Andersen, Morten Nonboe; Andersen, Rasmus Orum; Wheeler, Kevin

2000-01-01

We implement a 2-time slice dynamic Bayesian network (2T-DBN) framework and make a 1-D state estimation simulation, an extension of the experiment in (v.d. Merwe et al., 2000) and compare different filtering techniques. Furthermore, we demonstrate experimentally that inference in a complex hybrid DBN is possible by simulating fault detection in a watertank system, an extension of the experiment in (Koller & Lerner, 2000) using a hybrid 2T-DBN. In both experiments, we perform approximate inference using standard filtering techniques, Monte Carlo methods and combinations of these. In the watertank simulation, we also demonstrate the use of 'non-strict' Rao-Blackwellisation. We show that the unscented Kalman filter (UKF) and UKF in a particle filtering framework outperform the generic particle filter, the extended Kalman filter (EKF) and EKF in a particle filtering framework with respect to accuracy in terms of estimation RMSE and sensitivity with respect to choice of network structure. Especially we demonstrate the superiority of UKF in a PF framework when our beliefs of how data was generated are wrong. Furthermore, we investigate the influence of data noise in the watertank simulation using UKF and PFUKD and show that the algorithms are more sensitive to changes in the measurement noise level that the process noise level. Theory and implementation is based on (v.d. Merwe et al., 2000).

Bayesian Monte Carlo and Maximum Likelihood Approach for Uncertainty Estimation and Risk Management: Application to Lake Oxygen Recovery Model

EPA Science Inventory

Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...

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

Comparison of statistical sampling methods with ScannerBit, the GAMBIT scanning module

NASA Astrophysics Data System (ADS)

Martinez, Gregory D.; McKay, James; Farmer, Ben; Scott, Pat; Roebber, Elinore; Putze, Antje; Conrad, Jan

2017-11-01

We introduce ScannerBit, the statistics and sampling module of the public, open-source global fitting framework GAMBIT. ScannerBit provides a standardised interface to different sampling algorithms, enabling the use and comparison of multiple computational methods for inferring profile likelihoods, Bayesian posteriors, and other statistical quantities. The current version offers random, grid, raster, nested sampling, differential evolution, Markov Chain Monte Carlo (MCMC) and ensemble Monte Carlo samplers. We also announce the release of a new standalone differential evolution sampler, Diver, and describe its design, usage and interface to ScannerBit. We subject Diver and three other samplers (the nested sampler MultiNest, the MCMC GreAT, and the native ScannerBit implementation of the ensemble Monte Carlo algorithm T-Walk) to a battery of statistical tests. For this we use a realistic physical likelihood function, based on the scalar singlet model of dark matter. We examine the performance of each sampler as a function of its adjustable settings, and the dimensionality of the sampling problem. We evaluate performance on four metrics: optimality of the best fit found, completeness in exploring the best-fit region, number of likelihood evaluations, and total runtime. For Bayesian posterior estimation at high resolution, T-Walk provides the most accurate and timely mapping of the full parameter space. For profile likelihood analysis in less than about ten dimensions, we find that Diver and MultiNest score similarly in terms of best fit and speed, outperforming GreAT and T-Walk; in ten or more dimensions, Diver substantially outperforms the other three samplers on all metrics.

Receiver function deconvolution using transdimensional hierarchical Bayesian inference

NASA Astrophysics Data System (ADS)

Kolb, J. M.; Lekić, V.

2014-06-01

Teleseismic waves can convert from shear to compressional (Sp) or compressional to shear (Ps) across impedance contrasts in the subsurface. Deconvolving the parent waveforms (P for Ps or S for Sp) from the daughter waveforms (S for Ps or P for Sp) generates receiver functions which can be used to analyse velocity structure beneath the receiver. Though a variety of deconvolution techniques have been developed, they are all adversely affected by background and signal-generated noise. In order to take into account the unknown noise characteristics, we propose a method based on transdimensional hierarchical Bayesian inference in which both the noise magnitude and noise spectral character are parameters in calculating the likelihood probability distribution. We use a reversible-jump implementation of a Markov chain Monte Carlo algorithm to find an ensemble of receiver functions whose relative fits to the data have been calculated while simultaneously inferring the values of the noise parameters. Our noise parametrization is determined from pre-event noise so that it approximates observed noise characteristics. We test the algorithm on synthetic waveforms contaminated with noise generated from a covariance matrix obtained from observed noise. We show that the method retrieves easily interpretable receiver functions even in the presence of high noise levels. We also show that we can obtain useful estimates of noise amplitude and frequency content. Analysis of the ensemble solutions produced by our method can be used to quantify the uncertainties associated with individual receiver functions as well as with individual features within them, providing an objective way for deciding which features warrant geological interpretation. This method should make possible more robust inferences on subsurface structure using receiver function analysis, especially in areas of poor data coverage or under noisy station conditions.

Bayesian data analysis in population ecology: motivations, methods, and benefits

USGS Publications Warehouse

Dorazio, Robert

2016-01-01

During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.

Cortical Hierarchies Perform Bayesian Causal Inference in Multisensory Perception

PubMed Central

Rohe, Tim; Noppeney, Uta

2015-01-01

To form a veridical percept of the environment, the brain needs to integrate sensory signals from a common source but segregate those from independent sources. Thus, perception inherently relies on solving the “causal inference problem.” Behaviorally, humans solve this problem optimally as predicted by Bayesian Causal Inference; yet, the underlying neural mechanisms are unexplored. Combining psychophysics, Bayesian modeling, functional magnetic resonance imaging (fMRI), and multivariate decoding in an audiovisual spatial localization task, we demonstrate that Bayesian Causal Inference is performed by a hierarchy of multisensory processes in the human brain. At the bottom of the hierarchy, in auditory and visual areas, location is represented on the basis that the two signals are generated by independent sources (= segregation). At the next stage, in posterior intraparietal sulcus, location is estimated under the assumption that the two signals are from a common source (= forced fusion). Only at the top of the hierarchy, in anterior intraparietal sulcus, the uncertainty about the causal structure of the world is taken into account and sensory signals are combined as predicted by Bayesian Causal Inference. Characterizing the computational operations of signal interactions reveals the hierarchical nature of multisensory perception in human neocortex. It unravels how the brain accomplishes Bayesian Causal Inference, a statistical computation fundamental for perception and cognition. Our results demonstrate how the brain combines information in the face of uncertainty about the underlying causal structure of the world. PMID:25710328

Phylogenetic analysis and victim contact tracing of rabies virus from humans and dogs in Bali, Indonesia.

PubMed

Mahardika, G N K; Dibia, N; Budayanti, N S; Susilawathi, N M; Subrata, K; Darwinata, A E; Wignall, F S; Richt, J A; Valdivia-Granda, W A; Sudewi, A A R

2014-06-01

The emergence of human and animal rabies in Bali since November 2008 has attracted local, national and international interest. The potential origin and time of introduction of rabies virus to Bali is described. The nucleoprotein (N) gene of rabies virus from dog brain and human clinical specimens was sequenced using an automated DNA sequencer. Phylogenetic inference with Bayesian Markov Chain Monte Carlo (MCMC) analysis using the Bayesian Evolutionary Analysis by Sampling Trees (BEAST) v. 1.7.5 software confirmed that the outbreak of rabies in Bali was caused by an Indonesian lineage virus following a single introduction. The ancestor of Bali viruses was the descendant of a virus from Kalimantan. Contact tracing showed that the event most likely occurred in early 2008. The introduction of rabies into a large unvaccinated dog population in Bali clearly demonstrates the risk of disease transmission for government agencies and should lead to an increased preparedness and efforts for sustained risk reduction to prevent such events from occurring in future.

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.

Inference of reaction rate parameters based on summary statistics from experiments

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

Khalil, Mohammad; Chowdhary, Kamaljit Singh; Safta, Cosmin

Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H 2/O 2-mechanism chain branching reaction H + O 2 → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the givenmore » summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.« less

Inference of reaction rate parameters based on summary statistics from experiments

DOE PAGES

Khalil, Mohammad; Chowdhary, Kamaljit Singh; Safta, Cosmin; ...

2016-10-15

Here, we present the results of an application of Bayesian inference and maximum entropy methods for the estimation of the joint probability density for the Arrhenius rate para meters of the rate coefficient of the H 2/O 2-mechanism chain branching reaction H + O 2 → OH + O. Available published data is in the form of summary statistics in terms of nominal values and error bars of the rate coefficient of this reaction at a number of temperature values obtained from shock-tube experiments. Our approach relies on generating data, in this case OH concentration profiles, consistent with the givenmore » summary statistics, using Approximate Bayesian Computation methods and a Markov Chain Monte Carlo procedure. The approach permits the forward propagation of parametric uncertainty through the computational model in a manner that is consistent with the published statistics. A consensus joint posterior on the parameters is obtained by pooling the posterior parameter densities given each consistent data set. To expedite this process, we construct efficient surrogates for the OH concentration using a combination of Pad'e and polynomial approximants. These surrogate models adequately represent forward model observables and their dependence on input parameters and are computationally efficient to allow their use in the Bayesian inference procedure. We also utilize Gauss-Hermite quadrature with Gaussian proposal probability density functions for moment computation resulting in orders of magnitude speedup in data likelihood evaluation. Despite the strong non-linearity in the model, the consistent data sets all res ult in nearly Gaussian conditional parameter probability density functions. The technique also accounts for nuisance parameters in the form of Arrhenius parameters of other rate coefficients with prescribed uncertainty. The resulting pooled parameter probability density function is propagated through stoichiometric hydrogen-air auto-ignition computations to illustrate the need to account for correlation among the Arrhenius rate parameters of one reaction and across rate parameters of different reactions.« less

Bayesian prediction of future ice sheet volume using local approximation Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Davis, A. D.; Heimbach, P.; Marzouk, Y.

2017-12-01

We develop a Bayesian inverse modeling framework for predicting future ice sheet volume with associated formal uncertainty estimates. Marine ice sheets are drained by fast-flowing ice streams, which we simulate using a flowline model. Flowline models depend on geometric parameters (e.g., basal topography), parameterized physical processes (e.g., calving laws and basal sliding), and climate parameters (e.g., surface mass balance), most of which are unknown or uncertain. Given observations of ice surface velocity and thickness, we define a Bayesian posterior distribution over static parameters, such as basal topography. We also define a parameterized distribution over variable parameters, such as future surface mass balance, which we assume are not informed by the data. Hyperparameters are used to represent climate change scenarios, and sampling their distributions mimics internal variation. For example, a warming climate corresponds to increasing mean surface mass balance but an individual sample may have periods of increasing or decreasing surface mass balance. We characterize the predictive distribution of ice volume by evaluating the flowline model given samples from the posterior distribution and the distribution over variable parameters. Finally, we determine the effect of climate change on future ice sheet volume by investigating how changing the hyperparameters affects the predictive distribution. We use state-of-the-art Bayesian computation to address computational feasibility. Characterizing the posterior distribution (using Markov chain Monte Carlo), sampling the full range of variable parameters and evaluating the predictive model is prohibitively expensive. Furthermore, the required resolution of the inferred basal topography may be very high, which is often challenging for sampling methods. Instead, we leverage regularity in the predictive distribution to build a computationally cheaper surrogate over the low dimensional quantity of interest (future ice sheet volume). Continual surrogate refinement guarantees asymptotic sampling from the predictive distribution. Directly characterizing the predictive distribution in this way allows us to assess the ice sheet's sensitivity to climate variability and change.

Bayesian Approaches to Imputation, Hypothesis Testing, and Parameter Estimation

ERIC Educational Resources Information Center

Ross, Steven J.; Mackey, Beth

2015-01-01

This chapter introduces three applications of Bayesian inference to common and novel issues in second language research. After a review of the critiques of conventional hypothesis testing, our focus centers on ways Bayesian inference can be used for dealing with missing data, for testing theory-driven substantive hypotheses without a default null…

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; Walker, Anthony

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 study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was 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 DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

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

DOE PAGES

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

2017-02-22

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 study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was 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 DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

Free will in Bayesian and inverse Bayesian inference-driven endo-consciousness.

PubMed

Gunji, Yukio-Pegio; Minoura, Mai; Kojima, Kei; Horry, Yoichi

2017-12-01

How can we link challenging issues related to consciousness and/or qualia with natural science? The introduction of endo-perspective, instead of exo-perspective, as proposed by Matsuno, Rössler, and Gunji, is considered one of the most promising candidate approaches. Here, we distinguish the endo-from the exo-perspective in terms of whether the external is or is not directly operated. In the endo-perspective, the external can be neither perceived nor recognized directly; rather, one can only indirectly summon something outside of the perspective, which can be illustrated by a causation-reversal pair. On one hand, causation logically proceeds from the cause to the effect. On the other hand, a reversal from the effect to the cause is non-logical and is equipped with a metaphorical structure. We argue that the differences in exo- and endo-perspectives result not from the difference between Western and Eastern cultures, but from differences between modernism and animism. Here, a causation-reversal pair described using a pair of upward (from premise to consequence) and downward (from consequence to premise) causation and a pair of Bayesian and inverse Bayesian inference (BIB inference). Accordingly, the notion of endo-consciousness is proposed as an agent equipped with BIB inference. We also argue that BIB inference can yield both highly efficient computations through Bayesian interference and robust computations through inverse Bayesian inference. By adapting a logical model of the free will theorem to the BIB inference, we show that endo-consciousness can explain free will as a regression of the controllability of voluntary action. Copyright © 2017. Published by Elsevier Ltd.

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.

Bayesian Model Selection in Geophysics: The evidence

NASA Astrophysics Data System (ADS)

Vrugt, J. A.

2016-12-01

Bayesian inference has found widespread application and use in science and engineering to reconcile Earth system models with data, including prediction in space (interpolation), prediction in time (forecasting), assimilation of observations and deterministic/stochastic model output, and inference of the model parameters. Per Bayes theorem, the posterior probability, , P(H|D), of a hypothesis, H, given the data D, is equivalent to the product of its prior probability, P(H), and likelihood, L(H|D), divided by a normalization constant, P(D). In geophysics, the hypothesis, H, often constitutes a description (parameterization) of the subsurface for some entity of interest (e.g. porosity, moisture content). The normalization constant, P(D), is not required for inference of the subsurface structure, yet of great value for model selection. Unfortunately, it is not particularly easy to estimate P(D) in practice. Here, I will introduce the various building blocks of a general purpose method which provides robust and unbiased estimates of the evidence, P(D). This method uses multi-dimensional numerical integration of the posterior (parameter) distribution. I will then illustrate this new estimator by application to three competing subsurface models (hypothesis) using GPR travel time data from the South Oyster Bacterial Transport Site, in Virginia, USA. The three subsurface models differ in their treatment of the porosity distribution and use (a) horizontal layering with fixed layer thicknesses, (b) vertical layering with fixed layer thicknesses and (c) a multi-Gaussian field. The results of the new estimator are compared against the brute force Monte Carlo method, and the Laplace-Metropolis method.

Estimation of under-reporting in epidemics using approximations.

PubMed

Gamado, Kokouvi; Streftaris, George; Zachary, Stan

2017-06-01

Under-reporting in epidemics, when it is ignored, leads to under-estimation of the infection rate and therefore of the reproduction number. In the case of stochastic models with temporal data, a usual approach for dealing with such issues is to apply data augmentation techniques through Bayesian methodology. Departing from earlier literature approaches implemented using reversible jump Markov chain Monte Carlo (RJMCMC) techniques, we make use of approximations to obtain faster estimation with simple MCMC. Comparisons among the methods developed here, and with the RJMCMC approach, are carried out and highlight that approximation-based methodology offers useful alternative inference tools for large epidemics, with a good trade-off between time cost and accuracy.

Evidence reasoning method for constructing conditional probability tables in a Bayesian network of multimorbidity.

PubMed

Du, Yuanwei; Guo, Yubin

2015-01-01

The intrinsic mechanism of multimorbidity is difficult to recognize and prediction and diagnosis are difficult to carry out accordingly. Bayesian networks can help to diagnose multimorbidity in health care, but it is difficult to obtain the conditional probability table (CPT) because of the lack of clinically statistical data. Today, expert knowledge and experience are increasingly used in training Bayesian networks in order to help predict or diagnose diseases, but the CPT in Bayesian networks is usually irrational or ineffective for ignoring realistic constraints especially in multimorbidity. In order to solve these problems, an evidence reasoning (ER) approach is employed to extract and fuse inference data from experts using a belief distribution and recursive ER algorithm, based on which evidence reasoning method for constructing conditional probability tables in Bayesian network of multimorbidity is presented step by step. A multimorbidity numerical example is used to demonstrate the method and prove its feasibility and application. Bayesian network can be determined as long as the inference assessment is inferred by each expert according to his/her knowledge or experience. Our method is more effective than existing methods for extracting expert inference data accurately and is fused effectively for constructing CPTs in a Bayesian network of multimorbidity.

astroABC : An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

NASA Astrophysics Data System (ADS)

Jennings, E.; Madigan, M.

2017-04-01

Given the complexity of modern cosmological parameter inference where we are faced with non-Gaussian data and noise, correlated systematics and multi-probe correlated datasets,the Approximate Bayesian Computation (ABC) method is a promising alternative to traditional Markov Chain Monte Carlo approaches in the case where the Likelihood is intractable or unknown. The ABC method is called "Likelihood free" as it avoids explicit evaluation of the Likelihood by using a forward model simulation of the data which can include systematics. We introduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler for parameter estimation. A key challenge in astrophysics is the efficient use of large multi-probe datasets to constrain high dimensional, possibly correlated parameter spaces. With this in mind astroABC allows for massive parallelization using MPI, a framework that handles spawning of processes across multiple nodes. A key new feature of astroABC is the ability to create MPI groups with different communicators, one for the sampler and several others for the forward model simulation, which speeds up sampling time considerably. For smaller jobs the Python multiprocessing option is also available. Other key features of this new sampler include: a Sequential Monte Carlo sampler; a method for iteratively adapting tolerance levels; local covariance estimate using scikit-learn's KDTree; modules for specifying optimal covariance matrix for a component-wise or multivariate normal perturbation kernel and a weighted covariance metric; restart files output frequently so an interrupted sampling run can be resumed at any iteration; output and restart files are backed up at every iteration; user defined distance metric and simulation methods; a module for specifying heterogeneous parameter priors including non-standard prior PDFs; a module for specifying a constant, linear, log or exponential tolerance level; well-documented examples and sample scripts. This code is hosted online at https://github.com/EliseJ/astroABC.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 2: Sensitivity tests and results

PubMed Central

Norris, Peter M.; da Silva, Arlindo M.

2018-01-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational–Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state. PMID:29618848

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 2: Sensitivity Tests and Results

NASA Technical Reports Server (NTRS)

Norris, Peter M.; da Silva, Arlindo M.

2016-01-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational-Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 2: Sensitivity tests and results.

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

Part 1 of this series presented a Monte Carlo Bayesian method for constraining a complex statistical model of global circulation model (GCM) sub-gridcolumn moisture variability using high-resolution Moderate Resolution Imaging Spectroradiometer (MODIS) cloud data, thereby permitting parameter estimation and cloud data assimilation for large-scale models. This article performs some basic testing of this new approach, verifying that it does indeed reduce mean and standard deviation biases significantly with respect to the assimilated MODIS cloud optical depth, brightness temperature and cloud-top pressure and that it also improves the simulated rotational-Raman scattering cloud optical centroid pressure (OCP) against independent (non-assimilated) retrievals from the Ozone Monitoring Instrument (OMI). Of particular interest, the Monte Carlo method does show skill in the especially difficult case where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach allows non-gradient-based jumps into regions of non-zero cloud probability. In the example provided, the method is able to restore marine stratocumulus near the Californian coast, where the background state has a clear swath. This article also examines a number of algorithmic and physical sensitivities of the new method and provides guidance for its cost-effective implementation. One obvious difficulty for the method, and other cloud data assimilation methods as well, is the lack of information content in passive-radiometer-retrieved cloud observables on cloud vertical structure, beyond cloud-top pressure and optical thickness, thus necessitating strong dependence on the background vertical moisture structure. It is found that a simple flow-dependent correlation modification from Riishojgaard provides some help in this respect, by better honouring inversion structures in the background state.

Non-Bayesian Noun Generalization in 3-to 5-Year-Old Children: Probing the Role of Prior Knowledge in the Suspicious Coincidence Effect

ERIC Educational Resources Information Center

Jenkins, Gavin W.; Samuelson, Larissa K.; Smith, Jodi R.; Spencer, John P.

2015-01-01

It is unclear how children learn labels for multiple overlapping categories such as "Labrador," "dog," and "animal." Xu and Tenenbaum (2007a) suggested that learners infer correct meanings with the help of Bayesian inference. They instantiated these claims in a Bayesian model, which they tested with preschoolers and…

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

PubMed Central

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

2016-01-01

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

Efficient Implementation of MrBayes on Multi-GPU

PubMed Central

Zhou, Jianfu; Liu, Xiaoguang; Wang, Gang

2013-01-01

MrBayes, using Metropolis-coupled Markov chain Monte Carlo (MCMCMC or (MC)3), is a popular program for Bayesian inference. As a leading method of using DNA data to infer phylogeny, the (MC)3 Bayesian algorithm and its improved and parallel versions are now not fast enough for biologists to analyze massive real-world DNA data. Recently, graphics processor unit (GPU) has shown its power as a coprocessor (or rather, an accelerator) in many fields. This article describes an efficient implementation a(MC)3 (aMCMCMC) for MrBayes (MC)3 on compute unified device architecture. By dynamically adjusting the task granularity to adapt to input data size and hardware configuration, it makes full use of GPU cores with different data sets. An adaptive method is also developed to split and combine DNA sequences to make full use of a large number of GPU cards. Furthermore, a new “node-by-node” task scheduling strategy is developed to improve concurrency, and several optimizing methods are used to reduce extra overhead. Experimental results show that a(MC)3 achieves up to 63× speedup over serial MrBayes on a single machine with one GPU card, and up to 170× speedup with four GPU cards, and up to 478× speedup with a 32-node GPU cluster. a(MC)3 is dramatically faster than all the previous (MC)3 algorithms and scales well to large GPU clusters. PMID:23493260

Efficient implementation of MrBayes on multi-GPU.

PubMed

Bao, Jie; Xia, Hongju; Zhou, Jianfu; Liu, Xiaoguang; Wang, Gang

2013-06-01

MrBayes, using Metropolis-coupled Markov chain Monte Carlo (MCMCMC or (MC)(3)), is a popular program for Bayesian inference. As a leading method of using DNA data to infer phylogeny, the (MC)(3) Bayesian algorithm and its improved and parallel versions are now not fast enough for biologists to analyze massive real-world DNA data. Recently, graphics processor unit (GPU) has shown its power as a coprocessor (or rather, an accelerator) in many fields. This article describes an efficient implementation a(MC)(3) (aMCMCMC) for MrBayes (MC)(3) on compute unified device architecture. By dynamically adjusting the task granularity to adapt to input data size and hardware configuration, it makes full use of GPU cores with different data sets. An adaptive method is also developed to split and combine DNA sequences to make full use of a large number of GPU cards. Furthermore, a new "node-by-node" task scheduling strategy is developed to improve concurrency, and several optimizing methods are used to reduce extra overhead. Experimental results show that a(MC)(3) achieves up to 63× speedup over serial MrBayes on a single machine with one GPU card, and up to 170× speedup with four GPU cards, and up to 478× speedup with a 32-node GPU cluster. a(MC)(3) is dramatically faster than all the previous (MC)(3) algorithms and scales well to large GPU clusters.

Theory-based Bayesian Models of Inductive Inference

DTIC Science & Technology

2010-07-19

Subjective randomness and natural scene statistics. Psychonomic Bulletin & Review . http://cocosci.berkeley.edu/tom/papers/randscenes.pdf Page 1...in press). Exemplar models as a mechanism for performing Bayesian inference. Psychonomic Bulletin & Review . http://cocosci.berkeley.edu/tom

Sparse Bayesian Inference and the Temperature Structure of the Solar Corona

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

Warren, Harry P.; Byers, Jeff M.; Crump, Nicholas A.

Measuring the temperature structure of the solar atmosphere is critical to understanding how it is heated to high temperatures. Unfortunately, the temperature of the upper atmosphere cannot be observed directly, but must be inferred from spectrally resolved observations of individual emission lines that span a wide range of temperatures. Such observations are “inverted” to determine the distribution of plasma temperatures along the line of sight. This inversion is ill posed and, in the absence of regularization, tends to produce wildly oscillatory solutions. We introduce the application of sparse Bayesian inference to the problem of inferring the temperature structure of themore » solar corona. Within a Bayesian framework a preference for solutions that utilize a minimum number of basis functions can be encoded into the prior and many ad hoc assumptions can be avoided. We demonstrate the efficacy of the Bayesian approach by considering a test library of 40 assumed temperature distributions.« less

Coronal loop seismology using damping of standing kink oscillations by mode coupling. II. additional physical effects and Bayesian analysis

NASA Astrophysics Data System (ADS)

Pascoe, D. J.; Anfinogentov, S.; Nisticò, G.; Goddard, C. R.; Nakariakov, V. M.

2017-04-01

Context. The strong damping of kink oscillations of coronal loops can be explained by mode coupling. The damping envelope depends on the transverse density profile of the loop. Observational measurements of the damping envelope have been used to determine the transverse loop structure which is important for understanding other physical processes such as heating. Aims: The general damping envelope describing the mode coupling of kink waves consists of a Gaussian damping regime followed by an exponential damping regime. Recent observational detection of these damping regimes has been employed as a seismological tool. We extend the description of the damping behaviour to account for additional physical effects, namely a time-dependent period of oscillation, the presence of additional longitudinal harmonics, and the decayless regime of standing kink oscillations. Methods: We examine four examples of standing kink oscillations observed by the Atmospheric Imaging Assembly (AIA) onboard the Solar Dynamics Observatory (SDO). We use forward modelling of the loop position and investigate the dependence on the model parameters using Bayesian inference and Markov chain Monte Carlo (MCMC) sampling. Results: Our improvements to the physical model combined with the use of Bayesian inference and MCMC produce improved estimates of model parameters and their uncertainties. Calculation of the Bayes factor also allows us to compare the suitability of different physical models. We also use a new method based on spline interpolation of the zeroes of the oscillation to accurately describe the background trend of the oscillating loop. Conclusions: This powerful and robust method allows for accurate seismology of coronal loops, in particular the transverse density profile, and potentially reveals additional physical effects.

Implementing informative priors for heterogeneity in meta-analysis using meta-regression and pseudo data.

PubMed

Rhodes, Kirsty M; Turner, Rebecca M; White, Ian R; Jackson, Dan; Spiegelhalter, David J; Higgins, Julian P T

2016-12-20

Many meta-analyses combine results from only a small number of studies, a situation in which the between-study variance is imprecisely estimated when standard methods are applied. Bayesian meta-analysis allows incorporation of external evidence on heterogeneity, providing the potential for more robust inference on the effect size of interest. We present a method for performing Bayesian meta-analysis using data augmentation, in which we represent an informative conjugate prior for between-study variance by pseudo data and use meta-regression for estimation. To assist in this, we derive predictive inverse-gamma distributions for the between-study variance expected in future meta-analyses. These may serve as priors for heterogeneity in new meta-analyses. In a simulation study, we compare approximate Bayesian methods using meta-regression and pseudo data against fully Bayesian approaches based on importance sampling techniques and Markov chain Monte Carlo (MCMC). We compare the frequentist properties of these Bayesian methods with those of the commonly used frequentist DerSimonian and Laird procedure. The method is implemented in standard statistical software and provides a less complex alternative to standard MCMC approaches. An importance sampling approach produces almost identical results to standard MCMC approaches, and results obtained through meta-regression and pseudo data are very similar. On average, data augmentation provides closer results to MCMC, if implemented using restricted maximum likelihood estimation rather than DerSimonian and Laird or maximum likelihood estimation. The methods are applied to real datasets, and an extension to network meta-analysis is described. The proposed method facilitates Bayesian meta-analysis in a way that is accessible to applied researchers. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.

Bayesian state space models for dynamic genetic network construction across multiple tissues.

PubMed

Liang, Yulan; Kelemen, Arpad

2016-08-01

Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.

Quantifying uncertainty in soot volume fraction estimates using Bayesian inference of auto-correlated laser-induced incandescence measurements

NASA Astrophysics Data System (ADS)

Hadwin, Paul J.; Sipkens, T. A.; Thomson, K. A.; Liu, F.; Daun, K. J.

2016-01-01

Auto-correlated laser-induced incandescence (AC-LII) infers the soot volume fraction (SVF) of soot particles by comparing the spectral incandescence from laser-energized particles to the pyrometrically inferred peak soot temperature. This calculation requires detailed knowledge of model parameters such as the absorption function of soot, which may vary with combustion chemistry, soot age, and the internal structure of the soot. This work presents a Bayesian methodology to quantify such uncertainties. This technique treats the additional "nuisance" model parameters, including the soot absorption function, as stochastic variables and incorporates the current state of knowledge of these parameters into the inference process through maximum entropy priors. While standard AC-LII analysis provides a point estimate of the SVF, Bayesian techniques infer the posterior probability density, which will allow scientists and engineers to better assess the reliability of AC-LII inferred SVFs in the context of environmental regulations and competing diagnostics.

New insights into galaxy structure from GALPHAT- I. Motivation, methodology and benchmarks for Sérsic models

NASA Astrophysics Data System (ADS)

Yoon, Ilsang; Weinberg, Martin D.; Katz, Neal

2011-06-01

We introduce a new galaxy image decomposition tool, GALPHAT (GALaxy PHotometric ATtributes), which is a front-end application of the Bayesian Inference Engine (BIE), a parallel Markov chain Monte Carlo package, to provide full posterior probability distributions and reliable confidence intervals for all model parameters. The BIE relies on GALPHAT to compute the likelihood function. GALPHAT generates scale-free cumulative image tables for the desired model family with precise error control. Interpolation of this table yields accurate pixellated images with any centre, scale and inclination angle. GALPHAT then rotates the image by position angle using a Fourier shift theorem, yielding high-speed, accurate likelihood computation. We benchmark this approach using an ensemble of simulated Sérsic model galaxies over a wide range of observational conditions: the signal-to-noise ratio S/N, the ratio of galaxy size to the point spread function (PSF) and the image size, and errors in the assumed PSF; and a range of structural parameters: the half-light radius re and the Sérsic index n. We characterize the strength of parameter covariance in the Sérsic model, which increases with S/N and n, and the results strongly motivate the need for the full posterior probability distribution in galaxy morphology analyses and later inferences. The test results for simulated galaxies successfully demonstrate that, with a careful choice of Markov chain Monte Carlo algorithms and fast model image generation, GALPHAT is a powerful analysis tool for reliably inferring morphological parameters from a large ensemble of galaxies over a wide range of different observational conditions.

Multinomial Bayesian learning for modeling classical and nonclassical receptive field properties.

PubMed

Hosoya, Haruo

2012-08-01

We study the interplay of Bayesian inference and natural image learning in a hierarchical vision system, in relation to the response properties of early visual cortex. We particularly focus on a Bayesian network with multinomial variables that can represent discrete feature spaces similar to hypercolumns combining minicolumns, enforce sparsity of activation to learn efficient representations, and explain divisive normalization. We demonstrate that maximal-likelihood learning using sampling-based Bayesian inference gives rise to classical receptive field properties similar to V1 simple cells and V2 cells, while inference performed on the trained network yields nonclassical context-dependent response properties such as cross-orientation suppression and filling in. Comparison with known physiological properties reveals some qualitative and quantitative similarities.

A guide to Bayesian model selection for ecologists

USGS Publications Warehouse

Hooten, Mevin B.; Hobbs, N.T.

2015-01-01

The steady upward trend in the use of model selection and Bayesian methods in ecological research has made it clear that both approaches to inference are important for modern analysis of models and data. However, in teaching Bayesian methods and in working with our research colleagues, we have noticed a general dissatisfaction with the available literature on Bayesian model selection and multimodel inference. Students and researchers new to Bayesian methods quickly find that the published advice on model selection is often preferential in its treatment of options for analysis, frequently advocating one particular method above others. The recent appearance of many articles and textbooks on Bayesian modeling has provided welcome background on relevant approaches to model selection in the Bayesian framework, but most of these are either very narrowly focused in scope or inaccessible to ecologists. Moreover, the methodological details of Bayesian model selection approaches are spread thinly throughout the literature, appearing in journals from many different fields. Our aim with this guide is to condense the large body of literature on Bayesian approaches to model selection and multimodel inference and present it specifically for quantitative ecologists as neutrally as possible. We also bring to light a few important and fundamental concepts relating directly to model selection that seem to have gone unnoticed in the ecological literature. Throughout, we provide only a minimal discussion of philosophy, preferring instead to examine the breadth of approaches as well as their practical advantages and disadvantages. This guide serves as a reference for ecologists using Bayesian methods, so that they can better understand their options and can make an informed choice that is best aligned with their goals for inference.

An Intuitive Dashboard for Bayesian Network Inference

NASA Astrophysics Data System (ADS)

Reddy, Vikas; Charisse Farr, Anna; Wu, Paul; Mengersen, Kerrie; Yarlagadda, Prasad K. D. V.

2014-03-01

Current Bayesian network software packages provide good graphical interface for users who design and develop Bayesian networks for various applications. However, the intended end-users of these networks may not necessarily find such an interface appealing and at times it could be overwhelming, particularly when the number of nodes in the network is large. To circumvent this problem, this paper presents an intuitive dashboard, which provides an additional layer of abstraction, enabling the end-users to easily perform inferences over the Bayesian networks. Unlike most software packages, which display the nodes and arcs of the network, the developed tool organises the nodes based on the cause-and-effect relationship, making the user-interaction more intuitive and friendly. In addition to performing various types of inferences, the users can conveniently use the tool to verify the behaviour of the developed Bayesian network. The tool has been developed using QT and SMILE libraries in C++.

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.

Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.

PubMed

Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A

2007-10-01

In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.

Generalized species sampling priors with latent Beta reinforcements

PubMed Central

Airoldi, Edoardo M.; Costa, Thiago; Bassetti, Federico; Leisen, Fabrizio; Guindani, Michele

2014-01-01

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a novel and probabilistically coherent family of non-exchangeable species sampling sequences characterized by a tractable predictive probability function with weights driven by a sequence of independent Beta random variables. We compare their theoretical clustering properties with those of the Dirichlet Process and the two parameters Poisson-Dirichlet process. The proposed construction provides a complete characterization of the joint process, differently from existing work. We then propose the use of such process as prior distribution in a hierarchical Bayes modeling framework, and we describe a Markov Chain Monte Carlo sampler for posterior inference. We evaluate the performance of the prior and the robustness of the resulting inference in a simulation study, providing a comparison with popular Dirichlet Processes mixtures and Hidden Markov Models. Finally, we develop an application to the detection of chromosomal aberrations in breast cancer by leveraging array CGH data. PMID:25870462

Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series.

PubMed

Bruce, Scott A; Hall, Martica H; Buysse, Daniel J; Krafty, Robert T

2018-03-01

Many studies of biomedical time series signals aim to measure the association between frequency-domain properties of time series and clinical and behavioral covariates. However, the time-varying dynamics of these associations are largely ignored due to a lack of methods that can assess the changing nature of the relationship through time. This article introduces a method for the simultaneous and automatic analysis of the association between the time-varying power spectrum and covariates, which we refer to as conditional adaptive Bayesian spectrum analysis (CABS). The procedure adaptively partitions the grid of time and covariate values into an unknown number of approximately stationary blocks and nonparametrically estimates local spectra within blocks through penalized splines. CABS is formulated in a fully Bayesian framework, in which the number and locations of partition points are random, and fit using reversible jump Markov chain Monte Carlo techniques. Estimation and inference averaged over the distribution of partitions allows for the accurate analysis of spectra with both smooth and abrupt changes. The proposed methodology is used to analyze the association between the time-varying spectrum of heart rate variability and self-reported sleep quality in a study of older adults serving as the primary caregiver for their ill spouse. © 2017, The International Biometric Society.

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.

EEG-fMRI Bayesian framework for neural activity estimation: a simulation study

NASA Astrophysics Data System (ADS)

Croce, Pierpaolo; Basti, Alessio; Marzetti, Laura; Zappasodi, Filippo; Del Gratta, Cosimo

2016-12-01

Objective. Due to the complementary nature of electroencephalography (EEG) and functional magnetic resonance imaging (fMRI), and given the possibility of simultaneous acquisition, the joint data analysis can afford a better understanding of the underlying neural activity estimation. In this simulation study we want to show the benefit of the joint EEG-fMRI neural activity estimation in a Bayesian framework. Approach. We built a dynamic Bayesian framework in order to perform joint EEG-fMRI neural activity time course estimation. The neural activity is originated by a given brain area and detected by means of both measurement techniques. We have chosen a resting state neural activity situation to address the worst case in terms of the signal-to-noise ratio. To infer information by EEG and fMRI concurrently we used a tool belonging to the sequential Monte Carlo (SMC) methods: the particle filter (PF). Main results. First, despite a high computational cost, we showed the feasibility of such an approach. Second, we obtained an improvement in neural activity reconstruction when using both EEG and fMRI measurements. Significance. The proposed simulation shows the improvements in neural activity reconstruction with EEG-fMRI simultaneous data. The application of such an approach to real data allows a better comprehension of the neural dynamics.

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

EEG-fMRI Bayesian framework for neural activity estimation: a simulation study.

PubMed

Croce, Pierpaolo; Basti, Alessio; Marzetti, Laura; Zappasodi, Filippo; Gratta, Cosimo Del

2016-12-01

Due to the complementary nature of electroencephalography (EEG) and functional magnetic resonance imaging (fMRI), and given the possibility of simultaneous acquisition, the joint data analysis can afford a better understanding of the underlying neural activity estimation. In this simulation study we want to show the benefit of the joint EEG-fMRI neural activity estimation in a Bayesian framework. We built a dynamic Bayesian framework in order to perform joint EEG-fMRI neural activity time course estimation. The neural activity is originated by a given brain area and detected by means of both measurement techniques. We have chosen a resting state neural activity situation to address the worst case in terms of the signal-to-noise ratio. To infer information by EEG and fMRI concurrently we used a tool belonging to the sequential Monte Carlo (SMC) methods: the particle filter (PF). First, despite a high computational cost, we showed the feasibility of such an approach. Second, we obtained an improvement in neural activity reconstruction when using both EEG and fMRI measurements. The proposed simulation shows the improvements in neural activity reconstruction with EEG-fMRI simultaneous data. The application of such an approach to real data allows a better comprehension of the neural dynamics.

Bayesian Analysis of High Dimensional Classification

NASA Astrophysics Data System (ADS)

Mukhopadhyay, Subhadeep; Liang, Faming

2009-12-01

Modern data mining and bioinformatics have presented an important playground for statistical learning techniques, where the number of input variables is possibly much larger than the sample size of the training data. In supervised learning, logistic regression or probit regression can be used to model a binary output and form perceptron classification rules based on Bayesian inference. In these cases , there is a lot of interest in searching for sparse model in High Dimensional regression(/classification) setup. we first discuss two common challenges for analyzing high dimensional data. The first one is the curse of dimensionality. The complexity of many existing algorithms scale exponentially with the dimensionality of the space and by virtue of that algorithms soon become computationally intractable and therefore inapplicable in many real applications. secondly, multicollinearities among the predictors which severely slowdown the algorithm. In order to make Bayesian analysis operational in high dimension we propose a novel 'Hierarchical stochastic approximation monte carlo algorithm' (HSAMC), which overcomes the curse of dimensionality, multicollinearity of predictors in high dimension and also it possesses the self-adjusting mechanism to avoid the local minima separated by high energy barriers. Models and methods are illustrated by simulation inspired from from the feild of genomics. Numerical results indicate that HSAMC can work as a general model selection sampler in high dimensional complex model space.

Profile-Based LC-MS Data Alignment—A Bayesian Approach

PubMed Central

Tsai, Tsung-Heng; Tadesse, Mahlet G.; Wang, Yue; Ressom, Habtom W.

2014-01-01

A Bayesian alignment model (BAM) is proposed for alignment of liquid chromatography-mass spectrometry (LC-MS) data. BAM belongs to the category of profile-based approaches, which are composed of two major components: a prototype function and a set of mapping functions. Appropriate estimation of these functions is crucial for good alignment results. BAM uses Markov chain Monte Carlo (MCMC) methods to draw inference on the model parameters and improves on existing MCMC-based alignment methods through 1) the implementation of an efficient MCMC sampler and 2) an adaptive selection of knots. A block Metropolis-Hastings algorithm that mitigates the problem of the MCMC sampler getting stuck at local modes of the posterior distribution is used for the update of the mapping function coefficients. In addition, a stochastic search variable selection (SSVS) methodology is used to determine the number and positions of knots. We applied BAM to a simulated data set, an LC-MS proteomic data set, and two LC-MS metabolomic data sets, and compared its performance with the Bayesian hierarchical curve registration (BHCR) model, the dynamic time-warping (DTW) model, and the continuous profile model (CPM). The advantage of applying appropriate profile-based retention time correction prior to performing a feature-based approach is also demonstrated through the metabolomic data sets. PMID:23929872

Near Real-Time Probabilistic Damage Diagnosis Using Surrogate Modeling and High Performance Computing

NASA Technical Reports Server (NTRS)

Warner, James E.; Zubair, Mohammad; Ranjan, Desh

2017-01-01

This work investigates novel approaches to probabilistic damage diagnosis that utilize surrogate modeling and high performance computing (HPC) to achieve substantial computational speedup. Motivated by Digital Twin, a structural health management (SHM) paradigm that integrates vehicle-specific characteristics with continual in-situ damage diagnosis and prognosis, the methods studied herein yield near real-time damage assessments that could enable monitoring of a vehicle's health while it is operating (i.e. online SHM). High-fidelity modeling and uncertainty quantification (UQ), both critical to Digital Twin, are incorporated using finite element method simulations and Bayesian inference, respectively. The crux of the proposed Bayesian diagnosis methods, however, is the reformulation of the numerical sampling algorithms (e.g. Markov chain Monte Carlo) used to generate the resulting probabilistic damage estimates. To this end, three distinct methods are demonstrated for rapid sampling that utilize surrogate modeling and exploit various degrees of parallelism for leveraging HPC. The accuracy and computational efficiency of the methods are compared on the problem of strain-based crack identification in thin plates. While each approach has inherent problem-specific strengths and weaknesses, all approaches are shown to provide accurate probabilistic damage diagnoses and several orders of magnitude computational speedup relative to a baseline Bayesian diagnosis implementation.

Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management

EPA Science Inventory

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

Bayesian inference and assessment for rare-event bycatch in marine fisheries: a drift gillnet fishery case study.

PubMed

Martin, Summer L; Stohs, Stephen M; Moore, Jeffrey E

2015-03-01

Fisheries bycatch is a global threat to marine megafauna. Environmental laws require bycatch assessment for protected species, but this is difficult when bycatch is rare. Low bycatch rates, combined with low observer coverage, may lead to biased, imprecise estimates when using standard ratio estimators. Bayesian model-based approaches incorporate uncertainty, produce less volatile estimates, and enable probabilistic evaluation of estimates relative to management thresholds. Here, we demonstrate a pragmatic decision-making process that uses Bayesian model-based inferences to estimate the probability of exceeding management thresholds for bycatch in fisheries with < 100% observer coverage. Using the California drift gillnet fishery as a case study, we (1) model rates of rare-event bycatch and mortality using Bayesian Markov chain Monte Carlo estimation methods and 20 years of observer data; (2) predict unobserved counts of bycatch and mortality; (3) infer expected annual mortality; (4) determine probabilities of mortality exceeding regulatory thresholds; and (5) classify the fishery as having low, medium, or high bycatch impact using those probabilities. We focused on leatherback sea turtles (Dermochelys coriacea) and humpback whales (Megaptera novaeangliae). Candidate models included Poisson or zero-inflated Poisson likelihood, fishing effort, and a bycatch rate that varied with area, time, or regulatory regime. Regulatory regime had the strongest effect on leatherback bycatch, with the highest levels occurring prior to a regulatory change. Area had the strongest effect on humpback bycatch. Cumulative bycatch estimates for the 20-year period were 104-242 leatherbacks (52-153 deaths) and 6-50 humpbacks (0-21 deaths). The probability of exceeding a regulatory threshold under the U.S. Marine Mammal Protection Act (Potential Biological Removal, PBR) of 0.113 humpback deaths was 0.58, warranting a "medium bycatch impact" classification of the fishery. No PBR thresholds exist for leatherbacks, but the probability of exceeding an anticipated level of two deaths per year, stated as part of a U.S. Endangered Species Act assessment process, was 0.0007. The approach demonstrated here would allow managers to objectively and probabilistically classify fisheries with respect to bycatch impacts on species that have population-relevant mortality reference points, and declare with a stipulated level of certainty that bycatch did or did not exceed estimated upper bounds.

Bayesian Nonparametric Inference – Why and How

PubMed Central

Müller, Peter; Mitra, Riten

2013-01-01

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

Inverse Bayesian inference as a key of consciousness featuring a macroscopic quantum logical structure.

PubMed

Gunji, Yukio-Pegio; Shinohara, Shuji; Haruna, Taichi; Basios, Vasileios

2017-02-01

To overcome the dualism between mind and matter and to implement consciousness in science, a physical entity has to be embedded with a measurement process. Although quantum mechanics have been regarded as a candidate for implementing consciousness, nature at its macroscopic level is inconsistent with quantum mechanics. We propose a measurement-oriented inference system comprising Bayesian and inverse Bayesian inferences. While Bayesian inference contracts probability space, the newly defined inverse one relaxes the space. These two inferences allow an agent to make a decision corresponding to an immediate change in their environment. They generate a particular pattern of joint probability for data and hypotheses, comprising multiple diagonal and noisy matrices. This is expressed as a nondistributive orthomodular lattice equivalent to quantum logic. We also show that an orthomodular lattice can reveal information generated by inverse syllogism as well as the solutions to the frame and symbol-grounding problems. Our model is the first to connect macroscopic cognitive processes with the mathematical structure of quantum mechanics with no additional assumptions. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Final Report, DOE Early Career Award: Predictive modeling of complex physical systems: new tools for statistical inference, uncertainty quantification, and experimental design

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

Marzouk, Youssef

Predictive simulation of complex physical systems increasingly rests on the interplay of experimental observations with computational models. Key inputs, parameters, or structural aspects of models may be incomplete or unknown, and must be developed from indirect and limited observations. At the same time, quantified uncertainties are needed to qualify computational predictions in the support of design and decision-making. In this context, Bayesian statistics provides a foundation for inference from noisy and limited data, but at prohibitive computional expense. This project intends to make rigorous predictive modeling *feasible* in complex physical systems, via accelerated and scalable tools for uncertainty quantification, Bayesianmore » inference, and experimental design. Specific objectives are as follows: 1. Develop adaptive posterior approximations and dimensionality reduction approaches for Bayesian inference in high-dimensional nonlinear systems. 2. Extend accelerated Bayesian methodologies to large-scale {\\em sequential} data assimilation, fully treating nonlinear models and non-Gaussian state and parameter distributions. 3. Devise efficient surrogate-based methods for Bayesian model selection and the learning of model structure. 4. Develop scalable simulation/optimization approaches to nonlinear Bayesian experimental design, for both parameter inference and model selection. 5. Demonstrate these inferential tools on chemical kinetic models in reacting flow, constructing and refining thermochemical and electrochemical models from limited data. Demonstrate Bayesian filtering on canonical stochastic PDEs and in the dynamic estimation of inhomogeneous subsurface properties and flow fields.« less

What are hierarchical models and how do we analyze them?

USGS Publications Warehouse

Royle, Andy

2016-01-01

In this chapter we provide a basic definition of hierarchical models and introduce the two canonical hierarchical models in this book: site occupancy and N-mixture models. The former is a hierarchical extension of logistic regression and the latter is a hierarchical extension of Poisson regression. We introduce basic concepts of probability modeling and statistical inference including likelihood and Bayesian perspectives. We go through the mechanics of maximizing the likelihood and characterizing the posterior distribution by Markov chain Monte Carlo (MCMC) methods. We give a general perspective on topics such as model selection and assessment of model fit, although we demonstrate these topics in practice in later chapters (especially Chapters 5, 6, 7, and 10 Chapter 5 Chapter 6 Chapter 7 Chapter 10)

INFERENCE FOR INDIVIDUAL-LEVEL MODELS OF INFECTIOUS DISEASES IN LARGE POPULATIONS.

PubMed

Deardon, Rob; Brooks, Stephen P; Grenfell, Bryan T; Keeling, Matthew J; Tildesley, Michael J; Savill, Nicholas J; Shaw, Darren J; Woolhouse, Mark E J

2010-01-01

Individual Level Models (ILMs), a new class of models, are being applied to infectious epidemic data to aid in the understanding of the spatio-temporal dynamics of infectious diseases. These models are highly flexible and intuitive, and can be parameterised under a Bayesian framework via Markov chain Monte Carlo (MCMC) methods. Unfortunately, this parameterisation can be difficult to implement due to intense computational requirements when calculating the full posterior for large, or even moderately large, susceptible populations, or when missing data are present. Here we detail a methodology that can be used to estimate parameters for such large, and/or incomplete, data sets. This is done in the context of a study of the UK 2001 foot-and-mouth disease (FMD) epidemic.

Statistical inferences with jointly type-II censored samples from two Pareto distributions

NASA Astrophysics Data System (ADS)

Abu-Zinadah, Hanaa H.

2017-08-01

In the several fields of industries the product comes from more than one production line, which is required to work the comparative life tests. This problem requires sampling of the different production lines, then the joint censoring scheme is appeared. In this article we consider the life time Pareto distribution with jointly type-II censoring scheme. The maximum likelihood estimators (MLE) and the corresponding approximate confidence intervals as well as the bootstrap confidence intervals of the model parameters are obtained. Also Bayesian point and credible intervals of the model parameters are presented. The life time data set is analyzed for illustrative purposes. Monte Carlo results from simulation studies are presented to assess the performance of our proposed method.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, Burke J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, ‘best’ model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequencydomain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favorably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment.

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

Time-varying Concurrent Risk of Extreme Droughts and Heatwaves in California

NASA Astrophysics Data System (ADS)

Sarhadi, A.; Diffenbaugh, N. S.; Ausin, M. C.

2016-12-01

Anthropogenic global warming has changed the nature and the risk of extreme climate phenomena such as droughts and heatwaves. The concurrent of these nature-changing climatic extremes may result in intensifying undesirable consequences in terms of human health and destructive effects in water resources. The present study assesses the risk of concurrent extreme droughts and heatwaves under dynamic nonstationary conditions arising from climate change in California. For doing so, a generalized fully Bayesian time-varying multivariate risk framework is proposed evolving through time under dynamic human-induced environment. In this methodology, an extreme, Bayesian, dynamic copula (Gumbel) is developed to model the time-varying dependence structure between the two different climate extremes. The time-varying extreme marginals are previously modeled using a Generalized Extreme Value (GEV) distribution. Bayesian Markov Chain Monte Carlo (MCMC) inference is integrated to estimate parameters of the nonstationary marginals and copula using a Gibbs sampling method. Modelled marginals and copula are then used to develop a fully Bayesian, time-varying joint return period concept for the estimation of concurrent risk. Here we argue that climate change has increased the chance of concurrent droughts and heatwaves over decades in California. It is also demonstrated that a time-varying multivariate perspective should be incorporated to assess realistic concurrent risk of the extremes for water resources planning and management in a changing climate in this area. The proposed generalized methodology can be applied for other stochastic nature-changing compound climate extremes that are under the influence of climate change.

A Bayesian Alternative for Multi-objective Ecohydrological Model Specification

NASA Astrophysics Data System (ADS)

Tang, Y.; Marshall, L. A.; Sharma, A.; Ajami, H.

2015-12-01

Process-based ecohydrological models combine the study of hydrological, physical, biogeochemical and ecological processes of the catchments, which are usually more complex and parametric than conceptual hydrological models. Thus, appropriate calibration objectives and model uncertainty analysis are essential for ecohydrological modeling. In recent years, Bayesian inference has become one of the most popular tools for quantifying the uncertainties in hydrological modeling with the development of Markov Chain Monte Carlo (MCMC) techniques. Our study aims to develop appropriate prior distributions and likelihood functions that minimize the model uncertainties and bias within a Bayesian ecohydrological framework. In our study, a formal Bayesian approach is implemented in an ecohydrological model which combines a hydrological model (HyMOD) and a dynamic vegetation model (DVM). Simulations focused on one objective likelihood (Streamflow/LAI) and multi-objective likelihoods (Streamflow and LAI) with different weights are compared. Uniform, weakly informative and strongly informative prior distributions are used in different simulations. The Kullback-leibler divergence (KLD) is used to measure the dis(similarity) between different priors and corresponding posterior distributions to examine the parameter sensitivity. Results show that different prior distributions can strongly influence posterior distributions for parameters, especially when the available data is limited or parameters are insensitive to the available data. We demonstrate differences in optimized parameters and uncertainty limits in different cases based on multi-objective likelihoods vs. single objective likelihoods. We also demonstrate the importance of appropriately defining the weights of objectives in multi-objective calibration according to different data types.

Bayesian structured additive regression modeling of epidemic data: application to cholera

PubMed Central

2012-01-01

Background A significant interest in spatial epidemiology lies in identifying associated risk factors which enhances the risk of infection. Most studies, however, make no, or limited use of the spatial structure of the data, as well as possible nonlinear effects of the risk factors. Methods We develop a Bayesian Structured Additive Regression model for cholera epidemic data. Model estimation and inference is based on fully Bayesian approach via Markov Chain Monte Carlo (MCMC) simulations. The model is applied to cholera epidemic data in the Kumasi Metropolis, Ghana. Proximity to refuse dumps, density of refuse dumps, and proximity to potential cholera reservoirs were modeled as continuous functions; presence of slum settlers and population density were modeled as fixed effects, whereas spatial references to the communities were modeled as structured and unstructured spatial effects. Results We observe that the risk of cholera is associated with slum settlements and high population density. The risk of cholera is equal and lower for communities with fewer refuse dumps, but variable and higher for communities with more refuse dumps. The risk is also lower for communities distant from refuse dumps and potential cholera reservoirs. The results also indicate distinct spatial variation in the risk of cholera infection. Conclusion The study highlights the usefulness of Bayesian semi-parametric regression model analyzing public health data. These findings could serve as novel information to help health planners and policy makers in making effective decisions to control or prevent cholera epidemics. PMID:22866662

Quantifying uncertainties of seismic Bayesian inversion of Northern Great Plains

NASA Astrophysics Data System (ADS)

Gao, C.; Lekic, V.

2017-12-01

Elastic waves excited by earthquakes are the fundamental observations of the seismological studies. Seismologists measure information such as travel time, amplitude, and polarization to infer the properties of earthquake source, seismic wave propagation, and subsurface structure. Across numerous applications, seismic imaging has been able to take advantage of complimentary seismic observables to constrain profiles and lateral variations of Earth's elastic properties. Moreover, seismic imaging plays a unique role in multidisciplinary studies of geoscience by providing direct constraints on the unreachable interior of the Earth. Accurate quantification of uncertainties of inferences made from seismic observations is of paramount importance for interpreting seismic images and testing geological hypotheses. However, such quantification remains challenging and subjective due to the non-linearity and non-uniqueness of geophysical inverse problem. In this project, we apply a reverse jump Markov chain Monte Carlo (rjMcMC) algorithm for a transdimensional Bayesian inversion of continental lithosphere structure. Such inversion allows us to quantify the uncertainties of inversion results by inverting for an ensemble solution. It also yields an adaptive parameterization that enables simultaneous inversion of different elastic properties without imposing strong prior information on the relationship between them. We present retrieved profiles of shear velocity (Vs) and radial anisotropy in Northern Great Plains using measurements from USArray stations. We use both seismic surface wave dispersion and receiver function data due to their complementary constraints of lithosphere structure. Furthermore, we analyze the uncertainties of both individual and joint inversion of those two data types to quantify the benefit of doing joint inversion. As an application, we infer the variation of Moho depths and crustal layering across the northern Great Plains.

Comparison of sampling techniques for Bayesian parameter estimation

NASA Astrophysics Data System (ADS)

Allison, Rupert; Dunkley, Joanna

2014-02-01

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.

When decision heuristics and science collide.

PubMed

Yu, Erica C; Sprenger, Amber M; Thomas, Rick P; Dougherty, Michael R

2014-04-01

The ongoing discussion among scientists about null-hypothesis significance testing and Bayesian data analysis has led to speculation about the practices and consequences of "researcher degrees of freedom." This article advances this debate by asking the broader questions that we, as scientists, should be asking: How do scientists make decisions in the course of doing research, and what is the impact of these decisions on scientific conclusions? We asked practicing scientists to collect data in a simulated research environment, and our findings show that some scientists use data collection heuristics that deviate from prescribed methodology. Monte Carlo simulations show that data collection heuristics based on p values lead to biases in estimated effect sizes and Bayes factors and to increases in both false-positive and false-negative rates, depending on the specific heuristic. We also show that using Bayesian data collection methods does not eliminate these biases. Thus, our study highlights the little appreciated fact that the process of doing science is a behavioral endeavor that can bias statistical description and inference in a manner that transcends adherence to any particular statistical framework.

Model selection with multiple regression on distance matrices leads to incorrect inferences.

PubMed

Franckowiak, Ryan P; Panasci, Michael; Jarvis, Karl J; Acuña-Rodriguez, Ian S; Landguth, Erin L; Fortin, Marie-Josée; Wagner, Helene H

2017-01-01

In landscape genetics, model selection procedures based on Information Theoretic and Bayesian principles have been used with multiple regression on distance matrices (MRM) to test the relationship between multiple vectors of pairwise genetic, geographic, and environmental distance. Using Monte Carlo simulations, we examined the ability of model selection criteria based on Akaike's information criterion (AIC), its small-sample correction (AICc), and the Bayesian information criterion (BIC) to reliably rank candidate models when applied with MRM while varying the sample size. The results showed a serious problem: all three criteria exhibit a systematic bias toward selecting unnecessarily complex models containing spurious random variables and erroneously suggest a high level of support for the incorrectly ranked best model. These problems effectively increased with increasing sample size. The failure of AIC, AICc, and BIC was likely driven by the inflated sample size and different sum-of-squares partitioned by MRM, and the resulting effect on delta values. Based on these findings, we strongly discourage the continued application of AIC, AICc, and BIC for model selection with MRM.

A Computationally-Efficient Inverse Approach to Probabilistic Strain-Based Damage Diagnosis

NASA Technical Reports Server (NTRS)

Warner, James E.; Hochhalter, Jacob D.; Leser, William P.; Leser, Patrick E.; Newman, John A

2016-01-01

This work presents a computationally-efficient inverse approach to probabilistic damage diagnosis. Given strain data at a limited number of measurement locations, Bayesian inference and Markov Chain Monte Carlo (MCMC) sampling are used to estimate probability distributions of the unknown location, size, and orientation of damage. Substantial computational speedup is obtained by replacing a three-dimensional finite element (FE) model with an efficient surrogate model. The approach is experimentally validated on cracked test specimens where full field strains are determined using digital image correlation (DIC). Access to full field DIC data allows for testing of different hypothetical sensor arrangements, facilitating the study of strain-based diagnosis effectiveness as the distance between damage and measurement locations increases. The ability of the framework to effectively perform both probabilistic damage localization and characterization in cracked plates is demonstrated and the impact of measurement location on uncertainty in the predictions is shown. Furthermore, the analysis time to produce these predictions is orders of magnitude less than a baseline Bayesian approach with the FE method by utilizing surrogate modeling and effective numerical sampling approaches.

Incremental Bayesian Category Learning From Natural Language.

PubMed

Frermann, Lea; Lapata, Mirella

2016-08-01

Models of category learning have been extensively studied in cognitive science and primarily tested on perceptual abstractions or artificial stimuli. In this paper, we focus on categories acquired from natural language stimuli, that is, words (e.g., chair is a member of the furniture category). We present a Bayesian model that, unlike previous work, learns both categories and their features in a single process. We model category induction as two interrelated subproblems: (a) the acquisition of features that discriminate among categories, and (b) the grouping of concepts into categories based on those features. Our model learns categories incrementally using particle filters, a sequential Monte Carlo method commonly used for approximate probabilistic inference that sequentially integrates newly observed data and can be viewed as a plausible mechanism for human learning. Experimental results show that our incremental learner obtains meaningful categories which yield a closer fit to behavioral data compared to related models while at the same time acquiring features which characterize the learned categories. (An earlier version of this work was published in Frermann and Lapata .). Copyright © 2015 Cognitive Science Society, Inc.

A Bayesian partition modelling approach to resolve spatial variability in climate records from borehole temperature inversion

NASA Astrophysics Data System (ADS)

Hopcroft, Peter O.; Gallagher, Kerry; Pain, Christopher C.

2009-08-01

Collections of suitably chosen borehole profiles can be used to infer large-scale trends in ground-surface temperature (GST) histories for the past few hundred years. These reconstructions are based on a large database of carefully selected borehole temperature measurements from around the globe. Since non-climatic thermal influences are difficult to identify, representative temperature histories are derived by averaging individual reconstructions to minimize the influence of these perturbing factors. This may lead to three potentially important drawbacks: the net signal of non-climatic factors may not be zero, meaning that the average does not reflect the best estimate of past climate; the averaging over large areas restricts the useful amount of more local climate change information available; and the inversion methods used to reconstruct the past temperatures at each site must be mathematically identical and are therefore not necessarily best suited to all data sets. In this work, we avoid these issues by using a Bayesian partition model (BPM), which is computed using a trans-dimensional form of a Markov chain Monte Carlo algorithm. This then allows the number and spatial distribution of different GST histories to be inferred from a given set of borehole data by partitioning the geographical area into discrete partitions. Profiles that are heavily influenced by non-climatic factors will be partitioned separately. Conversely, profiles with climatic information, which is consistent with neighbouring profiles, will then be inferred to lie in the same partition. The geographical extent of these partitions then leads to information on the regional extent of the climatic signal. In this study, three case studies are described using synthetic and real data. The first demonstrates that the Bayesian partition model method is able to correctly partition a suite of synthetic profiles according to the inferred GST history. In the second, more realistic case, a series of temperature profiles are calculated using surface air temperatures of a global climate model simulation. In the final case, 23 real boreholes from the United Kingdom, previously used for climatic reconstructions, are examined and the results compared with a local instrumental temperature series and the previous estimate derived from the same borehole data. The results indicate that the majority (17) of the 23 boreholes are unsuitable for climatic reconstruction purposes, at least without including other thermal processes in the forward model.

Bayesian Inference on the Radio-quietness of Gamma-ray Pulsars

NASA Astrophysics Data System (ADS)

Yu, Hoi-Fung; Hui, Chung Yue; Kong, Albert K. H.; Takata, Jumpei

2018-04-01

For the first time we demonstrate using a robust Bayesian approach to analyze the populations of radio-quiet (RQ) and radio-loud (RL) gamma-ray pulsars. We quantify their differences and obtain their distributions of the radio-cone opening half-angle δ and the magnetic inclination angle α by Bayesian inference. In contrast to the conventional frequentist point estimations that might be non-representative when the distribution is highly skewed or multi-modal, which is often the case when data points are scarce, Bayesian statistics displays the complete posterior distribution that the uncertainties can be readily obtained regardless of the skewness and modality. We found that the spin period, the magnetic field strength at the light cylinder, the spin-down power, the gamma-ray-to-X-ray flux ratio, and the spectral curvature significance of the two groups of pulsars exhibit significant differences at the 99% level. Using Bayesian inference, we are able to infer the values and uncertainties of δ and α from the distribution of RQ and RL pulsars. We found that δ is between 10° and 35° and the distribution of α is skewed toward large values.

A sub-space greedy search method for efficient Bayesian Network inference.

PubMed

Zhang, Qing; Cao, Yong; Li, Yong; Zhu, Yanming; Sun, Samuel S M; Guo, Dianjing

2011-09-01

Bayesian network (BN) has been successfully used to infer the regulatory relationships of genes from microarray dataset. However, one major limitation of BN approach is the computational cost because the calculation time grows more than exponentially with the dimension of the dataset. In this paper, we propose a sub-space greedy search method for efficient Bayesian Network inference. Particularly, this method limits the greedy search space by only selecting gene pairs with higher partial correlation coefficients. Using both synthetic and real data, we demonstrate that the proposed method achieved comparable results with standard greedy search method yet saved ∼50% of the computational time. We believe that sub-space search method can be widely used for efficient BN inference in systems biology. Copyright © 2011 Elsevier Ltd. All rights reserved.

Inferring Markov chains: Bayesian estimation, model comparison, entropy rate, and out-of-class modeling.

PubMed

Strelioff, Christopher C; Crutchfield, James P; Hübler, Alfred W

2007-07-01

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer kth order Markov chains, for arbitrary k , from finite data by applying Bayesian methods to both parameter estimation and model-order selection. Extending existing results for multinomial models of discrete data, we connect inference to statistical mechanics through information-theoretic (type theory) techniques. We establish a direct relationship between Bayesian evidence and the partition function which allows for straightforward calculation of the expectation and variance of the conditional relative entropy and the source entropy rate. Finally, we introduce a method that uses finite data-size scaling with model-order comparison to infer the structure of out-of-class processes.

Bayes factors and multimodel inference

USGS Publications Warehouse

Link, W.A.; Barker, R.J.; Thomson, David L.; Cooch, Evan G.; Conroy, Michael J.

2009-01-01

Multimodel inference has two main themes: model selection, and model averaging. Model averaging is a means of making inference conditional on a model set, rather than on a selected model, allowing formal recognition of the uncertainty associated with model choice. The Bayesian paradigm provides a natural framework for model averaging, and provides a context for evaluation of the commonly used AIC weights. We review Bayesian multimodel inference, noting the importance of Bayes factors. Noting the sensitivity of Bayes factors to the choice of priors on parameters, we define and propose nonpreferential priors as offering a reasonable standard for objective multimodel inference.

Efficient Bayesian parameter estimation with implicit sampling and surrogate modeling for a vadose zone hydrological problem

NASA Astrophysics Data System (ADS)

Liu, Y.; Pau, G. S. H.; Finsterle, S.

2015-12-01

Parameter inversion involves inferring the model parameter values based on sparse observations of some observables. To infer the posterior probability distributions of the parameters, Markov chain Monte Carlo (MCMC) methods are typically used. However, the large number of forward simulations needed and limited computational resources limit the complexity of the hydrological model we can use in these methods. In view of this, we studied the implicit sampling (IS) method, an efficient importance sampling technique that generates samples in the high-probability region of the posterior distribution and thus reduces the number of forward simulations that we need to run. For a pilot-point inversion of a heterogeneous permeability field based on a synthetic ponded infiltration experiment simu­lated with TOUGH2 (a subsurface modeling code), we showed that IS with linear map provides an accurate Bayesian description of the parameterized permeability field at the pilot points with just approximately 500 forward simulations. We further studied the use of surrogate models to improve the computational efficiency of parameter inversion. We implemented two reduced-order models (ROMs) for the TOUGH2 forward model. One is based on polynomial chaos expansion (PCE), of which the coefficients are obtained using the sparse Bayesian learning technique to mitigate the "curse of dimensionality" of the PCE terms. The other model is Gaussian process regression (GPR) for which different covariance, likelihood and inference models are considered. Preliminary results indicate that ROMs constructed based on the prior parameter space perform poorly. It is thus impractical to replace this hydrological model by a ROM directly in a MCMC method. However, the IS method can work with a ROM constructed for parameters in the close vicinity of the maximum a posteriori probability (MAP) estimate. We will discuss the accuracy and computational efficiency of using ROMs in the implicit sampling procedure for the hydrological problem considered. This work was supported, in part, by the U.S. Dept. of Energy under Contract No. DE-AC02-05CH11231

Bayesian Inference of High-Dimensional Dynamical Ocean Models

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Decision generation tools and Bayesian inference

NASA Astrophysics Data System (ADS)

Jannson, Tomasz; Wang, Wenjian; Forrester, Thomas; Kostrzewski, Andrew; Veeris, Christian; Nielsen, Thomas

2014-05-01

Digital Decision Generation (DDG) tools are important software sub-systems of Command and Control (C2) systems and technologies. In this paper, we present a special type of DDGs based on Bayesian Inference, related to adverse (hostile) networks, including such important applications as terrorism-related networks and organized crime ones.

Evaluating Great Lakes bald eagle nesting habitat with Bayesian inference

Treesearch

Teryl G. Grubb; William W. Bowerman; Allen J. Bath; John P. Giesy; D. V. Chip Weseloh

2003-01-01

Bayesian inference facilitated structured interpretation of a nonreplicated, experience-based survey of potential nesting habitat for bald eagles (Haliaeetus leucocephalus) along the five Great Lakes shorelines. We developed a pattern recognition (PATREC) model of our aerial search image with six habitat attributes: (a) tree cover, (b) proximity and...

Word Learning as Bayesian Inference

ERIC Educational Resources Information Center

Xu, Fei; Tenenbaum, Joshua B.

2007-01-01

The authors present a Bayesian framework for understanding how adults and children learn the meanings of words. The theory explains how learners can generalize meaningfully from just one or a few positive examples of a novel word's referents, by making rational inductive inferences that integrate prior knowledge about plausible word meanings with…

Pig Data and Bayesian Inference on Multinomial Probabilities

ERIC Educational Resources Information Center

Kern, John C.

2006-01-01

Bayesian inference on multinomial probabilities is conducted based on data collected from the game Pass the Pigs[R]. Prior information on these probabilities is readily available from the instruction manual, and is easily incorporated in a Dirichlet prior. Posterior analysis of the scoring probabilities quantifies the discrepancy between empirical…

A Bayesian compound stochastic process for modeling nonstationary and nonhomogeneous sequence evolution.

PubMed

Blanquart, Samuel; Lartillot, Nicolas

2006-11-01

Variations of nucleotidic composition affect phylogenetic inference conducted under stationary models of evolution. In particular, they may cause unrelated taxa sharing similar base composition to be grouped together in the resulting phylogeny. To address this problem, we developed a nonstationary and nonhomogeneous model accounting for compositional biases. Unlike previous nonstationary models, which are branchwise, that is, assume that base composition only changes at the nodes of the tree, in our model, the process of compositional drift is totally uncoupled from the speciation events. In addition, the total number of events of compositional drift distributed across the tree is directly inferred from the data. We implemented the method in a Bayesian framework, relying on Markov Chain Monte Carlo algorithms, and applied it to several nucleotidic data sets. In most cases, the stationarity assumption was rejected in favor of our nonstationary model. In addition, we show that our method is able to resolve a well-known artifact. By Bayes factor evaluation, we compared our model with 2 previously developed nonstationary models. We show that the coupling between speciations and compositional shifts inherent to branchwise models may lead to an overparameterization, resulting in a lesser fit. In some cases, this leads to incorrect conclusions, concerning the nature of the compositional biases. In contrast, our compound model more flexibly adapts its effective number of parameters to the data sets under investigation. Altogether, our results show that accounting for nonstationary sequence evolution may require more elaborate and more flexible models than those currently used.

Model criticism based on likelihood-free inference, with an application to protein network evolution.

PubMed

Ratmann, Oliver; Andrieu, Christophe; Wiuf, Carsten; Richardson, Sylvia

2009-06-30

Mathematical models are an important tool to explain and comprehend complex phenomena, and unparalleled computational advances enable us to easily explore them without any or little understanding of their global properties. In fact, the likelihood of the data under complex stochastic models is often analytically or numerically intractable in many areas of sciences. This makes it even more important to simultaneously investigate the adequacy of these models-in absolute terms, against the data, rather than relative to the performance of other models-but no such procedure has been formally discussed when the likelihood is intractable. We provide a statistical interpretation to current developments in likelihood-free Bayesian inference that explicitly accounts for discrepancies between the model and the data, termed Approximate Bayesian Computation under model uncertainty (ABCmicro). We augment the likelihood of the data with unknown error terms that correspond to freely chosen checking functions, and provide Monte Carlo strategies for sampling from the associated joint posterior distribution without the need of evaluating the likelihood. We discuss the benefit of incorporating model diagnostics within an ABC framework, and demonstrate how this method diagnoses model mismatch and guides model refinement by contrasting three qualitative models of protein network evolution to the protein interaction datasets of Helicobacter pylori and Treponema pallidum. Our results make a number of model deficiencies explicit, and suggest that the T. pallidum network topology is inconsistent with evolution dominated by link turnover or lateral gene transfer alone.

Entropic Inference

NASA Astrophysics Data System (ADS)

Caticha, Ariel

2011-03-01

In this tutorial we review the essential arguments behing entropic inference. We focus on the epistemological notion of information and its relation to the Bayesian beliefs of rational agents. The problem of updating from a prior to a posterior probability distribution is tackled through an eliminative induction process that singles out the logarithmic relative entropy as the unique tool for inference. The resulting method of Maximum relative Entropy (ME), includes as special cases both MaxEnt and Bayes' rule, and therefore unifies the two themes of these workshops—the Maximum Entropy and the Bayesian methods—into a single general inference scheme.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis-Hastings Markov Chain Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen

2017-06-01

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.

Hilbertian sine as an absolute measure of Bayesian inference in ISR, homeland security, medicine, and defense

NASA Astrophysics Data System (ADS)

Jannson, Tomasz; Wang, Wenjian; Hodelin, Juan; Forrester, Thomas; Romanov, Volodymyr; Kostrzewski, Andrew

2016-05-01

In this paper, Bayesian Binary Sensing (BBS) is discussed as an effective tool for Bayesian Inference (BI) evaluation in interdisciplinary areas such as ISR (and, C3I), Homeland Security, QC, medicine, defense, and many others. In particular, Hilbertian Sine (HS) as an absolute measure of BI, is introduced, while avoiding relativity of decision threshold identification, as in the case of traditional measures of BI, related to false positives and false negatives.

Explaining Inference on a Population of Independent Agents Using Bayesian Networks

ERIC Educational Resources Information Center

Sutovsky, Peter

2013-01-01

The main goal of this research is to design, implement, and evaluate a novel explanation method, the hierarchical explanation method (HEM), for explaining Bayesian network (BN) inference when the network is modeling a population of conditionally independent agents, each of which is modeled as a subnetwork. For example, consider disease-outbreak…

Adaptability and phenotypic stability of common bean genotypes through Bayesian inference.

PubMed

Corrêa, A M; Teodoro, P E; Gonçalves, M C; Barroso, L M A; Nascimento, M; Santos, A; Torres, F E

2016-04-27

This study used Bayesian inference to investigate the genotype x environment interaction in common bean grown in Mato Grosso do Sul State, and it also evaluated the efficiency of using informative and minimally informative a priori distributions. Six trials were conducted in randomized blocks, and the grain yield of 13 common bean genotypes was assessed. To represent the minimally informative a priori distributions, a probability distribution with high variance was used, and a meta-analysis concept was adopted to represent the informative a priori distributions. Bayes factors were used to conduct comparisons between the a priori distributions. The Bayesian inference was effective for the selection of upright common bean genotypes with high adaptability and phenotypic stability using the Eberhart and Russell method. Bayes factors indicated that the use of informative a priori distributions provided more accurate results than minimally informative a priori distributions. According to Bayesian inference, the EMGOPA-201, BAMBUÍ, CNF 4999, CNF 4129 A 54, and CNFv 8025 genotypes had specific adaptability to favorable environments, while the IAPAR 14 and IAC CARIOCA ETE genotypes had specific adaptability to unfavorable environments.

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.

Mixed linear-nonlinear fault slip inversion: Bayesian inference of model, weighting, and smoothing parameters

NASA Astrophysics Data System (ADS)

Fukuda, J.; Johnson, K. M.

2009-12-01

Studies utilizing inversions of geodetic data for the spatial distribution of coseismic slip on faults typically present the result as a single fault plane and slip distribution. Commonly the geometry of the fault plane is assumed to be known a priori and the data are inverted for slip. However, sometimes there is not strong a priori information on the geometry of the fault that produced the earthquake and the data is not always strong enough to completely resolve the fault geometry. We develop a method to solve for the full posterior probability distribution of fault slip and fault geometry parameters in a Bayesian framework using Monte Carlo methods. The slip inversion problem is particularly challenging because it often involves multiple data sets with unknown relative weights (e.g. InSAR, GPS), model parameters that are related linearly (slip) and nonlinearly (fault geometry) through the theoretical model to surface observations, prior information on model parameters, and a regularization prior to stabilize the inversion. We present the theoretical framework and solution method for a Bayesian inversion that can handle all of these aspects of the problem. The method handles the mixed linear/nonlinear nature of the problem through combination of both analytical least-squares solutions and Monte Carlo methods. We first illustrate and validate the inversion scheme using synthetic data sets. We then apply the method to inversion of geodetic data from the 2003 M6.6 San Simeon, California earthquake. We show that the uncertainty in strike and dip of the fault plane is over 20 degrees. We characterize the uncertainty in the slip estimate with a volume around the mean fault solution in which the slip most likely occurred. Slip likely occurred somewhere in a volume that extends 5-10 km in either direction normal to the fault plane. We implement slip inversions with both traditional, kinematic smoothing constraints on slip and a simple physical condition of uniform stress drop.

A hybrid expectation maximisation and MCMC sampling algorithm to implement Bayesian mixture model based genomic prediction and QTL mapping.

PubMed

Wang, Tingting; Chen, Yi-Ping Phoebe; Bowman, Phil J; Goddard, Michael E; Hayes, Ben J

2016-09-21

Bayesian mixture models in which the effects of SNP are assumed to come from normal distributions with different variances are attractive for simultaneous genomic prediction and QTL mapping. These models are usually implemented with Monte Carlo Markov Chain (MCMC) sampling, which requires long compute times with large genomic data sets. Here, we present an efficient approach (termed HyB_BR), which is a hybrid of an Expectation-Maximisation algorithm, followed by a limited number of MCMC without the requirement for burn-in. To test prediction accuracy from HyB_BR, dairy cattle and human disease trait data were used. In the dairy cattle data, there were four quantitative traits (milk volume, protein kg, fat% in milk and fertility) measured in 16,214 cattle from two breeds genotyped for 632,002 SNPs. Validation of genomic predictions was in a subset of cattle either from the reference set or in animals from a third breeds that were not in the reference set. In all cases, HyB_BR gave almost identical accuracies to Bayesian mixture models implemented with full MCMC, however computational time was reduced by up to 1/17 of that required by full MCMC. The SNPs with high posterior probability of a non-zero effect were also very similar between full MCMC and HyB_BR, with several known genes affecting milk production in this category, as well as some novel genes. HyB_BR was also applied to seven human diseases with 4890 individuals genotyped for around 300 K SNPs in a case/control design, from the Welcome Trust Case Control Consortium (WTCCC). In this data set, the results demonstrated again that HyB_BR performed as well as Bayesian mixture models with full MCMC for genomic predictions and genetic architecture inference while reducing the computational time from 45 h with full MCMC to 3 h with HyB_BR. The results for quantitative traits in cattle and disease in humans demonstrate that HyB_BR can perform equally well as Bayesian mixture models implemented with full MCMC in terms of prediction accuracy, but with up to 17 times faster than the full MCMC implementations. The HyB_BR algorithm makes simultaneous genomic prediction, QTL mapping and inference of genetic architecture feasible in large genomic data sets.

Analysis of Spin Financial Market by GARCH Model

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2013-08-01

A spin model is used for simulations of financial markets. To determine return volatility in the spin financial market we use the GARCH model often used for volatility estimation in empirical finance. We apply the Bayesian inference performed by the Markov Chain Monte Carlo method to the parameter estimation of the GARCH model. It is found that volatility determined by the GARCH model exhibits "volatility clustering" also observed in the real financial markets. Using volatility determined by the GARCH model we examine the mixture-of-distribution hypothesis (MDH) suggested for the asset return dynamics. We find that the returns standardized by volatility are approximately standard normal random variables. Moreover we find that the absolute standardized returns show no significant autocorrelation. These findings are consistent with the view of the MDH for the return dynamics.

Bayesian spatiotemporal analysis of zero-inflated biological population density data by a delta-normal spatiotemporal additive model.

PubMed

Arcuti, Simona; Pollice, Alessio; Ribecco, Nunziata; D'Onghia, Gianfranco

2016-03-01

We evaluate the spatiotemporal changes in the density of a particular species of crustacean known as deep-water rose shrimp, Parapenaeus longirostris, based on biological sample data collected during trawl surveys carried out from 1995 to 2006 as part of the international project MEDITS (MEDiterranean International Trawl Surveys). As is the case for many biological variables, density data are continuous and characterized by unusually large amounts of zeros, accompanied by a skewed distribution of the remaining values. Here we analyze the normalized density data by a Bayesian delta-normal semiparametric additive model including the effects of covariates, using penalized regression with low-rank thin-plate splines for nonlinear spatial and temporal effects. Modeling the zero and nonzero values by two joint processes, as we propose in this work, allows to obtain great flexibility and easily handling of complex likelihood functions, avoiding inaccurate statistical inferences due to misclassification of the high proportion of exact zeros in the model. Bayesian model estimation is obtained by Markov chain Monte Carlo simulations, suitably specifying the complex likelihood function of the zero-inflated density data. The study highlights relevant nonlinear spatial and temporal effects and the influence of the annual Mediterranean oscillations index and of the sea surface temperature on the distribution of the deep-water rose shrimp density. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Estimating the Effective Sample Size of Tree Topologies from Bayesian Phylogenetic Analyses

PubMed Central

Lanfear, Robert; Hua, Xia; Warren, Dan L.

2016-01-01

Bayesian phylogenetic analyses estimate posterior distributions of phylogenetic tree topologies and other parameters using Markov chain Monte Carlo (MCMC) methods. Before making inferences from these distributions, it is important to assess their adequacy. To this end, the effective sample size (ESS) estimates how many truly independent samples of a given parameter the output of the MCMC represents. The ESS of a parameter is frequently much lower than the number of samples taken from the MCMC because sequential samples from the chain can be non-independent due to autocorrelation. Typically, phylogeneticists use a rule of thumb that the ESS of all parameters should be greater than 200. However, we have no method to calculate an ESS of tree topology samples, despite the fact that the tree topology is often the parameter of primary interest and is almost always central to the estimation of other parameters. That is, we lack a method to determine whether we have adequately sampled one of the most important parameters in our analyses. In this study, we address this problem by developing methods to estimate the ESS for tree topologies. We combine these methods with two new diagnostic plots for assessing posterior samples of tree topologies, and compare their performance on simulated and empirical data sets. Combined, the methods we present provide new ways to assess the mixing and convergence of phylogenetic tree topologies in Bayesian MCMC analyses. PMID:27435794

Bayesian analysis of biogeography when the number of areas is large.

PubMed

Landis, Michael J; Matzke, Nicholas J; Moore, Brian R; Huelsenbeck, John P

2013-11-01

Historical biogeography is increasingly studied from an explicitly statistical perspective, using stochastic models to describe the evolution of species range as a continuous-time Markov process of dispersal between and extinction within a set of discrete geographic areas. The main constraint of these methods is the computational limit on the number of areas that can be specified. We propose a Bayesian approach for inferring biogeographic history that extends the application of biogeographic models to the analysis of more realistic problems that involve a large number of areas. Our solution is based on a "data-augmentation" approach, in which we first populate the tree with a history of biogeographic events that is consistent with the observed species ranges at the tips of the tree. We then calculate the likelihood of a given history by adopting a mechanistic interpretation of the instantaneous-rate matrix, which specifies both the exponential waiting times between biogeographic events and the relative probabilities of each biogeographic change. We develop this approach in a Bayesian framework, marginalizing over all possible biogeographic histories using Markov chain Monte Carlo (MCMC). Besides dramatically increasing the number of areas that can be accommodated in a biogeographic analysis, our method allows the parameters of a given biogeographic model to be estimated and different biogeographic models to be objectively compared. Our approach is implemented in the program, BayArea.

Bayesian inference for the spatio-temporal invasion of alien species.

PubMed

Cook, Alex; Marion, Glenn; Butler, Adam; Gibson, Gavin

2007-08-01

In this paper we develop a Bayesian approach to parameter estimation in a stochastic spatio-temporal model of the spread of invasive species across a landscape. To date, statistical techniques, such as logistic and autologistic regression, have outstripped stochastic spatio-temporal models in their ability to handle large numbers of covariates. Here we seek to address this problem by making use of a range of covariates describing the bio-geographical features of the landscape. Relative to regression techniques, stochastic spatio-temporal models are more transparent in their representation of biological processes. They also explicitly model temporal change, and therefore do not require the assumption that the species' distribution (or other spatial pattern) has already reached equilibrium as is often the case with standard statistical approaches. In order to illustrate the use of such techniques we apply them to the analysis of data detailing the spread of an invasive plant, Heracleum mantegazzianum, across Britain in the 20th Century using geo-referenced covariate information describing local temperature, elevation and habitat type. The use of Markov chain Monte Carlo sampling within a Bayesian framework facilitates statistical assessments of differences in the suitability of different habitat classes for H. mantegazzianum, and enables predictions of future spread to account for parametric uncertainty and system variability. Our results show that ignoring such covariate information may lead to biased estimates of key processes and implausible predictions of future distributions.

Mixed linear-non-linear inversion of crustal deformation data: Bayesian inference of model, weighting and regularization parameters

NASA Astrophysics Data System (ADS)

Fukuda, Jun'ichi; Johnson, Kaj M.

2010-06-01

We present a unified theoretical framework and solution method for probabilistic, Bayesian inversions of crustal deformation data. The inversions involve multiple data sets with unknown relative weights, model parameters that are related linearly or non-linearly through theoretic models to observations, prior information on model parameters and regularization priors to stabilize underdetermined problems. To efficiently handle non-linear inversions in which some of the model parameters are linearly related to the observations, this method combines both analytical least-squares solutions and a Monte Carlo sampling technique. In this method, model parameters that are linearly and non-linearly related to observations, relative weights of multiple data sets and relative weights of prior information and regularization priors are determined in a unified Bayesian framework. In this paper, we define the mixed linear-non-linear inverse problem, outline the theoretical basis for the method, provide a step-by-step algorithm for the inversion, validate the inversion method using synthetic data and apply the method to two real data sets. We apply the method to inversions of multiple geodetic data sets with unknown relative data weights for interseismic fault slip and locking depth. We also apply the method to the problem of estimating the spatial distribution of coseismic slip on faults with unknown fault geometry, relative data weights and smoothing regularization weight.

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.

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Optimal inference with suboptimal models: Addiction and active Bayesian inference

PubMed Central

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

2015-01-01

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

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.

How Much Can We Learn from a Single Chromatographic Experiment? A Bayesian Perspective.

PubMed

Wiczling, Paweł; Kaliszan, Roman

2016-01-05

In this work, we proposed and investigated a Bayesian inference procedure to find the desired chromatographic conditions based on known analyte properties (lipophilicity, pKa, and polar surface area) using one preliminary experiment. A previously developed nonlinear mixed effect model was used to specify the prior information about a new analyte with known physicochemical properties. Further, the prior (no preliminary data) and posterior predictive distribution (prior + one experiment) were determined sequentially to search towards the desired separation. The following isocratic high-performance reversed-phase liquid chromatographic conditions were sought: (1) retention time of a single analyte within the range of 4-6 min and (2) baseline separation of two analytes with retention times within the range of 4-10 min. The empirical posterior Bayesian distribution of parameters was estimated using the "slice sampling" Markov Chain Monte Carlo (MCMC) algorithm implemented in Matlab. The simulations with artificial analytes and experimental data of ketoprofen and papaverine were used to test the proposed methodology. The simulation experiment showed that for a single and two randomly selected analytes, there is 97% and 74% probability of obtaining a successful chromatogram using none or one preliminary experiment. The desired separation for ketoprofen and papaverine was established based on a single experiment. It was confirmed that the search for a desired separation rarely requires a large number of chromatographic analyses at least for a simple optimization problem. The proposed Bayesian-based optimization scheme is a powerful method of finding a desired chromatographic separation based on a small number of preliminary experiments.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

DOE PAGES

Wang, Hongrui; Wang, Cheng; Wang, Ying; ...

2017-04-05

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less

Natural frequencies improve Bayesian reasoning in simple and complex inference tasks

PubMed Central

Hoffrage, Ulrich; Krauss, Stefan; Martignon, Laura; Gigerenzer, Gerd

2015-01-01

Representing statistical information in terms of natural frequencies rather than probabilities improves performance in Bayesian inference tasks. This beneficial effect of natural frequencies has been demonstrated in a variety of applied domains such as medicine, law, and education. Yet all the research and applications so far have been limited to situations where one dichotomous cue is used to infer which of two hypotheses is true. Real-life applications, however, often involve situations where cues (e.g., medical tests) have more than one value, where more than two hypotheses (e.g., diseases) are considered, or where more than one cue is available. In Study 1, we show that natural frequencies, compared to information stated in terms of probabilities, consistently increase the proportion of Bayesian inferences made by medical students in four conditions—three cue values, three hypotheses, two cues, or three cues—by an average of 37 percentage points. In Study 2, we show that teaching natural frequencies for simple tasks with one dichotomous cue and two hypotheses leads to a transfer of learning to complex tasks with three cue values and two cues, with a proportion of 40 and 81% correct inferences, respectively. Thus, natural frequencies facilitate Bayesian reasoning in a much broader class of situations than previously thought. PMID:26528197

Model averaging, optimal inference, and habit formation

PubMed Central

FitzGerald, Thomas H. B.; Dolan, Raymond J.; Friston, Karl J.

2014-01-01

Postulating that the brain performs approximate Bayesian inference generates principled and empirically testable models of neuronal function—the subject of much current interest in neuroscience and related disciplines. Current formulations address inference and learning under some assumed and particular model. In reality, organisms are often faced with an additional challenge—that of determining which model or models of their environment are the best for guiding behavior. Bayesian model averaging—which says that an agent should weight the predictions of different models according to their evidence—provides a principled way to solve this problem. Importantly, because model evidence is determined by both the accuracy and complexity of the model, optimal inference requires that these be traded off against one another. This means an agent's behavior should show an equivalent balance. We hypothesize that Bayesian model averaging plays an important role in cognition, given that it is both optimal and realizable within a plausible neuronal architecture. We outline model averaging and how it might be implemented, and then explore a number of implications for brain and behavior. In particular, we propose that model averaging can explain a number of apparently suboptimal phenomena within the framework of approximate (bounded) Bayesian inference, focusing particularly upon the relationship between goal-directed and habitual behavior. PMID:25018724

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, B.J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.

Approximate Bayesian Computation Using Markov Chain Monte Carlo Simulation: Theory, Concepts, and Applications

NASA Astrophysics Data System (ADS)

Sadegh, M.; Vrugt, J. A.

2013-12-01

The ever increasing pace of computational power, along with continued advances in measurement technologies and improvements in process understanding has stimulated the development of increasingly complex hydrologic models that simulate soil moisture flow, groundwater recharge, surface runoff, root water uptake, and river discharge at increasingly finer spatial and temporal scales. Reconciling these system models with field and remote sensing data is a difficult task, particularly because average measures of model/data similarity inherently lack the power to provide a meaningful comparative evaluation of the consistency in model form and function. The very construction of the likelihood function - as a summary variable of the (usually averaged) properties of the error residuals - dilutes and mixes the available information into an index having little remaining correspondence to specific behaviors of the system (Gupta et al., 2008). The quest for a more powerful method for model evaluation has inspired Vrugt and Sadegh [2013] to introduce "likelihood-free" inference as vehicle for diagnostic model evaluation. This class of methods is also referred to as Approximate Bayesian Computation (ABC) and relaxes the need for an explicit likelihood function in favor of one or multiple different summary statistics rooted in hydrologic theory that together have a much stronger and compelling diagnostic power than some aggregated measure of the size of the error residuals. Here, we will introduce an efficient ABC sampling method that is orders of magnitude faster in exploring the posterior parameter distribution than commonly used rejection and Population Monte Carlo (PMC) samplers. Our methodology uses Markov Chain Monte Carlo simulation with DREAM, and takes advantage of a simple computational trick to resolve discontinuity problems with the application of set-theoretic summary statistics. We will also demonstrate a set of summary statistics that are rather insensitive to errors in the forcing data. This enhances prospects of detecting model structural deficiencies.

A Stochastic Polygons Model for Glandular Structures in Colon Histology Images.

PubMed

Sirinukunwattana, Korsuk; Snead, David R J; Rajpoot, Nasir M

2015-11-01

In this paper, we present a stochastic model for glandular structures in histology images of tissue slides stained with Hematoxylin and Eosin, choosing colon tissue as an example. The proposed Random Polygons Model (RPM) treats each glandular structure in an image as a polygon made of a random number of vertices, where the vertices represent approximate locations of epithelial nuclei. We formulate the RPM as a Bayesian inference problem by defining a prior for spatial connectivity and arrangement of neighboring epithelial nuclei and a likelihood for the presence of a glandular structure. The inference is made via a Reversible-Jump Markov chain Monte Carlo simulation. To the best of our knowledge, all existing published algorithms for gland segmentation are designed to mainly work on healthy samples, adenomas, and low grade adenocarcinomas. One of them has been demonstrated to work on intermediate grade adenocarcinomas at its best. Our experimental results show that the RPM yields favorable results, both quantitatively and qualitatively, for extraction of glandular structures in histology images of normal human colon tissues as well as benign and cancerous tissues, excluding undifferentiated carcinomas.

Synthetic observations of protostellar multiple systems

NASA Astrophysics Data System (ADS)

Lomax, O.; Whitworth, A. P.

2018-04-01

Observations of protostars are often compared with synthetic observations of models in order to infer the underlying physical properties of the protostars. The majority of these models have a single protostar, attended by a disc and an envelope. However, observational and numerical evidence suggests that a large fraction of protostars form as multiple systems. This means that fitting models of single protostars to observations may be inappropriate. We produce synthetic observations of protostellar multiple systems undergoing realistic, non-continuous accretion. These systems consist of multiple protostars with episodic luminosities, embedded self-consistently in discs and envelopes. We model the gas dynamics of these systems using smoothed particle hydrodynamics and we generate synthetic observations by post-processing the snapshots using the SPAMCART Monte Carlo radiative transfer code. We present simulation results of three model protostellar multiple systems. For each of these, we generate 4 × 104 synthetic spectra at different points in time and from different viewing angles. We propose a Bayesian method, using similar calculations to those presented here, but in greater numbers, to infer the physical properties of protostellar multiple systems from observations.

Estimating mutation parameters, population history and genealogy simultaneously from temporally spaced sequence data.

PubMed Central

Drummond, Alexei J; Nicholls, Geoff K; Rodrigo, Allen G; Solomon, Wiremu

2002-01-01

Molecular sequences obtained at different sampling times from populations of rapidly evolving pathogens and from ancient subfossil and fossil sources are increasingly available with modern sequencing technology. Here, we present a Bayesian statistical inference approach to the joint estimation of mutation rate and population size that incorporates the uncertainty in the genealogy of such temporally spaced sequences by using Markov chain Monte Carlo (MCMC) integration. The Kingman coalescent model is used to describe the time structure of the ancestral tree. We recover information about the unknown true ancestral coalescent tree, population size, and the overall mutation rate from temporally spaced data, that is, from nucleotide sequences gathered at different times, from different individuals, in an evolving haploid population. We briefly discuss the methodological implications and show what can be inferred, in various practically relevant states of prior knowledge. We develop extensions for exponentially growing population size and joint estimation of substitution model parameters. We illustrate some of the important features of this approach on a genealogy of HIV-1 envelope (env) partial sequences. PMID:12136032

Estimating mutation parameters, population history and genealogy simultaneously from temporally spaced sequence data.

PubMed

Drummond, Alexei J; Nicholls, Geoff K; Rodrigo, Allen G; Solomon, Wiremu

2002-07-01

Molecular sequences obtained at different sampling times from populations of rapidly evolving pathogens and from ancient subfossil and fossil sources are increasingly available with modern sequencing technology. Here, we present a Bayesian statistical inference approach to the joint estimation of mutation rate and population size that incorporates the uncertainty in the genealogy of such temporally spaced sequences by using Markov chain Monte Carlo (MCMC) integration. The Kingman coalescent model is used to describe the time structure of the ancestral tree. We recover information about the unknown true ancestral coalescent tree, population size, and the overall mutation rate from temporally spaced data, that is, from nucleotide sequences gathered at different times, from different individuals, in an evolving haploid population. We briefly discuss the methodological implications and show what can be inferred, in various practically relevant states of prior knowledge. We develop extensions for exponentially growing population size and joint estimation of substitution model parameters. We illustrate some of the important features of this approach on a genealogy of HIV-1 envelope (env) partial sequences.

Stan: A Probabilistic Programming Language for Bayesian Inference and Optimization

ERIC Educational Resources Information Center

Gelman, Andrew; Lee, Daniel; Guo, Jiqiang

2015-01-01

Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia and has great promise for fitting large and complex statistical models in many areas of application. We discuss Stan from users' and developers'…

The researcher and the consultant: from testing to probability statements.

PubMed

Hamra, Ghassan B; Stang, Andreas; Poole, Charles

2015-09-01

In the first instalment of this series, Stang and Poole provided an overview of Fisher significance testing (ST), Neyman-Pearson null hypothesis testing (NHT), and their unfortunate and unintended offspring, null hypothesis significance testing. In addition to elucidating the distinction between the first two and the evolution of the third, the authors alluded to alternative models of statistical inference; namely, Bayesian statistics. Bayesian inference has experienced a revival in recent decades, with many researchers advocating for its use as both a complement and an alternative to NHT and ST. This article will continue in the direction of the first instalment, providing practicing researchers with an introduction to Bayesian inference. Our work will draw on the examples and discussion of the previous dialogue.

Nonadditive entropy maximization is inconsistent with Bayesian updating

NASA Astrophysics Data System (ADS)

Pressé, Steve

2014-11-01

The maximum entropy method—used to infer probabilistic models from data—is a special case of Bayes's model inference prescription which, in turn, is grounded in basic propositional logic. By contrast to the maximum entropy method, the compatibility of nonadditive entropy maximization with Bayes's model inference prescription has never been established. Here we demonstrate that nonadditive entropy maximization is incompatible with Bayesian updating and discuss the immediate implications of this finding. We focus our attention on special cases as illustrations.

Nonadditive entropy maximization is inconsistent with Bayesian updating.

PubMed

Pressé, Steve

2014-11-01

The maximum entropy method-used to infer probabilistic models from data-is a special case of Bayes's model inference prescription which, in turn, is grounded in basic propositional logic. By contrast to the maximum entropy method, the compatibility of nonadditive entropy maximization with Bayes's model inference prescription has never been established. Here we demonstrate that nonadditive entropy maximization is incompatible with Bayesian updating and discuss the immediate implications of this finding. We focus our attention on special cases as illustrations.

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 menu-driven software package of Bayesian nonparametric (and parametric) mixed models for regression analysis and density estimation.

PubMed

Karabatsos, George

2017-02-01

Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected functionals and values of covariates. The software is illustrated through the BNP regression analysis of real data.

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

PubMed Central

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

2016-01-01

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

Philosophy and the practice of Bayesian statistics

PubMed Central

Gelman, Andrew; Shalizi, Cosma Rohilla

2015-01-01

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework. PMID:22364575

Philosophy and the practice of Bayesian statistics.

PubMed

Gelman, Andrew; Shalizi, Cosma Rohilla

2013-02-01

A substantial school in the philosophy of science identifies Bayesian inference with inductive inference and even rationality as such, and seems to be strengthened by the rise and practical success of Bayesian statistics. We argue that the most successful forms of Bayesian statistics do not actually support that particular philosophy but rather accord much better with sophisticated forms of hypothetico-deductivism. We examine the actual role played by prior distributions in Bayesian models, and the crucial aspects of model checking and model revision, which fall outside the scope of Bayesian confirmation theory. We draw on the literature on the consistency of Bayesian updating and also on our experience of applied work in social science. Clarity about these matters should benefit not just philosophy of science, but also statistical practice. At best, the inductivist view has encouraged researchers to fit and compare models without checking them; at worst, theorists have actively discouraged practitioners from performing model checking because it does not fit into their framework. © 2012 The British Psychological Society.

Bayesian Inference in the Modern Design of Experiments

NASA Technical Reports Server (NTRS)

DeLoach, Richard

2008-01-01

This paper provides an elementary tutorial overview of Bayesian inference and its potential for application in aerospace experimentation in general and wind tunnel testing in particular. Bayes Theorem is reviewed and examples are provided to illustrate how it can be applied to objectively revise prior knowledge by incorporating insights subsequently obtained from additional observations, resulting in new (posterior) knowledge that combines information from both sources. A logical merger of Bayesian methods and certain aspects of Response Surface Modeling is explored. Specific applications to wind tunnel testing, computational code validation, and instrumentation calibration are discussed.

Bayesian Networks Improve Causal Environmental Assessments for Evidence-Based Policy.

PubMed

Carriger, John F; Barron, Mace G; Newman, Michael C

2016-12-20

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on valued ecological resources. These aspects are demonstrated through hypothetical problem scenarios that explore some major benefits of using Bayesian networks for reasoning and making inferences in evidence-based policy.

Exploring complex dynamics in multi agent-based intelligent systems: Theoretical and experimental approaches using the Multi Agent-based Behavioral Economic Landscape (MABEL) model

NASA Astrophysics Data System (ADS)

Alexandridis, Konstantinos T.

This dissertation adopts a holistic and detailed approach to modeling spatially explicit agent-based artificial intelligent systems, using the Multi Agent-based Behavioral Economic Landscape (MABEL) model. The research questions that addresses stem from the need to understand and analyze the real-world patterns and dynamics of land use change from a coupled human-environmental systems perspective. Describes the systemic, mathematical, statistical, socio-economic and spatial dynamics of the MABEL modeling framework, and provides a wide array of cross-disciplinary modeling applications within the research, decision-making and policy domains. Establishes the symbolic properties of the MABEL model as a Markov decision process, analyzes the decision-theoretic utility and optimization attributes of agents towards comprising statistically and spatially optimal policies and actions, and explores the probabilogic character of the agents' decision-making and inference mechanisms via the use of Bayesian belief and decision networks. Develops and describes a Monte Carlo methodology for experimental replications of agent's decisions regarding complex spatial parcel acquisition and learning. Recognizes the gap on spatially-explicit accuracy assessment techniques for complex spatial models, and proposes an ensemble of statistical tools designed to address this problem. Advanced information assessment techniques such as the Receiver-Operator Characteristic curve, the impurity entropy and Gini functions, and the Bayesian classification functions are proposed. The theoretical foundation for modular Bayesian inference in spatially-explicit multi-agent artificial intelligent systems, and the ensembles of cognitive and scenario assessment modular tools build for the MABEL model are provided. Emphasizes the modularity and robustness as valuable qualitative modeling attributes, and examines the role of robust intelligent modeling as a tool for improving policy-decisions related to land use change. Finally, the major contributions to the science are presented along with valuable directions for future research.

Constraining mass anomalies in the interior of spherical bodies using Trans-dimensional Bayesian Hierarchical inference.

NASA Astrophysics Data System (ADS)

Izquierdo, K.; Lekic, V.; Montesi, L.

2017-12-01

Gravity inversions are especially important for planetary applications since measurements of the variations in gravitational acceleration are often the only constraint available to map out lateral density variations in the interiors of planets and other Solar system objects. Currently, global gravity data is available for the terrestrial planets and the Moon. Although several methods for inverting these data have been developed and applied, the non-uniqueness of global density models that fit the data has not yet been fully characterized. We make use of Bayesian inference and a Reversible Jump Markov Chain Monte Carlo (RJMCMC) approach to develop a Trans-dimensional Hierarchical Bayesian (THB) inversion algorithm that yields a large sample of models that fit a gravity field. From this group of models, we can determine the most likely value of parameters of a global density model and a measure of the non-uniqueness of each parameter when the number of anomalies describing the gravity field is not fixed a priori. We explore the use of a parallel tempering algorithm and fast multipole method to reduce the number of iterations and computing time needed. We applied this method to a synthetic gravity field of the Moon and a long wavelength synthetic model of density anomalies in the Earth's lower mantle. We obtained a good match between the given gravity field and the gravity field produced by the most likely model in each inversion. The number of anomalies of the models showed parsimony of the algorithm, the value of the noise variance of the input data was retrieved, and the non-uniqueness of the models was quantified. Our results show that the ability to constrain the latitude and longitude of density anomalies, which is excellent at shallow locations (<200 km), decreases with increasing depth. With higher computational resources, this THB method for gravity inversion could give new information about the overall density distribution of celestial bodies even when there is no other geophysical data available.

Understanding Past Population Dynamics: Bayesian Coalescent-Based Modeling with Covariates

PubMed Central

Gill, Mandev S.; Lemey, Philippe; Bennett, Shannon N.; Biek, Roman; Suchard, Marc A.

2016-01-01

Effective population size characterizes the genetic variability in a population and is a parameter of paramount importance in population genetics and evolutionary biology. Kingman’s coalescent process enables inference of past population dynamics directly from molecular sequence data, and researchers have developed a number of flexible coalescent-based models for Bayesian nonparametric estimation of the effective population size as a function of time. Major goals of demographic reconstruction include identifying driving factors of effective population size, and understanding the association between the effective population size and such factors. Building upon Bayesian nonparametric coalescent-based approaches, we introduce a flexible framework that incorporates time-varying covariates that exploit Gaussian Markov random fields to achieve temporal smoothing of effective population size trajectories. To approximate the posterior distribution, we adapt efficient Markov chain Monte Carlo algorithms designed for highly structured Gaussian models. Incorporating covariates into the demographic inference framework enables the modeling of associations between the effective population size and covariates while accounting for uncertainty in population histories. Furthermore, it can lead to more precise estimates of population dynamics. We apply our model to four examples. We reconstruct the demographic history of raccoon rabies in North America and find a significant association with the spatiotemporal spread of the outbreak. Next, we examine the effective population size trajectory of the DENV-4 virus in Puerto Rico along with viral isolate count data and find similar cyclic patterns. We compare the population history of the HIV-1 CRF02_AG clade in Cameroon with HIV incidence and prevalence data and find that the effective population size is more reflective of incidence rate. Finally, we explore the hypothesis that the population dynamics of musk ox during the Late Quaternary period were related to climate change. [Coalescent; effective population size; Gaussian Markov random fields; phylodynamics; phylogenetics; population genetics. PMID:27368344

A Hierarchical Multivariate Bayesian Approach to Ensemble Model output Statistics in Atmospheric Prediction

DTIC Science & Technology

2017-09-01

efficacy of statistical post-processing methods downstream of these dynamical model components with a hierarchical multivariate Bayesian approach to...Bayesian hierarchical modeling, Markov chain Monte Carlo methods , Metropolis algorithm, machine learning, atmospheric prediction 15. NUMBER OF PAGES...scale processes. However, this dissertation explores the efficacy of statistical post-processing methods downstream of these dynamical model components

A Bayesian Approach to Person Fit Analysis in Item Response Theory Models. Research Report.

ERIC Educational Resources Information Center

Glas, Cees A. W.; Meijer, Rob R.

A Bayesian approach to the evaluation of person fit in item response theory (IRT) models is presented. In a posterior predictive check, the observed value on a discrepancy variable is positioned in its posterior distribution. In a Bayesian framework, a Markov Chain Monte Carlo procedure can be used to generate samples of the posterior distribution…

A Simulation Study Comparison of Bayesian Estimation with Conventional Methods for Estimating Unknown Change Points

ERIC Educational Resources Information Center

Wang, Lijuan; McArdle, John J.

2008-01-01

The main purpose of this research is to evaluate the performance of a Bayesian approach for estimating unknown change points using Monte Carlo simulations. The univariate and bivariate unknown change point mixed models were presented and the basic idea of the Bayesian approach for estimating the models was discussed. The performance of Bayesian…

A comment on priors for Bayesian occupancy models.

PubMed

Northrup, Joseph M; Gerber, Brian D

2018-01-01

Understanding patterns of species occurrence and the processes underlying these patterns is fundamental to the study of ecology. One of the more commonly used approaches to investigate species occurrence patterns is occupancy modeling, which can account for imperfect detection of a species during surveys. In recent years, there has been a proliferation of Bayesian modeling in ecology, which includes fitting Bayesian occupancy models. The Bayesian framework is appealing to ecologists for many reasons, including the ability to incorporate prior information through the specification of prior distributions on parameters. While ecologists almost exclusively intend to choose priors so that they are "uninformative" or "vague", such priors can easily be unintentionally highly informative. Here we report on how the specification of a "vague" normally distributed (i.e., Gaussian) prior on coefficients in Bayesian occupancy models can unintentionally influence parameter estimation. Using both simulated data and empirical examples, we illustrate how this issue likely compromises inference about species-habitat relationships. While the extent to which these informative priors influence inference depends on the data set, researchers fitting Bayesian occupancy models should conduct sensitivity analyses to ensure intended inference, or employ less commonly used priors that are less informative (e.g., logistic or t prior distributions). We provide suggestions for addressing this issue in occupancy studies, and an online tool for exploring this issue under different contexts.

Perception as Evidence Accumulation and Bayesian Inference: Insights from Masked Priming

ERIC Educational Resources Information Center

Norris, Dennis; Kinoshita, Sachiko

2008-01-01

The authors argue that perception is Bayesian inference based on accumulation of noisy evidence and that, in masked priming, the perceptual system is tricked into treating the prime and the target as a single object. Of the 2 algorithms considered for formalizing how the evidence sampled from a prime and target is combined, only 1 was shown to be…

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.

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.

Structural and parameteric uncertainty quantification in cloud microphysics parameterization schemes

NASA Astrophysics Data System (ADS)

van Lier-Walqui, M.; Morrison, H.; Kumjian, M. R.; Prat, O. P.; Martinkus, C.

2017-12-01

Atmospheric model parameterization schemes employ approximations to represent the effects of unresolved processes. These approximations are a source of error in forecasts, caused in part by considerable uncertainty about the optimal value of parameters within each scheme -- parameteric uncertainty. Furthermore, there is uncertainty regarding the best choice of the overarching structure of the parameterization scheme -- structrual uncertainty. Parameter estimation can constrain the first, but may struggle with the second because structural choices are typically discrete. We address this problem in the context of cloud microphysics parameterization schemes by creating a flexible framework wherein structural and parametric uncertainties can be simultaneously constrained. Our scheme makes no assuptions about drop size distribution shape or the functional form of parametrized process rate terms. Instead, these uncertainties are constrained by observations using a Markov Chain Monte Carlo sampler within a Bayesian inference framework. Our scheme, the Bayesian Observationally-constrained Statistical-physical Scheme (BOSS), has flexibility to predict various sets of prognostic drop size distribution moments as well as varying complexity of process rate formulations. We compare idealized probabilistic forecasts from versions of BOSS with varying levels of structural complexity. This work has applications in ensemble forecasts with model physics uncertainty, data assimilation, and cloud microphysics process studies.

Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds.

PubMed

Cruz-Marcelo, Alejandro; Ensor, Katherine B; Rosner, Gary L

2011-06-01

The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a model that jointly estimates term structures by means of a Bayesian hierarchical model with a prior probability model based on Dirichlet process mixtures. The modeling methodology borrows strength across term structures for purposes of estimation. The main advantage of our framework is its ability to produce reliable estimators at the company level even when there are only a few bonds per company. After describing the proposed model, we discuss an empirical application in which the term structure of 197 individual companies is estimated. The sample of 197 consists of 143 companies with only one or two bonds. In-sample and out-of-sample tests are used to quantify the improvement in accuracy that results from approximating the term structure of corporate bonds with estimators by company rather than by credit rating, the latter being a popular choice in the financial literature. A complete description of a Markov chain Monte Carlo (MCMC) scheme for the proposed model is available as Supplementary Material.

Estimating the Term Structure With a Semiparametric Bayesian Hierarchical Model: An Application to Corporate Bonds1

PubMed Central

Cruz-Marcelo, Alejandro; Ensor, Katherine B.; Rosner, Gary L.

2011-01-01

The term structure of interest rates is used to price defaultable bonds and credit derivatives, as well as to infer the quality of bonds for risk management purposes. We introduce a model that jointly estimates term structures by means of a Bayesian hierarchical model with a prior probability model based on Dirichlet process mixtures. The modeling methodology borrows strength across term structures for purposes of estimation. The main advantage of our framework is its ability to produce reliable estimators at the company level even when there are only a few bonds per company. After describing the proposed model, we discuss an empirical application in which the term structure of 197 individual companies is estimated. The sample of 197 consists of 143 companies with only one or two bonds. In-sample and out-of-sample tests are used to quantify the improvement in accuracy that results from approximating the term structure of corporate bonds with estimators by company rather than by credit rating, the latter being a popular choice in the financial literature. A complete description of a Markov chain Monte Carlo (MCMC) scheme for the proposed model is available as Supplementary Material. PMID:21765566

Triadic split-merge sampler

NASA Astrophysics Data System (ADS)

van Rossum, Anne C.; Lin, Hai Xiang; Dubbeldam, Johan; van der Herik, H. Jaap

2018-04-01

In machine vision typical heuristic methods to extract parameterized objects out of raw data points are the Hough transform and RANSAC. Bayesian models carry the promise to optimally extract such parameterized objects given a correct definition of the model and the type of noise at hand. A category of solvers for Bayesian models are Markov chain Monte Carlo methods. Naive implementations of MCMC methods suffer from slow convergence in machine vision due to the complexity of the parameter space. Towards this blocked Gibbs and split-merge samplers have been developed that assign multiple data points to clusters at once. In this paper we introduce a new split-merge sampler, the triadic split-merge sampler, that perform steps between two and three randomly chosen clusters. This has two advantages. First, it reduces the asymmetry between the split and merge steps. Second, it is able to propose a new cluster that is composed out of data points from two different clusters. Both advantages speed up convergence which we demonstrate on a line extraction problem. We show that the triadic split-merge sampler outperforms the conventional split-merge sampler. Although this new MCMC sampler is demonstrated in this machine vision context, its application extend to the very general domain of statistical inference.

Inferring metabolic networks using the Bayesian adaptive graphical lasso with informative priors.

PubMed

Peterson, Christine; Vannucci, Marina; Karakas, Cemal; Choi, William; Ma, Lihua; Maletić-Savatić, Mirjana

2013-10-01

Metabolic processes are essential for cellular function and survival. We are interested in inferring a metabolic network in activated microglia, a major neuroimmune cell in the brain responsible for the neuroinflammation associated with neurological diseases, based on a set of quantified metabolites. To achieve this, we apply the Bayesian adaptive graphical lasso with informative priors that incorporate known relationships between covariates. To encourage sparsity, the Bayesian graphical lasso places double exponential priors on the off-diagonal entries of the precision matrix. The Bayesian adaptive graphical lasso allows each double exponential prior to have a unique shrinkage parameter. These shrinkage parameters share a common gamma hyperprior. We extend this model to create an informative prior structure by formulating tailored hyperpriors on the shrinkage parameters. By choosing parameter values for each hyperprior that shift probability mass toward zero for nodes that are close together in a reference network, we encourage edges between covariates with known relationships. This approach can improve the reliability of network inference when the sample size is small relative to the number of parameters to be estimated. When applied to the data on activated microglia, the inferred network includes both known relationships and associations of potential interest for further investigation.

Inferring metabolic networks using the Bayesian adaptive graphical lasso with informative priors

PubMed Central

PETERSON, CHRISTINE; VANNUCCI, MARINA; KARAKAS, CEMAL; CHOI, WILLIAM; MA, LIHUA; MALETIĆ-SAVATIĆ, MIRJANA

2014-01-01

Metabolic processes are essential for cellular function and survival. We are interested in inferring a metabolic network in activated microglia, a major neuroimmune cell in the brain responsible for the neuroinflammation associated with neurological diseases, based on a set of quantified metabolites. To achieve this, we apply the Bayesian adaptive graphical lasso with informative priors that incorporate known relationships between covariates. To encourage sparsity, the Bayesian graphical lasso places double exponential priors on the off-diagonal entries of the precision matrix. The Bayesian adaptive graphical lasso allows each double exponential prior to have a unique shrinkage parameter. These shrinkage parameters share a common gamma hyperprior. We extend this model to create an informative prior structure by formulating tailored hyperpriors on the shrinkage parameters. By choosing parameter values for each hyperprior that shift probability mass toward zero for nodes that are close together in a reference network, we encourage edges between covariates with known relationships. This approach can improve the reliability of network inference when the sample size is small relative to the number of parameters to be estimated. When applied to the data on activated microglia, the inferred network includes both known relationships and associations of potential interest for further investigation. PMID:24533172

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.

Inferring Phylogenetic Networks Using PhyloNet.

PubMed

Wen, Dingqiao; Yu, Yun; Zhu, Jiafan; Nakhleh, Luay

2018-07-01

PhyloNet was released in 2008 as a software package for representing and analyzing phylogenetic networks. At the time of its release, the main functionalities in PhyloNet consisted of measures for comparing network topologies and a single heuristic for reconciling gene trees with a species tree. Since then, PhyloNet has grown significantly. The software package now includes a wide array of methods for inferring phylogenetic networks from data sets of unlinked loci while accounting for both reticulation (e.g., hybridization) and incomplete lineage sorting. In particular, PhyloNet now allows for maximum parsimony, maximum likelihood, and Bayesian inference of phylogenetic networks from gene tree estimates. Furthermore, Bayesian inference directly from sequence data (sequence alignments or biallelic markers) is implemented. Maximum parsimony is based on an extension of the "minimizing deep coalescences" criterion to phylogenetic networks, whereas maximum likelihood and Bayesian inference are based on the multispecies network coalescent. All methods allow for multiple individuals per species. As computing the likelihood of a phylogenetic network is computationally hard, PhyloNet allows for evaluation and inference of networks using a pseudolikelihood measure. PhyloNet summarizes the results of the various analyzes and generates phylogenetic networks in the extended Newick format that is readily viewable by existing visualization software.

Learning an Eddy Viscosity Model Using Shrinkage and Bayesian Calibration: A Jet-in-Crossflow Case Study

DOE PAGES

Ray, Jaideep; Lefantzi, Sophia; Arunajatesan, Srinivasan; ...

2017-09-07

In this paper, we demonstrate a statistical procedure for learning a high-order eddy viscosity model (EVM) from experimental data and using it to improve the predictive skill of a Reynolds-averaged Navier–Stokes (RANS) simulator. The method is tested in a three-dimensional (3D), transonic jet-in-crossflow (JIC) configuration. The process starts with a cubic eddy viscosity model (CEVM) developed for incompressible flows. It is fitted to limited experimental JIC data using shrinkage regression. The shrinkage process removes all the terms from the model, except an intercept, a linear term, and a quadratic one involving the square of the vorticity. The shrunk eddy viscositymore » model is implemented in an RANS simulator and calibrated, using vorticity measurements, to infer three parameters. The calibration is Bayesian and is solved using a Markov chain Monte Carlo (MCMC) method. A 3D probability density distribution for the inferred parameters is constructed, thus quantifying the uncertainty in the estimate. The phenomenal cost of using a 3D flow simulator inside an MCMC loop is mitigated by using surrogate models (“curve-fits”). A support vector machine classifier (SVMC) is used to impose our prior belief regarding parameter values, specifically to exclude nonphysical parameter combinations. The calibrated model is compared, in terms of its predictive skill, to simulations using uncalibrated linear and CEVMs. Finally, we find that the calibrated model, with one quadratic term, is more accurate than the uncalibrated simulator. The model is also checked at a flow condition at which the model was not calibrated.« less

Learning an Eddy Viscosity Model Using Shrinkage and Bayesian Calibration: A Jet-in-Crossflow Case Study

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

Ray, Jaideep; Lefantzi, Sophia; Arunajatesan, Srinivasan

In this paper, we demonstrate a statistical procedure for learning a high-order eddy viscosity model (EVM) from experimental data and using it to improve the predictive skill of a Reynolds-averaged Navier–Stokes (RANS) simulator. The method is tested in a three-dimensional (3D), transonic jet-in-crossflow (JIC) configuration. The process starts with a cubic eddy viscosity model (CEVM) developed for incompressible flows. It is fitted to limited experimental JIC data using shrinkage regression. The shrinkage process removes all the terms from the model, except an intercept, a linear term, and a quadratic one involving the square of the vorticity. The shrunk eddy viscositymore » model is implemented in an RANS simulator and calibrated, using vorticity measurements, to infer three parameters. The calibration is Bayesian and is solved using a Markov chain Monte Carlo (MCMC) method. A 3D probability density distribution for the inferred parameters is constructed, thus quantifying the uncertainty in the estimate. The phenomenal cost of using a 3D flow simulator inside an MCMC loop is mitigated by using surrogate models (“curve-fits”). A support vector machine classifier (SVMC) is used to impose our prior belief regarding parameter values, specifically to exclude nonphysical parameter combinations. The calibrated model is compared, in terms of its predictive skill, to simulations using uncalibrated linear and CEVMs. Finally, we find that the calibrated model, with one quadratic term, is more accurate than the uncalibrated simulator. The model is also checked at a flow condition at which the model was not calibrated.« less

UNSUPERVISED TRANSIENT LIGHT CURVE ANALYSIS VIA HIERARCHICAL BAYESIAN INFERENCE

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

Sanders, N. E.; Soderberg, A. M.; Betancourt, M., E-mail: nsanders@cfa.harvard.edu

2015-02-10

Historically, light curve studies of supernovae (SNe) and other transient classes have focused on individual objects with copious and high signal-to-noise observations. In the nascent era of wide field transient searches, objects with detailed observations are decreasing as a fraction of the overall known SN population, and this strategy sacrifices the majority of the information contained in the data about the underlying population of transients. A population level modeling approach, simultaneously fitting all available observations of objects in a transient sub-class of interest, fully mines the data to infer the properties of the population and avoids certain systematic biases. Wemore » present a novel hierarchical Bayesian statistical model for population level modeling of transient light curves, and discuss its implementation using an efficient Hamiltonian Monte Carlo technique. As a test case, we apply this model to the Type IIP SN sample from the Pan-STARRS1 Medium Deep Survey, consisting of 18,837 photometric observations of 76 SNe, corresponding to a joint posterior distribution with 9176 parameters under our model. Our hierarchical model fits provide improved constraints on light curve parameters relevant to the physical properties of their progenitor stars relative to modeling individual light curves alone. Moreover, we directly evaluate the probability for occurrence rates of unseen light curve characteristics from the model hyperparameters, addressing observational biases in survey methodology. We view this modeling framework as an unsupervised machine learning technique with the ability to maximize scientific returns from data to be collected by future wide field transient searches like LSST.« less

A methodology to determine boundary conditions from forced convection experiments using liquid crystal thermography

NASA Astrophysics Data System (ADS)

Jakkareddy, Pradeep S.; Balaji, C.

2017-02-01

This paper reports the results of an experimental study to estimate the heat flux and convective heat transfer coefficient using liquid crystal thermography and Bayesian inference in a heat generating sphere, enclosed in a cubical Teflon block. The geometry considered for the experiments comprises a heater inserted in a hollow hemispherical aluminium ball, resulting in a volumetric heat generation source that is placed at the center of the Teflon block. Calibrated thermochromic liquid crystal sheets are used to capture the temperature distribution at the front face of the Teflon block. The forward model is the three dimensional conduction equation which is solved within the Teflon block to obtain steady state temperatures, using COMSOL. Match up experiments are carried out for various velocities by minimizing the residual between TLC and simulated temperatures for every assumed loss coefficient, to obtain a correlation of average Nusselt number against Reynolds number. This is used for prescribing the boundary condition for the solution to the forward model. A surrogate model obtained by artificial neural network built upon the data from COMSOL simulations is used to drive a Markov Chain Monte Carlo based Metropolis Hastings algorithm to generate the samples. Bayesian inference is adopted to solve the inverse problem for determination of heat flux and heat transfer coefficient from the measured temperature field. Point estimates of the posterior like the mean, maximum a posteriori and standard deviation of the retrieved heat flux and convective heat transfer coefficient are reported. Additionally the effect of number of samples on the performance of the estimation process has been investigated.

Development of reversible jump Markov Chain Monte Carlo algorithm in the Bayesian mixture modeling for microarray data in Indonesia

NASA Astrophysics Data System (ADS)

Astuti, Ani Budi; Iriawan, Nur; Irhamah, Kuswanto, Heri

2017-12-01

In the Bayesian mixture modeling requires stages the identification number of the most appropriate mixture components thus obtained mixture models fit the data through data driven concept. Reversible Jump Markov Chain Monte Carlo (RJMCMC) is a combination of the reversible jump (RJ) concept and the Markov Chain Monte Carlo (MCMC) concept used by some researchers to solve the problem of identifying the number of mixture components which are not known with certainty number. In its application, RJMCMC using the concept of the birth/death and the split-merge with six types of movement, that are w updating, θ updating, z updating, hyperparameter β updating, split-merge for components and birth/death from blank components. The development of the RJMCMC algorithm needs to be done according to the observed case. The purpose of this study is to know the performance of RJMCMC algorithm development in identifying the number of mixture components which are not known with certainty number in the Bayesian mixture modeling for microarray data in Indonesia. The results of this study represent that the concept RJMCMC algorithm development able to properly identify the number of mixture components in the Bayesian normal mixture model wherein the component mixture in the case of microarray data in Indonesia is not known for certain number.

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

USGS Publications Warehouse

Barker, Richard J.; Link, William A.

2015-01-01

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

Bayesian power spectrum inference with foreground and target contamination treatment

NASA Astrophysics Data System (ADS)

Jasche, J.; Lavaux, G.

2017-10-01

This work presents a joint and self-consistent Bayesian treatment of various foreground and target contaminations when inferring cosmological power spectra and three-dimensional density fields from galaxy redshift surveys. This is achieved by introducing additional block-sampling procedures for unknown coefficients of foreground and target contamination templates to the previously presented ARES framework for Bayesian large-scale structure analyses. As a result, the method infers jointly and fully self-consistently three-dimensional density fields, cosmological power spectra, luminosity-dependent galaxy biases, noise levels of the respective galaxy distributions, and coefficients for a set of a priori specified foreground templates. In addition, this fully Bayesian approach permits detailed quantification of correlated uncertainties amongst all inferred quantities and correctly marginalizes over observational systematic effects. We demonstrate the validity and efficiency of our approach in obtaining unbiased estimates of power spectra via applications to realistic mock galaxy observations that are subject to stellar contamination and dust extinction. While simultaneously accounting for galaxy biases and unknown noise levels, our method reliably and robustly infers three-dimensional density fields and corresponding cosmological power spectra from deep galaxy surveys. Furthermore, our approach correctly accounts for joint and correlated uncertainties between unknown coefficients of foreground templates and the amplitudes of the power spectrum. This effect amounts to correlations and anti-correlations of up to 10 per cent across wide ranges in Fourier space.

Advances in Bayesian Modeling in Educational Research

ERIC Educational Resources Information Center

Levy, Roy

2016-01-01

In this article, I provide a conceptually oriented overview of Bayesian approaches to statistical inference and contrast them with frequentist approaches that currently dominate conventional practice in educational research. The features and advantages of Bayesian approaches are illustrated with examples spanning several statistical modeling…

EFFICIENT MODEL-FITTING AND MODEL-COMPARISON FOR HIGH-DIMENSIONAL BAYESIAN GEOSTATISTICAL MODELS. (R826887)

EPA Science Inventory

Geostatistical models are appropriate for spatially distributed data measured at irregularly spaced locations. We propose an efficient Markov chain Monte Carlo (MCMC) algorithm for fitting Bayesian geostatistical models with substantial numbers of unknown parameters to sizable...

Testing adaptive toolbox models: a Bayesian hierarchical approach.

PubMed

Scheibehenne, Benjamin; Rieskamp, Jörg; Wagenmakers, Eric-Jan

2013-01-01

Many theories of human cognition postulate that people are equipped with a repertoire of strategies to solve the tasks they face. This theoretical framework of a cognitive toolbox provides a plausible account of intra- and interindividual differences in human behavior. Unfortunately, it is often unclear how to rigorously test the toolbox framework. How can a toolbox model be quantitatively specified? How can the number of toolbox strategies be limited to prevent uncontrolled strategy sprawl? How can a toolbox model be formally tested against alternative theories? The authors show how these challenges can be met by using Bayesian inference techniques. By means of parameter recovery simulations and the analysis of empirical data across a variety of domains (i.e., judgment and decision making, children's cognitive development, function learning, and perceptual categorization), the authors illustrate how Bayesian inference techniques allow toolbox models to be quantitatively specified, strategy sprawl to be contained, and toolbox models to be rigorously tested against competing theories. The authors demonstrate that their approach applies at the individual level but can also be generalized to the group level with hierarchical Bayesian procedures. The suggested Bayesian inference techniques represent a theoretical and methodological advancement for toolbox theories of cognition and behavior.

Observation uncertainty in reversible Markov chains.

PubMed

Metzner, Philipp; Weber, Marcus; Schütte, Christof

2010-09-01

In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

Model selection and Bayesian inference for high-resolution seabed reflection inversion.

PubMed

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

2009-02-01

This paper applies Bayesian inference, including model selection and posterior parameter inference, to inversion of seabed reflection data to resolve sediment structure at a spatial scale below the pulse length of the acoustic source. A practical approach to model selection is used, employing the Bayesian information criterion to decide on the number of sediment layers needed to sufficiently fit the data while satisfying parsimony to avoid overparametrization. Posterior parameter inference is carried out using an efficient Metropolis-Hastings algorithm for high-dimensional models, and results are presented as marginal-probability depth distributions for sound velocity, density, and attenuation. The approach is applied to plane-wave reflection-coefficient inversion of single-bounce data collected on the Malta Plateau, Mediterranean Sea, which indicate complex fine structure close to the water-sediment interface. This fine structure is resolved in the geoacoustic inversion results in terms of four layers within the upper meter of sediments. The inversion results are in good agreement with parameter estimates from a gravity core taken at the experiment site.

Bayesian inference of interaction properties of noisy dynamical systems with time-varying coupling: capabilities and limitations

NASA Astrophysics Data System (ADS)

Wilting, Jens; Lehnertz, Klaus

2015-08-01

We investigate a recently published analysis framework based on Bayesian inference for the time-resolved characterization of interaction properties of noisy, coupled dynamical systems. It promises wide applicability and a better time resolution than well-established methods. At the example of representative model systems, we show that the analysis framework has the same weaknesses as previous methods, particularly when investigating interacting, structurally different non-linear oscillators. We also inspect the tracking of time-varying interaction properties and propose a further modification of the algorithm, which improves the reliability of obtained results. We exemplarily investigate the suitability of this algorithm to infer strength and direction of interactions between various regions of the human brain during an epileptic seizure. Within the limitations of the applicability of this analysis tool, we show that the modified algorithm indeed allows a better time resolution through Bayesian inference when compared to previous methods based on least square fits.

Comparing Families of Dynamic Causal Models

PubMed Central

Penny, Will D.; Stephan, Klaas E.; Daunizeau, Jean; Rosa, Maria J.; Friston, Karl J.; Schofield, Thomas M.; Leff, Alex P.

2010-01-01

Mathematical models of scientific data can be formally compared using Bayesian model evidence. Previous applications in the biological sciences have mainly focussed on model selection in which one first selects the model with the highest evidence and then makes inferences based on the parameters of that model. This “best model” approach is very useful but can become brittle if there are a large number of models to compare, and if different subjects use different models. To overcome this shortcoming we propose the combination of two further approaches: (i) family level inference and (ii) Bayesian model averaging within families. Family level inference removes uncertainty about aspects of model structure other than the characteristic of interest. For example: What are the inputs to the system? Is processing serial or parallel? Is it linear or nonlinear? Is it mediated by a single, crucial connection? We apply Bayesian model averaging within families to provide inferences about parameters that are independent of further assumptions about model structure. We illustrate the methods using Dynamic Causal Models of brain imaging data. PMID:20300649

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

PubMed

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

2016-03-01

This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level - e.g., dynamic causal models - and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

When mechanism matters: Bayesian forecasting using models of ecological diffusion

USGS Publications Warehouse

Hefley, Trevor J.; Hooten, Mevin B.; Russell, Robin E.; Walsh, Daniel P.; Powell, James A.

2017-01-01

Ecological diffusion is a theory that can be used to understand and forecast spatio-temporal processes such as dispersal, invasion, and the spread of disease. Hierarchical Bayesian modelling provides a framework to make statistical inference and probabilistic forecasts, using mechanistic ecological models. To illustrate, we show how hierarchical Bayesian models of ecological diffusion can be implemented for large data sets that are distributed densely across space and time. The hierarchical Bayesian approach is used to understand and forecast the growth and geographic spread in the prevalence of chronic wasting disease in white-tailed deer (Odocoileus virginianus). We compare statistical inference and forecasts from our hierarchical Bayesian model to phenomenological regression-based methods that are commonly used to analyse spatial occurrence data. The mechanistic statistical model based on ecological diffusion led to important ecological insights, obviated a commonly ignored type of collinearity, and was the most accurate method for forecasting.

Inference of domain-disease associations from domain-protein, protein-disease and disease-disease relationships.

PubMed

Zhang, Wangshu; Coba, Marcelo P; Sun, Fengzhu

2016-01-11

Protein domains can be viewed as portable units of biological function that defines the functional properties of proteins. Therefore, if a protein is associated with a disease, protein domains might also be associated and define disease endophenotypes. However, knowledge about such domain-disease relationships is rarely available. Thus, identification of domains associated with human diseases would greatly improve our understanding of the mechanism of human complex diseases and further improve the prevention, diagnosis and treatment of these diseases. Based on phenotypic similarities among diseases, we first group diseases into overlapping modules. We then develop a framework to infer associations between domains and diseases through known relationships between diseases and modules, domains and proteins, as well as proteins and disease modules. Different methods including Association, Maximum likelihood estimation (MLE), Domain-disease pair exclusion analysis (DPEA), Bayesian, and Parsimonious explanation (PE) approaches are developed to predict domain-disease associations. We demonstrate the effectiveness of all the five approaches via a series of validation experiments, and show the robustness of the MLE, Bayesian and PE approaches to the involved parameters. We also study the effects of disease modularization in inferring novel domain-disease associations. Through validation, the AUC (Area Under the operating characteristic Curve) scores for Bayesian, MLE, DPEA, PE, and Association approaches are 0.86, 0.84, 0.83, 0.83 and 0.79, respectively, indicating the usefulness of these approaches for predicting domain-disease relationships. Finally, we choose the Bayesian approach to infer domains associated with two common diseases, Crohn's disease and type 2 diabetes. The Bayesian approach has the best performance for the inference of domain-disease relationships. The predicted landscape between domains and diseases provides a more detailed view about the disease mechanisms.

Bayesian inference of the number of factors in gene-expression analysis: application to human virus challenge studies.

PubMed

Chen, Bo; Chen, Minhua; Paisley, John; Zaas, Aimee; Woods, Christopher; Ginsburg, Geoffrey S; Hero, Alfred; Lucas, Joseph; Dunson, David; Carin, Lawrence

2010-11-09

Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP), the Indian Buffet Process (IBP), and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB) analysis. Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV), Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB) approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD), closely related non-Bayesian approaches. Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data.

Bayesian Monitoring Systems for the CTBT: Historical Development and New Results

NASA Astrophysics Data System (ADS)

Russell, S.; Arora, N. S.; Moore, D.

2016-12-01

A project at Berkeley, begun in 2009 in collaboration with CTBTO andmore recently with LLNL, has reformulated the global seismicmonitoring problem in a Bayesian framework. A first-generation system,NETVISA, has been built comprising a spatial event prior andgenerative models of event transmission and detection, as well as aMonte Carlo inference algorithm. The probabilistic model allows forseamless integration of various disparate sources of information,including negative information (the absence of detections). Workingfrom arrivals extracted by traditional station processing fromInternational Monitoring System (IMS) data, NETVISA achieves areduction of around 60% in the number of missed events compared withthe currently deployed network processing system. It also finds manyevents that are missed by the human analysts who postprocess the IMSoutput. Recent improvements include the integration of models forinfrasound and hydroacoustic detections and a global depth model fornatural seismicity trained from ISC data. NETVISA is now fullycompatible with the CTBTO operating environment. A second-generation model called SIGVISA extends NETVISA's generativemodel all the way from events to raw signal data, avoiding theerror-prone bottom-up detection phase of station processing. SIGVISA'smodel automatically captures the phenomena underlying existingdetection and location techniques such as multilateration, waveformcorrelation matching, and double-differencing, and integrates theminto a global inference process that also (like NETVISA) handles denovo events. Initial results for the Western US in early 2008 (whenthe transportable US Array was operating) shows that SIGVISA finds,from IMS data only, more than twice the number of events recorded inthe CTBTO Late Event Bulletin (LEB). For mb 1.0-2.5, the ratio is more than10; put another way, for this data set, SIGVISA lowers the detectionthreshold by roughly one magnitude compared to LEB. The broader message of this work is that probabilistic inference basedon a vertically integrated generative model that directly expressesgeophysical knowledge can be a much more effective approach forinterpreting scientific data than the traditional bottom-up processingpipeline.

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.

A Bayesian method for assessing multiscalespecies-habitat relationships

USGS Publications Warehouse

Stuber, Erica F.; Gruber, Lutz F.; Fontaine, Joseph J.

2017-01-01

ContextScientists face several theoretical and methodological challenges in appropriately describing fundamental wildlife-habitat relationships in models. The spatial scales of habitat relationships are often unknown, and are expected to follow a multi-scale hierarchy. Typical frequentist or information theoretic approaches often suffer under collinearity in multi-scale studies, fail to converge when models are complex or represent an intractable computational burden when candidate model sets are large.ObjectivesOur objective was to implement an automated, Bayesian method for inference on the spatial scales of habitat variables that best predict animal abundance.MethodsWe introduce Bayesian latent indicator scale selection (BLISS), a Bayesian method to select spatial scales of predictors using latent scale indicator variables that are estimated with reversible-jump Markov chain Monte Carlo sampling. BLISS does not suffer from collinearity, and substantially reduces computation time of studies. We present a simulation study to validate our method and apply our method to a case-study of land cover predictors for ring-necked pheasant (Phasianus colchicus) abundance in Nebraska, USA.ResultsOur method returns accurate descriptions of the explanatory power of multiple spatial scales, and unbiased and precise parameter estimates under commonly encountered data limitations including spatial scale autocorrelation, effect size, and sample size. BLISS outperforms commonly used model selection methods including stepwise and AIC, and reduces runtime by 90%.ConclusionsGiven the pervasiveness of scale-dependency in ecology, and the implications of mismatches between the scales of analyses and ecological processes, identifying the spatial scales over which species are integrating habitat information is an important step in understanding species-habitat relationships. BLISS is a widely applicable method for identifying important spatial scales, propagating scale uncertainty, and testing hypotheses of scaling relationships.

Risk analysis of new oral anticoagulants for gastrointestinal bleeding and intracranial hemorrhage in atrial fibrillation patients: a systematic review and network meta-analysis.

PubMed

Xu, Wei-Wei; Hu, Shen-Jiang; Wu, Tao

2017-07-01

Antithrombotic therapy using new oral anticoagulants (NOACs) in patients with atrial fibrillation (AF) has been generally shown to have a favorable risk-benefit profile. Since there has been dispute about the risks of gastrointestinal bleeding (GIB) and intracranial hemorrhage (ICH), we sought to conduct a systematic review and network meta-analysis using Bayesian inference to analyze the risks of GIB and ICH in AF patients taking NOACs. We analyzed data from 20 randomized controlled trials of 91 671 AF patients receiving anticoagulants, antiplatelet drugs, or placebo. Bayesian network meta-analysis of two different evidence networks was performed using a binomial likelihood model, based on a network in which different agents (and doses) were treated as separate nodes. Odds ratios (ORs) and 95% confidence intervals (CIs) were modeled using Markov chain Monte Carlo methods. Indirect comparisons with the Bayesian model confirmed that aspirin+clopidogrel significantly increased the risk of GIB in AF patients compared to the placebo (OR 0.33, 95% CI 0.01-0.92). Warfarin was identified as greatly increasing the risk of ICH compared to edoxaban 30 mg (OR 3.42, 95% CI 1.22-7.24) and dabigatran 110 mg (OR 3.56, 95% CI 1.10-8.45). We further ranked the NOACs for the lowest risk of GIB (apixaban 5 mg) and ICH (apixaban 5 mg, dabigatran 110 mg, and edoxaban 30 mg). Bayesian network meta-analysis of treatment of non-valvular AF patients with anticoagulants suggested that NOACs do not increase risks of GIB and/or ICH, compared to each other.

Computational Neuropsychology and Bayesian Inference.

PubMed

Parr, Thomas; Rees, Geraint; Friston, Karl J

2018-01-01

Computational theories of brain function have become very influential in neuroscience. They have facilitated the growth of formal approaches to disease, particularly in psychiatric research. In this paper, we provide a narrative review of the body of computational research addressing neuropsychological syndromes, and focus on those that employ Bayesian frameworks. Bayesian approaches to understanding brain function formulate perception and action as inferential processes. These inferences combine 'prior' beliefs with a generative (predictive) model to explain the causes of sensations. Under this view, neuropsychological deficits can be thought of as false inferences that arise due to aberrant prior beliefs (that are poor fits to the real world). This draws upon the notion of a Bayes optimal pathology - optimal inference with suboptimal priors - and provides a means for computational phenotyping. In principle, any given neuropsychological disorder could be characterized by the set of prior beliefs that would make a patient's behavior appear Bayes optimal. We start with an overview of some key theoretical constructs and use these to motivate a form of computational neuropsychology that relates anatomical structures in the brain to the computations they perform. Throughout, we draw upon computational accounts of neuropsychological syndromes. These are selected to emphasize the key features of a Bayesian approach, and the possible types of pathological prior that may be present. They range from visual neglect through hallucinations to autism. Through these illustrative examples, we review the use of Bayesian approaches to understand the link between biology and computation that is at the heart of neuropsychology.

Computational Neuropsychology and Bayesian Inference

PubMed Central

Parr, Thomas; Rees, Geraint; Friston, Karl J.

2018-01-01

Computational theories of brain function have become very influential in neuroscience. They have facilitated the growth of formal approaches to disease, particularly in psychiatric research. In this paper, we provide a narrative review of the body of computational research addressing neuropsychological syndromes, and focus on those that employ Bayesian frameworks. Bayesian approaches to understanding brain function formulate perception and action as inferential processes. These inferences combine ‘prior’ beliefs with a generative (predictive) model to explain the causes of sensations. Under this view, neuropsychological deficits can be thought of as false inferences that arise due to aberrant prior beliefs (that are poor fits to the real world). This draws upon the notion of a Bayes optimal pathology – optimal inference with suboptimal priors – and provides a means for computational phenotyping. In principle, any given neuropsychological disorder could be characterized by the set of prior beliefs that would make a patient’s behavior appear Bayes optimal. We start with an overview of some key theoretical constructs and use these to motivate a form of computational neuropsychology that relates anatomical structures in the brain to the computations they perform. Throughout, we draw upon computational accounts of neuropsychological syndromes. These are selected to emphasize the key features of a Bayesian approach, and the possible types of pathological prior that may be present. They range from visual neglect through hallucinations to autism. Through these illustrative examples, we review the use of Bayesian approaches to understand the link between biology and computation that is at the heart of neuropsychology. PMID:29527157

Parameter Estimation of Partial Differential Equation Models.

PubMed

Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

2013-01-01

Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

Approximate Bayesian computation for forward modeling in cosmology

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

Akeret, Joël; Refregier, Alexandre; Amara, Adam

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

Inferring soil salinity in a drip irrigation system from multi-configuration EMI measurements using adaptive Markov chain Monte Carlo

NASA Astrophysics Data System (ADS)

Zaib Jadoon, Khan; Umer Altaf, Muhammad; McCabe, Matthew Francis; Hoteit, Ibrahim; Muhammad, Nisar; Moghadas, Davood; Weihermüller, Lutz

2017-10-01

A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In MCMC the posterior distribution is computed using Bayes' rule. The electromagnetic forward model based on the full solution of Maxwell's equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD Mini-Explorer. Uncertainty in the parameters for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness as compared to layers electrical conductivity are not very informative and are therefore difficult to resolve. Application of the proposed MCMC-based inversion to field measurements in a drip irrigation system demonstrates that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provides useful insight about parameter uncertainty for the assessment of the model outputs.

Dynamical Bayesian inference of time-evolving interactions: from a pair of coupled oscillators to networks of oscillators.

PubMed

Duggento, Andrea; Stankovski, Tomislav; McClintock, Peter V E; Stefanovska, Aneta

2012-12-01

Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski et al. [Phys. Rev. Lett. 109, 024101 (2012)] introduced a method based on dynamical Bayesian inference that facilitates the simultaneous detection of time-varying synchronization, directionality of influence, and coupling functions. It can distinguish unsynchronized dynamics from noise-induced phase slips. The method is based on phase dynamics, with Bayesian inference of the time-evolving parameters being achieved by shaping the prior densities to incorporate knowledge of previous samples. We now present the method in detail using numerically generated data, data from an analog electronic circuit, and cardiorespiratory data. We also generalize the method to encompass networks of interacting oscillators and thus demonstrate its applicability to small-scale networks.

Evolution in Mind: Evolutionary Dynamics, Cognitive Processes, and Bayesian Inference.

PubMed

Suchow, Jordan W; Bourgin, David D; Griffiths, Thomas L

2017-07-01

Evolutionary theory describes the dynamics of population change in settings affected by reproduction, selection, mutation, and drift. In the context of human cognition, evolutionary theory is most often invoked to explain the origins of capacities such as language, metacognition, and spatial reasoning, framing them as functional adaptations to an ancestral environment. However, evolutionary theory is useful for understanding the mind in a second way: as a mathematical framework for describing evolving populations of thoughts, ideas, and memories within a single mind. In fact, deep correspondences exist between the mathematics of evolution and of learning, with perhaps the deepest being an equivalence between certain evolutionary dynamics and Bayesian inference. This equivalence permits reinterpretation of evolutionary processes as algorithms for Bayesian inference and has relevance for understanding diverse cognitive capacities, including memory and creativity. Copyright © 2017 Elsevier Ltd. All rights reserved.

A comment on priors for Bayesian occupancy models

PubMed Central

Gerber, Brian D.

2018-01-01

Understanding patterns of species occurrence and the processes underlying these patterns is fundamental to the study of ecology. One of the more commonly used approaches to investigate species occurrence patterns is occupancy modeling, which can account for imperfect detection of a species during surveys. In recent years, there has been a proliferation of Bayesian modeling in ecology, which includes fitting Bayesian occupancy models. The Bayesian framework is appealing to ecologists for many reasons, including the ability to incorporate prior information through the specification of prior distributions on parameters. While ecologists almost exclusively intend to choose priors so that they are “uninformative” or “vague”, such priors can easily be unintentionally highly informative. Here we report on how the specification of a “vague” normally distributed (i.e., Gaussian) prior on coefficients in Bayesian occupancy models can unintentionally influence parameter estimation. Using both simulated data and empirical examples, we illustrate how this issue likely compromises inference about species-habitat relationships. While the extent to which these informative priors influence inference depends on the data set, researchers fitting Bayesian occupancy models should conduct sensitivity analyses to ensure intended inference, or employ less commonly used priors that are less informative (e.g., logistic or t prior distributions). We provide suggestions for addressing this issue in occupancy studies, and an online tool for exploring this issue under different contexts. PMID:29481554

Massive optimal data compression and density estimation for scalable, likelihood-free inference in cosmology

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin; Feeney, Stephen

2018-07-01

Many statistical models in cosmology can be simulated forwards but have intractable likelihood functions. Likelihood-free inference methods allow us to perform Bayesian inference from these models using only forward simulations, free from any likelihood assumptions or approximations. Likelihood-free inference generically involves simulating mock data and comparing to the observed data; this comparison in data space suffers from the curse of dimensionality and requires compression of the data to a small number of summary statistics to be tractable. In this paper, we use massive asymptotically optimal data compression to reduce the dimensionality of the data space to just one number per parameter, providing a natural and optimal framework for summary statistic choice for likelihood-free inference. Secondly, we present the first cosmological application of Density Estimation Likelihood-Free Inference (DELFI), which learns a parametrized model for joint distribution of data and parameters, yielding both the parameter posterior and the model evidence. This approach is conceptually simple, requires less tuning than traditional Approximate Bayesian Computation approaches to likelihood-free inference and can give high-fidelity posteriors from orders of magnitude fewer forward simulations. As an additional bonus, it enables parameter inference and Bayesian model comparison simultaneously. We demonstrate DELFI with massive data compression on an analysis of the joint light-curve analysis supernova data, as a simple validation case study. We show that high-fidelity posterior inference is possible for full-scale cosmological data analyses with as few as ˜104 simulations, with substantial scope for further improvement, demonstrating the scalability of likelihood-free inference to large and complex cosmological data sets.

Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Takaishi, Tetsuya

2014-03-01

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.

Bayesian outcome-based strategy classification.

PubMed

Lee, Michael D

2016-03-01

Hilbig and Moshagen (Psychonomic Bulletin & Review, 21, 1431-1443, 2014) recently developed a method for making inferences about the decision processes people use in multi-attribute forced choice tasks. Their paper makes a number of worthwhile theoretical and methodological contributions. Theoretically, they provide an insightful psychological motivation for a probabilistic extension of the widely-used "weighted additive" (WADD) model, and show how this model, as well as other important models like "take-the-best" (TTB), can and should be expressed in terms of meaningful priors. Methodologically, they develop an inference approach based on the Minimum Description Length (MDL) principles that balances both the goodness-of-fit and complexity of the decision models they consider. This paper aims to preserve these useful contributions, but provide a complementary Bayesian approach with some theoretical and methodological advantages. We develop a simple graphical model, implemented in JAGS, that allows for fully Bayesian inferences about which models people use to make decisions. To demonstrate the Bayesian approach, we apply it to the models and data considered by Hilbig and Moshagen (Psychonomic Bulletin & Review, 21, 1431-1443, 2014), showing how a prior predictive analysis of the models, and posterior inferences about which models people use and the parameter settings at which they use them, can contribute to our understanding of human decision making.

A Bayes linear Bayes method for estimation of correlated event rates.

PubMed

Quigley, John; Wilson, Kevin J; Walls, Lesley; Bedford, Tim

2013-12-01

Typically, full Bayesian estimation of correlated event rates can be computationally challenging since estimators are intractable. When estimation of event rates represents one activity within a larger modeling process, there is an incentive to develop more efficient inference than provided by a full Bayesian model. We develop a new subjective inference method for correlated event rates based on a Bayes linear Bayes model under the assumption that events are generated from a homogeneous Poisson process. To reduce the elicitation burden we introduce homogenization factors to the model and, as an alternative to a subjective prior, an empirical method using the method of moments is developed. Inference under the new method is compared against estimates obtained under a full Bayesian model, which takes a multivariate gamma prior, where the predictive and posterior distributions are derived in terms of well-known functions. The mathematical properties of both models are presented. A simulation study shows that the Bayes linear Bayes inference method and the full Bayesian model provide equally reliable estimates. An illustrative example, motivated by a problem of estimating correlated event rates across different users in a simple supply chain, shows how ignoring the correlation leads to biased estimation of event rates. © 2013 Society for Risk Analysis.

The Dopaminergic Midbrain Encodes the Expected Certainty about Desired Outcomes.

PubMed

Schwartenbeck, Philipp; FitzGerald, Thomas H B; Mathys, Christoph; Dolan, Ray; Friston, Karl

2015-10-01

Dopamine plays a key role in learning; however, its exact function in decision making and choice remains unclear. Recently, we proposed a generic model based on active (Bayesian) inference wherein dopamine encodes the precision of beliefs about optimal policies. Put simply, dopamine discharges reflect the confidence that a chosen policy will lead to desired outcomes. We designed a novel task to test this hypothesis, where subjects played a "limited offer" game in a functional magnetic resonance imaging experiment. Subjects had to decide how long to wait for a high offer before accepting a low offer, with the risk of losing everything if they waited too long. Bayesian model comparison showed that behavior strongly supported active inference, based on surprise minimization, over classical utility maximization schemes. Furthermore, midbrain activity, encompassing dopamine projection neurons, was accurately predicted by trial-by-trial variations in model-based estimates of precision. Our findings demonstrate that human subjects infer both optimal policies and the precision of those inferences, and thus support the notion that humans perform hierarchical probabilistic Bayesian inference. In other words, subjects have to infer both what they should do as well as how confident they are in their choices, where confidence may be encoded by dopaminergic firing. © The Author 2014. Published by Oxford University Press.

The Dopaminergic Midbrain Encodes the Expected Certainty about Desired Outcomes

PubMed Central

Schwartenbeck, Philipp; FitzGerald, Thomas H. B.; Mathys, Christoph; Dolan, Ray; Friston, Karl

2015-01-01

Dopamine plays a key role in learning; however, its exact function in decision making and choice remains unclear. Recently, we proposed a generic model based on active (Bayesian) inference wherein dopamine encodes the precision of beliefs about optimal policies. Put simply, dopamine discharges reflect the confidence that a chosen policy will lead to desired outcomes. We designed a novel task to test this hypothesis, where subjects played a “limited offer” game in a functional magnetic resonance imaging experiment. Subjects had to decide how long to wait for a high offer before accepting a low offer, with the risk of losing everything if they waited too long. Bayesian model comparison showed that behavior strongly supported active inference, based on surprise minimization, over classical utility maximization schemes. Furthermore, midbrain activity, encompassing dopamine projection neurons, was accurately predicted by trial-by-trial variations in model-based estimates of precision. Our findings demonstrate that human subjects infer both optimal policies and the precision of those inferences, and thus support the notion that humans perform hierarchical probabilistic Bayesian inference. In other words, subjects have to infer both what they should do as well as how confident they are in their choices, where confidence may be encoded by dopaminergic firing. PMID:25056572

On Bayesian Testing of Additive Conjoint Measurement Axioms Using Synthetic Likelihood

ERIC Educational Resources Information Center

Karabatsos, George

2017-01-01

This article introduces a Bayesian method for testing the axioms of additive conjoint measurement. The method is based on an importance sampling algorithm that performs likelihood-free, approximate Bayesian inference using a synthetic likelihood to overcome the analytical intractability of this testing problem. This new method improves upon…

Modeling Diagnostic Assessments with Bayesian Networks

ERIC Educational Resources Information Center

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

2007-01-01

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

Finite element model updating using the shadow hybrid Monte Carlo technique

NASA Astrophysics Data System (ADS)

Boulkaibet, I.; Mthembu, L.; Marwala, T.; Friswell, M. I.; Adhikari, S.

2015-02-01

Recent research in the field of finite element model updating (FEM) advocates the adoption of Bayesian analysis techniques to dealing with the uncertainties associated with these models. However, Bayesian formulations require the evaluation of the Posterior Distribution Function which may not be available in analytical form. This is the case in FEM updating. In such cases sampling methods can provide good approximations of the Posterior distribution when implemented in the Bayesian context. Markov Chain Monte Carlo (MCMC) algorithms are the most popular sampling tools used to sample probability distributions. However, the efficiency of these algorithms is affected by the complexity of the systems (the size of the parameter space). The Hybrid Monte Carlo (HMC) offers a very important MCMC approach to dealing with higher-dimensional complex problems. The HMC uses the molecular dynamics (MD) steps as the global Monte Carlo (MC) moves to reach areas of high probability where the gradient of the log-density of the Posterior acts as a guide during the search process. However, the acceptance rate of HMC is sensitive to the system size as well as the time step used to evaluate the MD trajectory. To overcome this limitation we propose the use of the Shadow Hybrid Monte Carlo (SHMC) algorithm. The SHMC algorithm is a modified version of the Hybrid Monte Carlo (HMC) and designed to improve sampling for large-system sizes and time steps. This is done by sampling from a modified Hamiltonian function instead of the normal Hamiltonian function. In this paper, the efficiency and accuracy of the SHMC method is tested on the updating of two real structures; an unsymmetrical H-shaped beam structure and a GARTEUR SM-AG19 structure and is compared to the application of the HMC algorithm on the same structures.

Discriminative Bayesian Dictionary Learning for Classification.

PubMed

Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal

2016-12-01

We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a finite approximation of Beta Process. It also computes sets of Bernoulli distributions that associate class labels to the learned dictionary atoms. This association signifies the selection probabilities of the dictionary atoms in the expansion of class-specific data. Furthermore, the non-parametric character of the proposed approach allows it to infer the correct size of the dictionary. We exploit the aforementioned Bernoulli distributions in separately learning a linear classifier. The classifier uses the same hierarchical Bayesian model as the dictionary, which we present along the analytical inference solution for Gibbs sampling. For classification, a test instance is first sparsely encoded over the learned dictionary and the codes are fed to the classifier. We performed experiments for face and action recognition; and object and scene-category classification using five public datasets and compared the results with state-of-the-art discriminative sparse representation approaches. Experiments show that the proposed Bayesian approach consistently outperforms the existing approaches.

Bayesian structural inference for hidden processes.

PubMed

Strelioff, Christopher C; Crutchfield, James P

2014-04-01

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ε-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ε-machines, irrespective of estimated transition probabilities. Properties of ε-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.

Bayesian structural inference for hidden processes

NASA Astrophysics Data System (ADS)

Strelioff, Christopher C.; Crutchfield, James P.

2014-04-01

We introduce a Bayesian approach to discovering patterns in structurally complex processes. The proposed method of Bayesian structural inference (BSI) relies on a set of candidate unifilar hidden Markov model (uHMM) topologies for inference of process structure from a data series. We employ a recently developed exact enumeration of topological ɛ-machines. (A sequel then removes the topological restriction.) This subset of the uHMM topologies has the added benefit that inferred models are guaranteed to be ɛ-machines, irrespective of estimated transition probabilities. Properties of ɛ-machines and uHMMs allow for the derivation of analytic expressions for estimating transition probabilities, inferring start states, and comparing the posterior probability of candidate model topologies, despite process internal structure being only indirectly present in data. We demonstrate BSI's effectiveness in estimating a process's randomness, as reflected by the Shannon entropy rate, and its structure, as quantified by the statistical complexity. We also compare using the posterior distribution over candidate models and the single, maximum a posteriori model for point estimation and show that the former more accurately reflects uncertainty in estimated values. We apply BSI to in-class examples of finite- and infinite-order Markov processes, as well to an out-of-class, infinite-state hidden process.

Monte Carlo Algorithms for a Bayesian Analysis of the Cosmic Microwave Background

NASA Technical Reports Server (NTRS)

Jewell, Jeffrey B.; Eriksen, H. K.; ODwyer, I. J.; Wandelt, B. D.; Gorski, K.; Knox, L.; Chu, M.

2006-01-01

A viewgraph presentation on the review of Bayesian approach to Cosmic Microwave Background (CMB) analysis, numerical implementation with Gibbs sampling, a summary of application to WMAP I and work in progress with generalizations to polarization, foregrounds, asymmetric beams, and 1/f noise is given.

Bayesian propensity scores for high-dimensional causal inference: A comparison of drug-eluting to bare-metal coronary stents.

PubMed

Spertus, Jacob V; Normand, Sharon-Lise T

2018-04-23

High-dimensional data provide many potential confounders that may bolster the plausibility of the ignorability assumption in causal inference problems. Propensity score methods are powerful causal inference tools, which are popular in health care research and are particularly useful for high-dimensional data. Recent interest has surrounded a Bayesian treatment of propensity scores in order to flexibly model the treatment assignment mechanism and summarize posterior quantities while incorporating variance from the treatment model. We discuss methods for Bayesian propensity score analysis of binary treatments, focusing on modern methods for high-dimensional Bayesian regression and the propagation of uncertainty. We introduce a novel and simple estimator for the average treatment effect that capitalizes on conjugacy of the beta and binomial distributions. Through simulations, we show the utility of horseshoe priors and Bayesian additive regression trees paired with our new estimator, while demonstrating the importance of including variance from the treatment regression model. An application to cardiac stent data with almost 500 confounders and 9000 patients illustrates approaches and facilitates comparison with existing alternatives. As measured by a falsifiability endpoint, we improved confounder adjustment compared with past observational research of the same problem. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Clinical Outcome Prediction in Aneurysmal Subarachnoid Hemorrhage Using Bayesian Neural Networks with Fuzzy Logic Inferences

PubMed Central

Lo, Benjamin W. Y.; Macdonald, R. Loch; Baker, Andrew; Levine, Mitchell A. H.

2013-01-01

Objective. The novel clinical prediction approach of Bayesian neural networks with fuzzy logic inferences is created and applied to derive prognostic decision rules in cerebral aneurysmal subarachnoid hemorrhage (aSAH). Methods. The approach of Bayesian neural networks with fuzzy logic inferences was applied to data from five trials of Tirilazad for aneurysmal subarachnoid hemorrhage (3551 patients). Results. Bayesian meta-analyses of observational studies on aSAH prognostic factors gave generalizable posterior distributions of population mean log odd ratios (ORs). Similar trends were noted in Bayesian and linear regression ORs. Significant outcome predictors include normal motor response, cerebral infarction, history of myocardial infarction, cerebral edema, history of diabetes mellitus, fever on day 8, prior subarachnoid hemorrhage, admission angiographic vasospasm, neurological grade, intraventricular hemorrhage, ruptured aneurysm size, history of hypertension, vasospasm day, age and mean arterial pressure. Heteroscedasticity was present in the nontransformed dataset. Artificial neural networks found nonlinear relationships with 11 hidden variables in 1 layer, using the multilayer perceptron model. Fuzzy logic decision rules (centroid defuzzification technique) denoted cut-off points for poor prognosis at greater than 2.5 clusters. Discussion. This aSAH prognostic system makes use of existing knowledge, recognizes unknown areas, incorporates one's clinical reasoning, and compensates for uncertainty in prognostication. PMID:23690884

Natural frequencies facilitate diagnostic inferences of managers

PubMed Central

Hoffrage, Ulrich; Hafenbrädl, Sebastian; Bouquet, Cyril

2015-01-01

In Bayesian inference tasks, information about base rates as well as hit rate and false-alarm rate needs to be integrated according to Bayes’ rule after the result of a diagnostic test became known. Numerous studies have found that presenting information in a Bayesian inference task in terms of natural frequencies leads to better performance compared to variants with information presented in terms of probabilities or percentages. Natural frequencies are the tallies in a natural sample in which hit rate and false-alarm rate are not normalized with respect to base rates. The present research replicates the beneficial effect of natural frequencies with four tasks from the domain of management, and with management students as well as experienced executives as participants. The percentage of Bayesian responses was almost twice as high when information was presented in natural frequencies compared to a presentation in terms of percentages. In contrast to most tasks previously studied, the majority of numerical responses were lower than the Bayesian solutions. Having heard of Bayes’ rule prior to the study did not affect Bayesian performance. An implication of our work is that textbooks explaining Bayes’ rule should teach how to represent information in terms of natural frequencies instead of how to plug probabilities or percentages into a formula. PMID:26157397

Inference of Gene Regulatory Networks Using Bayesian Nonparametric Regression and Topology Information.

PubMed

Fan, Yue; Wang, Xiao; Peng, Qinke

2017-01-01

Gene regulatory networks (GRNs) play an important role in cellular systems and are important for understanding biological processes. Many algorithms have been developed to infer the GRNs. However, most algorithms only pay attention to the gene expression data but do not consider the topology information in their inference process, while incorporating this information can partially compensate for the lack of reliable expression data. Here we develop a Bayesian group lasso with spike and slab priors to perform gene selection and estimation for nonparametric models. B-spline basis functions are used to capture the nonlinear relationships flexibly and penalties are used to avoid overfitting. Further, we incorporate the topology information into the Bayesian method as a prior. We present the application of our method on DREAM3 and DREAM4 datasets and two real biological datasets. The results show that our method performs better than existing methods and the topology information prior can improve the result.

The NIFTy way of Bayesian signal inference

NASA Astrophysics Data System (ADS)

Selig, Marco

2014-12-01

We introduce NIFTy, "Numerical Information Field Theory", a software package for the development of Bayesian signal inference algorithms that operate independently from any underlying spatial grid and its resolution. A large number of Bayesian and Maximum Entropy methods for 1D signal reconstruction, 2D imaging, as well as 3D tomography, appear formally similar, but one often finds individualized implementations that are neither flexible nor easily transferable. Signal inference in the framework of NIFTy can be done in an abstract way, such that algorithms, prototyped in 1D, can be applied to real world problems in higher-dimensional settings. NIFTy as a versatile library is applicable and already has been applied in 1D, 2D, 3D and spherical settings. A recent application is the D3PO algorithm targeting the non-trivial task of denoising, deconvolving, and decomposing photon observations in high energy astronomy.

Dynamical Bayesian inference of time-evolving interactions: From a pair of coupled oscillators to networks of oscillators

NASA Astrophysics Data System (ADS)

Duggento, Andrea; Stankovski, Tomislav; McClintock, Peter V. E.; Stefanovska, Aneta

2012-12-01

Living systems have time-evolving interactions that, until recently, could not be identified accurately from recorded time series in the presence of noise. Stankovski [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.109.024101 109, 024101 (2012)] introduced a method based on dynamical Bayesian inference that facilitates the simultaneous detection of time-varying synchronization, directionality of influence, and coupling functions. It can distinguish unsynchronized dynamics from noise-induced phase slips. The method is based on phase dynamics, with Bayesian inference of the time-evolving parameters being achieved by shaping the prior densities to incorporate knowledge of previous samples. We now present the method in detail using numerically generated data, data from an analog electronic circuit, and cardiorespiratory data. We also generalize the method to encompass networks of interacting oscillators and thus demonstrate its applicability to small-scale networks.

Bayesian Cue Integration as a Developmental Outcome of Reward Mediated Learning

PubMed Central

Weisswange, Thomas H.; Rothkopf, Constantin A.; Rodemann, Tobias; Triesch, Jochen

2011-01-01

Average human behavior in cue combination tasks is well predicted by Bayesian inference models. As this capability is acquired over developmental timescales, the question arises, how it is learned. Here we investigated whether reward dependent learning, that is well established at the computational, behavioral, and neuronal levels, could contribute to this development. It is shown that a model free reinforcement learning algorithm can indeed learn to do cue integration, i.e. weight uncertain cues according to their respective reliabilities and even do so if reliabilities are changing. We also consider the case of causal inference where multimodal signals can originate from one or multiple separate objects and should not always be integrated. In this case, the learner is shown to develop a behavior that is closest to Bayesian model averaging. We conclude that reward mediated learning could be a driving force for the development of cue integration and causal inference. PMID:21750717

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

Brewer, Brendon J.; Foreman-Mackey, Daniel; Hogg, David W., E-mail: bj.brewer@auckland.ac.nz

We present and implement a probabilistic (Bayesian) method for producing catalogs from images of stellar fields. The method is capable of inferring the number of sources N in the image and can also handle the challenges introduced by noise, overlapping sources, and an unknown point-spread function. The luminosity function of the stars can also be inferred, even when the precise luminosity of each star is uncertain, via the use of a hierarchical Bayesian model. The computational feasibility of the method is demonstrated on two simulated images with different numbers of stars. We find that our method successfully recovers the inputmore » parameter values along with principled uncertainties even when the field is crowded. We also compare our results with those obtained from the SExtractor software. While the two approaches largely agree about the fluxes of the bright stars, the Bayesian approach provides more accurate inferences about the faint stars and the number of stars, particularly in the crowded case.« less

Hamiltonian Markov Chain Monte Carlo Methods for the CUORE Neutrinoless Double Beta Decay Sensitivity

NASA Astrophysics Data System (ADS)

Graham, Eleanor; Cuore Collaboration

2017-09-01

The CUORE experiment is a large-scale bolometric detector seeking to observe the never-before-seen process of neutrinoless double beta decay. Predictions for CUORE's sensitivity to neutrinoless double beta decay allow for an understanding of the half-life ranges that the detector can probe, and also to evaluate the relative importance of different detector parameters. Currently, CUORE uses a Bayesian analysis based in BAT, which uses Metropolis-Hastings Markov Chain Monte Carlo, for its sensitivity studies. My work evaluates the viability and potential improvements of switching the Bayesian analysis to Hamiltonian Monte Carlo, realized through the program Stan and its Morpho interface. I demonstrate that the BAT study can be successfully recreated in Stan, and perform a detailed comparison between the results and computation times of the two methods.

Unraveling multiple changes in complex climate time series using Bayesian inference

NASA Astrophysics Data System (ADS)

Berner, Nadine; Trauth, Martin H.; Holschneider, Matthias

2016-04-01

Change points in time series are perceived as heterogeneities in the statistical or dynamical characteristics of observations. Unraveling such transitions yields essential information for the understanding of the observed system. The precise detection and basic characterization of underlying changes is therefore of particular importance in environmental sciences. We present a kernel-based Bayesian inference approach to investigate direct as well as indirect climate observations for multiple generic transition events. In order to develop a diagnostic approach designed to capture a variety of natural processes, the basic statistical features of central tendency and dispersion are used to locally approximate a complex time series by a generic transition model. A Bayesian inversion approach is developed to robustly infer on the location and the generic patterns of such a transition. To systematically investigate time series for multiple changes occurring at different temporal scales, the Bayesian inversion is extended to a kernel-based inference approach. By introducing basic kernel measures, the kernel inference results are composed into a proxy probability to a posterior distribution of multiple transitions. Thus, based on a generic transition model a probability expression is derived that is capable to indicate multiple changes within a complex time series. We discuss the method's performance by investigating direct and indirect climate observations. The approach is applied to environmental time series (about 100 a), from the weather station in Tuscaloosa, Alabama, and confirms documented instrumentation changes. Moreover, the approach is used to investigate a set of complex terrigenous dust records from the ODP sites 659, 721/722 and 967 interpreted as climate indicators of the African region of the Plio-Pleistocene period (about 5 Ma). The detailed inference unravels multiple transitions underlying the indirect climate observations coinciding with established global climate events.

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

Del Pozzo, Walter; Nikhef National Institute for Subatomic Physics, Science Park 105, 1098 XG Amsterdam; Veitch, John

Second-generation interferometric gravitational-wave detectors, such as Advanced LIGO and Advanced Virgo, are expected to begin operation by 2015. Such instruments plan to reach sensitivities that will offer the unique possibility to test general relativity in the dynamical, strong-field regime and investigate departures from its predictions, in particular, using the signal from coalescing binary systems. We introduce a statistical framework based on Bayesian model selection in which the Bayes factor between two competing hypotheses measures which theory is favored by the data. Probability density functions of the model parameters are then used to quantify the inference on individual parameters. We alsomore » develop a method to combine the information coming from multiple independent observations of gravitational waves, and show how much stronger inference could be. As an introduction and illustration of this framework-and a practical numerical implementation through the Monte Carlo integration technique of nested sampling-we apply it to gravitational waves from the inspiral phase of coalescing binary systems as predicted by general relativity and a very simple alternative theory in which the graviton has a nonzero mass. This method can (and should) be extended to more realistic and physically motivated theories.« less

Joint probabilistic determination of earthquake location and velocity structure: application to local and regional events

NASA Astrophysics Data System (ADS)

Beucler, E.; Haugmard, M.; Mocquet, A.

2016-12-01

The most widely used inversion schemes to locate earthquakes are based on iterative linearized least-squares algorithms and using an a priori knowledge of the propagation medium. When a small amount of observations is available for moderate events for instance, these methods may lead to large trade-offs between outputs and both the velocity model and the initial set of hypocentral parameters. We present a joint structure-source determination approach using Bayesian inferences. Monte-Carlo continuous samplings, using Markov chains, generate models within a broad range of parameters, distributed according to the unknown posterior distributions. The non-linear exploration of both the seismic structure (velocity and thickness) and the source parameters relies on a fast forward problem using 1-D travel time computations. The a posteriori covariances between parameters (hypocentre depth, origin time and seismic structure among others) are computed and explicitly documented. This method manages to decrease the influence of the surrounding seismic network geometry (sparse and/or azimuthally inhomogeneous) and a too constrained velocity structure by inferring realistic distributions on hypocentral parameters. Our algorithm is successfully used to accurately locate events of the Armorican Massif (western France), which is characterized by moderate and apparently diffuse local seismicity.

A Bayesian Modeling Approach for Estimation of a Shape-Free Groundwater Age Distribution using Multiple Tracers

DOE PAGES

Massoudieh, Arash; Visser, Ate; Sharifi, Soroosh; ...

2013-10-15

The mixing of groundwaters with different ages in aquifers, groundwater age is more appropriately represented by a distribution rather than a scalar number. To infer a groundwater age distribution from environmental tracers, a mathematical form is often assumed for the shape of the distribution and the parameters of the mathematical distribution are estimated using deterministic or stochastic inverse methods. We found that the prescription of the mathematical form limits the exploration of the age distribution to the shapes that can be described by the selected distribution. In this paper, the use of freeform histograms as groundwater age distributions is evaluated.more » A Bayesian Markov Chain Monte Carlo approach is used to estimate the fraction of groundwater in each histogram bin. This method was able to capture the shape of a hypothetical gamma distribution from the concentrations of four age tracers. The number of bins that can be considered in this approach is limited based on the number of tracers available. The histogram method was also tested on tracer data sets from Holten (The Netherlands; 3H, 3He, 85Kr, 39Ar) and the La Selva Biological Station (Costa-Rica; SF 6, CFCs, 3H, 4He and 14C), and compared to a number of mathematical forms. According to standard Bayesian measures of model goodness, the best mathematical distribution performs better than the histogram distributions in terms of the ability to capture the observed tracer data relative to their complexity. Among the histogram distributions, the four bin histogram performs better in most of the cases. The Monte Carlo simulations showed strong correlations in the posterior estimates of bin contributions, indicating that these bins cannot be well constrained using the available age tracers. The fact that mathematical forms overall perform better than the freeform histogram does not undermine the benefit of the freeform approach, especially for the cases where a larger amount of observed data is available and when the real groundwater distribution is more complex than can be represented by simple mathematical forms.« less

A Bayesian Modeling Approach for Estimation of a Shape-Free Groundwater Age Distribution using Multiple Tracers

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

Massoudieh, Arash; Visser, Ate; Sharifi, Soroosh

The mixing of groundwaters with different ages in aquifers, groundwater age is more appropriately represented by a distribution rather than a scalar number. To infer a groundwater age distribution from environmental tracers, a mathematical form is often assumed for the shape of the distribution and the parameters of the mathematical distribution are estimated using deterministic or stochastic inverse methods. We found that the prescription of the mathematical form limits the exploration of the age distribution to the shapes that can be described by the selected distribution. In this paper, the use of freeform histograms as groundwater age distributions is evaluated.more » A Bayesian Markov Chain Monte Carlo approach is used to estimate the fraction of groundwater in each histogram bin. This method was able to capture the shape of a hypothetical gamma distribution from the concentrations of four age tracers. The number of bins that can be considered in this approach is limited based on the number of tracers available. The histogram method was also tested on tracer data sets from Holten (The Netherlands; 3H, 3He, 85Kr, 39Ar) and the La Selva Biological Station (Costa-Rica; SF 6, CFCs, 3H, 4He and 14C), and compared to a number of mathematical forms. According to standard Bayesian measures of model goodness, the best mathematical distribution performs better than the histogram distributions in terms of the ability to capture the observed tracer data relative to their complexity. Among the histogram distributions, the four bin histogram performs better in most of the cases. The Monte Carlo simulations showed strong correlations in the posterior estimates of bin contributions, indicating that these bins cannot be well constrained using the available age tracers. The fact that mathematical forms overall perform better than the freeform histogram does not undermine the benefit of the freeform approach, especially for the cases where a larger amount of observed data is available and when the real groundwater distribution is more complex than can be represented by simple mathematical forms.« less

One dimensional models of temperature and composition in the transition zone from a bayesian inversion of surface waves

NASA Astrophysics Data System (ADS)

Drilleau, M.; Beucler, E.; Mocquet, A.; Verhoeven, O.; Burgos, G.; Capdeville, Y.; Montagner, J.

2011-12-01

The transition zone plays a key role in the dynamics of the Earth's mantle, especially for the exchanges between the upper and the lower mantles. Phase transitions, convective motions, hot upwelling and/or cold downwelling materials may make the 400 to 1000 km depth range very anisotropic and heterogeneous, both thermally and chemically. A classical procedure to infer the thermal state and the composition is to interpret 3D velocity perturbation models in terms of temperature and mineralogical composition, with respect to a global 1D model. However, the strength of heterogeneity and anisotropy can be so high that the concept of a one-dimensional reference seismic model might be addressed for this depth range. Some recent studies prefer to directly invert seismic travel times and normal modes catalogues in terms of temperature and composition. Bayesian approach allows to go beyond the classical computation of the best fit model by providing a quantitative measure of model uncertainty. We implement a non linear inverse approach (Monte Carlo Markov Chains) to interpret seismic data in terms of temperature, anisotropy and composition. Two different data sets are used and compared : surface wave waveforms and phase velocities (fundamental mode and the first overtones). A guideline of this method is to let the resolution power of the data govern the spatial resolution of the model. Up to now, the model parameters are the temperature field and the mineralogical composition ; other important effects, such as macroscopic anisotropy, will be taken into account in the near future. In order to reduce the computing time of the Monte Carlo procedure, polynomial Bézier curves are used for the parameterization. This choice allows for smoothly varying models and first-order discontinuities. Our Bayesian algorithm is tested with standard circular synthetic experiments and with more realistic simulations including 3D wave propagation effects (SEM). The test results enhance the ability of this approach to match the three-component waveforms and address the question of the mean radial interpretation of a 3D model. The method is also tested using real datasets, such as along the Vanuatu-California path.

Rational hypocrisy: a Bayesian analysis based on informal argumentation and slippery slopes.

PubMed

Rai, Tage S; Holyoak, Keith J

2014-01-01

Moral hypocrisy is typically viewed as an ethical accusation: Someone is applying different moral standards to essentially identical cases, dishonestly claiming that one action is acceptable while otherwise equivalent actions are not. We suggest that in some instances the apparent logical inconsistency stems from different evaluations of a weak argument, rather than dishonesty per se. Extending Corner, Hahn, and Oaksford's (2006) analysis of slippery slope arguments, we develop a Bayesian framework in which accusations of hypocrisy depend on inferences of shared category membership between proposed actions and previous standards, based on prior probabilities that inform the strength of competing hypotheses. Across three experiments, we demonstrate that inferences of hypocrisy increase as perceptions of the likelihood of shared category membership between precedent cases and current cases increase, that these inferences follow established principles of category induction, and that the presence of self-serving motives increases inferences of hypocrisy independent of changes in the actions themselves. Taken together, these results demonstrate that Bayesian analyses of weak arguments may have implications for assessing moral reasoning. © 2014 Cognitive Science Society, Inc.

Application of Bayesian inference to the study of hierarchical organization in self-organized complex adaptive systems

NASA Astrophysics Data System (ADS)

Knuth, K. H.

2001-05-01

We consider the application of Bayesian inference to the study of self-organized structures in complex adaptive systems. In particular, we examine the distribution of elements, agents, or processes in systems dominated by hierarchical structure. We demonstrate that results obtained by Caianiello [1] on Hierarchical Modular Systems (HMS) can be found by applying Jaynes' Principle of Group Invariance [2] to a few key assumptions about our knowledge of hierarchical organization. Subsequent application of the Principle of Maximum Entropy allows inferences to be made about specific systems. The utility of the Bayesian method is considered by examining both successes and failures of the hierarchical model. We discuss how Caianiello's original statements suffer from the Mind Projection Fallacy [3] and we restate his assumptions thus widening the applicability of the HMS model. The relationship between inference and statistical physics, described by Jaynes [4], is reiterated with the expectation that this realization will aid the field of complex systems research by moving away from often inappropriate direct application of statistical mechanics to a more encompassing inferential methodology.

Reliability analysis using an exponential power model with bathtub-shaped failure rate function: a Bayes study.

PubMed

Shehla, Romana; Khan, Athar Ali

2016-01-01

Models with bathtub-shaped hazard function have been widely accepted in the field of reliability and medicine and are particularly useful in reliability related decision making and cost analysis. In this paper, the exponential power model capable of assuming increasing as well as bathtub-shape, is studied. This article makes a Bayesian study of the same model and simultaneously shows how posterior simulations based on Markov chain Monte Carlo algorithms can be straightforward and routine in R. The study is carried out for complete as well as censored data, under the assumption of weakly-informative priors for the parameters. In addition to this, inference interest focuses on the posterior distribution of non-linear functions of the parameters. Also, the model has been extended to include continuous explanatory variables and R-codes are well illustrated. Two real data sets are considered for illustrative purposes.

Analysing child mortality in Nigeria with geoadditive discrete-time survival models.

PubMed

Adebayo, Samson B; Fahrmeir, Ludwig

2005-03-15

Child mortality reflects a country's level of socio-economic development and quality of life. In developing countries, mortality rates are not only influenced by socio-economic, demographic and health variables but they also vary considerably across regions and districts. In this paper, we analysed child mortality in Nigeria with flexible geoadditive discrete-time survival models. This class of models allows us to measure small-area district-specific spatial effects simultaneously with possibly non-linear or time-varying effects of other factors. Inference is fully Bayesian and uses computationally efficient Markov chain Monte Carlo (MCMC) simulation techniques. The application is based on the 1999 Nigeria Demographic and Health Survey. Our method assesses effects at a high level of temporal and spatial resolution not available with traditional parametric models, and the results provide some evidence on how to reduce child mortality by improving socio-economic and public health conditions. Copyright (c) 2004 John Wiley & Sons, Ltd.

The statistical analysis of circadian phase and amplitude in constant-routine core-temperature data

NASA Technical Reports Server (NTRS)

Brown, E. N.; Czeisler, C. A.

1992-01-01

Accurate estimation of the phases and amplitude of the endogenous circadian pacemaker from constant-routine core-temperature series is crucial for making inferences about the properties of the human biological clock from data collected under this protocol. This paper presents a set of statistical methods based on a harmonic-regression-plus-correlated-noise model for estimating the phases and the amplitude of the endogenous circadian pacemaker from constant-routine core-temperature data. The methods include a Bayesian Monte Carlo procedure for computing the uncertainty in these circadian functions. We illustrate the techniques with a detailed study of a single subject's core-temperature series and describe their relationship to other statistical methods for circadian data analysis. In our laboratory, these methods have been successfully used to analyze more than 300 constant routines and provide a highly reliable means of extracting phase and amplitude information from core-temperature data.

Bayesian random local clocks, or one rate to rule them all

PubMed Central

2010-01-01

Background Relaxed molecular clock models allow divergence time dating and "relaxed phylogenetic" inference, in which a time tree is estimated in the face of unequal rates across lineages. We present a new method for relaxing the assumption of a strict molecular clock using Markov chain Monte Carlo to implement Bayesian modeling averaging over random local molecular clocks. The new method approaches the problem of rate variation among lineages by proposing a series of local molecular clocks, each extending over a subregion of the full phylogeny. Each branch in a phylogeny (subtending a clade) is a possible location for a change of rate from one local clock to a new one. Thus, including both the global molecular clock and the unconstrained model results, there are a total of 22n-2 possible rate models available for averaging with 1, 2, ..., 2n - 2 different rate categories. Results We propose an efficient method to sample this model space while simultaneously estimating the phylogeny. The new method conveniently allows a direct test of the strict molecular clock, in which one rate rules them all, against a large array of alternative local molecular clock models. We illustrate the method's utility on three example data sets involving mammal, primate and influenza evolution. Finally, we explore methods to visualize the complex posterior distribution that results from inference under such models. Conclusions The examples suggest that large sequence datasets may only require a small number of local molecular clocks to reconcile their branch lengths with a time scale. All of the analyses described here are implemented in the open access software package BEAST 1.5.4 (http://beast-mcmc.googlecode.com/). PMID:20807414

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.

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.

IMAGINE: Interstellar MAGnetic field INference Engine

NASA Astrophysics Data System (ADS)

Steininger, Theo

2018-03-01

IMAGINE (Interstellar MAGnetic field INference Engine) performs inference on generic parametric models of the Galaxy. The modular open source framework uses highly optimized tools and technology such as the MultiNest sampler (ascl:1109.006) and the information field theory framework NIFTy (ascl:1302.013) to create an instance of the Milky Way based on a set of parameters for physical observables, using Bayesian statistics to judge the mismatch between measured data and model prediction. The flexibility of the IMAGINE framework allows for simple refitting for newly available data sets and makes state-of-the-art Bayesian methods easily accessible particularly for random components of the Galactic magnetic field.

Accurate age estimation in small-scale societies

PubMed Central

Smith, Daniel; Gerbault, Pascale; Dyble, Mark; Migliano, Andrea Bamberg; Thomas, Mark G.

2017-01-01

Precise estimation of age is essential in evolutionary anthropology, especially to infer population age structures and understand the evolution of human life history diversity. However, in small-scale societies, such as hunter-gatherer populations, time is often not referred to in calendar years, and accurate age estimation remains a challenge. We address this issue by proposing a Bayesian approach that accounts for age uncertainty inherent to fieldwork data. We developed a Gibbs sampling Markov chain Monte Carlo algorithm that produces posterior distributions of ages for each individual, based on a ranking order of individuals from youngest to oldest and age ranges for each individual. We first validate our method on 65 Agta foragers from the Philippines with known ages, and show that our method generates age estimations that are superior to previously published regression-based approaches. We then use data on 587 Agta collected during recent fieldwork to demonstrate how multiple partial age ranks coming from multiple camps of hunter-gatherers can be integrated. Finally, we exemplify how the distributions generated by our method can be used to estimate important demographic parameters in small-scale societies: here, age-specific fertility patterns. Our flexible Bayesian approach will be especially useful to improve cross-cultural life history datasets for small-scale societies for which reliable age records are difficult to acquire. PMID:28696282

Accurate age estimation in small-scale societies.

PubMed

Diekmann, Yoan; Smith, Daniel; Gerbault, Pascale; Dyble, Mark; Page, Abigail E; Chaudhary, Nikhil; Migliano, Andrea Bamberg; Thomas, Mark G

2017-08-01

Precise estimation of age is essential in evolutionary anthropology, especially to infer population age structures and understand the evolution of human life history diversity. However, in small-scale societies, such as hunter-gatherer populations, time is often not referred to in calendar years, and accurate age estimation remains a challenge. We address this issue by proposing a Bayesian approach that accounts for age uncertainty inherent to fieldwork data. We developed a Gibbs sampling Markov chain Monte Carlo algorithm that produces posterior distributions of ages for each individual, based on a ranking order of individuals from youngest to oldest and age ranges for each individual. We first validate our method on 65 Agta foragers from the Philippines with known ages, and show that our method generates age estimations that are superior to previously published regression-based approaches. We then use data on 587 Agta collected during recent fieldwork to demonstrate how multiple partial age ranks coming from multiple camps of hunter-gatherers can be integrated. Finally, we exemplify how the distributions generated by our method can be used to estimate important demographic parameters in small-scale societies: here, age-specific fertility patterns. Our flexible Bayesian approach will be especially useful to improve cross-cultural life history datasets for small-scale societies for which reliable age records are difficult to acquire.

Fitting models of continuous trait evolution to incompletely sampled comparative data using approximate Bayesian computation.

PubMed

Slater, Graham J; Harmon, Luke J; Wegmann, Daniel; Joyce, Paul; Revell, Liam J; Alfaro, Michael E

2012-03-01

In recent years, a suite of methods has been developed to fit multiple rate models to phylogenetic comparative data. However, most methods have limited utility at broad phylogenetic scales because they typically require complete sampling of both the tree and the associated phenotypic data. Here, we develop and implement a new, tree-based method called MECCA (Modeling Evolution of Continuous Characters using ABC) that uses a hybrid likelihood/approximate Bayesian computation (ABC)-Markov-Chain Monte Carlo approach to simultaneously infer rates of diversification and trait evolution from incompletely sampled phylogenies and trait data. We demonstrate via simulation that MECCA has considerable power to choose among single versus multiple evolutionary rate models, and thus can be used to test hypotheses about changes in the rate of trait evolution across an incomplete tree of life. We finally apply MECCA to an empirical example of body size evolution in carnivores, and show that there is no evidence for an elevated rate of body size evolution in the pinnipeds relative to terrestrial carnivores. ABC approaches can provide a useful alternative set of tools for future macroevolutionary studies where likelihood-dependent approaches are lacking. © 2011 The Author(s). Evolution© 2011 The Society for the Study of Evolution.

Bayesian Orbit Computation Tools for Objects on Geocentric Orbits

NASA Astrophysics Data System (ADS)

Virtanen, J.; Granvik, M.; Muinonen, K.; Oszkiewicz, D.

2013-08-01

We consider the space-debris orbital inversion problem via the concept of Bayesian inference. The methodology has been put forward for the orbital analysis of solar system small bodies in early 1990's [7] and results in a full solution of the statistical inverse problem given in terms of a posteriori probability density function (PDF) for the orbital parameters. We demonstrate the applicability of our statistical orbital analysis software to Earth orbiting objects, both using well-established Monte Carlo (MC) techniques (for a review, see e.g. [13] as well as recently developed Markov-chain MC (MCMC) techniques (e.g., [9]). In particular, we exploit the novel virtual observation MCMC method [8], which is based on the characterization of the phase-space volume of orbital solutions before the actual MCMC sampling. Our statistical methods and the resulting PDFs immediately enable probabilistic impact predictions to be carried out. Furthermore, this can be readily done also for very sparse data sets and data sets of poor quality - providing that some a priori information on the observational uncertainty is available. For asteroids, impact probabilities with the Earth from the discovery night onwards have been provided, e.g., by [11] and [10], the latter study includes the sampling of the observational-error standard deviation as a random variable.

Bayesian analysis of experimental epidemics of foot-and-mouth disease.

PubMed Central

Streftaris, George; Gibson, Gavin J.

2004-01-01

We investigate the transmission dynamics of a certain type of foot-and-mouth disease (FMD) virus under experimental conditions. Previous analyses of experimental data from FMD outbreaks in non-homogeneously mixing populations of sheep have suggested a decline in viraemic level through serial passage of the virus, but these do not take into account possible variation in the length of the chain of viral transmission for each animal, which is implicit in the non-observed transmission process. We consider a susceptible-exposed-infectious-removed non-Markovian compartmental model for partially observed epidemic processes, and we employ powerful methodology (Markov chain Monte Carlo) for statistical inference, to address epidemiological issues under a Bayesian framework that accounts for all available information and associated uncertainty in a coherent approach. The analysis allows us to investigate the posterior distribution of the hidden transmission history of the epidemic, and thus to determine the effect of the length of the infection chain on the recorded viraemic levels, based on the posterior distribution of a p-value. Parameter estimates of the epidemiological characteristics of the disease are also obtained. The results reveal a possible decline in viraemia in one of the two experimental outbreaks. Our model also suggests that individual infectivity is related to the level of viraemia. PMID:15306359

A baker's dozen of new particle flows for nonlinear filters, Bayesian decisions and transport

NASA Astrophysics Data System (ADS)

Daum, Fred; Huang, Jim

2015-05-01

We describe a baker's dozen of new particle flows to compute Bayes' rule for nonlinear filters, Bayesian decisions and learning as well as transport. Several of these new flows were inspired by transport theory, but others were inspired by physics or statistics or Markov chain Monte Carlo methods.

Building Process Improvement Business Cases Using Bayesian Belief Networks and Monte Carlo Simulation

DTIC Science & Technology

2009-07-01

simulation. The pilot described in this paper used this two-step approach within a Define, Measure, Analyze, Improve, and Control ( DMAIC ) framework to...networks, BBN, Monte Carlo simulation, DMAIC , Six Sigma, business case 15. NUMBER OF PAGES 35 16. PRICE CODE 17. SECURITY CLASSIFICATION OF

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.

A formal model of interpersonal inference

PubMed Central

Moutoussis, Michael; Trujillo-Barreto, Nelson J.; El-Deredy, Wael; Dolan, Raymond J.; Friston, Karl J.

2014-01-01

Introduction: We propose that active Bayesian inference—a general framework for decision-making—can equally be applied to interpersonal exchanges. Social cognition, however, entails special challenges. We address these challenges through a novel formulation of a formal model and demonstrate its psychological significance. Method: We review relevant literature, especially with regards to interpersonal representations, formulate a mathematical model and present a simulation study. The model accommodates normative models from utility theory and places them within the broader setting of Bayesian inference. Crucially, we endow people's prior beliefs, into which utilities are absorbed, with preferences of self and others. The simulation illustrates the model's dynamics and furnishes elementary predictions of the theory. Results: (1) Because beliefs about self and others inform both the desirability and plausibility of outcomes, in this framework interpersonal representations become beliefs that have to be actively inferred. This inference, akin to “mentalizing” in the psychological literature, is based upon the outcomes of interpersonal exchanges. (2) We show how some well-known social-psychological phenomena (e.g., self-serving biases) can be explained in terms of active interpersonal inference. (3) Mentalizing naturally entails Bayesian updating of how people value social outcomes. Crucially this includes inference about one's own qualities and preferences. Conclusion: We inaugurate a Bayes optimal framework for modeling intersubject variability in mentalizing during interpersonal exchanges. Here, interpersonal representations are endowed with explicit functional and affective properties. We suggest the active inference framework lends itself to the study of psychiatric conditions where mentalizing is distorted. PMID:24723872

Scale Mixture Models with Applications to Bayesian Inference

NASA Astrophysics Data System (ADS)

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

2003-11-01

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

A quantum probability framework for human probabilistic inference.

PubMed

Trueblood, Jennifer S; Yearsley, James M; Pothos, Emmanuel M

2017-09-01

There is considerable variety in human inference (e.g., a doctor inferring the presence of a disease, a juror inferring the guilt of a defendant, or someone inferring future weight loss based on diet and exercise). As such, people display a wide range of behaviors when making inference judgments. Sometimes, people's judgments appear Bayesian (i.e., normative), but in other cases, judgments deviate from the normative prescription of classical probability theory. How can we combine both Bayesian and non-Bayesian influences in a principled way? We propose a unified explanation of human inference using quantum probability theory. In our approach, we postulate a hierarchy of mental representations, from 'fully' quantum to 'fully' classical, which could be adopted in different situations. In our hierarchy of models, moving from the lowest level to the highest involves changing assumptions about compatibility (i.e., how joint events are represented). Using results from 3 experiments, we show that our modeling approach explains 5 key phenomena in human inference including order effects, reciprocity (i.e., the inverse fallacy), memorylessness, violations of the Markov condition, and antidiscounting. As far as we are aware, no existing theory or model can explain all 5 phenomena. We also explore transitions in our hierarchy, examining how representations change from more quantum to more classical. We show that classical representations provide a better account of data as individuals gain familiarity with a task. We also show that representations vary between individuals, in a way that relates to a simple measure of cognitive style, the Cognitive Reflection Test. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

Analogical and category-based inference: a theoretical integration with Bayesian causal models.

PubMed

Holyoak, Keith J; Lee, Hee Seung; Lu, Hongjing

2010-11-01

A fundamental issue for theories of human induction is to specify constraints on potential inferences. For inferences based on shared category membership, an analogy, and/or a relational schema, it appears that the basic goal of induction is to make accurate and goal-relevant inferences that are sensitive to uncertainty. People can use source information at various levels of abstraction (including both specific instances and more general categories), coupled with prior causal knowledge, to build a causal model for a target situation, which in turn constrains inferences about the target. We propose a computational theory in the framework of Bayesian inference and test its predictions (parameter-free for the cases we consider) in a series of experiments in which people were asked to assess the probabilities of various causal predictions and attributions about a target on the basis of source knowledge about generative and preventive causes. The theory proved successful in accounting for systematic patterns of judgments about interrelated types of causal inferences, including evidence that analogical inferences are partially dissociable from overall mapping quality.

Estimating the Earthquake Source Time Function by Markov Chain Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Dȩbski, Wojciech

2008-07-01

Many aspects of earthquake source dynamics like dynamic stress drop, rupture velocity and directivity, etc. are currently inferred from the source time functions obtained by a deconvolution of the propagation and recording effects from seismograms. The question of the accuracy of obtained results remains open. In this paper we address this issue by considering two aspects of the source time function deconvolution. First, we propose a new pseudo-spectral parameterization of the sought function which explicitly takes into account the physical constraints imposed on the sought functions. Such parameterization automatically excludes non-physical solutions and so improves the stability and uniqueness of the deconvolution. Secondly, we demonstrate that the Bayesian approach to the inverse problem at hand, combined with an efficient Markov Chain Monte Carlo sampling technique, is a method which allows efficient estimation of the source time function uncertainties. The key point of the approach is the description of the solution of the inverse problem by the a posteriori probability density function constructed according to the Bayesian (probabilistic) theory. Next, the Markov Chain Monte Carlo sampling technique is used to sample this function so the statistical estimator of a posteriori errors can be easily obtained with minimal additional computational effort with respect to modern inversion (optimization) algorithms. The methodological considerations are illustrated by a case study of the mining-induced seismic event of the magnitude M L ≈3.1 that occurred at Rudna (Poland) copper mine. The seismic P-wave records were inverted for the source time functions, using the proposed algorithm and the empirical Green function technique to approximate Green functions. The obtained solutions seem to suggest some complexity of the rupture process with double pulses of energy release. However, the error analysis shows that the hypothesis of source complexity is not justified at the 95% confidence level. On the basis of the analyzed event we also show that the separation of the source inversion into two steps introduces limitations on the completeness of the a posteriori error analysis.

Python Environment for Bayesian Learning: Inferring the Structure of Bayesian Networks from Knowledge and Data

PubMed Central

Shah, Abhik; Woolf, Peter

2009-01-01

Summary In this paper, we introduce pebl, a Python library and application for learning Bayesian network structure from data and prior knowledge that provides features unmatched by alternative software packages: the ability to use interventional data, flexible specification of structural priors, modeling with hidden variables and exploitation of parallel processing. PMID:20161541

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

Bayesian inference of the number of factors in gene-expression analysis: application to human virus challenge studies

PubMed Central

2010-01-01

Background Nonparametric Bayesian techniques have been developed recently to extend the sophistication of factor models, allowing one to infer the number of appropriate factors from the observed data. We consider such techniques for sparse factor analysis, with application to gene-expression data from three virus challenge studies. Particular attention is placed on employing the Beta Process (BP), the Indian Buffet Process (IBP), and related sparseness-promoting techniques to infer a proper number of factors. The posterior density function on the model parameters is computed using Gibbs sampling and variational Bayesian (VB) analysis. Results Time-evolving gene-expression data are considered for respiratory syncytial virus (RSV), Rhino virus, and influenza, using blood samples from healthy human subjects. These data were acquired in three challenge studies, each executed after receiving institutional review board (IRB) approval from Duke University. Comparisons are made between several alternative means of per-forming nonparametric factor analysis on these data, with comparisons as well to sparse-PCA and Penalized Matrix Decomposition (PMD), closely related non-Bayesian approaches. Conclusions Applying the Beta Process to the factor scores, or to the singular values of a pseudo-SVD construction, the proposed algorithms infer the number of factors in gene-expression data. For real data the "true" number of factors is unknown; in our simulations we consider a range of noise variances, and the proposed Bayesian models inferred the number of factors accurately relative to other methods in the literature, such as sparse-PCA and PMD. We have also identified a "pan-viral" factor of importance for each of the three viruses considered in this study. We have identified a set of genes associated with this pan-viral factor, of interest for early detection of such viruses based upon the host response, as quantified via gene-expression data. PMID:21062443

A general framework for updating belief distributions.

PubMed

Bissiri, P G; Holmes, C C; Walker, S G

2016-11-01

We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the traditional likelihood function, which is recovered as a special case. Modern application areas make it increasingly challenging for Bayesians to attempt to model the true data-generating mechanism. For instance, when the object of interest is low dimensional, such as a mean or median, it is cumbersome to have to achieve this via a complete model for the whole data distribution. More importantly, there are settings where the parameter of interest does not directly index a family of density functions and thus the Bayesian approach to learning about such parameters is currently regarded as problematic. Our framework uses loss functions to connect information in the data to functionals of interest. The updating of beliefs then follows from a decision theoretic approach involving cumulative loss functions. Importantly, the procedure coincides with Bayesian updating when a true likelihood is known yet provides coherent subjective inference in much more general settings. Connections to other inference frameworks are highlighted.

Quantum Inference on Bayesian Networks

NASA Astrophysics Data System (ADS)

Yoder, Theodore; Low, Guang Hao; Chuang, Isaac

2014-03-01

Because quantum physics is naturally probabilistic, it seems reasonable to expect physical systems to describe probabilities and their evolution in a natural fashion. Here, we use quantum computation to speedup sampling from a graphical probability model, the Bayesian network. A specialization of this sampling problem is approximate Bayesian inference, where the distribution on query variables is sampled given the values e of evidence variables. Inference is a key part of modern machine learning and artificial intelligence tasks, but is known to be NP-hard. Classically, a single unbiased sample is obtained from a Bayesian network on n variables with at most m parents per node in time (nmP(e) - 1 / 2) , depending critically on P(e) , the probability the evidence might occur in the first place. However, by implementing a quantum version of rejection sampling, we obtain a square-root speedup, taking (n2m P(e) -1/2) time per sample. The speedup is the result of amplitude amplification, which is proving to be broadly applicable in sampling and machine learning tasks. In particular, we provide an explicit and efficient circuit construction that implements the algorithm without the need for oracle access.

A review and comparison of Bayesian and likelihood-based inferences in beta regression and zero-or-one-inflated beta regression.

PubMed

Liu, Fang; Eugenio, Evercita C

2018-04-01

Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.

Probabilistic inference using linear Gaussian importance sampling for hybrid Bayesian networks

NASA Astrophysics Data System (ADS)

Sun, Wei; Chang, K. C.

2005-05-01

Probabilistic inference for Bayesian networks is in general NP-hard using either exact algorithms or approximate methods. However, for very complex networks, only the approximate methods such as stochastic sampling could be used to provide a solution given any time constraint. There are several simulation methods currently available. They include logic sampling (the first proposed stochastic method for Bayesian networks, the likelihood weighting algorithm) the most commonly used simulation method because of its simplicity and efficiency, the Markov blanket scoring method, and the importance sampling algorithm. In this paper, we first briefly review and compare these available simulation methods, then we propose an improved importance sampling algorithm called linear Gaussian importance sampling algorithm for general hybrid model (LGIS). LGIS is aimed for hybrid Bayesian networks consisting of both discrete and continuous random variables with arbitrary distributions. It uses linear function and Gaussian additive noise to approximate the true conditional probability distribution for continuous variable given both its parents and evidence in a Bayesian network. One of the most important features of the newly developed method is that it can adaptively learn the optimal important function from the previous samples. We test the inference performance of LGIS using a 16-node linear Gaussian model and a 6-node general hybrid model. The performance comparison with other well-known methods such as Junction tree (JT) and likelihood weighting (LW) shows that LGIS-GHM is very promising.

Birth/birth-death processes and their computable transition probabilities with biological applications.

PubMed

Ho, Lam Si Tung; Xu, Jason; Crawford, Forrest W; Minin, Vladimir N; Suchard, Marc A

2018-03-01

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for evaluating finite-time transition probabilities of bivariate processes, however, has restricted statistical inference in these models. Researchers rely on computationally expensive methods such as matrix exponentiation or Monte Carlo approximation, restricting likelihood-based inference to small systems, or indirect methods such as approximate Bayesian computation. In this paper, we introduce the birth/birth-death process, a tractable bivariate extension of the birth-death process, where rates are allowed to be nonlinear. We develop an efficient algorithm to calculate its transition probabilities using a continued fraction representation of their Laplace transforms. Next, we identify several exemplary models arising in molecular epidemiology, macro-parasite evolution, and infectious disease modeling that fall within this class, and demonstrate advantages of our proposed method over existing approaches to inference in these models. Notably, the ubiquitous stochastic susceptible-infectious-removed (SIR) model falls within this class, and we emphasize that computable transition probabilities newly enable direct inference of parameters in the SIR model. We also propose a very fast method for approximating the transition probabilities under the SIR model via a novel branching process simplification, and compare it to the continued fraction representation method with application to the 17th century plague in Eyam. Although the two methods produce similar maximum a posteriori estimates, the branching process approximation fails to capture the correlation structure in the joint posterior distribution.

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.

Bayesian model selection validates a biokinetic model for zirconium processing in humans

PubMed Central

2012-01-01

Background In radiation protection, biokinetic models for zirconium processing are of crucial importance in dose estimation and further risk analysis for humans exposed to this radioactive substance. They provide limiting values of detrimental effects and build the basis for applications in internal dosimetry, the prediction for radioactive zirconium retention in various organs as well as retrospective dosimetry. Multi-compartmental models are the tool of choice for simulating the processing of zirconium. Although easily interpretable, determining the exact compartment structure and interaction mechanisms is generally daunting. In the context of observing the dynamics of multiple compartments, Bayesian methods provide efficient tools for model inference and selection. Results We are the first to apply a Markov chain Monte Carlo approach to compute Bayes factors for the evaluation of two competing models for zirconium processing in the human body after ingestion. Based on in vivo measurements of human plasma and urine levels we were able to show that a recently published model is superior to the standard model of the International Commission on Radiological Protection. The Bayes factors were estimated by means of the numerically stable thermodynamic integration in combination with a recently developed copula-based Metropolis-Hastings sampler. Conclusions In contrast to the standard model the novel model predicts lower accretion of zirconium in bones. This results in lower levels of noxious doses for exposed individuals. Moreover, the Bayesian approach allows for retrospective dose assessment, including credible intervals for the initially ingested zirconium, in a significantly more reliable fashion than previously possible. All methods presented here are readily applicable to many modeling tasks in systems biology. PMID:22863152

Validation of Bayesian analysis of compartmental kinetic models in medical imaging.

PubMed

Sitek, Arkadiusz; Li, Quanzheng; El Fakhri, Georges; Alpert, Nathaniel M

2016-10-01

Kinetic compartmental analysis is frequently used to compute physiologically relevant quantitative values from time series of images. In this paper, a new approach based on Bayesian analysis to obtain information about these parameters is presented and validated. The closed-form of the posterior distribution of kinetic parameters is derived with a hierarchical prior to model the standard deviation of normally distributed noise. Markov chain Monte Carlo methods are used for numerical estimation of the posterior distribution. Computer simulations of the kinetics of F18-fluorodeoxyglucose (FDG) are used to demonstrate drawing statistical inferences about kinetic parameters and to validate the theory and implementation. Additionally, point estimates of kinetic parameters and covariance of those estimates are determined using the classical non-linear least squares approach. Posteriors obtained using methods proposed in this work are accurate as no significant deviation from the expected shape of the posterior was found (one-sided P>0.08). It is demonstrated that the results obtained by the standard non-linear least-square methods fail to provide accurate estimation of uncertainty for the same data set (P<0.0001). The results of this work validate new methods for a computer simulations of FDG kinetics. Results show that in situations where the classical approach fails in accurate estimation of uncertainty, Bayesian estimation provides an accurate information about the uncertainties in the parameters. Although a particular example of FDG kinetics was used in the paper, the methods can be extended for different pharmaceuticals and imaging modalities. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Estimation of spatially varying heat transfer coefficient from a flat plate with flush mounted heat sources using Bayesian inference

NASA Astrophysics Data System (ADS)

Jakkareddy, Pradeep S.; Balaji, C.

2016-09-01

This paper employs the Bayesian based Metropolis Hasting - Markov Chain Monte Carlo algorithm to solve inverse heat transfer problem of determining the spatially varying heat transfer coefficient from a flat plate with flush mounted discrete heat sources with measured temperatures at the bottom of the plate. The Nusselt number is assumed to be of the form Nu = aReb(x/l)c . To input reasonable values of ’a’ and ‘b’ into the inverse problem, first limited two dimensional conjugate convection simulations were done with Comsol. Based on the guidance from this different values of ‘a’ and ‘b’ are input to a computationally less complex problem of conjugate conduction in the flat plate (15mm thickness) and temperature distributions at the bottom of the plate which is a more convenient location for measuring the temperatures without disturbing the flow were obtained. Since the goal of this work is to demonstrate the eficiacy of the Bayesian approach to accurately retrieve ‘a’ and ‘b’, numerically generated temperatures with known values of ‘a’ and ‘b’ are treated as ‘surrogate’ experimental data. The inverse problem is then solved by repeatedly using the forward solutions together with the MH-MCMC aprroach. To speed up the estimation, the forward model is replaced by an artificial neural network. The mean, maximum-a-posteriori and standard deviation of the estimated parameters ‘a’ and ‘b’ are reported. The robustness of the proposed method is examined, by synthetically adding noise to the temperatures.

Bayesian Inference in Satellite Gravity Inversion

NASA Technical Reports Server (NTRS)

Kis, K. I.; Taylor, Patrick T.; Wittmann, G.; Kim, Hyung Rae; Torony, B.; Mayer-Guerr, T.

2005-01-01

To solve a geophysical inverse problem means applying measurements to determine the parameters of the selected model. The inverse problem is formulated as the Bayesian inference. The Gaussian probability density functions are applied in the Bayes's equation. The CHAMP satellite gravity data are determined at the altitude of 400 kilometer altitude over the South part of the Pannonian basin. The model of interpretation is the right vertical cylinder. The parameters of the model are obtained from the minimum problem solved by the Simplex method.

Modeling the Perception of Audiovisual Distance: Bayesian Causal Inference and Other Models

PubMed Central

2016-01-01

Studies of audiovisual perception of distance are rare. Here, visual and auditory cue interactions in distance are tested against several multisensory models, including a modified causal inference model. In this causal inference model predictions of estimate distributions are included. In our study, the audiovisual perception of distance was overall better explained by Bayesian causal inference than by other traditional models, such as sensory dominance and mandatory integration, and no interaction. Causal inference resolved with probability matching yielded the best fit to the data. Finally, we propose that sensory weights can also be estimated from causal inference. The analysis of the sensory weights allows us to obtain windows within which there is an interaction between the audiovisual stimuli. We find that the visual stimulus always contributes by more than 80% to the perception of visual distance. The visual stimulus also contributes by more than 50% to the perception of auditory distance, but only within a mobile window of interaction, which ranges from 1 to 4 m. PMID:27959919

Uncertainty Quantification in Climate Modeling and Projection

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

Qian, Yun; Jackson, Charles; Giorgi, Filippo

The projection of future climate is one of the most complex problems undertaken by the scientific community. Although scientists have been striving to better understand the physical basis of the climate system and to improve climate models, the overall uncertainty in projections of future climate has not been significantly reduced (e.g., from the IPCC AR4 to AR5). With the rapid increase of complexity in Earth system models, reducing uncertainties in climate projections becomes extremely challenging. Since uncertainties always exist in climate models, interpreting the strengths and limitations of future climate projections is key to evaluating risks, and climate change informationmore » for use in Vulnerability, Impact, and Adaptation (VIA) studies should be provided with both well-characterized and well-quantified uncertainty. The workshop aimed at providing participants, many of them from developing countries, information on strategies to quantify the uncertainty in climate model projections and assess the reliability of climate change information for decision-making. The program included a mixture of lectures on fundamental concepts in Bayesian inference and sampling, applications, and hands-on computer laboratory exercises employing software packages for Bayesian inference, Markov Chain Monte Carlo methods, and global sensitivity analyses. The lectures covered a range of scientific issues underlying the evaluation of uncertainties in climate projections, such as the effects of uncertain initial and boundary conditions, uncertain physics, and limitations of observational records. Progress in quantitatively estimating uncertainties in hydrologic, land surface, and atmospheric models at both regional and global scales was also reviewed. The application of Uncertainty Quantification (UQ) concepts to coupled climate system models is still in its infancy. The Coupled Model Intercomparison Project (CMIP) multi-model ensemble currently represents the primary data for assessing reliability and uncertainties of climate change information. An alternative approach is to generate similar ensembles by perturbing parameters within a single-model framework. One of workshop’s objectives was to give participants a deeper understanding of these approaches within a Bayesian statistical framework. However, there remain significant challenges still to be resolved before UQ can be applied in a convincing way to climate models and their projections.« less

Bayesian Estimation and Inference Using Stochastic Electronics

PubMed Central

Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M.; Hamilton, Tara J.; Tapson, Jonathan; van Schaik, André

2016-01-01

In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream. PMID:27047326

Bayesian Estimation and Inference Using Stochastic Electronics.

PubMed

Thakur, Chetan Singh; Afshar, Saeed; Wang, Runchun M; Hamilton, Tara J; Tapson, Jonathan; van Schaik, André

2016-01-01

In this paper, we present the implementation of two types of Bayesian inference problems to demonstrate the potential of building probabilistic algorithms in hardware using single set of building blocks with the ability to perform these computations in real time. The first implementation, referred to as the BEAST (Bayesian Estimation and Stochastic Tracker), demonstrates a simple problem where an observer uses an underlying Hidden Markov Model (HMM) to track a target in one dimension. In this implementation, sensors make noisy observations of the target position at discrete time steps. The tracker learns the transition model for target movement, and the observation model for the noisy sensors, and uses these to estimate the target position by solving the Bayesian recursive equation online. We show the tracking performance of the system and demonstrate how it can learn the observation model, the transition model, and the external distractor (noise) probability interfering with the observations. In the second implementation, referred to as the Bayesian INference in DAG (BIND), we show how inference can be performed in a Directed Acyclic Graph (DAG) using stochastic circuits. We show how these building blocks can be easily implemented using simple digital logic gates. An advantage of the stochastic electronic implementation is that it is robust to certain types of noise, which may become an issue in integrated circuit (IC) technology with feature sizes in the order of tens of nanometers due to their low noise margin, the effect of high-energy cosmic rays and the low supply voltage. In our framework, the flipping of random individual bits would not affect the system performance because information is encoded in a bit stream.

Ancestral sequence reconstruction in primate mitochondrial DNA: compositional bias and effect on functional inference.

PubMed

Krishnan, Neeraja M; Seligmann, Hervé; Stewart, Caro-Beth; De Koning, A P Jason; Pollock, David D

2004-10-01

Reconstruction of ancestral DNA and amino acid sequences is an important means of inferring information about past evolutionary events. Such reconstructions suggest changes in molecular function and evolutionary processes over the course of evolution and are used to infer adaptation and convergence. Maximum likelihood (ML) is generally thought to provide relatively accurate reconstructed sequences compared to parsimony, but both methods lead to the inference of multiple directional changes in nucleotide frequencies in primate mitochondrial DNA (mtDNA). To better understand this surprising result, as well as to better understand how parsimony and ML differ, we constructed a series of computationally simple "conditional pathway" methods that differed in the number of substitutions allowed per site along each branch, and we also evaluated the entire Bayesian posterior frequency distribution of reconstructed ancestral states. We analyzed primate mitochondrial cytochrome b (Cyt-b) and cytochrome oxidase subunit I (COI) genes and found that ML reconstructs ancestral frequencies that are often more different from tip sequences than are parsimony reconstructions. In contrast, frequency reconstructions based on the posterior ensemble more closely resemble extant nucleotide frequencies. Simulations indicate that these differences in ancestral sequence inference are probably due to deterministic bias caused by high uncertainty in the optimization-based ancestral reconstruction methods (parsimony, ML, Bayesian maximum a posteriori). In contrast, ancestral nucleotide frequencies based on an average of the Bayesian set of credible ancestral sequences are much less biased. The methods involving simpler conditional pathway calculations have slightly reduced likelihood values compared to full likelihood calculations, but they can provide fairly unbiased nucleotide reconstructions and may be useful in more complex phylogenetic analyses than considered here due to their speed and flexibility. To determine whether biased reconstructions using optimization methods might affect inferences of functional properties, ancestral primate mitochondrial tRNA sequences were inferred and helix-forming propensities for conserved pairs were evaluated in silico. For ambiguously reconstructed nucleotides at sites with high base composition variability, ancestral tRNA sequences from Bayesian analyses were more compatible with canonical base pairing than were those inferred by other methods. Thus, nucleotide bias in reconstructed sequences apparently can lead to serious bias and inaccuracies in functional predictions.

Analogical and Category-Based Inference: A Theoretical Integration with Bayesian Causal Models

ERIC Educational Resources Information Center

Holyoak, Keith J.; Lee, Hee Seung; Lu, Hongjing

2010-01-01

A fundamental issue for theories of human induction is to specify constraints on potential inferences. For inferences based on shared category membership, an analogy, and/or a relational schema, it appears that the basic goal of induction is to make accurate and goal-relevant inferences that are sensitive to uncertainty. People can use source…

Teaching Markov Chain Monte Carlo: Revealing the Basic Ideas behind the Algorithm

ERIC Educational Resources Information Center

Stewart, Wayne; Stewart, Sepideh

2014-01-01

For many scientists, researchers and students Markov chain Monte Carlo (MCMC) simulation is an important and necessary tool to perform Bayesian analyses. The simulation is often presented as a mathematical algorithm and then translated into an appropriate computer program. However, this can result in overlooking the fundamental and deeper…

A Tutorial Introduction to Bayesian Models of Cognitive Development

ERIC Educational Resources Information Center

Perfors, Amy; Tenenbaum, Joshua B.; Griffiths, Thomas L.; Xu, Fei

2011-01-01

We present an introduction to Bayesian inference as it is used in probabilistic models of cognitive development. Our goal is to provide an intuitive and accessible guide to the "what", the "how", and the "why" of the Bayesian approach: what sorts of problems and data the framework is most relevant for, and how and why it may be useful for…

Bayesian networks improve causal environmental ...

EPA Pesticide Factsheets

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the problem, using this knowledge with probabilistic calculus to combine multiple lines of evidence, and minimizing biases in predicting or diagnosing causal relationships. Too often, sources of uncertainty in conventional weight of evidence approaches are ignored that can be accounted for with Bayesian networks. Specifying and propagating uncertainties improve the ability of models to incorporate strength of the evidence in the risk management phase of an assessment. Probabilistic inference from a Bayesian network allows evaluation of changes in uncertainty for variables from the evidence. The network structure and probabilistic framework of a Bayesian approach provide advantages over qualitative approaches in weight of evidence for capturing the impacts of multiple sources of quantifiable uncertainty on predictions of ecological risk. Bayesian networks can facilitate the development of evidence-based policy under conditions of uncertainty by incorporating analytical inaccuracies or the implications of imperfect information, structuring and communicating causal issues through qualitative directed graph formulations, and quantitatively comparing the causal power of multiple stressors on value

Adaptive Sequential Monte Carlo for Multiple Changepoint Analysis

DOE PAGES

Heard, Nicholas A.; Turcotte, Melissa J. M.

2016-05-21

Process monitoring and control requires detection of structural changes in a data stream in real time. This paper introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The method is intuitively simple: new changepoints for the latest window of data are proposed by conditioning only on data observed since the most recent estimated changepoint, as these observations carry most of the information about the current state of the process. The proposed method shows improved performance over the current state of the art. Another advantage of the proposed algorithm is that it can be mademore » adaptive, varying the number of particles according to the apparent local complexity of the target changepoint probability distribution. This saves valuable computing time when changes in the changepoint distribution are negligible, and enables re-balancing of the importance weights of existing particles when a significant change in the target distribution is encountered. The plain and adaptive versions of the method are illustrated using the canonical continuous time changepoint problem of inferring the intensity of an inhomogeneous Poisson process, although the method is generally applicable to any changepoint problem. Performance is demonstrated using both conjugate and non-conjugate Bayesian models for the intensity. Lastly, appendices to the article are available online, illustrating the method on other models and applications.« less

MDTS: automatic complex materials design using Monte Carlo tree search.

PubMed

M Dieb, Thaer; Ju, Shenghong; Yoshizoe, Kazuki; Hou, Zhufeng; Shiomi, Junichiro; Tsuda, Koji

2017-01-01

Complex materials design is often represented as a black-box combinatorial optimization problem. In this paper, we present a novel python library called MDTS (Materials Design using Tree Search). Our algorithm employs a Monte Carlo tree search approach, which has shown exceptional performance in computer Go game. Unlike evolutionary algorithms that require user intervention to set parameters appropriately, MDTS has no tuning parameters and works autonomously in various problems. In comparison to a Bayesian optimization package, our algorithm showed competitive search efficiency and superior scalability. We succeeded in designing large Silicon-Germanium (Si-Ge) alloy structures that Bayesian optimization could not deal with due to excessive computational cost. MDTS is available at https://github.com/tsudalab/MDTS.

MDTS: automatic complex materials design using Monte Carlo tree search

NASA Astrophysics Data System (ADS)

Dieb, Thaer M.; Ju, Shenghong; Yoshizoe, Kazuki; Hou, Zhufeng; Shiomi, Junichiro; Tsuda, Koji

2017-12-01

Complex materials design is often represented as a black-box combinatorial optimization problem. In this paper, we present a novel python library called MDTS (Materials Design using Tree Search). Our algorithm employs a Monte Carlo tree search approach, which has shown exceptional performance in computer Go game. Unlike evolutionary algorithms that require user intervention to set parameters appropriately, MDTS has no tuning parameters and works autonomously in various problems. In comparison to a Bayesian optimization package, our algorithm showed competitive search efficiency and superior scalability. We succeeded in designing large Silicon-Germanium (Si-Ge) alloy structures that Bayesian optimization could not deal with due to excessive computational cost. MDTS is available at https://github.com/tsudalab/MDTS.

Prognostics of lithium-ion batteries based on Dempster-Shafer theory and the Bayesian Monte Carlo method

NASA Astrophysics Data System (ADS)

He, Wei; Williard, Nicholas; Osterman, Michael; Pecht, Michael

A new method for state of health (SOH) and remaining useful life (RUL) estimations for lithium-ion batteries using Dempster-Shafer theory (DST) and the Bayesian Monte Carlo (BMC) method is proposed. In this work, an empirical model based on the physical degradation behavior of lithium-ion batteries is developed. Model parameters are initialized by combining sets of training data based on DST. BMC is then used to update the model parameters and predict the RUL based on available data through battery capacity monitoring. As more data become available, the accuracy of the model in predicting RUL improves. Two case studies demonstrating this approach are presented.

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

The Role of Probability-Based Inference in an Intelligent Tutoring System.

ERIC Educational Resources Information Center

Mislevy, Robert J.; Gitomer, Drew H.

Probability-based inference in complex networks of interdependent variables is an active topic in statistical research, spurred by such diverse applications as forecasting, pedigree analysis, troubleshooting, and medical diagnosis. This paper concerns the role of Bayesian inference networks for updating student models in intelligent tutoring…

Estimating size and scope economies in the Portuguese water sector using the Bayesian stochastic frontier analysis.

PubMed

Carvalho, Pedro; Marques, Rui Cunha

2016-02-15

This study aims to search for economies of size and scope in the Portuguese water sector applying Bayesian and classical statistics to make inference in stochastic frontier analysis (SFA). This study proves the usefulness and advantages of the application of Bayesian statistics for making inference in SFA over traditional SFA which just uses classical statistics. The resulting Bayesian methods allow overcoming some problems that arise in the application of the traditional SFA, such as the bias in small samples and skewness of residuals. In the present case study of the water sector in Portugal, these Bayesian methods provide more plausible and acceptable results. Based on the results obtained we found that there are important economies of output density, economies of size, economies of vertical integration and economies of scope in the Portuguese water sector, pointing out to the huge advantages in undertaking mergers by joining the retail and wholesale components and by joining the drinking water and wastewater services. Copyright © 2015 Elsevier B.V. All rights reserved.

Dynamic Bayesian wavelet transform: New methodology for extraction of repetitive transients

NASA Astrophysics Data System (ADS)

Wang, Dong; Tsui, Kwok-Leung

2017-05-01

Thanks to some recent research works, dynamic Bayesian wavelet transform as new methodology for extraction of repetitive transients is proposed in this short communication to reveal fault signatures hidden in rotating machine. The main idea of the dynamic Bayesian wavelet transform is to iteratively estimate posterior parameters of wavelet transform via artificial observations and dynamic Bayesian inference. First, a prior wavelet parameter distribution can be established by one of many fast detection algorithms, such as the fast kurtogram, the improved kurtogram, the enhanced kurtogram, the sparsogram, the infogram, continuous wavelet transform, discrete wavelet transform, wavelet packets, multiwavelets, empirical wavelet transform, empirical mode decomposition, local mean decomposition, etc.. Second, artificial observations can be constructed based on one of many metrics, such as kurtosis, the sparsity measurement, entropy, approximate entropy, the smoothness index, a synthesized criterion, etc., which are able to quantify repetitive transients. Finally, given artificial observations, the prior wavelet parameter distribution can be posteriorly updated over iterations by using dynamic Bayesian inference. More importantly, the proposed new methodology can be extended to establish the optimal parameters required by many other signal processing methods for extraction of repetitive transients.

BCM: toolkit for Bayesian analysis of Computational Models using samplers.

PubMed

Thijssen, Bram; Dijkstra, Tjeerd M H; Heskes, Tom; Wessels, Lodewyk F A

2016-10-21

Computational models in biology are characterized by a large degree of uncertainty. This uncertainty can be analyzed with Bayesian statistics, however, the sampling algorithms that are frequently used for calculating Bayesian statistical estimates are computationally demanding, and each algorithm has unique advantages and disadvantages. It is typically unclear, before starting an analysis, which algorithm will perform well on a given computational model. We present BCM, a toolkit for the Bayesian analysis of Computational Models using samplers. It provides efficient, multithreaded implementations of eleven algorithms for sampling from posterior probability distributions and for calculating marginal likelihoods. BCM includes tools to simplify the process of model specification and scripts for visualizing the results. The flexible architecture allows it to be used on diverse types of biological computational models. In an example inference task using a model of the cell cycle based on ordinary differential equations, BCM is significantly more efficient than existing software packages, allowing more challenging inference problems to be solved. BCM represents an efficient one-stop-shop for computational modelers wishing to use sampler-based Bayesian statistics.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

NASA Astrophysics Data System (ADS)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Bao, Jie; Swiler, Laura

2017-12-01

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated - reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

Bayesian truthing as experimental verification of C4ISR sensors

NASA Astrophysics Data System (ADS)

Jannson, Tomasz; Forrester, Thomas; Romanov, Volodymyr; Wang, Wenjian; Nielsen, Thomas; Kostrzewski, Andrew

2015-05-01

In this paper, the general methodology for experimental verification/validation of C4ISR and other sensors' performance, is presented, based on Bayesian inference, in general, and binary sensors, in particular. This methodology, called Bayesian Truthing, defines Performance Metrics for binary sensors in: physics, optics, electronics, medicine, law enforcement, C3ISR, QC, ATR (Automatic Target Recognition), terrorism related events, and many others. For Bayesian Truthing, the sensing medium itself is not what is truly important; it is how the decision process is affected.

Predicting the Future as Bayesian Inference: People Combine Prior Knowledge with Observations when Estimating Duration and Extent

ERIC Educational Resources Information Center

Griffiths, Thomas L.; Tenenbaum, Joshua B.

2011-01-01

Predicting the future is a basic problem that people have to solve every day and a component of planning, decision making, memory, and causal reasoning. In this article, we present 5 experiments testing a Bayesian model of predicting the duration or extent of phenomena from their current state. This Bayesian model indicates how people should…

Investigating different approaches to develop informative priors in hierarchical Bayesian safety performance functions.

PubMed

Yu, Rongjie; Abdel-Aty, Mohamed

2013-07-01

The Bayesian inference method has been frequently adopted to develop safety performance functions. One advantage of the Bayesian inference is that prior information for the independent variables can be included in the inference procedures. However, there are few studies that discussed how to formulate informative priors for the independent variables and evaluated the effects of incorporating informative priors in developing safety performance functions. This paper addresses this deficiency by introducing four approaches of developing informative priors for the independent variables based on historical data and expert experience. Merits of these informative priors have been tested along with two types of Bayesian hierarchical models (Poisson-gamma and Poisson-lognormal models). Deviance information criterion (DIC), R-square values, and coefficients of variance for the estimations were utilized as evaluation measures to select the best model(s). Comparison across the models indicated that the Poisson-gamma model is superior with a better model fit and it is much more robust with the informative priors. Moreover, the two-stage Bayesian updating informative priors provided the best goodness-of-fit and coefficient estimation accuracies. Furthermore, informative priors for the inverse dispersion parameter have also been introduced and tested. Different types of informative priors' effects on the model estimations and goodness-of-fit have been compared and concluded. Finally, based on the results, recommendations for future research topics and study applications have been made. Copyright © 2013 Elsevier Ltd. All rights reserved.

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

Bayesian networks improve causal environmental assessments for evidence-based policy

EPA Science Inventory

Rule-based weight of evidence approaches to ecological risk assessment may not account for uncertainties and generally lack probabilistic integration of lines of evidence. Bayesian networks allow causal inferences to be made from evidence by including causal knowledge about the p...

Theory-based Bayesian models of inductive learning and reasoning.

PubMed

Tenenbaum, Joshua B; Griffiths, Thomas L; Kemp, Charles

2006-07-01

Inductive inference allows humans to make powerful generalizations from sparse data when learning about word meanings, unobserved properties, causal relationships, and many other aspects of the world. Traditional accounts of induction emphasize either the power of statistical learning, or the importance of strong constraints from structured domain knowledge, intuitive theories or schemas. We argue that both components are necessary to explain the nature, use and acquisition of human knowledge, and we introduce a theory-based Bayesian framework for modeling inductive learning and reasoning as statistical inferences over structured knowledge representations.

An inquiry into computer understanding

NASA Technical Reports Server (NTRS)

Cheeseman, Peter

1988-01-01

The paper examines issues connected with the choice of the best method for representing and reasoning about common sense. McDermott (1978) has shown that a direct translation of common sense reasoning into logical form leads to insurmountable difficulties. It is shown, in the present work, that if Bayesian probability is used instead of logic as the language of such reasoning, none of the technical difficulties found in using logic arise. Bayesian inference is applied to a simple example of linguistic information to illustrate the potential of this type of inference for artificial intelligence.

Source Detection with Bayesian Inference on ROSAT All-Sky Survey Data Sample

NASA Astrophysics Data System (ADS)

Guglielmetti, F.; Voges, W.; Fischer, R.; Boese, G.; Dose, V.

2004-07-01

We employ Bayesian inference for the joint estimation of sources and background on ROSAT All-Sky Survey (RASS) data. The probabilistic method allows for detection improvement of faint extended celestial sources compared to the Standard Analysis Software System (SASS). Background maps were estimated in a single step together with the detection of sources without pixel censoring. Consistent uncertainties of background and sources are provided. The source probability is evaluated for single pixels as well as for pixel domains to enhance source detection of weak and extended sources.

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.

Planetary micro-rover operations on Mars using a Bayesian framework for inference and control

NASA Astrophysics Data System (ADS)

Post, Mark A.; Li, Junquan; Quine, Brendan M.

2016-03-01

With the recent progress toward the application of commercially-available hardware to small-scale space missions, it is now becoming feasible for groups of small, efficient robots based on low-power embedded hardware to perform simple tasks on other planets in the place of large-scale, heavy and expensive robots. In this paper, we describe design and programming of the Beaver micro-rover developed for Northern Light, a Canadian initiative to send a small lander and rover to Mars to study the Martian surface and subsurface. For a small, hardware-limited rover to handle an uncertain and mostly unknown environment without constant management by human operators, we use a Bayesian network of discrete random variables as an abstraction of expert knowledge about the rover and its environment, and inference operations for control. A framework for efficient construction and inference into a Bayesian network using only the C language and fixed-point mathematics on embedded hardware has been developed for the Beaver to make intelligent decisions with minimal sensor data. We study the performance of the Beaver as it probabilistically maps a simple outdoor environment with sensor models that include uncertainty. Results indicate that the Beaver and other small and simple robotic platforms can make use of a Bayesian network to make intelligent decisions in uncertain planetary environments.

New Biogeographic insight into Bauhinia s.l. (Leguminosae): integration from fossil records and molecular analyses

PubMed Central

2014-01-01

Background Given that most species that have ever existed on earth are extinct, it stands to reason that the evolutionary history can be better understood with fossil taxa. Bauhinia is a typical genus of pantropical intercontinental disjunction among the Asian, African, and American continents. Geographic distribution patterns are better recognized when fossil records and molecular sequences are combined in the analyses. Here, we describe a new macrofossil species of Bauhinia from the Upper Miocene Xiaolongtan Formation in Wenshan County, Southeast Yunnan, China, and elucidate the biogeographic significance through the analyses of molecules and fossils. Results Morphometric analysis demonstrates that the leaf shapes of B. acuminata, B. championii, B. chalcophylla, B. purpurea, and B. podopetala closely resemble the leaf shapes of the new finding fossil. Phylogenetic relationships among the Bauhinia species were reconstructed using maximum parsimony and Bayesian inference, which inferred that species in Bauhinia species are well-resolved into three main groups. Divergence times were estimated by the Bayesian Markov chain Monte Carlo (MCMC) method under a relaxed clock, and inferred that the stem diversification time of Bauhinia was ca. 62.7 Ma. The Asian lineage first diverged at ca. 59.8 Ma, followed by divergence of the Africa lineage starting during the late Eocene, whereas that of the neotropical lineage starting during the middle Miocene. Conclusions Hypotheses relying on vicariance or continental history to explain pantropical disjunct distributions are dismissed because they require mostly Palaeogene and older tectonic events. We suggest that Bauhinia originated in the middle Paleocene in Laurasia, probably in Asia, implying a possible Tethys Seaway origin or an “Out of Tropical Asia”, and dispersal of legumes. Its present pantropical disjunction resulted from disruption of the boreotropical flora by climatic cooling after the Paleocene-Eocene Thermal Maximum (PETM). North Atlantic land bridges (NALB) seem the most plausible route for migration of Bauhinia from Asia to America; and additional aspects of the Bauhinia species distribution are explained by migration and long distance dispersal (LDD) from Eurasia to the African and American continents. PMID:25288346

New Biogeographic insight into Bauhinia s.l. (Leguminosae): integration from fossil records and molecular analyses.

PubMed

Meng, Hong-Hu; Jacques, Frédéric Mb; Su, Tao; Huang, Yong-Jiang; Zhang, Shi-Tao; Ma, Hong-Jie; Zhou, Zhe-Kun

2014-08-10

Given that most species that have ever existed on earth are extinct, it stands to reason that the evolutionary history can be better understood with fossil taxa. Bauhinia is a typical genus of pantropical intercontinental disjunction among the Asian, African, and American continents. Geographic distribution patterns are better recognized when fossil records and molecular sequences are combined in the analyses. Here, we describe a new macrofossil species of Bauhinia from the Upper Miocene Xiaolongtan Formation in Wenshan County, Southeast Yunnan, China, and elucidate the biogeographic significance through the analyses of molecules and fossils. Morphometric analysis demonstrates that the leaf shapes of B. acuminata, B. championii, B. chalcophylla, B. purpurea, and B. podopetala closely resemble the leaf shapes of the new finding fossil. Phylogenetic relationships among the Bauhinia species were reconstructed using maximum parsimony and Bayesian inference, which inferred that species in Bauhinia species are well-resolved into three main groups. Divergence times were estimated by the Bayesian Markov chain Monte Carlo (MCMC) method under a relaxed clock, and inferred that the stem diversification time of Bauhinia was ca. 62.7 Ma. The Asian lineage first diverged at ca. 59.8 Ma, followed by divergence of the Africa lineage starting during the late Eocene, whereas that of the neotropical lineage starting during the middle Miocene. Hypotheses relying on vicariance or continental history to explain pantropical disjunct distributions are dismissed because they require mostly Palaeogene and older tectonic events. We suggest that Bauhinia originated in the middle Paleocene in Laurasia, probably in Asia, implying a possible Tethys Seaway origin or an "Out of Tropical Asia", and dispersal of legumes. Its present pantropical disjunction resulted from disruption of the boreotropical flora by climatic cooling after the Paleocene-Eocene Thermal Maximum (PETM). North Atlantic land bridges (NALB) seem the most plausible route for migration of Bauhinia from Asia to America; and additional aspects of the Bauhinia species distribution are explained by migration and long distance dispersal (LDD) from Eurasia to the African and American continents.

A Dasymetric-Based Monte Carlo Simulation Approach to the Probabilistic Analysis of Spatial Variables

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

Morton, April M; Piburn, Jesse O; McManamay, Ryan A

2017-01-01

Monte Carlo simulation is a popular numerical experimentation technique used in a range of scientific fields to obtain the statistics of unknown random output variables. Despite its widespread applicability, it can be difficult to infer required input probability distributions when they are related to population counts unknown at desired spatial resolutions. To overcome this challenge, we propose a framework that uses a dasymetric model to infer the probability distributions needed for a specific class of Monte Carlo simulations which depend on population counts.

Bayesian Exploratory Factor Analysis

PubMed Central

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi

2014-01-01

This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates from a high dimensional set of psychological measurements. PMID:25431517

Bayesian linkage and segregation analysis: factoring the problem.

PubMed

Matthysse, S

2000-01-01

Complex segregation analysis and linkage methods are mathematical techniques for the genetic dissection of complex diseases. They are used to delineate complex modes of familial transmission and to localize putative disease susceptibility loci to specific chromosomal locations. The computational problem of Bayesian linkage and segregation analysis is one of integration in high-dimensional spaces. In this paper, three available techniques for Bayesian linkage and segregation analysis are discussed: Markov Chain Monte Carlo (MCMC), importance sampling, and exact calculation. The contribution of each to the overall integration will be explicitly discussed.

Bayesian coronal seismology

NASA Astrophysics Data System (ADS)

Arregui, Iñigo

2018-01-01

In contrast to the situation in a laboratory, the study of the solar atmosphere has to be pursued without direct access to the physical conditions of interest. Information is therefore incomplete and uncertain and inference methods need to be employed to diagnose the physical conditions and processes. One of such methods, solar atmospheric seismology, makes use of observed and theoretically predicted properties of waves to infer plasma and magnetic field properties. A recent development in solar atmospheric seismology consists in the use of inversion and model comparison methods based on Bayesian analysis. In this paper, the philosophy and methodology of Bayesian analysis are first explained. Then, we provide an account of what has been achieved so far from the application of these techniques to solar atmospheric seismology and a prospect of possible future extensions.

Bayesian evidence computation for model selection in non-linear geoacoustic inference problems.

PubMed

Dettmer, Jan; Dosso, Stan E; Osler, John C

2010-12-01

This paper applies a general Bayesian inference approach, based on Bayesian evidence computation, to geoacoustic inversion of interface-wave dispersion data. Quantitative model selection is carried out by computing the evidence (normalizing constants) for several model parameterizations using annealed importance sampling. The resulting posterior probability density estimate is compared to estimates obtained from Metropolis-Hastings sampling to ensure consistent results. The approach is applied to invert interface-wave dispersion data collected on the Scotian Shelf, off the east coast of Canada for the sediment shear-wave velocity profile. Results are consistent with previous work on these data but extend the analysis to a rigorous approach including model selection and uncertainty analysis. The results are also consistent with core samples and seismic reflection measurements carried out in the area.

Rational approximations to rational models: alternative algorithms for category learning.

PubMed

Sanborn, Adam N; Griffiths, Thomas L; Navarro, Daniel J

2010-10-01

Rational models of cognition typically consider the abstract computational problems posed by the environment, assuming that people are capable of optimally solving those problems. This differs from more traditional formal models of cognition, which focus on the psychological processes responsible for behavior. A basic challenge for rational models is thus explaining how optimal solutions can be approximated by psychological processes. We outline a general strategy for answering this question, namely to explore the psychological plausibility of approximation algorithms developed in computer science and statistics. In particular, we argue that Monte Carlo methods provide a source of rational process models that connect optimal solutions to psychological processes. We support this argument through a detailed example, applying this approach to Anderson's (1990, 1991) rational model of categorization (RMC), which involves a particularly challenging computational problem. Drawing on a connection between the RMC and ideas from nonparametric Bayesian statistics, we propose 2 alternative algorithms for approximate inference in this model. The algorithms we consider include Gibbs sampling, a procedure appropriate when all stimuli are presented simultaneously, and particle filters, which sequentially approximate the posterior distribution with a small number of samples that are updated as new data become available. Applying these algorithms to several existing datasets shows that a particle filter with a single particle provides a good description of human inferences.

Tracking the visual focus of attention for a varying number of wandering people.

PubMed

Smith, Kevin; Ba, Sileye O; Odobez, Jean-Marc; Gatica-Perez, Daniel

2008-07-01

We define and address the problem of finding the visual focus of attention for a varying number of wandering people (VFOA-W), determining where the people's movement is unconstrained. VFOA-W estimation is a new and important problem with mplications for behavior understanding and cognitive science, as well as real-world applications. One such application, which we present in this article, monitors the attention passers-by pay to an outdoor advertisement. Our approach to the VFOA-W problem proposes a multi-person tracking solution based on a dynamic Bayesian network that simultaneously infers the (variable) number of people in a scene, their body locations, their head locations, and their head pose. For efficient inference in the resulting large variable-dimensional state-space we propose a Reversible Jump Markov Chain Monte Carlo (RJMCMC) sampling scheme, as well as a novel global observation model which determines the number of people in the scene and localizes them. We propose a Gaussian Mixture Model (GMM) and Hidden Markov Model (HMM)-based VFOA-W model which use head pose and location information to determine people's focus state. Our models are evaluated for tracking performance and ability to recognize people looking at an outdoor advertisement, with results indicating good performance on sequences where a moderate number of people pass in front of an advertisement.

Order priors for Bayesian network discovery with an application to malware phylogeny

DOE PAGES

Oyen, Diane; Anderson, Blake; Sentz, Kari; ...

2017-09-15

Here, Bayesian networks have been used extensively to model and discover dependency relationships among sets of random variables. We learn Bayesian network structure with a combination of human knowledge about the partial ordering of variables and statistical inference of conditional dependencies from observed data. Our approach leverages complementary information from human knowledge and inference from observed data to produce networks that reflect human beliefs about the system as well as to fit the observed data. Applying prior beliefs about partial orderings of variables is an approach distinctly different from existing methods that incorporate prior beliefs about direct dependencies (or edges)more » in a Bayesian network. We provide an efficient implementation of the partial-order prior in a Bayesian structure discovery learning algorithm, as well as an edge prior, showing that both priors meet the local modularity requirement necessary for an efficient Bayesian discovery algorithm. In benchmark studies, the partial-order prior improves the accuracy of Bayesian network structure learning as well as the edge prior, even though order priors are more general. Our primary motivation is in characterizing the evolution of families of malware to aid cyber security analysts. For the problem of malware phylogeny discovery, we find that our algorithm, compared to existing malware phylogeny algorithms, more accurately discovers true dependencies that are missed by other algorithms.« less

Order priors for Bayesian network discovery with an application to malware phylogeny

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

Oyen, Diane; Anderson, Blake; Sentz, Kari

Here, Bayesian networks have been used extensively to model and discover dependency relationships among sets of random variables. We learn Bayesian network structure with a combination of human knowledge about the partial ordering of variables and statistical inference of conditional dependencies from observed data. Our approach leverages complementary information from human knowledge and inference from observed data to produce networks that reflect human beliefs about the system as well as to fit the observed data. Applying prior beliefs about partial orderings of variables is an approach distinctly different from existing methods that incorporate prior beliefs about direct dependencies (or edges)more » in a Bayesian network. We provide an efficient implementation of the partial-order prior in a Bayesian structure discovery learning algorithm, as well as an edge prior, showing that both priors meet the local modularity requirement necessary for an efficient Bayesian discovery algorithm. In benchmark studies, the partial-order prior improves the accuracy of Bayesian network structure learning as well as the edge prior, even though order priors are more general. Our primary motivation is in characterizing the evolution of families of malware to aid cyber security analysts. For the problem of malware phylogeny discovery, we find that our algorithm, compared to existing malware phylogeny algorithms, more accurately discovers true dependencies that are missed by other algorithms.« less

Semi-blind Bayesian inference of CMB map and power spectrum

NASA Astrophysics Data System (ADS)

Vansyngel, Flavien; Wandelt, Benjamin D.; Cardoso, Jean-François; Benabed, Karim

2016-04-01

We present a new blind formulation of the cosmic microwave background (CMB) inference problem. The approach relies on a phenomenological model of the multifrequency microwave sky without the need for physical models of the individual components. For all-sky and high resolution data, it unifies parts of the analysis that had previously been treated separately such as component separation and power spectrum inference. We describe an efficient sampling scheme that fully explores the component separation uncertainties on the inferred CMB products such as maps and/or power spectra. External information about individual components can be incorporated as a prior giving a flexible way to progressively and continuously introduce physical component separation from a maximally blind approach. We connect our Bayesian formalism to existing approaches such as Commander, spectral mismatch independent component analysis (SMICA), and internal linear combination (ILC), and discuss possible future extensions.

Bayesian Action–Perception Computational Model: Interaction of Production and Recognition of Cursive Letters

PubMed Central

Gilet, Estelle; Diard, Julien; Bessière, Pierre

2011-01-01

In this paper, we study the collaboration of perception and action representations involved in cursive letter recognition and production. We propose a mathematical formulation for the whole perception–action loop, based on probabilistic modeling and Bayesian inference, which we call the Bayesian Action–Perception (BAP) model. Being a model of both perception and action processes, the purpose of this model is to study the interaction of these processes. More precisely, the model includes a feedback loop from motor production, which implements an internal simulation of movement. Motor knowledge can therefore be involved during perception tasks. In this paper, we formally define the BAP model and show how it solves the following six varied cognitive tasks using Bayesian inference: i) letter recognition (purely sensory), ii) writer recognition, iii) letter production (with different effectors), iv) copying of trajectories, v) copying of letters, and vi) letter recognition (with internal simulation of movements). We present computer simulations of each of these cognitive tasks, and discuss experimental predictions and theoretical developments. PMID:21674043

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

Jennings, E.; Madigan, M.

Given the complexity of modern cosmological parameter inference where we arefaced with non-Gaussian data and noise, correlated systematics and multi-probecorrelated data sets, the Approximate Bayesian Computation (ABC) method is apromising alternative to traditional Markov Chain Monte Carlo approaches in thecase where the Likelihood is intractable or unknown. The ABC method is called"Likelihood free" as it avoids explicit evaluation of the Likelihood by using aforward model simulation of the data which can include systematics. Weintroduce astroABC, an open source ABC Sequential Monte Carlo (SMC) sampler forparameter estimation. A key challenge in astrophysics is the efficient use oflarge multi-probe datasets to constrainmore » high dimensional, possibly correlatedparameter spaces. With this in mind astroABC allows for massive parallelizationusing MPI, a framework that handles spawning of jobs across multiple nodes. Akey new feature of astroABC is the ability to create MPI groups with differentcommunicators, one for the sampler and several others for the forward modelsimulation, which speeds up sampling time considerably. For smaller jobs thePython multiprocessing option is also available. Other key features include: aSequential Monte Carlo sampler, a method for iteratively adapting tolerancelevels, local covariance estimate using scikit-learn's KDTree, modules forspecifying optimal covariance matrix for a component-wise or multivariatenormal perturbation kernel, output and restart files are backed up everyiteration, user defined metric and simulation methods, a module for specifyingheterogeneous parameter priors including non-standard prior PDFs, a module forspecifying a constant, linear, log or exponential tolerance level,well-documented examples and sample scripts. This code is hosted online athttps://github.com/EliseJ/astroABC« less

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.

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

PubMed

Jones, Matt; Love, Bradley C

2011-08-01

The prominence of Bayesian modeling of cognition has increased recently largely because of mathematical advances in specifying and deriving predictions from complex probabilistic models. Much of this research aims to demonstrate that cognitive behavior can be explained from rational principles alone, without recourse to psychological or neurological processes and representations. We note commonalities between this rational approach and other movements in psychology - namely, Behaviorism and evolutionary psychology - that set aside mechanistic explanations or make use of optimality assumptions. Through these comparisons, we identify a number of challenges that limit the rational program's potential contribution to psychological theory. Specifically, rational Bayesian models are significantly unconstrained, both because they are uninformed by a wide range of process-level data and because their assumptions about the environment are generally not grounded in empirical measurement. The psychological implications of most Bayesian models are also unclear. Bayesian inference itself is conceptually trivial, but strong assumptions are often embedded in the hypothesis sets and the approximation algorithms used to derive model predictions, without a clear delineation between psychological commitments and implementational details. Comparing multiple Bayesian models of the same task is rare, as is the realization that many Bayesian models recapitulate existing (mechanistic level) theories. Despite the expressive power of current Bayesian models, we argue they must be developed in conjunction with mechanistic considerations to offer substantive explanations of cognition. We lay out several means for such an integration, which take into account the representations on which Bayesian inference operates, as well as the algorithms and heuristics that carry it out. We argue this unification will better facilitate lasting contributions to psychological theory, avoiding the pitfalls that have plagued previous theoretical movements.

The anatomy of choice: dopamine and decision-making

PubMed Central

Friston, Karl; Schwartenbeck, Philipp; FitzGerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J.

2014-01-01

This paper considers goal-directed decision-making in terms of embodied or active inference. We associate bounded rationality with approximate Bayesian inference that optimizes a free energy bound on model evidence. Several constructs such as expected utility, exploration or novelty bonuses, softmax choice rules and optimism bias emerge as natural consequences of free energy minimization. Previous accounts of active inference have focused on predictive coding. In this paper, we consider variational Bayes as a scheme that the brain might use for approximate Bayesian inference. This scheme provides formal constraints on the computational anatomy of inference and action, which appear to be remarkably consistent with neuroanatomy. Active inference contextualizes optimal decision theory within embodied inference, where goals become prior beliefs. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (associated with softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution. Crucially, this sensitivity corresponds to the precision of beliefs about behaviour. The changes in precision during variational updates are remarkably reminiscent of empirical dopaminergic responses—and they may provide a new perspective on the role of dopamine in assimilating reward prediction errors to optimize decision-making. PMID:25267823

The anatomy of choice: dopamine and decision-making.

PubMed

Friston, Karl; Schwartenbeck, Philipp; FitzGerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J

2014-11-05

This paper considers goal-directed decision-making in terms of embodied or active inference. We associate bounded rationality with approximate Bayesian inference that optimizes a free energy bound on model evidence. Several constructs such as expected utility, exploration or novelty bonuses, softmax choice rules and optimism bias emerge as natural consequences of free energy minimization. Previous accounts of active inference have focused on predictive coding. In this paper, we consider variational Bayes as a scheme that the brain might use for approximate Bayesian inference. This scheme provides formal constraints on the computational anatomy of inference and action, which appear to be remarkably consistent with neuroanatomy. Active inference contextualizes optimal decision theory within embodied inference, where goals become prior beliefs. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (associated with softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution. Crucially, this sensitivity corresponds to the precision of beliefs about behaviour. The changes in precision during variational updates are remarkably reminiscent of empirical dopaminergic responses-and they may provide a new perspective on the role of dopamine in assimilating reward prediction errors to optimize decision-making.

A Bayesian model for quantifying the change in mortality associated with future ozone exposures under climate change.

PubMed

Alexeeff, Stacey E; Pfister, Gabriele G; Nychka, Doug

2016-03-01

Climate change is expected to have many impacts on the environment, including changes in ozone concentrations at the surface level. A key public health concern is the potential increase in ozone-related summertime mortality if surface ozone concentrations rise in response to climate change. Although ozone formation depends partly on summertime weather, which exhibits considerable inter-annual variability, previous health impact studies have not incorporated the variability of ozone into their prediction models. A major source of uncertainty in the health impacts is the variability of the modeled ozone concentrations. We propose a Bayesian model and Monte Carlo estimation method for quantifying health effects of future ozone. An advantage of this approach is that we include the uncertainty in both the health effect association and the modeled ozone concentrations. Using our proposed approach, we quantify the expected change in ozone-related summertime mortality in the contiguous United States between 2000 and 2050 under a changing climate. The mortality estimates show regional patterns in the expected degree of impact. We also illustrate the results when using a common technique in previous work that averages ozone to reduce the size of the data, and contrast these findings with our own. Our analysis yields more realistic inferences, providing clearer interpretation for decision making regarding the impacts of climate change. © 2015, The International Biometric Society.

Safety performance of traffic phases and phase transitions in three phase traffic theory.

PubMed

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

2015-12-01

Crash risk prediction models were developed to link safety to various phases and phase transitions defined by the three phase traffic theory. Results of the Bayesian conditional logit analysis showed that different traffic states differed distinctly with respect to safety performance. The random-parameter logit approach was utilized to account for the heterogeneity caused by unobserved factors. The Bayesian inference approach based on the Markov Chain Monte Carlo (MCMC) method was used for the estimation of the random-parameter logit model. The proposed approach increased the prediction performance of the crash risk models as compared with the conventional logit model. The three phase traffic theory can help us better understand the mechanism of crash occurrences in various traffic states. The contributing factors to crash likelihood can be well explained by the mechanism of phase transitions. We further discovered that the free flow state can be divided into two sub-phases on the basis of safety performance, including a true free flow state in which the interactions between vehicles are minor, and a platooned traffic state in which bunched vehicles travel in successions. The results of this study suggest that a safety perspective can be added to the three phase traffic theory. The results also suggest that the heterogeneity between different traffic states should be considered when estimating the risks of crash occurrences on freeways. Copyright © 2015 Elsevier Ltd. All rights reserved.

Probabilistic Prognosis of Non-Planar Fatigue Crack Growth

NASA Technical Reports Server (NTRS)

Leser, Patrick E.; Newman, John A.; Warner, James E.; Leser, William P.; Hochhalter, Jacob D.; Yuan, Fuh-Gwo

2016-01-01

Quantifying the uncertainty in model parameters for the purpose of damage prognosis can be accomplished utilizing Bayesian inference and damage diagnosis data from sources such as non-destructive evaluation or structural health monitoring. The number of samples required to solve the Bayesian inverse problem through common sampling techniques (e.g., Markov chain Monte Carlo) renders high-fidelity finite element-based damage growth models unusable due to prohibitive computation times. However, these types of models are often the only option when attempting to model complex damage growth in real-world structures. Here, a recently developed high-fidelity crack growth model is used which, when compared to finite element-based modeling, has demonstrated reductions in computation times of three orders of magnitude through the use of surrogate models and machine learning. The model is flexible in that only the expensive computation of the crack driving forces is replaced by the surrogate models, leaving the remaining parameters accessible for uncertainty quantification. A probabilistic prognosis framework incorporating this model is developed and demonstrated for non-planar crack growth in a modified, edge-notched, aluminum tensile specimen. Predictions of remaining useful life are made over time for five updates of the damage diagnosis data, and prognostic metrics are utilized to evaluate the performance of the prognostic framework. Challenges specific to the probabilistic prognosis of non-planar fatigue crack growth are highlighted and discussed in the context of the experimental results.

Inferring the photometric and size evolution of galaxies from image simulations. I. Method

NASA Astrophysics Data System (ADS)

Carassou, Sébastien; de Lapparent, Valérie; Bertin, Emmanuel; Le Borgne, Damien

2017-09-01

Context. Current constraints on models of galaxy evolution rely on morphometric catalogs extracted from multi-band photometric surveys. However, these catalogs are altered by selection effects that are difficult to model, that correlate in non trivial ways, and that can lead to contradictory predictions if not taken into account carefully. Aims: To address this issue, we have developed a new approach combining parametric Bayesian indirect likelihood (pBIL) techniques and empirical modeling with realistic image simulations that reproduce a large fraction of these selection effects. This allows us to perform a direct comparison between observed and simulated images and to infer robust constraints on model parameters. Methods: We use a semi-empirical forward model to generate a distribution of mock galaxies from a set of physical parameters. These galaxies are passed through an image simulator reproducing the instrumental characteristics of any survey and are then extracted in the same way as the observed data. The discrepancy between the simulated and observed data is quantified, and minimized with a custom sampling process based on adaptive Markov chain Monte Carlo methods. Results: Using synthetic data matching most of the properties of a Canada-France-Hawaii Telescope Legacy Survey Deep field, we demonstrate the robustness and internal consistency of our approach by inferring the parameters governing the size and luminosity functions and their evolutions for different realistic populations of galaxies. We also compare the results of our approach with those obtained from the classical spectral energy distribution fitting and photometric redshift approach. Conclusions: Our pipeline infers efficiently the luminosity and size distribution and evolution parameters with a very limited number of observables (three photometric bands). When compared to SED fitting based on the same set of observables, our method yields results that are more accurate and free from systematic biases.

Inferring epidemiological parameters from phylogenies using regression-ABC: A comparative study

PubMed Central

Gascuel, Olivier

2017-01-01

Inferring epidemiological parameters such as the R0 from time-scaled phylogenies is a timely challenge. Most current approaches rely on likelihood functions, which raise specific issues that range from computing these functions to finding their maxima numerically. Here, we present a new regression-based Approximate Bayesian Computation (ABC) approach, which we base on a large variety of summary statistics intended to capture the information contained in the phylogeny and its corresponding lineage-through-time plot. The regression step involves the Least Absolute Shrinkage and Selection Operator (LASSO) method, which is a robust machine learning technique. It allows us to readily deal with the large number of summary statistics, while avoiding resorting to Markov Chain Monte Carlo (MCMC) techniques. To compare our approach to existing ones, we simulated target trees under a variety of epidemiological models and settings, and inferred parameters of interest using the same priors. We found that, for large phylogenies, the accuracy of our regression-ABC is comparable to that of likelihood-based approaches involving birth-death processes implemented in BEAST2. Our approach even outperformed these when inferring the host population size with a Susceptible-Infected-Removed epidemiological model. It also clearly outperformed a recent kernel-ABC approach when assuming a Susceptible-Infected epidemiological model with two host types. Lastly, by re-analyzing data from the early stages of the recent Ebola epidemic in Sierra Leone, we showed that regression-ABC provides more realistic estimates for the duration parameters (latency and infectiousness) than the likelihood-based method. Overall, ABC based on a large variety of summary statistics and a regression method able to perform variable selection and avoid overfitting is a promising approach to analyze large phylogenies. PMID:28263987

Nonparametric Bayesian inference of the microcanonical stochastic block model

NASA Astrophysics Data System (ADS)

Peixoto, Tiago P.

2017-01-01

A principled approach to characterize the hidden modular structure of networks is to formulate generative models and then infer their parameters from data. When the desired structure is composed of modules or "communities," a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into groups, and the placement of edges is conditioned on the group memberships. Here, we present a nonparametric Bayesian method to infer the modular structure of empirical networks, including the number of modules and their hierarchical organization. We focus on a microcanonical variant of the SBM, where the structure is imposed via hard constraints, i.e., the generated networks are not allowed to violate the patterns imposed by the model. We show how this simple model variation allows simultaneously for two important improvements over more traditional inference approaches: (1) deeper Bayesian hierarchies, with noninformative priors replaced by sequences of priors and hyperpriors, which not only remove limitations that seriously degrade the inference on large networks but also reveal structures at multiple scales; (2) a very efficient inference algorithm that scales well not only for networks with a large number of nodes and edges but also with an unlimited number of modules. We show also how this approach can be used to sample modular hierarchies from the posterior distribution, as well as to perform model selection. We discuss and analyze the differences between sampling from the posterior and simply finding the single parameter estimate that maximizes it. Furthermore, we expose a direct equivalence between our microcanonical approach and alternative derivations based on the canonical SBM.

A 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

The influence of ignoring secondary structure on divergence time estimates from ribosomal RNA genes.

PubMed

Dohrmann, Martin

2014-02-01

Genes coding for ribosomal RNA molecules (rDNA) are among the most popular markers in molecular phylogenetics and evolution. However, coevolution of sites that code for pairing regions (stems) in the RNA secondary structure can make it challenging to obtain accurate results from such loci. While the influence of ignoring secondary structure on multiple sequence alignment and tree topology has been investigated in numerous studies, its effect on molecular divergence time estimates is still poorly known. Here, I investigate this issue in Bayesian Markov Chain Monte Carlo (BMCMC) and penalized likelihood (PL) frameworks, using empirical datasets from dragonflies (Odonata: Anisoptera) and glass sponges (Porifera: Hexactinellida). My results indicate that highly biased inferences under substitution models that ignore secondary structure only occur if maximum-likelihood estimates of branch lengths are used as input to PL dating, whereas in a BMCMC framework and in PL dating based on Bayesian consensus branch lengths, the effect is far less severe. I conclude that accounting for coevolution of paired sites in molecular dating studies is not as important as previously suggested, as long as the estimates are based on Bayesian consensus branch lengths instead of ML point estimates. This finding is especially relevant for studies where computational limitations do not allow the use of secondary-structure specific substitution models, or where accurate consensus structures cannot be predicted. I also found that the magnitude and direction (over- vs. underestimating node ages) of bias in age estimates when secondary structure is ignored was not distributed randomly across the nodes of the phylogenies, a phenomenon that requires further investigation. Copyright © 2013 Elsevier Inc. All rights reserved.

Scalable posterior approximations for large-scale Bayesian inverse problems via likelihood-informed parameter and state reduction

NASA Astrophysics Data System (ADS)

Cui, Tiangang; Marzouk, Youssef; Willcox, Karen

2016-06-01

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or noisy data, the state variation and parameter dependence of the forward model, and correlations in the prior collectively provide useful structure that can be exploited for dimension reduction in this setting-both in the parameter space of the inverse problem and in the state space of the forward model. To this end, we show how to jointly construct low-dimensional subspaces of the parameter space and the state space in order to accelerate the Bayesian solution of the inverse problem. As a byproduct of state dimension reduction, we also show how to identify low-dimensional subspaces of the data in problems with high-dimensional observations. These subspaces enable approximation of the posterior as a product of two factors: (i) a projection of the posterior onto a low-dimensional parameter subspace, wherein the original likelihood is replaced by an approximation involving a reduced model; and (ii) the marginal prior distribution on the high-dimensional complement of the parameter subspace. We present and compare several strategies for constructing these subspaces using only a limited number of forward and adjoint model simulations. The resulting posterior approximations can rapidly be characterized using standard sampling techniques, e.g., Markov chain Monte Carlo. Two numerical examples demonstrate the accuracy and efficiency of our approach: inversion of an integral equation in atmospheric remote sensing, where the data dimension is very high; and the inference of a heterogeneous transmissivity field in a groundwater system, which involves a partial differential equation forward model with high dimensional state and parameters.

A Bayesian Semiparametric Approach for Incorporating Longitudinal Information on Exposure History for Inference in Case-Control Studies

PubMed Central

Bhadra, Dhiman; Daniels, Michael J.; Kim, Sungduk; Ghosh, Malay; Mukherjee, Bhramar

2014-01-01

In a typical case-control study, exposure information is collected at a single time-point for the cases and controls. However, case-control studies are often embedded in existing cohort studies containing a wealth of longitudinal exposure history on the participants. Recent medical studies have indicated that incorporating past exposure history, or a constructed summary measure of cumulative exposure derived from the past exposure history, when available, may lead to more precise and clinically meaningful estimates of the disease risk. In this paper, we propose a flexible Bayesian semiparametric approach to model the longitudinal exposure profiles of the cases and controls and then use measures of cumulative exposure based on a weighted integral of this trajectory in the final disease risk model. The estimation is done via a joint likelihood. In the construction of the cumulative exposure summary, we introduce an influence function, a smooth function of time to characterize the association pattern of the exposure profile on the disease status with different time windows potentially having differential influence/weights. This enables us to analyze how the present disease status of a subject is influenced by his/her past exposure history conditional on the current ones. The joint likelihood formulation allows us to properly account for uncertainties associated with both stages of the estimation process in an integrated manner. Analysis is carried out in a hierarchical Bayesian framework using Reversible jump Markov chain Monte Carlo (RJMCMC) algorithms. The proposed methodology is motivated by, and applied to a case-control study of prostate cancer where longitudinal biomarker information is available for the cases and controls. PMID:22313248

Bayesian Gaussian regression analysis of malnutrition for children under five years of age in Ethiopia, EMDHS 2014.

PubMed

Mohammed, Seid; Asfaw, Zeytu G

2018-01-01

The term malnutrition generally refers to both under-nutrition and over-nutrition, but this study uses the term to refer solely to a deficiency of nutrition. In Ethiopia, child malnutrition is one of the most serious public health problem and the highest in the world. The purpose of the present study was to identify the high risk factors of malnutrition and test different statistical models for childhood malnutrition and, thereafter weighing the preferable model through model comparison criteria. Bayesian Gaussian regression model was used to analyze the effect of selected socioeconomic, demographic, health and environmental covariates on malnutrition under five years old child's. Inference was made using Bayesian approach based on Markov Chain Monte Carlo (MCMC) simulation techniques in BayesX. The study found that the variables such as sex of a child, preceding birth interval, age of the child, father's education level, source of water, mother's body mass index, head of household sex, mother's age at birth, wealth index, birth order, diarrhea, child's size at birth and duration of breast feeding showed significant effects on children's malnutrition in Ethiopia. The age of child, mother's age at birth and mother's body mass index could also be important factors with a non linear effect for the child's malnutrition in Ethiopia. Thus, the present study emphasizes a special care on variables such as sex of child, preceding birth interval, father's education level, source of water, sex of head of household, wealth index, birth order, diarrhea, child's size at birth, duration of breast feeding, age of child, mother's age at birth and mother's body mass index to combat childhood malnutrition in developing countries.

Bayesian inference of T Tauri star properties using multi-wavelength survey photometry

NASA Astrophysics Data System (ADS)

Barentsen, Geert; Vink, J. S.; Drew, J. E.; Sale, S. E.

2013-03-01

There are many pertinent open issues in the area of star and planet formation. Large statistical samples of young stars across star-forming regions are needed to trigger a breakthrough in our understanding, but most optical studies are based on a wide variety of spectrographs and analysis methods, which introduces large biases. Here we show how graphical Bayesian networks can be employed to construct a hierarchical probabilistic model which allows pre-main-sequence ages, masses, accretion rates and extinctions to be estimated using two widely available photometric survey data bases (Isaac Newton Telescope Photometric Hα Survey r'/Hα/i' and Two Micron All Sky Survey J-band magnitudes). Because our approach does not rely on spectroscopy, it can easily be applied to ho-mogeneously study the large number of clusters for which Gaia will yield membership lists. We explain how the analysis is carried out using the Markov chain Monte Carlo method and provide PYTHON source code. We then demonstrate its use on 587 known low-mass members of the star-forming region NGC 2264 (Cone Nebula), arriving at a median age of 3.0 Myr, an accretion fraction of 20 ± 2 per cent and a median accretion rate of 10-8.4 M⊙ yr-1. The Bayesian analysis formulated in this work delivers results which are in agreement with spectroscopic studies already in the literature, but achieves this with great efficiency by depending only on photometry. It is a significant step forward from previous photometric studies because the probabilistic approach ensures that nuisance parameters, such as extinction and distance, are fully included in the analysis with a clear picture on any degeneracies.

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 Semiparametric Structural Equation Models with Latent Variables

ERIC Educational Resources Information Center

Yang, Mingan; Dunson, David B.

2010-01-01

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

A Bayesian network approach for causal inferences in pesticide risk assessment and management

EPA Science Inventory

Pesticide risk assessment and management must balance societal benefits and ecosystem protection, based on quantified risks and the strength of the causal linkages between uses of the pesticide and socioeconomic and ecological endpoints of concern. A Bayesian network (BN) is a gr...

Ockham's razor and Bayesian analysis. [statistical theory for systems evaluation

NASA Technical Reports Server (NTRS)

Jefferys, William H.; Berger, James O.

1992-01-01

'Ockham's razor', the ad hoc principle enjoining the greatest possible simplicity in theoretical explanations, is presently shown to be justifiable as a consequence of Bayesian inference; Bayesian analysis can, moreover, clarify the nature of the 'simplest' hypothesis consistent with the given data. By choosing the prior probabilities of hypotheses, it becomes possible to quantify the scientific judgment that simpler hypotheses are more likely to be correct. Bayesian analysis also shows that a hypothesis with fewer adjustable parameters intrinsically possesses an enhanced posterior probability, due to the clarity of its predictions.

State Space Model with hidden variables for reconstruction of gene regulatory networks.

PubMed

Wu, Xi; Li, Peng; Wang, Nan; Gong, Ping; Perkins, Edward J; Deng, Youping; Zhang, Chaoyang

2011-01-01

State Space Model (SSM) is a relatively new approach to inferring gene regulatory networks. It requires less computational time than Dynamic Bayesian Networks (DBN). There are two types of variables in the linear SSM, observed variables and hidden variables. SSM uses an iterative method, namely Expectation-Maximization, to infer regulatory relationships from microarray datasets. The hidden variables cannot be directly observed from experiments. How to determine the number of hidden variables has a significant impact on the accuracy of network inference. In this study, we used SSM to infer Gene regulatory networks (GRNs) from synthetic time series datasets, investigated Bayesian Information Criterion (BIC) and Principle Component Analysis (PCA) approaches to determining the number of hidden variables in SSM, and evaluated the performance of SSM in comparison with DBN. True GRNs and synthetic gene expression datasets were generated using GeneNetWeaver. Both DBN and linear SSM were used to infer GRNs from the synthetic datasets. The inferred networks were compared with the true networks. Our results show that inference precision varied with the number of hidden variables. For some regulatory networks, the inference precision of DBN was higher but SSM performed better in other cases. Although the overall performance of the two approaches is compatible, SSM is much faster and capable of inferring much larger networks than DBN. This study provides useful information in handling the hidden variables and improving the inference precision.

A default Bayesian hypothesis test for mediation.

PubMed

Nuijten, Michèle B; Wetzels, Ruud; Matzke, Dora; Dolan, Conor V; Wagenmakers, Eric-Jan

2015-03-01

In order to quantify the relationship between multiple variables, researchers often carry out a mediation analysis. In such an analysis, a mediator (e.g., knowledge of a healthy diet) transmits the effect from an independent variable (e.g., classroom instruction on a healthy diet) to a dependent variable (e.g., consumption of fruits and vegetables). Almost all mediation analyses in psychology use frequentist estimation and hypothesis-testing techniques. A recent exception is Yuan and MacKinnon (Psychological Methods, 14, 301-322, 2009), who outlined a Bayesian parameter estimation procedure for mediation analysis. Here we complete the Bayesian alternative to frequentist mediation analysis by specifying a default Bayesian hypothesis test based on the Jeffreys-Zellner-Siow approach. We further extend this default Bayesian test by allowing a comparison to directional or one-sided alternatives, using Markov chain Monte Carlo techniques implemented in JAGS. All Bayesian tests are implemented in the R package BayesMed (Nuijten, Wetzels, Matzke, Dolan, & Wagenmakers, 2014).

Bayesian estimation of differential transcript usage from RNA-seq data.

PubMed

Papastamoulis, Panagiotis; Rattray, Magnus

2017-11-27

Next generation sequencing allows the identification of genes consisting of differentially expressed transcripts, a term which usually refers to changes in the overall expression level. A specific type of differential expression is differential transcript usage (DTU) and targets changes in the relative within gene expression of a transcript. The contribution of this paper is to: (a) extend the use of cjBitSeq to the DTU context, a previously introduced Bayesian model which is originally designed for identifying changes in overall expression levels and (b) propose a Bayesian version of DRIMSeq, a frequentist model for inferring DTU. cjBitSeq is a read based model and performs fully Bayesian inference by MCMC sampling on the space of latent state of each transcript per gene. BayesDRIMSeq is a count based model and estimates the Bayes Factor of a DTU model against a null model using Laplace's approximation. The proposed models are benchmarked against the existing ones using a recent independent simulation study as well as a real RNA-seq dataset. Our results suggest that the Bayesian methods exhibit similar performance with DRIMSeq in terms of precision/recall but offer better calibration of False Discovery Rate.

Bayesian statistical inference enhances the interpretation of contemporary randomized controlled trials.

PubMed

Wijeysundera, Duminda N; Austin, Peter C; Hux, Janet E; Beattie, W Scott; Laupacis, Andreas

2009-01-01

Randomized trials generally use "frequentist" statistics based on P-values and 95% confidence intervals. Frequentist methods have limitations that might be overcome, in part, by Bayesian inference. To illustrate these advantages, we re-analyzed randomized trials published in four general medical journals during 2004. We used Medline to identify randomized superiority trials with two parallel arms, individual-level randomization and dichotomous or time-to-event primary outcomes. Studies with P<0.05 in favor of the intervention were deemed "positive"; otherwise, they were "negative." We used several prior distributions and exact conjugate analyses to calculate Bayesian posterior probabilities for clinically relevant effects. Of 88 included studies, 39 were positive using a frequentist analysis. Although the Bayesian posterior probabilities of any benefit (relative risk or hazard ratio<1) were high in positive studies, these probabilities were lower and variable for larger benefits. The positive studies had only moderate probabilities for exceeding the effects that were assumed for calculating the sample size. By comparison, there were moderate probabilities of any benefit in negative studies. Bayesian and frequentist analyses complement each other when interpreting the results of randomized trials. Future reports of randomized trials should include both.

A Fast Surrogate-facilitated Data-driven Bayesian Approach to Uncertainty Quantification of a Regional Groundwater Flow Model with Structural Error

NASA Astrophysics Data System (ADS)

Xu, T.; Valocchi, A. J.; Ye, M.; Liang, F.

2016-12-01

Due to simplification and/or misrepresentation of the real aquifer system, numerical groundwater flow and solute transport models are usually subject to model structural error. During model calibration, the hydrogeological parameters may be overly adjusted to compensate for unknown structural error. This may result in biased predictions when models are used to forecast aquifer response to new forcing. In this study, we extend a fully Bayesian method [Xu and Valocchi, 2015] to calibrate a real-world, regional groundwater flow model. The method uses a data-driven error model to describe model structural error and jointly infers model parameters and structural error. In this study, Bayesian inference is facilitated using high performance computing and fast surrogate models. The surrogate models are constructed using machine learning techniques to emulate the response simulated by the computationally expensive groundwater model. We demonstrate in the real-world case study that explicitly accounting for model structural error yields parameter posterior distributions that are substantially different from those derived by the classical Bayesian calibration that does not account for model structural error. In addition, the Bayesian with error model method gives significantly more accurate prediction along with reasonable credible intervals.

ANUBIS: artificial neuromodulation using a Bayesian inference system.

PubMed

Smith, Benjamin J H; Saaj, Chakravarthini M; Allouis, Elie

2013-01-01

Gain tuning is a crucial part of controller design and depends not only on an accurate understanding of the system in question, but also on the designer's ability to predict what disturbances and other perturbations the system will encounter throughout its operation. This letter presents ANUBIS (artificial neuromodulation using a Bayesian inference system), a novel biologically inspired technique for automatically tuning controller parameters in real time. ANUBIS is based on the Bayesian brain concept and modifies it by incorporating a model of the neuromodulatory system comprising four artificial neuromodulators. It has been applied to the controller of EchinoBot, a prototype walking rover for Martian exploration. ANUBIS has been implemented at three levels of the controller; gait generation, foot trajectory planning using Bézier curves, and foot trajectory tracking using a terminal sliding mode controller. We compare the results to a similar system that has been tuned using a multilayer perceptron. The use of Bayesian inference means that the system retains mathematical interpretability, unlike other intelligent tuning techniques, which use neural networks, fuzzy logic, or evolutionary algorithms. The simulation results show that ANUBIS provides significant improvements in efficiency and adaptability of the three controller components; it allows the robot to react to obstacles and uncertainties faster than the system tuned with the MLP, while maintaining stability and accuracy. As well as advancing rover autonomy, ANUBIS could also be applied to other situations where operating conditions are likely to change or cannot be accurately modeled in advance, such as process control. In addition, it demonstrates one way in which neuromodulation could fit into the Bayesian brain framework.

Markov switching multinomial logit model: An application to accident-injury severities.

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2009-07-01

In this study, two-state Markov switching multinomial logit models are proposed for statistical modeling of accident-injury severities. These models assume Markov switching over time between two unobserved states of roadway safety as a means of accounting for potential unobserved heterogeneity. The states are distinct in the sense that in different states accident-severity outcomes are generated by separate multinomial logit processes. To demonstrate the applicability of the approach, two-state Markov switching multinomial logit models are estimated for severity outcomes of accidents occurring on Indiana roads over a four-year time period. Bayesian inference methods and Markov Chain Monte Carlo (MCMC) simulations are used for model estimation. The estimated Markov switching models result in a superior statistical fit relative to the standard (single-state) multinomial logit models for a number of roadway classes and accident types. It is found that the more frequent state of roadway safety is correlated with better weather conditions and that the less frequent state is correlated with adverse weather conditions.

On the uncertain nature of the core of α Cen A

NASA Astrophysics Data System (ADS)

Bazot, M.; Christensen-Dalsgaard, J.; Gizon, L.; Benomar, O.

2016-08-01

High-quality astrometric, spectroscopic, interferometric and, importantly, asteroseismic observations are available for α Cen A, which is the closest binary star system to earth. Taking all these constraints into account, we study the internal structure of the star by means of theoretical modelling. Using the Aarhus STellar Evolution Code (ASTEC) and the tools of Computational Bayesian Statistics, in particular a Markov chain Monte Carlo algorithm, we perform statistical inferences for the physical characteristics of the star. We find that α Cen A has a probability of approximately 40 per cent of having a convective core. This probability drops to few per cent if one considers reduced rates for the 14N(p,γ)15O reaction. These convective cores have fractional radii less than 8 per cent when overshoot is neglected. Including overshooting also leads to the possibility of a convective core mostly sustained by the ppII chain energy output. We finally show that roughly 30 per cent of the stellar models describing α Cen A are in the subgiant regime.

A measure of uncertainty regarding the interval constraint of normal mean elicited by two stages of a prior hierarchy.

PubMed

Kim, Hea-Jung

2014-01-01

This paper considers a hierarchical screened Gaussian model (HSGM) for Bayesian inference of normal models when an interval constraint in the mean parameter space needs to be incorporated in the modeling but when such a restriction is uncertain. An objective measure of the uncertainty, regarding the interval constraint, accounted for by using the HSGM is proposed for the Bayesian inference. For this purpose, we drive a maximum entropy prior of the normal mean, eliciting the uncertainty regarding the interval constraint, and then obtain the uncertainty measure by considering the relationship between the maximum entropy prior and the marginal prior of the normal mean in HSGM. Bayesian estimation procedure of HSGM is developed and two numerical illustrations pertaining to the properties of the uncertainty measure are provided.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE PAGES

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; ...

2017-10-17

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

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

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Probability, statistics, and computational science.

PubMed

Beerenwinkel, Niko; Siebourg, Juliane

2012-01-01

In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference. Markov chains, hidden Markov models, and Bayesian network models are introduced in more detail as they occur frequently and in many variations in genomics applications. In particular, we discuss efficient inference algorithms and methods for learning these models from partially observed data. Several simple examples are given throughout the text, some of which point to models that are discussed in more detail in subsequent chapters.

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.

Language Evolution by Iterated Learning with Bayesian Agents

ERIC Educational Resources Information Center

Griffiths, Thomas L.; Kalish, Michael L.

2007-01-01

Languages are transmitted from person to person and generation to generation via a process of iterated learning: people learn a language from other people who once learned that language themselves. We analyze the consequences of iterated learning for learning algorithms based on the principles of Bayesian inference, assuming that learners compute…

Bayesian Unimodal Density Regression for Causal Inference

ERIC Educational Resources Information Center

Karabatsos, George; Walker, Stephen G.

2011-01-01

Karabatsos and Walker (2011) introduced a new Bayesian nonparametric (BNP) regression model. Through analyses of real and simulated data, they showed that the BNP regression model outperforms other parametric and nonparametric regression models of common use, in terms of predictive accuracy of the outcome (dependent) variable. The other,…

Advances in computer simulation of genome evolution: toward more realistic evolutionary genomics analysis by approximate bayesian computation.

PubMed

Arenas, Miguel

2015-04-01

NGS technologies present a fast and cheap generation of genomic data. Nevertheless, ancestral genome inference is not so straightforward due to complex evolutionary processes acting on this material such as inversions, translocations, and other genome rearrangements that, in addition to their implicit complexity, can co-occur and confound ancestral inferences. Recently, models of genome evolution that accommodate such complex genomic events are emerging. This letter explores these novel evolutionary models and proposes their incorporation into robust statistical approaches based on computer simulations, such as approximate Bayesian computation, that may produce a more realistic evolutionary analysis of genomic data. Advantages and pitfalls in using these analytical methods are discussed. Potential applications of these ancestral genomic inferences are also pointed out.

The visual system’s internal model of the world

PubMed Central

Lee, Tai Sing

2015-01-01

The Bayesian paradigm has provided a useful conceptual theory for understanding perceptual computation in the brain. While the detailed neural mechanisms of Bayesian inference are not fully understood, recent computational and neurophysiological works have illuminated the underlying computational principles and representational architecture. The fundamental insights are that the visual system is organized as a modular hierarchy to encode an internal model of the world, and that perception is realized by statistical inference based on such internal model. In this paper, I will discuss and analyze the varieties of representational schemes of these internal models and how they might be used to perform learning and inference. I will argue for a unified theoretical framework for relating the internal models to the observed neural phenomena and mechanisms in the visual cortex. PMID:26566294

Neuronal integration of dynamic sources: Bayesian learning and Bayesian inference.

PubMed

Siegelmann, Hava T; Holzman, Lars E

2010-09-01

One of the brain's most basic functions is integrating sensory data from diverse sources. This ability causes us to question whether the neural system is computationally capable of intelligently integrating data, not only when sources have known, fixed relative dependencies but also when it must determine such relative weightings based on dynamic conditions, and then use these learned weightings to accurately infer information about the world. We suggest that the brain is, in fact, fully capable of computing this parallel task in a single network and describe a neural inspired circuit with this property. Our implementation suggests the possibility that evidence learning requires a more complex organization of the network than was previously assumed, where neurons have different specialties, whose emergence brings the desired adaptivity seen in human online inference.

CGBayesNets: Conditional Gaussian Bayesian Network Learning and Inference with Mixed Discrete and Continuous Data

PubMed Central

Weiss, Scott T.

2014-01-01

Bayesian Networks (BN) have been a popular predictive modeling formalism in bioinformatics, but their application in modern genomics has been slowed by an inability to cleanly handle domains with mixed discrete and continuous variables. Existing free BN software packages either discretize continuous variables, which can lead to information loss, or do not include inference routines, which makes prediction with the BN impossible. We present CGBayesNets, a BN package focused around prediction of a clinical phenotype from mixed discrete and continuous variables, which fills these gaps. CGBayesNets implements Bayesian likelihood and inference algorithms for the conditional Gaussian Bayesian network (CGBNs) formalism, one appropriate for predicting an outcome of interest from, e.g., multimodal genomic data. We provide four different network learning algorithms, each making a different tradeoff between computational cost and network likelihood. CGBayesNets provides a full suite of functions for model exploration and verification, including cross validation, bootstrapping, and AUC manipulation. We highlight several results obtained previously with CGBayesNets, including predictive models of wood properties from tree genomics, leukemia subtype classification from mixed genomic data, and robust prediction of intensive care unit mortality outcomes from metabolomic profiles. We also provide detailed example analysis on public metabolomic and gene expression datasets. CGBayesNets is implemented in MATLAB and available as MATLAB source code, under an Open Source license and anonymous download at http://www.cgbayesnets.com. PMID:24922310

CGBayesNets: conditional Gaussian Bayesian network learning and inference with mixed discrete and continuous data.

PubMed

McGeachie, Michael J; Chang, Hsun-Hsien; Weiss, Scott T

2014-06-01

Bayesian Networks (BN) have been a popular predictive modeling formalism in bioinformatics, but their application in modern genomics has been slowed by an inability to cleanly handle domains with mixed discrete and continuous variables. Existing free BN software packages either discretize continuous variables, which can lead to information loss, or do not include inference routines, which makes prediction with the BN impossible. We present CGBayesNets, a BN package focused around prediction of a clinical phenotype from mixed discrete and continuous variables, which fills these gaps. CGBayesNets implements Bayesian likelihood and inference algorithms for the conditional Gaussian Bayesian network (CGBNs) formalism, one appropriate for predicting an outcome of interest from, e.g., multimodal genomic data. We provide four different network learning algorithms, each making a different tradeoff between computational cost and network likelihood. CGBayesNets provides a full suite of functions for model exploration and verification, including cross validation, bootstrapping, and AUC manipulation. We highlight several results obtained previously with CGBayesNets, including predictive models of wood properties from tree genomics, leukemia subtype classification from mixed genomic data, and robust prediction of intensive care unit mortality outcomes from metabolomic profiles. We also provide detailed example analysis on public metabolomic and gene expression datasets. CGBayesNets is implemented in MATLAB and available as MATLAB source code, under an Open Source license and anonymous download at http://www.cgbayesnets.com.

A Bayesian Approach to a Multiple-Group Latent Class-Profile Analysis: The Timing of Drinking Onset and Subsequent Drinking Behaviors among U.S. Adolescents

ERIC Educational Resources Information Center

Chung, Hwan; Anthony, James C.

2013-01-01

This article presents a multiple-group latent class-profile analysis (LCPA) by taking a Bayesian approach in which a Markov chain Monte Carlo simulation is employed to achieve more robust estimates for latent growth patterns. This article describes and addresses a label-switching problem that involves the LCPA likelihood function, which has…

Application of Bayesian Approach in Cancer Clinical Trial

PubMed Central

Bhattacharjee, Atanu

2014-01-01

The application of Bayesian approach in clinical trials becomes more useful over classical method. It is beneficial from design to analysis phase. The straight forward statement is possible to obtain through Bayesian about the drug treatment effect. Complex computational problems are simple to handle with Bayesian techniques. The technique is only feasible to performing presence of prior information of the data. The inference is possible to establish through posterior estimates. However, some limitations are present in this method. The objective of this work was to explore the several merits and demerits of Bayesian approach in cancer research. The review of the technique will be helpful for the clinical researcher involved in the oncology to explore the limitation and power of Bayesian techniques. PMID:29147387

BiomeNet: A Bayesian Model for Inference of Metabolic Divergence among Microbial Communities

PubMed Central

Chipman, Hugh; Gu, Hong; Bielawski, Joseph P.

2014-01-01

Metagenomics yields enormous numbers of microbial sequences that can be assigned a metabolic function. Using such data to infer community-level metabolic divergence is hindered by the lack of a suitable statistical framework. Here, we describe a novel hierarchical Bayesian model, called BiomeNet (Bayesian inference of metabolic networks), for inferring differential prevalence of metabolic subnetworks among microbial communities. To infer the structure of community-level metabolic interactions, BiomeNet applies a mixed-membership modelling framework to enzyme abundance information. The basic idea is that the mixture components of the model (metabolic reactions, subnetworks, and networks) are shared across all groups (microbiome samples), but the mixture proportions vary from group to group. Through this framework, the model can capture nested structures within the data. BiomeNet is unique in modeling each metagenome sample as a mixture of complex metabolic systems (metabosystems). The metabosystems are composed of mixtures of tightly connected metabolic subnetworks. BiomeNet differs from other unsupervised methods by allowing researchers to discriminate groups of samples through the metabolic patterns it discovers in the data, and by providing a framework for interpreting them. We describe a collapsed Gibbs sampler for inference of the mixture weights under BiomeNet, and we use simulation to validate the inference algorithm. Application of BiomeNet to human gut metagenomes revealed a metabosystem with greater prevalence among inflammatory bowel disease (IBD) patients. Based on the discriminatory subnetworks for this metabosystem, we inferred that the community is likely to be closely associated with the human gut epithelium, resistant to dietary interventions, and interfere with human uptake of an antioxidant connected to IBD. Because this metabosystem has a greater capacity to exploit host-associated glycans, we speculate that IBD-associated communities might arise from opportunist growth of bacteria that can circumvent the host's nutrient-based mechanism for bacterial partner selection. PMID:25412107

Bayes in biological anthropology.

PubMed

Konigsberg, Lyle W; Frankenberg, Susan R

2013-12-01

In this article, we both contend and illustrate that biological anthropologists, particularly in the Americas, often think like Bayesians but act like frequentists when it comes to analyzing a wide variety of data. In other words, while our research goals and perspectives are rooted in probabilistic thinking and rest on prior knowledge, we often proceed to use statistical hypothesis tests and confidence interval methods unrelated (or tenuously related) to the research questions of interest. We advocate for applying Bayesian analyses to a number of different bioanthropological questions, especially since many of the programming and computational challenges to doing so have been overcome in the past two decades. To facilitate such applications, this article explains Bayesian principles and concepts, and provides concrete examples of Bayesian computer simulations and statistics that address questions relevant to biological anthropology, focusing particularly on bioarchaeology and forensic anthropology. It also simultaneously reviews the use of Bayesian methods and inference within the discipline to date. This article is intended to act as primer to Bayesian methods and inference in biological anthropology, explaining the relationships of various methods to likelihoods or probabilities and to classical statistical models. Our contention is not that traditional frequentist statistics should be rejected outright, but that there are many situations where biological anthropology is better served by taking a Bayesian approach. To this end it is hoped that the examples provided in this article will assist researchers in choosing from among the broad array of statistical methods currently available. Copyright © 2013 Wiley Periodicals, Inc.

Significance testing of clinical data using virus dynamics models with a Markov chain Monte Carlo method: application to emergence of lamivudine-resistant hepatitis B virus.

PubMed Central

Burroughs, N J; Pillay, D; Mutimer, D

1999-01-01

Bayesian analysis using a virus dynamics model is demonstrated to facilitate hypothesis testing of patterns in clinical time-series. Our Markov chain Monte Carlo implementation demonstrates that the viraemia time-series observed in two sets of hepatitis B patients on antiviral (lamivudine) therapy, chronic carriers and liver transplant patients, are significantly different, overcoming clinical trial design differences that question the validity of non-parametric tests. We show that lamivudine-resistant mutants grow faster in transplant patients than in chronic carriers, which probably explains the differences in emergence times and failure rates between these two sets of patients. Incorporation of dynamic models into Bayesian parameter analysis is of general applicability in medical statistics. PMID:10643081

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.

Impact of Bayesian Priors on the Characterization of Binary Black Hole Coalescences

NASA Astrophysics Data System (ADS)

Vitale, Salvatore; Gerosa, Davide; Haster, Carl-Johan; Chatziioannou, Katerina; Zimmerman, Aaron

2017-12-01

In a regime where data are only mildly informative, prior choices can play a significant role in Bayesian statistical inference, potentially affecting the inferred physics. We show this is indeed the case for some of the parameters inferred from current gravitational-wave measurements of binary black hole coalescences. We reanalyze the first detections performed by the twin LIGO interferometers using alternative (and astrophysically motivated) prior assumptions. We find different prior distributions can introduce deviations in the resulting posteriors that impact the physical interpretation of these systems. For instance, (i) limits on the 90% credible interval on the effective black hole spin χeff are subject to variations of ˜10 % if a prior with black hole spins mostly aligned to the binary's angular momentum is considered instead of the standard choice of isotropic spin directions, and (ii) under priors motivated by the initial stellar mass function, we infer tighter constraints on the black hole masses, and in particular, we find no support for any of the inferred masses within the putative mass gap M ≲5 M⊙.

Impact of Bayesian Priors on the Characterization of Binary Black Hole Coalescences.

PubMed

Vitale, Salvatore; Gerosa, Davide; Haster, Carl-Johan; Chatziioannou, Katerina; Zimmerman, Aaron

2017-12-22

In a regime where data are only mildly informative, prior choices can play a significant role in Bayesian statistical inference, potentially affecting the inferred physics. We show this is indeed the case for some of the parameters inferred from current gravitational-wave measurements of binary black hole coalescences. We reanalyze the first detections performed by the twin LIGO interferometers using alternative (and astrophysically motivated) prior assumptions. We find different prior distributions can introduce deviations in the resulting posteriors that impact the physical interpretation of these systems. For instance, (i) limits on the 90% credible interval on the effective black hole spin χ_{eff} are subject to variations of ∼10% if a prior with black hole spins mostly aligned to the binary's angular momentum is considered instead of the standard choice of isotropic spin directions, and (ii) under priors motivated by the initial stellar mass function, we infer tighter constraints on the black hole masses, and in particular, we find no support for any of the inferred masses within the putative mass gap M≲5  M_{⊙}.

"Magnitude-based inference": a statistical review.

PubMed

Welsh, Alan H; Knight, Emma J

2015-04-01

We consider "magnitude-based inference" and its interpretation by examining in detail its use in the problem of comparing two means. We extract from the spreadsheets, which are provided to users of the analysis (http://www.sportsci.org/), a precise description of how "magnitude-based inference" is implemented. We compare the implemented version of the method with general descriptions of it and interpret the method in familiar statistical terms. We show that "magnitude-based inference" is not a progressive improvement on modern statistics. The additional probabilities introduced are not directly related to the confidence interval but, rather, are interpretable either as P values for two different nonstandard tests (for different null hypotheses) or as approximate Bayesian calculations, which also lead to a type of test. We also discuss sample size calculations associated with "magnitude-based inference" and show that the substantial reduction in sample sizes claimed for the method (30% of the sample size obtained from standard frequentist calculations) is not justifiable so the sample size calculations should not be used. Rather than using "magnitude-based inference," a better solution is to be realistic about the limitations of the data and use either confidence intervals or a fully Bayesian analysis.

From Neutron Star Observables to the Equation of State. II. Bayesian Inference of Equation of State Pressures

NASA Astrophysics Data System (ADS)

Raithel, Carolyn A.; Özel, Feryal; Psaltis, Dimitrios

2017-08-01

One of the key goals of observing neutron stars is to infer the equation of state (EoS) of the cold, ultradense matter in their interiors. Here, we present a Bayesian statistical method of inferring the pressures at five fixed densities, from a sample of mock neutron star masses and radii. We show that while five polytropic segments are needed for maximum flexibility in the absence of any prior knowledge of the EoS, regularizers are also necessary to ensure that simple underlying EoS are not over-parameterized. For ideal data with small measurement uncertainties, we show that the pressure at roughly twice the nuclear saturation density, {ρ }{sat}, can be inferred to within 0.3 dex for many realizations of potential sources of uncertainties. The pressures of more complicated EoS with significant phase transitions can also be inferred to within ˜30%. We also find that marginalizing the multi-dimensional parameter space of pressure to infer a mass-radius relation can lead to biases of nearly 1 km in radius, toward larger radii. Using the full, five-dimensional posterior likelihoods avoids this bias.

A Bayesian goodness of fit test and semiparametric generalization of logistic regression with measurement data.

PubMed

Schörgendorfer, Angela; Branscum, Adam J; Hanson, Timothy E

2013-06-01

Logistic regression is a popular tool for risk analysis in medical and population health science. With continuous response data, it is common to create a dichotomous outcome for logistic regression analysis by specifying a threshold for positivity. Fitting a linear regression to the nondichotomized response variable assuming a logistic sampling model for the data has been empirically shown to yield more efficient estimates of odds ratios than ordinary logistic regression of the dichotomized endpoint. We illustrate that risk inference is not robust to departures from the parametric logistic distribution. Moreover, the model assumption of proportional odds is generally not satisfied when the condition of a logistic distribution for the data is violated, leading to biased inference from a parametric logistic analysis. We develop novel Bayesian semiparametric methodology for testing goodness of fit of parametric logistic regression with continuous measurement data. The testing procedures hold for any cutoff threshold and our approach simultaneously provides the ability to perform semiparametric risk estimation. Bayes factors are calculated using the Savage-Dickey ratio for testing the null hypothesis of logistic regression versus a semiparametric generalization. We propose a fully Bayesian and a computationally efficient empirical Bayesian approach to testing, and we present methods for semiparametric estimation of risks, relative risks, and odds ratios when parametric logistic regression fails. Theoretical results establish the consistency of the empirical Bayes test. Results from simulated data show that the proposed approach provides accurate inference irrespective of whether parametric assumptions hold or not. Evaluation of risk factors for obesity shows that different inferences are derived from an analysis of a real data set when deviations from a logistic distribution are permissible in a flexible semiparametric framework. © 2013, The International Biometric Society.

Bayesian Inference for Source Term Estimation: Application to the International Monitoring System Radionuclide Network

DTIC Science & Technology

2014-10-01

de l’exactitude et de la précision), comparativement au modèle de mesure plus simple qui n’utilise pas de multiplicateurs. Importance pour la défense...3) Bayesian experimental design for receptor placement in order to maximize the expected information in the measured concen- tration data for...applications of the Bayesian inferential methodology for source recon- struction have used high-quality concentration data from well- designed atmospheric

[Bayesian approach for the cost-effectiveness evaluation of healthcare technologies].

PubMed

Berchialla, Paola; Gregori, Dario; Brunello, Franco; Veltri, Andrea; Petrinco, Michele; Pagano, Eva

2009-01-01

The development of Bayesian statistical methods for the assessment of the cost-effectiveness of health care technologies is reviewed. Although many studies adopt a frequentist approach, several authors have advocated the use of Bayesian methods in health economics. Emphasis has been placed on the advantages of the Bayesian approach, which include: (i) the ability to make more intuitive and meaningful inferences; (ii) the ability to tackle complex problems, such as allowing for the inclusion of patients who generate no cost, thanks to the availability of powerful computational algorithms; (iii) the importance of a full use of quantitative and structural prior information to produce realistic inferences. Much literature comparing the cost-effectiveness of two treatments is based on the incremental cost-effectiveness ratio. However, new methods are arising with the purpose of decision making. These methods are based on a net benefits approach. In the present context, the cost-effectiveness acceptability curves have been pointed out to be intrinsically Bayesian in their formulation. They plot the probability of a positive net benefit against the threshold cost of a unit increase in efficacy.A case study is presented in order to illustrate the Bayesian statistics in the cost-effectiveness analysis. Emphasis is placed on the cost-effectiveness acceptability curves. Advantages and disadvantages of the method described in this paper have been compared to frequentist methods and discussed.

Bayesian methods for characterizing unknown parameters of material models

DOE PAGES

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

2016-02-04

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

Bayesian methods for characterizing unknown parameters of material models

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

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

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

sick: The Spectroscopic Inference Crank

NASA Astrophysics Data System (ADS)

Casey, Andrew R.

2016-03-01

There exists an inordinate amount of spectral data in both public and private astronomical archives that remain severely under-utilized. The lack of reliable open-source tools for analyzing large volumes of spectra contributes to this situation, which is poised to worsen as large surveys successively release orders of magnitude more spectra. In this article I introduce sick, the spectroscopic inference crank, a flexible and fast Bayesian tool for inferring astrophysical parameters from spectra. sick is agnostic to the wavelength coverage, resolving power, or general data format, allowing any user to easily construct a generative model for their data, regardless of its source. sick can be used to provide a nearest-neighbor estimate of model parameters, a numerically optimized point estimate, or full Markov Chain Monte Carlo sampling of the posterior probability distributions. This generality empowers any astronomer to capitalize on the plethora of published synthetic and observed spectra, and make precise inferences for a host of astrophysical (and nuisance) quantities. Model intensities can be reliably approximated from existing grids of synthetic or observed spectra using linear multi-dimensional interpolation, or a Cannon-based model. Additional phenomena that transform the data (e.g., redshift, rotational broadening, continuum, spectral resolution) are incorporated as free parameters and can be marginalized away. Outlier pixels (e.g., cosmic rays or poorly modeled regimes) can be treated with a Gaussian mixture model, and a noise model is included to account for systematically underestimated variance. Combining these phenomena into a scalar-justified, quantitative model permits precise inferences with credible uncertainties on noisy data. I describe the common model features, the implementation details, and the default behavior, which is balanced to be suitable for most astronomical applications. Using a forward model on low-resolution, high signal-to-noise ratio spectra of M67 stars reveals atomic diffusion processes on the order of 0.05 dex, previously only measurable with differential analysis techniques in high-resolution spectra. sick is easy to use, well-tested, and freely available online through GitHub under the MIT license.

Bayesian Analysis of Non-Gaussian Long-Range Dependent Processes

NASA Astrophysics Data System (ADS)

Graves, Timothy; Watkins, Nicholas; Franzke, Christian; Gramacy, Robert

2013-04-01

Recent studies [e.g. the Antarctic study of Franzke, J. Climate, 2010] have strongly suggested that surface temperatures exhibit long-range dependence (LRD). The presence of LRD would hamper the identification of deterministic trends and the quantification of their significance. It is well established that LRD processes exhibit stochastic trends over rather long periods of time. Thus, accurate methods for discriminating between physical processes that possess long memory and those that do not are an important adjunct to climate modeling. As we briefly review, the LRD idea originated at the same time as H-selfsimilarity, so it is often not realised that a model does not have to be H-self similar to show LRD [e.g. Watkins, GRL Frontiers, 2013]. We have used Markov Chain Monte Carlo algorithms to perform a Bayesian analysis of Auto-Regressive Fractionally-Integrated Moving-Average ARFIMA(p,d,q) processes, which are capable of modeling LRD. Our principal aim is to obtain inference about the long memory parameter, d, with secondary interest in the scale and location parameters. We have developed a reversible-jump method enabling us to integrate over different model forms for the short memory component. We initially assume Gaussianity, and have tested the method on both synthetic and physical time series. Many physical processes, for example the Faraday Antarctic time series, are significantly non-Gaussian. We have therefore extended this work by weakening the Gaussianity assumption, assuming an alpha-stable distribution for the innovations, and performing joint inference on d and alpha. Such a modified FARIMA(p,d,q) process is a flexible, initial model for non-Gaussian processes with long memory. We will present a study of the dependence of the posterior variance of the memory parameter d on the length of the time series considered. This will be compared with equivalent error diagnostics for other measures of d.

Global biogeography of scaly tree ferns (Cyatheaceae): evidence for Gondwanan vicariance and limited transoceanic dispersal

PubMed Central

Korall, Petra; Pryer, Kathleen M

2014-01-01

Aim Scaly tree ferns, Cyatheaceae, are a well-supported group of mostly tree-forming ferns found throughout the tropics, the subtropics and the south-temperate zone. Fossil evidence shows that the lineage originated in the Late Jurassic period. We reconstructed large-scale historical biogeographical patterns of Cyatheaceae and tested the hypothesis that some of the observed distribution patterns are in fact compatible, in time and space, with a vicariance scenario related to the break-up of Gondwana. Location Tropics, subtropics and south-temperate areas of the world. Methods The historical biogeography of Cyatheaceae was analysed in a maximum likelihood framework using Lagrange. The 78 ingroup taxa are representative of the geographical distribution of the entire family. The phylogenies that served as a basis for the analyses were obtained by Bayesian inference analyses of mainly previously published DNA sequence data using MrBayes. Lineage divergence dates were estimated in a Bayesian Markov chain Monte Carlo framework using beast. Results Cyatheaceae originated in the Late Jurassic in either South America or Australasia. Following a range expansion, the ancestral distribution of the marginate-scaled clade included both these areas, whereas Sphaeropteris is reconstructed as having its origin only in Australasia. Within the marginate-scaled clade, reconstructions of early divergences are hampered by the unresolved relationships among the Alsophila, Cyathea and Gymnosphaera lineages. Nevertheless, it is clear that the occurrence of the Cyathea and Sphaeropteris lineages in South America may be related to vicariance, whereas transoceanic dispersal needs to be inferred for the range shifts seen in Alsophila and Gymnosphaera. Main conclusions The evolutionary history of Cyatheaceae involves both Gondwanan vicariance scenarios as well as long-distance dispersal events. The number of transoceanic dispersals reconstructed for the family is rather few when compared with other fern lineages. We suggest that a causal relationship between reproductive mode (outcrossing) and dispersal limitations is the most plausible explanation for the pattern observed. PMID:25435648

Global biogeography of scaly tree ferns (Cyatheaceae): evidence for Gondwanan vicariance and limited transoceanic dispersal.

PubMed

Korall, Petra; Pryer, Kathleen M

2014-02-01

Scaly tree ferns, Cyatheaceae, are a well-supported group of mostly tree-forming ferns found throughout the tropics, the subtropics and the south-temperate zone. Fossil evidence shows that the lineage originated in the Late Jurassic period. We reconstructed large-scale historical biogeographical patterns of Cyatheaceae and tested the hypothesis that some of the observed distribution patterns are in fact compatible, in time and space, with a vicariance scenario related to the break-up of Gondwana. Tropics, subtropics and south-temperate areas of the world. The historical biogeography of Cyatheaceae was analysed in a maximum likelihood framework using Lagrange. The 78 ingroup taxa are representative of the geographical distribution of the entire family. The phylogenies that served as a basis for the analyses were obtained by Bayesian inference analyses of mainly previously published DNA sequence data using MrBayes. Lineage divergence dates were estimated in a Bayesian Markov chain Monte Carlo framework using beast. Cyatheaceae originated in the Late Jurassic in either South America or Australasia. Following a range expansion, the ancestral distribution of the marginate-scaled clade included both these areas, whereas Sphaeropteris is reconstructed as having its origin only in Australasia. Within the marginate-scaled clade, reconstructions of early divergences are hampered by the unresolved relationships among the Alsophila , Cyathea and Gymnosphaera lineages. Nevertheless, it is clear that the occurrence of the Cyathea and Sphaeropteris lineages in South America may be related to vicariance, whereas transoceanic dispersal needs to be inferred for the range shifts seen in Alsophila and Gymnosphaera . The evolutionary history of Cyatheaceae involves both Gondwanan vicariance scenarios as well as long-distance dispersal events. The number of transoceanic dispersals reconstructed for the family is rather few when compared with other fern lineages. We suggest that a causal relationship between reproductive mode (outcrossing) and dispersal limitations is the most plausible explanation for the pattern observed.

[Bayesian statistics in medicine -- part II: main applications and inference].

PubMed

Montomoli, C; Nichelatti, M

2008-01-01

Bayesian statistics is not only used when one is dealing with 2-way tables, but it can be used for inferential purposes. Using the basic concepts presented in the first part, this paper aims to give a simple overview of Bayesian methods by introducing its foundation (Bayes' theorem) and then applying this rule to a very simple practical example; whenever possible, the elementary processes at the basis of analysis are compared to those of frequentist (classical) statistical analysis. The Bayesian reasoning is naturally connected to medical activity, since it appears to be quite similar to a diagnostic process.

Measuring Learning Progressions Using Bayesian Modeling in Complex Assessments

ERIC Educational Resources Information Center

Rutstein, Daisy Wise

2012-01-01

This research examines issues regarding model estimation and robustness in the use of Bayesian Inference Networks (BINs) for measuring Learning Progressions (LPs). It provides background information on LPs and how they might be used in practice. Two simulation studies are performed, along with real data examples. The first study examines the case…

Predicting site locations for biomass using facilities with Bayesian methods

Treesearch

Timothy M. Young; James H. Perdue; Xia Huang

2017-01-01

Logistic regression models combined with Bayesian inference were developed to predict locations and quantify factors that influence the siting of biomass-using facilities that use woody biomass in the Southeastern United States. Predictions were developed for two groups of mills, one representing larger capacity mills similar to pulp and paper mills (Group II...

Pretense, Counterfactuals, and Bayesian Causal Models: Why What Is Not Real Really Matters

ERIC Educational Resources Information Center

Weisberg, Deena S.; Gopnik, Alison

2013-01-01

Young children spend a large portion of their time pretending about non-real situations. Why? We answer this question by using the framework of Bayesian causal models to argue that pretending and counterfactual reasoning engage the same component cognitive abilities: disengaging with current reality, making inferences about an alternative…

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…

Bayesian statistics: estimating plant demographic parameters

Treesearch

James S. Clark; Michael Lavine

2001-01-01

There are times when external information should be brought tobear on an ecological analysis. experiments are never conducted in a knowledge-free context. The inference we draw from an observation may depend on everything else we know about the process. Bayesian analysis is a method that brings outside evidence into the analysis of experimental and observational data...

Bayesian pedigree inference with small numbers of single nucleotide polymorphisms via a factor-graph representation.

PubMed

Anderson, Eric C; Ng, Thomas C

2016-02-01

We develop a computational framework for addressing pedigree inference problems using small numbers (80-400) of single nucleotide polymorphisms (SNPs). Our approach relaxes the assumptions, which are commonly made, that sampling is complete with respect to the pedigree and that there is no genotyping error. It relies on representing the inferred pedigree as a factor graph and invoking the Sum-Product algorithm to compute and store quantities that allow the joint probability of the data to be rapidly computed under a large class of rearrangements of the pedigree structure. This allows efficient MCMC sampling over the space of pedigrees, and, hence, Bayesian inference of pedigree structure. In this paper we restrict ourselves to inference of pedigrees without loops using SNPs assumed to be unlinked. We present the methodology in general for multigenerational inference, and we illustrate the method by applying it to the inference of full sibling groups in a large sample (n=1157) of Chinook salmon typed at 95 SNPs. The results show that our method provides a better point estimate and estimate of uncertainty than the currently best-available maximum-likelihood sibling reconstruction method. Extensions of this work to more complex scenarios are briefly discussed. Published by Elsevier Inc.

Enhanced optical alignment of a digital micro mirror device through Bayesian adaptive exploration

NASA Astrophysics Data System (ADS)

Wynne, Kevin B.; Knuth, Kevin H.; Petruccelli, Jonathan

2017-12-01

As the use of Digital Micro Mirror Devices (DMDs) becomes more prevalent in optics research, the ability to precisely locate the Fourier "footprint" of an image beam at the Fourier plane becomes a pressing need. In this approach, Bayesian adaptive exploration techniques were employed to characterize the size and position of the beam on a DMD located at the Fourier plane. It couples a Bayesian inference engine with an inquiry engine to implement the search. The inquiry engine explores the DMD by engaging mirrors and recording light intensity values based on the maximization of the expected information gain. Using the data collected from this exploration, the Bayesian inference engine updates the posterior probability describing the beam's characteristics. The process is iterated until the beam is located to within the desired precision. This methodology not only locates the center and radius of the beam with remarkable precision but accomplishes the task in far less time than a brute force search. The employed approach has applications to system alignment for both Fourier processing and coded aperture design.