Variations on Bayesian Prediction and Inference
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
A Bayes linear Bayes method for estimation of correlated event rates.
Quigley, John; Wilson, Kevin J; Walls, Lesley; Bedford, Tim
2013-12-01
Typically, full Bayesian estimation of correlated event rates can be computationally challenging since estimators are intractable. When estimation of event rates represents one activity within a larger modeling process, there is an incentive to develop more efficient inference than provided by a full Bayesian model. We develop a new subjective inference method for correlated event rates based on a Bayes linear Bayes model under the assumption that events are generated from a homogeneous Poisson process. To reduce the elicitation burden we introduce homogenization factors to the model and, as an alternative to a subjective prior, an empirical method using the method of moments is developed. Inference under the new method is compared against estimates obtained under a full Bayesian model, which takes a multivariate gamma prior, where the predictive and posterior distributions are derived in terms of well-known functions. The mathematical properties of both models are presented. A simulation study shows that the Bayes linear Bayes inference method and the full Bayesian model provide equally reliable estimates. An illustrative example, motivated by a problem of estimating correlated event rates across different users in a simple supply chain, shows how ignoring the correlation leads to biased estimation of event rates. © 2013 Society for Risk Analysis.
Bayesian Models for Astrophysical Data Using R, JAGS, Python, and Stan
NASA Astrophysics Data System (ADS)
Hilbe, Joseph M.; de Souza, Rafael S.; Ishida, Emille E. O.
2017-05-01
This comprehensive guide to Bayesian methods in astronomy enables hands-on work by supplying complete R, JAGS, Python, and Stan code, to use directly or to adapt. It begins by examining the normal model from both frequentist and Bayesian perspectives and then progresses to a full range of Bayesian generalized linear and mixed or hierarchical models, as well as additional types of models such as ABC and INLA. The book provides code that is largely unavailable elsewhere and includes details on interpreting and evaluating Bayesian models. Initial discussions offer models in synthetic form so that readers can easily adapt them to their own data; later the models are applied to real astronomical data. The consistent focus is on hands-on modeling, analysis of data, and interpretations that address scientific questions. A must-have for astronomers, its concrete approach will also be attractive to researchers in the sciences more generally.
Yang, Ziheng; Zhu, Tianqi
2018-02-20
The Bayesian method is noted to produce spuriously high posterior probabilities for phylogenetic trees in analysis of large datasets, but the precise reasons for this overconfidence are unknown. In general, the performance of Bayesian selection of misspecified models is poorly understood, even though this is of great scientific interest since models are never true in real data analysis. Here we characterize the asymptotic behavior of Bayesian model selection and show that when the competing models are equally wrong, Bayesian model selection exhibits surprising and polarized behaviors in large datasets, supporting one model with full force while rejecting the others. If one model is slightly less wrong than the other, the less wrong model will eventually win when the amount of data increases, but the method may become overconfident before it becomes reliable. We suggest that this extreme behavior may be a major factor for the spuriously high posterior probabilities for evolutionary trees. The philosophical implications of our results to the application of Bayesian model selection to evaluate opposing scientific hypotheses are yet to be explored, as are the behaviors of non-Bayesian methods in similar situations.
Bayesian Finite Mixtures for Nonlinear Modeling of Educational Data.
ERIC Educational Resources Information Center
Tirri, Henry; And Others
A Bayesian approach for finding latent classes in data is discussed. The approach uses finite mixture models to describe the underlying structure in the data and demonstrate that the possibility of using full joint probability models raises interesting new prospects for exploratory data analysis. The concepts and methods discussed are illustrated…
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.
Resolution analysis of marine seismic full waveform data by Bayesian inversion
NASA Astrophysics Data System (ADS)
Ray, A.; Sekar, A.; Hoversten, G. M.; Albertin, U.
2015-12-01
The Bayesian posterior density function (PDF) of earth models that fit full waveform seismic data convey information on the uncertainty with which the elastic model parameters are resolved. In this work, we apply the trans-dimensional reversible jump Markov Chain Monte Carlo method (RJ-MCMC) for the 1D inversion of noisy synthetic full-waveform seismic data in the frequency-wavenumber domain. While seismic full waveform inversion (FWI) is a powerful method for characterizing subsurface elastic parameters, the uncertainty in the inverted models has remained poorly known, if at all and is highly initial model dependent. The Bayesian method we use is trans-dimensional in that the number of model layers is not fixed, and flexible such that the layer boundaries are free to move around. The resulting parameterization does not require regularization to stabilize the inversion. Depth resolution is traded off with the number of layers, providing an estimate of uncertainty in elastic parameters (compressional and shear velocities Vp and Vs as well as density) with depth. We find that in the absence of additional constraints, Bayesian inversion can result in a wide range of posterior PDFs on Vp, Vs and density. These PDFs range from being clustered around the true model, to those that contain little resolution of any particular features other than those in the near surface, depending on the particular data and target geometry. We present results for a suite of different frequencies and offset ranges, examining the differences in the posterior model densities thus derived. Though these results are for a 1D earth, they are applicable to areas with simple, layered geology and provide valuable insight into the resolving capabilities of FWI, as well as highlight the challenges in solving a highly non-linear problem. The RJ-MCMC method also presents a tantalizing possibility for extension to 2D and 3D Bayesian inversion of full waveform seismic data in the future, as it objectively tackles the problem of model selection (i.e., the number of layers or cells for parameterization), which could ease the computational burden of evaluating forward models with many parameters.
Computational statistics using the Bayesian Inference Engine
NASA Astrophysics Data System (ADS)
Weinberg, Martin D.
2013-09-01
This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimized software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organize and reuse expensive derived data. The BIE is the first platform for computational statistics designed explicitly to enable Bayesian update and model comparison for astronomical problems. Bayesian update is based on the representation of high-dimensional posterior distributions using metric-ball-tree based kernel density estimation. Among its algorithmic offerings, the BIE emphasizes hybrid tempered Markov chain Monte Carlo schemes that robustly sample multimodal posterior distributions in high-dimensional parameter spaces. Moreover, the BIE implements a full persistence or serialization system that stores the full byte-level image of the running inference and previously characterized posterior distributions for later use. Two new algorithms to compute the marginal likelihood from the posterior distribution, developed for and implemented in the BIE, enable model comparison for complex models and data sets. Finally, the BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. It includes an extensible object-oriented and easily extended framework that implements every aspect of the Bayesian inference. By providing a variety of statistical algorithms for all phases of the inference problem, a scientist may explore a variety of approaches with a single model and data implementation. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU General Public License.
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.
Heuristics as Bayesian inference under extreme priors.
Parpart, Paula; Jones, Matt; Love, Bradley C
2018-05-01
Simple heuristics are often regarded as tractable decision strategies because they ignore a great deal of information in the input data. One puzzle is why heuristics can outperform full-information models, such as linear regression, which make full use of the available information. These "less-is-more" effects, in which a relatively simpler model outperforms a more complex model, are prevalent throughout cognitive science, and are frequently argued to demonstrate an inherent advantage of simplifying computation or ignoring information. In contrast, we show at the computational level (where algorithmic restrictions are set aside) that it is never optimal to discard information. Through a formal Bayesian analysis, we prove that popular heuristics, such as tallying and take-the-best, are formally equivalent to Bayesian inference under the limit of infinitely strong priors. Varying the strength of the prior yields a continuum of Bayesian models with the heuristics at one end and ordinary regression at the other. Critically, intermediate models perform better across all our simulations, suggesting that down-weighting information with the appropriate prior is preferable to entirely ignoring it. Rather than because of their simplicity, our analyses suggest heuristics perform well because they implement strong priors that approximate the actual structure of the environment. We end by considering how new heuristics could be derived by infinitely strengthening the priors of other Bayesian models. These formal results have implications for work in psychology, machine learning and economics. Copyright © 2017 The Authors. Published by Elsevier Inc. All rights reserved.
A Variational Bayes Genomic-Enabled Prediction Model with Genotype × Environment Interaction
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.
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.
Fancher, Chris M.; Han, Zhen; Levin, Igor; Page, Katharine; Reich, Brian J.; Smith, Ralph C.; Wilson, Alyson G.; Jones, Jacob L.
2016-01-01
A Bayesian inference method for refining crystallographic structures is presented. The distribution of model parameters is stochastically sampled using Markov chain Monte Carlo. Posterior probability distributions are constructed for all model parameters to properly quantify uncertainty by appropriately modeling the heteroskedasticity and correlation of the error structure. The proposed method is demonstrated by analyzing a National Institute of Standards and Technology silicon standard reference material. The results obtained by Bayesian inference are compared with those determined by Rietveld refinement. Posterior probability distributions of model parameters provide both estimates and uncertainties. The new method better estimates the true uncertainties in the model as compared to the Rietveld method. PMID:27550221
Two-Stage Bayesian Model Averaging in Endogenous Variable Models*
Lenkoski, Alex; Eicher, Theo S.; Raftery, Adrian E.
2013-01-01
Economic modeling in the presence of endogeneity is subject to model uncertainty at both the instrument and covariate level. We propose a Two-Stage Bayesian Model Averaging (2SBMA) methodology that extends the Two-Stage Least Squares (2SLS) estimator. By constructing a Two-Stage Unit Information Prior in the endogenous variable model, we are able to efficiently combine established methods for addressing model uncertainty in regression models with the classic technique of 2SLS. To assess the validity of instruments in the 2SBMA context, we develop Bayesian tests of the identification restriction that are based on model averaged posterior predictive p-values. A simulation study showed that 2SBMA has the ability to recover structure in both the instrument and covariate set, and substantially improves the sharpness of resulting coefficient estimates in comparison to 2SLS using the full specification in an automatic fashion. Due to the increased parsimony of the 2SBMA estimate, the Bayesian Sargan test had a power of 50 percent in detecting a violation of the exogeneity assumption, while the method based on 2SLS using the full specification had negligible power. We apply our approach to the problem of development accounting, and find support not only for institutions, but also for geography and integration as development determinants, once both model uncertainty and endogeneity have been jointly addressed. PMID:24223471
Classifying emotion in Twitter using Bayesian network
NASA Astrophysics Data System (ADS)
Surya Asriadie, Muhammad; Syahrul Mubarok, Mohamad; Adiwijaya
2018-03-01
Language is used to express not only facts, but also emotions. Emotions are noticeable from behavior up to the social media statuses written by a person. Analysis of emotions in a text is done in a variety of media such as Twitter. This paper studies classification of emotions on twitter using Bayesian network because of its ability to model uncertainty and relationships between features. The result is two models based on Bayesian network which are Full Bayesian Network (FBN) and Bayesian Network with Mood Indicator (BNM). FBN is a massive Bayesian network where each word is treated as a node. The study shows the method used to train FBN is not very effective to create the best model and performs worse compared to Naive Bayes. F1-score for FBN is 53.71%, while for Naive Bayes is 54.07%. BNM is proposed as an alternative method which is based on the improvement of Multinomial Naive Bayes and has much lower computational complexity compared to FBN. Even though it’s not better compared to FBN, the resulting model successfully improves the performance of Multinomial Naive Bayes. F1-Score for Multinomial Naive Bayes model is 51.49%, while for BNM is 52.14%.
Gomez-Ramirez, Jaime; Sanz, Ricardo
2013-09-01
One of the most important scientific challenges today is the quantitative and predictive understanding of biological function. Classical mathematical and computational approaches have been enormously successful in modeling inert matter, but they may be inadequate to address inherent features of biological systems. We address the conceptual and methodological obstacles that lie in the inverse problem in biological systems modeling. We introduce a full Bayesian approach (FBA), a theoretical framework to study biological function, in which probability distributions are conditional on biophysical information that physically resides in the biological system that is studied by the scientist. Copyright © 2013 Elsevier Ltd. All rights reserved.
USDA-ARS?s Scientific Manuscript database
As a first step towards the genetic mapping of quantitative trait loci (QTL) affecting stress response variation in rainbow trout, we performed complex segregation analyses (CSA) fitting mixed inheritance models of plasma cortisol using Bayesian methods in large full-sib families of rainbow trout. ...
Bayesian models based on test statistics for multiple hypothesis testing problems.
Ji, Yuan; Lu, Yiling; Mills, Gordon B
2008-04-01
We propose a Bayesian method for the problem of multiple hypothesis testing that is routinely encountered in bioinformatics research, such as the differential gene expression analysis. Our algorithm is based on modeling the distributions of test statistics under both null and alternative hypotheses. We substantially reduce the complexity of the process of defining posterior model probabilities by modeling the test statistics directly instead of modeling the full data. Computationally, we apply a Bayesian FDR approach to control the number of rejections of null hypotheses. To check if our model assumptions for the test statistics are valid for various bioinformatics experiments, we also propose a simple graphical model-assessment tool. Using extensive simulations, we demonstrate the performance of our models and the utility of the model-assessment tool. In the end, we apply the proposed methodology to an siRNA screening and a gene expression experiment.
Bayesian transformation cure frailty models with multivariate failure time data.
Yin, Guosheng
2008-12-10
We propose a class of transformation cure frailty models to accommodate a survival fraction in multivariate failure time data. Established through a general power transformation, this family of cure frailty models includes the proportional hazards and the proportional odds modeling structures as two special cases. Within the Bayesian paradigm, we obtain the joint posterior distribution and the corresponding full conditional distributions of the model parameters for the implementation of Gibbs sampling. Model selection is based on the conditional predictive ordinate statistic and deviance information criterion. As an illustration, we apply the proposed method to a real data set from dentistry.
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.
Genomic-Enabled Prediction of Ordinal Data with Bayesian Logistic Ordinal Regression.
Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Burgueño, Juan; Eskridge, Kent
2015-08-18
Most genomic-enabled prediction models developed so far assume that the response variable is continuous and normally distributed. The exception is the probit model, developed for ordered categorical phenotypes. In statistical applications, because of the easy implementation of the Bayesian probit ordinal regression (BPOR) model, Bayesian logistic ordinal regression (BLOR) is implemented rarely in the context of genomic-enabled prediction [sample size (n) is much smaller than the number of parameters (p)]. For this reason, in this paper we propose a BLOR model using the Pólya-Gamma data augmentation approach that produces a Gibbs sampler with similar full conditional distributions of the BPOR model and with the advantage that the BPOR model is a particular case of the BLOR model. We evaluated the proposed model by using simulation and two real data sets. Results indicate that our BLOR model is a good alternative for analyzing ordinal data in the context of genomic-enabled prediction with the probit or logit link. Copyright © 2015 Montesinos-López et al.
Bayesian latent structure modeling of walking behavior in a physical activity intervention
Lawson, Andrew B; Ellerbe, Caitlyn; Carroll, Rachel; Alia, Kassandra; Coulon, Sandra; Wilson, Dawn K; VanHorn, M Lee; St George, Sara M
2017-01-01
The analysis of walking behavior in a physical activity intervention is considered. A Bayesian latent structure modeling approach is proposed whereby the ability and willingness of participants is modeled via latent effects. The dropout process is jointly modeled via a linked survival model. Computational issues are addressed via posterior sampling and a simulated evaluation of the longitudinal model’s ability to recover latent structure and predictor effects is considered. We evaluate the effect of a variety of socio-psychological and spatial neighborhood predictors on the propensity to walk and the estimation of latent ability and willingness in the full study. PMID:24741000
NASA Astrophysics Data System (ADS)
Gu, Chen; Marzouk, Youssef M.; Toksöz, M. Nafi
2018-03-01
Small earthquakes occur due to natural tectonic motions and are induced by oil and gas production processes. In many oil/gas fields and hydrofracking processes, induced earthquakes result from fluid extraction or injection. The locations and source mechanisms of these earthquakes provide valuable information about the reservoirs. Analysis of induced seismic events has mostly assumed a double-couple source mechanism. However, recent studies have shown a non-negligible percentage of non-double-couple components of source moment tensors in hydraulic fracturing events, assuming a full moment tensor source mechanism. Without uncertainty quantification of the moment tensor solution, it is difficult to determine the reliability of these source models. This study develops a Bayesian method to perform waveform-based full moment tensor inversion and uncertainty quantification for induced seismic events, accounting for both location and velocity model uncertainties. We conduct tests with synthetic events to validate the method, and then apply our newly developed Bayesian inversion approach to real induced seismicity in an oil/gas field in the sultanate of Oman—determining the uncertainties in the source mechanism and in the location of that event.
Using Bayesian analysis in repeated preclinical in vivo studies for a more effective use of animals.
Walley, Rosalind; Sherington, John; Rastrick, Joe; Detrait, Eric; Hanon, Etienne; Watt, Gillian
2016-05-01
Whilst innovative Bayesian approaches are increasingly used in clinical studies, in the preclinical area Bayesian methods appear to be rarely used in the reporting of pharmacology data. This is particularly surprising in the context of regularly repeated in vivo studies where there is a considerable amount of data from historical control groups, which has potential value. This paper describes our experience with introducing Bayesian analysis for such studies using a Bayesian meta-analytic predictive approach. This leads naturally either to an informative prior for a control group as part of a full Bayesian analysis of the next study or using a predictive distribution to replace a control group entirely. We use quality control charts to illustrate study-to-study variation to the scientists and describe informative priors in terms of their approximate effective numbers of animals. We describe two case studies of animal models: the lipopolysaccharide-induced cytokine release model used in inflammation and the novel object recognition model used to screen cognitive enhancers, both of which show the advantage of a Bayesian approach over the standard frequentist analysis. We conclude that using Bayesian methods in stable repeated in vivo studies can result in a more effective use of animals, either by reducing the total number of animals used or by increasing the precision of key treatment differences. This will lead to clearer results and supports the "3Rs initiative" to Refine, Reduce and Replace animals in research. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
Bayesian calibration for forensic age estimation.
Ferrante, Luigi; Skrami, Edlira; Gesuita, Rosaria; Cameriere, Roberto
2015-05-10
Forensic medicine is increasingly called upon to assess the age of individuals. Forensic age estimation is mostly required in relation to illegal immigration and identification of bodies or skeletal remains. A variety of age estimation methods are based on dental samples and use of regression models, where the age of an individual is predicted by morphological tooth changes that take place over time. From the medico-legal point of view, regression models, with age as the dependent random variable entail that age tends to be overestimated in the young and underestimated in the old. To overcome this bias, we describe a new full Bayesian calibration method (asymmetric Laplace Bayesian calibration) for forensic age estimation that uses asymmetric Laplace distribution as the probability model. The method was compared with three existing approaches (two Bayesian and a classical method) using simulated data. Although its accuracy was comparable with that of the other methods, the asymmetric Laplace Bayesian calibration appears to be significantly more reliable and robust in case of misspecification of the probability model. The proposed method was also applied to a real dataset of values of the pulp chamber of the right lower premolar measured on x-ray scans of individuals of known age. Copyright © 2015 John Wiley & Sons, Ltd.
A Bayesian approach to meta-analysis of plant pathology studies.
Mila, A L; Ngugi, H K
2011-01-01
Bayesian statistical methods are used for meta-analysis in many disciplines, including medicine, molecular biology, and engineering, but have not yet been applied for quantitative synthesis of plant pathology studies. In this paper, we illustrate the key concepts of Bayesian statistics and outline the differences between Bayesian and classical (frequentist) methods in the way parameters describing population attributes are considered. We then describe a Bayesian approach to meta-analysis and present a plant pathological example based on studies evaluating the efficacy of plant protection products that induce systemic acquired resistance for the management of fire blight of apple. In a simple random-effects model assuming a normal distribution of effect sizes and no prior information (i.e., a noninformative prior), the results of the Bayesian meta-analysis are similar to those obtained with classical methods. Implementing the same model with a Student's t distribution and a noninformative prior for the effect sizes, instead of a normal distribution, yields similar results for all but acibenzolar-S-methyl (Actigard) which was evaluated only in seven studies in this example. Whereas both the classical (P = 0.28) and the Bayesian analysis with a noninformative prior (95% credibility interval [CRI] for the log response ratio: -0.63 to 0.08) indicate a nonsignificant effect for Actigard, specifying a t distribution resulted in a significant, albeit variable, effect for this product (CRI: -0.73 to -0.10). These results confirm the sensitivity of the analytical outcome (i.e., the posterior distribution) to the choice of prior in Bayesian meta-analyses involving a limited number of studies. We review some pertinent literature on more advanced topics, including modeling of among-study heterogeneity, publication bias, analyses involving a limited number of studies, and methods for dealing with missing data, and show how these issues can be approached in a Bayesian framework. Bayesian meta-analysis can readily include information not easily incorporated in classical methods, and allow for a full evaluation of competing models. Given the power and flexibility of Bayesian methods, we expect them to become widely adopted for meta-analysis of plant pathology studies.
Bayesian model for matching the radiometric measurements of aerospace and field ocean color sensors.
Salama, Mhd Suhyb; Su, Zhongbo
2010-01-01
A Bayesian model is developed to match aerospace ocean color observation to field measurements and derive the spatial variability of match-up sites. The performance of the model is tested against populations of synthesized spectra and full and reduced resolutions of MERIS data. The model derived the scale difference between synthesized satellite pixel and point measurements with R(2) > 0.88 and relative error < 21% in the spectral range from 400 nm to 695 nm. The sub-pixel variabilities of reduced resolution MERIS image are derived with less than 12% of relative errors in heterogeneous region. The method is generic and applicable to different sensors.
Network structure exploration in networks with node attributes
NASA Astrophysics Data System (ADS)
Chen, Yi; Wang, Xiaolong; Bu, Junzhao; Tang, Buzhou; Xiang, Xin
2016-05-01
Complex networks provide a powerful way to represent complex systems and have been widely studied during the past several years. One of the most important tasks of network analysis is to detect structures (also called structural regularities) embedded in networks by determining group number and group partition. Most of network structure exploration models only consider network links. However, in real world networks, nodes may have attributes that are useful for network structure exploration. In this paper, we propose a novel Bayesian nonparametric (BNP) model to explore structural regularities in networks with node attributes, called Bayesian nonparametric attribute (BNPA) model. This model does not only take full advantage of both links between nodes and node attributes for group partition via shared hidden variables, but also determine group number automatically via the Bayesian nonparametric theory. Experiments conducted on a number of real and synthetic networks show that our BNPA model is able to automatically explore structural regularities in networks with node attributes and is competitive with other state-of-the-art models.
Alderman, Phillip D.; Stanfill, Bryan
2016-10-06
Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less
Ducrot, Virginie; Billoir, Elise; Péry, Alexandre R R; Garric, Jeanne; Charles, Sandrine
2010-05-01
Effects of zinc were studied in the freshwater worm Branchiura sowerbyi using partial and full life-cycle tests. Only newborn and juveniles were sensitive to zinc, displaying effects on survival, growth, and age at first brood at environmentally relevant concentrations. Threshold effect models were proposed to assess toxic effects on individuals. They were fitted to life-cycle test data using Bayesian inference and adequately described life-history trait data in exposed organisms. The daily asymptotic growth rate of theoretical populations was then simulated with a matrix population model, based upon individual-level outputs. Population-level outputs were in accordance with existing literature for controls. Working in a Bayesian framework allowed incorporating parameter uncertainty in the simulation of the population-level response to zinc exposure, thus increasing the relevance of test results in the context of ecological risk assessment.
Wavelet extractor: A Bayesian well-tie and wavelet extraction program
NASA Astrophysics Data System (ADS)
Gunning, James; Glinsky, Michael E.
2006-06-01
We introduce a new open-source toolkit for the well-tie or wavelet extraction problem of estimating seismic wavelets from seismic data, time-to-depth information, and well-log suites. The wavelet extraction model is formulated as a Bayesian inverse problem, and the software will simultaneously estimate wavelet coefficients, other parameters associated with uncertainty in the time-to-depth mapping, positioning errors in the seismic imaging, and useful amplitude-variation-with-offset (AVO) related parameters in multi-stack extractions. It is capable of multi-well, multi-stack extractions, and uses continuous seismic data-cube interpolation to cope with the problem of arbitrary well paths. Velocity constraints in the form of checkshot data, interpreted markers, and sonic logs are integrated in a natural way. The Bayesian formulation allows computation of full posterior uncertainties of the model parameters, and the important problem of the uncertain wavelet span is addressed uses a multi-model posterior developed from Bayesian model selection theory. The wavelet extraction tool is distributed as part of the Delivery seismic inversion toolkit. A simple log and seismic viewing tool is included in the distribution. The code is written in Java, and thus platform independent, but the Seismic Unix (SU) data model makes the inversion particularly suited to Unix/Linux environments. It is a natural companion piece of software to Delivery, having the capacity to produce maximum likelihood wavelet and noise estimates, but will also be of significant utility to practitioners wanting to produce wavelet estimates for other inversion codes or purposes. The generation of full parameter uncertainties is a crucial function for workers wishing to investigate questions of wavelet stability before proceeding to more advanced inversion studies.
NASA Astrophysics Data System (ADS)
Feeney, Stephen M.; Mortlock, Daniel J.; Dalmasso, Niccolò
2018-05-01
Estimates of the Hubble constant, H0, from the local distance ladder and from the cosmic microwave background (CMB) are discrepant at the ˜3σ level, indicating a potential issue with the standard Λ cold dark matter (ΛCDM) cosmology. A probabilistic (i.e. Bayesian) interpretation of this tension requires a model comparison calculation, which in turn depends strongly on the tails of the H0 likelihoods. Evaluating the tails of the local H0 likelihood requires the use of non-Gaussian distributions to faithfully represent anchor likelihoods and outliers, and simultaneous fitting of the complete distance-ladder data set to ensure correct uncertainty propagation. We have hence developed a Bayesian hierarchical model of the full distance ladder that does not rely on Gaussian distributions and allows outliers to be modelled without arbitrary data cuts. Marginalizing over the full ˜3000-parameter joint posterior distribution, we find H0 = (72.72 ± 1.67) km s-1 Mpc-1 when applied to the outlier-cleaned Riess et al. data, and (73.15 ± 1.78) km s-1 Mpc-1 with supernova outliers reintroduced (the pre-cut Cepheid data set is not available). Using our precise evaluation of the tails of the H0 likelihood, we apply Bayesian model comparison to assess the evidence for deviation from ΛCDM given the distance-ladder and CMB data. The odds against ΛCDM are at worst ˜10:1 when considering the Planck 2015 XIII data, regardless of outlier treatment, considerably less dramatic than naïvely implied by the 2.8σ discrepancy. These odds become ˜60:1 when an approximation to the more-discrepant Planck Intermediate XLVI likelihood is included.
Almost but not quite 2D, Non-linear Bayesian Inversion of CSEM Data
NASA Astrophysics Data System (ADS)
Ray, A.; Key, K.; Bodin, T.
2013-12-01
The geophysical inverse problem can be elegantly stated in a Bayesian framework where a probability distribution can be viewed as a statement of information regarding a random variable. After all, the goal of geophysical inversion is to provide information on the random variables of interest - physical properties of the earth's subsurface. However, though it may be simple to postulate, a practical difficulty of fully non-linear Bayesian inversion is the computer time required to adequately sample the model space and extract the information we seek. As a consequence, in geophysical problems where evaluation of a full 2D/3D forward model is computationally expensive, such as marine controlled source electromagnetic (CSEM) mapping of the resistivity of seafloor oil and gas reservoirs, Bayesian studies have largely been conducted with 1D forward models. While the 1D approximation is indeed appropriate for exploration targets with planar geometry and geological stratification, it only provides a limited, site-specific idea of uncertainty in resistivity with depth. In this work, we extend our fully non-linear 1D Bayesian inversion to a 2D model framework, without requiring the usual regularization of model resistivities in the horizontal or vertical directions used to stabilize quasi-2D inversions. In our approach, we use the reversible jump Markov-chain Monte-Carlo (RJ-MCMC) or trans-dimensional method and parameterize the subsurface in a 2D plane with Voronoi cells. The method is trans-dimensional in that the number of cells required to parameterize the subsurface is variable, and the cells dynamically move around and multiply or combine as demanded by the data being inverted. This approach allows us to expand our uncertainty analysis of resistivity at depth to more than a single site location, allowing for interactions between model resistivities at different horizontal locations along a traverse over an exploration target. While the model is parameterized in 2D, we efficiently evaluate the forward response using 1D profiles extracted from the model at the common-midpoints of the EM source-receiver pairs. Since the 1D approximation is locally valid at different midpoint locations, the computation time is far lower than is required by a full 2D or 3D simulation. We have applied this method to both synthetic and real CSEM survey data from the Scarborough gas field on the Northwest shelf of Australia, resulting in a spatially variable quantification of resistivity and its uncertainty in 2D. This Bayesian approach results in a large database of 2D models that comprise a posterior probability distribution, which we can subset to test various hypotheses about the range of model structures compatible with the data. For example, we can subset the model distributions to examine the hypothesis that a resistive reservoir extends overs a certain spatial extent. Depending on how this conditions other parts of the model space, light can be shed on the geological viability of the hypothesis. Since tackling spatially variable uncertainty and trade-offs in 2D and 3D is a challenging research problem, the insights gained from this work may prove valuable for subsequent full 2D and 3D Bayesian inversions.
Bayesian Model for Matching the Radiometric Measurements of Aerospace and Field Ocean Color Sensors
Salama, Mhd. Suhyb; Su, Zhongbo
2010-01-01
A Bayesian model is developed to match aerospace ocean color observation to field measurements and derive the spatial variability of match-up sites. The performance of the model is tested against populations of synthesized spectra and full and reduced resolutions of MERIS data. The model derived the scale difference between synthesized satellite pixel and point measurements with R2 > 0.88 and relative error < 21% in the spectral range from 400 nm to 695 nm. The sub-pixel variabilities of reduced resolution MERIS image are derived with less than 12% of relative errors in heterogeneous region. The method is generic and applicable to different sensors. PMID:22163615
pyblocxs: Bayesian Low-Counts X-ray Spectral Analysis in Sherpa
NASA Astrophysics Data System (ADS)
Siemiginowska, A.; Kashyap, V.; Refsdal, B.; van Dyk, D.; Connors, A.; Park, T.
2011-07-01
Typical X-ray spectra have low counts and should be modeled using the Poisson distribution. However, χ2 statistic is often applied as an alternative and the data are assumed to follow the Gaussian distribution. A variety of weights to the statistic or a binning of the data is performed to overcome the low counts issues. However, such modifications introduce biases or/and a loss of information. Standard modeling packages such as XSPEC and Sherpa provide the Poisson likelihood and allow computation of rudimentary MCMC chains, but so far do not allow for setting a full Bayesian model. We have implemented a sophisticated Bayesian MCMC-based algorithm to carry out spectral fitting of low counts sources in the Sherpa environment. The code is a Python extension to Sherpa and allows to fit a predefined Sherpa model to high-energy X-ray spectral data and other generic data. We present the algorithm and discuss several issues related to the implementation, including flexible definition of priors and allowing for variations in the calibration information.
Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry.
Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen
2010-11-01
In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000-15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert's visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition.
Bayesian Peptide Peak Detection for High Resolution TOF Mass Spectrometry
Zhang, Jianqiu; Zhou, Xiaobo; Wang, Honghui; Suffredini, Anthony; Zhang, Lin; Huang, Yufei; Wong, Stephen
2011-01-01
In this paper, we address the issue of peptide ion peak detection for high resolution time-of-flight (TOF) mass spectrometry (MS) data. A novel Bayesian peptide ion peak detection method is proposed for TOF data with resolution of 10 000–15 000 full width at half-maximum (FWHW). MS spectra exhibit distinct characteristics at this resolution, which are captured in a novel parametric model. Based on the proposed parametric model, a Bayesian peak detection algorithm based on Markov chain Monte Carlo (MCMC) sampling is developed. The proposed algorithm is tested on both simulated and real datasets. The results show a significant improvement in detection performance over a commonly employed method. The results also agree with expert’s visual inspection. Moreover, better detection consistency is achieved across MS datasets from patients with identical pathological condition. PMID:21544266
Luta, George; Ford, Melissa B; Bondy, Melissa; Shields, Peter G; Stamey, James D
2013-04-01
Recent research suggests that the Bayesian paradigm may be useful for modeling biases in epidemiological studies, such as those due to misclassification and missing data. We used Bayesian methods to perform sensitivity analyses for assessing the robustness of study findings to the potential effect of these two important sources of bias. We used data from a study of the joint associations of radiotherapy and smoking with primary lung cancer among breast cancer survivors. We used Bayesian methods to provide an operational way to combine both validation data and expert opinion to account for misclassification of the two risk factors and missing data. For comparative purposes we considered a "full model" that allowed for both misclassification and missing data, along with alternative models that considered only misclassification or missing data, and the naïve model that ignored both sources of bias. We identified noticeable differences between the four models with respect to the posterior distributions of the odds ratios that described the joint associations of radiotherapy and smoking with primary lung cancer. Despite those differences we found that the general conclusions regarding the pattern of associations were the same regardless of the model used. Overall our results indicate a nonsignificantly decreased lung cancer risk due to radiotherapy among nonsmokers, and a mildly increased risk among smokers. We described easy to implement Bayesian methods to perform sensitivity analyses for assessing the robustness of study findings to misclassification and missing data. Copyright © 2012 Elsevier Ltd. All rights reserved.
Bayesian structural equation modeling: a more flexible representation of substantive theory.
Muthén, Bengt; Asparouhov, Tihomir
2012-09-01
This article proposes a new approach to factor analysis and structural equation modeling using Bayesian analysis. The new approach replaces parameter specifications of exact zeros with approximate zeros based on informative, small-variance priors. It is argued that this produces an analysis that better reflects substantive theories. The proposed Bayesian approach is particularly beneficial in applications where parameters are added to a conventional model such that a nonidentified model is obtained if maximum-likelihood estimation is applied. This approach is useful for measurement aspects of latent variable modeling, such as with confirmatory factor analysis, and the measurement part of structural equation modeling. Two application areas are studied, cross-loadings and residual correlations in confirmatory factor analysis. An example using a full structural equation model is also presented, showing an efficient way to find model misspecification. The approach encompasses 3 elements: model testing using posterior predictive checking, model estimation, and model modification. Monte Carlo simulations and real data are analyzed using Mplus. The real-data analyses use data from Holzinger and Swineford's (1939) classic mental abilities study, Big Five personality factor data from a British survey, and science achievement data from the National Educational Longitudinal Study of 1988.
Bayesian survival analysis in clinical trials: What methods are used in practice?
Brard, Caroline; Le Teuff, Gwénaël; Le Deley, Marie-Cécile; Hampson, Lisa V
2017-02-01
Background Bayesian statistics are an appealing alternative to the traditional frequentist approach to designing, analysing, and reporting of clinical trials, especially in rare diseases. Time-to-event endpoints are widely used in many medical fields. There are additional complexities to designing Bayesian survival trials which arise from the need to specify a model for the survival distribution. The objective of this article was to critically review the use and reporting of Bayesian methods in survival trials. Methods A systematic review of clinical trials using Bayesian survival analyses was performed through PubMed and Web of Science databases. This was complemented by a full text search of the online repositories of pre-selected journals. Cost-effectiveness, dose-finding studies, meta-analyses, and methodological papers using clinical trials were excluded. Results In total, 28 articles met the inclusion criteria, 25 were original reports of clinical trials and 3 were re-analyses of a clinical trial. Most trials were in oncology (n = 25), were randomised controlled (n = 21) phase III trials (n = 13), and half considered a rare disease (n = 13). Bayesian approaches were used for monitoring in 14 trials and for the final analysis only in 14 trials. In the latter case, Bayesian survival analyses were used for the primary analysis in four cases, for the secondary analysis in seven cases, and for the trial re-analysis in three cases. Overall, 12 articles reported fitting Bayesian regression models (semi-parametric, n = 3; parametric, n = 9). Prior distributions were often incompletely reported: 20 articles did not define the prior distribution used for the parameter of interest. Over half of the trials used only non-informative priors for monitoring and the final analysis (n = 12) when it was specified. Indeed, no articles fitting Bayesian regression models placed informative priors on the parameter of interest. The prior for the treatment effect was based on historical data in only four trials. Decision rules were pre-defined in eight cases when trials used Bayesian monitoring, and in only one case when trials adopted a Bayesian approach to the final analysis. Conclusion Few trials implemented a Bayesian survival analysis and few incorporated external data into priors. There is scope to improve the quality of reporting of Bayesian methods in survival trials. Extension of the Consolidated Standards of Reporting Trials statement for reporting Bayesian clinical trials is recommended.
Bayesian learning of visual chunks by human observers
Orbán, Gergő; Fiser, József; Aslin, Richard N.; Lengyel, Máté
2008-01-01
Efficient and versatile processing of any hierarchically structured information requires a learning mechanism that combines lower-level features into higher-level chunks. We investigated this chunking mechanism in humans with a visual pattern-learning paradigm. We developed an ideal learner based on Bayesian model comparison that extracts and stores only those chunks of information that are minimally sufficient to encode a set of visual scenes. Our ideal Bayesian chunk learner not only reproduced the results of a large set of previous empirical findings in the domain of human pattern learning but also made a key prediction that we confirmed experimentally. In accordance with Bayesian learning but contrary to associative learning, human performance was well above chance when pair-wise statistics in the exemplars contained no relevant information. Thus, humans extract chunks from complex visual patterns by generating accurate yet economical representations and not by encoding the full correlational structure of the input. PMID:18268353
Bayesian models for cost-effectiveness analysis in the presence of structural zero costs
Baio, Gianluca
2014-01-01
Bayesian modelling for cost-effectiveness data has received much attention in both the health economics and the statistical literature, in recent years. Cost-effectiveness data are characterised by a relatively complex structure of relationships linking a suitable measure of clinical benefit (e.g. quality-adjusted life years) and the associated costs. Simplifying assumptions, such as (bivariate) normality of the underlying distributions, are usually not granted, particularly for the cost variable, which is characterised by markedly skewed distributions. In addition, individual-level data sets are often characterised by the presence of structural zeros in the cost variable. Hurdle models can be used to account for the presence of excess zeros in a distribution and have been applied in the context of cost data. We extend their application to cost-effectiveness data, defining a full Bayesian specification, which consists of a model for the individual probability of null costs, a marginal model for the costs and a conditional model for the measure of effectiveness (given the observed costs). We presented the model using a working example to describe its main features. © 2013 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd. PMID:24343868
Bayesian models for cost-effectiveness analysis in the presence of structural zero costs.
Baio, Gianluca
2014-05-20
Bayesian modelling for cost-effectiveness data has received much attention in both the health economics and the statistical literature, in recent years. Cost-effectiveness data are characterised by a relatively complex structure of relationships linking a suitable measure of clinical benefit (e.g. quality-adjusted life years) and the associated costs. Simplifying assumptions, such as (bivariate) normality of the underlying distributions, are usually not granted, particularly for the cost variable, which is characterised by markedly skewed distributions. In addition, individual-level data sets are often characterised by the presence of structural zeros in the cost variable. Hurdle models can be used to account for the presence of excess zeros in a distribution and have been applied in the context of cost data. We extend their application to cost-effectiveness data, defining a full Bayesian specification, which consists of a model for the individual probability of null costs, a marginal model for the costs and a conditional model for the measure of effectiveness (given the observed costs). We presented the model using a working example to describe its main features. © 2013 The Authors. Statistics in Medicine published by John Wiley & Sons, Ltd.
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.
Moving beyond qualitative evaluations of Bayesian models of cognition.
Hemmer, Pernille; Tauber, Sean; Steyvers, Mark
2015-06-01
Bayesian models of cognition provide a powerful way to understand the behavior and goals of individuals from a computational point of view. Much of the focus in the Bayesian cognitive modeling approach has been on qualitative model evaluations, where predictions from the models are compared to data that is often averaged over individuals. In many cognitive tasks, however, there are pervasive individual differences. We introduce an approach to directly infer individual differences related to subjective mental representations within the framework of Bayesian models of cognition. In this approach, Bayesian data analysis methods are used to estimate cognitive parameters and motivate the inference process within a Bayesian cognitive model. We illustrate this integrative Bayesian approach on a model of memory. We apply the model to behavioral data from a memory experiment involving the recall of heights of people. A cross-validation analysis shows that the Bayesian memory model with inferred subjective priors predicts withheld data better than a Bayesian model where the priors are based on environmental statistics. In addition, the model with inferred priors at the individual subject level led to the best overall generalization performance, suggesting that individual differences are important to consider in Bayesian models of cognition.
Cai, C; Rodet, T; Legoupil, S; Mohammad-Djafari, A
2013-11-01
Dual-energy computed tomography (DECT) makes it possible to get two fractions of basis materials without segmentation. One is the soft-tissue equivalent water fraction and the other is the hard-matter equivalent bone fraction. Practical DECT measurements are usually obtained with polychromatic x-ray beams. Existing reconstruction approaches based on linear forward models without counting the beam polychromaticity fail to estimate the correct decomposition fractions and result in beam-hardening artifacts (BHA). The existing BHA correction approaches either need to refer to calibration measurements or suffer from the noise amplification caused by the negative-log preprocessing and the ill-conditioned water and bone separation problem. To overcome these problems, statistical DECT reconstruction approaches based on nonlinear forward models counting the beam polychromaticity show great potential for giving accurate fraction images. This work proposes a full-spectral Bayesian reconstruction approach which allows the reconstruction of high quality fraction images from ordinary polychromatic measurements. This approach is based on a Gaussian noise model with unknown variance assigned directly to the projections without taking negative-log. Referring to Bayesian inferences, the decomposition fractions and observation variance are estimated by using the joint maximum a posteriori (MAP) estimation method. Subject to an adaptive prior model assigned to the variance, the joint estimation problem is then simplified into a single estimation problem. It transforms the joint MAP estimation problem into a minimization problem with a nonquadratic cost function. To solve it, the use of a monotone conjugate gradient algorithm with suboptimal descent steps is proposed. The performance of the proposed approach is analyzed with both simulated and experimental data. The results show that the proposed Bayesian approach is robust to noise and materials. It is also necessary to have the accurate spectrum information about the source-detector system. When dealing with experimental data, the spectrum can be predicted by a Monte Carlo simulator. For the materials between water and bone, less than 5% separation errors are observed on the estimated decomposition fractions. The proposed approach is a statistical reconstruction approach based on a nonlinear forward model counting the full beam polychromaticity and applied directly to the projections without taking negative-log. Compared to the approaches based on linear forward models and the BHA correction approaches, it has advantages in noise robustness and reconstruction accuracy.
On the Bayesian Treed Multivariate Gaussian Process with Linear Model of Coregionalization
DOE Office of Scientific and Technical Information (OSTI.GOV)
Konomi, Bledar A.; Karagiannis, Georgios; Lin, Guang
2015-02-01
The Bayesian treed Gaussian process (BTGP) has gained popularity in recent years because it provides a straightforward mechanism for modeling non-stationary data and can alleviate computational demands by fitting models to less data. The extension of BTGP to the multivariate setting requires us to model the cross-covariance and to propose efficient algorithms that can deal with trans-dimensional MCMC moves. In this paper we extend the cross-covariance of the Bayesian treed multivariate Gaussian process (BTMGP) to that of linear model of Coregionalization (LMC) cross-covariances. Different strategies have been developed to improve the MCMC mixing and invert smaller matrices in the Bayesianmore » inference. Moreover, we compare the proposed BTMGP with existing multiple BTGP and BTMGP in test cases and multiphase flow computer experiment in a full scale regenerator of a carbon capture unit. The use of the BTMGP with LMC cross-covariance helped to predict the computer experiments relatively better than existing competitors. The proposed model has a wide variety of applications, such as computer experiments and environmental data. In the case of computer experiments we also develop an adaptive sampling strategy for the BTMGP with LMC cross-covariance function.« 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.
NASA Astrophysics Data System (ADS)
Li, L.; Xu, C.-Y.; Engeland, K.
2012-04-01
With respect to model calibration, parameter estimation and analysis of uncertainty sources, different approaches have been used in hydrological models. Bayesian method is one of the most widely used methods for uncertainty assessment of hydrological models, which incorporates different sources of information into a single analysis through Bayesian theorem. However, none of these applications can well treat the uncertainty in extreme flows of hydrological models' simulations. This study proposes a Bayesian modularization method approach in uncertainty assessment of conceptual hydrological models by considering the extreme flows. It includes a comprehensive comparison and evaluation of uncertainty assessments by a new Bayesian modularization method approach and traditional Bayesian models using the Metropolis Hasting (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions are used in combination with traditional Bayesian: the AR (1) plus Normal and time period independent model (Model 1), the AR (1) plus Normal and time period dependent model (Model 2) and the AR (1) plus multi-normal model (Model 3). The results reveal that (1) the simulations derived from Bayesian modularization method are more accurate with the highest Nash-Sutcliffe efficiency value, and (2) the Bayesian modularization method performs best in uncertainty estimates of entire flows and in terms of the application and computational efficiency. The study thus introduces a new approach for reducing the extreme flow's effect on the discharge uncertainty assessment of hydrological models via Bayesian. Keywords: extreme flow, uncertainty assessment, Bayesian modularization, hydrological model, WASMOD
Bayesian Statistical Inference in Ion-Channel Models with Exact Missed Event Correction.
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.
Bayesian isotonic density regression
Wang, Lianming; Dunson, David B.
2011-01-01
Density regression models allow the conditional distribution of the response given predictors to change flexibly over the predictor space. Such models are much more flexible than nonparametric mean regression models with nonparametric residual distributions, and are well supported in many applications. A rich variety of Bayesian methods have been proposed for density regression, but it is not clear whether such priors have full support so that any true data-generating model can be accurately approximated. This article develops a new class of density regression models that incorporate stochastic-ordering constraints which are natural when a response tends to increase or decrease monotonely with a predictor. Theory is developed showing large support. Methods are developed for hypothesis testing, with posterior computation relying on a simple Gibbs sampler. Frequentist properties are illustrated in a simulation study, and an epidemiology application is considered. PMID:22822259
Weakly Informative Prior for Point Estimation of Covariance Matrices in Hierarchical Models
ERIC Educational Resources Information Center
Chung, Yeojin; Gelman, Andrew; Rabe-Hesketh, Sophia; Liu, Jingchen; Dorie, Vincent
2015-01-01
When fitting hierarchical regression models, maximum likelihood (ML) estimation has computational (and, for some users, philosophical) advantages compared to full Bayesian inference, but when the number of groups is small, estimates of the covariance matrix (S) of group-level varying coefficients are often degenerate. One can do better, even from…
Carvalho, Humberto M; Gonçalves, Carlos E; Grosgeorge, Bernard; Paes, Roberto R
2017-01-01
The study examined the validity of the Line Drill test (LD) in male adolescent basketball players (10-15 years). Sensitiveness of the LD to changes in performance across a training and competition season (4 months) was also considered. Age, maturation, body size and LD were measured (n = 57). Sensitiveness of the LD was examined pre- and post-competitive season in a sub-sample (n = 44). The time at each of the four shuttle sprints of the LD (i.e. four stages) was modelled with Bayesian multilevel models. We observed very large correlation of performance at stage 4 (full LD protocol) with stage 3, but lower correlations with the early LD stages. Players' performance by somatic maturity differed substantially only when considering full LD protocol performance. Substantial improvements in all stages of the protocol were observed across the 4-month competitive season. The LD protocol should be shortened by the last full court shuttle sprint, remaining sensitive to training exposure, and independent of maturity status and body size.
A Bayesian Nonparametric Approach to Test Equating
ERIC Educational Resources Information Center
Karabatsos, George; Walker, Stephen G.
2009-01-01
A Bayesian nonparametric model is introduced for score equating. It is applicable to all major equating designs, and has advantages over previous equating models. Unlike the previous models, the Bayesian model accounts for positive dependence between distributions of scores from two tests. The Bayesian model and the previous equating models are…
Model Diagnostics for Bayesian Networks
ERIC Educational Resources Information Center
Sinharay, Sandip
2006-01-01
Bayesian networks are frequently used in educational assessments primarily for learning about students' knowledge and skills. There is a lack of works on assessing fit of Bayesian networks. This article employs the posterior predictive model checking method, a popular Bayesian model checking tool, to assess fit of simple Bayesian networks. A…
Noninformative prior in the quantum statistical model of pure states
NASA Astrophysics Data System (ADS)
Tanaka, Fuyuhiko
2012-06-01
In the present paper, we consider a suitable definition of a noninformative prior on the quantum statistical model of pure states. While the full pure-states model is invariant under unitary rotation and admits the Haar measure, restricted models, which we often see in quantum channel estimation and quantum process tomography, have less symmetry and no compelling rationale for any choice. We adopt a game-theoretic approach that is applicable to classical Bayesian statistics and yields a noninformative prior for a general class of probability distributions. We define the quantum detection game and show that there exist noninformative priors for a general class of a pure-states model. Theoretically, it gives one of the ways that we represent ignorance on the given quantum system with partial information. Practically, our method proposes a default distribution on the model in order to use the Bayesian technique in the quantum-state tomography with a small sample.
HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.
Wiecki, Thomas V; Sofer, Imri; Frank, Michael J
2013-01-01
The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/
Chen, Jinsong; Zhang, Dake; Choi, Jaehwa
2015-12-01
It is common to encounter latent variables with ordinal data in social or behavioral research. Although a mediated effect of latent variables (latent mediated effect, or LME) with ordinal data may appear to be a straightforward combination of LME with continuous data and latent variables with ordinal data, the methodological challenges to combine the two are not trivial. This research covers model structures as complex as LME and formulates both point and interval estimates of LME for ordinal data using the Bayesian full-information approach. We also combine weighted least squares (WLS) estimation with the bias-corrected bootstrapping (BCB; Efron Journal of the American Statistical Association, 82, 171-185, 1987) method or the traditional delta method as the limited-information approach. We evaluated the viability of these different approaches across various conditions through simulation studies, and provide an empirical example to illustrate the approaches. We found that the Bayesian approach with reasonably informative priors is preferred when both point and interval estimates are of interest and the sample size is 200 or above.
Bayesian Model Averaging for Propensity Score Analysis
ERIC Educational Resources Information Center
Kaplan, David; Chen, Jianshen
2013-01-01
The purpose of this study is to explore Bayesian model averaging in the propensity score context. Previous research on Bayesian propensity score analysis does not take into account model uncertainty. In this regard, an internally consistent Bayesian framework for model building and estimation must also account for model uncertainty. The…
FBST for Cointegration Problems
NASA Astrophysics Data System (ADS)
Diniz, M.; Pereira, C. A. B.; Stern, J. M.
2008-11-01
In order to estimate causal relations, the time series econometrics has to be aware of spurious correlation, a problem first mentioned by Yule [21]. To solve the problem, one can work with differenced series or use multivariate models like VAR or VEC models. In this case, the analysed series are going to present a long run relation i.e. a cointegration relation. Even though the Bayesian literature about inference on VAR/VEC models is quite advanced, Bauwens et al. [2] highlight that "the topic of selecting the cointegrating rank has not yet given very useful and convincing results." This paper presents the Full Bayesian Significance Test applied to cointegration rank selection tests in multivariate (VAR/VEC) time series models and shows how to implement it using available in the literature and simulated data sets. A standard non-informative prior is assumed.
A statistical model for combustion resonance from a DI diesel engine with applications
NASA Astrophysics Data System (ADS)
Bodisco, Timothy; Low Choy, Samantha; Masri, Assaad; Brown, Richard J.
2015-08-01
Introduced in this paper is a Bayesian model for isolating the resonant frequency from combustion chamber resonance. The model shown in this paper focused on characterising the initial rise in the resonant frequency to investigate the rise of in-cylinder bulk temperature associated with combustion. By resolving the model parameters, it is possible to determine: the start of pre-mixed combustion, the start of diffusion combustion, the initial resonant frequency, the resonant frequency as a function of crank angle, the in-cylinder bulk temperature as a function of crank angle and the trapped mass as a function of crank angle. The Bayesian method allows for individual cycles to be examined without cycle-averaging-allowing inter-cycle variability studies. Results are shown for a turbo-charged, common-rail compression ignition engine run at 2000 rpm and full load.
NASA Astrophysics Data System (ADS)
Mearns, L. O.; Sain, S. R.; McGinnis, S. A.; Steinschneider, S.; Brown, C. M.
2015-12-01
In this talk we present the development of a joint Bayesian Probabilistic Model for the climate change results of the North American Regional Climate Change Assessment Program (NARCCAP) that uses a unique prior in the model formulation. We use the climate change results (joint distribution of seasonal temperature and precipitation changes (future vs. current)) from the global climate models (GCMs) that provided boundary conditions for the six different regional climate models used in the program as informative priors for the bivariate Bayesian Model. The two variables involved are seasonal temperature and precipitation over sub-regions (i.e., Bukovsky Regions) of the full NARCCAP domain. The basic approach to the joint Bayesian hierarchical model follows the approach of Tebaldi and Sansó (2009). We compare model results using informative (i.e., GCM information) as well as uninformative priors. We apply these results to the Water Evaluation and Planning System (WEAP) model for the Colorado Springs Utility in Colorado. We investigate the layout of the joint pdfs in the context of the water model sensitivities to ranges of temperature and precipitation results to determine the likelihoods of future climate conditions that cannot be accommodated by possible adaptation options. Comparisons may also be made with joint pdfs formed from the CMIP5 collection of global climate models and empirically downscaled to the region of interest.
Uncertainty quantification in capacitive RF MEMS switches
NASA Astrophysics Data System (ADS)
Pax, Benjamin J.
Development of radio frequency micro electrical-mechanical systems (RF MEMS) has led to novel approaches to implement electrical circuitry. The introduction of capacitive MEMS switches, in particular, has shown promise in low-loss, low-power devices. However, the promise of MEMS switches has not yet been completely realized. RF-MEMS switches are known to fail after only a few months of operation, and nominally similar designs show wide variability in lifetime. Modeling switch operation using nominal or as-designed parameters cannot predict the statistical spread in the number of cycles to failure, and probabilistic methods are necessary. A Bayesian framework for calibration, validation and prediction offers an integrated approach to quantifying the uncertainty in predictions of MEMS switch performance. The objective of this thesis is to use the Bayesian framework to predict the creep-related deflection of the PRISM RF-MEMS switch over several thousand hours of operation. The PRISM switch used in this thesis is the focus of research at Purdue's PRISM center, and is a capacitive contacting RF-MEMS switch. It employs a fixed-fixed nickel membrane which is electrostatically actuated by applying voltage between the membrane and a pull-down electrode. Creep plays a central role in the reliability of this switch. The focus of this thesis is on the creep model, which is calibrated against experimental data measured for a frog-leg varactor fabricated and characterized at Purdue University. Creep plasticity is modeled using plate element theory with electrostatic forces being generated using either parallel plate approximations where appropriate, or solving for the full 3D potential field. For the latter, structure-electrostatics interaction is determined through immersed boundary method. A probabilistic framework using generalized polynomial chaos (gPC) is used to create surrogate models to mitigate the costly full physics simulations, and Bayesian calibration and forward propagation of uncertainty are performed using this surrogate model. The first step in the analysis is Bayesian calibration of the creep related parameters. A computational model of the frog-leg varactor is created, and the computed creep deflection of the device over 800 hours is used to generate a surrogate model using a polynomial chaos expansion in Hermite polynomials. Parameters related to the creep phenomenon are calibrated using Bayesian calibration with experimental deflection data from the frog-leg device. The calibrated input distributions are subsequently propagated through a surrogate gPC model for the PRISM MEMS switch to produce probability density functions of the maximum membrane deflection of the membrane over several thousand hours. The assumptions related to the Bayesian calibration and forward propagation are analyzed to determine the sensitivity to these assumptions of the calibrated input distributions and propagated output distributions of the PRISM device. The work is an early step in understanding the role of geometric variability, model uncertainty, numerical errors and experimental uncertainties in the long-term performance of RF-MEMS.
Bayesian Inference for Functional Dynamics Exploring in fMRI Data.
Guo, Xuan; Liu, Bing; Chen, Le; Chen, Guantao; Pan, Yi; Zhang, Jing
2016-01-01
This paper aims to review state-of-the-art Bayesian-inference-based methods applied to functional magnetic resonance imaging (fMRI) data. Particularly, we focus on one specific long-standing challenge in the computational modeling of fMRI datasets: how to effectively explore typical functional interactions from fMRI time series and the corresponding boundaries of temporal segments. Bayesian inference is a method of statistical inference which has been shown to be a powerful tool to encode dependence relationships among the variables with uncertainty. Here we provide an introduction to a group of Bayesian-inference-based methods for fMRI data analysis, which were designed to detect magnitude or functional connectivity change points and to infer their functional interaction patterns based on corresponding temporal boundaries. We also provide a comparison of three popular Bayesian models, that is, Bayesian Magnitude Change Point Model (BMCPM), Bayesian Connectivity Change Point Model (BCCPM), and Dynamic Bayesian Variable Partition Model (DBVPM), and give a summary of their applications. We envision that more delicate Bayesian inference models will be emerging and play increasingly important roles in modeling brain functions in the years to come.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Konomi, Bledar A.; Karagiannis, Georgios; Sarkar, Avik
2014-05-16
Computer experiments (numerical simulations) are widely used in scientific research to study and predict the behavior of complex systems, which usually have responses consisting of a set of distinct outputs. The computational cost of the simulations at high resolution are often expensive and become impractical for parametric studies at different input values. To overcome these difficulties we develop a Bayesian treed multivariate Gaussian process (BTMGP) as an extension of the Bayesian treed Gaussian process (BTGP) in order to model and evaluate a multivariate process. A suitable choice of covariance function and the prior distributions facilitates the different Markov chain Montemore » Carlo (MCMC) movements. We utilize this model to sequentially sample the input space for the most informative values, taking into account model uncertainty and expertise gained. A simulation study demonstrates the use of the proposed method and compares it with alternative approaches. We apply the sequential sampling technique and BTMGP to model the multiphase flow in a full scale regenerator of a carbon capture unit. The application presented in this paper is an important tool for research into carbon dioxide emissions from thermal power plants.« less
NASA Astrophysics Data System (ADS)
Galliano, Frédéric
2018-05-01
This article presents a new dust spectral energy distribution (SED) model, named HerBIE, aimed at eliminating the noise-induced correlations and large scatter obtained when performing least-squares fits. The originality of this code is to apply the hierarchical Bayesian approach to full dust models, including realistic optical properties, stochastic heating, and the mixing of physical conditions in the observed regions. We test the performances of our model by applying it to synthetic observations. We explore the impact on the recovered parameters of several effects: signal-to-noise ratio, SED shape, sample size, the presence of intrinsic correlations, the wavelength coverage, and the use of different SED model components. We show that this method is very efficient: the recovered parameters are consistently distributed around their true values. We do not find any clear bias, even for the most degenerate parameters, or with extreme signal-to-noise ratios.
Using Stan for Item Response Theory Models
ERIC Educational Resources Information Center
Ames, Allison J.; Au, Chi Hang
2018-01-01
Stan is a flexible probabilistic programming language providing full Bayesian inference through Hamiltonian Monte Carlo algorithms. The benefits of Hamiltonian Monte Carlo include improved efficiency and faster inference, when compared to other MCMC software implementations. Users can interface with Stan through a variety of computing…
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
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 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.
NASA Astrophysics Data System (ADS)
Auvinen, Jussi; Bernhard, Jonah E.; Bass, Steffen A.; Karpenko, Iurii
2018-04-01
We determine the probability distributions of the shear viscosity over the entropy density ratio η /s in the quark-gluon plasma formed in Au + Au collisions at √{sN N}=19.6 ,39 , and 62.4 GeV , using Bayesian inference and Gaussian process emulators for a model-to-data statistical analysis that probes the full input parameter space of a transport + viscous hydrodynamics hybrid model. We find the most likely value of η /s to be larger at smaller √{sN N}, although the uncertainties still allow for a constant value between 0.10 and 0.15 for the investigated collision energy range.
Bayesian structural equation modeling in sport and exercise psychology.
Stenling, Andreas; Ivarsson, Andreas; Johnson, Urban; Lindwall, Magnus
2015-08-01
Bayesian statistics is on the rise in mainstream psychology, but applications in sport and exercise psychology research are scarce. In this article, the foundations of Bayesian analysis are introduced, and we will illustrate how to apply Bayesian structural equation modeling in a sport and exercise psychology setting. More specifically, we contrasted a confirmatory factor analysis on the Sport Motivation Scale II estimated with the most commonly used estimator, maximum likelihood, and a Bayesian approach with weakly informative priors for cross-loadings and correlated residuals. The results indicated that the model with Bayesian estimation and weakly informative priors provided a good fit to the data, whereas the model estimated with a maximum likelihood estimator did not produce a well-fitting model. The reasons for this discrepancy between maximum likelihood and Bayesian estimation are discussed as well as potential advantages and caveats with the Bayesian approach.
Emulation: A fast stochastic Bayesian method to eliminate model space
NASA Astrophysics Data System (ADS)
Roberts, Alan; Hobbs, Richard; Goldstein, Michael
2010-05-01
Joint inversion of large 3D datasets has been the goal of geophysicists ever since the datasets first started to be produced. There are two broad approaches to this kind of problem, traditional deterministic inversion schemes and more recently developed Bayesian search methods, such as MCMC (Markov Chain Monte Carlo). However, using both these kinds of schemes has proved prohibitively expensive, both in computing power and time cost, due to the normally very large model space which needs to be searched using forward model simulators which take considerable time to run. At the heart of strategies aimed at accomplishing this kind of inversion is the question of how to reliably and practicably reduce the size of the model space in which the inversion is to be carried out. Here we present a practical Bayesian method, known as emulation, which can address this issue. Emulation is a Bayesian technique used with considerable success in a number of technical fields, such as in astronomy, where the evolution of the universe has been modelled using this technique, and in the petroleum industry where history matching is carried out of hydrocarbon reservoirs. The method of emulation involves building a fast-to-compute uncertainty-calibrated approximation to a forward model simulator. We do this by modelling the output data from a number of forward simulator runs by a computationally cheap function, and then fitting the coefficients defining this function to the model parameters. By calibrating the error of the emulator output with respect to the full simulator output, we can use this to screen out large areas of model space which contain only implausible models. For example, starting with what may be considered a geologically reasonable prior model space of 10000 models, using the emulator we can quickly show that only models which lie within 10% of that model space actually produce output data which is plausibly similar in character to an observed dataset. We can thus much more tightly constrain the input model space for a deterministic inversion or MCMC method. By using this technique jointly on several datasets (specifically seismic, gravity, and magnetotelluric (MT) describing the same region), we can include in our modelling uncertainties in the data measurements, the relationships between the various physical parameters involved, as well as the model representation uncertainty, and at the same time further reduce the range of plausible models to several percent of the original model space. Being stochastic in nature, the output posterior parameter distributions also allow our understanding of/beliefs about a geological region can be objectively updated, with full assessment of uncertainties, and so the emulator is also an inversion-type tool in it's own right, with the advantage (as with any Bayesian method) that our uncertainties from all sources (both data and model) can be fully evaluated.
Bayesian model reduction and empirical Bayes for group (DCM) studies
Friston, Karl J.; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E.; van Wijk, Bernadette C.M.; Ziegler, Gabriel; Zeidman, Peter
2016-01-01
This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level – e.g., dynamic causal models – and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. PMID:26569570
An introduction to using Bayesian linear regression with clinical data.
Baldwin, Scott A; Larson, Michael J
2017-11-01
Statistical training psychology focuses on frequentist methods. Bayesian methods are an alternative to standard frequentist methods. This article provides researchers with an introduction to fundamental ideas in Bayesian modeling. We use data from an electroencephalogram (EEG) and anxiety study to illustrate Bayesian models. Specifically, the models examine the relationship between error-related negativity (ERN), a particular event-related potential, and trait anxiety. Methodological topics covered include: how to set up a regression model in a Bayesian framework, specifying priors, examining convergence of the model, visualizing and interpreting posterior distributions, interval estimates, expected and predicted values, and model comparison tools. We also discuss situations where Bayesian methods can outperform frequentist methods as well has how to specify more complicated regression models. Finally, we conclude with recommendations about reporting guidelines for those using Bayesian methods in their own research. We provide data and R code for replicating our analyses. Copyright © 2017 Elsevier Ltd. All rights reserved.
Li, Shi; Mukherjee, Bhramar; Batterman, Stuart; Ghosh, Malay
2013-12-01
Case-crossover designs are widely used to study short-term exposure effects on the risk of acute adverse health events. While the frequentist literature on this topic is vast, there is no Bayesian work in this general area. The contribution of this paper is twofold. First, the paper establishes Bayesian equivalence results that require characterization of the set of priors under which the posterior distributions of the risk ratio parameters based on a case-crossover and time-series analysis are identical. Second, the paper studies inferential issues under case-crossover designs in a Bayesian framework. Traditionally, a conditional logistic regression is used for inference on risk-ratio parameters in case-crossover studies. We consider instead a more general full likelihood-based approach which makes less restrictive assumptions on the risk functions. Formulation of a full likelihood leads to growth in the number of parameters proportional to the sample size. We propose a semi-parametric Bayesian approach using a Dirichlet process prior to handle the random nuisance parameters that appear in a full likelihood formulation. We carry out a simulation study to compare the Bayesian methods based on full and conditional likelihood with the standard frequentist approaches for case-crossover and time-series analysis. The proposed methods are illustrated through the Detroit Asthma Morbidity, Air Quality and Traffic study, which examines the association between acute asthma risk and ambient air pollutant concentrations. © 2013, The International Biometric Society.
A Bayesian approach to earthquake source studies
NASA Astrophysics Data System (ADS)
Minson, Sarah
Bayesian sampling has several advantages over conventional optimization approaches to solving inverse problems. It produces the distribution of all possible models sampled proportionally to how much each model is consistent with the data and the specified prior information, and thus images the entire solution space, revealing the uncertainties and trade-offs in the model. Bayesian sampling is applicable to both linear and non-linear modeling, and the values of the model parameters being sampled can be constrained based on the physics of the process being studied and do not have to be regularized. However, these methods are computationally challenging for high-dimensional problems. Until now the computational expense of Bayesian sampling has been too great for it to be practicable for most geophysical problems. I present a new parallel sampling algorithm called CATMIP for Cascading Adaptive Tempered Metropolis In Parallel. This technique, based on Transitional Markov chain Monte Carlo, makes it possible to sample distributions in many hundreds of dimensions, if the forward model is fast, or to sample computationally expensive forward models in smaller numbers of dimensions. The design of the algorithm is independent of the model being sampled, so CATMIP can be applied to many areas of research. I use CATMIP to produce a finite fault source model for the 2007 Mw 7.7 Tocopilla, Chile earthquake. Surface displacements from the earthquake were recorded by six interferograms and twelve local high-rate GPS stations. Because of the wealth of near-fault data, the source process is well-constrained. I find that the near-field high-rate GPS data have significant resolving power above and beyond the slip distribution determined from static displacements. The location and magnitude of the maximum displacement are resolved. The rupture almost certainly propagated at sub-shear velocities. The full posterior distribution can be used not only to calculate source parameters but also to determine their uncertainties. So while kinematic source modeling and the estimation of source parameters is not new, with CATMIP I am able to use Bayesian sampling to determine which parts of the source process are well-constrained and which are not.
Hunting down the best model of inflation with Bayesian evidence
DOE Office of Scientific and Technical Information (OSTI.GOV)
Martin, Jerome; Ringeval, Christophe; Trotta, Roberto
2011-03-15
We present the first calculation of the Bayesian evidence for different prototypical single field inflationary scenarios, including representative classes of small field and large field models. This approach allows us to compare inflationary models in a well-defined statistical way and to determine the current 'best model of inflation'. The calculation is performed numerically by interfacing the inflationary code FieldInf with MultiNest. We find that small field models are currently preferred, while large field models having a self-interacting potential of power p>4 are strongly disfavored. The class of small field models as a whole has posterior odds of approximately 3 ratiomore » 1 when compared with the large field class. The methodology and results presented in this article are an additional step toward the construction of a full numerical pipeline to constrain the physics of the early Universe with astrophysical observations. More accurate data (such as the Planck data) and the techniques introduced here should allow us to identify conclusively the best inflationary model.« less
2010-01-01
Background The information provided by dense genome-wide markers using high throughput technology is of considerable potential in human disease studies and livestock breeding programs. Genome-wide association studies relate individual single nucleotide polymorphisms (SNP) from dense SNP panels to individual measurements of complex traits, with the underlying assumption being that any association is caused by linkage disequilibrium (LD) between SNP and quantitative trait loci (QTL) affecting the trait. Often SNP are in genomic regions of no trait variation. Whole genome Bayesian models are an effective way of incorporating this and other important prior information into modelling. However a full Bayesian analysis is often not feasible due to the large computational time involved. Results This article proposes an expectation-maximization (EM) algorithm called emBayesB which allows only a proportion of SNP to be in LD with QTL and incorporates prior information about the distribution of SNP effects. The posterior probability of being in LD with at least one QTL is calculated for each SNP along with estimates of the hyperparameters for the mixture prior. A simulated example of genomic selection from an international workshop is used to demonstrate the features of the EM algorithm. The accuracy of prediction is comparable to a full Bayesian analysis but the EM algorithm is considerably faster. The EM algorithm was accurate in locating QTL which explained more than 1% of the total genetic variation. A computational algorithm for very large SNP panels is described. Conclusions emBayesB is a fast and accurate EM algorithm for implementing genomic selection and predicting complex traits by mapping QTL in genome-wide dense SNP marker data. Its accuracy is similar to Bayesian methods but it takes only a fraction of the time. PMID:20969788
NASA Astrophysics Data System (ADS)
Li, Lu; Xu, Chong-Yu; Engeland, Kolbjørn
2013-04-01
SummaryWith respect to model calibration, parameter estimation and analysis of uncertainty sources, various regression and probabilistic approaches are used in hydrological modeling. A family of Bayesian methods, which incorporates different sources of information into a single analysis through Bayes' theorem, is widely used for uncertainty assessment. However, none of these approaches can well treat the impact of high flows in hydrological modeling. This study proposes a Bayesian modularization uncertainty assessment approach in which the highest streamflow observations are treated as suspect information that should not influence the inference of the main bulk of the model parameters. This study includes a comprehensive comparison and evaluation of uncertainty assessments by our new Bayesian modularization method and standard Bayesian methods using the Metropolis-Hastings (MH) algorithm with the daily hydrological model WASMOD. Three likelihood functions were used in combination with standard Bayesian method: the AR(1) plus Normal model independent of time (Model 1), the AR(1) plus Normal model dependent on time (Model 2) and the AR(1) plus Multi-normal model (Model 3). The results reveal that the Bayesian modularization method provides the most accurate streamflow estimates measured by the Nash-Sutcliffe efficiency and provide the best in uncertainty estimates for low, medium and entire flows compared to standard Bayesian methods. The study thus provides a new approach for reducing the impact of high flows on the discharge uncertainty assessment of hydrological models via Bayesian method.
Bayesian models: A statistical primer for ecologists
Hobbs, N. Thompson; Hooten, Mevin B.
2015-01-01
Bayesian modeling has become an indispensable tool for ecological research because it is uniquely suited to deal with complexity in a statistically coherent way. This textbook provides a comprehensive and accessible introduction to the latest Bayesian methods—in language ecologists can understand. Unlike other books on the subject, this one emphasizes the principles behind the computations, giving ecologists a big-picture understanding of how to implement this powerful statistical approach.Bayesian Models is an essential primer for non-statisticians. It begins with a definition of probability and develops a step-by-step sequence of connected ideas, including basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and inference from single and multiple models. This unique book places less emphasis on computer coding, favoring instead a concise presentation of the mathematical statistics needed to understand how and why Bayesian analysis works. It also explains how to write out properly formulated hierarchical Bayesian models and use them in computing, research papers, and proposals.This primer enables ecologists to understand the statistical principles behind Bayesian modeling and apply them to research, teaching, policy, and management.Presents the mathematical and statistical foundations of Bayesian modeling in language accessible to non-statisticiansCovers basic distribution theory, network diagrams, hierarchical models, Markov chain Monte Carlo, and moreDeemphasizes computer coding in favor of basic principlesExplains how to write out properly factored statistical expressions representing Bayesian models
Bayesian inference of physiologically meaningful parameters from body sway measurements.
Tietäväinen, A; Gutmann, M U; Keski-Vakkuri, E; Corander, J; Hæggström, E
2017-06-19
The control of the human body sway by the central nervous system, muscles, and conscious brain is of interest since body sway carries information about the physiological status of a person. Several models have been proposed to describe body sway in an upright standing position, however, due to the statistical intractability of the more realistic models, no formal parameter inference has previously been conducted and the expressive power of such models for real human subjects remains unknown. Using the latest advances in Bayesian statistical inference for intractable models, we fitted a nonlinear control model to posturographic measurements, and we showed that it can accurately predict the sway characteristics of both simulated and real subjects. Our method provides a full statistical characterization of the uncertainty related to all model parameters as quantified by posterior probability density functions, which is useful for comparisons across subjects and test settings. The ability to infer intractable control models from sensor data opens new possibilities for monitoring and predicting body status in health applications.
Montesinos-López, Osval A.; Montesinos-López, Abelardo; Crossa, José; Toledo, Fernando H.; Montesinos-López, José C.; Singh, Pawan; Juliana, Philomin; Salinas-Ruiz, Josafhat
2017-01-01
When a plant scientist wishes to make genomic-enabled predictions of multiple traits measured in multiple individuals in multiple environments, the most common strategy for performing the analysis is to use a single trait at a time taking into account genotype × environment interaction (G × E), because there is a lack of comprehensive models that simultaneously take into account the correlated counting traits and G × E. For this reason, in this study we propose a multiple-trait and multiple-environment model for count data. The proposed model was developed under the Bayesian paradigm for which we developed a Markov Chain Monte Carlo (MCMC) with noninformative priors. This allows obtaining all required full conditional distributions of the parameters leading to an exact Gibbs sampler for the posterior distribution. Our model was tested with simulated data and a real data set. Results show that the proposed multi-trait, multi-environment model is an attractive alternative for modeling multiple count traits measured in multiple environments. PMID:28364037
Low frequency full waveform seismic inversion within a tree based Bayesian framework
NASA Astrophysics Data System (ADS)
Ray, Anandaroop; Kaplan, Sam; Washbourne, John; Albertin, Uwe
2018-01-01
Limited illumination, insufficient offset, noisy data and poor starting models can pose challenges for seismic full waveform inversion. We present an application of a tree based Bayesian inversion scheme which attempts to mitigate these problems by accounting for data uncertainty while using a mildly informative prior about subsurface structure. We sample the resulting posterior model distribution of compressional velocity using a trans-dimensional (trans-D) or Reversible Jump Markov chain Monte Carlo method in the wavelet transform domain of velocity. This allows us to attain rapid convergence to a stationary distribution of posterior models while requiring a limited number of wavelet coefficients to define a sampled model. Two synthetic, low frequency, noisy data examples are provided. The first example is a simple reflection + transmission inverse problem, and the second uses a scaled version of the Marmousi velocity model, dominated by reflections. Both examples are initially started from a semi-infinite half-space with incorrect background velocity. We find that the trans-D tree based approach together with parallel tempering for navigating rugged likelihood (i.e. misfit) topography provides a promising, easily generalized method for solving large-scale geophysical inverse problems which are difficult to optimize, but where the true model contains a hierarchy of features at multiple scales.
Bayesian model reduction and empirical Bayes for group (DCM) studies.
Friston, Karl J; Litvak, Vladimir; Oswal, Ashwini; Razi, Adeel; Stephan, Klaas E; van Wijk, Bernadette C M; Ziegler, Gabriel; Zeidman, Peter
2016-03-01
This technical note describes some Bayesian procedures for the analysis of group studies that use nonlinear models at the first (within-subject) level - e.g., dynamic causal models - and linear models at subsequent (between-subject) levels. Its focus is on using Bayesian model reduction to finesse the inversion of multiple models of a single dataset or a single (hierarchical or empirical Bayes) model of multiple datasets. These applications of Bayesian model reduction allow one to consider parametric random effects and make inferences about group effects very efficiently (in a few seconds). We provide the relatively straightforward theoretical background to these procedures and illustrate their application using a worked example. This example uses a simulated mismatch negativity study of schizophrenia. We illustrate the robustness of Bayesian model reduction to violations of the (commonly used) Laplace assumption in dynamic causal modelling and show how its recursive application can facilitate both classical and Bayesian inference about group differences. Finally, we consider the application of these empirical Bayesian procedures to classification and prediction. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.
NASA Astrophysics Data System (ADS)
Hernández-López, Mario R.; Romero-Cuéllar, Jonathan; Camilo Múnera-Estrada, Juan; Coccia, Gabriele; Francés, Félix
2017-04-01
It is noticeably important to emphasize the role of uncertainty particularly when the model forecasts are used to support decision-making and water management. This research compares two approaches for the evaluation of the predictive uncertainty in hydrological modeling. First approach is the Bayesian Joint Inference of hydrological and error models. Second approach is carried out through the Model Conditional Processor using the Truncated Normal Distribution in the transformed space. This comparison is focused on the predictive distribution reliability. The case study is applied to two basins included in the Model Parameter Estimation Experiment (MOPEX). These two basins, which have different hydrological complexity, are the French Broad River (North Carolina) and the Guadalupe River (Texas). The results indicate that generally, both approaches are able to provide similar predictive performances. However, the differences between them can arise in basins with complex hydrology (e.g. ephemeral basins). This is because obtained results with Bayesian Joint Inference are strongly dependent on the suitability of the hypothesized error model. Similarly, the results in the case of the Model Conditional Processor are mainly influenced by the selected model of tails or even by the selected full probability distribution model of the data in the real space, and by the definition of the Truncated Normal Distribution in the transformed space. In summary, the different hypotheses that the modeler choose on each of the two approaches are the main cause of the different results. This research also explores a proper combination of both methodologies which could be useful to achieve less biased hydrological parameter estimation. For this approach, firstly the predictive distribution is obtained through the Model Conditional Processor. Secondly, this predictive distribution is used to derive the corresponding additive error model which is employed for the hydrological parameter estimation with the Bayesian Joint Inference methodology.
A study of finite mixture model: Bayesian approach on financial time series data
NASA Astrophysics Data System (ADS)
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-07-01
Recently, statistician have emphasized on the fitting finite mixture model by using Bayesian method. Finite mixture model is a mixture of distributions in modeling a statistical distribution meanwhile Bayesian method is a statistical method that use to fit the mixture model. Bayesian method is being used widely because it has asymptotic properties which provide remarkable result. In addition, Bayesian method also shows consistency characteristic which means the parameter estimates are close to the predictive distributions. In the present paper, the number of components for mixture model is studied by using Bayesian Information Criterion. Identify the number of component is important because it may lead to an invalid result. Later, the Bayesian method is utilized to fit the k-component mixture model in order to explore the relationship between rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia. Lastly, the results showed that there is a negative effect among rubber price and stock market price for all selected countries.
Bayesian Data-Model Fit Assessment for Structural Equation Modeling
ERIC Educational Resources Information Center
Levy, Roy
2011-01-01
Bayesian approaches to modeling are receiving an increasing amount of attention in the areas of model construction and estimation in factor analysis, structural equation modeling (SEM), and related latent variable models. However, model diagnostics and model criticism remain relatively understudied aspects of Bayesian SEM. This article describes…
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.
Kharroubi, Samer A; Brazier, John E; McGhee, Sarah
2013-01-01
This article reports on the findings from applying a recently described approach to modeling health state valuation data and the impact of the respondent characteristics on health state valuations. The approach applies a nonparametric model to estimate a Bayesian six-dimensional health state short form (derived from short-form 36 health survey) health state valuation algorithm. A sample of 197 states defined by the six-dimensional health state short form (derived from short-form 36 health survey)has been valued by a representative sample of the Hong Kong general population by using standard gamble. The article reports the application of the nonparametric model and compares it to the original model estimated by using a conventional parametric random effects model. The two models are compared theoretically and in terms of empirical performance. Advantages of the nonparametric model are that it can be used to predict scores in populations with different distributions of characteristics than observed in the survey sample and that it allows for the impact of respondent characteristics to vary by health state (while ensuring that full health passes through unity). The results suggest an important age effect with sex, having some effect, but the remaining covariates having no discernible effect. The nonparametric Bayesian model is argued to be more theoretically appropriate than previously used parametric models. Furthermore, it is more flexible to take into account the impact of covariates. Copyright © 2013, International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc.
Bayesian multimodel inference for dose-response studies
Link, W.A.; Albers, P.H.
2007-01-01
Statistical inference in dose?response studies is model-based: The analyst posits a mathematical model of the relation between exposure and response, estimates parameters of the model, and reports conclusions conditional on the model. Such analyses rarely include any accounting for the uncertainties associated with model selection. The Bayesian inferential system provides a convenient framework for model selection and multimodel inference. In this paper we briefly describe the Bayesian paradigm and Bayesian multimodel inference. We then present a family of models for multinomial dose?response data and apply Bayesian multimodel inferential methods to the analysis of data on the reproductive success of American kestrels (Falco sparveriuss) exposed to various sublethal dietary concentrations of methylmercury.
A guide to Bayesian model selection for ecologists
Hooten, Mevin B.; Hobbs, N.T.
2015-01-01
The steady upward trend in the use of model selection and Bayesian methods in ecological research has made it clear that both approaches to inference are important for modern analysis of models and data. However, in teaching Bayesian methods and in working with our research colleagues, we have noticed a general dissatisfaction with the available literature on Bayesian model selection and multimodel inference. Students and researchers new to Bayesian methods quickly find that the published advice on model selection is often preferential in its treatment of options for analysis, frequently advocating one particular method above others. The recent appearance of many articles and textbooks on Bayesian modeling has provided welcome background on relevant approaches to model selection in the Bayesian framework, but most of these are either very narrowly focused in scope or inaccessible to ecologists. Moreover, the methodological details of Bayesian model selection approaches are spread thinly throughout the literature, appearing in journals from many different fields. Our aim with this guide is to condense the large body of literature on Bayesian approaches to model selection and multimodel inference and present it specifically for quantitative ecologists as neutrally as possible. We also bring to light a few important and fundamental concepts relating directly to model selection that seem to have gone unnoticed in the ecological literature. Throughout, we provide only a minimal discussion of philosophy, preferring instead to examine the breadth of approaches as well as their practical advantages and disadvantages. This guide serves as a reference for ecologists using Bayesian methods, so that they can better understand their options and can make an informed choice that is best aligned with their goals for inference.
Bayesian analysis of anisotropic cosmologies: Bianchi VIIh and WMAP
NASA Astrophysics Data System (ADS)
McEwen, J. D.; Josset, T.; Feeney, S. M.; Peiris, H. V.; Lasenby, A. N.
2013-12-01
We perform a definitive analysis of Bianchi VIIh cosmologies with Wilkinson Microwave Anisotropy Probe (WMAP) observations of the cosmic microwave background (CMB) temperature anisotropies. Bayesian analysis techniques are developed to study anisotropic cosmologies using full-sky and partial-sky masked CMB temperature data. We apply these techniques to analyse the full-sky internal linear combination (ILC) map and a partial-sky masked W-band map of WMAP 9 yr observations. In addition to the physically motivated Bianchi VIIh model, we examine phenomenological models considered in previous studies, in which the Bianchi VIIh parameters are decoupled from the standard cosmological parameters. In the two phenomenological models considered, Bayes factors of 1.7 and 1.1 units of log-evidence favouring a Bianchi component are found in full-sky ILC data. The corresponding best-fitting Bianchi maps recovered are similar for both phenomenological models and are very close to those found in previous studies using earlier WMAP data releases. However, no evidence for a phenomenological Bianchi component is found in the partial-sky W-band data. In the physical Bianchi VIIh model, we find no evidence for a Bianchi component: WMAP data thus do not favour Bianchi VIIh cosmologies over the standard Λ cold dark matter (ΛCDM) cosmology. It is not possible to discount Bianchi VIIh cosmologies in favour of ΛCDM completely, but we are able to constrain the vorticity of physical Bianchi VIIh cosmologies at (ω/H)0 < 8.6 × 10-10 with 95 per cent confidence.
On the Adequacy of Bayesian Evaluations of Categorization Models: Reply to Vanpaemel and Lee (2012)
ERIC Educational Resources Information Center
Wills, Andy J.; Pothos, Emmanuel M.
2012-01-01
Vanpaemel and Lee (2012) argued, and we agree, that the comparison of formal models can be facilitated by Bayesian methods. However, Bayesian methods neither precede nor supplant our proposals (Wills & Pothos, 2012), as Bayesian methods can be applied both to our proposals and to their polar opposites. Furthermore, the use of Bayesian methods to…
Bayesian approach for counting experiment statistics applied to a neutrino point source analysis
NASA Astrophysics Data System (ADS)
Bose, D.; Brayeur, L.; Casier, M.; de Vries, K. D.; Golup, G.; van Eijndhoven, N.
2013-12-01
In this paper we present a model independent analysis method following Bayesian statistics to analyse data from a generic counting experiment and apply it to the search for neutrinos from point sources. We discuss a test statistic defined following a Bayesian framework that will be used in the search for a signal. In case no signal is found, we derive an upper limit without the introduction of approximations. The Bayesian approach allows us to obtain the full probability density function for both the background and the signal rate. As such, we have direct access to any signal upper limit. The upper limit derivation directly compares with a frequentist approach and is robust in the case of low-counting observations. Furthermore, it allows also to account for previous upper limits obtained by other analyses via the concept of prior information without the need of the ad hoc application of trial factors. To investigate the validity of the presented Bayesian approach, we have applied this method to the public IceCube 40-string configuration data for 10 nearby blazars and we have obtained a flux upper limit, which is in agreement with the upper limits determined via a frequentist approach. Furthermore, the upper limit obtained compares well with the previously published result of IceCube, using the same data set.
Uncertainty aggregation and reduction in structure-material performance prediction
NASA Astrophysics Data System (ADS)
Hu, Zhen; Mahadevan, Sankaran; Ao, Dan
2018-02-01
An uncertainty aggregation and reduction framework is presented for structure-material performance prediction. Different types of uncertainty sources, structural analysis model, and material performance prediction model are connected through a Bayesian network for systematic uncertainty aggregation analysis. To reduce the uncertainty in the computational structure-material performance prediction model, Bayesian updating using experimental observation data is investigated based on the Bayesian network. It is observed that the Bayesian updating results will have large error if the model cannot accurately represent the actual physics, and that this error will be propagated to the predicted performance distribution. To address this issue, this paper proposes a novel uncertainty reduction method by integrating Bayesian calibration with model validation adaptively. The observation domain of the quantity of interest is first discretized into multiple segments. An adaptive algorithm is then developed to perform model validation and Bayesian updating over these observation segments sequentially. Only information from observation segments where the model prediction is highly reliable is used for Bayesian updating; this is found to increase the effectiveness and efficiency of uncertainty reduction. A composite rotorcraft hub component fatigue life prediction model, which combines a finite element structural analysis model and a material damage model, is used to demonstrate the proposed method.
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.
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.
ERIC Educational Resources Information Center
Griffiths, Thomas L.; Chater, Nick; Norris, Dennis; Pouget, Alexandre
2012-01-01
Bowers and Davis (2012) criticize Bayesian modelers for telling "just so" stories about cognition and neuroscience. Their criticisms are weakened by not giving an accurate characterization of the motivation behind Bayesian modeling or the ways in which Bayesian models are used and by not evaluating this theoretical framework against specific…
Ensemble Bayesian forecasting system Part I: Theory and algorithms
NASA Astrophysics Data System (ADS)
Herr, Henry D.; Krzysztofowicz, Roman
2015-05-01
The ensemble Bayesian forecasting system (EBFS), whose theory was published in 2001, is developed for the purpose of quantifying the total uncertainty about a discrete-time, continuous-state, non-stationary stochastic process such as a time series of stages, discharges, or volumes at a river gauge. The EBFS is built of three components: an input ensemble forecaster (IEF), which simulates the uncertainty associated with random inputs; a deterministic hydrologic model (of any complexity), which simulates physical processes within a river basin; and a hydrologic uncertainty processor (HUP), which simulates the hydrologic uncertainty (an aggregate of all uncertainties except input). It works as a Monte Carlo simulator: an ensemble of time series of inputs (e.g., precipitation amounts) generated by the IEF is transformed deterministically through a hydrologic model into an ensemble of time series of outputs, which is next transformed stochastically by the HUP into an ensemble of time series of predictands (e.g., river stages). Previous research indicated that in order to attain an acceptable sampling error, the ensemble size must be on the order of hundreds (for probabilistic river stage forecasts and probabilistic flood forecasts) or even thousands (for probabilistic stage transition forecasts). The computing time needed to run the hydrologic model this many times renders the straightforward simulations operationally infeasible. This motivates the development of the ensemble Bayesian forecasting system with randomization (EBFSR), which takes full advantage of the analytic meta-Gaussian HUP and generates multiple ensemble members after each run of the hydrologic model; this auxiliary randomization reduces the required size of the meteorological input ensemble and makes it operationally feasible to generate a Bayesian ensemble forecast of large size. Such a forecast quantifies the total uncertainty, is well calibrated against the prior (climatic) distribution of predictand, possesses a Bayesian coherence property, constitutes a random sample of the predictand, and has an acceptable sampling error-which makes it suitable for rational decision making under uncertainty.
Bayesian Regression with Network Prior: Optimal Bayesian Filtering Perspective
Qian, Xiaoning; Dougherty, Edward R.
2017-01-01
The recently introduced intrinsically Bayesian robust filter (IBRF) provides fully optimal filtering relative to a prior distribution over an uncertainty class ofjoint random process models, whereas formerly the theory was limited to model-constrained Bayesian robust filters, for which optimization was limited to the filters that are optimal for models in the uncertainty class. This paper extends the IBRF theory to the situation where there are both a prior on the uncertainty class and sample data. The result is optimal Bayesian filtering (OBF), where optimality is relative to the posterior distribution derived from the prior and the data. The IBRF theories for effective characteristics and canonical expansions extend to the OBF setting. A salient focus of the present work is to demonstrate the advantages of Bayesian regression within the OBF setting over the classical Bayesian approach in the context otlinear Gaussian models. PMID:28824268
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…
NASA Astrophysics Data System (ADS)
Wheeler, David C.; Waller, Lance A.
2009-03-01
In this paper, we compare and contrast a Bayesian spatially varying coefficient process (SVCP) model with a geographically weighted regression (GWR) model for the estimation of the potentially spatially varying regression effects of alcohol outlets and illegal drug activity on violent crime in Houston, Texas. In addition, we focus on the inherent coefficient shrinkage properties of the Bayesian SVCP model as a way to address increased coefficient variance that follows from collinearity in GWR models. We outline the advantages of the Bayesian model in terms of reducing inflated coefficient variance, enhanced model flexibility, and more formal measuring of model uncertainty for prediction. We find spatially varying effects for alcohol outlets and drug violations, but the amount of variation depends on the type of model used. For the Bayesian model, this variation is controllable through the amount of prior influence placed on the variance of the coefficients. For example, the spatial pattern of coefficients is similar for the GWR and Bayesian models when a relatively large prior variance is used in the Bayesian model.
Bayesian Covariate Selection in Mixed-Effects Models For Longitudinal Shape Analysis
Muralidharan, Prasanna; Fishbaugh, James; Kim, Eun Young; Johnson, Hans J.; Paulsen, Jane S.; Gerig, Guido; Fletcher, P. Thomas
2016-01-01
The goal of longitudinal shape analysis is to understand how anatomical shape changes over time, in response to biological processes, including growth, aging, or disease. In many imaging studies, it is also critical to understand how these shape changes are affected by other factors, such as sex, disease diagnosis, IQ, etc. Current approaches to longitudinal shape analysis have focused on modeling age-related shape changes, but have not included the ability to handle covariates. In this paper, we present a novel Bayesian mixed-effects shape model that incorporates simultaneous relationships between longitudinal shape data and multiple predictors or covariates to the model. Moreover, we place an Automatic Relevance Determination (ARD) prior on the parameters, that lets us automatically select which covariates are most relevant to the model based on observed data. We evaluate our proposed model and inference procedure on a longitudinal study of Huntington's disease from PREDICT-HD. We first show the utility of the ARD prior for model selection in a univariate modeling of striatal volume, and next we apply the full high-dimensional longitudinal shape model to putamen shapes. PMID:28090246
Philosophy and the practice of Bayesian statistics
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.
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 based on dual generalized order statistics from the exponentiated Weibull model
NASA Astrophysics Data System (ADS)
Al Sobhi, Mashail M.
2015-02-01
Bayesian estimation for the two parameters and the reliability function of the exponentiated Weibull model are obtained based on dual generalized order statistics (DGOS). Also, Bayesian prediction bounds for future DGOS from exponentiated Weibull model are obtained. The symmetric and asymmetric loss functions are considered for Bayesian computations. The Markov chain Monte Carlo (MCMC) methods are used for computing the Bayes estimates and prediction bounds. The results have been specialized to the lower record values. Comparisons are made between Bayesian and maximum likelihood estimators via Monte Carlo simulation.
Fundamentals and Recent Developments in Approximate Bayesian Computation
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
Are Vancomycin Trough Concentrations Adequate for Optimal Dosing?
Youn, Gilmer; Jones, Brenda; Jelliffe, Roger W.; Drusano, George L.; Rodvold, Keith A.; Lodise, Thomas P.
2014-01-01
The current vancomycin therapeutic guidelines recommend the use of only trough concentrations to manage the dosing of adults with Staphylococcus aureus infections. Both vancomycin efficacy and toxicity are likely to be related to the area under the plasma concentration-time curve (AUC). We assembled richly sampled vancomycin pharmacokinetic data from three studies comprising 47 adults with various levels of renal function. With Pmetrics, the nonparametric population modeling package for R, we compared AUCs estimated from models derived from trough-only and peak-trough depleted versions of the full data set and characterized the relationship between the vancomycin trough concentration and AUC. The trough-only and peak-trough depleted data sets underestimated the true AUCs compared to the full model by a mean (95% confidence interval) of 23% (11 to 33%; P = 0.0001) and 14% (7 to 19%; P < 0.0001), respectively. In contrast, using the full model as a Bayesian prior with trough-only data allowed 97% (93 to 102%; P = 0.23) accurate AUC estimation. On the basis of 5,000 profiles simulated from the full model, among adults with normal renal function and a therapeutic AUC of ≥400 mg · h/liter for an organism for which the vancomycin MIC is 1 mg/liter, approximately 60% are expected to have a trough concentration below the suggested minimum target of 15 mg/liter for serious infections, which could result in needlessly increased doses and a risk of toxicity. Our data indicate that adjustment of vancomycin doses on the basis of trough concentrations without a Bayesian tool results in poor achievement of maximally safe and effective drug exposures in plasma and that many adults can have an adequate vancomycin AUC with a trough concentration of <15 mg/liter. PMID:24165176
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.
Link, William; Sauer, John R.
2016-01-01
The analysis of ecological data has changed in two important ways over the last 15 years. The development and easy availability of Bayesian computational methods has allowed and encouraged the fitting of complex hierarchical models. At the same time, there has been increasing emphasis on acknowledging and accounting for model uncertainty. Unfortunately, the ability to fit complex models has outstripped the development of tools for model selection and model evaluation: familiar model selection tools such as Akaike's information criterion and the deviance information criterion are widely known to be inadequate for hierarchical models. In addition, little attention has been paid to the evaluation of model adequacy in context of hierarchical modeling, i.e., to the evaluation of fit for a single model. In this paper, we describe Bayesian cross-validation, which provides tools for model selection and evaluation. We describe the Bayesian predictive information criterion and a Bayesian approximation to the BPIC known as the Watanabe-Akaike information criterion. We illustrate the use of these tools for model selection, and the use of Bayesian cross-validation as a tool for model evaluation, using three large data sets from the North American Breeding Bird Survey.
Open-loop-feedback control of serum drug concentrations: pharmacokinetic approaches to drug therapy.
Jelliffe, R W
1983-01-01
Recent developments to optimize open-loop-feedback control of drug dosage regimens, generally applicable to pharmacokinetically oriented therapy with many drugs, involve computation of patient-individualized strategies for obtaining desired serum drug concentrations. Analyses of past therapy are performed by least squares, extended least squares, and maximum a posteriori probability Bayesian methods of fitting pharmacokinetic models to serum level data. Future possibilities for truly optimal open-loop-feedback therapy with full Bayesian methods, and conceivably for optimal closed-loop therapy in such data-poor clinical situations, are also discussed. Implementation of these various therapeutic strategies, using automated, locally controlled infusion devices, has also been achieved in prototype form.
An absolute chronology for early Egypt using radiocarbon dating and Bayesian statistical modelling
Dee, Michael; Wengrow, David; Shortland, Andrew; Stevenson, Alice; Brock, Fiona; Girdland Flink, Linus; Bronk Ramsey, Christopher
2013-01-01
The Egyptian state was formed prior to the existence of verifiable historical records. Conventional dates for its formation are based on the relative ordering of artefacts. This approach is no longer considered sufficient for cogent historical analysis. Here, we produce an absolute chronology for Early Egypt by combining radiocarbon and archaeological evidence within a Bayesian paradigm. Our data cover the full trajectory of Egyptian state formation and indicate that the process occurred more rapidly than previously thought. We provide a timeline for the First Dynasty of Egypt of generational-scale resolution that concurs with prevailing archaeological analysis and produce a chronometric date for the foundation of Egypt that distinguishes between historical estimates. PMID:24204188
Flooding Fragility Experiments and Prediction
DOE Office of Scientific and Technical Information (OSTI.GOV)
Smith, Curtis L.; Tahhan, Antonio; Muchmore, Cody
2016-09-01
This report describes the work that has been performed on flooding fragility, both the experimental tests being carried out and the probabilistic fragility predictive models being produced in order to use the text results. Flooding experiments involving full-scale doors have commenced in the Portal Evaluation Tank. The goal of these experiments is to develop a full-scale component flooding experiment protocol and to acquire data that can be used to create Bayesian regression models representing the fragility of these components. This work is in support of the Risk-Informed Safety Margin Characterization (RISMC) Pathway external hazards evaluation research and development.
Bayesian networks for maritime traffic accident prevention: benefits and challenges.
Hänninen, Maria
2014-12-01
Bayesian networks are quantitative modeling tools whose applications to the maritime traffic safety context are becoming more popular. This paper discusses the utilization of Bayesian networks in maritime safety modeling. Based on literature and the author's own experiences, the paper studies what Bayesian networks can offer to maritime accident prevention and safety modeling and discusses a few challenges in their application to this context. It is argued that the capability of representing rather complex, not necessarily causal but uncertain relationships makes Bayesian networks an attractive modeling tool for the maritime safety and accidents. Furthermore, as the maritime accident and safety data is still rather scarce and has some quality problems, the possibility to combine data with expert knowledge and the easy way of updating the model after acquiring more evidence further enhance their feasibility. However, eliciting the probabilities from the maritime experts might be challenging and the model validation can be tricky. It is concluded that with the utilization of several data sources, Bayesian updating, dynamic modeling, and hidden nodes for latent variables, Bayesian networks are rather well-suited tools for the maritime safety management and decision-making. Copyright © 2014 Elsevier Ltd. All rights reserved.
Li, Baoyue; Lingsma, Hester F; Steyerberg, Ewout W; Lesaffre, Emmanuel
2011-05-23
Logistic random effects models are a popular tool to analyze multilevel also called hierarchical data with a binary or ordinal outcome. Here, we aim to compare different statistical software implementations of these models. We used individual patient data from 8509 patients in 231 centers with moderate and severe Traumatic Brain Injury (TBI) enrolled in eight Randomized Controlled Trials (RCTs) and three observational studies. We fitted logistic random effects regression models with the 5-point Glasgow Outcome Scale (GOS) as outcome, both dichotomized as well as ordinal, with center and/or trial as random effects, and as covariates age, motor score, pupil reactivity or trial. We then compared the implementations of frequentist and Bayesian methods to estimate the fixed and random effects. Frequentist approaches included R (lme4), Stata (GLLAMM), SAS (GLIMMIX and NLMIXED), MLwiN ([R]IGLS) and MIXOR, Bayesian approaches included WinBUGS, MLwiN (MCMC), R package MCMCglmm and SAS experimental procedure MCMC.Three data sets (the full data set and two sub-datasets) were analysed using basically two logistic random effects models with either one random effect for the center or two random effects for center and trial. For the ordinal outcome in the full data set also a proportional odds model with a random center effect was fitted. The packages gave similar parameter estimates for both the fixed and random effects and for the binary (and ordinal) models for the main study and when based on a relatively large number of level-1 (patient level) data compared to the number of level-2 (hospital level) data. However, when based on relatively sparse data set, i.e. when the numbers of level-1 and level-2 data units were about the same, the frequentist and Bayesian approaches showed somewhat different results. The software implementations differ considerably in flexibility, computation time, and usability. There are also differences in the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2) procedure MCMC appeared to be inefficient. On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view) for either a frequentist or Bayesian approach (if based on vague priors). The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain.
Bayesian Framework for Water Quality Model Uncertainty Estimation and Risk Management
A formal Bayesian methodology is presented for integrated model calibration and risk-based water quality management using Bayesian Monte Carlo simulation and maximum likelihood estimation (BMCML). The primary focus is on lucid integration of model calibration with risk-based wat...
Montesinos-López, Osval A; Montesinos-López, Abelardo; Crossa, José; Toledo, Fernando H; Montesinos-López, José C; Singh, Pawan; Juliana, Philomin; Salinas-Ruiz, Josafhat
2017-05-05
When a plant scientist wishes to make genomic-enabled predictions of multiple traits measured in multiple individuals in multiple environments, the most common strategy for performing the analysis is to use a single trait at a time taking into account genotype × environment interaction (G × E), because there is a lack of comprehensive models that simultaneously take into account the correlated counting traits and G × E. For this reason, in this study we propose a multiple-trait and multiple-environment model for count data. The proposed model was developed under the Bayesian paradigm for which we developed a Markov Chain Monte Carlo (MCMC) with noninformative priors. This allows obtaining all required full conditional distributions of the parameters leading to an exact Gibbs sampler for the posterior distribution. Our model was tested with simulated data and a real data set. Results show that the proposed multi-trait, multi-environment model is an attractive alternative for modeling multiple count traits measured in multiple environments. Copyright © 2017 Montesinos-López et al.
Selecting Summary Statistics in Approximate Bayesian Computation for Calibrating Stochastic Models
Burr, Tom
2013-01-01
Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the “go-to” option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example. PMID:24288668
Selecting summary statistics in approximate Bayesian computation for calibrating stochastic models.
Burr, Tom; Skurikhin, Alexei
2013-01-01
Approximate Bayesian computation (ABC) is an approach for using measurement data to calibrate stochastic computer models, which are common in biology applications. ABC is becoming the "go-to" option when the data and/or parameter dimension is large because it relies on user-chosen summary statistics rather than the full data and is therefore computationally feasible. One technical challenge with ABC is that the quality of the approximation to the posterior distribution of model parameters depends on the user-chosen summary statistics. In this paper, the user requirement to choose effective summary statistics in order to accurately estimate the posterior distribution of model parameters is investigated and illustrated by example, using a model and corresponding real data of mitochondrial DNA population dynamics. We show that for some choices of summary statistics, the posterior distribution of model parameters is closely approximated and for other choices of summary statistics, the posterior distribution is not closely approximated. A strategy to choose effective summary statistics is suggested in cases where the stochastic computer model can be run at many trial parameter settings, as in the example.
ERIC Educational Resources Information Center
Wu, Haiyan
2013-01-01
General diagnostic models (GDMs) and Bayesian networks are mathematical frameworks that cover a wide variety of psychometric models. Both extend latent class models, and while GDMs also extend item response theory (IRT) models, Bayesian networks can be parameterized using discretized IRT. The purpose of this study is to examine similarities and…
Perceptual decision making: drift-diffusion model is equivalent to a Bayesian model
Bitzer, Sebastian; Park, Hame; Blankenburg, Felix; Kiebel, Stefan J.
2014-01-01
Behavioral data obtained with perceptual decision making experiments are typically analyzed with the drift-diffusion model. This parsimonious model accumulates noisy pieces of evidence toward a decision bound to explain the accuracy and reaction times of subjects. Recently, Bayesian models have been proposed to explain how the brain extracts information from noisy input as typically presented in perceptual decision making tasks. It has long been known that the drift-diffusion model is tightly linked with such functional Bayesian models but the precise relationship of the two mechanisms was never made explicit. Using a Bayesian model, we derived the equations which relate parameter values between these models. In practice we show that this equivalence is useful when fitting multi-subject data. We further show that the Bayesian model suggests different decision variables which all predict equal responses and discuss how these may be discriminated based on neural correlates of accumulated evidence. In addition, we discuss extensions to the Bayesian model which would be difficult to derive for the drift-diffusion model. We suggest that these and other extensions may be highly useful for deriving new experiments which test novel hypotheses. PMID:24616689
Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng
2014-01-01
A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping.
Wang, Jiali; Zhang, Qingnian; Ji, Wenfeng
2014-01-01
A large number of data is needed by the computation of the objective Bayesian network, but the data is hard to get in actual computation. The calculation method of Bayesian network was improved in this paper, and the fuzzy-precise Bayesian network was obtained. Then, the fuzzy-precise Bayesian network was used to reason Bayesian network model when the data is limited. The security of passengers during shipping is affected by various factors, and it is hard to predict and control. The index system that has the impact on the passenger safety during shipping was established on basis of the multifield coupling theory in this paper. Meanwhile, the fuzzy-precise Bayesian network was applied to monitor the security of passengers in the shipping process. The model was applied to monitor the passenger safety during shipping of a shipping company in Hainan, and the effectiveness of this model was examined. This research work provides guidance for guaranteeing security of passengers during shipping. PMID:25254227
Hierarchical Bayesian Modeling of Fluid-Induced Seismicity
NASA Astrophysics Data System (ADS)
Broccardo, M.; Mignan, A.; Wiemer, S.; Stojadinovic, B.; Giardini, D.
2017-11-01
In this study, we present a Bayesian hierarchical framework to model fluid-induced seismicity. The framework is based on a nonhomogeneous Poisson process with a fluid-induced seismicity rate proportional to the rate of injected fluid. The fluid-induced seismicity rate model depends upon a set of physically meaningful parameters and has been validated for six fluid-induced case studies. In line with the vision of hierarchical Bayesian modeling, the rate parameters are considered as random variables. We develop both the Bayesian inference and updating rules, which are used to develop a probabilistic forecasting model. We tested the Basel 2006 fluid-induced seismic case study to prove that the hierarchical Bayesian model offers a suitable framework to coherently encode both epistemic uncertainty and aleatory variability. Moreover, it provides a robust and consistent short-term seismic forecasting model suitable for online risk quantification and mitigation.
Varughese, Eunice A.; Brinkman, Nichole E; Anneken, Emily M; Cashdollar, Jennifer S; Fout, G. Shay; Furlong, Edward T.; Kolpin, Dana W.; Glassmeyer, Susan T.; Keely, Scott P
2017-01-01
incorporated into a Bayesian model to more accurately determine viral load in both source and treated water. Results of the Bayesian model indicated that viruses are present in source water and treated water. By using a Bayesian framework that incorporates inhibition, as well as many other parameters that affect viral detection, this study offers an approach for more accurately estimating the occurrence of viral pathogens in environmental waters.
A local approach for focussed Bayesian fusion
NASA Astrophysics Data System (ADS)
Sander, Jennifer; Heizmann, Michael; Goussev, Igor; Beyerer, Jürgen
2009-04-01
Local Bayesian fusion approaches aim to reduce high storage and computational costs of Bayesian fusion which is separated from fixed modeling assumptions. Using the small world formalism, we argue why this proceeding is conform with Bayesian theory. Then, we concentrate on the realization of local Bayesian fusion by focussing the fusion process solely on local regions that are task relevant with a high probability. The resulting local models correspond then to restricted versions of the original one. In a previous publication, we used bounds for the probability of misleading evidence to show the validity of the pre-evaluation of task specific knowledge and prior information which we perform to build local models. In this paper, we prove the validity of this proceeding using information theoretic arguments. For additional efficiency, local Bayesian fusion can be realized in a distributed manner. Here, several local Bayesian fusion tasks are evaluated and unified after the actual fusion process. For the practical realization of distributed local Bayesian fusion, software agents are predestinated. There is a natural analogy between the resulting agent based architecture and criminal investigations in real life. We show how this analogy can be used to improve the efficiency of distributed local Bayesian fusion additionally. Using a landscape model, we present an experimental study of distributed local Bayesian fusion in the field of reconnaissance, which highlights its high potential.
Islam, Md Tazul; El-Basyouny, Karim
2015-07-01
Full Bayesian (FB) before-after evaluation is a newer approach than the empirical Bayesian (EB) evaluation in traffic safety research. While a number of earlier studies have conducted univariate and multivariate FB before-after safety evaluations and compared the results with the EB method, often contradictory conclusions have been drawn. To this end, the objectives of the current study were to (i) perform a before-after safety evaluation using both the univariate and multivariate FB methods in order to enhance our understanding of these methodologies, (ii) perform the EB evaluation and compare the results with those of the FB methods and (iii) apply the FB and EB methods to evaluate the safety effects of reducing the urban residential posted speed limit (PSL) for policy recommendation. In addition to three years of crash data for both the before and after periods, traffic volume, road geometry and other relevant data for both the treated and reference sites were collected and used. According to the model goodness-of-fit criteria, the current study found that the multivariate FB model for crash severities outperformed the univariate FB models. Moreover, in terms of statistical significance of the safety effects, the EB and FB methods led to opposite conclusions when the safety effects were relatively small with high standard deviation. Therefore, caution should be taken in drawing conclusions from the EB method. Based on the FB method, the PSL reduction was found effective in reducing crashes of all severities and thus is recommended for improving safety on urban residential collector roads. Copyright © 2015 Elsevier Ltd. All rights reserved.
Bayesian Analysis of Nonlinear Structural Equation Models with Nonignorable Missing Data
ERIC Educational Resources Information Center
Lee, Sik-Yum
2006-01-01
A Bayesian approach is developed for analyzing nonlinear structural equation models with nonignorable missing data. The nonignorable missingness mechanism is specified by a logistic regression model. A hybrid algorithm that combines the Gibbs sampler and the Metropolis-Hastings algorithm is used to produce the joint Bayesian estimates of…
Dynamic Bayesian Network Modeling of Game Based Diagnostic Assessments. CRESST Report 837
ERIC Educational Resources Information Center
Levy, Roy
2014-01-01
Digital games offer an appealing environment for assessing student proficiencies, including skills and misconceptions in a diagnostic setting. This paper proposes a dynamic Bayesian network modeling approach for observations of student performance from an educational video game. A Bayesian approach to model construction, calibration, and use in…
Steingroever, Helen; Pachur, Thorsten; Šmíra, Martin; Lee, Michael D
2018-06-01
The Iowa Gambling Task (IGT) is one of the most popular experimental paradigms for comparing complex decision-making across groups. Most commonly, IGT behavior is analyzed using frequentist tests to compare performance across groups, and to compare inferred parameters of cognitive models developed for the IGT. Here, we present a Bayesian alternative based on Bayesian repeated-measures ANOVA for comparing performance, and a suite of three complementary model-based methods for assessing the cognitive processes underlying IGT performance. The three model-based methods involve Bayesian hierarchical parameter estimation, Bayes factor model comparison, and Bayesian latent-mixture modeling. We illustrate these Bayesian methods by applying them to test the extent to which differences in intuitive versus deliberate decision style are associated with differences in IGT performance. The results show that intuitive and deliberate decision-makers behave similarly on the IGT, and the modeling analyses consistently suggest that both groups of decision-makers rely on similar cognitive processes. Our results challenge the notion that individual differences in intuitive and deliberate decision styles have a broad impact on decision-making. They also highlight the advantages of Bayesian methods, especially their ability to quantify evidence in favor of the null hypothesis, and that they allow model-based analyses to incorporate hierarchical and latent-mixture structures.
Molitor, John
2012-03-01
Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.
The Bayesian reader: explaining word recognition as an optimal Bayesian decision process.
Norris, Dennis
2006-04-01
This article presents a theory of visual word recognition that assumes that, in the tasks of word identification, lexical decision, and semantic categorization, human readers behave as optimal Bayesian decision makers. This leads to the development of a computational model of word recognition, the Bayesian reader. The Bayesian reader successfully simulates some of the most significant data on human reading. The model accounts for the nature of the function relating word frequency to reaction time and identification threshold, the effects of neighborhood density and its interaction with frequency, and the variation in the pattern of neighborhood density effects seen in different experimental tasks. Both the general behavior of the model and the way the model predicts different patterns of results in different tasks follow entirely from the assumption that human readers approximate optimal Bayesian decision makers. ((c) 2006 APA, all rights reserved).
Bayesian flood forecasting methods: A review
NASA Astrophysics Data System (ADS)
Han, Shasha; Coulibaly, Paulin
2017-08-01
Over the past few decades, floods have been seen as one of the most common and largely distributed natural disasters in the world. If floods could be accurately forecasted in advance, then their negative impacts could be greatly minimized. It is widely recognized that quantification and reduction of uncertainty associated with the hydrologic forecast is of great importance for flood estimation and rational decision making. Bayesian forecasting system (BFS) offers an ideal theoretic framework for uncertainty quantification that can be developed for probabilistic flood forecasting via any deterministic hydrologic model. It provides suitable theoretical structure, empirically validated models and reasonable analytic-numerical computation method, and can be developed into various Bayesian forecasting approaches. This paper presents a comprehensive review on Bayesian forecasting approaches applied in flood forecasting from 1999 till now. The review starts with an overview of fundamentals of BFS and recent advances in BFS, followed with BFS application in river stage forecasting and real-time flood forecasting, then move to a critical analysis by evaluating advantages and limitations of Bayesian forecasting methods and other predictive uncertainty assessment approaches in flood forecasting, and finally discusses the future research direction in Bayesian flood forecasting. Results show that the Bayesian flood forecasting approach is an effective and advanced way for flood estimation, it considers all sources of uncertainties and produces a predictive distribution of the river stage, river discharge or runoff, thus gives more accurate and reliable flood forecasts. Some emerging Bayesian forecasting methods (e.g. ensemble Bayesian forecasting system, Bayesian multi-model combination) were shown to overcome limitations of single model or fixed model weight and effectively reduce predictive uncertainty. In recent years, various Bayesian flood forecasting approaches have been developed and widely applied, but there is still room for improvements. Future research in the context of Bayesian flood forecasting should be on assimilation of various sources of newly available information and improvement of predictive performance assessment methods.
Bayesian modeling of flexible cognitive control
Jiang, Jiefeng; Heller, Katherine; Egner, Tobias
2014-01-01
“Cognitive control” describes endogenous guidance of behavior in situations where routine stimulus-response associations are suboptimal for achieving a desired goal. The computational and neural mechanisms underlying this capacity remain poorly understood. We examine recent advances stemming from the application of a Bayesian learner perspective that provides optimal prediction for control processes. In reviewing the application of Bayesian models to cognitive control, we note that an important limitation in current models is a lack of a plausible mechanism for the flexible adjustment of control over conflict levels changing at varying temporal scales. We then show that flexible cognitive control can be achieved by a Bayesian model with a volatility-driven learning mechanism that modulates dynamically the relative dependence on recent and remote experiences in its prediction of future control demand. We conclude that the emergent Bayesian perspective on computational mechanisms of cognitive control holds considerable promise, especially if future studies can identify neural substrates of the variables encoded by these models, and determine the nature (Bayesian or otherwise) of their neural implementation. PMID:24929218
Bayesian generalized linear mixed modeling of Tuberculosis using informative priors.
Ojo, Oluwatobi Blessing; Lougue, Siaka; Woldegerima, Woldegebriel Assefa
2017-01-01
TB is rated as one of the world's deadliest diseases and South Africa ranks 9th out of the 22 countries with hardest hit of TB. Although many pieces of research have been carried out on this subject, this paper steps further by inculcating past knowledge into the model, using Bayesian approach with informative prior. Bayesian statistics approach is getting popular in data analyses. But, most applications of Bayesian inference technique are limited to situations of non-informative prior, where there is no solid external information about the distribution of the parameter of interest. The main aim of this study is to profile people living with TB in South Africa. In this paper, identical regression models are fitted for classical and Bayesian approach both with non-informative and informative prior, using South Africa General Household Survey (GHS) data for the year 2014. For the Bayesian model with informative prior, South Africa General Household Survey dataset for the year 2011 to 2013 are used to set up priors for the model 2014.
Bayesian statistics in medicine: a 25 year review.
Ashby, Deborah
2006-11-15
This review examines the state of Bayesian thinking as Statistics in Medicine was launched in 1982, reflecting particularly on its applicability and uses in medical research. It then looks at each subsequent five-year epoch, with a focus on papers appearing in Statistics in Medicine, putting these in the context of major developments in Bayesian thinking and computation with reference to important books, landmark meetings and seminal papers. It charts the growth of Bayesian statistics as it is applied to medicine and makes predictions for the future. From sparse beginnings, where Bayesian statistics was barely mentioned, Bayesian statistics has now permeated all the major areas of medical statistics, including clinical trials, epidemiology, meta-analyses and evidence synthesis, spatial modelling, longitudinal modelling, survival modelling, molecular genetics and decision-making in respect of new technologies.
Bayesian Parameter Inference and Model Selection by Population Annealing in Systems Biology
Murakami, Yohei
2014-01-01
Parameter inference and model selection are very important for mathematical modeling in systems biology. Bayesian statistics can be used to conduct both parameter inference and model selection. Especially, the framework named approximate Bayesian computation is often used for parameter inference and model selection in systems biology. However, Monte Carlo methods needs to be used to compute Bayesian posterior distributions. In addition, the posterior distributions of parameters are sometimes almost uniform or very similar to their prior distributions. In such cases, it is difficult to choose one specific value of parameter with high credibility as the representative value of the distribution. To overcome the problems, we introduced one of the population Monte Carlo algorithms, population annealing. Although population annealing is usually used in statistical mechanics, we showed that population annealing can be used to compute Bayesian posterior distributions in the approximate Bayesian computation framework. To deal with un-identifiability of the representative values of parameters, we proposed to run the simulations with the parameter ensemble sampled from the posterior distribution, named “posterior parameter ensemble”. We showed that population annealing is an efficient and convenient algorithm to generate posterior parameter ensemble. We also showed that the simulations with the posterior parameter ensemble can, not only reproduce the data used for parameter inference, but also capture and predict the data which was not used for parameter inference. Lastly, we introduced the marginal likelihood in the approximate Bayesian computation framework for Bayesian model selection. We showed that population annealing enables us to compute the marginal likelihood in the approximate Bayesian computation framework and conduct model selection depending on the Bayes factor. PMID:25089832
Unmasking the masked Universe: the 2M++ catalogue through Bayesian eyes
NASA Astrophysics Data System (ADS)
Lavaux, Guilhem; Jasche, Jens
2016-01-01
This work describes a full Bayesian analysis of the Nearby Universe as traced by galaxies of the 2M++ survey. The analysis is run in two sequential steps. The first step self-consistently derives the luminosity-dependent galaxy biases, the power spectrum of matter fluctuations and matter density fields within a Gaussian statistic approximation. The second step makes a detailed analysis of the three-dimensional large-scale structures, assuming a fixed bias model and a fixed cosmology. This second step allows for the reconstruction of both the final density field and the initial conditions at z = 1000 assuming a fixed bias model. From these, we derive fields that self-consistently extrapolate the observed large-scale structures. We give two examples of these extrapolation and their utility for the detection of structures: the visibility of the Sloan Great Wall, and the detection and characterization of the Local Void using DIVA, a Lagrangian based technique to classify structures.
An introduction to Bayesian statistics in health psychology.
Depaoli, Sarah; Rus, Holly M; Clifton, James P; van de Schoot, Rens; Tiemensma, Jitske
2017-09-01
The aim of the current article is to provide a brief introduction to Bayesian statistics within the field of health psychology. Bayesian methods are increasing in prevalence in applied fields, and they have been shown in simulation research to improve the estimation accuracy of structural equation models, latent growth curve (and mixture) models, and hierarchical linear models. Likewise, Bayesian methods can be used with small sample sizes since they do not rely on large sample theory. In this article, we discuss several important components of Bayesian statistics as they relate to health-based inquiries. We discuss the incorporation and impact of prior knowledge into the estimation process and the different components of the analysis that should be reported in an article. We present an example implementing Bayesian estimation in the context of blood pressure changes after participants experienced an acute stressor. We conclude with final thoughts on the implementation of Bayesian statistics in health psychology, including suggestions for reviewing Bayesian manuscripts and grant proposals. We have also included an extensive amount of online supplementary material to complement the content presented here, including Bayesian examples using many different software programmes and an extensive sensitivity analysis examining the impact of priors.
The Collaborative Seismic Earth Model: Generation 1
NASA Astrophysics Data System (ADS)
Fichtner, Andreas; van Herwaarden, Dirk-Philip; Afanasiev, Michael; SimutÄ--, SaulÄ--; Krischer, Lion; ćubuk-Sabuncu, Yeşim; Taymaz, Tuncay; Colli, Lorenzo; Saygin, Erdinc; Villaseñor, Antonio; Trampert, Jeannot; Cupillard, Paul; Bunge, Hans-Peter; Igel, Heiner
2018-05-01
We present a general concept for evolutionary, collaborative, multiscale inversion of geophysical data, specifically applied to the construction of a first-generation Collaborative Seismic Earth Model. This is intended to address the limited resources of individual researchers and the often limited use of previously accumulated knowledge. Model evolution rests on a Bayesian updating scheme, simplified into a deterministic method that honors today's computational restrictions. The scheme is able to harness distributed human and computing power. It furthermore handles conflicting updates, as well as variable parameterizations of different model refinements or different inversion techniques. The first-generation Collaborative Seismic Earth Model comprises 12 refinements from full seismic waveform inversion, ranging from regional crustal- to continental-scale models. A global full-waveform inversion ensures that regional refinements translate into whole-Earth structure.
Uncovering a latent multinomial: Analysis of mark-recapture data with misidentification
Link, W.A.; Yoshizaki, J.; Bailey, L.L.; Pollock, K.H.
2010-01-01
Natural tags based on DNA fingerprints or natural features of animals are now becoming very widely used in wildlife population biology. However, classic capture-recapture models do not allow for misidentification of animals which is a potentially very serious problem with natural tags. Statistical analysis of misidentification processes is extremely difficult using traditional likelihood methods but is easily handled using Bayesian methods. We present a general framework for Bayesian analysis of categorical data arising from a latent multinomial distribution. Although our work is motivated by a specific model for misidentification in closed population capture-recapture analyses, with crucial assumptions which may not always be appropriate, the methods we develop extend naturally to a variety of other models with similar structure. Suppose that observed frequencies f are a known linear transformation f = A???x of a latent multinomial variable x with cell probability vector ?? = ??(??). Given that full conditional distributions [?? | x] can be sampled, implementation of Gibbs sampling requires only that we can sample from the full conditional distribution [x | f, ??], which is made possible by knowledge of the null space of A???. We illustrate the approach using two data sets with individual misidentification, one simulated, the other summarizing recapture data for salamanders based on natural marks. ?? 2009, The International Biometric Society.
Uncovering a Latent Multinomial: Analysis of Mark-Recapture Data with Misidentification
Link, W.A.; Yoshizaki, J.; Bailey, L.L.; Pollock, K.H.
2009-01-01
Natural tags based on DNA fingerprints or natural features of animals are now becoming very widely used in wildlife population biology. However, classic capture-recapture models do not allow for misidentification of animals which is a potentially very serious problem with natural tags. Statistical analysis of misidentification processes is extremely difficult using traditional likelihood methods but is easily handled using Bayesian methods. We present a general framework for Bayesian analysis of categorical data arising from a latent multinomial distribution. Although our work is motivated by a specific model for misidentification in closed population capture-recapture analyses, with crucial assumptions which may not always be appropriate, the methods we develop extend naturally to a variety of other models with similar structure. Suppose that observed frequencies f are a known linear transformation f=A'x of a latent multinomial variable x with cell probability vector pi= pi(theta). Given that full conditional distributions [theta | x] can be sampled, implementation of Gibbs sampling requires only that we can sample from the full conditional distribution [x | f, theta], which is made possible by knowledge of the null space of A'. We illustrate the approach using two data sets with individual misidentification, one simulated, the other summarizing recapture data for salamanders based on natural marks.
Large-Scale Optimization for Bayesian Inference in Complex Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Willcox, Karen; Marzouk, Youssef
2013-11-12
The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimization) Project focused on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimization and inversion methods. The project was a collaborative effort among MIT, the University of Texas at Austin, Georgia Institute of Technology, and Sandia National Laboratories. The research was directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. The MIT--Sandia component of themore » SAGUARO Project addressed the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas--Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to-observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as ``reduce then sample'' and ``sample then reduce.'' In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less
Final Report: Large-Scale Optimization for Bayesian Inference in Complex Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ghattas, Omar
2013-10-15
The SAGUARO (Scalable Algorithms for Groundwater Uncertainty Analysis and Robust Optimiza- tion) Project focuses on the development of scalable numerical algorithms for large-scale Bayesian inversion in complex systems that capitalize on advances in large-scale simulation-based optimiza- tion and inversion methods. Our research is directed in three complementary areas: efficient approximations of the Hessian operator, reductions in complexity of forward simulations via stochastic spectral approximations and model reduction, and employing large-scale optimization concepts to accelerate sampling. Our efforts are integrated in the context of a challenging testbed problem that considers subsurface reacting flow and transport. The MIT component of the SAGUAROmore » Project addresses the intractability of conventional sampling methods for large-scale statistical inverse problems by devising reduced-order models that are faithful to the full-order model over a wide range of parameter values; sampling then employs the reduced model rather than the full model, resulting in very large computational savings. Results indicate little effect on the computed posterior distribution. On the other hand, in the Texas-Georgia Tech component of the project, we retain the full-order model, but exploit inverse problem structure (adjoint-based gradients and partial Hessian information of the parameter-to- observation map) to implicitly extract lower dimensional information on the posterior distribution; this greatly speeds up sampling methods, so that fewer sampling points are needed. We can think of these two approaches as "reduce then sample" and "sample then reduce." In fact, these two approaches are complementary, and can be used in conjunction with each other. Moreover, they both exploit deterministic inverse problem structure, in the form of adjoint-based gradient and Hessian information of the underlying parameter-to-observation map, to achieve their speedups.« less
A selection model for accounting for publication bias in a full network meta-analysis.
Mavridis, Dimitris; Welton, Nicky J; Sutton, Alex; Salanti, Georgia
2014-12-30
Copas and Shi suggested a selection model to explore the potential impact of publication bias via sensitivity analysis based on assumptions for the probability of publication of trials conditional on the precision of their results. Chootrakool et al. extended this model to three-arm trials but did not fully account for the implications of the consistency assumption, and their model is difficult to generalize for complex network structures with more than three treatments. Fitting these selection models within a frequentist setting requires maximization of a complex likelihood function, and identification problems are common. We have previously presented a Bayesian implementation of the selection model when multiple treatments are compared with a common reference treatment. We now present a general model suitable for complex, full network meta-analysis that accounts for consistency when adjusting results for publication bias. We developed a design-by-treatment selection model to describe the mechanism by which studies with different designs (sets of treatments compared in a trial) and precision may be selected for publication. We fit the model in a Bayesian setting because it avoids the numerical problems encountered in the frequentist setting, it is generalizable with respect to the number of treatments and study arms, and it provides a flexible framework for sensitivity analysis using external knowledge. Our model accounts for the additional uncertainty arising from publication bias more successfully compared to the standard Copas model or its previous extensions. We illustrate the methodology using a published triangular network for the failure of vascular graft or arterial patency. Copyright © 2014 John Wiley & Sons, Ltd.
A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.
Houseman, E Andres; Virji, M Abbas
2017-08-01
Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates were significant in some frequentist models, but in the Bayesian model their credible intervals contained zero; such discrepancies were observed in multiple datasets. Variance components from the Bayesian model reflected substantial autocorrelation, consistent with the frequentist models, except for the auto-regressive moving average model. Plots of means from the Bayesian model showed good fit to the observed data. The proposed Bayesian model provides an approach for modeling non-stationary autocorrelation in a hierarchical modeling framework to estimate task means, standard deviations, quantiles, and parameter estimates for covariates that are less biased and have better performance characteristics than some of the contemporary methods. Published by Oxford University Press on behalf of the British Occupational Hygiene Society 2017.
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
Bayesian Learning and the Psychology of Rule Induction
ERIC Educational Resources Information Center
Endress, Ansgar D.
2013-01-01
In recent years, Bayesian learning models have been applied to an increasing variety of domains. While such models have been criticized on theoretical grounds, the underlying assumptions and predictions are rarely made concrete and tested experimentally. Here, I use Frank and Tenenbaum's (2011) Bayesian model of rule-learning as a case study to…
Properties of the Bayesian Knowledge Tracing Model
ERIC Educational Resources Information Center
van de Sande, Brett
2013-01-01
Bayesian Knowledge Tracing is used very widely to model student learning. It comes in two different forms: The first form is the Bayesian Knowledge Tracing "hidden Markov model" which predicts the probability of correct application of a skill as a function of the number of previous opportunities to apply that skill and the model…
Bayesian Analysis of Longitudinal Data Using Growth Curve Models
ERIC Educational Resources Information Center
Zhang, Zhiyong; Hamagami, Fumiaki; Wang, Lijuan Lijuan; Nesselroade, John R.; Grimm, Kevin J.
2007-01-01
Bayesian methods for analyzing longitudinal data in social and behavioral research are recommended for their ability to incorporate prior information in estimating simple and complex models. We first summarize the basics of Bayesian methods before presenting an empirical example in which we fit a latent basis growth curve model to achievement data…
Testing students' e-learning via Facebook through Bayesian structural equation modeling.
Salarzadeh Jenatabadi, Hashem; Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students' intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods' results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated.
Testing students’ e-learning via Facebook through Bayesian structural equation modeling
Moghavvemi, Sedigheh; Wan Mohamed Radzi, Che Wan Jasimah Bt; Babashamsi, Parastoo; Arashi, Mohammad
2017-01-01
Learning is an intentional activity, with several factors affecting students’ intention to use new learning technology. Researchers have investigated technology acceptance in different contexts by developing various theories/models and testing them by a number of means. Although most theories/models developed have been examined through regression or structural equation modeling, Bayesian analysis offers more accurate data analysis results. To address this gap, the unified theory of acceptance and technology use in the context of e-learning via Facebook are re-examined in this study using Bayesian analysis. The data (S1 Data) were collected from 170 students enrolled in a business statistics course at University of Malaya, Malaysia, and tested with the maximum likelihood and Bayesian approaches. The difference between the two methods’ results indicates that performance expectancy and hedonic motivation are the strongest factors influencing the intention to use e-learning via Facebook. The Bayesian estimation model exhibited better data fit than the maximum likelihood estimator model. The results of the Bayesian and maximum likelihood estimator approaches are compared and the reasons for the result discrepancy are deliberated. PMID:28886019
Iterative updating of model error for Bayesian inversion
NASA Astrophysics Data System (ADS)
Calvetti, Daniela; Dunlop, Matthew; Somersalo, Erkki; Stuart, Andrew
2018-02-01
In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when optimization algorithms are used to find a single estimate, or to speed up Markov chain Monte Carlo (MCMC) calculations in the Bayesian framework. The use of an approximate model introduces a discrepancy, or modeling error, that may have a detrimental effect on the solution of the ill-posed inverse problem, or it may severely distort the estimate of the posterior distribution. In the Bayesian paradigm, the modeling error can be considered as a random variable, and by using an estimate of the probability distribution of the unknown, one may estimate the probability distribution of the modeling error and incorporate it into the inversion. We introduce an algorithm which iterates this idea to update the distribution of the model error, leading to a sequence of posterior distributions that are demonstrated empirically to capture the underlying truth with increasing accuracy. Since the algorithm is not based on rejections, it requires only limited full model evaluations. We show analytically that, in the linear Gaussian case, the algorithm converges geometrically fast with respect to the number of iterations when the data is finite dimensional. For more general models, we introduce particle approximations of the iteratively generated sequence of distributions; we also prove that each element of the sequence converges in the large particle limit under a simplifying assumption. We show numerically that, as in the linear case, rapid convergence occurs with respect to the number of iterations. Additionally, we show through computed examples that point estimates obtained from this iterative algorithm are superior to those obtained by neglecting the model error.
When mechanism matters: Bayesian forecasting using models of ecological diffusion
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.
Seliske, L; Norwood, T A; McLaughlin, J R; Wang, S; Palleschi, C; Holowaty, E
2016-06-07
An important public health goal is to decrease the prevalence of key behavioural risk factors, such as tobacco use and obesity. Survey information is often available at the regional level, but heterogeneity within large geographic regions cannot be assessed. Advanced spatial analysis techniques are demonstrated to produce sensible micro area estimates of behavioural risk factors that enable identification of areas with high prevalence. A spatial Bayesian hierarchical model was used to estimate the micro area prevalence of current smoking and excess bodyweight for the Erie-St. Clair region in southwestern Ontario. Estimates were mapped for male and female respondents of five cycles of the Canadian Community Health Survey (CCHS). The micro areas were 2006 Census Dissemination Areas, with an average population of 400-700 people. Two individual-level models were specified: one controlled for survey cycle and age group (model 1), and one controlled for survey cycle, age group and micro area median household income (model 2). Post-stratification was used to derive micro area behavioural risk factor estimates weighted to the population structure. SaTScan analyses were conducted on the granular, postal-code level CCHS data to corroborate findings of elevated prevalence. Current smoking was elevated in two urban areas for both sexes (Sarnia and Windsor), and an additional small community (Chatham) for males only. Areas of excess bodyweight were prevalent in an urban core (Windsor) among males, but not females. Precision of the posterior post-stratified current smoking estimates was improved in model 2, as indicated by narrower credible intervals and a lower coefficient of variation. For excess bodyweight, both models had similar precision. Aggregation of the micro area estimates to CCHS design-based estimates validated the findings. This is among the first studies to apply a full Bayesian model to complex sample survey data to identify micro areas with variation in risk factor prevalence, accounting for spatial correlation and other covariates. Application of micro area analysis techniques helps define areas for public health planning, and may be informative to surveillance and research modeling of relevant chronic disease outcomes.
Bayesian naturalness, simplicity, and testability applied to the B ‑ L MSSM GUT
NASA Astrophysics Data System (ADS)
Fundira, Panashe; Purves, Austin
2018-04-01
Recent years have seen increased use of Bayesian model comparison to quantify notions such as naturalness, simplicity, and testability, especially in the area of supersymmetric model building. After demonstrating that Bayesian model comparison can resolve a paradox that has been raised in the literature concerning the naturalness of the proton mass, we apply Bayesian model comparison to GUTs, an area to which it has not been applied before. We find that the GUTs are substantially favored over the nonunifying puzzle model. Of the GUTs we consider, the B ‑ L MSSM GUT is the most favored, but the MSSM GUT is almost equally favored.
Pérez-Rodríguez, Paulino; Gianola, Daniel; González-Camacho, Juan Manuel; Crossa, José; Manès, Yann; Dreisigacker, Susanne
2012-01-01
In genome-enabled prediction, parametric, semi-parametric, and non-parametric regression models have been used. This study assessed the predictive ability of linear and non-linear models using dense molecular markers. The linear models were linear on marker effects and included the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B. The non-linear models (this refers to non-linearity on markers) were reproducing kernel Hilbert space (RKHS) regression, Bayesian regularized neural networks (BRNN), and radial basis function neural networks (RBFNN). These statistical models were compared using 306 elite wheat lines from CIMMYT genotyped with 1717 diversity array technology (DArT) markers and two traits, days to heading (DTH) and grain yield (GY), measured in each of 12 environments. It was found that the three non-linear models had better overall prediction accuracy than the linear regression specification. Results showed a consistent superiority of RKHS and RBFNN over the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B models. PMID:23275882
Pérez-Rodríguez, Paulino; Gianola, Daniel; González-Camacho, Juan Manuel; Crossa, José; Manès, Yann; Dreisigacker, Susanne
2012-12-01
In genome-enabled prediction, parametric, semi-parametric, and non-parametric regression models have been used. This study assessed the predictive ability of linear and non-linear models using dense molecular markers. The linear models were linear on marker effects and included the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B. The non-linear models (this refers to non-linearity on markers) were reproducing kernel Hilbert space (RKHS) regression, Bayesian regularized neural networks (BRNN), and radial basis function neural networks (RBFNN). These statistical models were compared using 306 elite wheat lines from CIMMYT genotyped with 1717 diversity array technology (DArT) markers and two traits, days to heading (DTH) and grain yield (GY), measured in each of 12 environments. It was found that the three non-linear models had better overall prediction accuracy than the linear regression specification. Results showed a consistent superiority of RKHS and RBFNN over the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B models.
Kärkkäinen, Hanni P; Sillanpää, Mikko J
2013-09-04
Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed.
Kärkkäinen, Hanni P.; Sillanpää, Mikko J.
2013-01-01
Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed. PMID:23821618
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 ...
A SEMIPARAMETRIC BAYESIAN MODEL FOR CIRCULAR-LINEAR REGRESSION
We present a Bayesian approach to regress a circular variable on a linear predictor. The regression coefficients are assumed to have a nonparametric distribution with a Dirichlet process prior. The semiparametric Bayesian approach gives added flexibility to the model and is usefu...
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.
Ortega, Alonso; Labrenz, Stephan; Markowitsch, Hans J; Piefke, Martina
2013-01-01
In the last decade, different statistical techniques have been introduced to improve assessment of malingering-related poor effort. In this context, we have recently shown preliminary evidence that a Bayesian latent group model may help to optimize classification accuracy using a simulation research design. In the present study, we conducted two analyses. Firstly, we evaluated how accurately this Bayesian approach can distinguish between participants answering in an honest way (honest response group) and participants feigning cognitive impairment (experimental malingering group). Secondly, we tested the accuracy of our model in the differentiation between patients who had real cognitive deficits (cognitively impaired group) and participants who belonged to the experimental malingering group. All Bayesian analyses were conducted using the raw scores of a visual recognition forced-choice task (2AFC), the Test of Memory Malingering (TOMM, Trial 2), and the Word Memory Test (WMT, primary effort subtests). The first analysis showed 100% accuracy for the Bayesian model in distinguishing participants of both groups with all effort measures. The second analysis showed outstanding overall accuracy of the Bayesian model when estimates were obtained from the 2AFC and the TOMM raw scores. Diagnostic accuracy of the Bayesian model diminished when using the WMT total raw scores. Despite, overall diagnostic accuracy can still be considered excellent. The most plausible explanation for this decrement is the low performance in verbal recognition and fluency tasks of some patients of the cognitively impaired group. Additionally, the Bayesian model provides individual estimates, p(zi |D), of examinees' effort levels. In conclusion, both high classification accuracy levels and Bayesian individual estimates of effort may be very useful for clinicians when assessing for effort in medico-legal settings.
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
Estimating Tree Height-Diameter Models with the Bayesian Method
Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei
2014-01-01
Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733
Estimating tree height-diameter models with the Bayesian method.
Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei
2014-01-01
Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.
NASA Astrophysics Data System (ADS)
Fox, Neil I.; Micheas, Athanasios C.; Peng, Yuqiang
2016-07-01
This paper introduces the use of Bayesian full Procrustes shape analysis in object-oriented meteorological applications. In particular, the Procrustes methodology is used to generate mean forecast precipitation fields from a set of ensemble forecasts. This approach has advantages over other ensemble averaging techniques in that it can produce a forecast that retains the morphological features of the precipitation structures and present the range of forecast outcomes represented by the ensemble. The production of the ensemble mean avoids the problems of smoothing that result from simple pixel or cell averaging, while producing credible sets that retain information on ensemble spread. Also in this paper, the full Bayesian Procrustes scheme is used as an object verification tool for precipitation forecasts. This is an extension of a previously presented Procrustes shape analysis based verification approach into a full Bayesian format designed to handle the verification of precipitation forecasts that match objects from an ensemble of forecast fields to a single truth image. The methodology is tested on radar reflectivity nowcasts produced in the Warning Decision Support System - Integrated Information (WDSS-II) by varying parameters in the K-means cluster tracking scheme.
Chan, Kelvin K W; Xie, Feng; Willan, Andrew R; Pullenayegum, Eleanor M
2017-04-01
Parameter uncertainty in value sets of multiattribute utility-based instruments (MAUIs) has received little attention previously. This false precision leads to underestimation of the uncertainty of the results of cost-effectiveness analyses. The aim of this study is to examine the use of multiple imputation as a method to account for this uncertainty of MAUI scoring algorithms. We fitted a Bayesian model with random effects for respondents and health states to the data from the original US EQ-5D-3L valuation study, thereby estimating the uncertainty in the EQ-5D-3L scoring algorithm. We applied these results to EQ-5D-3L data from the Commonwealth Fund (CWF) Survey for Sick Adults ( n = 3958), comparing the standard error of the estimated mean utility in the CWF population using the predictive distribution from the Bayesian mixed-effect model (i.e., incorporating parameter uncertainty in the value set) with the standard error of the estimated mean utilities based on multiple imputation and the standard error using the conventional approach of using MAUI (i.e., ignoring uncertainty in the value set). The mean utility in the CWF population based on the predictive distribution of the Bayesian model was 0.827 with a standard error (SE) of 0.011. When utilities were derived using the conventional approach, the estimated mean utility was 0.827 with an SE of 0.003, which is only 25% of the SE based on the full predictive distribution of the mixed-effect model. Using multiple imputation with 20 imputed sets, the mean utility was 0.828 with an SE of 0.011, which is similar to the SE based on the full predictive distribution. Ignoring uncertainty of the predicted health utilities derived from MAUIs could lead to substantial underestimation of the variance of mean utilities. Multiple imputation corrects for this underestimation so that the results of cost-effectiveness analyses using MAUIs can report the correct degree of uncertainty.
Accurate Biomass Estimation via Bayesian Adaptive Sampling
NASA Technical Reports Server (NTRS)
Wheeler, Kevin R.; Knuth, Kevin H.; Castle, Joseph P.; Lvov, Nikolay
2005-01-01
The following concepts were introduced: a) Bayesian adaptive sampling for solving biomass estimation; b) Characterization of MISR Rahman model parameters conditioned upon MODIS landcover. c) Rigorous non-parametric Bayesian approach to analytic mixture model determination. d) Unique U.S. asset for science product validation and verification.
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.
2011-01-01
Background Logistic random effects models are a popular tool to analyze multilevel also called hierarchical data with a binary or ordinal outcome. Here, we aim to compare different statistical software implementations of these models. Methods We used individual patient data from 8509 patients in 231 centers with moderate and severe Traumatic Brain Injury (TBI) enrolled in eight Randomized Controlled Trials (RCTs) and three observational studies. We fitted logistic random effects regression models with the 5-point Glasgow Outcome Scale (GOS) as outcome, both dichotomized as well as ordinal, with center and/or trial as random effects, and as covariates age, motor score, pupil reactivity or trial. We then compared the implementations of frequentist and Bayesian methods to estimate the fixed and random effects. Frequentist approaches included R (lme4), Stata (GLLAMM), SAS (GLIMMIX and NLMIXED), MLwiN ([R]IGLS) and MIXOR, Bayesian approaches included WinBUGS, MLwiN (MCMC), R package MCMCglmm and SAS experimental procedure MCMC. Three data sets (the full data set and two sub-datasets) were analysed using basically two logistic random effects models with either one random effect for the center or two random effects for center and trial. For the ordinal outcome in the full data set also a proportional odds model with a random center effect was fitted. Results The packages gave similar parameter estimates for both the fixed and random effects and for the binary (and ordinal) models for the main study and when based on a relatively large number of level-1 (patient level) data compared to the number of level-2 (hospital level) data. However, when based on relatively sparse data set, i.e. when the numbers of level-1 and level-2 data units were about the same, the frequentist and Bayesian approaches showed somewhat different results. The software implementations differ considerably in flexibility, computation time, and usability. There are also differences in the availability of additional tools for model evaluation, such as diagnostic plots. The experimental SAS (version 9.2) procedure MCMC appeared to be inefficient. Conclusions On relatively large data sets, the different software implementations of logistic random effects regression models produced similar results. Thus, for a large data set there seems to be no explicit preference (of course if there is no preference from a philosophical point of view) for either a frequentist or Bayesian approach (if based on vague priors). The choice for a particular implementation may largely depend on the desired flexibility, and the usability of the package. For small data sets the random effects variances are difficult to estimate. In the frequentist approaches the MLE of this variance was often estimated zero with a standard error that is either zero or could not be determined, while for Bayesian methods the estimates could depend on the chosen "non-informative" prior of the variance parameter. The starting value for the variance parameter may be also critical for the convergence of the Markov chain. PMID:21605357
Sparse Event Modeling with Hierarchical Bayesian Kernel Methods
2016-01-05
SECURITY CLASSIFICATION OF: The research objective of this proposal was to develop a predictive Bayesian kernel approach to model count data based on...several predictive variables. Such an approach, which we refer to as the Poisson Bayesian kernel model , is able to model the rate of occurrence of...which adds specificity to the model and can make nonlinear data more manageable. Early results show that the 1. REPORT DATE (DD-MM-YYYY) 4. TITLE
Bayesian generalized linear mixed modeling of Tuberculosis using informative priors
Woldegerima, Woldegebriel Assefa
2017-01-01
TB is rated as one of the world’s deadliest diseases and South Africa ranks 9th out of the 22 countries with hardest hit of TB. Although many pieces of research have been carried out on this subject, this paper steps further by inculcating past knowledge into the model, using Bayesian approach with informative prior. Bayesian statistics approach is getting popular in data analyses. But, most applications of Bayesian inference technique are limited to situations of non-informative prior, where there is no solid external information about the distribution of the parameter of interest. The main aim of this study is to profile people living with TB in South Africa. In this paper, identical regression models are fitted for classical and Bayesian approach both with non-informative and informative prior, using South Africa General Household Survey (GHS) data for the year 2014. For the Bayesian model with informative prior, South Africa General Household Survey dataset for the year 2011 to 2013 are used to set up priors for the model 2014. PMID:28257437
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.
The Bayesian Revolution Approaches Psychological Development
ERIC Educational Resources Information Center
Shultz, Thomas R.
2007-01-01
This commentary reviews five articles that apply Bayesian ideas to psychological development, some with psychology experiments, some with computational modeling, and some with both experiments and modeling. The reviewed work extends the current Bayesian revolution into tasks often studied in children, such as causal learning and word learning, and…
NASA Astrophysics Data System (ADS)
Kiyan, Duygu; Rath, Volker; Delhaye, Robert
2017-04-01
The frequency- and time-domain airborne electromagnetic (AEM) data collected under the Tellus projects of the Geological Survey of Ireland (GSI) which represent a wealth of information on the multi-dimensional electrical structure of Ireland's near-surface. Our project, which was funded by GSI under the framework of their Short Call Research Programme, aims to develop and implement inverse techniques based on various Bayesian methods for these densely sampled data. We have developed a highly flexible toolbox using Python language for the one-dimensional inversion of AEM data along the flight lines. The computational core is based on an adapted frequency- and time-domain forward modelling core derived from the well-tested open-source code AirBeo, which was developed by the CSIRO (Australia) and the AMIRA consortium. Three different inversion methods have been implemented: (i) Tikhonov-type inversion including optimal regularisation methods (Aster el al., 2012; Zhdanov, 2015), (ii) Bayesian MAP inversion in parameter and data space (e.g. Tarantola, 2005), and (iii) Full Bayesian inversion with Markov Chain Monte Carlo (Sambridge and Mosegaard, 2002; Mosegaard and Sambridge, 2002), all including different forms of spatial constraints. The methods have been tested on synthetic and field data. This contribution will introduce the toolbox and present case studies on the AEM data from the Tellus projects.
Inference of reactive transport model parameters using a Bayesian multivariate approach
NASA Astrophysics Data System (ADS)
Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick
2014-08-01
Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.
Cavagnaro, Daniel R; Myung, Jay I; Pitt, Mark A; Kujala, Janne V
2010-04-01
Discriminating among competing statistical models is a pressing issue for many experimentalists in the field of cognitive science. Resolving this issue begins with designing maximally informative experiments. To this end, the problem to be solved in adaptive design optimization is identifying experimental designs under which one can infer the underlying model in the fewest possible steps. When the models under consideration are nonlinear, as is often the case in cognitive science, this problem can be impossible to solve analytically without simplifying assumptions. However, as we show in this letter, a full solution can be found numerically with the help of a Bayesian computational trick derived from the statistics literature, which recasts the problem as a probability density simulation in which the optimal design is the mode of the density. We use a utility function based on mutual information and give three intuitive interpretations of the utility function in terms of Bayesian posterior estimates. As a proof of concept, we offer a simple example application to an experiment on memory retention.
Bayesian model for fate and transport of polychlorinated biphenyl in upper Hudson River
DOE Office of Scientific and Technical Information (OSTI.GOV)
Steinberg, L.J.; Reckhow, K.H.; Wolpert, R.L.
1996-05-01
Modelers of contaminant fate and transport in surface waters typically rely on literature values when selecting parameter values for mechanistic models. While the expert judgment with which these selections are made is valuable, the information contained in contaminant concentration measurements should not be ignored. In this full-scale Bayesian analysis of polychlorinated biphenyl (PCB) contamination in the upper Hudson River, these two sources of information are combined using Bayes` theorem. A simulation model for the fate and transport of the PCBs in the upper Hudson River forms the basis of the likelihood function while the prior density is developed from literaturemore » values. The method provides estimates for the anaerobic biodegradation half-life, aerobic biodegradation plus volatilization half-life, contaminated sediment depth, and resuspension velocity of 4,400 d, 3.2 d, 0.32 m, and 0.02 m/yr, respectively. These are significantly different than values obtained with more traditional methods, and are shown to produce better predictions than those methods when used in a cross-validation study.« less
Incorporating approximation error in surrogate based Bayesian inversion
NASA Astrophysics Data System (ADS)
Zhang, J.; Zeng, L.; Li, W.; Wu, L.
2015-12-01
There are increasing interests in applying surrogates for inverse Bayesian modeling to reduce repetitive evaluations of original model. In this way, the computational cost is expected to be saved. However, the approximation error of surrogate model is usually overlooked. This is partly because that it is difficult to evaluate the approximation error for many surrogates. Previous studies have shown that, the direct combination of surrogates and Bayesian methods (e.g., Markov Chain Monte Carlo, MCMC) may lead to biased estimations when the surrogate cannot emulate the highly nonlinear original system. This problem can be alleviated by implementing MCMC in a two-stage manner. However, the computational cost is still high since a relatively large number of original model simulations are required. In this study, we illustrate the importance of incorporating approximation error in inverse Bayesian modeling. Gaussian process (GP) is chosen to construct the surrogate for its convenience in approximation error evaluation. Numerical cases of Bayesian experimental design and parameter estimation for contaminant source identification are used to illustrate this idea. It is shown that, once the surrogate approximation error is well incorporated into Bayesian framework, promising results can be obtained even when the surrogate is directly used, and no further original model simulations are required.
Rodgers, Joseph Lee
2016-01-01
The Bayesian-frequentist debate typically portrays these statistical perspectives as opposing views. However, both Bayesian and frequentist statisticians have expanded their epistemological basis away from a singular focus on the null hypothesis, to a broader perspective involving the development and comparison of competing statistical/mathematical models. For frequentists, statistical developments such as structural equation modeling and multilevel modeling have facilitated this transition. For Bayesians, the Bayes factor has facilitated this transition. The Bayes factor is treated in articles within this issue of Multivariate Behavioral Research. The current presentation provides brief commentary on those articles and more extended discussion of the transition toward a modern modeling epistemology. In certain respects, Bayesians and frequentists share common goals.
A Bayesian Model of the Memory Colour Effect.
Witzel, Christoph; Olkkonen, Maria; Gegenfurtner, Karl R
2018-01-01
According to the memory colour effect, the colour of a colour-diagnostic object is not perceived independently of the object itself. Instead, it has been shown through an achromatic adjustment method that colour-diagnostic objects still appear slightly in their typical colour, even when they are colourimetrically grey. Bayesian models provide a promising approach to capture the effect of prior knowledge on colour perception and to link these effects to more general effects of cue integration. Here, we model memory colour effects using prior knowledge about typical colours as priors for the grey adjustments in a Bayesian model. This simple model does not involve any fitting of free parameters. The Bayesian model roughly captured the magnitude of the measured memory colour effect for photographs of objects. To some extent, the model predicted observed differences in memory colour effects across objects. The model could not account for the differences in memory colour effects across different levels of realism in the object images. The Bayesian model provides a particularly simple account of memory colour effects, capturing some of the multiple sources of variation of these effects.
A Bayesian Model of the Memory Colour Effect
Olkkonen, Maria; Gegenfurtner, Karl R.
2018-01-01
According to the memory colour effect, the colour of a colour-diagnostic object is not perceived independently of the object itself. Instead, it has been shown through an achromatic adjustment method that colour-diagnostic objects still appear slightly in their typical colour, even when they are colourimetrically grey. Bayesian models provide a promising approach to capture the effect of prior knowledge on colour perception and to link these effects to more general effects of cue integration. Here, we model memory colour effects using prior knowledge about typical colours as priors for the grey adjustments in a Bayesian model. This simple model does not involve any fitting of free parameters. The Bayesian model roughly captured the magnitude of the measured memory colour effect for photographs of objects. To some extent, the model predicted observed differences in memory colour effects across objects. The model could not account for the differences in memory colour effects across different levels of realism in the object images. The Bayesian model provides a particularly simple account of memory colour effects, capturing some of the multiple sources of variation of these effects. PMID:29760874
Robinson, Orin J.; McGowan, Conor P.; Devers, Patrick K.
2017-01-01
Density dependence regulates populations of many species across all taxonomic groups. Understanding density dependence is vital for predicting the effects of climate, habitat loss and/or management actions on wild populations. Migratory species likely experience seasonal changes in the relative influence of density dependence on population processes such as survival and recruitment throughout the annual cycle. These effects must be accounted for when characterizing migratory populations via population models.To evaluate effects of density on seasonal survival and recruitment of a migratory species, we used an existing full annual cycle model framework for American black ducks Anas rubripes, and tested different density effects (including no effects) on survival and recruitment. We then used a Bayesian model weight updating routine to determine which population model best fit observed breeding population survey data between 1990 and 2014.The models that best fit the survey data suggested that survival and recruitment were affected by density dependence and that density effects were stronger on adult survival during the breeding season than during the non-breeding season.Analysis also suggests that regulation of survival and recruitment by density varied over time. Our results showed that different characterizations of density regulations changed every 8–12 years (three times in the 25-year period) for our population.Synthesis and applications. Using a full annual cycle, modelling framework and model weighting routine will be helpful in evaluating density dependence for migratory species in both the short and long term. We used this method to disentangle the seasonal effects of density on the continental American black duck population which will allow managers to better evaluate the effects of habitat loss and potential habitat management actions throughout the annual cycle. The method here may allow researchers to hone in on the proper form and/or strength of density dependence for use in models for conservation recommendations.
Using Bayesian Networks to Improve Knowledge Assessment
ERIC Educational Resources Information Center
Millan, Eva; Descalco, Luis; Castillo, Gladys; Oliveira, Paula; Diogo, Sandra
2013-01-01
In this paper, we describe the integration and evaluation of an existing generic Bayesian student model (GBSM) into an existing computerized testing system within the Mathematics Education Project (PmatE--Projecto Matematica Ensino) of the University of Aveiro. This generic Bayesian student model had been previously evaluated with simulated…
Bayesian Posterior Odds Ratios: Statistical Tools for Collaborative Evaluations
ERIC Educational Resources Information Center
Hicks, Tyler; Rodríguez-Campos, Liliana; Choi, Jeong Hoon
2018-01-01
To begin statistical analysis, Bayesians quantify their confidence in modeling hypotheses with priors. A prior describes the probability of a certain modeling hypothesis apart from the data. Bayesians should be able to defend their choice of prior to a skeptical audience. Collaboration between evaluators and stakeholders could make their choices…
Bayesian inference based on stationary Fokker-Planck sampling.
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.
pytc: Open-Source Python Software for Global Analyses of Isothermal Titration Calorimetry Data.
Duvvuri, Hiranmayi; Wheeler, Lucas C; Harms, Michael J
2018-05-08
Here we describe pytc, an open-source Python package for global fits of thermodynamic models to multiple isothermal titration calorimetry experiments. Key features include simplicity, the ability to implement new thermodynamic models, a robust maximum likelihood fitter, a fast Bayesian Markov-Chain Monte Carlo sampler, rigorous implementation, extensive documentation, and full cross-platform compatibility. pytc fitting can be done using an application program interface or via a graphical user interface. It is available for download at https://github.com/harmslab/pytc .
BCM: toolkit for Bayesian analysis of Computational Models using samplers.
Thijssen, Bram; Dijkstra, Tjeerd M H; Heskes, Tom; Wessels, Lodewyk F A
2016-10-21
Computational models in biology are characterized by a large degree of uncertainty. This uncertainty can be analyzed with Bayesian statistics, however, the sampling algorithms that are frequently used for calculating Bayesian statistical estimates are computationally demanding, and each algorithm has unique advantages and disadvantages. It is typically unclear, before starting an analysis, which algorithm will perform well on a given computational model. We present BCM, a toolkit for the Bayesian analysis of Computational Models using samplers. It provides efficient, multithreaded implementations of eleven algorithms for sampling from posterior probability distributions and for calculating marginal likelihoods. BCM includes tools to simplify the process of model specification and scripts for visualizing the results. The flexible architecture allows it to be used on diverse types of biological computational models. In an example inference task using a model of the cell cycle based on ordinary differential equations, BCM is significantly more efficient than existing software packages, allowing more challenging inference problems to be solved. BCM represents an efficient one-stop-shop for computational modelers wishing to use sampler-based Bayesian statistics.
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.
Robust constraint on cosmic textures from the cosmic microwave background.
Feeney, Stephen M; Johnson, Matthew C; Mortlock, Daniel J; Peiris, Hiranya V
2012-06-15
Fluctuations in the cosmic microwave background (CMB) contain information which has been pivotal in establishing the current cosmological model. These data can also be used to test well-motivated additions to this model, such as cosmic textures. Textures are a type of topological defect that can be produced during a cosmological phase transition in the early Universe, and which leave characteristic hot and cold spots in the CMB. We apply bayesian methods to carry out a rigorous test of the texture hypothesis, using full-sky data from the Wilkinson Microwave Anisotropy Probe. We conclude that current data do not warrant augmenting the standard cosmological model with textures. We rule out at 95% confidence models that predict more than 6 detectable cosmic textures on the full sky.
Bayesian data analysis in population ecology: motivations, methods, and benefits
Dorazio, Robert
2016-01-01
During the 20th century ecologists largely relied on the frequentist system of inference for the analysis of their data. However, in the past few decades ecologists have become increasingly interested in the use of Bayesian methods of data analysis. In this article I provide guidance to ecologists who would like to decide whether Bayesian methods can be used to improve their conclusions and predictions. I begin by providing a concise summary of Bayesian methods of analysis, including a comparison of differences between Bayesian and frequentist approaches to inference when using hierarchical models. Next I provide a list of problems where Bayesian methods of analysis may arguably be preferred over frequentist methods. These problems are usually encountered in analyses based on hierarchical models of data. I describe the essentials required for applying modern methods of Bayesian computation, and I use real-world examples to illustrate these methods. I conclude by summarizing what I perceive to be the main strengths and weaknesses of using Bayesian methods to solve ecological inference problems.
[Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model].
Gao, W L; Lin, H; Liu, X N; Ren, X W; Li, J S; Shen, X P; Zhu, S L
2017-03-10
To evaluate the estimation of prevalence ratio ( PR ) by using bayesian log-binomial regression model and its application, we estimated the PR of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea in their infants by using bayesian log-binomial regression model in Openbugs software. The results showed that caregivers' recognition of infant' s risk signs of diarrhea was associated significantly with a 13% increase of medical care-seeking. Meanwhile, we compared the differences in PR 's point estimation and its interval estimation of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea and convergence of three models (model 1: not adjusting for the covariates; model 2: adjusting for duration of caregivers' education, model 3: adjusting for distance between village and township and child month-age based on model 2) between bayesian log-binomial regression model and conventional log-binomial regression model. The results showed that all three bayesian log-binomial regression models were convergence and the estimated PRs were 1.130(95 %CI : 1.005-1.265), 1.128(95 %CI : 1.001-1.264) and 1.132(95 %CI : 1.004-1.267), respectively. Conventional log-binomial regression model 1 and model 2 were convergence and their PRs were 1.130(95 % CI : 1.055-1.206) and 1.126(95 % CI : 1.051-1.203), respectively, but the model 3 was misconvergence, so COPY method was used to estimate PR , which was 1.125 (95 %CI : 1.051-1.200). In addition, the point estimation and interval estimation of PRs from three bayesian log-binomial regression models differed slightly from those of PRs from conventional log-binomial regression model, but they had a good consistency in estimating PR . Therefore, bayesian log-binomial regression model can effectively estimate PR with less misconvergence and have more advantages in application compared with conventional log-binomial regression model.
ERIC Educational Resources Information Center
Hsieh, Chueh-An; Maier, Kimberly S.
2009-01-01
The capacity of Bayesian methods in estimating complex statistical models is undeniable. Bayesian data analysis is seen as having a range of advantages, such as an intuitive probabilistic interpretation of the parameters of interest, the efficient incorporation of prior information to empirical data analysis, model averaging and model selection.…
NASA Astrophysics Data System (ADS)
Piecuch, C. G.; Huybers, P. J.; Tingley, M.
2016-12-01
Sea level observations from coastal tide gauges are some of the longest instrumental records of the ocean. However, these data can be noisy, biased, and gappy, featuring missing values, and reflecting land motion and local effects. Coping with these issues in a formal manner is a challenging task. Some studies use Bayesian approaches to estimate sea level from tide gauge records, making inference probabilistically. Such methods are typically empirically Bayesian in nature: model parameters are treated as known and assigned point values. But, in reality, parameters are not perfectly known. Empirical Bayes methods thus neglect a potentially important source of uncertainty, and so may overestimate the precision (i.e., underestimate the uncertainty) of sea level estimates. We consider whether empirical Bayes methods underestimate uncertainty in sea level from tide gauge data, comparing to a full Bayes method that treats parameters as unknowns to be solved for along with the sea level field. We develop a hierarchical algorithm that we apply to tide gauge data on the North American northeast coast over 1893-2015. The algorithm is run in full Bayes mode, solving for the sea level process and parameters, and in empirical mode, solving only for the process using fixed parameter values. Error bars on sea level from the empirical method are smaller than from the full Bayes method, and the relative discrepancies increase with time; the 95% credible interval on sea level values from the empirical Bayes method in 1910 and 2010 is 23% and 56% narrower, respectively, than from the full Bayes approach. To evaluate the representativeness of the credible intervals, empirical Bayes and full Bayes methods are applied to corrupted data of a known surrogate field. Using rank histograms to evaluate the solutions, we find that the full Bayes method produces generally reliable error bars, whereas the empirical Bayes method gives too-narrow error bars, such that the 90% credible interval only encompasses 70% of true process values. Results demonstrate that parameter uncertainty is an important source of process uncertainty, and advocate for the fully Bayesian treatment of tide gauge records in ocean circulation and climate studies.
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 model selection: Evidence estimation based on DREAM simulation and bridge sampling
NASA Astrophysics Data System (ADS)
Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.
2017-04-01
Bayesian inference has found widespread application in Earth and Environmental Systems Modeling, providing an effective tool for prediction, data assimilation, parameter estimation, uncertainty analysis and hypothesis testing. Under multiple competing hypotheses, the Bayesian approach also provides an attractive alternative to traditional information criteria (e.g. AIC, BIC) for model selection. The key variable for Bayesian model selection is the evidence (or marginal likelihood) that is the normalizing constant in the denominator of Bayes theorem; while it is fundamental for model selection, the evidence is not required for Bayesian inference. It is computed for each hypothesis (model) by averaging the likelihood function over the prior parameter distribution, rather than maximizing it as by information criteria; the larger a model evidence the more support it receives among a collection of hypothesis as the simulated values assign relatively high probability density to the observed data. Hence, the evidence naturally acts as an Occam's razor, preferring simpler and more constrained models against the selection of over-fitted ones by information criteria that incorporate only the likelihood maximum. Since it is not particularly easy to estimate the evidence in practice, Bayesian model selection via the marginal likelihood has not yet found mainstream use. We illustrate here the properties of a new estimator of the Bayesian model evidence, which provides robust and unbiased estimates of the marginal likelihood; the method is coined Gaussian Mixture Importance Sampling (GMIS). GMIS uses multidimensional numerical integration of the posterior parameter distribution via bridge sampling (a generalization of importance sampling) of a mixture distribution fitted to samples of the posterior distribution derived from the DREAM algorithm (Vrugt et al., 2008; 2009). Some illustrative examples are presented to show the robustness and superiority of the GMIS estimator with respect to other commonly used approaches in the literature.
Dynamic Bayesian network modeling for longitudinal brain morphometry
Chen, Rong; Resnick, Susan M; Davatzikos, Christos; Herskovits, Edward H
2011-01-01
Identifying interactions among brain regions from structural magnetic-resonance images presents one of the major challenges in computational neuroanatomy. We propose a Bayesian data-mining approach to the detection of longitudinal morphological changes in the human brain. Our method uses a dynamic Bayesian network to represent evolving inter-regional dependencies. The major advantage of dynamic Bayesian network modeling is that it can represent complicated interactions among temporal processes. We validated our approach by analyzing a simulated atrophy study, and found that this approach requires only a small number of samples to detect the ground-truth temporal model. We further applied dynamic Bayesian network modeling to a longitudinal study of normal aging and mild cognitive impairment — the Baltimore Longitudinal Study of Aging. We found that interactions among regional volume-change rates for the mild cognitive impairment group are different from those for the normal-aging group. PMID:21963916
Variational learning and bits-back coding: an information-theoretic view to Bayesian learning.
Honkela, Antti; Valpola, Harri
2004-07-01
The bits-back coding first introduced by Wallace in 1990 and later by Hinton and van Camp in 1993 provides an interesting link between Bayesian learning and information-theoretic minimum-description-length (MDL) learning approaches. The bits-back coding allows interpreting the cost function used in the variational Bayesian method called ensemble learning as a code length in addition to the Bayesian view of misfit of the posterior approximation and a lower bound of model evidence. Combining these two viewpoints provides interesting insights to the learning process and the functions of different parts of the model. In this paper, the problem of variational Bayesian learning of hierarchical latent variable models is used to demonstrate the benefits of the two views. The code-length interpretation provides new views to many parts of the problem such as model comparison and pruning and helps explain many phenomena occurring in learning.
Bayesian functional integral method for inferring continuous data from discrete measurements.
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.
Additive Genetic Variability and the Bayesian Alphabet
Gianola, Daniel; de los Campos, Gustavo; Hill, William G.; Manfredi, Eduardo; Fernando, Rohan
2009-01-01
The use of all available molecular markers in statistical models for prediction of quantitative traits has led to what could be termed a genomic-assisted selection paradigm in animal and plant breeding. This article provides a critical review of some theoretical and statistical concepts in the context of genomic-assisted genetic evaluation of animals and crops. First, relationships between the (Bayesian) variance of marker effects in some regression models and additive genetic variance are examined under standard assumptions. Second, the connection between marker genotypes and resemblance between relatives is explored, and linkages between a marker-based model and the infinitesimal model are reviewed. Third, issues associated with the use of Bayesian models for marker-assisted selection, with a focus on the role of the priors, are examined from a theoretical angle. The sensitivity of a Bayesian specification that has been proposed (called “Bayes A”) with respect to priors is illustrated with a simulation. Methods that can solve potential shortcomings of some of these Bayesian regression procedures are discussed briefly. PMID:19620397
NASA Astrophysics Data System (ADS)
Plant, N. G.; Thieler, E. R.; Gutierrez, B.; Lentz, E. E.; Zeigler, S. L.; Van Dongeren, A.; Fienen, M. N.
2016-12-01
We evaluate the strengths and weaknesses of Bayesian networks that have been used to address scientific and decision-support questions related to coastal geomorphology. We will provide an overview of coastal geomorphology research that has used Bayesian networks and describe what this approach can do and when it works (or fails to work). Over the past decade, Bayesian networks have been formulated to analyze the multi-variate structure and evolution of coastal morphology and associated human and ecological impacts. The approach relates observable system variables to each other by estimating discrete correlations. The resulting Bayesian-networks make predictions that propagate errors, conduct inference via Bayes rule, or both. In scientific applications, the model results are useful for hypothesis testing, using confidence estimates to gage the strength of tests while applications to coastal resource management are aimed at decision-support, where the probabilities of desired ecosystems outcomes are evaluated. The range of Bayesian-network applications to coastal morphology includes emulation of high-resolution wave transformation models to make oceanographic predictions, morphologic response to storms and/or sea-level rise, groundwater response to sea-level rise and morphologic variability, habitat suitability for endangered species, and assessment of monetary or human-life risk associated with storms. All of these examples are based on vast observational data sets, numerical model output, or both. We will discuss the progression of our experiments, which has included testing whether the Bayesian-network approach can be implemented and is appropriate for addressing basic and applied scientific problems and evaluating the hindcast and forecast skill of these implementations. We will present and discuss calibration/validation tests that are used to assess the robustness of Bayesian-network models and we will compare these results to tests of other models. This will demonstrate how Bayesian networks are used to extract new insights about coastal morphologic behavior, assess impacts to societal and ecological systems, and communicate probabilistic predictions to decision makers.
NASA 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
A comment on priors for Bayesian occupancy models.
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.
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
Bayesian estimation inherent in a Mexican-hat-type neural network
NASA Astrophysics Data System (ADS)
Takiyama, Ken
2016-05-01
Brain functions, such as perception, motor control and learning, and decision making, have been explained based on a Bayesian framework, i.e., to decrease the effects of noise inherent in the human nervous system or external environment, our brain integrates sensory and a priori information in a Bayesian optimal manner. However, it remains unclear how Bayesian computations are implemented in the brain. Herein, I address this issue by analyzing a Mexican-hat-type neural network, which was used as a model of the visual cortex, motor cortex, and prefrontal cortex. I analytically demonstrate that the dynamics of an order parameter in the model corresponds exactly to a variational inference of a linear Gaussian state-space model, a Bayesian estimation, when the strength of recurrent synaptic connectivity is appropriately stronger than that of an external stimulus, a plausible condition in the brain. This exact correspondence can reveal the relationship between the parameters in the Bayesian estimation and those in the neural network, providing insight for understanding brain functions.
Inflation model selection meets dark radiation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tram, Thomas; Vallance, Robert; Vennin, Vincent, E-mail: thomas.tram@port.ac.uk, E-mail: robert.vallance@student.manchester.ac.uk, E-mail: vincent.vennin@port.ac.uk
2017-01-01
We investigate how inflation model selection is affected by the presence of additional free-streaming relativistic degrees of freedom, i.e. dark radiation. We perform a full Bayesian analysis of both inflation parameters and cosmological parameters taking reheating into account self-consistently. We compute the Bayesian evidence for a few representative inflation scenarios in both the standard ΛCDM model and an extension including dark radiation parametrised by its effective number of relativistic species N {sub eff}. Using a minimal dataset (Planck low-ℓ polarisation, temperature power spectrum and lensing reconstruction), we find that the observational status of most inflationary models is unchanged. The exceptionsmore » are potentials such as power-law inflation that predict large values for the scalar spectral index that can only be realised when N {sub eff} is allowed to vary. Adding baryon acoustic oscillations data and the B-mode data from BICEP2/Keck makes power-law inflation disfavoured, while adding local measurements of the Hubble constant H {sub 0} makes power-law inflation slightly favoured compared to the best single-field plateau potentials. This illustrates how the dark radiation solution to the H {sub 0} tension would have deep consequences for inflation model selection.« less
A Bayesian mixture model for missing data in marine mammal growth analysis
Shotwell, Mary E.; McFee, Wayne E.; Slate, Elizabeth H.
2016-01-01
Much of what is known about bottle nose dolphin (Tursiops truncatus) anatomy and physiology is based on necropsies from stranding events. Measurements of total body length, total body mass, and age are used to estimate growth. It is more feasible to retrieve and transport smaller animals for total body mass measurement than larger animals, introducing a systematic bias in sampling. Adverse weather events, volunteer availability, and other unforeseen circumstances also contribute to incomplete measurement. We have developed a Bayesian mixture model to describe growth in detected stranded animals using data from both those that are fully measured and those not fully measured. Our approach uses a shared random effect to link the missingness mechanism (i.e. full/partial measurement) to distinct growth curves in the fully and partially measured populations, thereby enabling drawing of strength for estimation. We use simulation to compare our model to complete case analysis and two common multiple imputation methods according to model mean square error. Results indicate that our mixture model provides better fit both when the two populations are present and when they are not. The feasibility and utility of our new method is demonstrated by application to South Carolina strandings data. PMID:28503080
Model-based Clustering of Categorical Time Series with Multinomial Logit Classification
NASA Astrophysics Data System (ADS)
Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Winter-Ebmer, Rudolf; Weber, Andrea
2010-09-01
A common problem in many areas of applied statistics is to identify groups of similar time series in a panel of time series. However, distance-based clustering methods cannot easily be extended to time series data, where an appropriate distance-measure is rather difficult to define, particularly for discrete-valued time series. Markov chain clustering, proposed by Pamminger and Frühwirth-Schnatter [6], is an approach for clustering discrete-valued time series obtained by observing a categorical variable with several states. This model-based clustering method is based on finite mixtures of first-order time-homogeneous Markov chain models. In order to further explain group membership we present an extension to the approach of Pamminger and Frühwirth-Schnatter [6] by formulating a probabilistic model for the latent group indicators within the Bayesian classification rule by using a multinomial logit model. The parameters are estimated for a fixed number of clusters within a Bayesian framework using an Markov chain Monte Carlo (MCMC) sampling scheme representing a (full) Gibbs-type sampler which involves only draws from standard distributions. Finally, an application to a panel of Austrian wage mobility data is presented which leads to an interesting segmentation of the Austrian labour market.
2016-10-01
and implementation of embedded, adaptive feedback and performance assessment. The investigators also initiated work designing a Bayesian Belief ...training; Teamwork; Adaptive performance; Leadership; Simulation; Modeling; Bayesian belief networks (BBN) 16. SECURITY CLASSIFICATION OF: 17. LIMITATION...Trauma teams Team training Teamwork Adaptability Adaptive performance Leadership Simulation Modeling Bayesian belief networks (BBN) 6
ERIC Educational Resources Information Center
West, Patti; Rutstein, Daisy Wise; Mislevy, Robert J.; Liu, Junhui; Choi, Younyoung; Levy, Roy; Crawford, Aaron; DiCerbo, Kristen E.; Chappel, Kristina; Behrens, John T.
2010-01-01
A major issue in the study of learning progressions (LPs) is linking student performance on assessment tasks to the progressions. This report describes the challenges faced in making this linkage using Bayesian networks to model LPs in the field of computer networking. The ideas are illustrated with exemplar Bayesian networks built on Cisco…
Bayesian assessment of the expected data impact on prediction confidence in optimal sampling design
NASA Astrophysics Data System (ADS)
Leube, P. C.; Geiges, A.; Nowak, W.
2012-02-01
Incorporating hydro(geo)logical data, such as head and tracer data, into stochastic models of (subsurface) flow and transport helps to reduce prediction uncertainty. Because of financial limitations for investigation campaigns, information needs toward modeling or prediction goals should be satisfied efficiently and rationally. Optimal design techniques find the best one among a set of investigation strategies. They optimize the expected impact of data on prediction confidence or related objectives prior to data collection. We introduce a new optimal design method, called PreDIA(gnosis) (Preposterior Data Impact Assessor). PreDIA derives the relevant probability distributions and measures of data utility within a fully Bayesian, generalized, flexible, and accurate framework. It extends the bootstrap filter (BF) and related frameworks to optimal design by marginalizing utility measures over the yet unknown data values. PreDIA is a strictly formal information-processing scheme free of linearizations. It works with arbitrary simulation tools, provides full flexibility concerning measurement types (linear, nonlinear, direct, indirect), allows for any desired task-driven formulations, and can account for various sources of uncertainty (e.g., heterogeneity, geostatistical assumptions, boundary conditions, measurement values, model structure uncertainty, a large class of model errors) via Bayesian geostatistics and model averaging. Existing methods fail to simultaneously provide these crucial advantages, which our method buys at relatively higher-computational costs. We demonstrate the applicability and advantages of PreDIA over conventional linearized methods in a synthetic example of subsurface transport. In the example, we show that informative data is often invisible for linearized methods that confuse zero correlation with statistical independence. Hence, PreDIA will often lead to substantially better sampling designs. Finally, we extend our example to specifically highlight the consideration of conceptual model uncertainty.
Guo, Yanyong; Li, Zhibin; Wu, Yao; Xu, Chengcheng
2018-06-01
Bicyclists running the red light at crossing facilities increase the potential of colliding with motor vehicles. Exploring the contributing factors could improve the prediction of running red-light probability and develop countermeasures to reduce such behaviors. However, individuals could have unobserved heterogeneities in running a red light, which make the accurate prediction more challenging. Traditional models assume that factor parameters are fixed and cannot capture the varying impacts on red-light running behaviors. In this study, we employed the full Bayesian random parameters logistic regression approach to account for the unobserved heterogeneous effects. Two types of crossing facilities were considered which were the signalized intersection crosswalks and the road segment crosswalks. Electric and conventional bikes were distinguished in the modeling. Data were collected from 16 crosswalks in urban area of Nanjing, China. Factors such as individual characteristics, road geometric design, environmental features, and traffic variables were examined. Model comparison indicates that the full Bayesian random parameters logistic regression approach is statistically superior to the standard logistic regression model. More red-light runners are predicted at signalized intersection crosswalks than at road segment crosswalks. Factors affecting red-light running behaviors are gender, age, bike type, road width, presence of raised median, separation width, signal type, green ratio, bike and vehicle volume, and average vehicle speed. Factors associated with the unobserved heterogeneity are gender, bike type, signal type, separation width, and bike volume. Copyright © 2018 Elsevier Ltd. All rights reserved.
Nonparametric Bayesian Modeling for Automated Database Schema Matching
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ferragut, Erik M; Laska, Jason A
2015-01-01
The problem of merging databases arises in many government and commercial applications. Schema matching, a common first step, identifies equivalent fields between databases. We introduce a schema matching framework that builds nonparametric Bayesian models for each field and compares them by computing the probability that a single model could have generated both fields. Our experiments show that our method is more accurate and faster than the existing instance-based matching algorithms in part because of the use of nonparametric Bayesian models.
Development of dynamic Bayesian models for web application test management
NASA Astrophysics Data System (ADS)
Azarnova, T. V.; Polukhin, P. V.; Bondarenko, Yu V.; Kashirina, I. L.
2018-03-01
The mathematical apparatus of dynamic Bayesian networks is an effective and technically proven tool that can be used to model complex stochastic dynamic processes. According to the results of the research, mathematical models and methods of dynamic Bayesian networks provide a high coverage of stochastic tasks associated with error testing in multiuser software products operated in a dynamically changing environment. Formalized representation of the discrete test process as a dynamic Bayesian model allows us to organize the logical connection between individual test assets for multiple time slices. This approach gives an opportunity to present testing as a discrete process with set structural components responsible for the generation of test assets. Dynamic Bayesian network-based models allow us to combine in one management area individual units and testing components with different functionalities and a direct influence on each other in the process of comprehensive testing of various groups of computer bugs. The application of the proposed models provides an opportunity to use a consistent approach to formalize test principles and procedures, methods used to treat situational error signs, and methods used to produce analytical conclusions based on test results.
NASA Astrophysics Data System (ADS)
Kim, Seongryong; Tkalčić, Hrvoje; Mustać, Marija; Rhie, Junkee; Ford, Sean
2016-04-01
A framework is presented within which we provide rigorous estimations for seismic sources and structures in the Northeast Asia. We use Bayesian inversion methods, which enable statistical estimations of models and their uncertainties based on data information. Ambiguities in error statistics and model parameterizations are addressed by hierarchical and trans-dimensional (trans-D) techniques, which can be inherently implemented in the Bayesian inversions. Hence reliable estimation of model parameters and their uncertainties is possible, thus avoiding arbitrary regularizations and parameterizations. Hierarchical and trans-D inversions are performed to develop a three-dimensional velocity model using ambient noise data. To further improve the model, we perform joint inversions with receiver function data using a newly developed Bayesian method. For the source estimation, a novel moment tensor inversion method is presented and applied to regional waveform data of the North Korean nuclear explosion tests. By the combination of new Bayesian techniques and the structural model, coupled with meaningful uncertainties related to each of the processes, more quantitative monitoring and discrimination of seismic events is possible.
Bayesian Models Leveraging Bioactivity and Cytotoxicity Information for Drug Discovery
Ekins, Sean; Reynolds, Robert C.; Kim, Hiyun; Koo, Mi-Sun; Ekonomidis, Marilyn; Talaue, Meliza; Paget, Steve D.; Woolhiser, Lisa K.; Lenaerts, Anne J.; Bunin, Barry A.; Connell, Nancy; Freundlich, Joel S.
2013-01-01
SUMMARY Identification of unique leads represents a significant challenge in drug discovery. This hurdle is magnified in neglected diseases such as tuberculosis. We have leveraged public high-throughput screening (HTS) data, to experimentally validate virtual screening approach employing Bayesian models built with bioactivity information (single-event model) as well as bioactivity and cytotoxicity information (dual-event model). We virtually screen a commercial library and experimentally confirm actives with hit rates exceeding typical HTS results by 1-2 orders of magnitude. The first dual-event Bayesian model identified compounds with antitubercular whole-cell activity and low mammalian cell cytotoxicity from a published set of antimalarials. The most potent hit exhibits the in vitro activity and in vitro/in vivo safety profile of a drug lead. These Bayesian models offer significant economies in time and cost to drug discovery. PMID:23521795
Bayesian data analysis for newcomers.
Kruschke, John K; Liddell, Torrin M
2018-02-01
This article explains the foundational concepts of Bayesian data analysis using virtually no mathematical notation. Bayesian ideas already match your intuitions from everyday reasoning and from traditional data analysis. Simple examples of Bayesian data analysis are presented that illustrate how the information delivered by a Bayesian analysis can be directly interpreted. Bayesian approaches to null-value assessment are discussed. The article clarifies misconceptions about Bayesian methods that newcomers might have acquired elsewhere. We discuss prior distributions and explain how they are not a liability but an important asset. We discuss the relation of Bayesian data analysis to Bayesian models of mind, and we briefly discuss what methodological problems Bayesian data analysis is not meant to solve. After you have read this article, you should have a clear sense of how Bayesian data analysis works and the sort of information it delivers, and why that information is so intuitive and useful for drawing conclusions from data.
Bayesian integration and non-linear feedback control in a full-body motor task.
Stevenson, Ian H; Fernandes, Hugo L; Vilares, Iris; Wei, Kunlin; Körding, Konrad P
2009-12-01
A large number of experiments have asked to what degree human reaching movements can be understood as being close to optimal in a statistical sense. However, little is known about whether these principles are relevant for other classes of movements. Here we analyzed movement in a task that is similar to surfing or snowboarding. Human subjects stand on a force plate that measures their center of pressure. This center of pressure affects the acceleration of a cursor that is displayed in a noisy fashion (as a cloud of dots) on a projection screen while the subject is incentivized to keep the cursor close to a fixed position. We find that salient aspects of observed behavior are well-described by optimal control models where a Bayesian estimation model (Kalman filter) is combined with an optimal controller (either a Linear-Quadratic-Regulator or Bang-bang controller). We find evidence that subjects integrate information over time taking into account uncertainty. However, behavior in this continuous steering task appears to be a highly non-linear function of the visual feedback. While the nervous system appears to implement Bayes-like mechanisms for a full-body, dynamic task, it may additionally take into account the specific costs and constraints of the task.
Isotropy of low redshift type Ia supernovae: A Bayesian analysis
NASA Astrophysics Data System (ADS)
Andrade, U.; Bengaly, C. A. P.; Alcaniz, J. S.; Santos, B.
2018-04-01
The standard cosmology strongly relies upon the cosmological principle, which consists on the hypotheses of large scale isotropy and homogeneity of the Universe. Testing these assumptions is, therefore, crucial to determining if there are deviations from the standard cosmological paradigm. In this paper, we use the latest type Ia supernova compilations, namely JLA and Union2.1 to test the cosmological isotropy at low redshift ranges (z <0.1 ). This is performed through a Bayesian selection analysis, in which we compare the standard, isotropic model, with another one including a dipole correction due to peculiar velocities. The full covariance matrix of SN distance uncertainties are taken into account. We find that the JLA sample favors the standard model, whilst the Union2.1 results are inconclusive, yet the constraints from both compilations are in agreement with previous analyses. We conclude that there is no evidence for a dipole anisotropy from nearby supernova compilations, albeit this test should be greatly improved with the much-improved data sets from upcoming cosmological surveys.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Benetti, Micol; Alcaniz, Jailson S.; Landau, Susana J., E-mail: micolbenetti@on.br, E-mail: slandau@df.uba.ar, E-mail: alcaniz@on.br
The hypothesis of the self-induced collapse of the inflaton wave function was proposed as responsible for the emergence of inhomogeneity and anisotropy at all scales. This proposal was studied within an almost de Sitter space-time approximation for the background, which led to a perfect scale-invariant power spectrum, and also for a quasi-de Sitter background, which allows to distinguish departures from the standard approach due to the inclusion of the collapse hypothesis. In this work we perform a Bayesian model comparison for two different choices of the self-induced collapse in a full quasi-de Sitter expansion scenario. In particular, we analyze themore » possibility of detecting the imprint of these collapse schemes at low multipoles of the anisotropy temperature power spectrum of the Cosmic Microwave Background (CMB) using the most recent data provided by the Planck Collaboration. Our results show that one of the two collapse schemes analyzed provides the same Bayesian evidence of the minimal standard cosmological model ΛCDM, while the other scenario is weakly disfavoured with respect to the standard cosmology.« less
Mapping local and global variability in plant trait distributions
Butler, Ethan E.; Datta, Abhirup; Flores-Moreno, Habacuc; ...
2017-12-01
Accurate trait-environment relationships and global maps of plant trait distributions represent a needed stepping stone in global biogeography and are critical constraints of key parameters for land models. Here, we use a global data set of plant traits to map trait distributions closely coupled to photosynthesis and foliar respiration: specific leaf area (SLA), and dry mass-based concentrations of leaf nitrogen (Nm) and phosphorus (Pm); We propose two models to extrapolate geographically sparse point data to continuous spatial surfaces. The first is a categorical model using species mean trait values, categorized into plant functional types (PFTs) and extrapolating to PFT occurrencemore » ranges identified by remote sensing. The second is a Bayesian spatial model that incorporates information about PFT, location and environmental covariates to estimate trait distributions. Both models are further stratified by varying the number of PFTs; The performance of the models was evaluated based on their explanatory and predictive ability. The Bayesian spatial model leveraging the largest number of PFTs produced the best maps; The interpolation of full trait distributions enables a wider diversity of vegetation to be represented across the land surface. These maps may be used as input to Earth System Models and to evaluate other estimates of functional diversity.« less
Mapping local and global variability in plant trait distributions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Butler, Ethan E.; Datta, Abhirup; Flores-Moreno, Habacuc
Accurate trait-environment relationships and global maps of plant trait distributions represent a needed stepping stone in global biogeography and are critical constraints of key parameters for land models. Here, we use a global data set of plant traits to map trait distributions closely coupled to photosynthesis and foliar respiration: specific leaf area (SLA), and dry mass-based concentrations of leaf nitrogen (Nm) and phosphorus (Pm); We propose two models to extrapolate geographically sparse point data to continuous spatial surfaces. The first is a categorical model using species mean trait values, categorized into plant functional types (PFTs) and extrapolating to PFT occurrencemore » ranges identified by remote sensing. The second is a Bayesian spatial model that incorporates information about PFT, location and environmental covariates to estimate trait distributions. Both models are further stratified by varying the number of PFTs; The performance of the models was evaluated based on their explanatory and predictive ability. The Bayesian spatial model leveraging the largest number of PFTs produced the best maps; The interpolation of full trait distributions enables a wider diversity of vegetation to be represented across the land surface. These maps may be used as input to Earth System Models and to evaluate other estimates of functional diversity.« less
Evaluation of calibration efficacy under different levels of uncertainty
Heo, Yeonsook; Graziano, Diane J.; Guzowski, Leah; ...
2014-06-10
This study examines how calibration performs under different levels of uncertainty in model input data. It specifically assesses the efficacy of Bayesian calibration to enhance the reliability of EnergyPlus model predictions. A Bayesian approach can be used to update uncertain values of parameters, given measured energy-use data, and to quantify the associated uncertainty.We assess the efficacy of Bayesian calibration under a controlled virtual-reality setup, which enables rigorous validation of the accuracy of calibration results in terms of both calibrated parameter values and model predictions. Case studies demonstrate the performance of Bayesian calibration of base models developed from audit data withmore » differing levels of detail in building design, usage, and operation.« less
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...
Universal Darwinism As a Process of Bayesian Inference.
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
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
A Bayesian hierarchical diffusion model decomposition of performance in Approach–Avoidance Tasks
Krypotos, Angelos-Miltiadis; Beckers, Tom; Kindt, Merel; Wagenmakers, Eric-Jan
2015-01-01
Common methods for analysing response time (RT) tasks, frequently used across different disciplines of psychology, suffer from a number of limitations such as the failure to directly measure the underlying latent processes of interest and the inability to take into account the uncertainty associated with each individual's point estimate of performance. Here, we discuss a Bayesian hierarchical diffusion model and apply it to RT data. This model allows researchers to decompose performance into meaningful psychological processes and to account optimally for individual differences and commonalities, even with relatively sparse data. We highlight the advantages of the Bayesian hierarchical diffusion model decomposition by applying it to performance on Approach–Avoidance Tasks, widely used in the emotion and psychopathology literature. Model fits for two experimental data-sets demonstrate that the model performs well. The Bayesian hierarchical diffusion model overcomes important limitations of current analysis procedures and provides deeper insight in latent psychological processes of interest. PMID:25491372
Shen, Yanna; Cooper, Gregory F
2012-09-01
This paper investigates Bayesian modeling of known and unknown causes of events in the context of disease-outbreak detection. We introduce a multivariate Bayesian approach that models multiple evidential features of every person in the population. This approach models and detects (1) known diseases (e.g., influenza and anthrax) by using informative prior probabilities and (2) unknown diseases (e.g., a new, highly contagious respiratory virus that has never been seen before) by using relatively non-informative prior probabilities. We report the results of simulation experiments which support that this modeling method can improve the detection of new disease outbreaks in a population. A contribution of this paper is that it introduces a multivariate Bayesian approach for jointly modeling both known and unknown causes of events. Such modeling has general applicability in domains where the space of known causes is incomplete. Copyright © 2010 Elsevier Ireland Ltd. All rights reserved.
Model Comparison of Bayesian Semiparametric and Parametric Structural Equation Models
ERIC Educational Resources Information Center
Song, Xin-Yuan; Xia, Ye-Mao; Pan, Jun-Hao; Lee, Sik-Yum
2011-01-01
Structural equation models have wide applications. One of the most important issues in analyzing structural equation models is model comparison. This article proposes a Bayesian model comparison statistic, namely the "L[subscript nu]"-measure for both semiparametric and parametric structural equation models. For illustration purposes, we consider…
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.
NASA Astrophysics Data System (ADS)
Mustac, M.; Kim, S.; Tkalcic, H.; Rhie, J.; Chen, Y.; Ford, S. R.; Sebastian, N.
2015-12-01
Conventional approaches to inverse problems suffer from non-linearity and non-uniqueness in estimations of seismic structures and source properties. Estimated results and associated uncertainties are often biased by applied regularizations and additional constraints, which are commonly introduced to solve such problems. Bayesian methods, however, provide statistically meaningful estimations of models and their uncertainties constrained by data information. In addition, hierarchical and trans-dimensional (trans-D) techniques are inherently implemented in the Bayesian framework to account for involved error statistics and model parameterizations, and, in turn, allow more rigorous estimations of the same. Here, we apply Bayesian methods throughout the entire inference process to estimate seismic structures and source properties in Northeast Asia including east China, the Korean peninsula, and the Japanese islands. Ambient noise analysis is first performed to obtain a base three-dimensional (3-D) heterogeneity model using continuous broadband waveforms from more than 300 stations. As for the tomography of surface wave group and phase velocities in the 5-70 s band, we adopt a hierarchical and trans-D Bayesian inversion method using Voronoi partition. The 3-D heterogeneity model is further improved by joint inversions of teleseismic receiver functions and dispersion data using a newly developed high-efficiency Bayesian technique. The obtained model is subsequently used to prepare 3-D structural Green's functions for the source characterization. A hierarchical Bayesian method for point source inversion using regional complete waveform data is applied to selected events from the region. The seismic structure and source characteristics with rigorously estimated uncertainties from the novel Bayesian methods provide enhanced monitoring and discrimination of seismic events in northeast Asia.
Semiparametric Thurstonian Models for Recurrent Choices: A Bayesian Analysis
ERIC Educational Resources Information Center
Ansari, Asim; Iyengar, Raghuram
2006-01-01
We develop semiparametric Bayesian Thurstonian models for analyzing repeated choice decisions involving multinomial, multivariate binary or multivariate ordinal data. Our modeling framework has multiple components that together yield considerable flexibility in modeling preference utilities, cross-sectional heterogeneity and parameter-driven…
ERIC Educational Resources Information Center
Rindskopf, David
2012-01-01
Muthen and Asparouhov (2012) made a strong case for the advantages of Bayesian methodology in factor analysis and structural equation models. I show additional extensions and adaptations of their methods and show how non-Bayesians can take advantage of many (though not all) of these advantages by using interval restrictions on parameters. By…
ERIC Educational Resources Information Center
Marcoulides, Katerina M.
2018-01-01
This study examined the use of Bayesian analysis methods for the estimation of item parameters in a two-parameter logistic item response theory model. Using simulated data under various design conditions with both informative and non-informative priors, the parameter recovery of Bayesian analysis methods were examined. Overall results showed that…
A Bayesian Approach to 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 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…
ERIC Educational Resources Information Center
Sebro, Negusse Yohannes; Goshu, Ayele Taye
2017-01-01
This study aims to explore Bayesian multilevel modeling to investigate variations of average academic achievement of grade eight school students. A sample of 636 students is randomly selected from 26 private and government schools by a two-stage stratified sampling design. Bayesian method is used to estimate the fixed and random effects. Input and…
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…
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.
NASA Technical Reports Server (NTRS)
Buntine, Wray
1991-01-01
Algorithms for learning classification trees have had successes in artificial intelligence and statistics over many years. How a tree learning algorithm can be derived from Bayesian decision theory is outlined. This introduces Bayesian techniques for splitting, smoothing, and tree averaging. The splitting rule turns out to be similar to Quinlan's information gain splitting rule, while smoothing and averaging replace pruning. Comparative experiments with reimplementations of a minimum encoding approach, Quinlan's C4 and Breiman et al. Cart show the full Bayesian algorithm is consistently as good, or more accurate than these other approaches though at a computational price.
Bayesian estimation of differential transcript usage from RNA-seq data.
Papastamoulis, Panagiotis; Rattray, Magnus
2017-11-27
Next generation sequencing allows the identification of genes consisting of differentially expressed transcripts, a term which usually refers to changes in the overall expression level. A specific type of differential expression is differential transcript usage (DTU) and targets changes in the relative within gene expression of a transcript. The contribution of this paper is to: (a) extend the use of cjBitSeq to the DTU context, a previously introduced Bayesian model which is originally designed for identifying changes in overall expression levels and (b) propose a Bayesian version of DRIMSeq, a frequentist model for inferring DTU. cjBitSeq is a read based model and performs fully Bayesian inference by MCMC sampling on the space of latent state of each transcript per gene. BayesDRIMSeq is a count based model and estimates the Bayes Factor of a DTU model against a null model using Laplace's approximation. The proposed models are benchmarked against the existing ones using a recent independent simulation study as well as a real RNA-seq dataset. Our results suggest that the Bayesian methods exhibit similar performance with DRIMSeq in terms of precision/recall but offer better calibration of False Discovery Rate.
Development of uncertainty-based work injury model using Bayesian structural equation modelling.
Chatterjee, Snehamoy
2014-01-01
This paper proposed a Bayesian method-based structural equation model (SEM) of miners' work injury for an underground coal mine in India. The environmental and behavioural variables for work injury were identified and causal relationships were developed. For Bayesian modelling, prior distributions of SEM parameters are necessary to develop the model. In this paper, two approaches were adopted to obtain prior distribution for factor loading parameters and structural parameters of SEM. In the first approach, the prior distributions were considered as a fixed distribution function with specific parameter values, whereas, in the second approach, prior distributions of the parameters were generated from experts' opinions. The posterior distributions of these parameters were obtained by applying Bayesian rule. The Markov Chain Monte Carlo sampling in the form Gibbs sampling was applied for sampling from the posterior distribution. The results revealed that all coefficients of structural and measurement model parameters are statistically significant in experts' opinion-based priors, whereas, two coefficients are not statistically significant when fixed prior-based distributions are applied. The error statistics reveals that Bayesian structural model provides reasonably good fit of work injury with high coefficient of determination (0.91) and less mean squared error as compared to traditional SEM.
BUMPER: the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction
NASA Astrophysics Data System (ADS)
Holden, Phil; Birks, John; Brooks, Steve; Bush, Mark; Hwang, Grace; Matthews-Bird, Frazer; Valencia, Bryan; van Woesik, Robert
2017-04-01
We describe the Bayesian User-friendly Model for Palaeo-Environmental Reconstruction (BUMPER), a Bayesian transfer function for inferring past climate and other environmental variables from microfossil assemblages. The principal motivation for a Bayesian approach is that the palaeoenvironment is treated probabilistically, and can be updated as additional data become available. Bayesian approaches therefore provide a reconstruction-specific quantification of the uncertainty in the data and in the model parameters. BUMPER is fully self-calibrating, straightforward to apply, and computationally fast, requiring 2 seconds to build a 100-taxon model from a 100-site training-set on a standard personal computer. We apply the model's probabilistic framework to generate thousands of artificial training-sets under ideal assumptions. We then use these to demonstrate both the general applicability of the model and the sensitivity of reconstructions to the characteristics of the training-set, considering assemblage richness, taxon tolerances, and the number of training sites. We demonstrate general applicability to real data, considering three different organism types (chironomids, diatoms, pollen) and different reconstructed variables. In all of these applications an identically configured model is used, the only change being the input files that provide the training-set environment and taxon-count data.
Application of bayesian networks to real-time flood risk estimation
NASA Astrophysics Data System (ADS)
Garrote, L.; Molina, M.; Blasco, G.
2003-04-01
This paper presents the application of a computational paradigm taken from the field of artificial intelligence - the bayesian network - to model the behaviour of hydrologic basins during floods. The final goal of this research is to develop representation techniques for hydrologic simulation models in order to define, develop and validate a mechanism, supported by a software environment, oriented to build decision models for the prediction and management of river floods in real time. The emphasis is placed on providing decision makers with tools to incorporate their knowledge of basin behaviour, usually formulated in terms of rainfall-runoff models, in the process of real-time decision making during floods. A rainfall-runoff model is only a step in the process of decision making. If a reliable rainfall forecast is available and the rainfall-runoff model is well calibrated, decisions can be based mainly on model results. However, in most practical situations, uncertainties in rainfall forecasts or model performance have to be incorporated in the decision process. The computation paradigm adopted for the simulation of hydrologic processes is the bayesian network. A bayesian network is a directed acyclic graph that represents causal influences between linked variables. Under this representation, uncertain qualitative variables are related through causal relations quantified with conditional probabilities. The solution algorithm allows the computation of the expected probability distribution of unknown variables conditioned to the observations. An approach to represent hydrologic processes by bayesian networks with temporal and spatial extensions is presented in this paper, together with a methodology for the development of bayesian models using results produced by deterministic hydrologic simulation models
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.
Bayesian Modeling of a Human MMORPG Player
NASA Astrophysics Data System (ADS)
Synnaeve, Gabriel; Bessière, Pierre
2011-03-01
This paper describes an application of Bayesian programming to the control of an autonomous avatar in a multiplayer role-playing game (the example is based on World of Warcraft). We model a particular task, which consists of choosing what to do and to select which target in a situation where allies and foes are present. We explain the model in Bayesian programming and show how we could learn the conditional probabilities from data gathered during human-played sessions.
A comment on priors for Bayesian occupancy models
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
The Bayesian boom: good thing or bad?
Hahn, Ulrike
2014-01-01
A series of high-profile critiques of Bayesian models of cognition have recently sparked controversy. These critiques question the contribution of rational, normative considerations in the study of cognition. The present article takes central claims from these critiques and evaluates them in light of specific models. Closer consideration of actual examples of Bayesian treatments of different cognitive phenomena allows one to defuse these critiques showing that they cannot be sustained across the diversity of applications of the Bayesian framework for cognitive modeling. More generally, there is nothing in the Bayesian framework that would inherently give rise to the deficits that these critiques perceive, suggesting they have been framed at the wrong level of generality. At the same time, the examples are used to demonstrate the different ways in which consideration of rationality uniquely benefits both theory and practice in the study of cognition. PMID:25152738
Calibrating Bayesian Network Representations of Social-Behavioral Models
DOE Office of Scientific and Technical Information (OSTI.GOV)
Whitney, Paul D.; Walsh, Stephen J.
2010-04-08
While human behavior has long been studied, recent and ongoing advances in computational modeling present opportunities for recasting research outcomes in human behavior. In this paper we describe how Bayesian networks can represent outcomes of human behavior research. We demonstrate a Bayesian network that represents political radicalization research – and show a corresponding visual representation of aspects of this research outcome. Since Bayesian networks can be quantitatively compared with external observations, the representation can also be used for empirical assessments of the research which the network summarizes. For a political radicalization model based on published research, we show this empiricalmore » comparison with data taken from the Minorities at Risk Organizational Behaviors database.« less
A comprehensive probabilistic analysis model of oil pipelines network based on Bayesian network
NASA Astrophysics Data System (ADS)
Zhang, C.; Qin, T. X.; Jiang, B.; Huang, C.
2018-02-01
Oil pipelines network is one of the most important facilities of energy transportation. But oil pipelines network accident may result in serious disasters. Some analysis models for these accidents have been established mainly based on three methods, including event-tree, accident simulation and Bayesian network. Among these methods, Bayesian network is suitable for probabilistic analysis. But not all the important influencing factors are considered and the deployment rule of the factors has not been established. This paper proposed a probabilistic analysis model of oil pipelines network based on Bayesian network. Most of the important influencing factors, including the key environment condition and emergency response are considered in this model. Moreover, the paper also introduces a deployment rule for these factors. The model can be used in probabilistic analysis and sensitive analysis of oil pipelines network accident.
Hippert, Henrique S; Taylor, James W
2010-04-01
Artificial neural networks have frequently been proposed for electricity load forecasting because of their capabilities for the nonlinear modelling of large multivariate data sets. Modelling with neural networks is not an easy task though; two of the main challenges are defining the appropriate level of model complexity, and choosing the input variables. This paper evaluates techniques for automatic neural network modelling within a Bayesian framework, as applied to six samples containing daily load and weather data for four different countries. We analyse input selection as carried out by the Bayesian 'automatic relevance determination', and the usefulness of the Bayesian 'evidence' for the selection of the best structure (in terms of number of neurones), as compared to methods based on cross-validation. Copyright 2009 Elsevier Ltd. All rights reserved.
Toribo, S.G.; Gray, B.R.; Liang, S.
2011-01-01
The N-mixture model proposed by Royle in 2004 may be used to approximate the abundance and detection probability of animal species in a given region. In 2006, Royle and Dorazio discussed the advantages of using a Bayesian approach in modelling animal abundance and occurrence using a hierarchical N-mixture model. N-mixture models assume replication on sampling sites, an assumption that may be violated when the site is not closed to changes in abundance during the survey period or when nominal replicates are defined spatially. In this paper, we studied the robustness of a Bayesian approach to fitting the N-mixture model for pseudo-replicated count data. Our simulation results showed that the Bayesian estimates for abundance and detection probability are slightly biased when the actual detection probability is small and are sensitive to the presence of extra variability within local sites.
Bayesian analysis of CCDM models
NASA Astrophysics Data System (ADS)
Jesus, J. F.; Valentim, R.; Andrade-Oliveira, F.
2017-09-01
Creation of Cold Dark Matter (CCDM), in the context of Einstein Field Equations, produces a negative pressure term which can be used to explain the accelerated expansion of the Universe. In this work we tested six different spatially flat models for matter creation using statistical criteria, in light of SNe Ia data: Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC) and Bayesian Evidence (BE). These criteria allow to compare models considering goodness of fit and number of free parameters, penalizing excess of complexity. We find that JO model is slightly favoured over LJO/ΛCDM model, however, neither of these, nor Γ = 3αH0 model can be discarded from the current analysis. Three other scenarios are discarded either because poor fitting or because of the excess of free parameters. A method of increasing Bayesian evidence through reparameterization in order to reducing parameter degeneracy is also developed.
Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.
Sampid, Marius Galabe; Hasim, Haslifah M; Dai, Hongsheng
2018-01-01
In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student's-t innovation, copula functions and extreme value theory. A Bayesian Markov-switching GJR-GARCH(1,1) model that identifies non-constant volatility over time and allows the GARCH parameters to vary over time following a Markov process, is combined with copula functions and EVT to formulate the Bayesian Markov-switching GJR-GARCH(1,1) copula-EVT VaR model, which is then used to forecast the level of risk on financial asset returns. We further propose a new method for threshold selection in EVT analysis, which we term the hybrid method. Empirical and back-testing results show that the proposed VaR models capture VaR reasonably well in periods of calm and in periods of crisis.
Comparing interval estimates for small sample ordinal CFA models
Natesan, Prathiba
2015-01-01
Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research. PMID:26579002
Comparing interval estimates for small sample ordinal CFA models.
Natesan, Prathiba
2015-01-01
Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading. Therefore, editors and policymakers should continue to emphasize the inclusion of interval estimates in research.
Bayesian demography 250 years after Bayes
Bijak, Jakub; Bryant, John
2016-01-01
Bayesian statistics offers an alternative to classical (frequentist) statistics. It is distinguished by its use of probability distributions to describe uncertain quantities, which leads to elegant solutions to many difficult statistical problems. Although Bayesian demography, like Bayesian statistics more generally, is around 250 years old, only recently has it begun to flourish. The aim of this paper is to review the achievements of Bayesian demography, address some misconceptions, and make the case for wider use of Bayesian methods in population studies. We focus on three applications: demographic forecasts, limited data, and highly structured or complex models. The key advantages of Bayesian methods are the ability to integrate information from multiple sources and to describe uncertainty coherently. Bayesian methods also allow for including additional (prior) information next to the data sample. As such, Bayesian approaches are complementary to many traditional methods, which can be productively re-expressed in Bayesian terms. PMID:26902889
Favato, Giampiero; Baio, Gianluca; Capone, Alessandro; Marcellusi, Andrea; Costa, Silvano; Garganese, Giorgia; Picardo, Mauro; Drummond, Mike; Jonsson, Bengt; Scambia, Giovanni; Zweifel, Peter; Mennini, Francesco S
2012-12-01
The development of human papillomavirus (HPV)-related diseases is not understood perfectly and uncertainties associated with commonly utilized probabilistic models must be considered. The study assessed the cost-effectiveness of a quadrivalent-based multicohort HPV vaccination strategy within a Bayesian framework. A full Bayesian multicohort Markov model was used, in which all unknown quantities were associated with suitable probability distributions reflecting the state of currently available knowledge. These distributions were informed by observed data or expert opinion. The model cycle lasted 1 year, whereas the follow-up time horizon was 90 years. Precancerous cervical lesions, cervical cancers, and anogenital warts were considered as outcomes. The base case scenario (2 cohorts of girls aged 12 and 15 y) and other multicohort vaccination strategies (additional cohorts aged 18 and 25 y) were cost-effective, with a discounted cost per quality-adjusted life-year gained that corresponded to €12,013, €13,232, and €15,890 for vaccination programs based on 2, 3, and 4 cohorts, respectively. With multicohort vaccination strategies, the reduction in the number of HPV-related events occurred earlier (range, 3.8-6.4 y) when compared with a single cohort. The analysis of the expected value of information showed that the results of the model were subject to limited uncertainty (cost per patient = €12.6). This methodological approach is designed to incorporate the uncertainty associated with HPV vaccination. Modeling the cost-effectiveness of a multicohort vaccination program with Bayesian statistics confirmed the value for money of quadrivalent-based HPV vaccination. The expected value of information gave the most appropriate and feasible representation of the true value of this program.
Harrison, Jay M; Breeze, Matthew L; Harrigan, George G
2011-08-01
Statistical comparisons of compositional data generated on genetically modified (GM) crops and their near-isogenic conventional (non-GM) counterparts typically rely on classical significance testing. This manuscript presents an introduction to Bayesian methods for compositional analysis along with recommendations for model validation. The approach is illustrated using protein and fat data from two herbicide tolerant GM soybeans (MON87708 and MON87708×MON89788) and a conventional comparator grown in the US in 2008 and 2009. Guidelines recommended by the US Food and Drug Administration (FDA) in conducting Bayesian analyses of clinical studies on medical devices were followed. This study is the first Bayesian approach to GM and non-GM compositional comparisons. The evaluation presented here supports a conclusion that a Bayesian approach to analyzing compositional data can provide meaningful and interpretable results. We further describe the importance of method validation and approaches to model checking if Bayesian approaches to compositional data analysis are to be considered viable by scientists involved in GM research and regulation. Copyright © 2011 Elsevier Inc. All rights reserved.
Lopes, J S; Arenas, M; Posada, D; Beaumont, M A
2014-03-01
The estimation of parameters in molecular evolution may be biased when some processes are not considered. For example, the estimation of selection at the molecular level using codon-substitution models can have an upward bias when recombination is ignored. Here we address the joint estimation of recombination, molecular adaptation and substitution rates from coding sequences using approximate Bayesian computation (ABC). We describe the implementation of a regression-based strategy for choosing subsets of summary statistics for coding data, and show that this approach can accurately infer recombination allowing for intracodon recombination breakpoints, molecular adaptation and codon substitution rates. We demonstrate that our ABC approach can outperform other analytical methods under a variety of evolutionary scenarios. We also show that although the choice of the codon-substitution model is important, our inferences are robust to a moderate degree of model misspecification. In addition, we demonstrate that our approach can accurately choose the evolutionary model that best fits the data, providing an alternative for when the use of full-likelihood methods is impracticable. Finally, we applied our ABC method to co-estimate recombination, substitution and molecular adaptation rates from 24 published human immunodeficiency virus 1 coding data sets.
Context-dependent decision-making: a simple Bayesian model
Lloyd, Kevin; Leslie, David S.
2013-01-01
Many phenomena in animal learning can be explained by a context-learning process whereby an animal learns about different patterns of relationship between environmental variables. Differentiating between such environmental regimes or ‘contexts’ allows an animal to rapidly adapt its behaviour when context changes occur. The current work views animals as making sequential inferences about current context identity in a world assumed to be relatively stable but also capable of rapid switches to previously observed or entirely new contexts. We describe a novel decision-making model in which contexts are assumed to follow a Chinese restaurant process with inertia and full Bayesian inference is approximated by a sequential-sampling scheme in which only a single hypothesis about current context is maintained. Actions are selected via Thompson sampling, allowing uncertainty in parameters to drive exploration in a straightforward manner. The model is tested on simple two-alternative choice problems with switching reinforcement schedules and the results compared with rat behavioural data from a number of T-maze studies. The model successfully replicates a number of important behavioural effects: spontaneous recovery, the effect of partial reinforcement on extinction and reversal, the overtraining reversal effect, and serial reversal-learning effects. PMID:23427101
Context-dependent decision-making: a simple Bayesian model.
Lloyd, Kevin; Leslie, David S
2013-05-06
Many phenomena in animal learning can be explained by a context-learning process whereby an animal learns about different patterns of relationship between environmental variables. Differentiating between such environmental regimes or 'contexts' allows an animal to rapidly adapt its behaviour when context changes occur. The current work views animals as making sequential inferences about current context identity in a world assumed to be relatively stable but also capable of rapid switches to previously observed or entirely new contexts. We describe a novel decision-making model in which contexts are assumed to follow a Chinese restaurant process with inertia and full Bayesian inference is approximated by a sequential-sampling scheme in which only a single hypothesis about current context is maintained. Actions are selected via Thompson sampling, allowing uncertainty in parameters to drive exploration in a straightforward manner. The model is tested on simple two-alternative choice problems with switching reinforcement schedules and the results compared with rat behavioural data from a number of T-maze studies. The model successfully replicates a number of important behavioural effects: spontaneous recovery, the effect of partial reinforcement on extinction and reversal, the overtraining reversal effect, and serial reversal-learning effects.
Semantic Likelihood Models for Bayesian Inference in Human-Robot Interaction
NASA Astrophysics Data System (ADS)
Sweet, Nicholas
Autonomous systems, particularly unmanned aerial systems (UAS), remain limited in au- tonomous capabilities largely due to a poor understanding of their environment. Current sensors simply do not match human perceptive capabilities, impeding progress towards full autonomy. Recent work has shown the value of humans as sources of information within a human-robot team; in target applications, communicating human-generated 'soft data' to autonomous systems enables higher levels of autonomy through large, efficient information gains. This requires development of a 'human sensor model' that allows soft data fusion through Bayesian inference to update the probabilistic belief representations maintained by autonomous systems. Current human sensor models that capture linguistic inputs as semantic information are limited in their ability to generalize likelihood functions for semantic statements: they may be learned from dense data; they do not exploit the contextual information embedded within groundings; and they often limit human input to restrictive and simplistic interfaces. This work provides mechanisms to synthesize human sensor models from constraints based on easily attainable a priori knowledge, develops compression techniques to capture information-dense semantics, and investigates the problem of capturing and fusing semantic information contained within unstructured natural language. A robotic experimental testbed is also developed to validate the above contributions.
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.
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…
XID+: Next generation XID development
NASA Astrophysics Data System (ADS)
Hurley, Peter
2017-04-01
XID+ is a prior-based source extraction tool which carries out photometry in the Herschel SPIRE (Spectral and Photometric Imaging Receiver) maps at the positions of known sources. It uses a probabilistic Bayesian framework that provides a natural framework in which to include prior information, and uses the Bayesian inference tool Stan to obtain the full posterior probability distribution on flux estimates.
Posterior Predictive Model Checking in Bayesian Networks
ERIC Educational Resources Information Center
Crawford, Aaron
2014-01-01
This simulation study compared the utility of various discrepancy measures within a posterior predictive model checking (PPMC) framework for detecting different types of data-model misfit in multidimensional Bayesian network (BN) models. The investigated conditions were motivated by an applied research program utilizing an operational complex…
Metrics for evaluating performance and uncertainty of Bayesian network models
Bruce G. Marcot
2012-01-01
This paper presents a selected set of existing and new metrics for gauging Bayesian network model performance and uncertainty. Selected existing and new metrics are discussed for conducting model sensitivity analysis (variance reduction, entropy reduction, case file simulation); evaluating scenarios (influence analysis); depicting model complexity (numbers of model...
Technical note: Bayesian calibration of dynamic ruminant nutrition models.
Reed, K F; Arhonditsis, G B; France, J; Kebreab, E
2016-08-01
Mechanistic models of ruminant digestion and metabolism have advanced our understanding of the processes underlying ruminant animal physiology. Deterministic modeling practices ignore the inherent variation within and among individual animals and thus have no way to assess how sources of error influence model outputs. We introduce Bayesian calibration of mathematical models to address the need for robust mechanistic modeling tools that can accommodate error analysis by remaining within the bounds of data-based parameter estimation. For the purpose of prediction, the Bayesian approach generates a posterior predictive distribution that represents the current estimate of the value of the response variable, taking into account both the uncertainty about the parameters and model residual variability. Predictions are expressed as probability distributions, thereby conveying significantly more information than point estimates in regard to uncertainty. Our study illustrates some of the technical advantages of Bayesian calibration and discusses the future perspectives in the context of animal nutrition modeling. Copyright © 2016 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.
Bayesian logistic regression approaches to predict incorrect DRG assignment.
Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural
2018-05-07
Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.
Assessment of parametric uncertainty for groundwater reactive transport modeling,
Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun
2014-01-01
The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.
High-Dimensional Bayesian Geostatistics
Banerjee, Sudipto
2017-01-01
With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. This article offers a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as “priors” for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has ~ n floating point operations (flops), where n the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings. PMID:29391920
High-Dimensional Bayesian Geostatistics.
Banerjee, Sudipto
2017-06-01
With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. This article offers a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as "priors" for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has ~ n floating point operations (flops), where n the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings.
A Two-Step Bayesian Approach for Propensity Score Analysis: Simulations and Case Study.
Kaplan, David; Chen, Jianshen
2012-07-01
A two-step Bayesian propensity score approach is introduced that incorporates prior information in the propensity score equation and outcome equation without the problems associated with simultaneous Bayesian propensity score approaches. The corresponding variance estimators are also provided. The two-step Bayesian propensity score is provided for three methods of implementation: propensity score stratification, weighting, and optimal full matching. Three simulation studies and one case study are presented to elaborate the proposed two-step Bayesian propensity score approach. Results of the simulation studies reveal that greater precision in the propensity score equation yields better recovery of the frequentist-based treatment effect. A slight advantage is shown for the Bayesian approach in small samples. Results also reveal that greater precision around the wrong treatment effect can lead to seriously distorted results. However, greater precision around the correct treatment effect parameter yields quite good results, with slight improvement seen with greater precision in the propensity score equation. A comparison of coverage rates for the conventional frequentist approach and proposed Bayesian approach is also provided. The case study reveals that credible intervals are wider than frequentist confidence intervals when priors are non-informative.
Prospective evaluation of a Bayesian model to predict organizational change.
Molfenter, Todd; Gustafson, Dave; Kilo, Chuck; Bhattacharya, Abhik; Olsson, Jesper
2005-01-01
This research examines a subjective Bayesian model's ability to predict organizational change outcomes and sustainability of those outcomes for project teams participating in a multi-organizational improvement collaborative.
Bouhrara, Mustapha; Spencer, Richard G.
2015-01-01
Myelin water fraction (MWF) mapping with magnetic resonance imaging has led to the ability to directly observe myelination and demyelination in both the developing brain and in disease. Multicomponent driven equilibrium single pulse observation of T1 and T2 (mcDESPOT) has been proposed as a rapid approach for multicomponent relaxometry and has been applied to map MWF in human brain. However, even for the simplest two-pool signal model consisting of MWF and non-myelin-associated water, the dimensionality of the parameter space for obtaining MWF estimates remains high. This renders parameter estimation difficult, especially at low-to-moderate signal-to-noise ratios (SNR), due to the presence of local minima and the flatness of the fit residual energy surface used for parameter determination using conventional nonlinear least squares (NLLS)-based algorithms. In this study, we introduce three Bayesian approaches for analysis of the mcDESPOT signal model to determine MWF. Given the high dimensional nature of mcDESPOT signal model, and, thereby, the high dimensional marginalizations over nuisance parameters needed to derive the posterior probability distribution of MWF parameter, the introduced Bayesian analyses use different approaches to reduce the dimensionality of the parameter space. The first approach uses normalization by average signal amplitude, and assumes that noise can be accurately estimated from signal-free regions of the image. The second approach likewise uses average amplitude normalization, but incorporates a full treatment of noise as an unknown variable through marginalization. The third approach does not use amplitude normalization and incorporates marginalization over both noise and signal amplitude. Through extensive Monte Carlo numerical simulations and analysis of in-vivo human brain datasets exhibiting a range of SNR and spatial resolution, we demonstrated the markedly improved accuracy and precision in the estimation of MWF using these Bayesian methods as compared to the stochastic region contraction (SRC) implementation of NLLS. PMID:26499810
NASA Astrophysics Data System (ADS)
Melendez, Jordan; Wesolowski, Sarah; Furnstahl, Dick
2017-09-01
Chiral effective field theory (EFT) predictions are necessarily truncated at some order in the EFT expansion, which induces an error that must be quantified for robust statistical comparisons to experiment. A Bayesian model yields posterior probability distribution functions for these errors based on expectations of naturalness encoded in Bayesian priors and the observed order-by-order convergence pattern of the EFT. As a general example of a statistical approach to truncation errors, the model was applied to chiral EFT for neutron-proton scattering using various semi-local potentials of Epelbaum, Krebs, and Meißner (EKM). Here we discuss how our model can learn correlation information from the data and how to perform Bayesian model checking to validate that the EFT is working as advertised. Supported in part by NSF PHY-1614460 and DOE NUCLEI SciDAC DE-SC0008533.
A FAST BAYESIAN METHOD FOR UPDATING AND FORECASTING HOURLY OZONE LEVELS
A Bayesian hierarchical space-time model is proposed by combining information from real-time ambient AIRNow air monitoring data, and output from a computer simulation model known as the Community Multi-scale Air Quality (Eta-CMAQ) forecast model. A model validation analysis shows...
Bayesian methods for characterizing unknown parameters of material models
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
Bayesian methods in reliability
NASA Astrophysics Data System (ADS)
Sander, P.; Badoux, R.
1991-11-01
The present proceedings from a course on Bayesian methods in reliability encompasses Bayesian statistical methods and their computational implementation, models for analyzing censored data from nonrepairable systems, the traits of repairable systems and growth models, the use of expert judgment, and a review of the problem of forecasting software reliability. Specific issues addressed include the use of Bayesian methods to estimate the leak rate of a gas pipeline, approximate analyses under great prior uncertainty, reliability estimation techniques, and a nonhomogeneous Poisson process. Also addressed are the calibration sets and seed variables of expert judgment systems for risk assessment, experimental illustrations of the use of expert judgment for reliability testing, and analyses of the predictive quality of software-reliability growth models such as the Weibull order statistics.
Bayesian accounts of covert selective attention: A tutorial review.
Vincent, Benjamin T
2015-05-01
Decision making and optimal observer models offer an important theoretical approach to the study of covert selective attention. While their probabilistic formulation allows quantitative comparison to human performance, the models can be complex and their insights are not always immediately apparent. Part 1 establishes the theoretical appeal of the Bayesian approach, and introduces the way in which probabilistic approaches can be applied to covert search paradigms. Part 2 presents novel formulations of Bayesian models of 4 important covert attention paradigms, illustrating optimal observer predictions over a range of experimental manipulations. Graphical model notation is used to present models in an accessible way and Supplementary Code is provided to help bridge the gap between model theory and practical implementation. Part 3 reviews a large body of empirical and modelling evidence showing that many experimental phenomena in the domain of covert selective attention are a set of by-products. These effects emerge as the result of observers conducting Bayesian inference with noisy sensory observations, prior expectations, and knowledge of the generative structure of the stimulus environment.
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
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach.
Duarte, Belmiro P M; Wong, Weng Kee
2015-08-01
This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted.
Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach
Duarte, Belmiro P. M.; Wong, Weng Kee
2014-01-01
Summary This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted. PMID:26512159
A systematic review of Bayesian articles in psychology: The last 25 years.
van de Schoot, Rens; Winter, Sonja D; Ryan, Oisín; Zondervan-Zwijnenburg, Mariëlle; Depaoli, Sarah
2017-06-01
Although the statistical tools most often used by researchers in the field of psychology over the last 25 years are based on frequentist statistics, it is often claimed that the alternative Bayesian approach to statistics is gaining in popularity. In the current article, we investigated this claim by performing the very first systematic review of Bayesian psychological articles published between 1990 and 2015 (n = 1,579). We aim to provide a thorough presentation of the role Bayesian statistics plays in psychology. This historical assessment allows us to identify trends and see how Bayesian methods have been integrated into psychological research in the context of different statistical frameworks (e.g., hypothesis testing, cognitive models, IRT, SEM, etc.). We also describe take-home messages and provide "big-picture" recommendations to the field as Bayesian statistics becomes more popular. Our review indicated that Bayesian statistics is used in a variety of contexts across subfields of psychology and related disciplines. There are many different reasons why one might choose to use Bayes (e.g., the use of priors, estimating otherwise intractable models, modeling uncertainty, etc.). We found in this review that the use of Bayes has increased and broadened in the sense that this methodology can be used in a flexible manner to tackle many different forms of questions. We hope this presentation opens the door for a larger discussion regarding the current state of Bayesian statistics, as well as future trends. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
A Gibbs sampler for Bayesian analysis of site-occupancy data
Dorazio, Robert M.; Rodriguez, Daniel Taylor
2012-01-01
1. A Bayesian analysis of site-occupancy data containing covariates of species occurrence and species detection probabilities is usually completed using Markov chain Monte Carlo methods in conjunction with software programs that can implement those methods for any statistical model, not just site-occupancy models. Although these software programs are quite flexible, considerable experience is often required to specify a model and to initialize the Markov chain so that summaries of the posterior distribution can be estimated efficiently and accurately. 2. As an alternative to these programs, we develop a Gibbs sampler for Bayesian analysis of site-occupancy data that include covariates of species occurrence and species detection probabilities. This Gibbs sampler is based on a class of site-occupancy models in which probabilities of species occurrence and detection are specified as probit-regression functions of site- and survey-specific covariate measurements. 3. To illustrate the Gibbs sampler, we analyse site-occupancy data of the blue hawker, Aeshna cyanea (Odonata, Aeshnidae), a common dragonfly species in Switzerland. Our analysis includes a comparison of results based on Bayesian and classical (non-Bayesian) methods of inference. We also provide code (based on the R software program) for conducting Bayesian and classical analyses of site-occupancy data.
NASA Astrophysics Data System (ADS)
Gogu, C.; Yin, W.; Haftka, R.; Ifju, P.; Molimard, J.; Le Riche, R.; Vautrin, A.
2010-06-01
A major challenge in the identification of material properties is handling different sources of uncertainty in the experiment and the modelling of the experiment for estimating the resulting uncertainty in the identified properties. Numerous improvements in identification methods have provided increasingly accurate estimates of various material properties. However, characterizing the uncertainty in the identified properties is still relatively crude. Different material properties obtained from a single test are not obtained with the same confidence. Typically the highest uncertainty is associated with respect to properties to which the experiment is the most insensitive. In addition, the uncertainty in different properties can be strongly correlated, so that obtaining only variance estimates may be misleading. A possible approach for handling the different sources of uncertainty and estimating the uncertainty in the identified properties is the Bayesian method. This method was introduced in the late 1970s in the context of identification [1] and has been applied since to different problems, notably identification of elastic constants from plate vibration experiments [2]-[4]. The applications of the method to these classical pointwise tests involved only a small number of measurements (typically ten natural frequencies in the previously cited vibration test) which facilitated the application of the Bayesian approach. For identifying elastic constants, full field strain or displacement measurements provide a high number of measured quantities (one measurement per image pixel) and hence a promise of smaller uncertainties in the properties. However, the high number of measurements represents also a major computational challenge in applying the Bayesian approach to full field measurements. To address this challenge we propose an approach based on the proper orthogonal decomposition (POD) of the full fields in order to drastically reduce their dimensionality. POD is based on projecting the full field images on a modal basis, constructed from sample simulations, and which can account for the variations of the full field as the elastic constants and other parameters of interest are varied. The fidelity of the decomposition depends on the number of basis vectors used. Typically even complex fields can be accurately represented with no more than a few dozen modes and for our problem we showed that only four or five modes are sufficient [5]. To further reduce the computational cost of the Bayesian approach we use response surface approximations of the POD coefficients of the fields. We show that 3rd degree polynomial response surface approximations provide a satisfying accuracy. The combination of POD decomposition and response surface methodology allows to bring down the computational time of the Bayesian identification to a few days. The proposed approach is applied to Moiré interferometry full field displacement measurements from a traction experiment on a plate with a hole. The laminate with a layup of [45,- 45,0]s is made out of a Toray® T800/3631 graphite/epoxy prepreg. The measured displacement maps are provided in Figure 1. The mean values of the identified properties joint probability density function are in agreement with previous identifications carried out on the same material. Furthermore the probability density function also provides the coefficient of variation with which the properties are identified as well as the correlations between the various properties. We find that while the longitudinal Young’s modulus is identified with good accuracy (low standard deviation), the Poisson’s ration is identified with much higher uncertainty. Several of the properties are also found to be correlated. The identified uncertainty structure of the elastic constants (i.e. variance co-variance matrix) has potential benefits to reliability analyses, by allowing a more accurate description of the input uncertainty. An additional advantage of the Bayesian approach is that it provides a natural way (in the form of the prior probability density function) for accounting for prior information that may be available on the material properties thought. This is of great interest for reducing the uncertainty on properties that can only be determined with low confidence from the plate with a hole experiment, such as Poisson’s ratio or transverse Young’s modulus in our case.
NASA Astrophysics Data System (ADS)
Taylor, Stephen; Ellis, Justin; Gair, Jonathan
2014-11-01
We describe several new techniques which accelerate Bayesian searches for continuous gravitational-wave emission from supermassive black-hole binaries using pulsar-timing arrays. These techniques mitigate the problematic increase of search dimensionality with the size of the pulsar array which arises from having to include an extra parameter per pulsar as the array is expanded. This extra parameter corresponds to searching over the phase of the gravitational wave as it propagates past each pulsar so that we can coherently include the pulsar term in our search strategies. Our techniques make the analysis tractable with powerful evidence-evaluation packages like MultiNest. We find good agreement of our techniques with the parameter-estimation and Bayes factor evaluation performed with full signal templates and conclude that these techniques make excellent first-cut tools for detection and characterization of continuous gravitational-wave signals with pulsar-timing arrays. Crucially, at low to moderate signal-to-noise ratios the factor by which the analysis is sped up can be ≳100 , permitting rigorous programs of systematic injection and recovery of signals to establish robust detection criteria within a Bayesian formalism.
Baker, Robert L; Leong, Wen Fung; An, Nan; Brock, Marcus T; Rubin, Matthew J; Welch, Stephen; Weinig, Cynthia
2018-02-01
We develop Bayesian function-valued trait models that mathematically isolate genetic mechanisms underlying leaf growth trajectories by factoring out genotype-specific differences in photosynthesis. Remote sensing data can be used instead of leaf-level physiological measurements. Characterizing the genetic basis of traits that vary during ontogeny and affect plant performance is a major goal in evolutionary biology and agronomy. Describing genetic programs that specifically regulate morphological traits can be complicated by genotypic differences in physiological traits. We describe the growth trajectories of leaves using novel Bayesian function-valued trait (FVT) modeling approaches in Brassica rapa recombinant inbred lines raised in heterogeneous field settings. While frequentist approaches estimate parameter values by treating each experimental replicate discretely, Bayesian models can utilize information in the global dataset, potentially leading to more robust trait estimation. We illustrate this principle by estimating growth asymptotes in the face of missing data and comparing heritabilities of growth trajectory parameters estimated by Bayesian and frequentist approaches. Using pseudo-Bayes factors, we compare the performance of an initial Bayesian logistic growth model and a model that incorporates carbon assimilation (A max ) as a cofactor, thus statistically accounting for genotypic differences in carbon resources. We further evaluate two remotely sensed spectroradiometric indices, photochemical reflectance (pri2) and MERIS Terrestrial Chlorophyll Index (mtci) as covariates in lieu of A max , because these two indices were genetically correlated with A max across years and treatments yet allow much higher throughput compared to direct leaf-level gas-exchange measurements. For leaf lengths in uncrowded settings, including A max improves model fit over the initial model. The mtci and pri2 indices also outperform direct A max measurements. Of particular importance for evolutionary biologists and plant breeders, hierarchical Bayesian models estimating FVT parameters improve heritabilities compared to frequentist approaches.
Bayesian Estimation of the Logistic Positive Exponent IRT Model
ERIC Educational Resources Information Center
Bolfarine, Heleno; Bazan, Jorge Luis
2010-01-01
A Bayesian inference approach using Markov Chain Monte Carlo (MCMC) is developed for the logistic positive exponent (LPE) model proposed by Samejima and for a new skewed Logistic Item Response Theory (IRT) model, named Reflection LPE model. Both models lead to asymmetric item characteristic curves (ICC) and can be appropriate because a symmetric…
The Misidentified Identifiability Problem of Bayesian Knowledge Tracing
ERIC Educational Resources Information Center
Doroudi, Shayan; Brunskill, Emma
2017-01-01
In this paper, we investigate two purported problems with Bayesian Knowledge Tracing (BKT), a popular statistical model of student learning: "identifiability" and "semantic model degeneracy." In 2007, Beck and Chang stated that BKT is susceptible to an "identifiability problem"--various models with different…
Common quandaries and their practical solutions in Bayesian network modeling
Bruce G. Marcot
2017-01-01
Use and popularity of Bayesian network (BN) modeling has greatly expanded in recent years, but many common problems remain. Here, I summarize key problems in BN model construction and interpretation,along with suggested practical solutions. Problems in BN model construction include parameterizing probability values, variable definition, complex network structures,...
On the Bayesian Nonparametric Generalization of IRT-Type Models
ERIC Educational Resources Information Center
San Martin, Ernesto; Jara, Alejandro; Rolin, Jean-Marie; Mouchart, Michel
2011-01-01
We study the identification and consistency of Bayesian semiparametric IRT-type models, where the uncertainty on the abilities' distribution is modeled using a prior distribution on the space of probability measures. We show that for the semiparametric Rasch Poisson counts model, simple restrictions ensure the identification of a general…
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.
Nowakowska, Marzena
2017-04-01
The development of the Bayesian logistic regression model classifying the road accident severity is discussed. The already exploited informative priors (method of moments, maximum likelihood estimation, and two-stage Bayesian updating), along with the original idea of a Boot prior proposal, are investigated when no expert opinion has been available. In addition, two possible approaches to updating the priors, in the form of unbalanced and balanced training data sets, are presented. The obtained logistic Bayesian models are assessed on the basis of a deviance information criterion (DIC), highest probability density (HPD) intervals, and coefficients of variation estimated for the model parameters. The verification of the model accuracy has been based on sensitivity, specificity and the harmonic mean of sensitivity and specificity, all calculated from a test data set. The models obtained from the balanced training data set have a better classification quality than the ones obtained from the unbalanced training data set. The two-stage Bayesian updating prior model and the Boot prior model, both identified with the use of the balanced training data set, outperform the non-informative, method of moments, and maximum likelihood estimation prior models. It is important to note that one should be careful when interpreting the parameters since different priors can lead to different models. Copyright © 2017 Elsevier Ltd. All rights reserved.
Bayesian learning and the psychology of rule induction
Endress, Ansgar D.
2014-01-01
In recent years, Bayesian learning models have been applied to an increasing variety of domains. While such models have been criticized on theoretical grounds, the underlying assumptions and predictions are rarely made concrete and tested experimentally. Here, I use Frank and Tenenbaum's (2011) Bayesian model of rule-learning as a case study to spell out the underlying assumptions, and to confront them with the empirical results Frank and Tenenbaum (2011) propose to simulate, as well as with novel experiments. While rule-learning is arguably well suited to rational Bayesian approaches, I show that their models are neither psychologically plausible nor ideal observer models. Further, I show that their central assumption is unfounded: humans do not always preferentially learn more specific rules, but, at least in some situations, those rules that happen to be more salient. Even when granting the unsupported assumptions, I show that all of the experiments modeled by Frank and Tenenbaum (2011) either contradict their models, or have a large number of more plausible interpretations. I provide an alternative account of the experimental data based on simple psychological mechanisms, and show that this account both describes the data better, and is easier to falsify. I conclude that, despite the recent surge in Bayesian models of cognitive phenomena, psychological phenomena are best understood by developing and testing psychological theories rather than models that can be fit to virtually any data. PMID:23454791
Archambeau, Cédric; Verleysen, Michel
2007-01-01
A new variational Bayesian learning algorithm for Student-t mixture models is introduced. This algorithm leads to (i) robust density estimation, (ii) robust clustering and (iii) robust automatic model selection. Gaussian mixture models are learning machines which are based on a divide-and-conquer approach. They are commonly used for density estimation and clustering tasks, but are sensitive to outliers. The Student-t distribution has heavier tails than the Gaussian distribution and is therefore less sensitive to any departure of the empirical distribution from Gaussianity. As a consequence, the Student-t distribution is suitable for constructing robust mixture models. In this work, we formalize the Bayesian Student-t mixture model as a latent variable model in a different way from Svensén and Bishop [Svensén, M., & Bishop, C. M. (2005). Robust Bayesian mixture modelling. Neurocomputing, 64, 235-252]. The main difference resides in the fact that it is not necessary to assume a factorized approximation of the posterior distribution on the latent indicator variables and the latent scale variables in order to obtain a tractable solution. Not neglecting the correlations between these unobserved random variables leads to a Bayesian model having an increased robustness. Furthermore, it is expected that the lower bound on the log-evidence is tighter. Based on this bound, the model complexity, i.e. the number of components in the mixture, can be inferred with a higher confidence.
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…
ERIC Educational Resources Information Center
Leventhal, Brian C.; Stone, Clement A.
2018-01-01
Interest in Bayesian analysis of item response theory (IRT) models has grown tremendously due to the appeal of the paradigm among psychometricians, advantages of these methods when analyzing complex models, and availability of general-purpose software. Possible models include models which reflect multidimensionality due to designed test structure,…
Testing adaptive toolbox models: a Bayesian hierarchical approach.
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.
Tree Biomass Estimation of Chinese fir (Cunninghamia lanceolata) Based on Bayesian Method
Zhang, Jianguo
2013-01-01
Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass. PMID:24278198
Tree biomass estimation of Chinese fir (Cunninghamia lanceolata) based on Bayesian method.
Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo
2013-01-01
Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation W = a(D2H)b was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass.
Posterior Predictive Bayesian Phylogenetic Model Selection
Lewis, Paul O.; Xie, Wangang; Chen, Ming-Hui; Fan, Yu; Kuo, Lynn
2014-01-01
We present two distinctly different posterior predictive approaches to Bayesian phylogenetic model selection and illustrate these methods using examples from green algal protein-coding cpDNA sequences and flowering plant rDNA sequences. The Gelfand–Ghosh (GG) approach allows dissection of an overall measure of model fit into components due to posterior predictive variance (GGp) and goodness-of-fit (GGg), which distinguishes this method from the posterior predictive P-value approach. The conditional predictive ordinate (CPO) method provides a site-specific measure of model fit useful for exploratory analyses and can be combined over sites yielding the log pseudomarginal likelihood (LPML) which is useful as an overall measure of model fit. CPO provides a useful cross-validation approach that is computationally efficient, requiring only a sample from the posterior distribution (no additional simulation is required). Both GG and CPO add new perspectives to Bayesian phylogenetic model selection based on the predictive abilities of models and complement the perspective provided by the marginal likelihood (including Bayes Factor comparisons) based solely on the fit of competing models to observed data. [Bayesian; conditional predictive ordinate; CPO; L-measure; LPML; model selection; phylogenetics; posterior predictive.] PMID:24193892
Use of limited data to construct Bayesian networks for probabilistic risk assessment.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Groth, Katrina M.; Swiler, Laura Painton
2013-03-01
Probabilistic Risk Assessment (PRA) is a fundamental part of safety/quality assurance for nuclear power and nuclear weapons. Traditional PRA very effectively models complex hardware system risks using binary probabilistic models. However, traditional PRA models are not flexible enough to accommodate non-binary soft-causal factors, such as digital instrumentation&control, passive components, aging, common cause failure, and human errors. Bayesian Networks offer the opportunity to incorporate these risks into the PRA framework. This report describes the results of an early career LDRD project titled %E2%80%9CUse of Limited Data to Construct Bayesian Networks for Probabilistic Risk Assessment%E2%80%9D. The goal of the work was tomore » establish the capability to develop Bayesian Networks from sparse data, and to demonstrate this capability by producing a data-informed Bayesian Network for use in Human Reliability Analysis (HRA) as part of nuclear power plant Probabilistic Risk Assessment (PRA). This report summarizes the research goal and major products of the research.« less
Abanto-Valle, C. A.; Bandyopadhyay, D.; Lachos, V. H.; Enriquez, I.
2009-01-01
A Bayesian analysis of stochastic volatility (SV) models using the class of symmetric scale mixtures of normal (SMN) distributions is considered. In the face of non-normality, this provides an appealing robust alternative to the routine use of the normal distribution. Specific distributions examined include the normal, student-t, slash and the variance gamma distributions. Using a Bayesian paradigm, an efficient Markov chain Monte Carlo (MCMC) algorithm is introduced for parameter estimation. Moreover, the mixing parameters obtained as a by-product of the scale mixture representation can be used to identify outliers. The methods developed are applied to analyze daily stock returns data on S&P500 index. Bayesian model selection criteria as well as out-of- sample forecasting results reveal that the SV models based on heavy-tailed SMN distributions provide significant improvement in model fit as well as prediction to the S&P500 index data over the usual normal model. PMID:20730043
Application of a predictive Bayesian model to environmental accounting.
Anex, R P; Englehardt, J D
2001-03-30
Environmental accounting techniques are intended to capture important environmental costs and benefits that are often overlooked in standard accounting practices. Environmental accounting methods themselves often ignore or inadequately represent large but highly uncertain environmental costs and costs conditioned by specific prior events. Use of a predictive Bayesian model is demonstrated for the assessment of such highly uncertain environmental and contingent costs. The predictive Bayesian approach presented generates probability distributions for the quantity of interest (rather than parameters thereof). A spreadsheet implementation of a previously proposed predictive Bayesian model, extended to represent contingent costs, is described and used to evaluate whether a firm should undertake an accelerated phase-out of its PCB containing transformers. Variability and uncertainty (due to lack of information) in transformer accident frequency and severity are assessed simultaneously using a combination of historical accident data, engineering model-based cost estimates, and subjective judgement. Model results are compared using several different risk measures. Use of the model for incorporation of environmental risk management into a company's overall risk management strategy is discussed.
A Bayesian modification to the Jelinski-Moranda software reliability growth model
NASA Technical Reports Server (NTRS)
Littlewood, B.; Sofer, A.
1983-01-01
The Jelinski-Moranda (JM) model for software reliability was examined. It is suggested that a major reason for the poor results given by this model is the poor performance of the maximum likelihood method (ML) of parameter estimation. A reparameterization and Bayesian analysis, involving a slight modelling change, are proposed. It is shown that this new Bayesian-Jelinski-Moranda model (BJM) is mathematically quite tractable, and several metrics of interest to practitioners are obtained. The BJM and JM models are compared by using several sets of real software failure data collected and in all cases the BJM model gives superior reliability predictions. A change in the assumption which underlay both models to present the debugging process more accurately is discussed.
Ferragina, A.; de los Campos, G.; Vazquez, A. I.; Cecchinato, A.; Bittante, G.
2017-01-01
The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict “difficult-to-predict” dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm−1 were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (http://cran.r-project.org/web/packages/BGLR/index.html), whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from calibration to external validation methods, and in moving from PLS and MPLS to Bayesian methods, particularly Bayes A and Bayes B. The maximum R2 value of validation was obtained with Bayes B and Bayes A. For the FA, C10:0 (% of each FA on total FA basis) had the highest R2 (0.75, achieved with Bayes A and Bayes B), and among the technological traits, fresh cheese yield R2 of 0.82 (achieved with Bayes B). These 2 methods have proven to be useful instruments in shrinking and selecting very informative wavelengths and inferring the structure and functions of the analyzed traits. We conclude that Bayesian models are powerful tools for deriving calibration equations, and, importantly, these equations can be easily developed using existing open-source software. As part of our study, we provide scripts based on the open source R software BGLR, which can be used to train customized prediction equations for other traits or populations. PMID:26387015
Climatic Models Ensemble-based Mid-21st Century Runoff Projections: A Bayesian Framework
NASA Astrophysics Data System (ADS)
Achieng, K. O.; Zhu, J.
2017-12-01
There are a number of North American Regional Climate Change Assessment Program (NARCCAP) climatic models that have been used to project surface runoff in the mid-21st century. Statistical model selection techniques are often used to select the model that best fits data. However, model selection techniques often lead to different conclusions. In this study, ten models are averaged in Bayesian paradigm to project runoff. Bayesian Model Averaging (BMA) is used to project and identify effect of model uncertainty on future runoff projections. Baseflow separation - a two-digital filter which is also called Eckhardt filter - is used to separate USGS streamflow (total runoff) into two components: baseflow and surface runoff. We use this surface runoff as the a priori runoff when conducting BMA of runoff simulated from the ten RCM models. The primary objective of this study is to evaluate how well RCM multi-model ensembles simulate surface runoff, in a Bayesian framework. Specifically, we investigate and discuss the following questions: How well do ten RCM models ensemble jointly simulate surface runoff by averaging over all the models using BMA, given a priori surface runoff? What are the effects of model uncertainty on surface runoff simulation?
Sequential Inverse Problems Bayesian Principles and the Logistic Map Example
NASA Astrophysics Data System (ADS)
Duan, Lian; Farmer, Chris L.; Moroz, Irene M.
2010-09-01
Bayesian statistics provides a general framework for solving inverse problems, but is not without interpretation and implementation problems. This paper discusses difficulties arising from the fact that forward models are always in error to some extent. Using a simple example based on the one-dimensional logistic map, we argue that, when implementation problems are minimal, the Bayesian framework is quite adequate. In this paper the Bayesian Filter is shown to be able to recover excellent state estimates in the perfect model scenario (PMS) and to distinguish the PMS from the imperfect model scenario (IMS). Through a quantitative comparison of the way in which the observations are assimilated in both the PMS and the IMS scenarios, we suggest that one can, sometimes, measure the degree of imperfection.
Bayesian state space models for dynamic genetic network construction across multiple tissues.
Liang, Yulan; Kelemen, Arpad
2016-08-01
Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.
A comparison of machine learning and Bayesian modelling for molecular serotyping.
Newton, Richard; Wernisch, Lorenz
2017-08-11
Streptococcus pneumoniae is a human pathogen that is a major cause of infant mortality. Identifying the pneumococcal serotype is an important step in monitoring the impact of vaccines used to protect against disease. Genomic microarrays provide an effective method for molecular serotyping. Previously we developed an empirical Bayesian model for the classification of serotypes from a molecular serotyping array. With only few samples available, a model driven approach was the only option. In the meanwhile, several thousand samples have been made available to us, providing an opportunity to investigate serotype classification by machine learning methods, which could complement the Bayesian model. We compare the performance of the original Bayesian model with two machine learning algorithms: Gradient Boosting Machines and Random Forests. We present our results as an example of a generic strategy whereby a preliminary probabilistic model is complemented or replaced by a machine learning classifier once enough data are available. Despite the availability of thousands of serotyping arrays, a problem encountered when applying machine learning methods is the lack of training data containing mixtures of serotypes; due to the large number of possible combinations. Most of the available training data comprises samples with only a single serotype. To overcome the lack of training data we implemented an iterative analysis, creating artificial training data of serotype mixtures by combining raw data from single serotype arrays. With the enhanced training set the machine learning algorithms out perform the original Bayesian model. However, for serotypes currently lacking sufficient training data the best performing implementation was a combination of the results of the Bayesian Model and the Gradient Boosting Machine. As well as being an effective method for classifying biological data, machine learning can also be used as an efficient method for revealing subtle biological insights, which we illustrate with an example.
Number-Knower Levels in Young Children: Insights from Bayesian Modeling
ERIC Educational Resources Information Center
Lee, Michael D.; Sarnecka, Barbara W.
2011-01-01
Lee and Sarnecka (2010) developed a Bayesian model of young children's behavior on the Give-N test of number knowledge. This paper presents two new extensions of the model, and applies the model to new data. In the first extension, the model is used to evaluate competing theories about the conceptual knowledge underlying children's behavior. One,…
Theory-based Bayesian Models of Inductive Inference
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
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 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…
Dynamic Bayesian Networks for Student Modeling
ERIC Educational Resources Information Center
Kaser, Tanja; Klingler, Severin; Schwing, Alexander G.; Gross, Markus
2017-01-01
Intelligent tutoring systems adapt the curriculum to the needs of the individual student. Therefore, an accurate representation and prediction of student knowledge is essential. Bayesian Knowledge Tracing (BKT) is a popular approach for student modeling. The structure of BKT models, however, makes it impossible to represent the hierarchy and…
NASA Astrophysics Data System (ADS)
Leube, Philipp; Geiges, Andreas; Nowak, Wolfgang
2010-05-01
Incorporating hydrogeological data, such as head and tracer data, into stochastic models of subsurface flow and transport helps to reduce prediction uncertainty. Considering limited financial resources available for the data acquisition campaign, information needs towards the prediction goal should be satisfied in a efficient and task-specific manner. For finding the best one among a set of design candidates, an objective function is commonly evaluated, which measures the expected impact of data on prediction confidence, prior to their collection. An appropriate approach to this task should be stochastically rigorous, master non-linear dependencies between data, parameters and model predictions, and allow for a wide variety of different data types. Existing methods fail to fulfill all these requirements simultaneously. For this reason, we introduce a new method, denoted as CLUE (Cross-bred Likelihood Uncertainty Estimator), that derives the essential distributions and measures of data utility within a generalized, flexible and accurate framework. The method makes use of Bayesian GLUE (Generalized Likelihood Uncertainty Estimator) and extends it to an optimal design method by marginalizing over the yet unknown data values. Operating in a purely Bayesian Monte-Carlo framework, CLUE is a strictly formal information processing scheme free of linearizations. It provides full flexibility associated with the type of measurements (linear, non-linear, direct, indirect) and accounts for almost arbitrary sources of uncertainty (e.g. heterogeneity, geostatistical assumptions, boundary conditions, model concepts) via stochastic simulation and Bayesian model averaging. This helps to minimize the strength and impact of possible subjective prior assumptions, that would be hard to defend prior to data collection. Our study focuses on evaluating two different uncertainty measures: (i) expected conditional variance and (ii) expected relative entropy of a given prediction goal. The applicability and advantages are shown in a synthetic example. Therefor, we consider a contaminant source, posing a threat on a drinking water well in an aquifer. Furthermore, we assume uncertainty in geostatistical parameters, boundary conditions and hydraulic gradient. The two mentioned measures evaluate the sensitivity of (1) general prediction confidence and (2) exceedance probability of a legal regulatory threshold value on sampling locations.
A new software for deformation source optimization, the Bayesian Earthquake Analysis Tool (BEAT)
NASA Astrophysics Data System (ADS)
Vasyura-Bathke, H.; Dutta, R.; Jonsson, S.; Mai, P. M.
2017-12-01
Modern studies of crustal deformation and the related source estimation, including magmatic and tectonic sources, increasingly use non-linear optimization strategies to estimate geometric and/or kinematic source parameters and often consider both jointly, geodetic and seismic data. Bayesian inference is increasingly being used for estimating posterior distributions of deformation source model parameters, given measured/estimated/assumed data and model uncertainties. For instance, some studies consider uncertainties of a layered medium and propagate these into source parameter uncertainties, while others use informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed to efficiently explore the high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational burden of these methods is high and estimation codes are rarely made available along with the published results. Even if the codes are accessible, it is usually challenging to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in deformation source estimations, we undertook the effort of developing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package builds on the pyrocko seismological toolbox (www.pyrocko.org), and uses the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat), and we encourage and solicit contributions to the project. Here, we present our strategy for developing BEAT and show application examples; especially the effect of including the model prediction uncertainty of the velocity model in following source optimizations: full moment tensor, Mogi source, moderate strike-slip earth-quake.
Reference analysis of the signal + background model in counting experiments
NASA Astrophysics Data System (ADS)
Casadei, D.
2012-01-01
The model representing two independent Poisson processes, labelled as ``signal'' and ``background'' and both contributing additively to the total number of counted events, is considered from a Bayesian point of view. This is a widely used model for the searches of rare or exotic events in presence of a background source, as for example in the searches performed by high-energy physics experiments. In the assumption of prior knowledge about the background yield, a reference prior is obtained for the signal alone and its properties are studied. Finally, the properties of the full solution, the marginal reference posterior, are illustrated with few examples.
On uncertainty quantification in hydrogeology and hydrogeophysics
NASA Astrophysics Data System (ADS)
Linde, Niklas; Ginsbourger, David; Irving, James; Nobile, Fabio; Doucet, Arnaud
2017-12-01
Recent advances in sensor technologies, field methodologies, numerical modeling, and inversion approaches have contributed to unprecedented imaging of hydrogeological properties and detailed predictions at multiple temporal and spatial scales. Nevertheless, imaging results and predictions will always remain imprecise, which calls for appropriate uncertainty quantification (UQ). In this paper, we outline selected methodological developments together with pioneering UQ applications in hydrogeology and hydrogeophysics. The applied mathematics and statistics literature is not easy to penetrate and this review aims at helping hydrogeologists and hydrogeophysicists to identify suitable approaches for UQ that can be applied and further developed to their specific needs. To bypass the tremendous computational costs associated with forward UQ based on full-physics simulations, we discuss proxy-modeling strategies and multi-resolution (Multi-level Monte Carlo) methods. We consider Bayesian inversion for non-linear and non-Gaussian state-space problems and discuss how Sequential Monte Carlo may become a practical alternative. We also describe strategies to account for forward modeling errors in Bayesian inversion. Finally, we consider hydrogeophysical inversion, where petrophysical uncertainty is often ignored leading to overconfident parameter estimation. The high parameter and data dimensions encountered in hydrogeological and geophysical problems make UQ a complicated and important challenge that has only been partially addressed to date.
Wu, Xiao-Lin; Sun, Chuanyu; Beissinger, Timothy M; Rosa, Guilherme Jm; Weigel, Kent A; Gatti, Natalia de Leon; Gianola, Daniel
2012-09-25
Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs.
2012-01-01
Background Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Results Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Conclusions Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs. PMID:23009363
A Bayesian estimation of a stochastic predator-prey model of economic fluctuations
NASA Astrophysics Data System (ADS)
Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.
2007-06-01
In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.
Estimation of gross land-use change and its uncertainty using a Bayesian data assimilation approach
NASA Astrophysics Data System (ADS)
Levy, Peter; van Oijen, Marcel; Buys, Gwen; Tomlinson, Sam
2018-03-01
We present a method for estimating land-use change using a Bayesian data assimilation approach. The approach provides a general framework for combining multiple disparate data sources with a simple model. This allows us to constrain estimates of gross land-use change with reliable national-scale census data, whilst retaining the detailed information available from several other sources. Eight different data sources, with three different data structures, were combined in our posterior estimate of land use and land-use change, and other data sources could easily be added in future. The tendency for observations to underestimate gross land-use change is accounted for by allowing for a skewed distribution in the likelihood function. The data structure produced has high temporal and spatial resolution, and is appropriate for dynamic process-based modelling. Uncertainty is propagated appropriately into the output, so we have a full posterior distribution of output and parameters. The data are available in the widely used netCDF file format from http://eidc.ceh.ac.uk/.
NASA Astrophysics Data System (ADS)
Nawaz, Muhammad Atif; Curtis, Andrew
2018-04-01
We introduce a new Bayesian inversion method that estimates the spatial distribution of geological facies from attributes of seismic data, by showing how the usual probabilistic inverse problem can be solved using an optimization framework still providing full probabilistic results. Our mathematical model consists of seismic attributes as observed data, which are assumed to have been generated by the geological facies. The method infers the post-inversion (posterior) probability density of the facies plus some other unknown model parameters, from the seismic attributes and geological prior information. Most previous research in this domain is based on the localized likelihoods assumption, whereby the seismic attributes at a location are assumed to depend on the facies only at that location. Such an assumption is unrealistic because of imperfect seismic data acquisition and processing, and fundamental limitations of seismic imaging methods. In this paper, we relax this assumption: we allow probabilistic dependence between seismic attributes at a location and the facies in any neighbourhood of that location through a spatial filter. We term such likelihoods quasi-localized.
NASA Astrophysics Data System (ADS)
Hermans, Thomas; Nguyen, Frédéric; Klepikova, Maria; Dassargues, Alain; Caers, Jef
2018-04-01
In theory, aquifer thermal energy storage (ATES) systems can recover in winter the heat stored in the aquifer during summer to increase the energy efficiency of the system. In practice, the energy efficiency is often lower than expected from simulations due to spatial heterogeneity of hydraulic properties or non-favorable hydrogeological conditions. A proper design of ATES systems should therefore consider the uncertainty of the prediction related to those parameters. We use a novel framework called Bayesian Evidential Learning (BEL) to estimate the heat storage capacity of an alluvial aquifer using a heat tracing experiment. BEL is based on two main stages: pre- and postfield data acquisition. Before data acquisition, Monte Carlo simulations and global sensitivity analysis are used to assess the information content of the data to reduce the uncertainty of the prediction. After data acquisition, prior falsification and machine learning based on the same Monte Carlo are used to directly assess uncertainty on key prediction variables from observations. The result is a full quantification of the posterior distribution of the prediction conditioned to observed data, without any explicit full model inversion. We demonstrate the methodology in field conditions and validate the framework using independent measurements.
A Bayesian Approach for Analyzing Longitudinal Structural Equation Models
ERIC Educational Resources Information Center
Song, Xin-Yuan; Lu, Zhao-Hua; Hser, Yih-Ing; Lee, Sik-Yum
2011-01-01
This article considers a Bayesian approach for analyzing a longitudinal 2-level nonlinear structural equation model with covariates, and mixed continuous and ordered categorical variables. The first-level model is formulated for measures taken at each time point nested within individuals for investigating their characteristics that are dynamically…
Model Diagnostics for Bayesian Networks. Research Report. ETS RR-04-17
ERIC Educational Resources Information Center
Sinharay, Sandip
2004-01-01
Assessing fit of psychometric models has always been an issue of enormous interest, but there exists no unanimously agreed upon item fit diagnostic for the models. Bayesian networks, frequently used in educational assessments (see, for example, Mislevy, Almond, Yan, & Steinberg, 2001) primarily for learning about students' knowledge and…
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,…
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ng, B
This survey gives an overview of popular generative models used in the modeling of stochastic temporal systems. In particular, this survey is organized into two parts. The first part discusses the discrete-time representations of dynamic Bayesian networks and dynamic relational probabilistic models, while the second part discusses the continuous-time representation of continuous-time Bayesian networks.
Bayesian Estimation of the DINA Model with Gibbs Sampling
ERIC Educational Resources Information Center
Culpepper, Steven Andrew
2015-01-01
A Bayesian model formulation of the deterministic inputs, noisy "and" gate (DINA) model is presented. Gibbs sampling is employed to simulate from the joint posterior distribution of item guessing and slipping parameters, subject attribute parameters, and latent class probabilities. The procedure extends concepts in Béguin and Glas,…
Staatz, Christine E; Tett, Susan E
2011-12-01
This review seeks to summarize the available data about Bayesian estimation of area under the plasma concentration-time curve (AUC) and dosage prediction for mycophenolic acid (MPA) and evaluate whether sufficient evidence is available for routine use of Bayesian dosage prediction in clinical practice. A literature search identified 14 studies that assessed the predictive performance of maximum a posteriori Bayesian estimation of MPA AUC and one report that retrospectively evaluated how closely dosage recommendations based on Bayesian forecasting achieved targeted MPA exposure. Studies to date have mostly been undertaken in renal transplant recipients, with limited investigation in patients treated with MPA for autoimmune disease or haematopoietic stem cell transplantation. All of these studies have involved use of the mycophenolate mofetil (MMF) formulation of MPA, rather than the enteric-coated mycophenolate sodium (EC-MPS) formulation. Bias associated with estimation of MPA AUC using Bayesian forecasting was generally less than 10%. However some difficulties with imprecision was evident, with values ranging from 4% to 34% (based on estimation involving two or more concentration measurements). Evaluation of whether MPA dosing decisions based on Bayesian forecasting (by the free website service https://pharmaco.chu-limoges.fr) achieved target drug exposure has only been undertaken once. When MMF dosage recommendations were applied by clinicians, a higher proportion (72-80%) of subsequent estimated MPA AUC values were within the 30-60 mg · h/L target range, compared with when dosage recommendations were not followed (only 39-57% within target range). Such findings provide evidence that Bayesian dosage prediction is clinically useful for achieving target MPA AUC. This study, however, was retrospective and focussed only on adult renal transplant recipients. Furthermore, in this study, Bayesian-generated AUC estimations and dosage predictions were not compared with a later full measured AUC but rather with a further AUC estimate based on a second Bayesian analysis. This study also provided some evidence that a useful monitoring schedule for MPA AUC following adult renal transplant would be every 2 weeks during the first month post-transplant, every 1-3 months between months 1 and 12, and each year thereafter. It will be interesting to see further validations in different patient groups using the free website service. In summary, the predictive performance of Bayesian estimation of MPA, comparing estimated with measured AUC values, has been reported in several studies. However, the next step of predicting dosages based on these Bayesian-estimated AUCs, and prospectively determining how closely these predicted dosages give drug exposure matching targeted AUCs, remains largely unaddressed. Further prospective studies are required, particularly in non-renal transplant patients and with the EC-MPS formulation. Other important questions remain to be answered, such as: do Bayesian forecasting methods devised to date use the best population pharmacokinetic models or most accurate algorithms; are the methods simple to use for routine clinical practice; do the algorithms actually improve dosage estimations beyond empirical recommendations in all groups that receive MPA therapy; and, importantly, do the dosage predictions, when followed, improve patient health outcomes?
Mertens, Ulf Kai; Voss, Andreas; Radev, Stefan
2018-01-01
We give an overview of the basic principles of approximate Bayesian computation (ABC), a class of stochastic methods that enable flexible and likelihood-free model comparison and parameter estimation. Our new open-source software called ABrox is used to illustrate ABC for model comparison on two prominent statistical tests, the two-sample t-test and the Levene-Test. We further highlight the flexibility of ABC compared to classical Bayesian hypothesis testing by computing an approximate Bayes factor for two multinomial processing tree models. Last but not least, throughout the paper, we introduce ABrox using the accompanied graphical user interface.
Semisupervised learning using Bayesian interpretation: application to LS-SVM.
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.
Using Bayesian belief networks in adaptive management.
J.B. Nyberg; B.G. Marcot; R. Sulyma
2006-01-01
Bayesian belief and decision networks are relatively new modeling methods that are especially well suited to adaptive-management applications, but they appear not to have been widely used in adaptive management to date. Bayesian belief networks (BBNs) can serve many purposes for practioners of adaptive management, from illustrating system relations conceptually to...
Gu, Weidong; Medalla, Felicita; Hoekstra, Robert M
2018-02-01
The National Antimicrobial Resistance Monitoring System (NARMS) at the Centers for Disease Control and Prevention tracks resistance among Salmonella infections. The annual number of Salmonella isolates of a particular serotype from states may be small, making direct estimation of resistance proportions unreliable. We developed a Bayesian hierarchical model to improve estimation by borrowing strength from relevant sampling units. We illustrate the models with different specifications of spatio-temporal interaction using 2004-2013 NARMS data for ceftriaxone-resistant Salmonella serotype Heidelberg. Our results show that Bayesian estimates of resistance proportions were smoother than observed values, and the difference between predicted and observed proportions was inversely related to the number of submitted isolates. The model with interaction allowed for tracking of annual changes in resistance proportions at the state level. We demonstrated that Bayesian hierarchical models provide a useful tool to examine spatio-temporal patterns of small sample size such as those found in NARMS. Published by Elsevier Ltd.
NASA Astrophysics Data System (ADS)
Reis, D. S.; Stedinger, J. R.; Martins, E. S.
2005-10-01
This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.
Mejia, Amanda F; Nebel, Mary Beth; Barber, Anita D; Choe, Ann S; Pekar, James J; Caffo, Brian S; Lindquist, Martin A
2018-05-15
Reliability of subject-level resting-state functional connectivity (FC) is determined in part by the statistical techniques employed in its estimation. Methods that pool information across subjects to inform estimation of subject-level effects (e.g., Bayesian approaches) have been shown to enhance reliability of subject-level FC. However, fully Bayesian approaches are computationally demanding, while empirical Bayesian approaches typically rely on using repeated measures to estimate the variance components in the model. Here, we avoid the need for repeated measures by proposing a novel measurement error model for FC describing the different sources of variance and error, which we use to perform empirical Bayes shrinkage of subject-level FC towards the group average. In addition, since the traditional intra-class correlation coefficient (ICC) is inappropriate for biased estimates, we propose a new reliability measure denoted the mean squared error intra-class correlation coefficient (ICC MSE ) to properly assess the reliability of the resulting (biased) estimates. We apply the proposed techniques to test-retest resting-state fMRI data on 461 subjects from the Human Connectome Project to estimate connectivity between 100 regions identified through independent components analysis (ICA). We consider both correlation and partial correlation as the measure of FC and assess the benefit of shrinkage for each measure, as well as the effects of scan duration. We find that shrinkage estimates of subject-level FC exhibit substantially greater reliability than traditional estimates across various scan durations, even for the most reliable connections and regardless of connectivity measure. Additionally, we find partial correlation reliability to be highly sensitive to the choice of penalty term, and to be generally worse than that of full correlations except for certain connections and a narrow range of penalty values. This suggests that the penalty needs to be chosen carefully when using partial correlations. Copyright © 2018. Published by Elsevier Inc.
Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring
Carlos Carroll; Devin S. Johnson; Jeffrey R. Dunk; William J. Zielinski
2010-01-01
Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their dataâs spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and...
Variational Bayesian identification and prediction of stochastic nonlinear dynamic causal models.
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.
Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.
Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J
2010-12-01
Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies conservation planning. Journal compilation © 2010 Society for Conservation Biology. No claim to original US government works.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Miller, Erin A.; Robinson, Sean M.; Anderson, Kevin K.
2015-01-19
Here we present a novel technique for the localization of radiological sources in urban or rural environments from an aerial platform. The technique is based on a Bayesian approach to localization, in which measured count rates in a time series are compared with predicted count rates from a series of pre-calculated test sources to define likelihood. Furthermore, this technique is expanded by using a localized treatment with a limited field of view (FOV), coupled with a likelihood ratio reevaluation, allowing for real-time computation on commodity hardware for arbitrarily complex detector models and terrain. In particular, detectors with inherent asymmetry ofmore » response (such as those employing internal collimation or self-shielding for enhanced directional awareness) are leveraged by this approach to provide improved localization. Our results from the localization technique are shown for simulated flight data using monolithic as well as directionally-aware detector models, and the capability of the methodology to locate radioisotopes is estimated for several test cases. This localization technique is shown to facilitate urban search by allowing quick and adaptive estimates of source location, in many cases from a single flyover near a source. In particular, this method represents a significant advancement from earlier methods like full-field Bayesian likelihood, which is not generally fast enough to allow for broad-field search in real time, and highest-net-counts estimation, which has a localization error that depends strongly on flight path and cannot generally operate without exhaustive search« less
Using Bayesian Stable Isotope Mixing Models to Enhance Marine Ecosystem Models
The use of stable isotopes in food web studies has proven to be a valuable tool for ecologists. We investigated the use of Bayesian stable isotope mixing models as constraints for an ecosystem model of a temperate seagrass system on the Atlantic coast of France. δ13C and δ15N i...
ERIC Educational Resources Information Center
Aslan, Burak Galip; Öztürk, Özlem; Inceoglu, Mustafa Murat
2014-01-01
Considering the increasing importance of adaptive approaches in CALL systems, this study implemented a machine learning based student modeling middleware with Bayesian networks. The profiling approach of the student modeling system is based on Felder and Silverman's Learning Styles Model and Felder and Soloman's Index of Learning Styles…
NASA Astrophysics Data System (ADS)
Iskandar, Ismed; Satria Gondokaryono, Yudi
2016-02-01
In reliability theory, the most important problem is to determine the reliability of a complex system from the reliability of its components. The weakness of most reliability theories is that the systems are described and explained as simply functioning or failed. In many real situations, the failures may be from many causes depending upon the age and the environment of the system and its components. Another problem in reliability theory is one of estimating the parameters of the assumed failure models. The estimation may be based on data collected over censored or uncensored life tests. In many reliability problems, the failure data are simply quantitatively inadequate, especially in engineering design and maintenance system. The Bayesian analyses are more beneficial than the classical one in such cases. The Bayesian estimation analyses allow us to combine past knowledge or experience in the form of an apriori distribution with life test data to make inferences of the parameter of interest. In this paper, we have investigated the application of the Bayesian estimation analyses to competing risk systems. The cases are limited to the models with independent causes of failure by using the Weibull distribution as our model. A simulation is conducted for this distribution with the objectives of verifying the models and the estimators and investigating the performance of the estimators for varying sample size. The simulation data are analyzed by using Bayesian and the maximum likelihood analyses. The simulation results show that the change of the true of parameter relatively to another will change the value of standard deviation in an opposite direction. For a perfect information on the prior distribution, the estimation methods of the Bayesian analyses are better than those of the maximum likelihood. The sensitivity analyses show some amount of sensitivity over the shifts of the prior locations. They also show the robustness of the Bayesian analysis within the range between the true value and the maximum likelihood estimated value lines.
Neuromusculoskeletal model self-calibration for on-line sequential bayesian moment estimation
NASA Astrophysics Data System (ADS)
Bueno, Diana R.; Montano, L.
2017-04-01
Objective. Neuromusculoskeletal models involve many subject-specific physiological parameters that need to be adjusted to adequately represent muscle properties. Traditionally, neuromusculoskeletal models have been calibrated with a forward-inverse dynamic optimization which is time-consuming and unfeasible for rehabilitation therapy. Non self-calibration algorithms have been applied to these models. To the best of our knowledge, the algorithm proposed in this work is the first on-line calibration algorithm for muscle models that allows a generic model to be adjusted to different subjects in a few steps. Approach. In this paper we propose a reformulation of the traditional muscle models that is able to sequentially estimate the kinetics (net joint moments), and also its full self-calibration (subject-specific internal parameters of the muscle from a set of arbitrary uncalibrated data), based on the unscented Kalman filter. The nonlinearity of the model as well as its calibration problem have obliged us to adopt the sum of Gaussians filter suitable for nonlinear systems. Main results. This sequential Bayesian self-calibration algorithm achieves a complete muscle model calibration using as input only a dataset of uncalibrated sEMG and kinematics data. The approach is validated experimentally using data from the upper limbs of 21 subjects. Significance. The results show the feasibility of neuromusculoskeletal model self-calibration. This study will contribute to a better understanding of the generalization of muscle models for subject-specific rehabilitation therapies. Moreover, this work is very promising for rehabilitation devices such as electromyography-driven exoskeletons or prostheses.
Bayesian Factor Analysis as a Variable Selection Problem: Alternative Priors and Consequences
Lu, Zhao-Hua; Chow, Sy-Miin; Loken, Eric
2016-01-01
Factor analysis is a popular statistical technique for multivariate data analysis. Developments in the structural equation modeling framework have enabled the use of hybrid confirmatory/exploratory approaches in which factor loading structures can be explored relatively flexibly within a confirmatory factor analysis (CFA) framework. Recently, a Bayesian structural equation modeling (BSEM) approach (Muthén & Asparouhov, 2012) has been proposed as a way to explore the presence of cross-loadings in CFA models. We show that the issue of determining factor loading patterns may be formulated as a Bayesian variable selection problem in which Muthén and Asparouhov’s approach can be regarded as a BSEM approach with ridge regression prior (BSEM-RP). We propose another Bayesian approach, denoted herein as the Bayesian structural equation modeling with spike and slab prior (BSEM-SSP), which serves as a one-stage alternative to the BSEM-RP. We review the theoretical advantages and disadvantages of both approaches and compare their empirical performance relative to two modification indices-based approaches and exploratory factor analysis with target rotation. A teacher stress scale data set (Byrne, 2012; Pettegrew & Wolf, 1982) is used to demonstrate our approach. PMID:27314566
Bayesian Inference and Online Learning in Poisson Neuronal Networks.
Huang, Yanping; Rao, Rajesh P N
2016-08-01
Motivated by the growing evidence for Bayesian computation in the brain, we show how a two-layer recurrent network of Poisson neurons can perform both approximate Bayesian inference and learning for any hidden Markov model. The lower-layer sensory neurons receive noisy measurements of hidden world states. The higher-layer neurons infer a posterior distribution over world states via Bayesian inference from inputs generated by sensory neurons. We demonstrate how such a neuronal network with synaptic plasticity can implement a form of Bayesian inference similar to Monte Carlo methods such as particle filtering. Each spike in a higher-layer neuron represents a sample of a particular hidden world state. The spiking activity across the neural population approximates the posterior distribution over hidden states. In this model, variability in spiking is regarded not as a nuisance but as an integral feature that provides the variability necessary for sampling during inference. We demonstrate how the network can learn the likelihood model, as well as the transition probabilities underlying the dynamics, using a Hebbian learning rule. We present results illustrating the ability of the network to perform inference and learning for arbitrary hidden Markov models.
Impact assessment of extreme storm events using a Bayesian network
den Heijer, C.(Kees); Knipping, Dirk T.J.A.; Plant, Nathaniel G.; van Thiel de Vries, Jaap S. M.; Baart, Fedor; van Gelder, Pieter H. A. J. M.
2012-01-01
This paper describes an investigation on the usefulness of Bayesian Networks in the safety assessment of dune coasts. A network has been created that predicts the erosion volume based on hydraulic boundary conditions and a number of cross-shore profile indicators. Field measurement data along a large part of the Dutch coast has been used to train the network. Corresponding storm impact on the dunes was calculated with an empirical dune erosion model named duros+. Comparison between the Bayesian Network predictions and the original duros+ results, here considered as observations, results in a skill up to 0.88, provided that the training data covers the range of predictions. Hence, the predictions from a deterministic model (duros+) can be captured in a probabilistic model (Bayesian Network) such that both the process knowledge and uncertainties can be included in impact and vulnerability assessments.
BAYESIAN METHODS FOR REGIONAL-SCALE EUTROPHICATION MODELS. (R830887)
We demonstrate a Bayesian classification and regression tree (CART) approach to link multiple environmental stressors to biological responses and quantify uncertainty in model predictions. Such an approach can: (1) report prediction uncertainty, (2) be consistent with the amou...
Bayesian stable isotope mixing models
In this paper we review recent advances in Stable Isotope Mixing Models (SIMMs) and place them into an over-arching Bayesian statistical framework which allows for several useful extensions. SIMMs are used to quantify the proportional contributions of various sources to a mixtur...
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].
Bayesian estimation of seasonal course of canopy leaf area index from hyperspectral satellite data
NASA Astrophysics Data System (ADS)
Varvia, Petri; Rautiainen, Miina; Seppänen, Aku
2018-03-01
In this paper, Bayesian inversion of a physically-based forest reflectance model is investigated to estimate of boreal forest canopy leaf area index (LAI) from EO-1 Hyperion hyperspectral data. The data consist of multiple forest stands with different species compositions and structures, imaged in three phases of the growing season. The Bayesian estimates of canopy LAI are compared to reference estimates based on a spectral vegetation index. The forest reflectance model contains also other unknown variables in addition to LAI, for example leaf single scattering albedo and understory reflectance. In the Bayesian approach, these variables are estimated simultaneously with LAI. The feasibility and seasonal variation of these estimates is also examined. Credible intervals for the estimates are also calculated and evaluated. The results show that the Bayesian inversion approach is significantly better than using a comparable spectral vegetation index regression.
NASA Astrophysics Data System (ADS)
Corbetta, Matteo; Sbarufatti, Claudio; Giglio, Marco; Todd, Michael D.
2018-05-01
The present work critically analyzes the probabilistic definition of dynamic state-space models subject to Bayesian filters used for monitoring and predicting monotonic degradation processes. The study focuses on the selection of the random process, often called process noise, which is a key perturbation source in the evolution equation of particle filtering. Despite the large number of applications of particle filtering predicting structural degradation, the adequacy of the picked process noise has not been investigated. This paper reviews existing process noise models that are typically embedded in particle filters dedicated to monitoring and predicting structural damage caused by fatigue, which is monotonic in nature. The analysis emphasizes that existing formulations of the process noise can jeopardize the performance of the filter in terms of state estimation and remaining life prediction (i.e., damage prognosis). This paper subsequently proposes an optimal and unbiased process noise model and a list of requirements that the stochastic model must satisfy to guarantee high prognostic performance. These requirements are useful for future and further implementations of particle filtering for monotonic system dynamics. The validity of the new process noise formulation is assessed against experimental fatigue crack growth data from a full-scale aeronautical structure using dedicated performance metrics.
Discriminative Relational Topic Models.
Chen, Ning; Zhu, Jun; Xia, Fei; Zhang, Bo
2015-05-01
Relational topic models (RTMs) provide a probabilistic generative process to describe both the link structure and document contents for document networks, and they have shown promise on predicting network structures and discovering latent topic representations. However, existing RTMs have limitations in both the restricted model expressiveness and incapability of dealing with imbalanced network data. To expand the scope and improve the inference accuracy of RTMs, this paper presents three extensions: 1) unlike the common link likelihood with a diagonal weight matrix that allows the-same-topic interactions only, we generalize it to use a full weight matrix that captures all pairwise topic interactions and is applicable to asymmetric networks; 2) instead of doing standard Bayesian inference, we perform regularized Bayesian inference (RegBayes) with a regularization parameter to deal with the imbalanced link structure issue in real networks and improve the discriminative ability of learned latent representations; and 3) instead of doing variational approximation with strict mean-field assumptions, we present collapsed Gibbs sampling algorithms for the generalized relational topic models by exploring data augmentation without making restricting assumptions. Under the generic RegBayes framework, we carefully investigate two popular discriminative loss functions, namely, the logistic log-loss and the max-margin hinge loss. Experimental results on several real network datasets demonstrate the significance of these extensions on improving prediction performance.
Lim, Cherry; Wannapinij, Prapass; White, Lisa; Day, Nicholas P J; Cooper, Ben S; Peacock, Sharon J; Limmathurotsakul, Direk
2013-01-01
Estimates of the sensitivity and specificity for new diagnostic tests based on evaluation against a known gold standard are imprecise when the accuracy of the gold standard is imperfect. Bayesian latent class models (LCMs) can be helpful under these circumstances, but the necessary analysis requires expertise in computational programming. Here, we describe open-access web-based applications that allow non-experts to apply Bayesian LCMs to their own data sets via a user-friendly interface. Applications for Bayesian LCMs were constructed on a web server using R and WinBUGS programs. The models provided (http://mice.tropmedres.ac) include two Bayesian LCMs: the two-tests in two-population model (Hui and Walter model) and the three-tests in one-population model (Walter and Irwig model). Both models are available with simplified and advanced interfaces. In the former, all settings for Bayesian statistics are fixed as defaults. Users input their data set into a table provided on the webpage. Disease prevalence and accuracy of diagnostic tests are then estimated using the Bayesian LCM, and provided on the web page within a few minutes. With the advanced interfaces, experienced researchers can modify all settings in the models as needed. These settings include correlation among diagnostic test results and prior distributions for all unknown parameters. The web pages provide worked examples with both models using the original data sets presented by Hui and Walter in 1980, and by Walter and Irwig in 1988. We also illustrate the utility of the advanced interface using the Walter and Irwig model on a data set from a recent melioidosis study. The results obtained from the web-based applications were comparable to those published previously. The newly developed web-based applications are open-access and provide an important new resource for researchers worldwide to evaluate new diagnostic tests.
Precise Network Modeling of Systems Genetics Data Using the Bayesian Network Webserver.
Ziebarth, Jesse D; Cui, Yan
2017-01-01
The Bayesian Network Webserver (BNW, http://compbio.uthsc.edu/BNW ) is an integrated platform for Bayesian network modeling of biological datasets. It provides a web-based network modeling environment that seamlessly integrates advanced algorithms for probabilistic causal modeling and reasoning with Bayesian networks. BNW is designed for precise modeling of relatively small networks that contain less than 20 nodes. The structure learning algorithms used by BNW guarantee the discovery of the best (most probable) network structure given the data. To facilitate network modeling across multiple biological levels, BNW provides a very flexible interface that allows users to assign network nodes into different tiers and define the relationships between and within the tiers. This function is particularly useful for modeling systems genetics datasets that often consist of multiscalar heterogeneous genotype-to-phenotype data. BNW enables users to, within seconds or minutes, go from having a simply formatted input file containing a dataset to using a network model to make predictions about the interactions between variables and the potential effects of experimental interventions. In this chapter, we will introduce the functions of BNW and show how to model systems genetics datasets with BNW.
Fragment virtual screening based on Bayesian categorization for discovering novel VEGFR-2 scaffolds.
Zhang, Yanmin; Jiao, Yu; Xiong, Xiao; Liu, Haichun; Ran, Ting; Xu, Jinxing; Lu, Shuai; Xu, Anyang; Pan, Jing; Qiao, Xin; Shi, Zhihao; Lu, Tao; Chen, Yadong
2015-11-01
The discovery of novel scaffolds against a specific target has long been one of the most significant but challengeable goals in discovering lead compounds. A scaffold that binds in important regions of the active pocket is more favorable as a starting point because scaffolds generally possess greater optimization possibilities. However, due to the lack of sufficient chemical space diversity of the databases and the ineffectiveness of the screening methods, it still remains a great challenge to discover novel active scaffolds. Since the strengths and weaknesses of both fragment-based drug design and traditional virtual screening (VS), we proposed a fragment VS concept based on Bayesian categorization for the discovery of novel scaffolds. This work investigated the proposal through an application on VEGFR-2 target. Firstly, scaffold and structural diversity of chemical space for 10 compound databases were explicitly evaluated. Simultaneously, a robust Bayesian classification model was constructed for screening not only compound databases but also their corresponding fragment databases. Although analysis of the scaffold diversity demonstrated a very unevenly distribution of scaffolds over molecules, results showed that our Bayesian model behaved better in screening fragments than molecules. Through a literature retrospective research, several generated fragments with relatively high Bayesian scores indeed exhibit VEGFR-2 biological activity, which strongly proved the effectiveness of fragment VS based on Bayesian categorization models. This investigation of Bayesian-based fragment VS can further emphasize the necessity for enrichment of compound databases employed in lead discovery by amplifying the diversity of databases with novel structures.
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.
Takenaka, Shota; Aono, Hiroyuki
2017-03-01
Drop foot resulting from degenerative lumbar diseases can impair activities of daily living. Therefore, predictors of recovery of this symptom have been investigated using univariate or/and multivariate analyses. However, the conclusions have been somewhat controversial. Bayesian network models, which are graphic and intuitive to the clinician, may facilitate understanding of the prognosis of drop foot resulting from degenerative lumbar diseases. (1) To show a layered correlation among predictors of recovery from drop foot resulting from degenerative lumbar diseases; and (2) to develop support tools for clinical decisions to treat drop foot resulting from lumbar degenerative diseases. Between 1993 and 2013, we treated 141 patients with decompressive lumbar spine surgery who presented with drop foot attributable to degenerative diseases. Of those, 102 (72%) were included in this retrospective study because they had drop foot of recent development and had no diseases develop that affect evaluation of drop foot after surgery. Specifically, 28 (20%) patients could not be analyzed because their records were not available at a minimum of 2 years followup after surgery and 11 (8%) were lost owing to postoperative conditions that affect the muscle strength evaluation. Eight candidate variables were sex, age, herniated soft disc, duration of the neurologic injury (duration), preoperative tibialis anterior muscle strength (pretibialis anterior), leg pain, cauda equina syndrome, and number of involved levels. Manual muscle testing was used to assess the tibialis anterior muscle strength. Drop foot was defined as a tibialis anterior muscle strength score of less than 3 of 5 (5 = movement against gravity and full resistance, 4 = movement against gravity and moderate resistance, 3 = movement against gravity through full ROM, 3- = movement against gravity through partial ROM, 2 = movement with gravity eliminated through full ROM, 1 = slight contraction but no movement, and 0 = no contraction). The two outcomes of interest were postoperative tibialis anterior muscle strength (posttibialis anterior) of 3 or greater and posttibialis anterior strength of 4 or greater at 2 years after surgery. We developed two separate Bayesian network models with outcomes of interest for posttibialis anterior strength of 3 or greater and posttibialis anterior strength of 4 or greater. The two outcomes correspond to "good" and "excellent" results based on previous reports, respectively. Direct predictors are defined as variables that have the tail of the arrow connecting the outcome of interest, whereas indirect predictors are defined as variables that have the tail of the arrow connecting either direct predictors or other indirect predictors that have the tail of the arrow connecting direct predictors. Sevenfold cross validation and receiver-operating characteristic (ROC) curve analyses were performed to evaluate the accuracy and robustness of the Bayesian network models. Both of our Bayesian network models showed that weaker muscle power before surgery (pretibialis anterior ≤ 1) and longer duration of neurologic injury before treatment (> 30 days) were associated with a decreased likelihood of return of function by 2 years. The models for posttibialis anterior muscle strength of 3 or greater and posttibialis anterior muscle strength of 4 or greater were the same in terms of the graphs, showing that the two direct predictors were pretibialis anterior muscle strength (score ≤ 1 or ≥ 2) and duration (≤ 30 days or > 30 days). Age, herniated soft disc, and leg pain were identified as indirect predictors. We developed a decision-support tool in which the clinician can enter pretibialis anterior muscle strength and duration, and from this obtain the probability estimates of posttibialis anterior muscle strength. The probability estimates of posttibialis anterior muscle strength of 3 or greater and posttibialis anterior muscle strength of 4 or greater were 94% and 85%, respectively, in the most-favorable conditions (pretibialis anterior ≥ 2; duration ≤ 30 days) and 18% and 14%, respectively, in the least-favorable conditions (pretibialis anterior ≤ 1; duration > 30 days). On the sevenfold cross validation, the area under the ROC curve yielded means of 0.78 (95% CI, 0.68-0.87) and 0.74 (95% CI, 0.64-0.84) for posttibialis anterior muscle strength of 3 or greater and posttibialis anterior muscle strength of 4 or greater, respectively. The results of this study suggest that the clinician can understand intuitively the layered correlation among predictors by Bayesian network models. Based on the models, the decision-support tool successfully provided the probability estimates of posttibialis anterior muscle strength to treat drop foot attributable to lumbar degenerative diseases. These models were shown to be robust on the internal validation but should be externally validated in other populations. Level III, therapeutic study.
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.
Onisko, Agnieszka; Druzdzel, Marek J; Austin, R Marshall
2016-01-01
Classical statistics is a well-established approach in the analysis of medical data. While the medical community seems to be familiar with the concept of a statistical analysis and its interpretation, the Bayesian approach, argued by many of its proponents to be superior to the classical frequentist approach, is still not well-recognized in the analysis of medical data. The goal of this study is to encourage data analysts to use the Bayesian approach, such as modeling with graphical probabilistic networks, as an insightful alternative to classical statistical analysis of medical data. This paper offers a comparison of two approaches to analysis of medical time series data: (1) classical statistical approach, such as the Kaplan-Meier estimator and the Cox proportional hazards regression model, and (2) dynamic Bayesian network modeling. Our comparison is based on time series cervical cancer screening data collected at Magee-Womens Hospital, University of Pittsburgh Medical Center over 10 years. The main outcomes of our comparison are cervical cancer risk assessments produced by the three approaches. However, our analysis discusses also several aspects of the comparison, such as modeling assumptions, model building, dealing with incomplete data, individualized risk assessment, results interpretation, and model validation. Our study shows that the Bayesian approach is (1) much more flexible in terms of modeling effort, and (2) it offers an individualized risk assessment, which is more cumbersome for classical statistical approaches.
Merlé, Y; Mentré, F
1995-02-01
In this paper 3 criteria to design experiments for Bayesian estimation of the parameters of nonlinear models with respect to their parameters, when a prior distribution is available, are presented: the determinant of the Bayesian information matrix, the determinant of the pre-posterior covariance matrix, and the expected information provided by an experiment. A procedure to simplify the computation of these criteria is proposed in the case of continuous prior distributions and is compared with the criterion obtained from a linearization of the model about the mean of the prior distribution for the parameters. This procedure is applied to two models commonly encountered in the area of pharmacokinetics and pharmacodynamics: the one-compartment open model with bolus intravenous single-dose injection and the Emax model. They both involve two parameters. Additive as well as multiplicative gaussian measurement errors are considered with normal prior distributions. Various combinations of the variances of the prior distribution and of the measurement error are studied. Our attention is restricted to designs with limited numbers of measurements (1 or 2 measurements). This situation often occurs in practice when Bayesian estimation is performed. The optimal Bayesian designs that result vary with the variances of the parameter distribution and with the measurement error. The two-point optimal designs sometimes differ from the D-optimal designs for the mean of the prior distribution and may consist of replicating measurements. For the studied cases, the determinant of the Bayesian information matrix and its linearized form lead to the same optimal designs. In some cases, the pre-posterior covariance matrix can be far from its lower bound, namely, the inverse of the Bayesian information matrix, especially for the Emax model and a multiplicative measurement error. The expected information provided by the experiment and the determinant of the pre-posterior covariance matrix generally lead to the same designs except for the Emax model and the multiplicative measurement error. Results show that these criteria can be easily computed and that they could be incorporated in modules for designing experiments.
Fully Bayesian tests of neutrality using genealogical summary statistics.
Drummond, Alexei J; Suchard, Marc A
2008-10-31
Many data summary statistics have been developed to detect departures from neutral expectations of evolutionary models. However questions about the neutrality of the evolution of genetic loci within natural populations remain difficult to assess. One critical cause of this difficulty is that most methods for testing neutrality make simplifying assumptions simultaneously about the mutational model and the population size model. Consequentially, rejecting the null hypothesis of neutrality under these methods could result from violations of either or both assumptions, making interpretation troublesome. Here we harness posterior predictive simulation to exploit summary statistics of both the data and model parameters to test the goodness-of-fit of standard models of evolution. We apply the method to test the selective neutrality of molecular evolution in non-recombining gene genealogies and we demonstrate the utility of our method on four real data sets, identifying significant departures of neutrality in human influenza A virus, even after controlling for variation in population size. Importantly, by employing a full model-based Bayesian analysis, our method separates the effects of demography from the effects of selection. The method also allows multiple summary statistics to be used in concert, thus potentially increasing sensitivity. Furthermore, our method remains useful in situations where analytical expectations and variances of summary statistics are not available. This aspect has great potential for the analysis of temporally spaced data, an expanding area previously ignored for limited availability of theory and methods.
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.
Hierarchical Bayesian sparse image reconstruction with application to MRFM.
Dobigeon, Nicolas; Hero, Alfred O; Tourneret, Jean-Yves
2009-09-01
This paper presents a hierarchical Bayesian model to reconstruct sparse images when the observations are obtained from linear transformations and corrupted by an additive white Gaussian noise. Our hierarchical Bayes model is well suited to such naturally sparse image applications as it seamlessly accounts for properties such as sparsity and positivity of the image via appropriate Bayes priors. We propose a prior that is based on a weighted mixture of a positive exponential distribution and a mass at zero. The prior has hyperparameters that are tuned automatically by marginalization over the hierarchical Bayesian model. To overcome the complexity of the posterior distribution, a Gibbs sampling strategy is proposed. The Gibbs samples can be used to estimate the image to be recovered, e.g., by maximizing the estimated posterior distribution. In our fully Bayesian approach, the posteriors of all the parameters are available. Thus, our algorithm provides more information than other previously proposed sparse reconstruction methods that only give a point estimate. The performance of the proposed hierarchical Bayesian sparse reconstruction method is illustrated on synthetic data and real data collected from a tobacco virus sample using a prototype MRFM instrument.
Reconstructing Constructivism: Causal Models, Bayesian Learning Mechanisms, and the Theory Theory
ERIC Educational Resources Information Center
Gopnik, Alison; Wellman, Henry M.
2012-01-01
We propose a new version of the "theory theory" grounded in the computational framework of probabilistic causal models and Bayesian learning. Probabilistic models allow a constructivist but rigorous and detailed approach to cognitive development. They also explain the learning of both more specific causal hypotheses and more abstract framework…
A Bayesian Multi-Level Factor Analytic Model of Consumer Price Sensitivities across Categories
ERIC Educational Resources Information Center
Duvvuri, Sri Devi; Gruca, Thomas S.
2010-01-01
Identifying price sensitive consumers is an important problem in marketing. We develop a Bayesian multi-level factor analytic model of the covariation among household-level price sensitivities across product categories that are substitutes. Based on a multivariate probit model of category incidence, this framework also allows the researcher to…
Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models
ERIC Educational Resources Information Center
Price, Larry R.
2012-01-01
The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…
NASA Astrophysics Data System (ADS)
Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung
2017-04-01
Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.
Bayesian-MCMC-based parameter estimation of stealth aircraft RCS models
NASA Astrophysics Data System (ADS)
Xia, Wei; Dai, Xiao-Xia; Feng, Yuan
2015-12-01
When modeling a stealth aircraft with low RCS (Radar Cross Section), conventional parameter estimation methods may cause a deviation from the actual distribution, owing to the fact that the characteristic parameters are estimated via directly calculating the statistics of RCS. The Bayesian-Markov Chain Monte Carlo (Bayesian-MCMC) method is introduced herein to estimate the parameters so as to improve the fitting accuracies of fluctuation models. The parameter estimations of the lognormal and the Legendre polynomial models are reformulated in the Bayesian framework. The MCMC algorithm is then adopted to calculate the parameter estimates. Numerical results show that the distribution curves obtained by the proposed method exhibit improved consistence with the actual ones, compared with those fitted by the conventional method. The fitting accuracy could be improved by no less than 25% for both fluctuation models, which implies that the Bayesian-MCMC method might be a good candidate among the optimal parameter estimation methods for stealth aircraft RCS models. Project supported by the National Natural Science Foundation of China (Grant No. 61101173), the National Basic Research Program of China (Grant No. 613206), the National High Technology Research and Development Program of China (Grant No. 2012AA01A308), the State Scholarship Fund by the China Scholarship Council (CSC), and the Oversea Academic Training Funds, and University of Electronic Science and Technology of China (UESTC).
Ferragina, A; de los Campos, G; Vazquez, A I; Cecchinato, A; Bittante, G
2015-11-01
The aim of this study was to assess the performance of Bayesian models commonly used for genomic selection to predict "difficult-to-predict" dairy traits, such as milk fatty acid (FA) expressed as percentage of total fatty acids, and technological properties, such as fresh cheese yield and protein recovery, using Fourier-transform infrared (FTIR) spectral data. Our main hypothesis was that Bayesian models that can estimate shrinkage and perform variable selection may improve our ability to predict FA traits and technological traits above and beyond what can be achieved using the current calibration models (e.g., partial least squares, PLS). To this end, we assessed a series of Bayesian methods and compared their prediction performance with that of PLS. The comparison between models was done using the same sets of data (i.e., same samples, same variability, same spectral treatment) for each trait. Data consisted of 1,264 individual milk samples collected from Brown Swiss cows for which gas chromatographic FA composition, milk coagulation properties, and cheese-yield traits were available. For each sample, 2 spectra in the infrared region from 5,011 to 925 cm(-1) were available and averaged before data analysis. Three Bayesian models: Bayesian ridge regression (Bayes RR), Bayes A, and Bayes B, and 2 reference models: PLS and modified PLS (MPLS) procedures, were used to calibrate equations for each of the traits. The Bayesian models used were implemented in the R package BGLR (http://cran.r-project.org/web/packages/BGLR/index.html), whereas the PLS and MPLS were those implemented in the WinISI II software (Infrasoft International LLC, State College, PA). Prediction accuracy was estimated for each trait and model using 25 replicates of a training-testing validation procedure. Compared with PLS, which is currently the most widely used calibration method, MPLS and the 3 Bayesian methods showed significantly greater prediction accuracy. Accuracy increased in moving from calibration to external validation methods, and in moving from PLS and MPLS to Bayesian methods, particularly Bayes A and Bayes B. The maximum R(2) value of validation was obtained with Bayes B and Bayes A. For the FA, C10:0 (% of each FA on total FA basis) had the highest R(2) (0.75, achieved with Bayes A and Bayes B), and among the technological traits, fresh cheese yield R(2) of 0.82 (achieved with Bayes B). These 2 methods have proven to be useful instruments in shrinking and selecting very informative wavelengths and inferring the structure and functions of the analyzed traits. We conclude that Bayesian models are powerful tools for deriving calibration equations, and, importantly, these equations can be easily developed using existing open-source software. As part of our study, we provide scripts based on the open source R software BGLR, which can be used to train customized prediction equations for other traits or populations. Copyright © 2015 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.
Bayesian stock assessment of Pacific herring in Prince William Sound, Alaska.
Muradian, Melissa L; Branch, Trevor A; Moffitt, Steven D; Hulson, Peter-John F
2017-01-01
The Pacific herring (Clupea pallasii) population in Prince William Sound, Alaska crashed in 1993 and has yet to recover, affecting food web dynamics in the Sound and impacting Alaskan communities. To help researchers design and implement the most effective monitoring, management, and recovery programs, a Bayesian assessment of Prince William Sound herring was developed by reformulating the current model used by the Alaska Department of Fish and Game. The Bayesian model estimated pre-fishery spawning biomass of herring age-3 and older in 2013 to be a median of 19,410 mt (95% credibility interval 12,150-31,740 mt), with a 54% probability that biomass in 2013 was below the management limit used to regulate fisheries in Prince William Sound. The main advantages of the Bayesian model are that it can more objectively weight different datasets and provide estimates of uncertainty for model parameters and outputs, unlike the weighted sum-of-squares used in the original model. In addition, the revised model could be used to manage herring stocks with a decision rule that considers both stock status and the uncertainty in stock status.
Bayesian stock assessment of Pacific herring in Prince William Sound, Alaska
Moffitt, Steven D.; Hulson, Peter-John F.
2017-01-01
The Pacific herring (Clupea pallasii) population in Prince William Sound, Alaska crashed in 1993 and has yet to recover, affecting food web dynamics in the Sound and impacting Alaskan communities. To help researchers design and implement the most effective monitoring, management, and recovery programs, a Bayesian assessment of Prince William Sound herring was developed by reformulating the current model used by the Alaska Department of Fish and Game. The Bayesian model estimated pre-fishery spawning biomass of herring age-3 and older in 2013 to be a median of 19,410 mt (95% credibility interval 12,150–31,740 mt), with a 54% probability that biomass in 2013 was below the management limit used to regulate fisheries in Prince William Sound. The main advantages of the Bayesian model are that it can more objectively weight different datasets and provide estimates of uncertainty for model parameters and outputs, unlike the weighted sum-of-squares used in the original model. In addition, the revised model could be used to manage herring stocks with a decision rule that considers both stock status and the uncertainty in stock status. PMID:28222151
Ultrafast current imaging by Bayesian inversion
Somnath, Suhas; Law, Kody J. H.; Morozovska, Anna; Maksymovych, Petro; Kim, Yunseok; Lu, Xiaoli; Alexe, Marin; Archibald, Richard K; Kalinin, Sergei V; Jesse, Stephen; Vasudevan, Rama K
2016-01-01
Spectroscopic measurements of current-voltage curves in scanning probe microscopy is the earliest and one of the most common methods for characterizing local energy-dependent electronic properties, providing insight into superconductive, semiconductor, and memristive behaviors. However, the quasistatic nature of these measurements renders them extremely slow. Here, we demonstrate a fundamentally new approach for dynamic spectroscopic current imaging via full information capture and Bayesian inference analysis. This "general-mode I-V"method allows three orders of magnitude faster rates than presently possible. The technique is demonstrated by acquiring I-V curves in ferroelectric nanocapacitors, yielding >100,000 I-V curves in <20 minutes. This allows detection of switching currents in the nanoscale capacitors, as well as determination of dielectric constant. These experiments show the potential for the use of full information capture and Bayesian inference towards extracting physics from rapid I-V measurements, and can be used for transport measurements in both atomic force and scanning tunneling microscopy. The data was analyzed using pycroscopy - an open-source python package available at https://github.com/pycroscopy/pycroscopy
Multilevel modeling of single-case data: A comparison of maximum likelihood and Bayesian estimation.
Moeyaert, Mariola; Rindskopf, David; Onghena, Patrick; Van den Noortgate, Wim
2017-12-01
The focus of this article is to describe Bayesian estimation, including construction of prior distributions, and to compare parameter recovery under the Bayesian framework (using weakly informative priors) and the maximum likelihood (ML) framework in the context of multilevel modeling of single-case experimental data. Bayesian estimation results were found similar to ML estimation results in terms of the treatment effect estimates, regardless of the functional form and degree of information included in the prior specification in the Bayesian framework. In terms of the variance component estimates, both the ML and Bayesian estimation procedures result in biased and less precise variance estimates when the number of participants is small (i.e., 3). By increasing the number of participants to 5 or 7, the relative bias is close to 5% and more precise estimates are obtained for all approaches, except for the inverse-Wishart prior using the identity matrix. When a more informative prior was added, more precise estimates for the fixed effects and random effects were obtained, even when only 3 participants were included. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
An approach to quantifying the efficiency of a Bayesian filter
USDA-ARS?s Scientific Manuscript database
Data assimilation is defined as the Bayesian conditioning of uncertain model simulations on observations for the purpose of reducing uncertainty about model states. Practical data assimilation applications require that simplifying assumptions be made about the prior and posterior state distributions...
Efficient Probabilistic Diagnostics for Electrical Power Systems
NASA Technical Reports Server (NTRS)
Mengshoel, Ole J.; Chavira, Mark; Cascio, Keith; Poll, Scott; Darwiche, Adnan; Uckun, Serdar
2008-01-01
We consider in this work the probabilistic approach to model-based diagnosis when applied to electrical power systems (EPSs). Our probabilistic approach is formally well-founded, as it based on Bayesian networks and arithmetic circuits. We investigate the diagnostic task known as fault isolation, and pay special attention to meeting two of the main challenges . model development and real-time reasoning . often associated with real-world application of model-based diagnosis technologies. To address the challenge of model development, we develop a systematic approach to representing electrical power systems as Bayesian networks, supported by an easy-to-use speci.cation language. To address the real-time reasoning challenge, we compile Bayesian networks into arithmetic circuits. Arithmetic circuit evaluation supports real-time diagnosis by being predictable and fast. In essence, we introduce a high-level EPS speci.cation language from which Bayesian networks that can diagnose multiple simultaneous failures are auto-generated, and we illustrate the feasibility of using arithmetic circuits, compiled from Bayesian networks, for real-time diagnosis on real-world EPSs of interest to NASA. The experimental system is a real-world EPS, namely the Advanced Diagnostic and Prognostic Testbed (ADAPT) located at the NASA Ames Research Center. In experiments with the ADAPT Bayesian network, which currently contains 503 discrete nodes and 579 edges, we .nd high diagnostic accuracy in scenarios where one to three faults, both in components and sensors, were inserted. The time taken to compute the most probable explanation using arithmetic circuits has a small mean of 0.2625 milliseconds and standard deviation of 0.2028 milliseconds. In experiments with data from ADAPT we also show that arithmetic circuit evaluation substantially outperforms joint tree propagation and variable elimination, two alternative algorithms for diagnosis using Bayesian network inference.
Prediction and assimilation of surf-zone processes using a Bayesian network: Part I: Forward models
Plant, Nathaniel G.; Holland, K. Todd
2011-01-01
Prediction of coastal processes, including waves, currents, and sediment transport, can be obtained from a variety of detailed geophysical-process models with many simulations showing significant skill. This capability supports a wide range of research and applied efforts that can benefit from accurate numerical predictions. However, the predictions are only as accurate as the data used to drive the models and, given the large temporal and spatial variability of the surf zone, inaccuracies in data are unavoidable such that useful predictions require corresponding estimates of uncertainty. We demonstrate how a Bayesian-network model can be used to provide accurate predictions of wave-height evolution in the surf zone given very sparse and/or inaccurate boundary-condition data. The approach is based on a formal treatment of a data-assimilation problem that takes advantage of significant reduction of the dimensionality of the model system. We demonstrate that predictions of a detailed geophysical model of the wave evolution are reproduced accurately using a Bayesian approach. In this surf-zone application, forward prediction skill was 83%, and uncertainties in the model inputs were accurately transferred to uncertainty in output variables. We also demonstrate that if modeling uncertainties were not conveyed to the Bayesian network (i.e., perfect data or model were assumed), then overly optimistic prediction uncertainties were computed. More consistent predictions and uncertainties were obtained by including model-parameter errors as a source of input uncertainty. Improved predictions (skill of 90%) were achieved because the Bayesian network simultaneously estimated optimal parameters while predicting wave heights.
Sa-Ngamuang, Chaitawat; Haddawy, Peter; Luvira, Viravarn; Piyaphanee, Watcharapong; Iamsirithaworn, Sopon; Lawpoolsri, Saranath
2018-06-18
Differentiating dengue patients from other acute febrile illness patients is a great challenge among physicians. Several dengue diagnosis methods are recommended by WHO. The application of specific laboratory tests is still limited due to high cost, lack of equipment, and uncertain validity. Therefore, clinical diagnosis remains a common practice especially in resource limited settings. Bayesian networks have been shown to be a useful tool for diagnostic decision support. This study aimed to construct Bayesian network models using basic demographic, clinical, and laboratory profiles of acute febrile illness patients to diagnose dengue. Data of 397 acute undifferentiated febrile illness patients who visited the fever clinic of the Bangkok Hospital for Tropical Diseases, Thailand, were used for model construction and validation. The two best final models were selected: one with and one without NS1 rapid test result. The diagnostic accuracy of the models was compared with that of physicians on the same set of patients. The Bayesian network models provided good diagnostic accuracy of dengue infection, with ROC AUC of 0.80 and 0.75 for models with and without NS1 rapid test result, respectively. The models had approximately 80% specificity and 70% sensitivity, similar to the diagnostic accuracy of the hospital's fellows in infectious disease. Including information on NS1 rapid test improved the specificity, but reduced the sensitivity, both in model and physician diagnoses. The Bayesian network model developed in this study could be useful to assist physicians in diagnosing dengue, particularly in regions where experienced physicians and laboratory confirmation tests are limited.
Wei Wu; James Clark; James Vose
2010-01-01
Hierarchical Bayesian (HB) modeling allows for multiple sources of uncertainty by factoring complex relationships into conditional distributions that can be used to draw inference and make predictions. We applied an HB model to estimate the parameters and state variables of a parsimonious hydrological model â GR4J â by coherently assimilating the uncertainties from the...
We investigated the use of output from Bayesian stable isotope mixing models as constraints for a linear inverse food web model of a temperate intertidal seagrass system in the Marennes-Oléron Bay, France. Linear inverse modeling (LIM) is a technique that estimates a complete net...
Eser, Alexander; Primas, Christian; Reinisch, Sieglinde; Vogelsang, Harald; Novacek, Gottfried; Mould, Diane R; Reinisch, Walter
2018-01-30
Despite a robust exposure-response relationship of infliximab in inflammatory bowel disease (IBD), attempts to adjust dosing to individually predicted serum concentrations of infliximab (SICs) are lacking. Compared with labor-intensive conventional software for pharmacokinetic (PK) modeling (eg, NONMEM) dashboards are easy-to-use programs incorporating complex Bayesian statistics to determine individual pharmacokinetics. We evaluated various infliximab detection assays and the number of samples needed to precisely forecast individual SICs using a Bayesian dashboard. We assessed long-term infliximab retention in patients being dosed concordantly versus discordantly with Bayesian dashboard recommendations. Three hundred eighty-two serum samples from 117 adult IBD patients on infliximab maintenance therapy were analyzed by 3 commercially available assays. Data from each assay was modeled using NONMEM and a Bayesian dashboard. PK parameter precision and residual variability were assessed. Forecast concentrations from both systems were compared with observed concentrations. Infliximab retention was assessed by prediction for dose intensification via Bayesian dashboard versus real-life practice. Forecast precision of SICs varied between detection assays. At least 3 SICs from a reliable assay are needed for an accurate forecast. The Bayesian dashboard performed similarly to NONMEM to predict SICs. Patients dosed concordantly with Bayesian dashboard recommendations had a significantly longer median drug survival than those dosed discordantly (51.5 versus 4.6 months, P < .0001). The Bayesian dashboard helps to assess the diagnostic performance of infliximab detection assays. Three, not single, SICs provide sufficient information for individualized dose adjustment when incorporated into the Bayesian dashboard. Treatment adjusted to forecasted SICs is associated with longer drug retention of infliximab. © 2018, The American College of Clinical Pharmacology.
Spatial distribution of psychotic disorders in an urban area of France: an ecological study.
Pignon, Baptiste; Schürhoff, Franck; Baudin, Grégoire; Ferchiou, Aziz; Richard, Jean-Romain; Saba, Ghassen; Leboyer, Marion; Kirkbride, James B; Szöke, Andrei
2016-05-18
Previous analyses of neighbourhood variations of non-affective psychotic disorders (NAPD) have focused mainly on incidence. However, prevalence studies provide important insights on factors associated with disease evolution as well as for healthcare resource allocation. This study aimed to investigate the distribution of prevalent NAPD cases in an urban area in France. The number of cases in each neighbourhood was modelled as a function of potential confounders and ecological variables, namely: migrant density, economic deprivation and social fragmentation. This was modelled using statistical models of increasing complexity: frequentist models (using Poisson and negative binomial regressions), and several Bayesian models. For each model, assumptions validity were checked and compared as to how this fitted to the data, in order to test for possible spatial variation in prevalence. Data showed significant overdispersion (invalidating the Poisson regression model) and residual autocorrelation (suggesting the need to use Bayesian models). The best Bayesian model was Leroux's model (i.e. a model with both strong correlation between neighbouring areas and weaker correlation between areas further apart), with economic deprivation as an explanatory variable (OR = 1.13, 95% CI [1.02-1.25]). In comparison with frequentist methods, the Bayesian model showed a better fit. The number of cases showed non-random spatial distribution and was linked to economic deprivation.
Model averaging, optimal inference, and habit formation
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
Using SAS PROC MCMC for Item Response Theory Models
Samonte, Kelli
2014-01-01
Interest in using Bayesian methods for estimating item response theory models has grown at a remarkable rate in recent years. This attentiveness to Bayesian estimation has also inspired a growth in available software such as WinBUGS, R packages, BMIRT, MPLUS, and SAS PROC MCMC. This article intends to provide an accessible overview of Bayesian methods in the context of item response theory to serve as a useful guide for practitioners in estimating and interpreting item response theory (IRT) models. Included is a description of the estimation procedure used by SAS PROC MCMC. Syntax is provided for estimation of both dichotomous and polytomous IRT models, as well as a discussion on how to extend the syntax to accommodate more complex IRT models. PMID:29795834
Application of Bayesian model averaging to measurements of the primordial power spectrum
NASA Astrophysics Data System (ADS)
Parkinson, David; Liddle, Andrew R.
2010-11-01
Cosmological parameter uncertainties are often stated assuming a particular model, neglecting the model uncertainty, even when Bayesian model selection is unable to identify a conclusive best model. Bayesian model averaging is a method for assessing parameter uncertainties in situations where there is also uncertainty in the underlying model. We apply model averaging to the estimation of the parameters associated with the primordial power spectra of curvature and tensor perturbations. We use CosmoNest and MultiNest to compute the model evidences and posteriors, using cosmic microwave data from WMAP, ACBAR, BOOMERanG, and CBI, plus large-scale structure data from the SDSS DR7. We find that the model-averaged 95% credible interval for the spectral index using all of the data is 0.940
Sparse Bayesian Learning for Identifying Imaging Biomarkers in AD Prediction
Shen, Li; Qi, Yuan; Kim, Sungeun; Nho, Kwangsik; Wan, Jing; Risacher, Shannon L.; Saykin, Andrew J.
2010-01-01
We apply sparse Bayesian learning methods, automatic relevance determination (ARD) and predictive ARD (PARD), to Alzheimer’s disease (AD) classification to make accurate prediction and identify critical imaging markers relevant to AD at the same time. ARD is one of the most successful Bayesian feature selection methods. PARD is a powerful Bayesian feature selection method, and provides sparse models that is easy to interpret. PARD selects the model with the best estimate of the predictive performance instead of choosing the one with the largest marginal model likelihood. Comparative study with support vector machine (SVM) shows that ARD/PARD in general outperform SVM in terms of prediction accuracy. Additional comparison with surface-based general linear model (GLM) analysis shows that regions with strongest signals are identified by both GLM and ARD/PARD. While GLM P-map returns significant regions all over the cortex, ARD/PARD provide a small number of relevant and meaningful imaging markers with predictive power, including both cortical and subcortical measures. PMID:20879451
Halstead, Brian J.; Wylie, Glenn D.; Casazza, Michael L.; Hansen, Eric C.; Scherer, Rick D.; Patterson, Laura C.
2015-08-14
Bayesian networks further provide a clear visual display of the model that facilitates understanding among various stakeholders (Marcot and others, 2001; Uusitalo , 2007). Empirical data and expert judgment can be combined, as continuous or categorical variables, to update knowledge about the system (Marcot and others, 2001; Uusitalo , 2007). Importantly, Bayesian network models allow inference from causes to consequences, but also from consequences to causes, so that data can inform the states of nodes (values of different random variables) in either direction (Marcot and others, 2001; Uusitalo , 2007). Because they can incorporate both decision nodes that represent management actions and utility nodes that quantify the costs and benefits of outcomes, Bayesian networks are ideally suited to risk analysis and adaptive management (Nyberg and others, 2006; Howes and others, 2010). Thus, Bayesian network models are useful in situations where empirical data are not available, such as questions concerning the responses of giant gartersnakes to management.
A Sparse Bayesian Approach for Forward-Looking Superresolution Radar Imaging
Zhang, Yin; Zhang, Yongchao; Huang, Yulin; Yang, Jianyu
2017-01-01
This paper presents a sparse superresolution approach for high cross-range resolution imaging of forward-looking scanning radar based on the Bayesian criterion. First, a novel forward-looking signal model is established as the product of the measurement matrix and the cross-range target distribution, which is more accurate than the conventional convolution model. Then, based on the Bayesian criterion, the widely-used sparse regularization is considered as the penalty term to recover the target distribution. The derivation of the cost function is described, and finally, an iterative expression for minimizing this function is presented. Alternatively, this paper discusses how to estimate the single parameter of Gaussian noise. With the advantage of a more accurate model, the proposed sparse Bayesian approach enjoys a lower model error. Meanwhile, when compared with the conventional superresolution methods, the proposed approach shows high cross-range resolution and small location error. The superresolution results for the simulated point target, scene data, and real measured data are presented to demonstrate the superior performance of the proposed approach. PMID:28604583
Bayesian analysis of caustic-crossing microlensing events
NASA Astrophysics Data System (ADS)
Cassan, A.; Horne, K.; Kains, N.; Tsapras, Y.; Browne, P.
2010-06-01
Aims: Caustic-crossing binary-lens microlensing events are important anomalous events because they are capable of detecting an extrasolar planet companion orbiting the lens star. Fast and robust modelling methods are thus of prime interest in helping to decide whether a planet is detected by an event. Cassan introduced a new set of parameters to model binary-lens events, which are closely related to properties of the light curve. In this work, we explain how Bayesian priors can be added to this framework, and investigate on interesting options. Methods: We develop a mathematical formulation that allows us to compute analytically the priors on the new parameters, given some previous knowledge about other physical quantities. We explicitly compute the priors for a number of interesting cases, and show how this can be implemented in a fully Bayesian, Markov chain Monte Carlo algorithm. Results: Using Bayesian priors can accelerate microlens fitting codes by reducing the time spent considering physically implausible models, and helps us to discriminate between alternative models based on the physical plausibility of their parameters.
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.
NASA Astrophysics Data System (ADS)
Abiriand Bhekisipho Twala, Olufunminiyi
2017-08-01
In this paper, a multilayer feedforward neural network with Bayesian regularization constitutive model is developed for alloy 316L during high strain rate and high temperature plastic deformation. The input variables are strain rate, temperature and strain while the output value is the flow stress of the material. The results show that the use of Bayesian regularized technique reduces the potential of overfitting and overtraining. The prediction quality of the model is thereby improved. The model predictions are in good agreement with experimental measurements. The measurement data used for the network training and model comparison were taken from relevant literature. The developed model is robust as it can be generalized to deformation conditions slightly below or above the training dataset.
Spatiotemporal Bayesian analysis of Lyme disease in New York state, 1990-2000.
Chen, Haiyan; Stratton, Howard H; Caraco, Thomas B; White, Dennis J
2006-07-01
Mapping ordinarily increases our understanding of nontrivial spatial and temporal heterogeneities in disease rates. However, the large number of parameters required by the corresponding statistical models often complicates detailed analysis. This study investigates the feasibility of a fully Bayesian hierarchical regression approach to the problem and identifies how it outperforms two more popular methods: crude rate estimates (CRE) and empirical Bayes standardization (EBS). In particular, we apply a fully Bayesian approach to the spatiotemporal analysis of Lyme disease incidence in New York state for the period 1990-2000. These results are compared with those obtained by CRE and EBS in Chen et al. (2005). We show that the fully Bayesian regression model not only gives more reliable estimates of disease rates than the other two approaches but also allows for tractable models that can accommodate more numerous sources of variation and unknown parameters.
A Bayesian approach to tracking patients having changing pharmacokinetic parameters
NASA Technical Reports Server (NTRS)
Bayard, David S.; Jelliffe, Roger W.
2004-01-01
This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.
K-ε Turbulence Model Parameter Estimates Using an Approximate Self-similar Jet-in-Crossflow Solution
DeChant, Lawrence; Ray, Jaideep; Lefantzi, Sophia; ...
2017-06-09
The k-ε turbulence model has been described as perhaps “the most widely used complete turbulence model.” This family of heuristic Reynolds Averaged Navier-Stokes (RANS) turbulence closures is supported by a suite of model parameters that have been estimated by demanding the satisfaction of well-established canonical flows such as homogeneous shear flow, log-law behavior, etc. While this procedure does yield a set of so-called nominal parameters, it is abundantly clear that they do not provide a universally satisfactory turbulence model that is capable of simulating complex flows. Recent work on the Bayesian calibration of the k-ε model using jet-in-crossflow wind tunnelmore » data has yielded parameter estimates that are far more predictive than nominal parameter values. In this paper, we develop a self-similar asymptotic solution for axisymmetric jet-in-crossflow interactions and derive analytical estimates of the parameters that were inferred using Bayesian calibration. The self-similar method utilizes a near field approach to estimate the turbulence model parameters while retaining the classical far-field scaling to model flow field quantities. Our parameter values are seen to be far more predictive than the nominal values, as checked using RANS simulations and experimental measurements. They are also closer to the Bayesian estimates than the nominal parameters. A traditional simplified jet trajectory model is explicitly related to the turbulence model parameters and is shown to yield good agreement with measurement when utilizing the analytical derived turbulence model coefficients. Finally, the close agreement between the turbulence model coefficients obtained via Bayesian calibration and the analytically estimated coefficients derived in this paper is consistent with the contention that the Bayesian calibration approach is firmly rooted in the underlying physical description.« less
Robust Learning of High-dimensional Biological Networks with Bayesian Networks
NASA Astrophysics Data System (ADS)
Nägele, Andreas; Dejori, Mathäus; Stetter, Martin
Structure learning of Bayesian networks applied to gene expression data has become a potentially useful method to estimate interactions between genes. However, the NP-hardness of Bayesian network structure learning renders the reconstruction of the full genetic network with thousands of genes unfeasible. Consequently, the maximal network size is usually restricted dramatically to a small set of genes (corresponding with variables in the Bayesian network). Although this feature reduction step makes structure learning computationally tractable, on the downside, the learned structure might be adversely affected due to the introduction of missing genes. Additionally, gene expression data are usually very sparse with respect to the number of samples, i.e., the number of genes is much greater than the number of different observations. Given these problems, learning robust network features from microarray data is a challenging task. This chapter presents several approaches tackling the robustness issue in order to obtain a more reliable estimation of learned network features.
A Bayesian framework for extracting human gait using strong prior knowledge.
Zhou, Ziheng; Prügel-Bennett, Adam; Damper, Robert I
2006-11-01
Extracting full-body motion of walking people from monocular video sequences in complex, real-world environments is an important and difficult problem, going beyond simple tracking, whose satisfactory solution demands an appropriate balance between use of prior knowledge and learning from data. We propose a consistent Bayesian framework for introducing strong prior knowledge into a system for extracting human gait. In this work, the strong prior is built from a simple articulated model having both time-invariant (static) and time-variant (dynamic) parameters. The model is easily modified to cater to situations such as walkers wearing clothing that obscures the limbs. The statistics of the parameters are learned from high-quality (indoor laboratory) data and the Bayesian framework then allows us to "bootstrap" to accurate gait extraction on the noisy images typical of cluttered, outdoor scenes. To achieve automatic fitting, we use a hidden Markov model to detect the phases of images in a walking cycle. We demonstrate our approach on silhouettes extracted from fronto-parallel ("sideways on") sequences of walkers under both high-quality indoor and noisy outdoor conditions. As well as high-quality data with synthetic noise and occlusions added, we also test walkers with rucksacks, skirts, and trench coats. Results are quantified in terms of chamfer distance and average pixel error between automatically extracted body points and corresponding hand-labeled points. No one part of the system is novel in itself, but the overall framework makes it feasible to extract gait from very much poorer quality image sequences than hitherto. This is confirmed by comparing person identification by gait using our method and a well-established baseline recognition algorithm.
Emerging Concepts of Data Integration in Pathogen Phylodynamics.
Baele, Guy; Suchard, Marc A; Rambaut, Andrew; Lemey, Philippe
2017-01-01
Phylodynamics has become an increasingly popular statistical framework to extract evolutionary and epidemiological information from pathogen genomes. By harnessing such information, epidemiologists aim to shed light on the spatio-temporal patterns of spread and to test hypotheses about the underlying interaction of evolutionary and ecological dynamics in pathogen populations. Although the field has witnessed a rich development of statistical inference tools with increasing levels of sophistication, these tools initially focused on sequences as their sole primary data source. Integrating various sources of information, however, promises to deliver more precise insights in infectious diseases and to increase opportunities for statistical hypothesis testing. Here, we review how the emerging concept of data integration is stimulating new advances in Bayesian evolutionary inference methodology which formalize a marriage of statistical thinking and evolutionary biology. These approaches include connecting sequence to trait evolution, such as for host, phenotypic and geographic sampling information, but also the incorporation of covariates of evolutionary and epidemic processes in the reconstruction procedures. We highlight how a full Bayesian approach to covariate modeling and testing can generate further insights into sequence evolution, trait evolution, and population dynamics in pathogen populations. Specific examples demonstrate how such approaches can be used to test the impact of host on rabies and HIV evolutionary rates, to identify the drivers of influenza dispersal as well as the determinants of rabies cross-species transmissions, and to quantify the evolutionary dynamics of influenza antigenicity. Finally, we briefly discuss how data integration is now also permeating through the inference of transmission dynamics, leading to novel insights into tree-generative processes and detailed reconstructions of transmission trees. [Bayesian inference; birth–death models; coalescent models; continuous trait evolution; covariates; data integration; discrete trait evolution; pathogen phylodynamics.
Emerging Concepts of Data Integration in Pathogen Phylodynamics
Baele, Guy; Suchard, Marc A.; Rambaut, Andrew; Lemey, Philippe
2017-01-01
Phylodynamics has become an increasingly popular statistical framework to extract evolutionary and epidemiological information from pathogen genomes. By harnessing such information, epidemiologists aim to shed light on the spatio-temporal patterns of spread and to test hypotheses about the underlying interaction of evolutionary and ecological dynamics in pathogen populations. Although the field has witnessed a rich development of statistical inference tools with increasing levels of sophistication, these tools initially focused on sequences as their sole primary data source. Integrating various sources of information, however, promises to deliver more precise insights in infectious diseases and to increase opportunities for statistical hypothesis testing. Here, we review how the emerging concept of data integration is stimulating new advances in Bayesian evolutionary inference methodology which formalize a marriage of statistical thinking and evolutionary biology. These approaches include connecting sequence to trait evolution, such as for host, phenotypic and geographic sampling information, but also the incorporation of covariates of evolutionary and epidemic processes in the reconstruction procedures. We highlight how a full Bayesian approach to covariate modeling and testing can generate further insights into sequence evolution, trait evolution, and population dynamics in pathogen populations. Specific examples demonstrate how such approaches can be used to test the impact of host on rabies and HIV evolutionary rates, to identify the drivers of influenza dispersal as well as the determinants of rabies cross-species transmissions, and to quantify the evolutionary dynamics of influenza antigenicity. Finally, we briefly discuss how data integration is now also permeating through the inference of transmission dynamics, leading to novel insights into tree-generative processes and detailed reconstructions of transmission trees. [Bayesian inference; birth–death models; coalescent models; continuous trait evolution; covariates; data integration; discrete trait evolution; pathogen phylodynamics. PMID:28173504
A Bayesian prediction model between a biomarker and the clinical endpoint for dichotomous variables.
Jiang, Zhiwei; Song, Yang; Shou, Qiong; Xia, Jielai; Wang, William
2014-12-20
Early biomarkers are helpful for predicting clinical endpoints and for evaluating efficacy in clinical trials even if the biomarker cannot replace clinical outcome as a surrogate. The building and evaluation of an association model between biomarkers and clinical outcomes are two equally important concerns regarding the prediction of clinical outcome. This paper is to address both issues in a Bayesian framework. A Bayesian meta-analytic approach is proposed to build a prediction model between the biomarker and clinical endpoint for dichotomous variables. Compared with other Bayesian methods, the proposed model only requires trial-level summary data of historical trials in model building. By using extensive simulations, we evaluate the link function and the application condition of the proposed Bayesian model under scenario (i) equal positive predictive value (PPV) and negative predictive value (NPV) and (ii) higher NPV and lower PPV. In the simulations, the patient-level data is generated to evaluate the meta-analytic model. PPV and NPV are employed to describe the patient-level relationship between the biomarker and the clinical outcome. The minimum number of historical trials to be included in building the model is also considered. It is seen from the simulations that the logit link function performs better than the odds and cloglog functions under both scenarios. PPV/NPV ≥0.5 for equal PPV and NPV, and PPV + NPV ≥1 for higher NPV and lower PPV are proposed in order to predict clinical outcome accurately and precisely when the proposed model is considered. Twenty historical trials are required to be included in model building when PPV and NPV are equal. For unequal PPV and NPV, the minimum number of historical trials for model building is proposed to be five. A hypothetical example shows an application of the proposed model in global drug development. The proposed Bayesian model is able to predict well the clinical endpoint from the observed biomarker data for dichotomous variables as long as the conditions are satisfied. It could be applied in drug development. But the practical problems in applications have to be studied in further research.
B.G. Marcot; J.D. Steventon; G.D. Sutherland; R.K. McCann
2006-01-01
We provide practical guidelines for developing, testing, and revising Bayesian belief networks (BBNs). Primary steps in this process include creating influence diagrams of the hypothesized "causal web" of key factors affecting a species or ecological outcome of interest; developing a first, alpha-level BBN model from the influence diagram; revising the model...
The mode of toxic action (MoA) has been recognized as a key determinant of chemical toxicity, but development of predictive MoA classification models in aquatic toxicology has been limited. We developed a Bayesian network model to classify aquatic toxicity MoA using a recently pu...
ERIC Educational Resources Information Center
Kim, Seohyun; Lu, Zhenqiu; Cohen, Allan S.
2018-01-01
Bayesian algorithms have been used successfully in the social and behavioral sciences to analyze dichotomous data particularly with complex structural equation models. In this study, we investigate the use of the Polya-Gamma data augmentation method with Gibbs sampling to improve estimation of structural equation models with dichotomous variables.…
Predicting Graduation Rates at 4-Year Broad Access Institutions Using a Bayesian Modeling Approach
ERIC Educational Resources Information Center
Crisp, Gloria; Doran, Erin; Salis Reyes, Nicole A.
2018-01-01
This study models graduation rates at 4-year broad access institutions (BAIs). We examine the student body, structural-demographic, and financial characteristics that best predict 6-year graduation rates across two time periods (2008-2009 and 2014-2015). A Bayesian model averaging approach is utilized to account for uncertainty in variable…
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
Kimberley K. Ayre; Wayne G. Landis
2012-01-01
We present a Bayesian network model based on the ecological risk assessment framework to evaluate potential impacts to habitats and resources resulting from wildfire, grazing, forest management activities, and insect outbreaks in a forested landscape in northeastern Oregon. The Bayesian network structure consisted of three tiers of nodes: landscape disturbances,...
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.
Hierarchical Bayesian Model (HBM) - Derived Estimates of Air Quality for 2007: Annual Report
This report describes EPA's Hierarchical Bayesian model generated (HBM) estimates of ozone (O3) and fine particulate matter (PM2.5 particles with aerodynamic diameter < 2.5 microns)concentrations throughout the continental United States during the 2007 calen...
Tian, Ting; McLachlan, Geoffrey J.; Dieters, Mark J.; Basford, Kaye E.
2015-01-01
It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances. PMID:26689369
NASA Astrophysics Data System (ADS)
Budi Astuti, Ani; Iriawan, Nur; Irhamah; Kuswanto, Heri; Sasiarini, Laksmi
2017-10-01
Bayesian statistics proposes an approach that is very flexible in the number of samples and distribution of data. Bayesian Mixture Model (BMM) is a Bayesian approach for multimodal models. Diabetes Mellitus (DM) is more commonly known in the Indonesian community as sweet pee. This disease is one type of chronic non-communicable diseases but it is very dangerous to humans because of the effects of other diseases complications caused. WHO reports in 2013 showed DM disease was ranked 6th in the world as the leading causes of human death. In Indonesia, DM disease continues to increase over time. These research would be studied patterns and would be built the BMM models of the DM data through simulation studies where the simulation data built on cases of blood sugar levels of DM patients in RSUD Saiful Anwar Malang. The results have been successfully demonstrated pattern of distribution of the DM data which has a normal mixture distribution. The BMM models have succeed to accommodate the real condition of the DM data based on the data driven concept.
Tian, Ting; McLachlan, Geoffrey J; Dieters, Mark J; Basford, Kaye E
2015-01-01
It is a common occurrence in plant breeding programs to observe missing values in three-way three-mode multi-environment trial (MET) data. We proposed modifications of models for estimating missing observations for these data arrays, and developed a novel approach in terms of hierarchical clustering. Multiple imputation (MI) was used in four ways, multiple agglomerative hierarchical clustering, normal distribution model, normal regression model, and predictive mean match. The later three models used both Bayesian analysis and non-Bayesian analysis, while the first approach used a clustering procedure with randomly selected attributes and assigned real values from the nearest neighbour to the one with missing observations. Different proportions of data entries in six complete datasets were randomly selected to be missing and the MI methods were compared based on the efficiency and accuracy of estimating those values. The results indicated that the models using Bayesian analysis had slightly higher accuracy of estimation performance than those using non-Bayesian analysis but they were more time-consuming. However, the novel approach of multiple agglomerative hierarchical clustering demonstrated the overall best performances.
Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C
2016-02-01
A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.
Bayesian Calibration of Thermodynamic Databases and the Role of Kinetics
NASA Astrophysics Data System (ADS)
Wolf, A. S.; Ghiorso, M. S.
2017-12-01
Self-consistent thermodynamic databases of geologically relevant materials (like Berman, 1988; Holland and Powell, 1998, Stixrude & Lithgow-Bertelloni 2011) are crucial for simulating geological processes as well as interpreting rock samples from the field. These databases form the backbone of our understanding of how fluids and rocks interact at extreme planetary conditions. Considerable work is involved in their construction from experimental phase reaction data, as they must self-consistently describe the free energy surfaces (including relative offsets) of potentially hundreds of interacting phases. Standard database calibration methods typically utilize either linear programming or least squares regression. While both produce a viable model, they suffer from strong limitations on the training data (which must be filtered by hand), along with general ignorance of many of the sources of experimental uncertainty. We develop a new method for calibrating high P-T thermodynamic databases for use in geologic applications. The model is designed to handle pure solid endmember and free fluid phases and can be extended to include mixed solid solutions and melt phases. This new calibration effort utilizes Bayesian techniques to obtain optimal parameter values together with a full family of statistically acceptable models, summarized by the posterior. Unlike previous efforts, the Bayesian Logistic Uncertain Reaction (BLUR) model directly accounts for both measurement uncertainties and disequilibrium effects, by employing a kinetic reaction model whose parameters are empirically determined from the experiments themselves. Thus, along with the equilibrium free energy surfaces, we also provide rough estimates of the activation energies, entropies, and volumes for each reaction. As a first application, we demonstrate this new method on the three-phase aluminosilicate system, illustrating how it can produce superior estimates of the phase boundaries by incorporating constraints from all available data, while automatically handling variable data quality due to a combination of measurement errors and kinetic effects.
NASA Technical Reports Server (NTRS)
Mengshoel, Ole Jakob; Poll, Scott; Kurtoglu, Tolga
2009-01-01
This CD contains files that support the talk (see CASI ID 20100021404). There are 24 models that relate to the ADAPT system and 1 Excel worksheet. In the paper an investigation into the use of Bayesian networks to construct large-scale diagnostic systems is described. The high-level specifications, Bayesian networks, clique trees, and arithmetic circuits representing 24 different electrical power systems are described in the talk. The data in the CD are the models of the 24 different power systems.
Bayesian Exploratory Factor Analysis
Conti, Gabriella; Frühwirth-Schnatter, Sylvia; Heckman, James J.; Piatek, Rémi
2014-01-01
This paper develops and applies a Bayesian approach to Exploratory Factor Analysis that improves on ad hoc classical approaches. Our framework relies on dedicated factor models and simultaneously determines the number of factors, the allocation of each measurement to a unique factor, and the corresponding factor loadings. Classical identification criteria are applied and integrated into our Bayesian procedure to generate models that are stable and clearly interpretable. A Monte Carlo study confirms the validity of the approach. The method is used to produce interpretable low dimensional aggregates from a high dimensional set of psychological measurements. PMID:25431517
NASA Astrophysics Data System (ADS)
Berliner, M.
2017-12-01
Bayesian statistical decision theory offers a natural framework for decision-policy making in the presence of uncertainty. Key advantages of the approach include efficient incorporation of information and observations. However, in complicated settings it is very difficult, perhaps essentially impossible, to formalize the mathematical inputs needed in the approach. Nevertheless, using the approach as a template is useful for decision support; that is, organizing and communicating our analyses. Bayesian hierarchical modeling is valuable in quantifying and managing uncertainty such cases. I review some aspects of the idea emphasizing statistical model development and use in the context of sea-level rise.
NASA Astrophysics Data System (ADS)
Park, K.-R.; Kim, K.-h.; Kwak, S.; Svensson, J.; Lee, J.; Ghim, Y.-c.
2017-11-01
Feasibility study of direct spectra measurements of Thomson scattered photons for fusion-grade plasmas is performed based on a forward model of the KSTAR Thomson scattering system. Expected spectra in the forward model are calculated based on Selden function including the relativistic polarization correction. Noise in the signal is modeled with photon noise and Gaussian electrical noise. Electron temperature and density are inferred using Bayesian probability theory. Based on bias error, full width at half maximum and entropy of posterior distributions, spectral measurements are found to be feasible. Comparisons between spectrometer-based and polychromator-based Thomson scattering systems are performed with varying quantum efficiency and electrical noise levels.
Past and present cosmic structure in the SDSS DR7 main sample
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jasche, J.; Leclercq, F.; Wandelt, B.D., E-mail: jasche@iap.fr, E-mail: florent.leclercq@polytechnique.org, E-mail: wandelt@iap.fr
2015-01-01
We present a chrono-cosmography project, aiming at the inference of the four dimensional formation history of the observed large scale structure from its origin to the present epoch. To do so, we perform a full-scale Bayesian analysis of the northern galactic cap of the Sloan Digital Sky Survey (SDSS) Data Release 7 main galaxy sample, relying on a fully probabilistic, physical model of the non-linearly evolved density field. Besides inferring initial conditions from observations, our methodology naturally and accurately reconstructs non-linear features at the present epoch, such as walls and filaments, corresponding to high-order correlation functions generated by late-time structuremore » formation. Our inference framework self-consistently accounts for typical observational systematic and statistical uncertainties such as noise, survey geometry and selection effects. We further account for luminosity dependent galaxy biases and automatic noise calibration within a fully Bayesian approach. As a result, this analysis provides highly-detailed and accurate reconstructions of the present density field on scales larger than ∼ 3 Mpc/h, constrained by SDSS observations. This approach also leads to the first quantitative inference of plausible formation histories of the dynamic large scale structure underlying the observed galaxy distribution. The results described in this work constitute the first full Bayesian non-linear analysis of the cosmic large scale structure with the demonstrated capability of uncertainty quantification. Some of these results will be made publicly available along with this work. The level of detail of inferred results and the high degree of control on observational uncertainties pave the path towards high precision chrono-cosmography, the subject of simultaneously studying the dynamics and the morphology of the inhomogeneous Universe.« less
Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation
NASA Astrophysics Data System (ADS)
Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.
2012-12-01
This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.
Bayesian randomized clinical trials: From fixed to adaptive design.
Yin, Guosheng; Lam, Chi Kin; Shi, Haolun
2017-08-01
Randomized controlled studies are the gold standard for phase III clinical trials. Using α-spending functions to control the overall type I error rate, group sequential methods are well established and have been dominating phase III studies. Bayesian randomized design, on the other hand, can be viewed as a complement instead of competitive approach to the frequentist methods. For the fixed Bayesian design, the hypothesis testing can be cast in the posterior probability or Bayes factor framework, which has a direct link to the frequentist type I error rate. Bayesian group sequential design relies upon Bayesian decision-theoretic approaches based on backward induction, which is often computationally intensive. Compared with the frequentist approaches, Bayesian methods have several advantages. The posterior predictive probability serves as a useful and convenient tool for trial monitoring, and can be updated at any time as the data accrue during the trial. The Bayesian decision-theoretic framework possesses a direct link to the decision making in the practical setting, and can be modeled more realistically to reflect the actual cost-benefit analysis during the drug development process. Other merits include the possibility of hierarchical modeling and the use of informative priors, which would lead to a more comprehensive utilization of information from both historical and longitudinal data. From fixed to adaptive design, we focus on Bayesian randomized controlled clinical trials and make extensive comparisons with frequentist counterparts through numerical studies. Copyright © 2017 Elsevier Inc. All rights reserved.
2D Bayesian automated tilted-ring fitting of disc galaxies in large H I galaxy surveys: 2DBAT
NASA Astrophysics Data System (ADS)
Oh, Se-Heon; Staveley-Smith, Lister; Spekkens, Kristine; Kamphuis, Peter; Koribalski, Bärbel S.
2018-01-01
We present a novel algorithm based on a Bayesian method for 2D tilted-ring analysis of disc galaxy velocity fields. Compared to the conventional algorithms based on a chi-squared minimization procedure, this new Bayesian-based algorithm suffers less from local minima of the model parameters even with highly multimodal posterior distributions. Moreover, the Bayesian analysis, implemented via Markov Chain Monte Carlo sampling, only requires broad ranges of posterior distributions of the parameters, which makes the fitting procedure fully automated. This feature will be essential when performing kinematic analysis on the large number of resolved galaxies expected to be detected in neutral hydrogen (H I) surveys with the Square Kilometre Array and its pathfinders. The so-called 2D Bayesian Automated Tilted-ring fitter (2DBAT) implements Bayesian fits of 2D tilted-ring models in order to derive rotation curves of galaxies. We explore 2DBAT performance on (a) artificial H I data cubes built based on representative rotation curves of intermediate-mass and massive spiral galaxies, and (b) Australia Telescope Compact Array H I data from the Local Volume H I Survey. We find that 2DBAT works best for well-resolved galaxies with intermediate inclinations (20° < i < 70°), complementing 3D techniques better suited to modelling inclined galaxies.
Wu, Wei Mo; Wang, Jia Qiang; Cao, Qi; Wu, Jia Ping
2017-02-01
Accurate prediction of soil organic carbon (SOC) distribution is crucial for soil resources utilization and conservation, climate change adaptation, and ecosystem health. In this study, we selected a 1300 m×1700 m solonchak sampling area in northern Tarim Basin, Xinjiang, China, and collected a total of 144 soil samples (5-10 cm). The objectives of this study were to build a Baye-sian geostatistical model to predict SOC content, and to assess the performance of the Bayesian model for the prediction of SOC content by comparing with other three geostatistical approaches [ordinary kriging (OK), sequential Gaussian simulation (SGS), and inverse distance weighting (IDW)]. In the study area, soil organic carbon contents ranged from 1.59 to 9.30 g·kg -1 with a mean of 4.36 g·kg -1 and a standard deviation of 1.62 g·kg -1 . Sample semivariogram was best fitted by an exponential model with the ratio of nugget to sill being 0.57. By using the Bayesian geostatistical approach, we generated the SOC content map, and obtained the prediction variance, upper 95% and lower 95% of SOC contents, which were then used to evaluate the prediction uncertainty. Bayesian geostatistical approach performed better than that of the OK, SGS and IDW, demonstrating the advantages of Bayesian approach in SOC prediction.
NASA Astrophysics Data System (ADS)
Haas, Edwin; Santabarbara, Ignacio; Kiese, Ralf; Butterbach-Bahl, Klaus
2017-04-01
Numerical simulation models are increasingly used to estimate greenhouse gas emissions at site to regional / national scale and are outlined as the most advanced methodology (Tier 3) in the framework of UNFCCC reporting. Process-based models incorporate the major processes of the carbon and nitrogen cycle of terrestrial ecosystems and are thus thought to be widely applicable at various conditions and spatial scales. Process based modelling requires high spatial resolution input data on soil properties, climate drivers and management information. The acceptance of model based inventory calculations depends on the assessment of the inventory's uncertainty (model, input data and parameter induced uncertainties). In this study we fully quantify the uncertainty in modelling soil N2O and NO emissions from arable, grassland and forest soils using the biogeochemical model LandscapeDNDC. We address model induced uncertainty (MU) by contrasting two different soil biogeochemistry modules within LandscapeDNDC. The parameter induced uncertainty (PU) was assessed by using joint parameter distributions for key parameters describing microbial C and N turnover processes as obtained by different Bayesian calibration studies for each model configuration. Input data induced uncertainty (DU) was addressed by Bayesian calibration of soil properties, climate drivers and agricultural management practices data. For the MU, DU and PU we performed several hundred simulations each to contribute to the individual uncertainty assessment. For the overall uncertainty quantification we assessed the model prediction probability, followed by sampled sets of input datasets and parameter distributions. Statistical analysis of the simulation results have been used to quantify the overall full uncertainty of the modelling approach. With this study we can contrast the variation in model results to the different sources of uncertainties for each ecosystem. Further we have been able to perform a fully uncertainty analysis for modelling N2O and NO emissions from arable, grassland and forest soils necessary for the comprehensibility of modelling results. We have applied the methodology to a regional inventory to assess the overall modelling uncertainty for a regional N2O and NO emissions inventory for the state of Saxony, Germany.
Bayesian outcome-based strategy classification.
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.
Optimal speech motor control and token-to-token variability: a Bayesian modeling approach.
Patri, Jean-François; Diard, Julien; Perrier, Pascal
2015-12-01
The remarkable capacity of the speech motor system to adapt to various speech conditions is due to an excess of degrees of freedom, which enables producing similar acoustical properties with different sets of control strategies. To explain how the central nervous system selects one of the possible strategies, a common approach, in line with optimal motor control theories, is to model speech motor planning as the solution of an optimality problem based on cost functions. Despite the success of this approach, one of its drawbacks is the intrinsic contradiction between the concept of optimality and the observed experimental intra-speaker token-to-token variability. The present paper proposes an alternative approach by formulating feedforward optimal control in a probabilistic Bayesian modeling framework. This is illustrated by controlling a biomechanical model of the vocal tract for speech production and by comparing it with an existing optimal control model (GEPPETO). The essential elements of this optimal control model are presented first. From them the Bayesian model is constructed in a progressive way. Performance of the Bayesian model is evaluated based on computer simulations and compared to the optimal control model. This approach is shown to be appropriate for solving the speech planning problem while accounting for variability in a principled way.
Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models
Plant, Nathaniel G.; Holland, K. Todd
2011-01-01
A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.
Bayesian Image Segmentations by Potts Prior and Loopy Belief Propagation
NASA Astrophysics Data System (ADS)
Tanaka, Kazuyuki; Kataoka, Shun; Yasuda, Muneki; Waizumi, Yuji; Hsu, Chiou-Ting
2014-12-01
This paper presents a Bayesian image segmentation model based on Potts prior and loopy belief propagation. The proposed Bayesian model involves several terms, including the pairwise interactions of Potts models, and the average vectors and covariant matrices of Gauss distributions in color image modeling. These terms are often referred to as hyperparameters in statistical machine learning theory. In order to determine these hyperparameters, we propose a new scheme for hyperparameter estimation based on conditional maximization of entropy in the Potts prior. The algorithm is given based on loopy belief propagation. In addition, we compare our conditional maximum entropy framework with the conventional maximum likelihood framework, and also clarify how the first order phase transitions in loopy belief propagations for Potts models influence our hyperparameter estimation procedures.
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.
ERIC Educational Resources Information Center
Wang, Qiu; Diemer, Matthew A.; Maier, Kimberly S.
2013-01-01
This study integrated Bayesian hierarchical modeling and receiver operating characteristic analysis (BROCA) to evaluate how interest strength (IS) and interest differentiation (ID) predicted low–socioeconomic status (SES) youth's interest-major congruence (IMC). Using large-scale Kuder Career Search online-assessment data, this study fit three…
A Robust Bayesian Approach for Structural Equation Models with Missing Data
ERIC Educational Resources Information Center
Lee, Sik-Yum; Xia, Ye-Mao
2008-01-01
In this paper, normal/independent distributions, including but not limited to the multivariate t distribution, the multivariate contaminated distribution, and the multivariate slash distribution, are used to develop a robust Bayesian approach for analyzing structural equation models with complete or missing data. In the context of a nonlinear…
Hierarchical Bayesian Models of Subtask Learning
ERIC Educational Resources Information Center
Anglim, Jeromy; Wynton, Sarah K. A.
2015-01-01
The current study used Bayesian hierarchical methods to challenge and extend previous work on subtask learning consistency. A general model of individual-level subtask learning was proposed focusing on power and exponential functions with constraints to test for inconsistency. To study subtask learning, we developed a novel computer-based booking…
Model uncertainty estimation and risk assessment is essential to environmental management and informed decision making on pollution mitigation strategies. In this study, we apply a probabilistic methodology, which combines Bayesian Monte Carlo simulation and Maximum Likelihood e...
Hierarchical Bayesian Model (HBM)-Derived Estimates of Air Quality for 2004 - Annual Report
This report describes EPA's Hierarchical Bayesian model-generated (HBM) estimates of O3 and PM2.5 concentrations throughout the continental United States during the 2004 calendar year. HBM estimates provide the spatial and temporal variance of O3 ...
Fitting Residual Error Structures for Growth Models in SAS PROC MCMC
ERIC Educational Resources Information Center
McNeish, Daniel
2017-01-01
In behavioral sciences broadly, estimating growth models with Bayesian methods is becoming increasingly common, especially to combat small samples common with longitudinal data. Although Mplus is becoming an increasingly common program for applied research employing Bayesian methods, the limited selection of prior distributions for the elements of…
Hierarchical Bayesian Model (HBM) - Derived Estimates of Air Quality for 2008: Annual Report
This report describes EPA’s Hierarchical Bayesian model generated (HBM) estimates of ozone (O3) and fine particulate matter (PM2.5, particles with aerodynamic diameter < 2.5 microns) concentrations throughout the continental United States during the 2007 ca...
Bayesian Adaptive Lasso for Ordinal Regression with Latent Variables
ERIC Educational Resources Information Center
Feng, Xiang-Nan; Wu, Hao-Tian; Song, Xin-Yuan
2017-01-01
We consider an ordinal regression model with latent variables to investigate the effects of observable and latent explanatory variables on the ordinal responses of interest. Each latent variable is characterized by correlated observed variables through a confirmatory factor analysis model. We develop a Bayesian adaptive lasso procedure to conduct…
Incremental Bayesian Category Learning from Natural Language
ERIC Educational Resources Information Center
Frermann, Lea; Lapata, Mirella
2016-01-01
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…
Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Van Leemput, Koen
2013-10-01
Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer's disease classification task. As an additional benefit, the technique also allows one to compute informative "error bars" on the volume estimates of individual structures. Copyright © 2013 Elsevier B.V. All rights reserved.
Iglesias, Juan Eugenio; Sabuncu, Mert Rory; Leemput, Koen Van
2013-01-01
Many segmentation algorithms in medical image analysis use Bayesian modeling to augment local image appearance with prior anatomical knowledge. Such methods often contain a large number of free parameters that are first estimated and then kept fixed during the actual segmentation process. However, a faithful Bayesian analysis would marginalize over such parameters, accounting for their uncertainty by considering all possible values they may take. Here we propose to incorporate this uncertainty into Bayesian segmentation methods in order to improve the inference process. In particular, we approximate the required marginalization over model parameters using computationally efficient Markov chain Monte Carlo techniques. We illustrate the proposed approach using a recently developed Bayesian method for the segmentation of hippocampal subfields in brain MRI scans, showing a significant improvement in an Alzheimer’s disease classification task. As an additional benefit, the technique also allows one to compute informative “error bars” on the volume estimates of individual structures. PMID:23773521
Why Bayesian Psychologists Should Change the Way They Use the Bayes Factor.
Hoijtink, Herbert; van Kooten, Pascal; Hulsker, Koenraad
2016-01-01
The discussion following Bem's ( 2011 ) psi research highlights that applications of the Bayes factor in psychological research are not without problems. The first problem is the omission to translate subjective prior knowledge into subjective prior distributions. In the words of Savage ( 1961 ): "they make the Bayesian omelet without breaking the Bayesian egg." The second problem occurs if the Bayesian egg is not broken: the omission to choose default prior distributions such that the ensuing inferences are well calibrated. The third problem is the adherence to inadequate rules for the interpretation of the size of the Bayes factor. The current paper will elaborate these problems and show how to avoid them using the basic hypotheses and statistical model used in the first experiment described in Bem ( 2011 ). It will be argued that a thorough investigation of these problems in the context of more encompassing hypotheses and statistical models is called for if Bayesian psychologists want to add a well-founded Bayes factor to the tool kit of psychological researchers.
INFERENCE FOR INDIVIDUAL-LEVEL MODELS OF INFECTIOUS DISEASES IN LARGE POPULATIONS.
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.
A Bayesian Approach for Image Segmentation with Shape Priors
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chang, Hang; Yang, Qing; Parvin, Bahram
2008-06-20
Color and texture have been widely used in image segmentation; however, their performance is often hindered by scene ambiguities, overlapping objects, or missingparts. In this paper, we propose an interactive image segmentation approach with shape prior models within a Bayesian framework. Interactive features, through mouse strokes, reduce ambiguities, and the incorporation of shape priors enhances quality of the segmentation where color and/or texture are not solely adequate. The novelties of our approach are in (i) formulating the segmentation problem in a well-de?ned Bayesian framework with multiple shape priors, (ii) ef?ciently estimating parameters of the Bayesian model, and (iii) multi-object segmentationmore » through user-speci?ed priors. We demonstrate the effectiveness of our method on a set of natural and synthetic images.« less
Protein construct storage: Bayesian variable selection and prediction with mixtures.
Clyde, M A; Parmigiani, G
1998-07-01
Determining optimal conditions for protein storage while maintaining a high level of protein activity is an important question in pharmaceutical research. A designed experiment based on a space-filling design was conducted to understand the effects of factors affecting protein storage and to establish optimal storage conditions. Different model-selection strategies to identify important factors may lead to very different answers about optimal conditions. Uncertainty about which factors are important, or model uncertainty, can be a critical issue in decision-making. We use Bayesian variable selection methods for linear models to identify important variables in the protein storage data, while accounting for model uncertainty. We also use the Bayesian framework to build predictions based on a large family of models, rather than an individual model, and to evaluate the probability that certain candidate storage conditions are optimal.
Modeling Soot Oxidation and Gasification with Bayesian Statistics
Josephson, Alexander J.; Gaffin, Neal D.; Smith, Sean T.; ...
2017-08-22
This paper presents a statistical method for model calibration using data collected from literature. The method is used to calibrate parameters for global models of soot consumption in combustion systems. This consumption is broken into two different submodels: first for oxidation where soot particles are attacked by certain oxidizing agents; second for gasification where soot particles are attacked by H 2O or CO 2 molecules. Rate data were collected from 19 studies in the literature and evaluated using Bayesian statistics to calibrate the model parameters. Bayesian statistics are valued in their ability to quantify uncertainty in modeling. The calibrated consumptionmore » model with quantified uncertainty is presented here along with a discussion of associated implications. The oxidation results are found to be consistent with previous studies. Significant variation is found in the CO 2 gasification rates.« less
Modeling Soot Oxidation and Gasification with Bayesian Statistics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Josephson, Alexander J.; Gaffin, Neal D.; Smith, Sean T.
This paper presents a statistical method for model calibration using data collected from literature. The method is used to calibrate parameters for global models of soot consumption in combustion systems. This consumption is broken into two different submodels: first for oxidation where soot particles are attacked by certain oxidizing agents; second for gasification where soot particles are attacked by H 2O or CO 2 molecules. Rate data were collected from 19 studies in the literature and evaluated using Bayesian statistics to calibrate the model parameters. Bayesian statistics are valued in their ability to quantify uncertainty in modeling. The calibrated consumptionmore » model with quantified uncertainty is presented here along with a discussion of associated implications. The oxidation results are found to be consistent with previous studies. Significant variation is found in the CO 2 gasification rates.« less
Learning oncogenetic networks by reducing to mixed integer linear programming.
Shahrabi Farahani, Hossein; Lagergren, Jens
2013-01-01
Cancer can be a result of accumulation of different types of genetic mutations such as copy number aberrations. The data from tumors are cross-sectional and do not contain the temporal order of the genetic events. Finding the order in which the genetic events have occurred and progression pathways are of vital importance in understanding the disease. In order to model cancer progression, we propose Progression Networks, a special case of Bayesian networks, that are tailored to model disease progression. Progression networks have similarities with Conjunctive Bayesian Networks (CBNs) [1],a variation of Bayesian networks also proposed for modeling disease progression. We also describe a learning algorithm for learning Bayesian networks in general and progression networks in particular. We reduce the hard problem of learning the Bayesian and progression networks to Mixed Integer Linear Programming (MILP). MILP is a Non-deterministic Polynomial-time complete (NP-complete) problem for which very good heuristics exists. We tested our algorithm on synthetic and real cytogenetic data from renal cell carcinoma. We also compared our learned progression networks with the networks proposed in earlier publications. The software is available on the website https://bitbucket.org/farahani/diprog.
Traffic Video Image Segmentation Model Based on Bayesian and Spatio-Temporal Markov Random Field
NASA Astrophysics Data System (ADS)
Zhou, Jun; Bao, Xu; Li, Dawei; Yin, Yongwen
2017-10-01
Traffic video image is a kind of dynamic image and its background and foreground is changed at any time, which results in the occlusion. In this case, using the general method is more difficult to get accurate image segmentation. A segmentation algorithm based on Bayesian and Spatio-Temporal Markov Random Field is put forward, which respectively build the energy function model of observation field and label field to motion sequence image with Markov property, then according to Bayesian' rule, use the interaction of label field and observation field, that is the relationship of label field’s prior probability and observation field’s likelihood probability, get the maximum posterior probability of label field’s estimation parameter, use the ICM model to extract the motion object, consequently the process of segmentation is finished. Finally, the segmentation methods of ST - MRF and the Bayesian combined with ST - MRF were analyzed. Experimental results: the segmentation time in Bayesian combined with ST-MRF algorithm is shorter than in ST-MRF, and the computing workload is small, especially in the heavy traffic dynamic scenes the method also can achieve better segmentation 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…
Bayesian Inference: with ecological applications
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.
Bayesian Latent Class Analysis Tutorial.
Li, Yuelin; Lord-Bessen, Jennifer; Shiyko, Mariya; Loeb, Rebecca
2018-01-01
This article is a how-to guide on Bayesian computation using Gibbs sampling, demonstrated in the context of Latent Class Analysis (LCA). It is written for students in quantitative psychology or related fields who have a working knowledge of Bayes Theorem and conditional probability and have experience in writing computer programs in the statistical language R . The overall goals are to provide an accessible and self-contained tutorial, along with a practical computation tool. We begin with how Bayesian computation is typically described in academic articles. Technical difficulties are addressed by a hypothetical, worked-out example. We show how Bayesian computation can be broken down into a series of simpler calculations, which can then be assembled together to complete a computationally more complex model. The details are described much more explicitly than what is typically available in elementary introductions to Bayesian modeling so that readers are not overwhelmed by the mathematics. Moreover, the provided computer program shows how Bayesian LCA can be implemented with relative ease. The computer program is then applied in a large, real-world data set and explained line-by-line. We outline the general steps in how to extend these considerations to other methodological applications. We conclude with suggestions for further readings.
ERIC Educational Resources Information Center
Vrieze, Scott I.
2012-01-01
This article reviews the Akaike information criterion (AIC) and the Bayesian information criterion (BIC) in model selection and the appraisal of psychological theory. The focus is on latent variable models, given their growing use in theory testing and construction. Theoretical statistical results in regression are discussed, and more important…
ERIC Educational Resources Information Center
Kessler, Lawrence M.
2013-01-01
In this paper I propose Bayesian estimation of a nonlinear panel data model with a fractional dependent variable (bounded between 0 and 1). Specifically, I estimate a panel data fractional probit model which takes into account the bounded nature of the fractional response variable. I outline estimation under the assumption of strict exogeneity as…
A Dynamic Bayesian Network Based Structural Learning towards Automated Handwritten Digit Recognition
NASA Astrophysics Data System (ADS)
Pauplin, Olivier; Jiang, Jianmin
Pattern recognition using Dynamic Bayesian Networks (DBNs) is currently a growing area of study. In this paper, we present DBN models trained for classification of handwritten digit characters. The structure of these models is partly inferred from the training data of each class of digit before performing parameter learning. Classification results are presented for the four described models.
ERIC Educational Resources Information Center
Dombrowski, Stefan C.; Golay, Philippe; McGill, Ryan J.; Canivez, Gary L.
2018-01-01
Bayesian structural equation modeling (BSEM) was used to investigate the latent structure of the Differential Ability Scales-Second Edition core battery using the standardization sample normative data for ages 7-17. Results revealed plausibility of a three-factor model, consistent with publisher theory, expressed as either a higher-order (HO) or a…
Howard B. Stauffer; Cynthia J. Zabel; Jeffrey R. Dunk
2005-01-01
We compared a set of competing logistic regression habitat selection models for Northern Spotted Owls (Strix occidentalis caurina) in California. The habitat selection models were estimated, compared, evaluated, and tested using multiple sample datasets collected on federal forestlands in northern California. We used Bayesian methods in interpreting...
ERIC Educational Resources Information Center
Dardick, William R.; Mislevy, Robert J.
2016-01-01
A new variant of the iterative "data = fit + residual" data-analytical approach described by Mosteller and Tukey is proposed and implemented in the context of item response theory psychometric models. Posterior probabilities from a Bayesian mixture model of a Rasch item response theory model and an unscalable latent class are expressed…
A Test of Bayesian Observer Models of Processing in the Eriksen Flanker Task
ERIC Educational Resources Information Center
White, Corey N.; Brown, Scott; Ratcliff, Roger
2012-01-01
Two Bayesian observer models were recently proposed to account for data from the Eriksen flanker task, in which flanking items interfere with processing of a central target. One model assumes that interference stems from a perceptual bias to process nearby items as if they are compatible, and the other assumes that the interference is due to…
ERIC Educational Resources Information Center
Kelava, Augustin; Nagengast, Benjamin
2012-01-01
Structural equation models with interaction and quadratic effects have become a standard tool for testing nonlinear hypotheses in the social sciences. Most of the current approaches assume normally distributed latent predictor variables. In this article, we present a Bayesian model for the estimation of latent nonlinear effects when the latent…
A simulation study on Bayesian Ridge regression models for several collinearity levels
NASA Astrophysics Data System (ADS)
Efendi, Achmad; Effrihan
2017-12-01
When analyzing data with multiple regression model if there are collinearities, then one or several predictor variables are usually omitted from the model. However, there sometimes some reasons, for instance medical or economic reasons, the predictors are all important and should be included in the model. Ridge regression model is not uncommon in some researches to use to cope with collinearity. Through this modeling, weights for predictor variables are used for estimating parameters. The next estimation process could follow the concept of likelihood. Furthermore, for the estimation nowadays the Bayesian version could be an alternative. This estimation method does not match likelihood one in terms of popularity due to some difficulties; computation and so forth. Nevertheless, with the growing improvement of computational methodology recently, this caveat should not at the moment become a problem. This paper discusses about simulation process for evaluating the characteristic of Bayesian Ridge regression parameter estimates. There are several simulation settings based on variety of collinearity levels and sample sizes. The results show that Bayesian method gives better performance for relatively small sample sizes, and for other settings the method does perform relatively similar to the likelihood method.
Comparing Families of Dynamic Causal Models
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
2016-05-31
and included explosives such as TATP, HMTD, RDX, RDX, ammonium nitrate , potassium perchlorate, potassium nitrate , sugar, and TNT. The approach...Distribution Unlimited UU UU UU UU 31-05-2016 15-Apr-2014 14-Jan-2015 Final Report: Technical Topic 3.2.2. d Bayesian and Non- parametric Statistics...of Papers published in non peer-reviewed journals: Final Report: Technical Topic 3.2.2. d Bayesian and Non-parametric Statistics: Integration of Neural
Valle, Denis; Lima, Joanna M Tucker; Millar, Justin; Amratia, Punam; Haque, Ubydul
2015-11-04
Logistic regression is a statistical model widely used in cross-sectional and cohort studies to identify and quantify the effects of potential disease risk factors. However, the impact of imperfect tests on adjusted odds ratios (and thus on the identification of risk factors) is under-appreciated. The purpose of this article is to draw attention to the problem associated with modelling imperfect diagnostic tests, and propose simple Bayesian models to adequately address this issue. A systematic literature review was conducted to determine the proportion of malaria studies that appropriately accounted for false-negatives/false-positives in a logistic regression setting. Inference from the standard logistic regression was also compared with that from three proposed Bayesian models using simulations and malaria data from the western Brazilian Amazon. A systematic literature review suggests that malaria epidemiologists are largely unaware of the problem of using logistic regression to model imperfect diagnostic test results. Simulation results reveal that statistical inference can be substantially improved when using the proposed Bayesian models versus the standard logistic regression. Finally, analysis of original malaria data with one of the proposed Bayesian models reveals that microscopy sensitivity is strongly influenced by how long people have lived in the study region, and an important risk factor (i.e., participation in forest extractivism) is identified that would have been missed by standard logistic regression. Given the numerous diagnostic methods employed by malaria researchers and the ubiquitous use of logistic regression to model the results of these diagnostic tests, this paper provides critical guidelines to improve data analysis practice in the presence of misclassification error. Easy-to-use code that can be readily adapted to WinBUGS is provided, enabling straightforward implementation of the proposed Bayesian models.
An Application of Bayesian Approach in Modeling Risk of Death in an Intensive Care Unit
Wong, Rowena Syn Yin; Ismail, Noor Azina
2016-01-01
Background and Objectives There are not many studies that attempt to model intensive care unit (ICU) risk of death in developing countries, especially in South East Asia. The aim of this study was to propose and describe application of a Bayesian approach in modeling in-ICU deaths in a Malaysian ICU. Methods This was a prospective study in a mixed medical-surgery ICU in a multidisciplinary tertiary referral hospital in Malaysia. Data collection included variables that were defined in Acute Physiology and Chronic Health Evaluation IV (APACHE IV) model. Bayesian Markov Chain Monte Carlo (MCMC) simulation approach was applied in the development of four multivariate logistic regression predictive models for the ICU, where the main outcome measure was in-ICU mortality risk. The performance of the models were assessed through overall model fit, discrimination and calibration measures. Results from the Bayesian models were also compared against results obtained using frequentist maximum likelihood method. Results The study involved 1,286 consecutive ICU admissions between January 1, 2009 and June 30, 2010, of which 1,111 met the inclusion criteria. Patients who were admitted to the ICU were generally younger, predominantly male, with low co-morbidity load and mostly under mechanical ventilation. The overall in-ICU mortality rate was 18.5% and the overall mean Acute Physiology Score (APS) was 68.5. All four models exhibited good discrimination, with area under receiver operating characteristic curve (AUC) values approximately 0.8. Calibration was acceptable (Hosmer-Lemeshow p-values > 0.05) for all models, except for model M3. Model M1 was identified as the model with the best overall performance in this study. Conclusion Four prediction models were proposed, where the best model was chosen based on its overall performance in this study. This study has also demonstrated the promising potential of the Bayesian MCMC approach as an alternative in the analysis and modeling of in-ICU mortality outcomes. PMID:27007413
An Application of Bayesian Approach in Modeling Risk of Death in an Intensive Care Unit.
Wong, Rowena Syn Yin; Ismail, Noor Azina
2016-01-01
There are not many studies that attempt to model intensive care unit (ICU) risk of death in developing countries, especially in South East Asia. The aim of this study was to propose and describe application of a Bayesian approach in modeling in-ICU deaths in a Malaysian ICU. This was a prospective study in a mixed medical-surgery ICU in a multidisciplinary tertiary referral hospital in Malaysia. Data collection included variables that were defined in Acute Physiology and Chronic Health Evaluation IV (APACHE IV) model. Bayesian Markov Chain Monte Carlo (MCMC) simulation approach was applied in the development of four multivariate logistic regression predictive models for the ICU, where the main outcome measure was in-ICU mortality risk. The performance of the models were assessed through overall model fit, discrimination and calibration measures. Results from the Bayesian models were also compared against results obtained using frequentist maximum likelihood method. The study involved 1,286 consecutive ICU admissions between January 1, 2009 and June 30, 2010, of which 1,111 met the inclusion criteria. Patients who were admitted to the ICU were generally younger, predominantly male, with low co-morbidity load and mostly under mechanical ventilation. The overall in-ICU mortality rate was 18.5% and the overall mean Acute Physiology Score (APS) was 68.5. All four models exhibited good discrimination, with area under receiver operating characteristic curve (AUC) values approximately 0.8. Calibration was acceptable (Hosmer-Lemeshow p-values > 0.05) for all models, except for model M3. Model M1 was identified as the model with the best overall performance in this study. Four prediction models were proposed, where the best model was chosen based on its overall performance in this study. This study has also demonstrated the promising potential of the Bayesian MCMC approach as an alternative in the analysis and modeling of in-ICU mortality outcomes.
Bayesian spatio-temporal modeling of particulate matter concentrations in Peninsular Malaysia
NASA Astrophysics Data System (ADS)
Manga, Edna; Awang, Norhashidah
2016-06-01
This article presents an application of a Bayesian spatio-temporal Gaussian process (GP) model on particulate matter concentrations from Peninsular Malaysia. We analyze daily PM10 concentration levels from 35 monitoring sites in June and July 2011. The spatiotemporal model set in a Bayesian hierarchical framework allows for inclusion of informative covariates, meteorological variables and spatiotemporal interactions. Posterior density estimates of the model parameters are obtained by Markov chain Monte Carlo methods. Preliminary data analysis indicate information on PM10 levels at sites classified as industrial locations could explain part of the space time variations. We include the site-type indicator in our modeling efforts. Results of the parameter estimates for the fitted GP model show significant spatio-temporal structure and positive effect of the location-type explanatory variable. We also compute some validation criteria for the out of sample sites that show the adequacy of the model for predicting PM10 at unmonitored sites.
Natanegara, Fanni; Neuenschwander, Beat; Seaman, John W; Kinnersley, Nelson; Heilmann, Cory R; Ohlssen, David; Rochester, George
2014-01-01
Bayesian applications in medical product development have recently gained popularity. Despite many advances in Bayesian methodology and computations, increase in application across the various areas of medical product development has been modest. The DIA Bayesian Scientific Working Group (BSWG), which includes representatives from industry, regulatory agencies, and academia, has adopted the vision to ensure Bayesian methods are well understood, accepted more broadly, and appropriately utilized to improve decision making and enhance patient outcomes. As Bayesian applications in medical product development are wide ranging, several sub-teams were formed to focus on various topics such as patient safety, non-inferiority, prior specification, comparative effectiveness, joint modeling, program-wide decision making, analytical tools, and education. The focus of this paper is on the recent effort of the BSWG Education sub-team to administer a Bayesian survey to statisticians across 17 organizations involved in medical product development. We summarize results of this survey, from which we provide recommendations on how to accelerate progress in Bayesian applications throughout medical product development. The survey results support findings from the literature and provide additional insight on regulatory acceptance of Bayesian methods and information on the need for a Bayesian infrastructure within an organization. The survey findings support the claim that only modest progress in areas of education and implementation has been made recently, despite substantial progress in Bayesian statistical research and software availability. Copyright © 2013 John Wiley & Sons, Ltd.
Bayesian B-spline mapping for dynamic quantitative traits.
Xing, Jun; Li, Jiahan; Yang, Runqing; Zhou, Xiaojing; Xu, Shizhong
2012-04-01
Owing to their ability and flexibility to describe individual gene expression at different time points, random regression (RR) analyses have become a popular procedure for the genetic analysis of dynamic traits whose phenotypes are collected over time. Specifically, when modelling the dynamic patterns of gene expressions in the RR framework, B-splines have been proved successful as an alternative to orthogonal polynomials. In the so-called Bayesian B-spline quantitative trait locus (QTL) mapping, B-splines are used to characterize the patterns of QTL effects and individual-specific time-dependent environmental errors over time, and the Bayesian shrinkage estimation method is employed to estimate model parameters. Extensive simulations demonstrate that (1) in terms of statistical power, Bayesian B-spline mapping outperforms the interval mapping based on the maximum likelihood; (2) for the simulated dataset with complicated growth curve simulated by B-splines, Legendre polynomial-based Bayesian mapping is not capable of identifying the designed QTLs accurately, even when higher-order Legendre polynomials are considered and (3) for the simulated dataset using Legendre polynomials, the Bayesian B-spline mapping can find the same QTLs as those identified by Legendre polynomial analysis. All simulation results support the necessity and flexibility of B-spline in Bayesian mapping of dynamic traits. The proposed method is also applied to a real dataset, where QTLs controlling the growth trajectory of stem diameters in Populus are located.
Non-arbitrage in financial markets: A Bayesian approach for verification
NASA Astrophysics Data System (ADS)
Cerezetti, F. V.; Stern, Julio Michael
2012-10-01
The concept of non-arbitrage plays an essential role in finance theory. Under certain regularity conditions, the Fundamental Theorem of Asset Pricing states that, in non-arbitrage markets, prices of financial instruments are martingale processes. In this theoretical framework, the analysis of the statistical distributions of financial assets can assist in understanding how participants behave in the markets, and may or may not engender arbitrage conditions. Assuming an underlying Variance Gamma statistical model, this study aims to test, using the FBST - Full Bayesian Significance Test, if there is a relevant price difference between essentially the same financial asset traded at two distinct locations. Specifically, we investigate and compare the behavior of call options on the BOVESPA Index traded at (a) the Equities Segment and (b) the Derivatives Segment of BM&FBovespa. Our results seem to point out significant statistical differences. To what extent this evidence is actually the expression of perennial arbitrage opportunities is still an open question.
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.
NASA Astrophysics Data System (ADS)
Alehosseini, Ali; A. Hejazi, Maryam; Mokhtari, Ghassem; B. Gharehpetian, Gevork; Mohammadi, Mohammad
2015-06-01
In this paper, the Bayesian classifier is used to detect and classify the radial deformation and axial displacement of transformer windings. The proposed method is tested on a model of transformer for different volumes of radial deformation and axial displacement. In this method, ultra-wideband (UWB) signal is sent to the simplified model of the transformer winding. The received signal from the winding model is recorded and used for training and testing of Bayesian classifier in different axial displacement and radial deformation states of the winding. It is shown that the proposed method has a good accuracy to detect and classify the axial displacement and radial deformation of the winding.
Bayesian non-parametric inference for stochastic epidemic models using Gaussian Processes.
Xu, Xiaoguang; Kypraios, Theodore; O'Neill, Philip D
2016-10-01
This paper considers novel Bayesian non-parametric methods for stochastic epidemic models. Many standard modeling and data analysis methods use underlying assumptions (e.g. concerning the rate at which new cases of disease will occur) which are rarely challenged or tested in practice. To relax these assumptions, we develop a Bayesian non-parametric approach using Gaussian Processes, specifically to estimate the infection process. The methods are illustrated with both simulated and real data sets, the former illustrating that the methods can recover the true infection process quite well in practice, and the latter illustrating that the methods can be successfully applied in different settings. © The Author 2016. Published by Oxford University Press.
The Bayesian Evaluation of Categorization Models: Comment on Wills and Pothos (2012)
ERIC Educational Resources Information Center
Vanpaemel, Wolf; Lee, Michael D.
2012-01-01
Wills and Pothos (2012) reviewed approaches to evaluating formal models of categorization, raising a series of worthwhile issues, challenges, and goals. Unfortunately, in discussing these issues and proposing solutions, Wills and Pothos (2012) did not consider Bayesian methods in any detail. This means not only that their review excludes a major…
ERIC Educational Resources Information Center
Lee, Sik-Yum; Song, Xin-Yuan; Cai, Jing-Heng
2010-01-01
Analysis of ordered binary and unordered binary data has received considerable attention in social and psychological research. This article introduces a Bayesian approach, which has several nice features in practical applications, for analyzing nonlinear structural equation models with dichotomous data. We demonstrate how to use the software…
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…
Measuring Learning Progressions Using Bayesian Modeling in Complex Assessments
ERIC Educational Resources Information Center
Rutstein, Daisy Wise
2012-01-01
This research examines issues regarding model estimation and robustness in the use of Bayesian Inference Networks (BINs) for measuring Learning Progressions (LPs). It provides background information on LPs and how they might be used in practice. Two simulation studies are performed, along with real data examples. The first study examines the case…
Bayesian Analysis of Structural Equation Models with Nonlinear Covariates and Latent Variables
ERIC Educational Resources Information Center
Song, Xin-Yuan; Lee, Sik-Yum
2006-01-01
In this article, we formulate a nonlinear structural equation model (SEM) that can accommodate covariates in the measurement equation and nonlinear terms of covariates and exogenous latent variables in the structural equation. The covariates can come from continuous or discrete distributions. A Bayesian approach is developed to analyze the…
Bayesian Network Meta-Analysis for Unordered Categorical Outcomes with Incomplete Data
ERIC Educational Resources Information Center
Schmid, Christopher H.; Trikalinos, Thomas A.; Olkin, Ingram
2014-01-01
We develop a Bayesian multinomial network meta-analysis model for unordered (nominal) categorical outcomes that allows for partially observed data in which exact event counts may not be known for each category. This model properly accounts for correlations of counts in mutually exclusive categories and enables proper comparison and ranking of…
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…
Tools to estimate PM2.5 mass have expanded in recent years, and now include: 1) stationary monitor readings, 2) Community Multi-Scale Air Quality (CMAQ) model estimates, 3) Hierarchical Bayesian (HB) estimates from combined stationary monitor readings and CMAQ model output; and, ...
ERIC Educational Resources Information Center
Tchumtchoua, Sylvie; Dey, Dipak K.
2012-01-01
This paper proposes a semiparametric Bayesian framework for the analysis of associations among multivariate longitudinal categorical variables in high-dimensional data settings. This type of data is frequent, especially in the social and behavioral sciences. A semiparametric hierarchical factor analysis model is developed in which the…
ERIC Educational Resources Information Center
Zhang, Zhidong
2016-01-01
This study explored an alternative assessment procedure to examine learning trajectories of matrix multiplication. It took rule-based analytical and cognitive task analysis methods specifically to break down operation rules for a given matrix multiplication. Based on the analysis results, a hierarchical Bayesian network, an assessment model,…
ERIC Educational Resources Information Center
Stakhovych, Stanislav; Bijmolt, Tammo H. A.; Wedel, Michel
2012-01-01
In this article, we present a Bayesian spatial factor analysis model. We extend previous work on confirmatory factor analysis by including geographically distributed latent variables and accounting for heterogeneity and spatial autocorrelation. The simulation study shows excellent recovery of the model parameters and demonstrates the consequences…
A Bayesian Beta-Mixture Model for Nonparametric IRT (BBM-IRT)
ERIC Educational Resources Information Center
Arenson, Ethan A.; Karabatsos, George
2017-01-01
Item response models typically assume that the item characteristic (step) curves follow a logistic or normal cumulative distribution function, which are strictly monotone functions of person test ability. Such assumptions can be overly-restrictive for real item response data. We propose a simple and more flexible Bayesian nonparametric IRT model…
Bayesian Structural Equation Modeling: A More Flexible Representation of Substantive Theory
ERIC Educational Resources Information Center
Muthen, Bengt; Asparouhov, Tihomir
2012-01-01
This article proposes a new approach to factor analysis and structural equation modeling using Bayesian analysis. The new approach replaces parameter specifications of exact zeros with approximate zeros based on informative, small-variance priors. It is argued that this produces an analysis that better reflects substantive theories. The proposed…
How Recent History Affects Perception: The Normative Approach and Its Heuristic Approximation
Raviv, Ofri; Ahissar, Merav; Loewenstein, Yonatan
2012-01-01
There is accumulating evidence that prior knowledge about expectations plays an important role in perception. The Bayesian framework is the standard computational approach to explain how prior knowledge about the distribution of expected stimuli is incorporated with noisy observations in order to improve performance. However, it is unclear what information about the prior distribution is acquired by the perceptual system over short periods of time and how this information is utilized in the process of perceptual decision making. Here we address this question using a simple two-tone discrimination task. We find that the “contraction bias”, in which small magnitudes are overestimated and large magnitudes are underestimated, dominates the pattern of responses of human participants. This contraction bias is consistent with the Bayesian hypothesis in which the true prior information is available to the decision-maker. However, a trial-by-trial analysis of the pattern of responses reveals that the contribution of most recent trials to performance is overweighted compared with the predictions of a standard Bayesian model. Moreover, we study participants' performance in a-typical distributions of stimuli and demonstrate substantial deviations from the ideal Bayesian detector, suggesting that the brain utilizes a heuristic approximation of the Bayesian inference. We propose a biologically plausible model, in which decision in the two-tone discrimination task is based on a comparison between the second tone and an exponentially-decaying average of the first tone and past tones. We show that this model accounts for both the contraction bias and the deviations from the ideal Bayesian detector hypothesis. These findings demonstrate the power of Bayesian-like heuristics in the brain, as well as their limitations in their failure to fully adapt to novel environments. PMID:23133343
Heudtlass, Peter; Guha-Sapir, Debarati; Speybroeck, Niko
2018-05-31
The crude death rate (CDR) is one of the defining indicators of humanitarian emergencies. When data from vital registration systems are not available, it is common practice to estimate the CDR from household surveys with cluster-sampling design. However, sample sizes are often too small to compare mortality estimates to emergency thresholds, at least in a frequentist framework. Several authors have proposed Bayesian methods for health surveys in humanitarian crises. Here, we develop an approach specifically for mortality data and cluster-sampling surveys. We describe a Bayesian hierarchical Poisson-Gamma mixture model with generic (weakly informative) priors that could be used as default in absence of any specific prior knowledge, and compare Bayesian and frequentist CDR estimates using five different mortality datasets. We provide an interpretation of the Bayesian estimates in the context of an emergency threshold and demonstrate how to interpret parameters at the cluster level and ways in which informative priors can be introduced. With the same set of weakly informative priors, Bayesian CDR estimates are equivalent to frequentist estimates, for all practical purposes. The probability that the CDR surpasses the emergency threshold can be derived directly from the posterior of the mean of the mixing distribution. All observation in the datasets contribute to the estimation of cluster-level estimates, through the hierarchical structure of the model. In a context of sparse data, Bayesian mortality assessments have advantages over frequentist ones already when using only weakly informative priors. More informative priors offer a formal and transparent way of combining new data with existing data and expert knowledge and can help to improve decision-making in humanitarian crises by complementing frequentist estimates.
Identification of transmissivity fields using a Bayesian strategy and perturbative approach
NASA Astrophysics Data System (ADS)
Zanini, Andrea; Tanda, Maria Giovanna; Woodbury, Allan D.
2017-10-01
The paper deals with the crucial problem of the groundwater parameter estimation that is the basis for efficient modeling and reclamation activities. A hierarchical Bayesian approach is developed: it uses the Akaike's Bayesian Information Criteria in order to estimate the hyperparameters (related to the covariance model chosen) and to quantify the unknown noise variance. The transmissivity identification proceeds in two steps: the first, called empirical Bayesian interpolation, uses Y* (Y = lnT) observations to interpolate Y values on a specified grid; the second, called empirical Bayesian update, improve the previous Y estimate through the addition of hydraulic head observations. The relationship between the head and the lnT has been linearized through a perturbative solution of the flow equation. In order to test the proposed approach, synthetic aquifers from literature have been considered. The aquifers in question contain a variety of boundary conditions (both Dirichelet and Neuman type) and scales of heterogeneities (σY2 = 1.0 and σY2 = 5.3). The estimated transmissivity fields were compared to the true one. The joint use of Y* and head measurements improves the estimation of Y considering both degrees of heterogeneity. Even if the variance of the strong transmissivity field can be considered high for the application of the perturbative approach, the results show the same order of approximation of the non-linear methods proposed in literature. The procedure allows to compute the posterior probability distribution of the target quantities and to quantify the uncertainty in the model prediction. Bayesian updating has advantages related both to the Monte-Carlo (MC) and non-MC approaches. In fact, as the MC methods, Bayesian updating allows computing the direct posterior probability distribution of the target quantities and as non-MC methods it has computational times in the order of seconds.
Hip fracture in the elderly: a re-analysis of the EPIDOS study with causal Bayesian networks.
Caillet, Pascal; Klemm, Sarah; Ducher, Michel; Aussem, Alexandre; Schott, Anne-Marie
2015-01-01
Hip fractures commonly result in permanent disability, institutionalization or death in elderly. Existing hip-fracture predicting tools are underused in clinical practice, partly due to their lack of intuitive interpretation. By use of a graphical layer, Bayesian network models could increase the attractiveness of fracture prediction tools. Our aim was to study the potential contribution of a causal Bayesian network in this clinical setting. A logistic regression was performed as a standard control approach to check the robustness of the causal Bayesian network approach. EPIDOS is a multicenter study, conducted in an ambulatory care setting in five French cities between 1992 and 1996 and updated in 2010. The study included 7598 women aged 75 years or older, in which fractures were assessed quarterly during 4 years. A causal Bayesian network and a logistic regression were performed on EPIDOS data to describe major variables involved in hip fractures occurrences. Both models had similar association estimations and predictive performances. They detected gait speed and mineral bone density as variables the most involved in the fracture process. The causal Bayesian network showed that gait speed and bone mineral density were directly connected to fracture and seem to mediate the influence of all the other variables included in our model. The logistic regression approach detected multiple interactions involving psychotropic drug use, age and bone mineral density. Both approaches retrieved similar variables as predictors of hip fractures. However, Bayesian network highlighted the whole web of relation between the variables involved in the analysis, suggesting a possible mechanism leading to hip fracture. According to the latter results, intervention focusing concomitantly on gait speed and bone mineral density may be necessary for an optimal prevention of hip fracture occurrence in elderly people.
SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events
Sekara, Vedran; Jonsson, Håkan; Larsen, Jakob Eg; Lehmann, Sune
2017-01-01
We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals’ daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400 participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient. PMID:28076375
SensibleSleep: A Bayesian Model for Learning Sleep Patterns from Smartphone Events.
Cuttone, Andrea; Bækgaard, Per; Sekara, Vedran; Jonsson, Håkan; Larsen, Jakob Eg; Lehmann, Sune
2017-01-01
We propose a Bayesian model for extracting sleep patterns from smartphone events. Our method is able to identify individuals' daily sleep periods and their evolution over time, and provides an estimation of the probability of sleep and wake transitions. The model is fitted to more than 400 participants from two different datasets, and we verify the results against ground truth from dedicated armband sleep trackers. We show that the model is able to produce reliable sleep estimates with an accuracy of 0.89, both at the individual and at the collective level. Moreover the Bayesian model is able to quantify uncertainty and encode prior knowledge about sleep patterns. Compared with existing smartphone-based systems, our method requires only screen on/off events, and is therefore much less intrusive in terms of privacy and more battery-efficient.
A Bayesian Multinomial Probit MODEL FOR THE ANALYSIS OF PANEL CHOICE DATA.
Fong, Duncan K H; Kim, Sunghoon; Chen, Zhe; DeSarbo, Wayne S
2016-03-01
A new Bayesian multinomial probit model is proposed for the analysis of panel choice data. Using a parameter expansion technique, we are able to devise a Markov Chain Monte Carlo algorithm to compute our Bayesian estimates efficiently. We also show that the proposed procedure enables the estimation of individual level coefficients for the single-period multinomial probit model even when the available prior information is vague. We apply our new procedure to consumer purchase data and reanalyze a well-known scanner panel dataset that reveals new substantive insights. In addition, we delineate a number of advantageous features of our proposed procedure over several benchmark models. Finally, through a simulation analysis employing a fractional factorial design, we demonstrate that the results from our proposed model are quite robust with respect to differing factors across various conditions.
Weinstein, Lawrence; Radano, Todd A; Jack, Timothy; Kalina, Philip; Eberhardt, John S
2009-09-16
This paper explores the use of machine learning and Bayesian classification models to develop broadly applicable risk stratification models to guide disease management of health plan enrollees with substance use disorder (SUD). While the high costs and morbidities associated with SUD are understood by payers, who manage it through utilization review, acute interventions, coverage and cost limitations, and disease management, the literature shows mixed results for these modalities in improving patient outcomes and controlling cost. Our objective is to evaluate the potential of data mining methods to identify novel risk factors for chronic disease and stratification of enrollee utilization, which can be used to develop new methods for targeting disease management services to maximize benefits to both enrollees and payers. For our evaluation, we used DecisionQ machine learning algorithms to build Bayesian network models of a representative sample of data licensed from Thomson-Reuters' MarketScan consisting of 185,322 enrollees with three full-year claim records. Data sets were prepared, and a stepwise learning process was used to train a series of Bayesian belief networks (BBNs). The BBNs were validated using a 10 percent holdout set. The networks were highly predictive, with the risk-stratification BBNs producing area under the curve (AUC) for SUD positive of 0.948 (95 percent confidence interval [CI], 0.944-0.951) and 0.736 (95 percent CI, 0.721-0.752), respectively, and SUD negative of 0.951 (95 percent CI, 0.947-0.954) and 0.738 (95 percent CI, 0.727-0.750), respectively. The cost estimation models produced area under the curve ranging from 0.72 (95 percent CI, 0.708-0.731) to 0.961 (95 percent CI, 0.95-0.971). We were able to successfully model a large, heterogeneous population of commercial enrollees, applying state-of-the-art machine learning technology to develop complex and accurate multivariate models that support near-real-time scoring of novel payer populations based on historic claims and diagnostic data. Initial validation results indicate that we can stratify enrollees with SUD diagnoses into different cost categories with a high degree of sensitivity and specificity, and the most challenging issue becomes one of policy. Due to the social stigma associated with the disease and ethical issues pertaining to access to care and individual versus societal benefit, a thoughtful dialogue needs to occur about the appropriate way to implement these technologies.
Baldacchino, Tara; Jacobs, William R; Anderson, Sean R; Worden, Keith; Rowson, Jennifer
2018-01-01
This contribution presents a novel methodology for myolectric-based control using surface electromyographic (sEMG) signals recorded during finger movements. A multivariate Bayesian mixture of experts (MoE) model is introduced which provides a powerful method for modeling force regression at the fingertips, while also performing finger movement classification as a by-product of the modeling algorithm. Bayesian inference of the model allows uncertainties to be naturally incorporated into the model structure. This method is tested using data from the publicly released NinaPro database which consists of sEMG recordings for 6 degree-of-freedom force activations for 40 intact subjects. The results demonstrate that the MoE model achieves similar performance compared to the benchmark set by the authors of NinaPro for finger force regression. Additionally, inherent to the Bayesian framework is the inclusion of uncertainty in the model parameters, naturally providing confidence bounds on the force regression predictions. Furthermore, the integrated clustering step allows a detailed investigation into classification of the finger movements, without incurring any extra computational effort. Subsequently, a systematic approach to assessing the importance of the number of electrodes needed for accurate control is performed via sensitivity analysis techniques. A slight degradation in regression performance is observed for a reduced number of electrodes, while classification performance is unaffected.