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
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.
Fu, Zhibiao; Baker, Daniel; Cheng, Aili; Leighton, Julie; Appelbaum, Edward; Aon, Juan
2016-05-01
The principle of quality by design (QbD) has been widely applied to biopharmaceutical manufacturing processes. Process characterization is an essential step to implement the QbD concept to establish the design space and to define the proven acceptable ranges (PAR) for critical process parameters (CPPs). In this study, we present characterization of a Saccharomyces cerevisiae fermentation process using risk assessment analysis, statistical design of experiments (DoE), and the multivariate Bayesian predictive approach. The critical quality attributes (CQAs) and CPPs were identified with a risk assessment. The statistical model for each attribute was established using the results from the DoE study with consideration given to interactions between CPPs. Both the conventional overlapping contour plot and the multivariate Bayesian predictive approaches were used to establish the region of process operating conditions where all attributes met their specifications simultaneously. The quantitative Bayesian predictive approach was chosen to define the PARs for the CPPs, which apply to the manufacturing control strategy. Experience from the 10,000 L manufacturing scale process validation, including 64 continued process verification batches, indicates that the CPPs remain under a state of control and within the established PARs. The end product quality attributes were within their drug substance specifications. The probability generated with the Bayesian approach was also used as a tool to assess CPP deviations. This approach can be extended to develop other production process characterization and quantify a reliable operating region. © 2016 American Institute of Chemical Engineers Biotechnol. Prog., 32:799-812, 2016. © 2016 American Institute of Chemical Engineers.
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.
Bayesian statistics and Monte Carlo methods
NASA Astrophysics Data System (ADS)
Koch, K. R.
2018-03-01
The Bayesian approach allows an intuitive way to derive the methods of statistics. Probability is defined as a measure of the plausibility of statements or propositions. Three rules are sufficient to obtain the laws of probability. If the statements refer to the numerical values of variables, the so-called random variables, univariate and multivariate distributions follow. They lead to the point estimation by which unknown quantities, i.e. unknown parameters, are computed from measurements. The unknown parameters are random variables, they are fixed quantities in traditional statistics which is not founded on Bayes' theorem. Bayesian statistics therefore recommends itself for Monte Carlo methods, which generate random variates from given distributions. Monte Carlo methods, of course, can also be applied in traditional statistics. The unknown parameters, are introduced as functions of the measurements, and the Monte Carlo methods give the covariance matrix and the expectation of these functions. A confidence region is derived where the unknown parameters are situated with a given probability. Following a method of traditional statistics, hypotheses are tested by determining whether a value for an unknown parameter lies inside or outside the confidence region. The error propagation of a random vector by the Monte Carlo methods is presented as an application. If the random vector results from a nonlinearly transformed vector, its covariance matrix and its expectation follow from the Monte Carlo estimate. This saves a considerable amount of derivatives to be computed, and errors of the linearization are avoided. The Monte Carlo method is therefore efficient. If the functions of the measurements are given by a sum of two or more random vectors with different multivariate distributions, the resulting distribution is generally not known. TheMonte Carlo methods are then needed to obtain the covariance matrix and the expectation of the sum.
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.
Fine Mapping Causal Variants with an Approximate Bayesian Method Using Marginal Test Statistics
Chen, Wenan; Larrabee, Beth R.; Ovsyannikova, Inna G.; Kennedy, Richard B.; Haralambieva, Iana H.; Poland, Gregory A.; Schaid, Daniel J.
2015-01-01
Two recently developed fine-mapping methods, CAVIAR and PAINTOR, demonstrate better performance over other fine-mapping methods. They also have the advantage of using only the marginal test statistics and the correlation among SNPs. Both methods leverage the fact that the marginal test statistics asymptotically follow a multivariate normal distribution and are likelihood based. However, their relationship with Bayesian fine mapping, such as BIMBAM, is not clear. In this study, we first show that CAVIAR and BIMBAM are actually approximately equivalent to each other. This leads to a fine-mapping method using marginal test statistics in the Bayesian framework, which we call CAVIAR Bayes factor (CAVIARBF). Another advantage of the Bayesian framework is that it can answer both association and fine-mapping questions. We also used simulations to compare CAVIARBF with other methods under different numbers of causal variants. The results showed that both CAVIARBF and BIMBAM have better performance than PAINTOR and other methods. Compared to BIMBAM, CAVIARBF has the advantage of using only marginal test statistics and takes about one-quarter to one-fifth of the running time. We applied different methods on two independent cohorts of the same phenotype. Results showed that CAVIARBF, BIMBAM, and PAINTOR selected the same top 3 SNPs; however, CAVIARBF and BIMBAM had better consistency in selecting the top 10 ranked SNPs between the two cohorts. Software is available at https://bitbucket.org/Wenan/caviarbf. PMID:25948564
Specifying and Refining a Complex Measurement Model.
ERIC Educational Resources Information Center
Levy, Roy; Mislevy, Robert J.
This paper aims to describe a Bayesian approach to modeling and estimating cognitive models both in terms of statistical machinery and actual instrument development. Such a method taps the knowledge of experts to provide initial estimates for the probabilistic relationships among the variables in a multivariate latent variable model and refines…
A robust bayesian estimate of the concordance correlation coefficient.
Feng, Dai; Baumgartner, Richard; Svetnik, Vladimir
2015-01-01
A need for assessment of agreement arises in many situations including statistical biomarker qualification or assay or method validation. Concordance correlation coefficient (CCC) is one of the most popular scaled indices reported in evaluation of agreement. Robust methods for CCC estimation currently present an important statistical challenge. Here, we propose a novel Bayesian method of robust estimation of CCC based on multivariate Student's t-distribution and compare it with its alternatives. Furthermore, we extend the method to practically relevant settings, enabling incorporation of confounding covariates and replications. The superiority of the new approach is demonstrated using simulation as well as real datasets from biomarker application in electroencephalography (EEG). This biomarker is relevant in neuroscience for development of treatments for insomnia.
Fine Mapping Causal Variants with an Approximate Bayesian Method Using Marginal Test Statistics.
Chen, Wenan; Larrabee, Beth R; Ovsyannikova, Inna G; Kennedy, Richard B; Haralambieva, Iana H; Poland, Gregory A; Schaid, Daniel J
2015-07-01
Two recently developed fine-mapping methods, CAVIAR and PAINTOR, demonstrate better performance over other fine-mapping methods. They also have the advantage of using only the marginal test statistics and the correlation among SNPs. Both methods leverage the fact that the marginal test statistics asymptotically follow a multivariate normal distribution and are likelihood based. However, their relationship with Bayesian fine mapping, such as BIMBAM, is not clear. In this study, we first show that CAVIAR and BIMBAM are actually approximately equivalent to each other. This leads to a fine-mapping method using marginal test statistics in the Bayesian framework, which we call CAVIAR Bayes factor (CAVIARBF). Another advantage of the Bayesian framework is that it can answer both association and fine-mapping questions. We also used simulations to compare CAVIARBF with other methods under different numbers of causal variants. The results showed that both CAVIARBF and BIMBAM have better performance than PAINTOR and other methods. Compared to BIMBAM, CAVIARBF has the advantage of using only marginal test statistics and takes about one-quarter to one-fifth of the running time. We applied different methods on two independent cohorts of the same phenotype. Results showed that CAVIARBF, BIMBAM, and PAINTOR selected the same top 3 SNPs; however, CAVIARBF and BIMBAM had better consistency in selecting the top 10 ranked SNPs between the two cohorts. Software is available at https://bitbucket.org/Wenan/caviarbf. Copyright © 2015 by the Genetics Society of America.
ERIC Educational Resources Information Center
Mun, Eun Young; von Eye, Alexander; Bates, Marsha E.; Vaschillo, Evgeny G.
2008-01-01
Model-based cluster analysis is a new clustering procedure to investigate population heterogeneity utilizing finite mixture multivariate normal densities. It is an inferentially based, statistically principled procedure that allows comparison of nonnested models using the Bayesian information criterion to compare multiple models and identify the…
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.
A Bayesian approach to multivariate measurement system assessment
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hamada, Michael Scott
This article considers system assessment for multivariate measurements and presents a Bayesian approach to analyzing gauge R&R study data. The evaluation of variances for univariate measurement becomes the evaluation of covariance matrices for multivariate measurements. The Bayesian approach ensures positive definite estimates of the covariance matrices and easily provides their uncertainty. Furthermore, various measurement system assessment criteria are easily evaluated. The approach is illustrated with data from a real gauge R&R study as well as simulated data.
A Bayesian approach to multivariate measurement system assessment
Hamada, Michael Scott
2016-07-01
This article considers system assessment for multivariate measurements and presents a Bayesian approach to analyzing gauge R&R study data. The evaluation of variances for univariate measurement becomes the evaluation of covariance matrices for multivariate measurements. The Bayesian approach ensures positive definite estimates of the covariance matrices and easily provides their uncertainty. Furthermore, various measurement system assessment criteria are easily evaluated. The approach is illustrated with data from a real gauge R&R study as well as simulated data.
Spatio-temporal interpolation of precipitation during monsoon periods in Pakistan
NASA Astrophysics Data System (ADS)
Hussain, Ijaz; Spöck, Gunter; Pilz, Jürgen; Yu, Hwa-Lung
2010-08-01
Spatio-temporal estimation of precipitation over a region is essential to the modeling of hydrologic processes for water resources management. The changes of magnitude and space-time heterogeneity of rainfall observations make space-time estimation of precipitation a challenging task. In this paper we propose a Box-Cox transformed hierarchical Bayesian multivariate spatio-temporal interpolation method for the skewed response variable. The proposed method is applied to estimate space-time monthly precipitation in the monsoon periods during 1974-2000, and 27-year monthly average precipitation data are obtained from 51 stations in Pakistan. The results of transformed hierarchical Bayesian multivariate spatio-temporal interpolation are compared to those of non-transformed hierarchical Bayesian interpolation by using cross-validation. The software developed by [11] is used for Bayesian non-stationary multivariate space-time interpolation. It is observed that the transformed hierarchical Bayesian method provides more accuracy than the non-transformed hierarchical Bayesian method.
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…
Chen, Yong; Luo, Sheng; Chu, Haitao; Wei, Peng
2013-05-01
Multivariate meta-analysis is useful in combining evidence from independent studies which involve several comparisons among groups based on a single outcome. For binary outcomes, the commonly used statistical models for multivariate meta-analysis are multivariate generalized linear mixed effects models which assume risks, after some transformation, follow a multivariate normal distribution with possible correlations. In this article, we consider an alternative model for multivariate meta-analysis where the risks are modeled by the multivariate beta distribution proposed by Sarmanov (1966). This model have several attractive features compared to the conventional multivariate generalized linear mixed effects models, including simplicity of likelihood function, no need to specify a link function, and has a closed-form expression of distribution functions for study-specific risk differences. We investigate the finite sample performance of this model by simulation studies and illustrate its use with an application to multivariate meta-analysis of adverse events of tricyclic antidepressants treatment in clinical trials.
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…
A Bayesian approach for parameter estimation and prediction using a computationally intensive model
Higdon, Dave; McDonnell, Jordan D.; Schunck, Nicolas; ...
2015-02-05
Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based modelmore » $$\\eta (\\theta )$$, where θ denotes the uncertain, best input setting. Hence the statistical model is of the form $$y=\\eta (\\theta )+\\epsilon ,$$ where $$\\epsilon $$ accounts for measurement, and possibly other, error sources. When nonlinearity is present in $$\\eta (\\cdot )$$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model $$\\eta (\\cdot )$$. This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. Lastly, we also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.« less
Bayesian multivariate Poisson abundance models for T-cell receptor data.
Greene, Joshua; Birtwistle, Marc R; Ignatowicz, Leszek; Rempala, Grzegorz A
2013-06-07
A major feature of an adaptive immune system is its ability to generate B- and T-cell clones capable of recognizing and neutralizing specific antigens. These clones recognize antigens with the help of the surface molecules, called antigen receptors, acquired individually during the clonal development process. In order to ensure a response to a broad range of antigens, the number of different receptor molecules is extremely large, resulting in a huge clonal diversity of both B- and T-cell receptor populations and making their experimental comparisons statistically challenging. To facilitate such comparisons, we propose a flexible parametric model of multivariate count data and illustrate its use in a simultaneous analysis of multiple antigen receptor populations derived from mammalian T-cells. The model relies on a representation of the observed receptor counts as a multivariate Poisson abundance mixture (m PAM). A Bayesian parameter fitting procedure is proposed, based on the complete posterior likelihood, rather than the conditional one used typically in similar settings. The new procedure is shown to be considerably more efficient than its conditional counterpart (as measured by the Fisher information) in the regions of m PAM parameter space relevant to model T-cell data. Copyright © 2013 Elsevier Ltd. All rights reserved.
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…
Bayesian depth estimation from monocular natural images.
Su, Che-Chun; Cormack, Lawrence K; Bovik, Alan C
2017-05-01
Estimating an accurate and naturalistic dense depth map from a single monocular photographic image is a difficult problem. Nevertheless, human observers have little difficulty understanding the depth structure implied by photographs. Two-dimensional (2D) images of the real-world environment contain significant statistical information regarding the three-dimensional (3D) structure of the world that the vision system likely exploits to compute perceived depth, monocularly as well as binocularly. Toward understanding how this might be accomplished, we propose a Bayesian model of monocular depth computation that recovers detailed 3D scene structures by extracting reliable, robust, depth-sensitive statistical features from single natural images. These features are derived using well-accepted univariate natural scene statistics (NSS) models and recent bivariate/correlation NSS models that describe the relationships between 2D photographic images and their associated depth maps. This is accomplished by building a dictionary of canonical local depth patterns from which NSS features are extracted as prior information. The dictionary is used to create a multivariate Gaussian mixture (MGM) likelihood model that associates local image features with depth patterns. A simple Bayesian predictor is then used to form spatial depth estimates. The depth results produced by the model, despite its simplicity, correlate well with ground-truth depths measured by a current-generation terrestrial light detection and ranging (LIDAR) scanner. Such a strong form of statistical depth information could be used by the visual system when creating overall estimated depth maps incorporating stereopsis, accommodation, and other conditions. Indeed, even in isolation, the Bayesian predictor delivers depth estimates that are competitive with state-of-the-art "computer vision" methods that utilize highly engineered image features and sophisticated machine learning algorithms.
The Development of Bayesian Theory and Its Applications in Business and Bioinformatics
NASA Astrophysics Data System (ADS)
Zhang, Yifei
2018-03-01
Bayesian Theory originated from an Essay of a British mathematician named Thomas Bayes in 1763, and after its development in 20th century, Bayesian Statistics has been taking a significant part in statistical study of all fields. Due to the recent breakthrough of high-dimensional integral, Bayesian Statistics has been improved and perfected, and now it can be used to solve problems that Classical Statistics failed to solve. This paper summarizes Bayesian Statistics’ history, concepts and applications, which are illustrated in five parts: the history of Bayesian Statistics, the weakness of Classical Statistics, Bayesian Theory and its development and applications. The first two parts make a comparison between Bayesian Statistics and Classical Statistics in a macroscopic aspect. And the last three parts focus on Bayesian Theory in specific -- from introducing some particular Bayesian Statistics’ concepts to listing their development and finally their applications.
Chung, Doo Yong; Cho, Kang Su; Lee, Dae Hun; Han, Jang Hee; Kang, Dong Hyuk; Jung, Hae Do; Kown, Jong Kyou; Ham, Won Sik; Choi, Young Deuk; Lee, Joo Yong
2015-01-01
Purpose This study was conducted to evaluate colic pain as a prognostic pretreatment factor that can influence ureter stone clearance and to estimate the probability of stone-free status in shock wave lithotripsy (SWL) patients with a ureter stone. Materials and Methods We retrospectively reviewed the medical records of 1,418 patients who underwent their first SWL between 2005 and 2013. Among these patients, 551 had a ureter stone measuring 4–20 mm and were thus eligible for our analyses. The colic pain as the chief complaint was defined as either subjective flank pain during history taking and physical examination. Propensity-scores for established for colic pain was calculated for each patient using multivariate logistic regression based upon the following covariates: age, maximal stone length (MSL), and mean stone density (MSD). Each factor was evaluated as predictor for stone-free status by Bayesian and non-Bayesian logistic regression model. Results After propensity-score matching, 217 patients were extracted in each group from the total patient cohort. There were no statistical differences in variables used in propensity- score matching. One-session success and stone-free rate were also higher in the painful group (73.7% and 71.0%, respectively) than in the painless group (63.6% and 60.4%, respectively). In multivariate non-Bayesian and Bayesian logistic regression models, a painful stone, shorter MSL, and lower MSD were significant factors for one-session stone-free status in patients who underwent SWL. Conclusions Colic pain in patients with ureter calculi was one of the significant predicting factors including MSL and MSD for one-session stone-free status of SWL. PMID:25902059
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
Atmospheric Tracer Inverse Modeling Using Markov Chain Monte Carlo (MCMC)
NASA Astrophysics Data System (ADS)
Kasibhatla, P.
2004-12-01
In recent years, there has been an increasing emphasis on the use of Bayesian statistical estimation techniques to characterize the temporal and spatial variability of atmospheric trace gas sources and sinks. The applications have been varied in terms of the particular species of interest, as well as in terms of the spatial and temporal resolution of the estimated fluxes. However, one common characteristic has been the use of relatively simple statistical models for describing the measurement and chemical transport model error statistics and prior source statistics. For example, multivariate normal probability distribution functions (pdfs) are commonly used to model these quantities and inverse source estimates are derived for fixed values of pdf paramaters. While the advantage of this approach is that closed form analytical solutions for the a posteriori pdfs of interest are available, it is worth exploring Bayesian analysis approaches which allow for a more general treatment of error and prior source statistics. Here, we present an application of the Markov Chain Monte Carlo (MCMC) methodology to an atmospheric tracer inversion problem to demonstrate how more gereral statistical models for errors can be incorporated into the analysis in a relatively straightforward manner. The MCMC approach to Bayesian analysis, which has found wide application in a variety of fields, is a statistical simulation approach that involves computing moments of interest of the a posteriori pdf by efficiently sampling this pdf. The specific inverse problem that we focus on is the annual mean CO2 source/sink estimation problem considered by the TransCom3 project. TransCom3 was a collaborative effort involving various modeling groups and followed a common modeling and analysis protocoal. As such, this problem provides a convenient case study to demonstrate the applicability of the MCMC methodology to atmospheric tracer source/sink estimation problems.
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.
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…
Cortical Hierarchies Perform Bayesian Causal Inference in Multisensory Perception
Rohe, Tim; Noppeney, Uta
2015-01-01
To form a veridical percept of the environment, the brain needs to integrate sensory signals from a common source but segregate those from independent sources. Thus, perception inherently relies on solving the “causal inference problem.” Behaviorally, humans solve this problem optimally as predicted by Bayesian Causal Inference; yet, the underlying neural mechanisms are unexplored. Combining psychophysics, Bayesian modeling, functional magnetic resonance imaging (fMRI), and multivariate decoding in an audiovisual spatial localization task, we demonstrate that Bayesian Causal Inference is performed by a hierarchy of multisensory processes in the human brain. At the bottom of the hierarchy, in auditory and visual areas, location is represented on the basis that the two signals are generated by independent sources (= segregation). At the next stage, in posterior intraparietal sulcus, location is estimated under the assumption that the two signals are from a common source (= forced fusion). Only at the top of the hierarchy, in anterior intraparietal sulcus, the uncertainty about the causal structure of the world is taken into account and sensory signals are combined as predicted by Bayesian Causal Inference. Characterizing the computational operations of signal interactions reveals the hierarchical nature of multisensory perception in human neocortex. It unravels how the brain accomplishes Bayesian Causal Inference, a statistical computation fundamental for perception and cognition. Our results demonstrate how the brain combines information in the face of uncertainty about the underlying causal structure of the world. PMID:25710328
Henschel, Volkmar; Engel, Jutta; Hölzel, Dieter; Mansmann, Ulrich
2009-02-10
Multivariate analysis of interval censored event data based on classical likelihood methods is notoriously cumbersome. Likelihood inference for models which additionally include random effects are not available at all. Developed algorithms bear problems for practical users like: matrix inversion, slow convergence, no assessment of statistical uncertainty. MCMC procedures combined with imputation are used to implement hierarchical models for interval censored data within a Bayesian framework. Two examples from clinical practice demonstrate the handling of clustered interval censored event times as well as multilayer random effects for inter-institutional quality assessment. The software developed is called survBayes and is freely available at CRAN. The proposed software supports the solution of complex analyses in many fields of clinical epidemiology as well as health services research.
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.
NASA Astrophysics Data System (ADS)
Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.
2018-05-01
Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.
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 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
Park, Eun Sug; Symanski, Elaine; Han, Daikwon; Spiegelman, Clifford
2015-06-01
A major difficulty with assessing source-specific health effects is that source-specific exposures cannot be measured directly; rather, they need to be estimated by a source-apportionment method such as multivariate receptor modeling. The uncertainty in source apportionment (uncertainty in source-specific exposure estimates and model uncertainty due to the unknown number of sources and identifiability conditions) has been largely ignored in previous studies. Also, spatial dependence of multipollutant data collected from multiple monitoring sites has not yet been incorporated into multivariate receptor modeling. The objectives of this project are (1) to develop a multipollutant approach that incorporates both sources of uncertainty in source-apportionment into the assessment of source-specific health effects and (2) to develop enhanced multivariate receptor models that can account for spatial correlations in the multipollutant data collected from multiple sites. We employed a Bayesian hierarchical modeling framework consisting of multivariate receptor models, health-effects models, and a hierarchical model on latent source contributions. For the health model, we focused on the time-series design in this project. Each combination of number of sources and identifiability conditions (additional constraints on model parameters) defines a different model. We built a set of plausible models with extensive exploratory data analyses and with information from previous studies, and then computed posterior model probability to estimate model uncertainty. Parameter estimation and model uncertainty estimation were implemented simultaneously by Markov chain Monte Carlo (MCMC*) methods. We validated the methods using simulated data. We illustrated the methods using PM2.5 (particulate matter ≤ 2.5 μm in aerodynamic diameter) speciation data and mortality data from Phoenix, Arizona, and Houston, Texas. The Phoenix data included counts of cardiovascular deaths and daily PM2.5 speciation data from 1995-1997. The Houston data included respiratory mortality data and 24-hour PM2.5 speciation data sampled every six days from a region near the Houston Ship Channel in years 2002-2005. We also developed a Bayesian spatial multivariate receptor modeling approach that, while simultaneously dealing with the unknown number of sources and identifiability conditions, incorporated spatial correlations in the multipollutant data collected from multiple sites into the estimation of source profiles and contributions based on the discrete process convolution model for multivariate spatial processes. This new modeling approach was applied to 24-hour ambient air concentrations of 17 volatile organic compounds (VOCs) measured at nine monitoring sites in Harris County, Texas, during years 2000 to 2005. Simulation results indicated that our methods were accurate in identifying the true model and estimated parameters were close to the true values. The results from our methods agreed in general with previous studies on the source apportionment of the Phoenix data in terms of estimated source profiles and contributions. However, we had a greater number of statistically insignificant findings, which was likely a natural consequence of incorporating uncertainty in the estimated source contributions into the health-effects parameter estimation. For the Houston data, a model with five sources (that seemed to be Sulfate-Rich Secondary Aerosol, Motor Vehicles, Industrial Combustion, Soil/Crustal Matter, and Sea Salt) showed the highest posterior model probability among the candidate models considered when fitted simultaneously to the PM2.5 and mortality data. There was a statistically significant positive association between respiratory mortality and same-day PM2.5 concentrations attributed to one of the sources (probably industrial combustion). The Bayesian spatial multivariate receptor modeling approach applied to the VOC data led to a highest posterior model probability for a model with five sources (that seemed to be refinery, petrochemical production, gasoline evaporation, natural gas, and vehicular exhaust) among several candidate models, with the number of sources varying between three and seven and with different identifiability conditions. Our multipollutant approach assessing source-specific health effects is more advantageous than a single-pollutant approach in that it can estimate total health effects from multiple pollutants and can also identify emission sources that are responsible for adverse health effects. Our Bayesian approach can incorporate not only uncertainty in the estimated source contributions, but also model uncertainty that has not been addressed in previous studies on assessing source-specific health effects. The new Bayesian spatial multivariate receptor modeling approach enables predictions of source contributions at unmonitored sites, minimizing exposure misclassification and providing improved exposure estimates along with their uncertainty estimates, as well as accounting for uncertainty in the number of sources and identifiability conditions.
Applying Bayesian statistics to the study of psychological trauma: A suggestion for future research.
Yalch, Matthew M
2016-03-01
Several contemporary researchers have noted the virtues of Bayesian methods of data analysis. Although debates continue about whether conventional or Bayesian statistics is the "better" approach for researchers in general, there are reasons why Bayesian methods may be well suited to the study of psychological trauma in particular. This article describes how Bayesian statistics offers practical solutions to the problems of data non-normality, small sample size, and missing data common in research on psychological trauma. After a discussion of these problems and the effects they have on trauma research, this article explains the basic philosophical and statistical foundations of Bayesian statistics and how it provides solutions to these problems using an applied example. Results of the literature review and the accompanying example indicates the utility of Bayesian statistics in addressing problems common in trauma research. Bayesian statistics provides a set of methodological tools and a broader philosophical framework that is useful for trauma researchers. Methodological resources are also provided so that interested readers can learn more. (c) 2016 APA, all rights reserved).
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.
Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A; van't Veld, Aart A
2012-03-15
To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended. Copyright © 2012 Elsevier Inc. All rights reserved.
A model-based approach to wildland fire reconstruction using sediment charcoal records
Itter, Malcolm S.; Finley, Andrew O.; Hooten, Mevin B.; Higuera, Philip E.; Marlon, Jennifer R.; Kelly, Ryan; McLachlan, Jason S.
2017-01-01
Lake sediment charcoal records are used in paleoecological analyses to reconstruct fire history, including the identification of past wildland fires. One challenge of applying sediment charcoal records to infer fire history is the separation of charcoal associated with local fire occurrence and charcoal originating from regional fire activity. Despite a variety of methods to identify local fires from sediment charcoal records, an integrated statistical framework for fire reconstruction is lacking. We develop a Bayesian point process model to estimate the probability of fire associated with charcoal counts from individual-lake sediments and estimate mean fire return intervals. A multivariate extension of the model combines records from multiple lakes to reduce uncertainty in local fire identification and estimate a regional mean fire return interval. The univariate and multivariate models are applied to 13 lakes in the Yukon Flats region of Alaska. Both models resulted in similar mean fire return intervals (100–350 years) with reduced uncertainty under the multivariate model due to improved estimation of regional charcoal deposition. The point process model offers an integrated statistical framework for paleofire reconstruction and extends existing methods to infer regional fire history from multiple lake records with uncertainty following directly from posterior distributions.
A Bayesian Model for the Prediction and Early Diagnosis of Alzheimer's Disease.
Alexiou, Athanasios; Mantzavinos, Vasileios D; Greig, Nigel H; Kamal, Mohammad A
2017-01-01
Alzheimer's disease treatment is still an open problem. The diversity of symptoms, the alterations in common pathophysiology, the existence of asymptomatic cases, the different types of sporadic and familial Alzheimer's and their relevance with other types of dementia and comorbidities, have already created a myth-fear against the leading disease of the twenty first century. Many failed latest clinical trials and novel medications have revealed the early diagnosis as the most critical treatment solution, even though scientists tested the amyloid hypothesis and few related drugs. Unfortunately, latest studies have indicated that the disease begins at the very young ages thus making it difficult to determine the right time of proper treatment. By taking into consideration all these multivariate aspects and unreliable factors against an appropriate treatment, we focused our research on a non-classic statistical evaluation of the most known and accepted Alzheimer's biomarkers. Therefore, in this paper, the code and few experimental results of a computational Bayesian tool have being reported, dedicated to the correlation and assessment of several Alzheimer's biomarkers to export a probabilistic medical prognostic process. This new statistical software is executable in the Bayesian software Winbugs, based on the latest Alzheimer's classification and the formulation of the known relative probabilities of the various biomarkers, correlated with Alzheimer's progression, through a set of discrete distributions. A user-friendly web page has been implemented for the supporting of medical doctors and researchers, to upload Alzheimer's tests and receive statistics on the occurrence of Alzheimer's disease development or presence, due to abnormal testing in one or more biomarkers.
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
A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research
van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B; Neyer, Franz J; van Aken, Marcel AG
2014-01-01
Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First, the ingredients underlying Bayesian methods are introduced using a simplified example. Thereafter, the advantages and pitfalls of the specification of prior knowledge are discussed. To illustrate Bayesian methods explained in this study, in a second example a series of studies that examine the theoretical framework of dynamic interactionism are considered. In the Discussion the advantages and disadvantages of using Bayesian statistics are reviewed, and guidelines on how to report on Bayesian statistics are provided. PMID:24116396
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).
Prediction of road accidents: A Bayesian hierarchical approach.
Deublein, Markus; Schubert, Matthias; Adey, Bryan T; Köhler, Jochen; Faber, Michael H
2013-03-01
In this paper a novel methodology for the prediction of the occurrence of road accidents is presented. The methodology utilizes a combination of three statistical methods: (1) gamma-updating of the occurrence rates of injury accidents and injured road users, (2) hierarchical multivariate Poisson-lognormal regression analysis taking into account correlations amongst multiple dependent model response variables and effects of discrete accident count data e.g. over-dispersion, and (3) Bayesian inference algorithms, which are applied by means of data mining techniques supported by Bayesian Probabilistic Networks in order to represent non-linearity between risk indicating and model response variables, as well as different types of uncertainties which might be present in the development of the specific models. Prior Bayesian Probabilistic Networks are first established by means of multivariate regression analysis of the observed frequencies of the model response variables, e.g. the occurrence of an accident, and observed values of the risk indicating variables, e.g. degree of road curvature. Subsequently, parameter learning is done using updating algorithms, to determine the posterior predictive probability distributions of the model response variables, conditional on the values of the risk indicating variables. The methodology is illustrated through a case study using data of the Austrian rural motorway network. In the case study, on randomly selected road segments the methodology is used to produce a model to predict the expected number of accidents in which an injury has occurred and the expected number of light, severe and fatally injured road users. Additionally, the methodology is used for geo-referenced identification of road sections with increased occurrence probabilities of injury accident events on a road link between two Austrian cities. It is shown that the proposed methodology can be used to develop models to estimate the occurrence of road accidents for any road network provided that the required data are available. Copyright © 2012 Elsevier Ltd. All rights reserved.
Korsgaard, Inge Riis; Lund, Mogens Sandø; Sorensen, Daniel; Gianola, Daniel; Madsen, Per; Jensen, Just
2003-01-01
A fully Bayesian analysis using Gibbs sampling and data augmentation in a multivariate model of Gaussian, right censored, and grouped Gaussian traits is described. The grouped Gaussian traits are either ordered categorical traits (with more than two categories) or binary traits, where the grouping is determined via thresholds on the underlying Gaussian scale, the liability scale. Allowances are made for unequal models, unknown covariance matrices and missing data. Having outlined the theory, strategies for implementation are reviewed. These include joint sampling of location parameters; efficient sampling from the fully conditional posterior distribution of augmented data, a multivariate truncated normal distribution; and sampling from the conditional inverse Wishart distribution, the fully conditional posterior distribution of the residual covariance matrix. Finally, a simulated dataset was analysed to illustrate the methodology. This paper concentrates on a model where residuals associated with liabilities of the binary traits are assumed to be independent. A Bayesian analysis using Gibbs sampling is outlined for the model where this assumption is relaxed. PMID:12633531
NASA Astrophysics Data System (ADS)
Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir
2017-06-01
We present a newly developed Multivariate Copula Analysis Toolbox (MvCAT) which includes a wide range of copula families with different levels of complexity. MvCAT employs a Bayesian framework with a residual-based Gaussian likelihood function for inferring copula parameters and estimating the underlying uncertainties. The contribution of this paper is threefold: (a) providing a Bayesian framework to approximate the predictive uncertainties of fitted copulas, (b) introducing a hybrid-evolution Markov Chain Monte Carlo (MCMC) approach designed for numerical estimation of the posterior distribution of copula parameters, and (c) enabling the community to explore a wide range of copulas and evaluate them relative to the fitting uncertainties. We show that the commonly used local optimization methods for copula parameter estimation often get trapped in local minima. The proposed method, however, addresses this limitation and improves describing the dependence structure. MvCAT also enables evaluation of uncertainties relative to the length of record, which is fundamental to a wide range of applications such as multivariate frequency analysis.
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.
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.
Photoacoustic discrimination of vascular and pigmented lesions using classical and Bayesian methods
NASA Astrophysics Data System (ADS)
Swearingen, Jennifer A.; Holan, Scott H.; Feldman, Mary M.; Viator, John A.
2010-01-01
Discrimination of pigmented and vascular lesions in skin can be difficult due to factors such as size, subungual location, and the nature of lesions containing both melanin and vascularity. Misdiagnosis may lead to precancerous or cancerous lesions not receiving proper medical care. To aid in the rapid and accurate diagnosis of such pathologies, we develop a photoacoustic system to determine the nature of skin lesions in vivo. By irradiating skin with two laser wavelengths, 422 and 530 nm, we induce photoacoustic responses, and the relative response at these two wavelengths indicates whether the lesion is pigmented or vascular. This response is due to the distinct absorption spectrum of melanin and hemoglobin. In particular, pigmented lesions have ratios of photoacoustic amplitudes of approximately 1.4 to 1 at the two wavelengths, while vascular lesions have ratios of about 4.0 to 1. Furthermore, we consider two statistical methods for conducting classification of lesions: standard multivariate analysis classification techniques and a Bayesian-model-based approach. We study 15 human subjects with eight vascular and seven pigmented lesions. Using the classical method, we achieve a perfect classification rate, while the Bayesian approach has an error rate of 20%.
UniEnt: uniform entropy model for the dynamics of a neuronal population
NASA Astrophysics Data System (ADS)
Hernandez Lahme, Damian; Nemenman, Ilya
Sensory information and motor responses are encoded in the brain in a collective spiking activity of a large number of neurons. Understanding the neural code requires inferring statistical properties of such collective dynamics from multicellular neurophysiological recordings. Questions of whether synchronous activity or silence of multiple neurons carries information about the stimuli or the motor responses are especially interesting. Unfortunately, detection of such high order statistical interactions from data is especially challenging due to the exponentially large dimensionality of the state space of neural collectives. Here we present UniEnt, a method for the inference of strengths of multivariate neural interaction patterns. The method is based on the Bayesian prior that makes no assumptions (uniform a priori expectations) about the value of the entropy of the observed multivariate neural activity, in contrast to popular approaches that maximize this entropy. We then study previously published multi-electrode recordings data from salamander retina, exposing the relevance of higher order neural interaction patterns for information encoding in this system. This work was supported in part by Grants JSMF/220020321 and NSF/IOS/1208126.
The Statistical Consulting Center for Astronomy (SCCA)
NASA Technical Reports Server (NTRS)
Akritas, Michael
2001-01-01
The process by which raw astronomical data acquisition is transformed into scientifically meaningful results and interpretation typically involves many statistical steps. Traditional astronomy limits itself to a narrow range of old and familiar statistical methods: means and standard deviations; least-squares methods like chi(sup 2) minimization; and simple nonparametric procedures such as the Kolmogorov-Smirnov tests. These tools are often inadequate for the complex problems and datasets under investigations, and recent years have witnessed an increased usage of maximum-likelihood, survival analysis, multivariate analysis, wavelet and advanced time-series methods. The Statistical Consulting Center for Astronomy (SCCA) assisted astronomers with the use of sophisticated tools, and to match these tools with specific problems. The SCCA operated with two professors of statistics and a professor of astronomy working together. Questions were received by e-mail, and were discussed in detail with the questioner. Summaries of those questions and answers leading to new approaches were posted on the Web (www.state.psu.edu/ mga/SCCA). In addition to serving individual astronomers, the SCCA established a Web site for general use that provides hypertext links to selected on-line public-domain statistical software and services. The StatCodes site (www.astro.psu.edu/statcodes) provides over 200 links in the areas of: Bayesian statistics; censored and truncated data; correlation and regression, density estimation and smoothing, general statistics packages and information; image analysis; interactive Web tools; multivariate analysis; multivariate clustering and classification; nonparametric analysis; software written by astronomers; spatial statistics; statistical distributions; time series analysis; and visualization tools. StatCodes has received a remarkable high and constant hit rate of 250 hits/week (over 10,000/year) since its inception in mid-1997. It is of interest to scientists both within and outside of astronomy. The most popular sections are multivariate techniques, image analysis, and time series analysis. Hundreds of copies of the ASURV, SLOPES and CENS-TAU codes developed by SCCA scientists were also downloaded from the StatCodes site. In addition to formal SCCA duties, SCCA scientists continued a variety of related activities in astrostatistics, including refereeing of statistically oriented papers submitted to the Astrophysical Journal, talks in meetings including Feigelson's talk to science journalists entitled "The reemergence of astrostatistics" at the American Association for the Advancement of Science meeting, and published papers of astrostatistical content.
Daniel Goodman’s empirical approach to Bayesian statistics
Gerrodette, Tim; Ward, Eric; Taylor, Rebecca L.; Schwarz, Lisa K.; Eguchi, Tomoharu; Wade, Paul; Himes Boor, Gina
2016-01-01
Bayesian statistics, in contrast to classical statistics, uses probability to represent uncertainty about the state of knowledge. Bayesian statistics has often been associated with the idea that knowledge is subjective and that a probability distribution represents a personal degree of belief. Dr. Daniel Goodman considered this viewpoint problematic for issues of public policy. He sought to ground his Bayesian approach in data, and advocated the construction of a prior as an empirical histogram of “similar” cases. In this way, the posterior distribution that results from a Bayesian analysis combined comparable previous data with case-specific current data, using Bayes’ formula. Goodman championed such a data-based approach, but he acknowledged that it was difficult in practice. If based on a true representation of our knowledge and uncertainty, Goodman argued that risk assessment and decision-making could be an exact science, despite the uncertainties. In his view, Bayesian statistics is a critical component of this science because a Bayesian analysis produces the probabilities of future outcomes. Indeed, Goodman maintained that the Bayesian machinery, following the rules of conditional probability, offered the best legitimate inference from available data. We give an example of an informative prior in a recent study of Steller sea lion spatial use patterns in Alaska.
A Primer on Bayesian Analysis for Experimental Psychopathologists
Krypotos, Angelos-Miltiadis; Blanken, Tessa F.; Arnaudova, Inna; Matzke, Dora; Beckers, Tom
2016-01-01
The principal goals of experimental psychopathology (EPP) research are to offer insights into the pathogenic mechanisms of mental disorders and to provide a stable ground for the development of clinical interventions. The main message of the present article is that those goals are better served by the adoption of Bayesian statistics than by the continued use of null-hypothesis significance testing (NHST). In the first part of the article we list the main disadvantages of NHST and explain why those disadvantages limit the conclusions that can be drawn from EPP research. Next, we highlight the advantages of Bayesian statistics. To illustrate, we then pit NHST and Bayesian analysis against each other using an experimental data set from our lab. Finally, we discuss some challenges when adopting Bayesian statistics. We hope that the present article will encourage experimental psychopathologists to embrace Bayesian statistics, which could strengthen the conclusions drawn from EPP research. PMID:28748068
Kruschke, John K; Liddell, Torrin M
2018-02-01
In the practice of data analysis, there is a conceptual distinction between hypothesis testing, on the one hand, and estimation with quantified uncertainty on the other. Among frequentists in psychology, a shift of emphasis from hypothesis testing to estimation has been dubbed "the New Statistics" (Cumming 2014). A second conceptual distinction is between frequentist methods and Bayesian methods. Our main goal in this article is to explain how Bayesian methods achieve the goals of the New Statistics better than frequentist methods. The article reviews frequentist and Bayesian approaches to hypothesis testing and to estimation with confidence or credible intervals. The article also describes Bayesian approaches to meta-analysis, randomized controlled trials, and power analysis.
Lee, Kyu Ha; Tadesse, Mahlet G; Baccarelli, Andrea A; Schwartz, Joel; Coull, Brent A
2017-03-01
The analysis of multiple outcomes is becoming increasingly common in modern biomedical studies. It is well-known that joint statistical models for multiple outcomes are more flexible and more powerful than fitting a separate model for each outcome; they yield more powerful tests of exposure or treatment effects by taking into account the dependence among outcomes and pooling evidence across outcomes. It is, however, unlikely that all outcomes are related to the same subset of covariates. Therefore, there is interest in identifying exposures or treatments associated with particular outcomes, which we term outcome-specific variable selection. In this work, we propose a variable selection approach for multivariate normal responses that incorporates not only information on the mean model, but also information on the variance-covariance structure of the outcomes. The approach effectively leverages evidence from all correlated outcomes to estimate the effect of a particular covariate on a given outcome. To implement this strategy, we develop a Bayesian method that builds a multivariate prior for the variable selection indicators based on the variance-covariance of the outcomes. We show via simulation that the proposed variable selection strategy can boost power to detect subtle effects without increasing the probability of false discoveries. We apply the approach to the Normative Aging Study (NAS) epigenetic data and identify a subset of five genes in the asthma pathway for which gene-specific DNA methylations are associated with exposures to either black carbon, a marker of traffic pollution, or sulfate, a marker of particles generated by power plants. © 2016, The International Biometric Society.
The image recognition based on neural network and Bayesian decision
NASA Astrophysics Data System (ADS)
Wang, Chugege
2018-04-01
The artificial neural network began in 1940, which is an important part of artificial intelligence. At present, it has become a hot topic in the fields of neuroscience, computer science, brain science, mathematics, and psychology. Thomas Bayes firstly reported the Bayesian theory in 1763. After the development in the twentieth century, it has been widespread in all areas of statistics. In recent years, due to the solution of the problem of high-dimensional integral calculation, Bayesian Statistics has been improved theoretically, which solved many problems that cannot be solved by classical statistics and is also applied to the interdisciplinary fields. In this paper, the related concepts and principles of the artificial neural network are introduced. It also summarizes the basic content and principle of Bayesian Statistics, and combines the artificial neural network technology and Bayesian decision theory and implement them in all aspects of image recognition, such as enhanced face detection method based on neural network and Bayesian decision, as well as the image classification based on the Bayesian decision. It can be seen that the combination of artificial intelligence and statistical algorithms has always been the hot research topic.
Simultaneous calibration of ensemble river flow predictions over an entire range of lead times
NASA Astrophysics Data System (ADS)
Hemri, S.; Fundel, F.; Zappa, M.
2013-10-01
Probabilistic estimates of future water levels and river discharge are usually simulated with hydrologic models using ensemble weather forecasts as main inputs. As hydrologic models are imperfect and the meteorological ensembles tend to be biased and underdispersed, the ensemble forecasts for river runoff typically are biased and underdispersed, too. Thus, in order to achieve both reliable and sharp predictions statistical postprocessing is required. In this work Bayesian model averaging (BMA) is applied to statistically postprocess ensemble runoff raw forecasts for a catchment in Switzerland, at lead times ranging from 1 to 240 h. The raw forecasts have been obtained using deterministic and ensemble forcing meteorological models with different forecast lead time ranges. First, BMA is applied based on mixtures of univariate normal distributions, subject to the assumption of independence between distinct lead times. Then, the independence assumption is relaxed in order to estimate multivariate runoff forecasts over the entire range of lead times simultaneously, based on a BMA version that uses multivariate normal distributions. Since river runoff is a highly skewed variable, Box-Cox transformations are applied in order to achieve approximate normality. Both univariate and multivariate BMA approaches are able to generate well calibrated probabilistic forecasts that are considerably sharper than climatological forecasts. Additionally, multivariate BMA provides a promising approach for incorporating temporal dependencies into the postprocessed forecasts. Its major advantage against univariate BMA is an increase in reliability when the forecast system is changing due to model availability.
Jiang, Zhehan; Skorupski, William
2017-12-12
In many behavioral research areas, multivariate generalizability theory (mG theory) has been typically used to investigate the reliability of certain multidimensional assessments. However, traditional mG-theory estimation-namely, using frequentist approaches-has limits, leading researchers to fail to take full advantage of the information that mG theory can offer regarding the reliability of measurements. Alternatively, Bayesian methods provide more information than frequentist approaches can offer. This article presents instructional guidelines on how to implement mG-theory analyses in a Bayesian framework; in particular, BUGS code is presented to fit commonly seen designs from mG theory, including single-facet designs, two-facet crossed designs, and two-facet nested designs. In addition to concrete examples that are closely related to the selected designs and the corresponding BUGS code, a simulated dataset is provided to demonstrate the utility and advantages of the Bayesian approach. This article is intended to serve as a tutorial reference for applied researchers and methodologists conducting mG-theory studies.
Time-varying nonstationary multivariate risk analysis using a dynamic Bayesian copula
NASA Astrophysics Data System (ADS)
Sarhadi, Ali; Burn, Donald H.; Concepción Ausín, María.; Wiper, Michael P.
2016-03-01
A time-varying risk analysis is proposed for an adaptive design framework in nonstationary conditions arising from climate change. A Bayesian, dynamic conditional copula is developed for modeling the time-varying dependence structure between mixed continuous and discrete multiattributes of multidimensional hydrometeorological phenomena. Joint Bayesian inference is carried out to fit the marginals and copula in an illustrative example using an adaptive, Gibbs Markov Chain Monte Carlo (MCMC) sampler. Posterior mean estimates and credible intervals are provided for the model parameters and the Deviance Information Criterion (DIC) is used to select the model that best captures different forms of nonstationarity over time. This study also introduces a fully Bayesian, time-varying joint return period for multivariate time-dependent risk analysis in nonstationary environments. The results demonstrate that the nature and the risk of extreme-climate multidimensional processes are changed over time under the impact of climate change, and accordingly the long-term decision making strategies should be updated based on the anomalies of the nonstationary environment.
NASA Astrophysics Data System (ADS)
Thelen, Brian T.; Xique, Ismael J.; Burns, Joseph W.; Goley, G. Steven; Nolan, Adam R.; Benson, Jonathan W.
2017-04-01
With all of the new remote sensing modalities available, and with ever increasing capabilities and frequency of collection, there is a desire to fundamentally understand/quantify the information content in the collected image data relative to various exploitation goals, such as detection/classification. A fundamental approach for this is the framework of Bayesian decision theory, but a daunting challenge is to have significantly flexible and accurate multivariate models for the features and/or pixels that capture a wide assortment of distributions and dependen- cies. In addition, data can come in the form of both continuous and discrete representations, where the latter is often generated based on considerations of robustness to imaging conditions and occlusions/degradations. In this paper we propose a novel suite of "latent" models fundamentally based on multivariate Gaussian copula models that can be used for quantized data from SAR imagery. For this Latent Gaussian Copula (LGC) model, we derive an approximate, maximum-likelihood estimation algorithm and demonstrate very reasonable estimation performance even for the larger images with many pixels. However applying these LGC models to large dimen- sions/images within a Bayesian decision/classification theory is infeasible due to the computational/numerical issues in evaluating the true full likelihood, and we propose an alternative class of novel pseudo-likelihoood detection statistics that are computationally feasible. We show in a few simple examples that these statistics have the potential to provide very good and robust detection/classification performance. All of this framework is demonstrated on a simulated SLICY data set, and the results show the importance of modeling the dependencies, and of utilizing the pseudo-likelihood methods.
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…
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
Bayesian probability of success for clinical trials using historical data
Ibrahim, Joseph G.; Chen, Ming-Hui; Lakshminarayanan, Mani; Liu, Guanghan F.; Heyse, Joseph F.
2015-01-01
Developing sophisticated statistical methods for go/no-go decisions is crucial for clinical trials, as planning phase III or phase IV trials is costly and time consuming. In this paper, we develop a novel Bayesian methodology for determining the probability of success of a treatment regimen on the basis of the current data of a given trial. We introduce a new criterion for calculating the probability of success that allows for inclusion of covariates as well as allowing for historical data based on the treatment regimen, and patient characteristics. A new class of prior distributions and covariate distributions is developed to achieve this goal. The methodology is quite general and can be used with univariate or multivariate continuous or discrete data, and it generalizes Chuang-Stein’s work. This methodology will be invaluable for informing the scientist on the likelihood of success of the compound, while including the information of covariates for patient characteristics in the trial population for planning future pre-market or post-market trials. PMID:25339499
Bayesian probability of success for clinical trials using historical data.
Ibrahim, Joseph G; Chen, Ming-Hui; Lakshminarayanan, Mani; Liu, Guanghan F; Heyse, Joseph F
2015-01-30
Developing sophisticated statistical methods for go/no-go decisions is crucial for clinical trials, as planning phase III or phase IV trials is costly and time consuming. In this paper, we develop a novel Bayesian methodology for determining the probability of success of a treatment regimen on the basis of the current data of a given trial. We introduce a new criterion for calculating the probability of success that allows for inclusion of covariates as well as allowing for historical data based on the treatment regimen, and patient characteristics. A new class of prior distributions and covariate distributions is developed to achieve this goal. The methodology is quite general and can be used with univariate or multivariate continuous or discrete data, and it generalizes Chuang-Stein's work. This methodology will be invaluable for informing the scientist on the likelihood of success of the compound, while including the information of covariates for patient characteristics in the trial population for planning future pre-market or post-market trials. Copyright © 2014 John Wiley & Sons, Ltd.
Bayesian Statistics for Biological Data: Pedigree Analysis
ERIC Educational Resources Information Center
Stanfield, William D.; Carlton, Matthew A.
2004-01-01
The use of Bayes' formula is applied to the biological problem of pedigree analysis to show that the Bayes' formula and non-Bayesian or "classical" methods of probability calculation give different answers. First year college students of biology can be introduced to the Bayesian statistics.
What Is the Probability You Are a Bayesian?
ERIC Educational Resources Information Center
Wulff, Shaun S.; Robinson, Timothy J.
2014-01-01
Bayesian methodology continues to be widely used in statistical applications. As a result, it is increasingly important to introduce students to Bayesian thinking at early stages in their mathematics and statistics education. While many students in upper level probability courses can recite the differences in the Frequentist and Bayesian…
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 statistics in medicine -- part II: main applications and inference].
Montomoli, C; Nichelatti, M
2008-01-01
Bayesian statistics is not only used when one is dealing with 2-way tables, but it can be used for inferential purposes. Using the basic concepts presented in the first part, this paper aims to give a simple overview of Bayesian methods by introducing its foundation (Bayes' theorem) and then applying this rule to a very simple practical example; whenever possible, the elementary processes at the basis of analysis are compared to those of frequentist (classical) statistical analysis. The Bayesian reasoning is naturally connected to medical activity, since it appears to be quite similar to a diagnostic process.
Bayesian inference 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.
Dong, Chunjiao; Clarke, David B; Yan, Xuedong; Khattak, Asad; Huang, Baoshan
2014-09-01
Crash data are collected through police reports and integrated with road inventory data for further analysis. Integrated police reports and inventory data yield correlated multivariate data for roadway entities (e.g., segments or intersections). Analysis of such data reveals important relationships that can help focus on high-risk situations and coming up with safety countermeasures. To understand relationships between crash frequencies and associated variables, while taking full advantage of the available data, multivariate random-parameters models are appropriate since they can simultaneously consider the correlation among the specific crash types and account for unobserved heterogeneity. However, a key issue that arises with correlated multivariate data is the number of crash-free samples increases, as crash counts have many categories. In this paper, we describe a multivariate random-parameters zero-inflated negative binomial (MRZINB) regression model for jointly modeling crash counts. The full Bayesian method is employed to estimate the model parameters. Crash frequencies at urban signalized intersections in Tennessee are analyzed. The paper investigates the performance of MZINB and MRZINB regression models in establishing the relationship between crash frequencies, pavement conditions, traffic factors, and geometric design features of roadway intersections. Compared to the MZINB model, the MRZINB model identifies additional statistically significant factors and provides better goodness of fit in developing the relationships. The empirical results show that MRZINB model possesses most of the desirable statistical properties in terms of its ability to accommodate unobserved heterogeneity and excess zero counts in correlated data. Notably, in the random-parameters MZINB model, the estimated parameters vary significantly across intersections for different crash types. Copyright © 2014 Elsevier Ltd. All rights reserved.
Models and simulation of 3D neuronal dendritic trees using Bayesian networks.
López-Cruz, Pedro L; Bielza, Concha; Larrañaga, Pedro; Benavides-Piccione, Ruth; DeFelipe, Javier
2011-12-01
Neuron morphology is crucial for neuronal connectivity and brain information processing. Computational models are important tools for studying dendritic morphology and its role in brain function. We applied a class of probabilistic graphical models called Bayesian networks to generate virtual dendrites from layer III pyramidal neurons from three different regions of the neocortex of the mouse. A set of 41 morphological variables were measured from the 3D reconstructions of real dendrites and their probability distributions used in a machine learning algorithm to induce the model from the data. A simulation algorithm is also proposed to obtain new dendrites by sampling values from Bayesian networks. The main advantage of this approach is that it takes into account and automatically locates the relationships between variables in the data instead of using predefined dependencies. Therefore, the methodology can be applied to any neuronal class while at the same time exploiting class-specific properties. Also, a Bayesian network was defined for each part of the dendrite, allowing the relationships to change in the different sections and to model heterogeneous developmental factors or spatial influences. Several univariate statistical tests and a novel multivariate test based on Kullback-Leibler divergence estimation confirmed that virtual dendrites were similar to real ones. The analyses of the models showed relationships that conform to current neuroanatomical knowledge and support model correctness. At the same time, studying the relationships in the models can help to identify new interactions between variables related to dendritic morphology.
Assessment of CT image quality using a Bayesian approach
NASA Astrophysics Data System (ADS)
Reginatto, M.; Anton, M.; Elster, C.
2017-08-01
One of the most promising approaches for evaluating CT image quality is task-specific quality assessment. This involves a simplified version of a clinical task, e.g. deciding whether an image belongs to the class of images that contain the signature of a lesion or not. Task-specific quality assessment can be done by model observers, which are mathematical procedures that carry out the classification task. The most widely used figure of merit for CT image quality is the area under the ROC curve (AUC), a quantity which characterizes the performance of a given model observer. In order to estimate AUC from a finite sample of images, different approaches from classical statistics have been suggested. The goal of this paper is to introduce task-specific quality assessment of CT images to metrology and to propose a novel Bayesian estimation of AUC for the channelized Hotelling observer (CHO) applied to the task of detecting a lesion at a known image location. It is assumed that signal-present and signal-absent images follow multivariate normal distributions with the same covariance matrix. The Bayesian approach results in a posterior distribution for the AUC of the CHO which provides in addition a complete characterization of the uncertainty of this figure of merit. The approach is illustrated by its application to both simulated and experimental data.
Matiatos, Ioannis
2016-01-15
Nitrate (NO3) is one of the most common contaminants in aquatic environments and groundwater. Nitrate concentrations and environmental isotope data (δ(15)N-NO3 and δ(18)O-NO3) from groundwater of Asopos basin, which has different land-use types, i.e., a large number of industries (e.g., textile, metal processing, food, fertilizers, paint), urban and agricultural areas and livestock breeding facilities, were analyzed to identify the nitrate sources of water contamination and N-biogeochemical transformations. A Bayesian isotope mixing model (SIAR) and multivariate statistical analysis of hydrochemical data were used to estimate the proportional contribution of different NO3 sources and to identify the dominant factors controlling the nitrate content of the groundwater in the region. The comparison of SIAR and Principal Component Analysis showed that wastes originating from urban and industrial zones of the basin are mainly responsible for nitrate contamination of groundwater in these areas. Agricultural fertilizers and manure likely contribute to groundwater contamination away from urban fabric and industrial land-use areas. Soil contribution to nitrate contamination due to organic matter is higher in the south-western part of the area far from the industries and the urban settlements. The present study aims to highlight the use of environmental isotopes combined with multivariate statistical analysis in locating sources of nitrate contamination in groundwater leading to a more effective planning of environmental measures and remediation strategies in river basins and water bodies as defined by the European Water Frame Directive (Directive 2000/60/EC).
Wang, Ming; Li, Zheng; Lee, Eun Young; Lewis, Mechelle M; Zhang, Lijun; Sterling, Nicholas W; Wagner, Daymond; Eslinger, Paul; Du, Guangwei; Huang, Xuemei
2017-09-25
It is challenging for current statistical models to predict clinical progression of Parkinson's disease (PD) because of the involvement of multi-domains and longitudinal data. Past univariate longitudinal or multivariate analyses from cross-sectional trials have limited power to predict individual outcomes or a single moment. The multivariate generalized linear mixed-effect model (GLMM) under the Bayesian framework was proposed to study multi-domain longitudinal outcomes obtained at baseline, 18-, and 36-month. The outcomes included motor, non-motor, and postural instability scores from the MDS-UPDRS, and demographic and standardized clinical data were utilized as covariates. The dynamic prediction was performed for both internal and external subjects using the samples from the posterior distributions of the parameter estimates and random effects, and also the predictive accuracy was evaluated based on the root of mean square error (RMSE), absolute bias (AB) and the area under the receiver operating characteristic (ROC) curve. First, our prediction model identified clinical data that were differentially associated with motor, non-motor, and postural stability scores. Second, the predictive accuracy of our model for the training data was assessed, and improved prediction was gained in particularly for non-motor (RMSE and AB: 2.89 and 2.20) compared to univariate analysis (RMSE and AB: 3.04 and 2.35). Third, the individual-level predictions of longitudinal trajectories for the testing data were performed, with ~80% observed values falling within the 95% credible intervals. Multivariate general mixed models hold promise to predict clinical progression of individual outcomes in PD. The data was obtained from Dr. Xuemei Huang's NIH grant R01 NS060722 , part of NINDS PD Biomarker Program (PDBP). All data was entered within 24 h of collection to the Data Management Repository (DMR), which is publically available ( https://pdbp.ninds.nih.gov/data-management ).
Teaching Bayesian Statistics to Undergraduate Students through Debates
ERIC Educational Resources Information Center
Stewart, Sepideh; Stewart, Wayne
2014-01-01
This paper describes a lecturer's approach to teaching Bayesian statistics to students who were only exposed to the classical paradigm. The study shows how the lecturer extended himself by making use of ventriloquist dolls to grab hold of students' attention and embed important ideas in revealing the differences between the Bayesian and classical…
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…
ERIC Educational Resources Information Center
Abayomi, Kobi; Pizarro, Gonzalo
2013-01-01
We offer a straightforward framework for measurement of progress, across many dimensions, using cross-national social indices, which we classify as linear combinations of multivariate country level data onto a univariate score. We suggest a Bayesian approach which yields probabilistic (confidence type) intervals for the point estimates of country…
Nonparametric Bayesian Segmentation of a Multivariate Inhomogeneous Space-Time Poisson Process.
Ding, Mingtao; He, Lihan; Dunson, David; Carin, Lawrence
2012-12-01
A nonparametric Bayesian model is proposed for segmenting time-evolving multivariate spatial point process data. An inhomogeneous Poisson process is assumed, with a logistic stick-breaking process (LSBP) used to encourage piecewise-constant spatial Poisson intensities. The LSBP explicitly favors spatially contiguous segments, and infers the number of segments based on the observed data. The temporal dynamics of the segmentation and of the Poisson intensities are modeled with exponential correlation in time, implemented in the form of a first-order autoregressive model for uniformly sampled discrete data, and via a Gaussian process with an exponential kernel for general temporal sampling. We consider and compare two different inference techniques: a Markov chain Monte Carlo sampler, which has relatively high computational complexity; and an approximate and efficient variational Bayesian analysis. The model is demonstrated with a simulated example and a real example of space-time crime events in Cincinnati, Ohio, USA.
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
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
Bayes in biological anthropology.
Konigsberg, Lyle W; Frankenberg, Susan R
2013-12-01
In this article, we both contend and illustrate that biological anthropologists, particularly in the Americas, often think like Bayesians but act like frequentists when it comes to analyzing a wide variety of data. In other words, while our research goals and perspectives are rooted in probabilistic thinking and rest on prior knowledge, we often proceed to use statistical hypothesis tests and confidence interval methods unrelated (or tenuously related) to the research questions of interest. We advocate for applying Bayesian analyses to a number of different bioanthropological questions, especially since many of the programming and computational challenges to doing so have been overcome in the past two decades. To facilitate such applications, this article explains Bayesian principles and concepts, and provides concrete examples of Bayesian computer simulations and statistics that address questions relevant to biological anthropology, focusing particularly on bioarchaeology and forensic anthropology. It also simultaneously reviews the use of Bayesian methods and inference within the discipline to date. This article is intended to act as primer to Bayesian methods and inference in biological anthropology, explaining the relationships of various methods to likelihoods or probabilities and to classical statistical models. Our contention is not that traditional frequentist statistics should be rejected outright, but that there are many situations where biological anthropology is better served by taking a Bayesian approach. To this end it is hoped that the examples provided in this article will assist researchers in choosing from among the broad array of statistical methods currently available. Copyright © 2013 Wiley Periodicals, Inc.
Bayesian statistics in radionuclide metrology: measurement of a decaying source
NASA Astrophysics Data System (ADS)
Bochud, François O.; Bailat, Claude J.; Laedermann, Jean-Pascal
2007-08-01
The most intuitive way of defining a probability is perhaps through the frequency at which it appears when a large number of trials are realized in identical conditions. The probability derived from the obtained histogram characterizes the so-called frequentist or conventional statistical approach. In this sense, probability is defined as a physical property of the observed system. By contrast, in Bayesian statistics, a probability is not a physical property or a directly observable quantity, but a degree of belief or an element of inference. The goal of this paper is to show how Bayesian statistics can be used in radionuclide metrology and what its advantages and disadvantages are compared with conventional statistics. This is performed through the example of an yttrium-90 source typically encountered in environmental surveillance measurement. Because of the very low activity of this kind of source and the small half-life of the radionuclide, this measurement takes several days, during which the source decays significantly. Several methods are proposed to compute simultaneously the number of unstable nuclei at a given reference time, the decay constant and the background. Asymptotically, all approaches give the same result. However, Bayesian statistics produces coherent estimates and confidence intervals in a much smaller number of measurements. Apart from the conceptual understanding of statistics, the main difficulty that could deter radionuclide metrologists from using Bayesian statistics is the complexity of the computation.
A Bayesian test for Hardy–Weinberg equilibrium of biallelic X-chromosomal markers
Puig, X; Ginebra, J; Graffelman, J
2017-01-01
The X chromosome is a relatively large chromosome, harboring a lot of genetic information. Much of the statistical analysis of X-chromosomal information is complicated by the fact that males only have one copy. Recently, frequentist statistical tests for Hardy–Weinberg equilibrium have been proposed specifically for dealing with markers on the X chromosome. Bayesian test procedures for Hardy–Weinberg equilibrium for the autosomes have been described, but Bayesian work on the X chromosome in this context is lacking. This paper gives the first Bayesian approach for testing Hardy–Weinberg equilibrium with biallelic markers at the X chromosome. Marginal and joint posterior distributions for the inbreeding coefficient in females and the male to female allele frequency ratio are computed, and used for statistical inference. The paper gives a detailed account of the proposed Bayesian test, and illustrates it with data from the 1000 Genomes project. In that implementation, a novel approach to tackle multiple testing from a Bayesian perspective through posterior predictive checks is used. PMID:28900292
Lefèvre, Thomas; Lepresle, Aude; Chariot, Patrick
2015-09-01
The search for complex, nonlinear relationships and causality in data is hindered by the availability of techniques in many domains, including forensic science. Linear multivariable techniques are useful but present some shortcomings. In the past decade, Bayesian approaches have been introduced in forensic science. To date, authors have mainly focused on providing an alternative to classical techniques for quantifying effects and dealing with uncertainty. Causal networks, including Bayesian networks, can help detangle complex relationships in data. A Bayesian network estimates the joint probability distribution of data and graphically displays dependencies between variables and the circulation of information between these variables. In this study, we illustrate the interest in utilizing Bayesian networks for dealing with complex data through an application in clinical forensic science. Evaluating the functional impairment of assault survivors is a complex task for which few determinants are known. As routinely estimated in France, the duration of this impairment can be quantified by days of 'Total Incapacity to Work' ('Incapacité totale de travail,' ITT). In this study, we used a Bayesian network approach to identify the injury type, victim category and time to evaluation as the main determinants of the 'Total Incapacity to Work' (TIW). We computed the conditional probabilities associated with the TIW node and its parents. We compared this approach with a multivariable analysis, and the results of both techniques were converging. Thus, Bayesian networks should be considered a reliable means to detangle complex relationships in data.
Bayesian Methods for Scalable Multivariate Value-Added Assessment
ERIC Educational Resources Information Center
Lockwood, J. R.; McCaffrey, Daniel F.; Mariano, Louis T.; Setodji, Claude
2007-01-01
There is increased interest in value-added models relying on longitudinal student-level test score data to isolate teachers' contributions to student achievement. The complex linkage of students to teachers as students progress through grades poses both substantive and computational challenges. This article introduces a multivariate Bayesian…
A Gentle Introduction to Bayesian Analysis: Applications to Developmental Research
ERIC Educational Resources Information Center
van de Schoot, Rens; Kaplan, David; Denissen, Jaap; Asendorpf, Jens B.; Neyer, Franz J.; van Aken, Marcel A. G.
2014-01-01
Bayesian statistical methods are becoming ever more popular in applied and fundamental research. In this study a gentle introduction to Bayesian analysis is provided. It is shown under what circumstances it is attractive to use Bayesian estimation, and how to interpret properly the results. First, the ingredients underlying Bayesian methods are…
Bartlett, Jonathan W; Keogh, Ruth H
2018-06-01
Bayesian approaches for handling covariate measurement error are well established and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential paradigm. For others a contributory factor is the inability of standard statistical packages to perform such Bayesian analyses. In this paper, we first give an overview of the Bayesian approach to handling covariate measurement error, and contrast it with regression calibration, arguably the most commonly adopted approach. We then argue why the Bayesian approach has a number of statistical advantages compared to regression calibration and demonstrate that implementing the Bayesian approach is usually quite feasible for the analyst. Next, we describe the closely related maximum likelihood and multiple imputation approaches and explain why we believe the Bayesian approach to generally be preferable. We then empirically compare the frequentist properties of regression calibration and the Bayesian approach through simulation studies. The flexibility of the Bayesian approach to handle both measurement error and missing data is then illustrated through an analysis of data from the Third National Health and Nutrition Examination Survey.
Probabilistic models in human sensorimotor control
Wolpert, Daniel M.
2009-01-01
Sensory and motor uncertainty form a fundamental constraint on human sensorimotor control. Bayesian decision theory (BDT) has emerged as a unifying framework to understand how the central nervous system performs optimal estimation and control in the face of such uncertainty. BDT has two components: Bayesian statistics and decision theory. Here we review Bayesian statistics and show how it applies to estimating the state of the world and our own body. Recent results suggest that when learning novel tasks we are able to learn the statistical properties of both the world and our own sensory apparatus so as to perform estimation using Bayesian statistics. We review studies which suggest that humans can combine multiple sources of information to form maximum likelihood estimates, can incorporate prior beliefs about possible states of the world so as to generate maximum a posteriori estimates and can use Kalman filter-based processes to estimate time-varying states. Finally, we review Bayesian decision theory in motor control and how the central nervous system processes errors to determine loss functions and optimal actions. We review results that suggest we plan movements based on statistics of our actions that result from signal-dependent noise on our motor outputs. Taken together these studies provide a statistical framework for how the motor system performs in the presence of uncertainty. PMID:17628731
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.
Bayesian Estimation of Multivariate Latent Regression Models: Gauss versus Laplace
ERIC Educational Resources Information Center
Culpepper, Steven Andrew; Park, Trevor
2017-01-01
A latent multivariate regression model is developed that employs a generalized asymmetric Laplace (GAL) prior distribution for regression coefficients. The model is designed for high-dimensional applications where an approximate sparsity condition is satisfied, such that many regression coefficients are near zero after accounting for all the model…
Multivariate neural biomarkers of emotional states are categorically distinct
Kragel, Philip A.
2015-01-01
Understanding how emotions are represented neurally is a central aim of affective neuroscience. Despite decades of neuroimaging efforts addressing this question, it remains unclear whether emotions are represented as distinct entities, as predicted by categorical theories, or are constructed from a smaller set of underlying factors, as predicted by dimensional accounts. Here, we capitalize on multivariate statistical approaches and computational modeling to directly evaluate these theoretical perspectives. We elicited discrete emotional states using music and films during functional magnetic resonance imaging scanning. Distinct patterns of neural activation predicted the emotion category of stimuli and tracked subjective experience. Bayesian model comparison revealed that combining dimensional and categorical models of emotion best characterized the information content of activation patterns. Surprisingly, categorical and dimensional aspects of emotion experience captured unique and opposing sources of neural information. These results indicate that diverse emotional states are poorly differentiated by simple models of valence and arousal, and that activity within separable neural systems can be mapped to unique emotion categories. PMID:25813790
Whose statistical reasoning is facilitated by a causal structure intervention?
McNair, Simon; Feeney, Aidan
2015-02-01
People often struggle when making Bayesian probabilistic estimates on the basis of competing sources of statistical evidence. Recently, Krynski and Tenenbaum (Journal of Experimental Psychology: General, 136, 430-450, 2007) proposed that a causal Bayesian framework accounts for peoples' errors in Bayesian reasoning and showed that, by clarifying the causal relations among the pieces of evidence, judgments on a classic statistical reasoning problem could be significantly improved. We aimed to understand whose statistical reasoning is facilitated by the causal structure intervention. In Experiment 1, although we observed causal facilitation effects overall, the effect was confined to participants high in numeracy. We did not find an overall facilitation effect in Experiment 2 but did replicate the earlier interaction between numerical ability and the presence or absence of causal content. This effect held when we controlled for general cognitive ability and thinking disposition. Our results suggest that clarifying causal structure facilitates Bayesian judgments, but only for participants with sufficient understanding of basic concepts in probability and statistics.
Prior approval: the growth of Bayesian methods in psychology.
Andrews, Mark; Baguley, Thom
2013-02-01
Within the last few years, Bayesian methods of data analysis in psychology have proliferated. In this paper, we briefly review the history or the Bayesian approach to statistics, and consider the implications that Bayesian methods have for the theory and practice of data analysis in psychology.
ERIC Educational Resources Information Center
Page, Robert; Satake, Eiki
2017-01-01
While interest in Bayesian statistics has been growing in statistics education, the treatment of the topic is still inadequate in both textbooks and the classroom. Because so many fields of study lead to careers that involve a decision-making process requiring an understanding of Bayesian methods, it is becoming increasingly clear that Bayesian…
Bayesian Estimation of Random Coefficient Dynamic Factor Models
ERIC Educational Resources Information Center
Song, Hairong; Ferrer, Emilio
2012-01-01
Dynamic factor models (DFMs) have typically been applied to multivariate time series data collected from a single unit of study, such as a single individual or dyad. The goal of DFMs application is to capture dynamics of multivariate systems. When multiple units are available, however, DFMs are not suited to capture variations in dynamics across…
Fenton, Norman; Neil, Martin; Berger, Daniel
2016-01-01
Although the last forty years has seen considerable growth in the use of statistics in legal proceedings, it is primarily classical statistical methods rather than Bayesian methods that have been used. Yet the Bayesian approach avoids many of the problems of classical statistics and is also well suited to a broader range of problems. This paper reviews the potential and actual use of Bayes in the law and explains the main reasons for its lack of impact on legal practice. These include misconceptions by the legal community about Bayes’ theorem, over-reliance on the use of the likelihood ratio and the lack of adoption of modern computational methods. We argue that Bayesian Networks (BNs), which automatically produce the necessary Bayesian calculations, provide an opportunity to address most concerns about using Bayes in the law. PMID:27398389
Fenton, Norman; Neil, Martin; Berger, Daniel
2016-06-01
Although the last forty years has seen considerable growth in the use of statistics in legal proceedings, it is primarily classical statistical methods rather than Bayesian methods that have been used. Yet the Bayesian approach avoids many of the problems of classical statistics and is also well suited to a broader range of problems. This paper reviews the potential and actual use of Bayes in the law and explains the main reasons for its lack of impact on legal practice. These include misconceptions by the legal community about Bayes' theorem, over-reliance on the use of the likelihood ratio and the lack of adoption of modern computational methods. We argue that Bayesian Networks (BNs), which automatically produce the necessary Bayesian calculations, provide an opportunity to address most concerns about using Bayes in the law.
Huang, Guowen; Lee, Duncan; Scott, E Marian
2018-03-30
The long-term health effects of air pollution are often estimated using a spatio-temporal ecological areal unit study, but this design leads to the following statistical challenges: (1) how to estimate spatially representative pollution concentrations for each areal unit; (2) how to allow for the uncertainty in these estimated concentrations when estimating their health effects; and (3) how to simultaneously estimate the joint effects of multiple correlated pollutants. This article proposes a novel 2-stage Bayesian hierarchical model for addressing these 3 challenges, with inference based on Markov chain Monte Carlo simulation. The first stage is a multivariate spatio-temporal fusion model for predicting areal level average concentrations of multiple pollutants from both monitored and modelled pollution data. The second stage is a spatio-temporal model for estimating the health impact of multiple correlated pollutants simultaneously, which accounts for the uncertainty in the estimated pollution concentrations. The novel methodology is motivated by a new study of the impact of both particulate matter and nitrogen dioxide concentrations on respiratory hospital admissions in Scotland between 2007 and 2011, and the results suggest that both pollutants exhibit substantial and independent health effects. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Fisher, Neyman, and Bayes at FDA.
Rubin, Donald B
2016-01-01
The wise use of statistical ideas in practice essentially requires some Bayesian thinking, in contrast to the classical rigid frequentist dogma. This dogma too often has seemed to influence the applications of statistics, even at agencies like the FDA. Greg Campbell was one of the most important advocates there for more nuanced modes of thought, especially Bayesian statistics. Because two brilliant statisticians, Ronald Fisher and Jerzy Neyman, are often credited with instilling the traditional frequentist approach in current practice, I argue that both men were actually seeking very Bayesian answers, and neither would have endorsed the rigid application of their ideas.
New applications of maximum likelihood and Bayesian statistics in macromolecular crystallography.
McCoy, Airlie J
2002-10-01
Maximum likelihood methods are well known to macromolecular crystallographers as the methods of choice for isomorphous phasing and structure refinement. Recently, the use of maximum likelihood and Bayesian statistics has extended to the areas of molecular replacement and density modification, placing these methods on a stronger statistical foundation and making them more accurate and effective.
Applications of Bayesian Statistics to Problems in Gamma-Ray Bursts
NASA Technical Reports Server (NTRS)
Meegan, Charles A.
1997-01-01
This presentation will describe two applications of Bayesian statistics to Gamma Ray Bursts (GRBS). The first attempts to quantify the evidence for a cosmological versus galactic origin of GRBs using only the observations of the dipole and quadrupole moments of the angular distribution of bursts. The cosmological hypothesis predicts isotropy, while the galactic hypothesis is assumed to produce a uniform probability distribution over positive values for these moments. The observed isotropic distribution indicates that the Bayes factor for the cosmological hypothesis over the galactic hypothesis is about 300. Another application of Bayesian statistics is in the estimation of chance associations of optical counterparts with galaxies. The Bayesian approach is preferred to frequentist techniques here because the Bayesian approach easily accounts for galaxy mass distributions and because one can incorporate three disjoint hypotheses: (1) bursts come from galactic centers, (2) bursts come from galaxies in proportion to luminosity, and (3) bursts do not come from external galaxies. This technique was used in the analysis of the optical counterpart to GRB970228.
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 inference for psychology. Part II: Example applications with JASP.
Wagenmakers, Eric-Jan; Love, Jonathon; Marsman, Maarten; Jamil, Tahira; Ly, Alexander; Verhagen, Josine; Selker, Ravi; Gronau, Quentin F; Dropmann, Damian; Boutin, Bruno; Meerhoff, Frans; Knight, Patrick; Raj, Akash; van Kesteren, Erik-Jan; van Doorn, Johnny; Šmíra, Martin; Epskamp, Sacha; Etz, Alexander; Matzke, Dora; de Jong, Tim; van den Bergh, Don; Sarafoglou, Alexandra; Steingroever, Helen; Derks, Koen; Rouder, Jeffrey N; Morey, Richard D
2018-02-01
Bayesian hypothesis testing presents an attractive alternative to p value hypothesis testing. Part I of this series outlined several advantages of Bayesian hypothesis testing, including the ability to quantify evidence and the ability to monitor and update this evidence as data come in, without the need to know the intention with which the data were collected. Despite these and other practical advantages, Bayesian hypothesis tests are still reported relatively rarely. An important impediment to the widespread adoption of Bayesian tests is arguably the lack of user-friendly software for the run-of-the-mill statistical problems that confront psychologists for the analysis of almost every experiment: the t-test, ANOVA, correlation, regression, and contingency tables. In Part II of this series we introduce JASP ( http://www.jasp-stats.org ), an open-source, cross-platform, user-friendly graphical software package that allows users to carry out Bayesian hypothesis tests for standard statistical problems. JASP is based in part on the Bayesian analyses implemented in Morey and Rouder's BayesFactor package for R. Armed with JASP, the practical advantages of Bayesian hypothesis testing are only a mouse click away.
Goungounga, Juste Aristide; Gaudart, Jean; Colonna, Marc; Giorgi, Roch
2016-10-12
The reliability of spatial statistics is often put into question because real spatial variations may not be found, especially in heterogeneous areas. Our objective was to compare empirically different cluster detection methods. We assessed their ability to find spatial clusters of cancer cases and evaluated the impact of the socioeconomic status (e.g., the Townsend index) on cancer incidence. Moran's I, the empirical Bayes index (EBI), and Potthoff-Whittinghill test were used to investigate the general clustering. The local cluster detection methods were: i) the spatial oblique decision tree (SpODT); ii) the spatial scan statistic of Kulldorff (SaTScan); and, iii) the hierarchical Bayesian spatial modeling (HBSM) in a univariate and multivariate setting. These methods were used with and without introducing the Townsend index of socioeconomic deprivation known to be related to the distribution of cancer incidence. Incidence data stemmed from the Cancer Registry of Isère and were limited to prostate, lung, colon-rectum, and bladder cancers diagnosed between 1999 and 2007 in men only. The study found a spatial heterogeneity (p < 0.01) and an autocorrelation for prostate (EBI = 0.02; p = 0.001), lung (EBI = 0.01; p = 0.019) and bladder (EBI = 0.007; p = 0.05) cancers. After introduction of the Townsend index, SaTScan failed in finding cancers clusters. This introduction changed the results obtained with the other methods. SpODT identified five spatial classes (p < 0.05): four in the Western and one in the Northern parts of the study area (standardized incidence ratios: 1.68, 1.39, 1.14, 1.12, and 1.16, respectively). In the univariate setting, the Bayesian smoothing method found the same clusters as the two other methods (RR >1.2). The multivariate HBSM found a spatial correlation between lung and bladder cancers (r = 0.6). In spatial analysis of cancer incidence, SpODT and HBSM may be used not only for cluster detection but also for searching for confounding or etiological factors in small areas. Moreover, the multivariate HBSM offers a flexible and meaningful modeling of spatial variations; it shows plausible previously unknown associations between various cancers.
A program for the Bayesian Neural Network in the ROOT framework
NASA Astrophysics Data System (ADS)
Zhong, Jiahang; Huang, Run-Sheng; Lee, Shih-Chang
2011-12-01
We present a Bayesian Neural Network algorithm implemented in the TMVA package (Hoecker et al., 2007 [1]), within the ROOT framework (Brun and Rademakers, 1997 [2]). Comparing to the conventional utilization of Neural Network as discriminator, this new implementation has more advantages as a non-parametric regression tool, particularly for fitting probabilities. It provides functionalities including cost function selection, complexity control and uncertainty estimation. An example of such application in High Energy Physics is shown. The algorithm is available with ROOT release later than 5.29. Program summaryProgram title: TMVA-BNN Catalogue identifier: AEJX_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJX_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: BSD license No. of lines in distributed program, including test data, etc.: 5094 No. of bytes in distributed program, including test data, etc.: 1,320,987 Distribution format: tar.gz Programming language: C++ Computer: Any computer system or cluster with C++ compiler and UNIX-like operating system Operating system: Most UNIX/Linux systems. The application programs were thoroughly tested under Fedora and Scientific Linux CERN. Classification: 11.9 External routines: ROOT package version 5.29 or higher ( http://root.cern.ch) Nature of problem: Non-parametric fitting of multivariate distributions Solution method: An implementation of Neural Network following the Bayesian statistical interpretation. Uses Laplace approximation for the Bayesian marginalizations. Provides the functionalities of automatic complexity control and uncertainty estimation. Running time: Time consumption for the training depends substantially on the size of input sample, the NN topology, the number of training iterations, etc. For the example in this manuscript, about 7 min was used on a PC/Linux with 2.0 GHz processors.
Editorial: Bayesian benefits for child psychology and psychiatry researchers.
Oldehinkel, Albertine J
2016-09-01
For many scientists, performing statistical tests has become an almost automated routine. However, p-values are frequently used and interpreted incorrectly; and even when used appropriately, p-values tend to provide answers that do not match researchers' questions and hypotheses well. Bayesian statistics present an elegant and often more suitable alternative. The Bayesian approach has rarely been applied in child psychology and psychiatry research so far, but the development of user-friendly software packages and tutorials has placed it well within reach now. Because Bayesian analyses require a more refined definition of hypothesized probabilities of possible outcomes than the classical approach, going Bayesian may offer the additional benefit of sparkling the development and refinement of theoretical models in our field. © 2016 Association for Child and Adolescent Mental Health.
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.
A BAYESIAN STATISTICAL APPROACH FOR THE EVALUATION OF CMAQ
Bayesian statistical methods are used to evaluate Community Multiscale Air Quality (CMAQ) model simulations of sulfate aerosol over a section of the eastern US for 4-week periods in summer and winter 2001. The observed data come from two U.S. Environmental Protection Agency data ...
Teaching Bayesian Statistics in a Health Research Methodology Program
ERIC Educational Resources Information Center
Pullenayegum, Eleanor M.; Thabane, Lehana
2009-01-01
Despite the appeal of Bayesian methods in health research, they are not widely used. This is partly due to a lack of courses in Bayesian methods at an appropriate level for non-statisticians in health research. Teaching such a course can be challenging because most statisticians have been taught Bayesian methods using a mathematical approach, and…
Bayesian multivariate hierarchical transformation models for ROC analysis.
O'Malley, A James; Zou, Kelly H
2006-02-15
A Bayesian multivariate hierarchical transformation model (BMHTM) is developed for receiver operating characteristic (ROC) curve analysis based on clustered continuous diagnostic outcome data with covariates. Two special features of this model are that it incorporates non-linear monotone transformations of the outcomes and that multiple correlated outcomes may be analysed. The mean, variance, and transformation components are all modelled parametrically, enabling a wide range of inferences. The general framework is illustrated by focusing on two problems: (1) analysis of the diagnostic accuracy of a covariate-dependent univariate test outcome requiring a Box-Cox transformation within each cluster to map the test outcomes to a common family of distributions; (2) development of an optimal composite diagnostic test using multivariate clustered outcome data. In the second problem, the composite test is estimated using discriminant function analysis and compared to the test derived from logistic regression analysis where the gold standard is a binary outcome. The proposed methodology is illustrated on prostate cancer biopsy data from a multi-centre clinical trial.
Bayesian multivariate hierarchical transformation models for ROC analysis
O'Malley, A. James; Zou, Kelly H.
2006-01-01
SUMMARY A Bayesian multivariate hierarchical transformation model (BMHTM) is developed for receiver operating characteristic (ROC) curve analysis based on clustered continuous diagnostic outcome data with covariates. Two special features of this model are that it incorporates non-linear monotone transformations of the outcomes and that multiple correlated outcomes may be analysed. The mean, variance, and transformation components are all modelled parametrically, enabling a wide range of inferences. The general framework is illustrated by focusing on two problems: (1) analysis of the diagnostic accuracy of a covariate-dependent univariate test outcome requiring a Box–Cox transformation within each cluster to map the test outcomes to a common family of distributions; (2) development of an optimal composite diagnostic test using multivariate clustered outcome data. In the second problem, the composite test is estimated using discriminant function analysis and compared to the test derived from logistic regression analysis where the gold standard is a binary outcome. The proposed methodology is illustrated on prostate cancer biopsy data from a multi-centre clinical trial. PMID:16217836
Nowcasting Cloud Fields for U.S. Air Force Special Operations
2017-03-01
application of Bayes’ Rule offers many advantages over Kernel Density Estimation (KDE) and other commonly used statistical post-processing methods...reflectance and probability of cloud. A statistical post-processing technique is applied using Bayesian estimation to train the system from a set of past...nowcasting, low cloud forecasting, cloud reflectance, ISR, Bayesian estimation, statistical post-processing, machine learning 15. NUMBER OF PAGES
Carvalho, Pedro; Marques, Rui Cunha
2016-02-15
This study aims to search for economies of size and scope in the Portuguese water sector applying Bayesian and classical statistics to make inference in stochastic frontier analysis (SFA). This study proves the usefulness and advantages of the application of Bayesian statistics for making inference in SFA over traditional SFA which just uses classical statistics. The resulting Bayesian methods allow overcoming some problems that arise in the application of the traditional SFA, such as the bias in small samples and skewness of residuals. In the present case study of the water sector in Portugal, these Bayesian methods provide more plausible and acceptable results. Based on the results obtained we found that there are important economies of output density, economies of size, economies of vertical integration and economies of scope in the Portuguese water sector, pointing out to the huge advantages in undertaking mergers by joining the retail and wholesale components and by joining the drinking water and wastewater services. Copyright © 2015 Elsevier B.V. All rights reserved.
BAYESIAN ESTIMATION OF THERMONUCLEAR REACTION RATES
DOE Office of Scientific and Technical Information (OSTI.GOV)
Iliadis, C.; Anderson, K. S.; Coc, A.
The problem of estimating non-resonant astrophysical S -factors and thermonuclear reaction rates, based on measured nuclear cross sections, is of major interest for nuclear energy generation, neutrino physics, and element synthesis. Many different methods have been applied to this problem in the past, almost all of them based on traditional statistics. Bayesian methods, on the other hand, are now in widespread use in the physical sciences. In astronomy, for example, Bayesian statistics is applied to the observation of extrasolar planets, gravitational waves, and Type Ia supernovae. However, nuclear physics, in particular, has been slow to adopt Bayesian methods. We presentmore » astrophysical S -factors and reaction rates based on Bayesian statistics. We develop a framework that incorporates robust parameter estimation, systematic effects, and non-Gaussian uncertainties in a consistent manner. The method is applied to the reactions d(p, γ ){sup 3}He, {sup 3}He({sup 3}He,2p){sup 4}He, and {sup 3}He( α , γ ){sup 7}Be, important for deuterium burning, solar neutrinos, and Big Bang nucleosynthesis.« less
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.
Manual hierarchical clustering of regional geochemical data using a Bayesian finite mixture model
Ellefsen, Karl J.; Smith, David
2016-01-01
Interpretation of regional scale, multivariate geochemical data is aided by a statistical technique called “clustering.” We investigate a particular clustering procedure by applying it to geochemical data collected in the State of Colorado, United States of America. The clustering procedure partitions the field samples for the entire survey area into two clusters. The field samples in each cluster are partitioned again to create two subclusters, and so on. This manual procedure generates a hierarchy of clusters, and the different levels of the hierarchy show geochemical and geological processes occurring at different spatial scales. Although there are many different clustering methods, we use Bayesian finite mixture modeling with two probability distributions, which yields two clusters. The model parameters are estimated with Hamiltonian Monte Carlo sampling of the posterior probability density function, which usually has multiple modes. Each mode has its own set of model parameters; each set is checked to ensure that it is consistent both with the data and with independent geologic knowledge. The set of model parameters that is most consistent with the independent geologic knowledge is selected for detailed interpretation and partitioning of the field samples.
Hurtado Rúa, Sandra M; Mazumdar, Madhu; Strawderman, Robert L
2015-12-30
Bayesian meta-analysis is an increasingly important component of clinical research, with multivariate meta-analysis a promising tool for studies with multiple endpoints. Model assumptions, including the choice of priors, are crucial aspects of multivariate Bayesian meta-analysis (MBMA) models. In a given model, two different prior distributions can lead to different inferences about a particular parameter. A simulation study was performed in which the impact of families of prior distributions for the covariance matrix of a multivariate normal random effects MBMA model was analyzed. Inferences about effect sizes were not particularly sensitive to prior choice, but the related covariance estimates were. A few families of prior distributions with small relative biases, tight mean squared errors, and close to nominal coverage for the effect size estimates were identified. Our results demonstrate the need for sensitivity analysis and suggest some guidelines for choosing prior distributions in this class of problems. The MBMA models proposed here are illustrated in a small meta-analysis example from the periodontal field and a medium meta-analysis from the study of stroke. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.
Schmidt, Paul; Schmid, Volker J; Gaser, Christian; Buck, Dorothea; Bührlen, Susanne; Förschler, Annette; Mühlau, Mark
2013-01-01
Aiming at iron-related T2-hypointensity, which is related to normal aging and neurodegenerative processes, we here present two practicable approaches, based on Bayesian inference, for preprocessing and statistical analysis of a complex set of structural MRI data. In particular, Markov Chain Monte Carlo methods were used to simulate posterior distributions. First, we rendered a segmentation algorithm that uses outlier detection based on model checking techniques within a Bayesian mixture model. Second, we rendered an analytical tool comprising a Bayesian regression model with smoothness priors (in the form of Gaussian Markov random fields) mitigating the necessity to smooth data prior to statistical analysis. For validation, we used simulated data and MRI data of 27 healthy controls (age: [Formula: see text]; range, [Formula: see text]). We first observed robust segmentation of both simulated T2-hypointensities and gray-matter regions known to be T2-hypointense. Second, simulated data and images of segmented T2-hypointensity were analyzed. We found not only robust identification of simulated effects but also a biologically plausible age-related increase of T2-hypointensity primarily within the dentate nucleus but also within the globus pallidus, substantia nigra, and red nucleus. Our results indicate that fully Bayesian inference can successfully be applied for preprocessing and statistical analysis of structural MRI data.
Bayesian analyses of time-interval data for environmental radiation monitoring.
Luo, Peng; Sharp, Julia L; DeVol, Timothy A
2013-01-01
Time-interval (time difference between two consecutive pulses) analysis based on the principles of Bayesian inference was investigated for online radiation monitoring. Using experimental and simulated data, Bayesian analysis of time-interval data [Bayesian (ti)] was compared with Bayesian and a conventional frequentist analysis of counts in a fixed count time [Bayesian (cnt) and single interval test (SIT), respectively]. The performances of the three methods were compared in terms of average run length (ARL) and detection probability for several simulated detection scenarios. Experimental data were acquired with a DGF-4C system in list mode. Simulated data were obtained using Monte Carlo techniques to obtain a random sampling of the Poisson distribution. All statistical algorithms were developed using the R Project for statistical computing. Bayesian analysis of time-interval information provided a similar detection probability as Bayesian analysis of count information, but the authors were able to make a decision with fewer pulses at relatively higher radiation levels. In addition, for the cases with very short presence of the source (< count time), time-interval information is more sensitive to detect a change than count information since the source data is averaged by the background data over the entire count time. The relationships of the source time, change points, and modifications to the Bayesian approach for increasing detection probability are presented.
Analysis of nasopharyngeal carcinoma risk factors with Bayesian networks.
Aussem, Alex; de Morais, Sérgio Rodrigues; Corbex, Marilys
2012-01-01
We propose a new graphical framework for extracting the relevant dietary, social and environmental risk factors that are associated with an increased risk of nasopharyngeal carcinoma (NPC) on a case-control epidemiologic study that consists of 1289 subjects and 150 risk factors. This framework builds on the use of Bayesian networks (BNs) for representing statistical dependencies between the random variables. We discuss a novel constraint-based procedure, called Hybrid Parents and Children (HPC), that builds recursively a local graph that includes all the relevant features statistically associated to the NPC, without having to find the whole BN first. The local graph is afterwards directed by the domain expert according to his knowledge. It provides a statistical profile of the recruited population, and meanwhile helps identify the risk factors associated to NPC. Extensive experiments on synthetic data sampled from known BNs show that the HPC outperforms state-of-the-art algorithms that appeared in the recent literature. From a biological perspective, the present study confirms that chemical products, pesticides and domestic fume intake from incomplete combustion of coal and wood are significantly associated with NPC risk. These results suggest that industrial workers are often exposed to noxious chemicals and poisonous substances that are used in the course of manufacturing. This study also supports previous findings that the consumption of a number of preserved food items, like house made proteins and sheep fat, are a major risk factor for NPC. BNs are valuable data mining tools for the analysis of epidemiologic data. They can explicitly combine both expert knowledge from the field and information inferred from the data. These techniques therefore merit consideration as valuable alternatives to traditional multivariate regression techniques in epidemiologic studies. Copyright © 2011 Elsevier B.V. All rights reserved.
Multivariate neural biomarkers of emotional states are categorically distinct.
Kragel, Philip A; LaBar, Kevin S
2015-11-01
Understanding how emotions are represented neurally is a central aim of affective neuroscience. Despite decades of neuroimaging efforts addressing this question, it remains unclear whether emotions are represented as distinct entities, as predicted by categorical theories, or are constructed from a smaller set of underlying factors, as predicted by dimensional accounts. Here, we capitalize on multivariate statistical approaches and computational modeling to directly evaluate these theoretical perspectives. We elicited discrete emotional states using music and films during functional magnetic resonance imaging scanning. Distinct patterns of neural activation predicted the emotion category of stimuli and tracked subjective experience. Bayesian model comparison revealed that combining dimensional and categorical models of emotion best characterized the information content of activation patterns. Surprisingly, categorical and dimensional aspects of emotion experience captured unique and opposing sources of neural information. These results indicate that diverse emotional states are poorly differentiated by simple models of valence and arousal, and that activity within separable neural systems can be mapped to unique emotion categories. © The Author (2015). Published by Oxford University Press. For Permissions, please email: journals.permissions@oup.com.
Conlon, Anna S C; Taylor, Jeremy M G; Elliott, Michael R
2014-04-01
In clinical trials, a surrogate outcome variable (S) can be measured before the outcome of interest (T) and may provide early information regarding the treatment (Z) effect on T. Using the principal surrogacy framework introduced by Frangakis and Rubin (2002. Principal stratification in causal inference. Biometrics 58, 21-29), we consider an approach that has a causal interpretation and develop a Bayesian estimation strategy for surrogate validation when the joint distribution of potential surrogate and outcome measures is multivariate normal. From the joint conditional distribution of the potential outcomes of T, given the potential outcomes of S, we propose surrogacy validation measures from this model. As the model is not fully identifiable from the data, we propose some reasonable prior distributions and assumptions that can be placed on weakly identified parameters to aid in estimation. We explore the relationship between our surrogacy measures and the surrogacy measures proposed by Prentice (1989. Surrogate endpoints in clinical trials: definition and operational criteria. Statistics in Medicine 8, 431-440). The method is applied to data from a macular degeneration study and an ovarian cancer study.
Conlon, Anna S. C.; Taylor, Jeremy M. G.; Elliott, Michael R.
2014-01-01
In clinical trials, a surrogate outcome variable (S) can be measured before the outcome of interest (T) and may provide early information regarding the treatment (Z) effect on T. Using the principal surrogacy framework introduced by Frangakis and Rubin (2002. Principal stratification in causal inference. Biometrics 58, 21–29), we consider an approach that has a causal interpretation and develop a Bayesian estimation strategy for surrogate validation when the joint distribution of potential surrogate and outcome measures is multivariate normal. From the joint conditional distribution of the potential outcomes of T, given the potential outcomes of S, we propose surrogacy validation measures from this model. As the model is not fully identifiable from the data, we propose some reasonable prior distributions and assumptions that can be placed on weakly identified parameters to aid in estimation. We explore the relationship between our surrogacy measures and the surrogacy measures proposed by Prentice (1989. Surrogate endpoints in clinical trials: definition and operational criteria. Statistics in Medicine 8, 431–440). The method is applied to data from a macular degeneration study and an ovarian cancer study. PMID:24285772
A Bayesian pick-the-winner design in a randomized phase II clinical trial.
Chen, Dung-Tsa; Huang, Po-Yu; Lin, Hui-Yi; Chiappori, Alberto A; Gabrilovich, Dmitry I; Haura, Eric B; Antonia, Scott J; Gray, Jhanelle E
2017-10-24
Many phase II clinical trials evaluate unique experimental drugs/combinations through multi-arm design to expedite the screening process (early termination of ineffective drugs) and to identify the most effective drug (pick the winner) to warrant a phase III trial. Various statistical approaches have been developed for the pick-the-winner design but have been criticized for lack of objective comparison among the drug agents. We developed a Bayesian pick-the-winner design by integrating a Bayesian posterior probability with Simon two-stage design in a randomized two-arm clinical trial. The Bayesian posterior probability, as the rule to pick the winner, is defined as probability of the response rate in one arm higher than in the other arm. The posterior probability aims to determine the winner when both arms pass the second stage of the Simon two-stage design. When both arms are competitive (i.e., both passing the second stage), the Bayesian posterior probability performs better to correctly identify the winner compared with the Fisher exact test in the simulation study. In comparison to a standard two-arm randomized design, the Bayesian pick-the-winner design has a higher power to determine a clear winner. In application to two studies, the approach is able to perform statistical comparison of two treatment arms and provides a winner probability (Bayesian posterior probability) to statistically justify the winning arm. We developed an integrated design that utilizes Bayesian posterior probability, Simon two-stage design, and randomization into a unique setting. It gives objective comparisons between the arms to determine the winner.
Bayesian Statistics in Educational Research: A Look at the Current State of Affairs
ERIC Educational Resources Information Center
König, Christoph; van de Schoot, Rens
2018-01-01
The ability of a scientific discipline to build cumulative knowledge depends on its predominant method of data analysis. A steady accumulation of knowledge requires approaches which allow researchers to consider results from comparable prior research. Bayesian statistics is especially relevant for establishing a cumulative scientific discipline,…
Nonparametric Bayesian predictive distributions for future order statistics
Richard A. Johnson; James W. Evans; David W. Green
1999-01-01
We derive the predictive distribution for a specified order statistic, determined from a future random sample, under a Dirichlet process prior. Two variants of the approach are treated and some limiting cases studied. A practical application to monitoring the strength of lumber is discussed including choices of prior expectation and comparisons made to a Bayesian...
Bayesian truthing and experimental validation in homeland security and defense
NASA Astrophysics Data System (ADS)
Jannson, Tomasz; Forrester, Thomas; Wang, Wenjian; Kostrzewski, Andrew; Pradhan, Ranjit
2014-05-01
In this paper we discuss relations between Bayesian Truthing (experimental validation), Bayesian statistics, and Binary Sensing in the context of selected Homeland Security and Intelligence, Surveillance, Reconnaissance (ISR) optical and nonoptical application scenarios. The basic Figure of Merit (FoM) is Positive Predictive Value (PPV), as well as false positives and false negatives. By using these simple binary statistics, we can analyze, classify, and evaluate a broad variety of events including: ISR; natural disasters; QC; and terrorism-related, GIS-related, law enforcement-related, and other C3I events.
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.
Post-processing of multi-hydrologic model simulations for improved streamflow projections
NASA Astrophysics Data System (ADS)
khajehei, sepideh; Ahmadalipour, Ali; Moradkhani, Hamid
2016-04-01
Hydrologic model outputs are prone to bias and uncertainty due to knowledge deficiency in model and data. Uncertainty in hydroclimatic projections arises due to uncertainty in hydrologic model as well as the epistemic or aleatory uncertainties in GCM parameterization and development. This study is conducted to: 1) evaluate the recently developed multi-variate post-processing method for historical simulations and 2) assess the effect of post-processing on uncertainty and reliability of future streamflow projections in both high-flow and low-flow conditions. The first objective is performed for historical period of 1970-1999. Future streamflow projections are generated for 10 statistically downscaled GCMs from two widely used downscaling methods: Bias Corrected Statistically Downscaled (BCSD) and Multivariate Adaptive Constructed Analogs (MACA), over the period of 2010-2099 for two representative concentration pathways of RCP4.5 and RCP8.5. Three semi-distributed hydrologic models were employed and calibrated at 1/16 degree latitude-longitude resolution for over 100 points across the Columbia River Basin (CRB) in the pacific northwest USA. Streamflow outputs are post-processed through a Bayesian framework based on copula functions. The post-processing approach is relying on a transfer function developed based on bivariate joint distribution between the observation and simulation in historical period. Results show that application of post-processing technique leads to considerably higher accuracy in historical simulations and also reducing model uncertainty in future streamflow projections.
A Tutorial in Bayesian Potential Outcomes Mediation Analysis.
Miočević, Milica; Gonzalez, Oscar; Valente, Matthew J; MacKinnon, David P
2018-01-01
Statistical mediation analysis is used to investigate intermediate variables in the relation between independent and dependent variables. Causal interpretation of mediation analyses is challenging because randomization of subjects to levels of the independent variable does not rule out the possibility of unmeasured confounders of the mediator to outcome relation. Furthermore, commonly used frequentist methods for mediation analysis compute the probability of the data given the null hypothesis, which is not the probability of a hypothesis given the data as in Bayesian analysis. Under certain assumptions, applying the potential outcomes framework to mediation analysis allows for the computation of causal effects, and statistical mediation in the Bayesian framework gives indirect effects probabilistic interpretations. This tutorial combines causal inference and Bayesian methods for mediation analysis so the indirect and direct effects have both causal and probabilistic interpretations. Steps in Bayesian causal mediation analysis are shown in the application to an empirical example.
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
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.
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.
Using Alien Coins to Test Whether Simple Inference Is Bayesian
ERIC Educational Resources Information Center
Cassey, Peter; Hawkins, Guy E.; Donkin, Chris; Brown, Scott D.
2016-01-01
Reasoning and inference are well-studied aspects of basic cognition that have been explained as statistically optimal Bayesian inference. Using a simplified experimental design, we conducted quantitative comparisons between Bayesian inference and human inference at the level of individuals. In 3 experiments, with more than 13,000 participants, we…
The Application of Bayesian Analysis to Issues in Developmental Research
ERIC Educational Resources Information Center
Walker, Lawrence J.; Gustafson, Paul; Frimer, Jeremy A.
2007-01-01
This article reviews the concepts and methods of Bayesian statistical analysis, which can offer innovative and powerful solutions to some challenging analytical problems that characterize developmental research. In this article, we demonstrate the utility of Bayesian analysis, explain its unique adeptness in some circumstances, address some…
Pruvot, M; Kutz, S; Barkema, H W; De Buck, J; Orsel, K
2014-11-01
Mycobacterium avium subsp. paratuberculosis (MAP) and Neospora caninum (NC) are two pathogens causing important production limiting diseases in the cattle industry. Significant impacts of MAP and NC have been reported on dairy cattle herds, but little is known about the importance, risk factors and transmission patterns in western Canadian cow-calf herds. In this cross-sectional study, the prevalence of MAP and NC infection in southwest Alberta cow-calf herds was estimated, risk factors for NC were identified, and the reproductive impacts of the two pathogens were assessed. Blood and fecal samples were collected from 840 cows on 28 cow-calf operations. Individual cow and herd management information was collected by self-administered questionnaires and one-on-one interviews. Bayesian estimates of the true prevalence of MAP and NC were computed, and bivariable and multivariable statistical analysis were done to assess the association between the NC serological status and ranch management risk factors, and the clinical effects of the two pathogens. Bayesian estimates of true prevalence indicated that 20% (95% probability interval: 8-38%) of herds had at least one MAP-positive cow, with a within-herd prevalence in positive herds of 22% (8-45%). From the Bayesian posterior distributions of NC prevalence, the median herd-level prevalence was 66% (33-95%) with 10% (4-21%) cow-level prevalence in positive herds. Multivariable analysis indicated that introducing purchased animals in the herd might increase the risk of NC. The negative association of NC with proper carcass disposal and presence of horses on ranch (possibly in relation to herd monitoring and guarding activities), may suggest the importance of wild carnivores in the dynamics of this pathogen in the study area. We also observed an association between MAP and NC serological status and the number of abortions. Additional studies should be done to further examine specific risk factors for MAP and NC, assess the consequences on the reproductive performances in cow-calf herds, and evaluate the overall impact of these pathogens on cow-calf operations. Copyright © 2014 Elsevier B.V. All rights reserved.
Bayesian theories of conditioning in a changing world.
Courville, Aaron C; Daw, Nathaniel D; Touretzky, David S
2006-07-01
The recent flowering of Bayesian approaches invites the re-examination of classic issues in behavior, even in areas as venerable as Pavlovian conditioning. A statistical account can offer a new, principled interpretation of behavior, and previous experiments and theories can inform many unexplored aspects of the Bayesian enterprise. Here we consider one such issue: the finding that surprising events provoke animals to learn faster. We suggest that, in a statistical account of conditioning, surprise signals change and therefore uncertainty and the need for new learning. We discuss inference in a world that changes and show how experimental results involving surprise can be interpreted from this perspective, and also how, thus understood, these phenomena help constrain statistical theories of animal and human learning.
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.
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.
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.
Bujkiewicz, Sylwia; Thompson, John R; Riley, Richard D; Abrams, Keith R
2016-03-30
A number of meta-analytical methods have been proposed that aim to evaluate surrogate endpoints. Bivariate meta-analytical methods can be used to predict the treatment effect for the final outcome from the treatment effect estimate measured on the surrogate endpoint while taking into account the uncertainty around the effect estimate for the surrogate endpoint. In this paper, extensions to multivariate models are developed aiming to include multiple surrogate endpoints with the potential benefit of reducing the uncertainty when making predictions. In this Bayesian multivariate meta-analytic framework, the between-study variability is modelled in a formulation of a product of normal univariate distributions. This formulation is particularly convenient for including multiple surrogate endpoints and flexible for modelling the outcomes which can be surrogate endpoints to the final outcome and potentially to one another. Two models are proposed, first, using an unstructured between-study covariance matrix by assuming the treatment effects on all outcomes are correlated and second, using a structured between-study covariance matrix by assuming treatment effects on some of the outcomes are conditionally independent. While the two models are developed for the summary data on a study level, the individual-level association is taken into account by the use of the Prentice's criteria (obtained from individual patient data) to inform the within study correlations in the models. The modelling techniques are investigated using an example in relapsing remitting multiple sclerosis where the disability worsening is the final outcome, while relapse rate and MRI lesions are potential surrogates to the disability progression. © 2015 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Bayesian analyses of seasonal runoff forecasts
NASA Astrophysics Data System (ADS)
Krzysztofowicz, R.; Reese, S.
1991-12-01
Forecasts of seasonal snowmelt runoff volume provide indispensable information for rational decision making by water project operators, irrigation district managers, and farmers in the western United States. Bayesian statistical models and communication frames have been researched in order to enhance the forecast information disseminated to the users, and to characterize forecast skill from the decision maker's point of view. Four products are presented: (i) a Bayesian Processor of Forecasts, which provides a statistical filter for calibrating the forecasts, and a procedure for estimating the posterior probability distribution of the seasonal runoff; (ii) the Bayesian Correlation Score, a new measure of forecast skill, which is related monotonically to the ex ante economic value of forecasts for decision making; (iii) a statistical predictor of monthly cumulative runoffs within the snowmelt season, conditional on the total seasonal runoff forecast; and (iv) a framing of the forecast message that conveys the uncertainty associated with the forecast estimates to the users. All analyses are illustrated with numerical examples of forecasts for six gauging stations from the period 1971 1988.
NASA Astrophysics Data System (ADS)
Wang, Chaolin; Zhong, Shaobo; Zhang, Fushen; Huang, Quanyi
2016-11-01
Precipitation interpolation has been a hot area of research for many years. It had close relation to meteorological factors. In this paper, precipitation from 91 meteorological stations located in and around Yunnan, Guizhou and Guangxi Zhuang provinces (or autonomous region), Mainland China was taken into consideration for spatial interpolation. Multivariate Bayesian maximum entropy (BME) method with auxiliary variables, including mean relative humidity, water vapour pressure, mean temperature, mean wind speed and terrain elevation, was used to get more accurate regional distribution of annual precipitation. The means, standard deviations, skewness and kurtosis of meteorological factors were calculated. Variogram and cross- variogram were fitted between precipitation and auxiliary variables. The results showed that the multivariate BME method was precise with hard and soft data, probability density function. Annual mean precipitation was positively correlated with mean relative humidity, mean water vapour pressure, mean temperature and mean wind speed, negatively correlated with terrain elevation. The results are supposed to provide substantial reference for research of drought and waterlog in the region.
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.
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.
Sirota, Miroslav; Kostovičová, Lenka; Juanchich, Marie
2014-08-01
Knowing which properties of visual displays facilitate statistical reasoning bears practical and theoretical implications. Therefore, we studied the effect of one property of visual diplays - iconicity (i.e., the resemblance of a visual sign to its referent) - on Bayesian reasoning. Two main accounts of statistical reasoning predict different effect of iconicity on Bayesian reasoning. The ecological-rationality account predicts a positive iconicity effect, because more highly iconic signs resemble more individuated objects, which tap better into an evolutionary-designed frequency-coding mechanism that, in turn, facilitates Bayesian reasoning. The nested-sets account predicts a null iconicity effect, because iconicity does not affect the salience of a nested-sets structure-the factor facilitating Bayesian reasoning processed by a general reasoning mechanism. In two well-powered experiments (N = 577), we found no support for a positive iconicity effect across different iconicity levels that were manipulated in different visual displays (meta-analytical overall effect: log OR = -0.13, 95% CI [-0.53, 0.28]). A Bayes factor analysis provided strong evidence in favor of the null hypothesis-the null iconicity effect. Thus, these findings corroborate the nested-sets rather than the ecological-rationality account of statistical reasoning.
Bayesian wavelet PCA methodology for turbomachinery damage diagnosis under uncertainty
NASA Astrophysics Data System (ADS)
Xu, Shengli; Jiang, Xiaomo; Huang, Jinzhi; Yang, Shuhua; Wang, Xiaofang
2016-12-01
Centrifugal compressor often suffers various defects such as impeller cracking, resulting in forced outage of the total plant. Damage diagnostics and condition monitoring of such a turbomachinery system has become an increasingly important and powerful tool to prevent potential failure in components and reduce unplanned forced outage and further maintenance costs, while improving reliability, availability and maintainability of a turbomachinery system. This paper presents a probabilistic signal processing methodology for damage diagnostics using multiple time history data collected from different locations of a turbomachine, considering data uncertainty and multivariate correlation. The proposed methodology is based on the integration of three advanced state-of-the-art data mining techniques: discrete wavelet packet transform, Bayesian hypothesis testing, and probabilistic principal component analysis. The multiresolution wavelet analysis approach is employed to decompose a time series signal into different levels of wavelet coefficients. These coefficients represent multiple time-frequency resolutions of a signal. Bayesian hypothesis testing is then applied to each level of wavelet coefficient to remove possible imperfections. The ratio of posterior odds Bayesian approach provides a direct means to assess whether there is imperfection in the decomposed coefficients, thus avoiding over-denoising. Power spectral density estimated by the Welch method is utilized to evaluate the effectiveness of Bayesian wavelet cleansing method. Furthermore, the probabilistic principal component analysis approach is developed to reduce dimensionality of multiple time series and to address multivariate correlation and data uncertainty for damage diagnostics. The proposed methodology and generalized framework is demonstrated with a set of sensor data collected from a real-world centrifugal compressor with impeller cracks, through both time series and contour analyses of vibration signal and principal components.
Bayesian hierarchical models for regional climate reconstructions of the last glacial maximum
NASA Astrophysics Data System (ADS)
Weitzel, Nils; Hense, Andreas; Ohlwein, Christian
2017-04-01
Spatio-temporal reconstructions of past climate are important for the understanding of the long term behavior of the climate system and the sensitivity to forcing changes. Unfortunately, they are subject to large uncertainties, have to deal with a complex proxy-climate structure, and a physically reasonable interpolation between the sparse proxy observations is difficult. Bayesian Hierarchical Models (BHMs) are a class of statistical models that is well suited for spatio-temporal reconstructions of past climate because they permit the inclusion of multiple sources of information (e.g. records from different proxy types, uncertain age information, output from climate simulations) and quantify uncertainties in a statistically rigorous way. BHMs in paleoclimatology typically consist of three stages which are modeled individually and are combined using Bayesian inference techniques. The data stage models the proxy-climate relation (often named transfer function), the process stage models the spatio-temporal distribution of the climate variables of interest, and the prior stage consists of prior distributions of the model parameters. For our BHMs, we translate well-known proxy-climate transfer functions for pollen to a Bayesian framework. In addition, we can include Gaussian distributed local climate information from preprocessed proxy records. The process stage combines physically reasonable spatial structures from prior distributions with proxy records which leads to a multivariate posterior probability distribution for the reconstructed climate variables. The prior distributions that constrain the possible spatial structure of the climate variables are calculated from climate simulation output. We present results from pseudoproxy tests as well as new regional reconstructions of temperatures for the last glacial maximum (LGM, ˜ 21,000 years BP). These reconstructions combine proxy data syntheses with information from climate simulations for the LGM that were performed in the PMIP3 project. The proxy data syntheses consist either of raw pollen data or of normally distributed climate data from preprocessed proxy records. Future extensions of our method contain the inclusion of other proxy types (transfer functions), the implementation of other spatial interpolation techniques, the use of age uncertainties, and the extension to spatio-temporal reconstructions of the last deglaciation. Our work is part of the PalMod project funded by the German Federal Ministry of Education and Science (BMBF).
Bayesian networks and statistical analysis application to analyze the diagnostic test accuracy
NASA Astrophysics Data System (ADS)
Orzechowski, P.; Makal, Jaroslaw; Onisko, A.
2005-02-01
The computer aided BPH diagnosis system based on Bayesian network is described in the paper. First result are compared to a given statistical method. Different statistical methods are used successfully in medicine for years. However, the undoubted advantages of probabilistic methods make them useful in application in newly created systems which are frequent in medicine, but do not have full and competent knowledge. The article presents advantages of the computer aided BPH diagnosis system in clinical practice for urologists.
Time-varying Concurrent Risk of Extreme Droughts and Heatwaves in California
NASA Astrophysics Data System (ADS)
Sarhadi, A.; Diffenbaugh, N. S.; Ausin, M. C.
2016-12-01
Anthropogenic global warming has changed the nature and the risk of extreme climate phenomena such as droughts and heatwaves. The concurrent of these nature-changing climatic extremes may result in intensifying undesirable consequences in terms of human health and destructive effects in water resources. The present study assesses the risk of concurrent extreme droughts and heatwaves under dynamic nonstationary conditions arising from climate change in California. For doing so, a generalized fully Bayesian time-varying multivariate risk framework is proposed evolving through time under dynamic human-induced environment. In this methodology, an extreme, Bayesian, dynamic copula (Gumbel) is developed to model the time-varying dependence structure between the two different climate extremes. The time-varying extreme marginals are previously modeled using a Generalized Extreme Value (GEV) distribution. Bayesian Markov Chain Monte Carlo (MCMC) inference is integrated to estimate parameters of the nonstationary marginals and copula using a Gibbs sampling method. Modelled marginals and copula are then used to develop a fully Bayesian, time-varying joint return period concept for the estimation of concurrent risk. Here we argue that climate change has increased the chance of concurrent droughts and heatwaves over decades in California. It is also demonstrated that a time-varying multivariate perspective should be incorporated to assess realistic concurrent risk of the extremes for water resources planning and management in a changing climate in this area. The proposed generalized methodology can be applied for other stochastic nature-changing compound climate extremes that are under the influence of climate change.
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
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.
Modelling household finances: A Bayesian approach to a multivariate two-part model
Brown, Sarah; Ghosh, Pulak; Su, Li; Taylor, Karl
2016-01-01
We contribute to the empirical literature on household finances by introducing a Bayesian multivariate two-part model, which has been developed to further our understanding of household finances. Our flexible approach allows for the potential interdependence between the holding of assets and liabilities at the household level and also encompasses a two-part process to allow for differences in the influences on asset or liability holding and on the respective amounts held. Furthermore, the framework is dynamic in order to allow for persistence in household finances over time. Our findings endorse the joint modelling approach and provide evidence supporting the importance of dynamics. In addition, we find that certain independent variables exert different influences on the binary and continuous parts of the model thereby highlighting the flexibility of our framework and revealing a detailed picture of the nature of household finances. PMID:27212801
Enhancements of Bayesian Blocks; Application to Large Light Curve Databases
NASA Technical Reports Server (NTRS)
Scargle, Jeff
2015-01-01
Bayesian Blocks are optimal piecewise linear representations (step function fits) of light-curves. The simple algorithm implementing this idea, using dynamic programming, has been extended to include more data modes and fitness metrics, multivariate analysis, and data on the circle (Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations, Scargle, Norris, Jackson and Chiang 2013, ApJ, 764, 167), as well as new results on background subtraction and refinement of the procedure for precise timing of transient events in sparse data. Example demonstrations will include exploratory analysis of the Kepler light curve archive in a search for "star-tickling" signals from extraterrestrial civilizations. (The Cepheid Galactic Internet, Learned, Kudritzki, Pakvasa1, and Zee, 2008, arXiv: 0809.0339; Walkowicz et al., in progress).
Dong, Chunjiao; Clarke, David B; Richards, Stephen H; Huang, Baoshan
2014-01-01
The influence of intersection features on safety has been examined extensively because intersections experience a relatively large proportion of motor vehicle conflicts and crashes. Although there are distinct differences between passenger cars and large trucks-size, operating characteristics, dimensions, and weight-modeling crash counts across vehicle types is rarely addressed. This paper develops and presents a multivariate regression model of crash frequencies by collision vehicle type using crash data for urban signalized intersections in Tennessee. In addition, the performance of univariate Poisson-lognormal (UVPLN), multivariate Poisson (MVP), and multivariate Poisson-lognormal (MVPLN) regression models in establishing the relationship between crashes, traffic factors, and geometric design of roadway intersections is investigated. Bayesian methods are used to estimate the unknown parameters of these models. The evaluation results suggest that the MVPLN model possesses most of the desirable statistical properties in developing the relationships. Compared to the UVPLN and MVP models, the MVPLN model better identifies significant factors and predicts crash frequencies. The findings suggest that traffic volume, truck percentage, lighting condition, and intersection angle significantly affect intersection safety. Important differences in car, car-truck, and truck crash frequencies with respect to various risk factors were found to exist between models. The paper provides some new or more comprehensive observations that have not been covered in previous studies. Copyright © 2013 Elsevier Ltd. All rights reserved.
Gamalo-Siebers, Margaret; Savic, Jasmina; Basu, Cynthia; Zhao, Xin; Gopalakrishnan, Mathangi; Gao, Aijun; Song, Guochen; Baygani, Simin; Thompson, Laura; Xia, H Amy; Price, Karen; Tiwari, Ram; Carlin, Bradley P
2017-07-01
Children represent a large underserved population of "therapeutic orphans," as an estimated 80% of children are treated off-label. However, pediatric drug development often faces substantial challenges, including economic, logistical, technical, and ethical barriers, among others. Among many efforts trying to remove these barriers, increased recent attention has been paid to extrapolation; that is, the leveraging of available data from adults or older age groups to draw conclusions for the pediatric population. The Bayesian statistical paradigm is natural in this setting, as it permits the combining (or "borrowing") of information across disparate sources, such as the adult and pediatric data. In this paper, authored by the pediatric subteam of the Drug Information Association Bayesian Scientific Working Group and Adaptive Design Working Group, we develop, illustrate, and provide suggestions on Bayesian statistical methods that could be used to design improved pediatric development programs that use all available information in the most efficient manner. A variety of relevant Bayesian approaches are described, several of which are illustrated through 2 case studies: extrapolating adult efficacy data to expand the labeling for Remicade to include pediatric ulcerative colitis and extrapolating adult exposure-response information for antiepileptic drugs to pediatrics. Copyright © 2017 John Wiley & Sons, Ltd.
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.
Efficient inference for genetic association studies with multiple outcomes.
Ruffieux, Helene; Davison, Anthony C; Hager, Jorg; Irincheeva, Irina
2017-10-01
Combined inference for heterogeneous high-dimensional data is critical in modern biology, where clinical and various kinds of molecular data may be available from a single study. Classical genetic association studies regress a single clinical outcome on many genetic variants one by one, but there is an increasing demand for joint analysis of many molecular outcomes and genetic variants in order to unravel functional interactions. Unfortunately, most existing approaches to joint modeling are either too simplistic to be powerful or are impracticable for computational reasons. Inspired by Richardson and others (2010, Bayesian Statistics 9), we consider a sparse multivariate regression model that allows simultaneous selection of predictors and associated responses. As Markov chain Monte Carlo (MCMC) inference on such models can be prohibitively slow when the number of genetic variants exceeds a few thousand, we propose a variational inference approach which produces posterior information very close to that of MCMC inference, at a much reduced computational cost. Extensive numerical experiments show that our approach outperforms popular variable selection methods and tailored Bayesian procedures, dealing within hours with problems involving hundreds of thousands of genetic variants and tens to hundreds of clinical or molecular outcomes. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
Vrancken, Bram; Lemey, Philippe; Rambaut, Andrew; Bedford, Trevor; Longdon, Ben; Günthard, Huldrych F.; Suchard, Marc A.
2014-01-01
Phylogenetic signal quantifies the degree to which resemblance in continuously-valued traits reflects phylogenetic relatedness. Measures of phylogenetic signal are widely used in ecological and evolutionary research, and are recently gaining traction in viral evolutionary studies. Standard estimators of phylogenetic signal frequently condition on data summary statistics of the repeated trait observations and fixed phylogenetics trees, resulting in information loss and potential bias. To incorporate the observation process and phylogenetic uncertainty in a model-based approach, we develop a novel Bayesian inference method to simultaneously estimate the evolutionary history and phylogenetic signal from molecular sequence data and repeated multivariate traits. Our approach builds upon a phylogenetic diffusion framework that model continuous trait evolution as a Brownian motion process and incorporates Pagel’s λ transformation parameter to estimate dependence among traits. We provide a computationally efficient inference implementation in the BEAST software package. We evaluate the synthetic performance of the Bayesian estimator of phylogenetic signal against standard estimators, and demonstrate the use of our coherent framework to address several virus-host evolutionary questions, including virulence heritability for HIV, antigenic evolution in influenza and HIV, and Drosophila sensitivity to sigma virus infection. Finally, we discuss model extensions that will make useful contributions to our flexible framework for simultaneously studying sequence and trait evolution. PMID:25780554
Studies in Astronomical Time Series Analysis. VI. Bayesian Block Representations
NASA Technical Reports Server (NTRS)
Scargle, Jeffrey D.; Norris, Jay P.; Jackson, Brad; Chiang, James
2013-01-01
This paper addresses the problem of detecting and characterizing local variability in time series and other forms of sequential data. The goal is to identify and characterize statistically significant variations, at the same time suppressing the inevitable corrupting observational errors. We present a simple nonparametric modeling technique and an algorithm implementing it-an improved and generalized version of Bayesian Blocks [Scargle 1998]-that finds the optimal segmentation of the data in the observation interval. The structure of the algorithm allows it to be used in either a real-time trigger mode, or a retrospective mode. Maximum likelihood or marginal posterior functions to measure model fitness are presented for events, binned counts, and measurements at arbitrary times with known error distributions. Problems addressed include those connected with data gaps, variable exposure, extension to piece- wise linear and piecewise exponential representations, multivariate time series data, analysis of variance, data on the circle, other data modes, and dispersed data. Simulations provide evidence that the detection efficiency for weak signals is close to a theoretical asymptotic limit derived by [Arias-Castro, Donoho and Huo 2003]. In the spirit of Reproducible Research [Donoho et al. (2008)] all of the code and data necessary to reproduce all of the figures in this paper are included as auxiliary material.
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.
A Bayesian approach to the statistical analysis of device preference studies.
Fu, Haoda; Qu, Yongming; Zhu, Baojin; Huster, William
2012-01-01
Drug delivery devices are required to have excellent technical specifications to deliver drugs accurately, and in addition, the devices should provide a satisfactory experience to patients because this can have a direct effect on drug compliance. To compare patients' experience with two devices, cross-over studies with patient-reported outcomes (PRO) as response variables are often used. Because of the strength of cross-over designs, each subject can directly compare the two devices by using the PRO variables, and variables indicating preference (preferring A, preferring B, or no preference) can be easily derived. Traditionally, methods based on frequentist statistics can be used to analyze such preference data, but there are some limitations for the frequentist methods. Recently, Bayesian methods are considered an acceptable method by the US Food and Drug Administration to design and analyze device studies. In this paper, we propose a Bayesian statistical method to analyze the data from preference trials. We demonstrate that the new Bayesian estimator enjoys some optimal properties versus the frequentist estimator. Copyright © 2012 John Wiley & Sons, Ltd.
Bayesian 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.
Johnson, Eric D; Tubau, Elisabet
2017-06-01
Presenting natural frequencies facilitates Bayesian inferences relative to using percentages. Nevertheless, many people, including highly educated and skilled reasoners, still fail to provide Bayesian responses to these computationally simple problems. We show that the complexity of relational reasoning (e.g., the structural mapping between the presented and requested relations) can help explain the remaining difficulties. With a non-Bayesian inference that required identical arithmetic but afforded a more direct structural mapping, performance was universally high. Furthermore, reducing the relational demands of the task through questions that directed reasoners to use the presented statistics, as compared with questions that prompted the representation of a second, similar sample, also significantly improved reasoning. Distinct error patterns were also observed between these presented- and similar-sample scenarios, which suggested differences in relational-reasoning strategies. On the other hand, while higher numeracy was associated with better Bayesian reasoning, higher-numerate reasoners were not immune to the relational complexity of the task. Together, these findings validate the relational-reasoning view of Bayesian problem solving and highlight the importance of considering not only the presented task structure, but also the complexity of the structural alignment between the presented and requested relations.
Learning multivariate distributions by competitive assembly of marginals.
Sánchez-Vega, Francisco; Younes, Laurent; Geman, Donald
2013-02-01
We present a new framework for learning high-dimensional multivariate probability distributions from estimated marginals. The approach is motivated by compositional models and Bayesian networks, and designed to adapt to small sample sizes. We start with a large, overlapping set of elementary statistical building blocks, or "primitives," which are low-dimensional marginal distributions learned from data. Each variable may appear in many primitives. Subsets of primitives are combined in a Lego-like fashion to construct a probabilistic graphical model; only a small fraction of the primitives will participate in any valid construction. Since primitives can be precomputed, parameter estimation and structure search are separated. Model complexity is controlled by strong biases; we adapt the primitives to the amount of training data and impose rules which restrict the merging of them into allowable compositions. The likelihood of the data decomposes into a sum of local gains, one for each primitive in the final structure. We focus on a specific subclass of networks which are binary forests. Structure optimization corresponds to an integer linear program and the maximizing composition can be computed for reasonably large numbers of variables. Performance is evaluated using both synthetic data and real datasets from natural language processing and computational biology.
Quantification of Covariance in Tropical Cyclone Activity across Teleconnected Basins
NASA Astrophysics Data System (ADS)
Tolwinski-Ward, S. E.; Wang, D.
2015-12-01
Rigorous statistical quantification of natural hazard covariance across regions has important implications for risk management, and is also of fundamental scientific interest. We present a multivariate Bayesian Poisson regression model for inferring the covariance in tropical cyclone (TC) counts across multiple ocean basins and across Saffir-Simpson intensity categories. Such covariability results from the influence of large-scale modes of climate variability on local environments that can alternately suppress or enhance TC genesis and intensification, and our model also simultaneously quantifies the covariance of TC counts with various climatic modes in order to deduce the source of inter-basin TC covariability. The model explicitly treats the time-dependent uncertainty in observed maximum sustained wind data, and hence the nominal intensity category of each TC. Differences in annual TC counts as measured by different agencies are also formally addressed. The probabilistic output of the model can be probed for probabilistic answers to such questions as: - Does the relationship between different categories of TCs differ statistically by basin? - Which climatic predictors have significant relationships with TC activity in each basin? - Are the relationships between counts in different basins conditionally independent given the climatic predictors, or are there other factors at play affecting inter-basin covariability? - How can a portfolio of insured property be optimized across space to minimize risk? Although we present results of our model applied to TCs, the framework is generalizable to covariance estimation between multivariate counts of natural hazards across regions and/or across peril types.
Estimation of typhoon rainfall in GaoPing River: A Multivariate Maximum Entropy Method
NASA Astrophysics Data System (ADS)
Pei-Jui, Wu; Hwa-Lung, Yu
2016-04-01
The heavy rainfall from typhoons is the main factor of the natural disaster in Taiwan, which causes the significant loss of human lives and properties. Statistically average 3.5 typhoons invade Taiwan every year, and the serious typhoon, Morakot in 2009, impacted Taiwan in recorded history. Because the duration, path and intensity of typhoon, also affect the temporal and spatial rainfall type in specific region , finding the characteristics of the typhoon rainfall type is advantageous when we try to estimate the quantity of rainfall. This study developed a rainfall prediction model and can be divided three parts. First, using the EEOF(extended empirical orthogonal function) to classify the typhoon events, and decompose the standard rainfall type of all stations of each typhoon event into the EOF and PC(principal component). So we can classify the typhoon events which vary similarly in temporally and spatially as the similar typhoon types. Next, according to the classification above, we construct the PDF(probability density function) in different space and time by means of using the multivariate maximum entropy from the first to forth moment statistically. Therefore, we can get the probability of each stations of each time. Final we use the BME(Bayesian Maximum Entropy method) to construct the typhoon rainfall prediction model , and to estimate the rainfall for the case of GaoPing river which located in south of Taiwan.This study could be useful for typhoon rainfall predictions in future and suitable to government for the typhoon disaster prevention .
Bayesian approach to inverse statistical mechanics.
Habeck, Michael
2014-05-01
Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.
Bayesian approach to inverse statistical mechanics
NASA Astrophysics Data System (ADS)
Habeck, Michael
2014-05-01
Inverse statistical mechanics aims to determine particle interactions from ensemble properties. This article looks at this inverse problem from a Bayesian perspective and discusses several statistical estimators to solve it. In addition, a sequential Monte Carlo algorithm is proposed that draws the interaction parameters from their posterior probability distribution. The posterior probability involves an intractable partition function that is estimated along with the interactions. The method is illustrated for inverse problems of varying complexity, including the estimation of a temperature, the inverse Ising problem, maximum entropy fitting, and the reconstruction of molecular interaction potentials.
Novick, Steven; Shen, Yan; Yang, Harry; Peterson, John; LeBlond, Dave; Altan, Stan
2015-01-01
Dissolution (or in vitro release) studies constitute an important aspect of pharmaceutical drug development. One important use of such studies is for justifying a biowaiver for post-approval changes which requires establishing equivalence between the new and old product. We propose a statistically rigorous modeling approach for this purpose based on the estimation of what we refer to as the F2 parameter, an extension of the commonly used f2 statistic. A Bayesian test procedure is proposed in relation to a set of composite hypotheses that capture the similarity requirement on the absolute mean differences between test and reference dissolution profiles. Several examples are provided to illustrate the application. Results of our simulation study comparing the performance of f2 and the proposed method show that our Bayesian approach is comparable to or in many cases superior to the f2 statistic as a decision rule. Further useful extensions of the method, such as the use of continuous-time dissolution modeling, are considered.
treespace: Statistical exploration of landscapes of phylogenetic trees.
Jombart, Thibaut; Kendall, Michelle; Almagro-Garcia, Jacob; Colijn, Caroline
2017-11-01
The increasing availability of large genomic data sets as well as the advent of Bayesian phylogenetics facilitates the investigation of phylogenetic incongruence, which can result in the impossibility of representing phylogenetic relationships using a single tree. While sometimes considered as a nuisance, phylogenetic incongruence can also reflect meaningful biological processes as well as relevant statistical uncertainty, both of which can yield valuable insights in evolutionary studies. We introduce a new tool for investigating phylogenetic incongruence through the exploration of phylogenetic tree landscapes. Our approach, implemented in the R package treespace, combines tree metrics and multivariate analysis to provide low-dimensional representations of the topological variability in a set of trees, which can be used for identifying clusters of similar trees and group-specific consensus phylogenies. treespace also provides a user-friendly web interface for interactive data analysis and is integrated alongside existing standards for phylogenetics. It fills a gap in the current phylogenetics toolbox in R and will facilitate the investigation of phylogenetic results. © 2017 The Authors. Molecular Ecology Resources Published by John Wiley & Sons Ltd.
NASA Astrophysics Data System (ADS)
Luo, Shuwen; Chen, Changshui; Mao, Hua; Jin, Shaoqin
2013-06-01
The feasibility of early detection of gastric cancer using near-infrared (NIR) Raman spectroscopy (RS) by distinguishing premalignant lesions (adenomatous polyp, n=27) and cancer tissues (adenocarcinoma, n=33) from normal gastric tissues (n=45) is evaluated. Significant differences in Raman spectra are observed among the normal, adenomatous polyp, and adenocarcinoma gastric tissues at 936, 1003, 1032, 1174, 1208, 1323, 1335, 1450, and 1655 cm-1. Diverse statistical methods are employed to develop effective diagnostic algorithms for classifying the Raman spectra of different types of ex vivo gastric tissues, including principal component analysis (PCA), linear discriminant analysis (LDA), and naive Bayesian classifier (NBC) techniques. Compared with PCA-LDA algorithms, PCA-NBC techniques together with leave-one-out, cross-validation method provide better discriminative results of normal, adenomatous polyp, and adenocarcinoma gastric tissues, resulting in superior sensitivities of 96.3%, 96.9%, and 96.9%, and specificities of 93%, 100%, and 95.2%, respectively. Therefore, NIR RS associated with multivariate statistical algorithms has the potential for early diagnosis of gastric premalignant lesions and cancer tissues in molecular level.
Jackson, Dan; White, Ian R; Riley, Richard D
2013-01-01
Multivariate meta-analysis is becoming more commonly used. Methods for fitting the multivariate random effects model include maximum likelihood, restricted maximum likelihood, Bayesian estimation and multivariate generalisations of the standard univariate method of moments. Here, we provide a new multivariate method of moments for estimating the between-study covariance matrix with the properties that (1) it allows for either complete or incomplete outcomes and (2) it allows for covariates through meta-regression. Further, for complete data, it is invariant to linear transformations. Our method reduces to the usual univariate method of moments, proposed by DerSimonian and Laird, in a single dimension. We illustrate our method and compare it with some of the alternatives using a simulation study and a real example. PMID:23401213
NASA Astrophysics Data System (ADS)
Gagné, Jonathan; Mamajek, Eric E.; Malo, Lison; Riedel, Adric; Rodriguez, David; Lafrenière, David; Faherty, Jacqueline K.; Roy-Loubier, Olivier; Pueyo, Laurent; Robin, Annie C.; Doyon, René
2018-03-01
BANYAN Σ is a new Bayesian algorithm to identify members of young stellar associations within 150 pc of the Sun. It includes 27 young associations with ages in the range ∼1–800 Myr, modeled with multivariate Gaussians in six-dimensional (6D) XYZUVW space. It is the first such multi-association classification tool to include the nearest sub-groups of the Sco-Cen OB star-forming region, the IC 2602, IC 2391, Pleiades and Platais 8 clusters, and the ρ Ophiuchi, Corona Australis, and Taurus star formation regions. A model of field stars is built from a mixture of multivariate Gaussians based on the Besançon Galactic model. The algorithm can derive membership probabilities for objects with only sky coordinates and proper motion, but can also include parallax and radial velocity measurements, as well as spectrophotometric distance constraints from sequences in color–magnitude or spectral type–magnitude diagrams. BANYAN Σ benefits from an analytical solution to the Bayesian marginalization integrals over unknown radial velocities and distances that makes it more accurate and significantly faster than its predecessor BANYAN II. A contamination versus hit rate analysis is presented and demonstrates that BANYAN Σ achieves a better classification performance than other moving group tools available in the literature, especially in terms of cross-contamination between young associations. An updated list of bona fide members in the 27 young associations, augmented by the Gaia-DR1 release, as well as all parameters for the 6D multivariate Gaussian models for each association and the Galactic field neighborhood within 300 pc are presented. This new tool will make it possible to analyze large data sets such as the upcoming Gaia-DR2 to identify new young stars. IDL and Python versions of BANYAN Σ are made available with this publication, and a more limited online web tool is available at http://www.exoplanetes.umontreal.ca/banyan/banyansigma.php.
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
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.
Asteroid orbital error analysis: Theory and application
NASA Technical Reports Server (NTRS)
Muinonen, K.; Bowell, Edward
1992-01-01
We present a rigorous Bayesian theory for asteroid orbital error estimation in which the probability density of the orbital elements is derived from the noise statistics of the observations. For Gaussian noise in a linearized approximation the probability density is also Gaussian, and the errors of the orbital elements at a given epoch are fully described by the covariance matrix. The law of error propagation can then be applied to calculate past and future positional uncertainty ellipsoids (Cappellari et al. 1976, Yeomans et al. 1987, Whipple et al. 1991). To our knowledge, this is the first time a Bayesian approach has been formulated for orbital element estimation. In contrast to the classical Fisherian school of statistics, the Bayesian school allows a priori information to be formally present in the final estimation. However, Bayesian estimation does give the same results as Fisherian estimation when no priori information is assumed (Lehtinen 1988, and reference therein).
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.
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
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.…
BATSE gamma-ray burst line search. 2: Bayesian consistency methodology
NASA Technical Reports Server (NTRS)
Band, D. L.; Ford, L. A.; Matteson, J. L.; Briggs, M.; Paciesas, W.; Pendleton, G.; Preece, R.; Palmer, D.; Teegarden, B.; Schaefer, B.
1994-01-01
We describe a Bayesian methodology to evaluate the consistency between the reported Ginga and Burst and Transient Source Experiment (BATSE) detections of absorption features in gamma-ray burst spectra. Currently no features have been detected by BATSE, but this methodology will still be applicable if and when such features are discovered. The Bayesian methodology permits the comparison of hypotheses regarding the two detectors' observations and makes explicit the subjective aspects of our analysis (e.g., the quantification of our confidence in detector performance). We also present non-Bayesian consistency statistics. Based on preliminary calculations of line detectability, we find that both the Bayesian and non-Bayesian techniques show that the BATSE and Ginga observations are consistent given our understanding of these detectors.
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.
Petersson, K M; Nichols, T E; Poline, J B; Holmes, A P
1999-01-01
Functional neuroimaging (FNI) provides experimental access to the intact living brain making it possible to study higher cognitive functions in humans. In this review and in a companion paper in this issue, we discuss some common methods used to analyse FNI data. The emphasis in both papers is on assumptions and limitations of the methods reviewed. There are several methods available to analyse FNI data indicating that none is optimal for all purposes. In order to make optimal use of the methods available it is important to know the limits of applicability. For the interpretation of FNI results it is also important to take into account the assumptions, approximations and inherent limitations of the methods used. This paper gives a brief overview over some non-inferential descriptive methods and common statistical models used in FNI. Issues relating to the complex problem of model selection are discussed. In general, proper model selection is a necessary prerequisite for the validity of the subsequent statistical inference. The non-inferential section describes methods that, combined with inspection of parameter estimates and other simple measures, can aid in the process of model selection and verification of assumptions. The section on statistical models covers approaches to global normalization and some aspects of univariate, multivariate, and Bayesian models. Finally, approaches to functional connectivity and effective connectivity are discussed. In the companion paper we review issues related to signal detection and statistical inference. PMID:10466149
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.
To P or Not to P: Backing Bayesian Statistics.
Buchinsky, Farrel J; Chadha, Neil K
2017-12-01
In biomedical research, it is imperative to differentiate chance variation from truth before we generalize what we see in a sample of subjects to the wider population. For decades, we have relied on null hypothesis significance testing, where we calculate P values for our data to decide whether to reject a null hypothesis. This methodology is subject to substantial misinterpretation and errant conclusions. Instead of working backward by calculating the probability of our data if the null hypothesis were true, Bayesian statistics allow us instead to work forward, calculating the probability of our hypothesis given the available data. This methodology gives us a mathematical means of incorporating our "prior probabilities" from previous study data (if any) to produce new "posterior probabilities." Bayesian statistics tell us how confidently we should believe what we believe. It is time to embrace and encourage their use in our otolaryngology research.
Ockham's razor and Bayesian analysis. [statistical theory for systems evaluation
NASA Technical Reports Server (NTRS)
Jefferys, William H.; Berger, James O.
1992-01-01
'Ockham's razor', the ad hoc principle enjoining the greatest possible simplicity in theoretical explanations, is presently shown to be justifiable as a consequence of Bayesian inference; Bayesian analysis can, moreover, clarify the nature of the 'simplest' hypothesis consistent with the given data. By choosing the prior probabilities of hypotheses, it becomes possible to quantify the scientific judgment that simpler hypotheses are more likely to be correct. Bayesian analysis also shows that a hypothesis with fewer adjustable parameters intrinsically possesses an enhanced posterior probability, due to the clarity of its predictions.
Mahoney, Christine M; Kelly, Ryan T; Alexander, Liz; Newburn, Matt; Bader, Sydney; Ewing, Robert G; Fahey, Albert J; Atkinson, David A; Beagley, Nathaniel
2016-04-05
Time-of-flight-secondary ion mass spectrometry (TOF-SIMS) and laser ablation-inductively coupled plasma mass spectrometry (LA-ICPMS) were used for characterization and identification of unique signatures from a series of 18 Composition C-4 plastic explosives. The samples were obtained from various commercial and military sources around the country. Positive and negative ion TOF-SIMS data were acquired directly from the C-4 residue on Si surfaces, where the positive ion mass spectra obtained were consistent with the major composition of organic additives, and the negative ion mass spectra were more consistent with explosive content in the C-4 samples. Each series of mass spectra was subjected to partial least squares-discriminant analysis (PLS-DA), a multivariate statistical analysis approach which serves to first find the areas of maximum variance within different classes of C-4 and subsequently to classify unknown samples based on correlations between the unknown data set and the original data set (often referred to as a training data set). This method was able to successfully classify test samples of C-4, though with a limited degree of certainty. The classification accuracy of the method was further improved by integrating the positive and negative ion data using a Bayesian approach. The TOF-SIMS data was combined with a second analytical method, LA-ICPMS, which was used to analyze elemental signatures in the C-4. The integrated data were able to classify test samples with a high degree of certainty. Results indicate that this Bayesian integrated approach constitutes a robust classification method that should be employable even in dirty samples collected in the field.
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 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
Probability, statistics, and computational science.
Beerenwinkel, Niko; Siebourg, Juliane
2012-01-01
In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference. Markov chains, hidden Markov models, and Bayesian network models are introduced in more detail as they occur frequently and in many variations in genomics applications. In particular, we discuss efficient inference algorithms and methods for learning these models from partially observed data. Several simple examples are given throughout the text, some of which point to models that are discussed in more detail in subsequent chapters.
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.
The researcher and the consultant: from testing to probability statements.
Hamra, Ghassan B; Stang, Andreas; Poole, Charles
2015-09-01
In the first instalment of this series, Stang and Poole provided an overview of Fisher significance testing (ST), Neyman-Pearson null hypothesis testing (NHT), and their unfortunate and unintended offspring, null hypothesis significance testing. In addition to elucidating the distinction between the first two and the evolution of the third, the authors alluded to alternative models of statistical inference; namely, Bayesian statistics. Bayesian inference has experienced a revival in recent decades, with many researchers advocating for its use as both a complement and an alternative to NHT and ST. This article will continue in the direction of the first instalment, providing practicing researchers with an introduction to Bayesian inference. Our work will draw on the examples and discussion of the previous dialogue.
Spectral likelihood expansions for Bayesian inference
NASA Astrophysics Data System (ADS)
Nagel, Joseph B.; Sudret, Bruno
2016-03-01
A spectral approach to Bayesian inference is presented. It pursues the emulation of the posterior probability density. The starting point is a series expansion of the likelihood function in terms of orthogonal polynomials. From this spectral likelihood expansion all statistical quantities of interest can be calculated semi-analytically. The posterior is formally represented as the product of a reference density and a linear combination of polynomial basis functions. Both the model evidence and the posterior moments are related to the expansion coefficients. This formulation avoids Markov chain Monte Carlo simulation and allows one to make use of linear least squares instead. The pros and cons of spectral Bayesian inference are discussed and demonstrated on the basis of simple applications from classical statistics and inverse modeling.
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.
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…
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.
Nateghi, Roshanak; Guikema, Seth D; Quiring, Steven M
2011-12-01
This article compares statistical methods for modeling power outage durations during hurricanes and examines the predictive accuracy of these methods. Being able to make accurate predictions of power outage durations is valuable because the information can be used by utility companies to plan their restoration efforts more efficiently. This information can also help inform customers and public agencies of the expected outage times, enabling better collective response planning, and coordination of restoration efforts for other critical infrastructures that depend on electricity. In the long run, outage duration estimates for future storm scenarios may help utilities and public agencies better allocate risk management resources to balance the disruption from hurricanes with the cost of hardening power systems. We compare the out-of-sample predictive accuracy of five distinct statistical models for estimating power outage duration times caused by Hurricane Ivan in 2004. The methods compared include both regression models (accelerated failure time (AFT) and Cox proportional hazard models (Cox PH)) and data mining techniques (regression trees, Bayesian additive regression trees (BART), and multivariate additive regression splines). We then validate our models against two other hurricanes. Our results indicate that BART yields the best prediction accuracy and that it is possible to predict outage durations with reasonable accuracy. © 2011 Society for Risk Analysis.
Rhodes, Kirsty M; Turner, Rebecca M; White, Ian R; Jackson, Dan; Spiegelhalter, David J; Higgins, Julian P T
2016-12-20
Many meta-analyses combine results from only a small number of studies, a situation in which the between-study variance is imprecisely estimated when standard methods are applied. Bayesian meta-analysis allows incorporation of external evidence on heterogeneity, providing the potential for more robust inference on the effect size of interest. We present a method for performing Bayesian meta-analysis using data augmentation, in which we represent an informative conjugate prior for between-study variance by pseudo data and use meta-regression for estimation. To assist in this, we derive predictive inverse-gamma distributions for the between-study variance expected in future meta-analyses. These may serve as priors for heterogeneity in new meta-analyses. In a simulation study, we compare approximate Bayesian methods using meta-regression and pseudo data against fully Bayesian approaches based on importance sampling techniques and Markov chain Monte Carlo (MCMC). We compare the frequentist properties of these Bayesian methods with those of the commonly used frequentist DerSimonian and Laird procedure. The method is implemented in standard statistical software and provides a less complex alternative to standard MCMC approaches. An importance sampling approach produces almost identical results to standard MCMC approaches, and results obtained through meta-regression and pseudo data are very similar. On average, data augmentation provides closer results to MCMC, if implemented using restricted maximum likelihood estimation rather than DerSimonian and Laird or maximum likelihood estimation. The methods are applied to real datasets, and an extension to network meta-analysis is described. The proposed method facilitates Bayesian meta-analysis in a way that is accessible to applied researchers. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2016 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Quantifying the impact of between-study heterogeneity in multivariate meta-analyses
Jackson, Dan; White, Ian R; Riley, Richard D
2012-01-01
Measures that quantify the impact of heterogeneity in univariate meta-analysis, including the very popular I2 statistic, are now well established. Multivariate meta-analysis, where studies provide multiple outcomes that are pooled in a single analysis, is also becoming more commonly used. The question of how to quantify heterogeneity in the multivariate setting is therefore raised. It is the univariate R2 statistic, the ratio of the variance of the estimated treatment effect under the random and fixed effects models, that generalises most naturally, so this statistic provides our basis. This statistic is then used to derive a multivariate analogue of I2, which we call . We also provide a multivariate H2 statistic, the ratio of a generalisation of Cochran's heterogeneity statistic and its associated degrees of freedom, with an accompanying generalisation of the usual I2 statistic, . Our proposed heterogeneity statistics can be used alongside all the usual estimates and inferential procedures used in multivariate meta-analysis. We apply our methods to some real datasets and show how our statistics are equally appropriate in the context of multivariate meta-regression, where study level covariate effects are included in the model. Our heterogeneity statistics may be used when applying any procedure for fitting the multivariate random effects model. Copyright © 2012 John Wiley & Sons, Ltd. PMID:22763950
Raji, J. A.; Atkinson, Carter T.
2016-01-01
The distribution and amount of genetic variation within and between populations of plant species are important for their adaptability to future habitat changes and also critical for their restoration and overall management. This study was initiated to assess the genetic status of the remnant population of Melicope zahlbruckneri–a critically endangered species in Hawaii, and determine the extent of genetic variation and diversity in order to propose valuable conservation approaches. Estimated genetic structure of individuals based on molecular marker allele frequencies identified genetic groups with low overall differentiation but identified the most genetically diverse individuals within the population. Analysis of Amplified Fragment Length Polymorphic (AFLP) marker loci in the population based on Bayesian model and multivariate statistics classified the population into four subgroups. We inferred a mixed species population structure based on Bayesian clustering and frequency of unique alleles. The percentage of Polymorphic Fragment (PPF) ranged from 18.8 to 64.6% for all marker loci with an average of 54.9% within the population. Inclusion of all surviving M. zahlbruckneri trees in future restorative planting at new sites are suggested, and approaches for longer term maintenance of genetic variability are discussed. To our knowledge, this study represents the first report of molecular genetic analysis of the remaining population of M. zahlbruckneri and also illustrates the importance of genetic variability for conservation of a small endangered population.
Bayesian approach to non-Gaussian field statistics for diffusive broadband terahertz pulses.
Pearce, Jeremy; Jian, Zhongping; Mittleman, Daniel M
2005-11-01
We develop a closed-form expression for the probability distribution function for the field components of a diffusive broadband wave propagating through a random medium. We consider each spectral component to provide an individual observation of a random variable, the configurationally averaged spectral intensity. Since the intensity determines the variance of the field distribution at each frequency, this random variable serves as the Bayesian prior that determines the form of the non-Gaussian field statistics. This model agrees well with experimental results.
Probabilistic Model for Untargeted Peak Detection in LC-MS Using Bayesian Statistics.
Woldegebriel, Michael; Vivó-Truyols, Gabriel
2015-07-21
We introduce a novel Bayesian probabilistic peak detection algorithm for liquid chromatography-mass spectroscopy (LC-MS). The final probabilistic result allows the user to make a final decision about which points in a chromatogram are affected by a chromatographic peak and which ones are only affected by noise. The use of probabilities contrasts with the traditional method in which a binary answer is given, relying on a threshold. By contrast, with the Bayesian peak detection presented here, the values of probability can be further propagated into other preprocessing steps, which will increase (or decrease) the importance of chromatographic regions into the final results. The present work is based on the use of the statistical overlap theory of component overlap from Davis and Giddings (Davis, J. M.; Giddings, J. Anal. Chem. 1983, 55, 418-424) as prior probability in the Bayesian formulation. The algorithm was tested on LC-MS Orbitrap data and was able to successfully distinguish chemical noise from actual peaks without any data preprocessing.
Wijeysundera, Duminda N; Austin, Peter C; Hux, Janet E; Beattie, W Scott; Laupacis, Andreas
2009-01-01
Randomized trials generally use "frequentist" statistics based on P-values and 95% confidence intervals. Frequentist methods have limitations that might be overcome, in part, by Bayesian inference. To illustrate these advantages, we re-analyzed randomized trials published in four general medical journals during 2004. We used Medline to identify randomized superiority trials with two parallel arms, individual-level randomization and dichotomous or time-to-event primary outcomes. Studies with P<0.05 in favor of the intervention were deemed "positive"; otherwise, they were "negative." We used several prior distributions and exact conjugate analyses to calculate Bayesian posterior probabilities for clinically relevant effects. Of 88 included studies, 39 were positive using a frequentist analysis. Although the Bayesian posterior probabilities of any benefit (relative risk or hazard ratio<1) were high in positive studies, these probabilities were lower and variable for larger benefits. The positive studies had only moderate probabilities for exceeding the effects that were assumed for calculating the sample size. By comparison, there were moderate probabilities of any benefit in negative studies. Bayesian and frequentist analyses complement each other when interpreting the results of randomized trials. Future reports of randomized trials should include both.
Rediscovery of Good-Turing estimators via Bayesian nonparametrics.
Favaro, Stefano; Nipoti, Bernardo; Teh, Yee Whye
2016-03-01
The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics, linguistics, designs of experiments, machine learning, etc. A full range of statistical approaches, parametric and nonparametric as well as frequentist and Bayesian, has been proposed for estimating discovery probabilities. In this article, we investigate the relationships between the celebrated Good-Turing approach, which is a frequentist nonparametric approach developed in the 1940s, and a Bayesian nonparametric approach recently introduced in the literature. Specifically, under the assumption of a two parameter Poisson-Dirichlet prior, we show that Bayesian nonparametric estimators of discovery probabilities are asymptotically equivalent, for a large sample size, to suitably smoothed Good-Turing estimators. As a by-product of this result, we introduce and investigate a methodology for deriving exact and asymptotic credible intervals to be associated with the Bayesian nonparametric estimators of discovery probabilities. The proposed methodology is illustrated through a comprehensive simulation study and the analysis of Expressed Sequence Tags data generated by sequencing a benchmark complementary DNA library. © 2015, The International Biometric Society.
Application of a data-mining method based on Bayesian networks to lesion-deficit analysis
NASA Technical Reports Server (NTRS)
Herskovits, Edward H.; Gerring, Joan P.
2003-01-01
Although lesion-deficit analysis (LDA) has provided extensive information about structure-function associations in the human brain, LDA has suffered from the difficulties inherent to the analysis of spatial data, i.e., there are many more variables than subjects, and data may be difficult to model using standard distributions, such as the normal distribution. We herein describe a Bayesian method for LDA; this method is based on data-mining techniques that employ Bayesian networks to represent structure-function associations. These methods are computationally tractable, and can represent complex, nonlinear structure-function associations. When applied to the evaluation of data obtained from a study of the psychiatric sequelae of traumatic brain injury in children, this method generates a Bayesian network that demonstrates complex, nonlinear associations among lesions in the left caudate, right globus pallidus, right side of the corpus callosum, right caudate, and left thalamus, and subsequent development of attention-deficit hyperactivity disorder, confirming and extending our previous statistical analysis of these data. Furthermore, analysis of simulated data indicates that methods based on Bayesian networks may be more sensitive and specific for detecting associations among categorical variables than methods based on chi-square and Fisher exact statistics.
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.
Fatty acid methyl ester analysis to identify sources of soil in surface water.
Banowetz, Gary M; Whittaker, Gerald W; Dierksen, Karen P; Azevedo, Mark D; Kennedy, Ann C; Griffith, Stephen M; Steiner, Jeffrey J
2006-01-01
Efforts to improve land-use practices to prevent contamination of surface waters with soil are limited by an inability to identify the primary sources of soil present in these waters. We evaluated the utility of fatty acid methyl ester (FAME) profiles of dry reference soils for multivariate statistical classification of soils collected from surface waters adjacent to agricultural production fields and a wooded riparian zone. Trials that compared approaches to concentrate soil from surface water showed that aluminum sulfate precipitation provided comparable yields to that obtained by vacuum filtration and was more suitable for handling large numbers of samples. Fatty acid methyl ester profiles were developed from reference soils collected from contrasting land uses in different seasons to determine whether specific fatty acids would consistently serve as variables in multivariate statistical analyses to permit reliable classification of soils. We used a Bayesian method and an independent iterative process to select appropriate fatty acids and found that variable selection was strongly impacted by the season during which soil was collected. The apparent seasonal variation in the occurrence of marker fatty acids in FAME profiles from reference soils prevented preparation of a standardized set of variables. Nevertheless, accurate classification of soil in surface water was achieved utilizing fatty acid variables identified in seasonally matched reference soils. Correlation analysis of entire chromatograms and subsequent discriminant analyses utilizing a restricted number of fatty acid variables showed that FAME profiles of soils exposed to the aquatic environment still had utility for classification at least 1 wk after submersion.
Conditional maximum-entropy method for selecting prior distributions in Bayesian statistics
NASA Astrophysics Data System (ADS)
Abe, Sumiyoshi
2014-11-01
The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach to systems governed by dynamics with largely separated time scales and is based on three key concepts: conjugate pairs of variables, dimensionless integration measures with coarse-graining factors and partial maximization of the joint entropy. The method enables one to calculate a prior purely from a likelihood in a simple way. It is shown, in particular, how it not only yields Jeffreys's rules but also reveals new structures hidden behind them.
Bayesian statistical techniques have proven useful in clinical and environmental epidemiological applications to evaluate and integrate available information, and in regulatory applications such as the National Ambient Air Quality Assessment for Nitrogen Oxides. A recent special...
2014-10-02
intervals (Neil, Tailor, Marquez, Fenton , & Hear, 2007). This is cumbersome, error prone and usually inaccurate. Even though a universal framework...Science. Neil, M., Tailor, M., Marquez, D., Fenton , N., & Hear. (2007). Inference in Bayesian networks using dynamic discretisation. Statistics
A Bayesian Approach to Interactive Retrieval
ERIC Educational Resources Information Center
Tague, Jean M.
1973-01-01
A probabilistic model for interactive retrieval is presented. Bayesian statistical decision theory principles are applied: use of prior and sample information about the relationship of document descriptions to query relevance; maximization of expected value of a utility function, to the problem of optimally restructuring search strategies in an…
Personalized Multi-Student Improvement Based on Bayesian Cybernetics
ERIC Educational Resources Information Center
Kaburlasos, Vassilis G.; Marinagi, Catherine C.; Tsoukalas, Vassilis Th.
2008-01-01
This work presents innovative cybernetics (feedback) techniques based on Bayesian statistics for drawing questions from an Item Bank towards personalized multi-student improvement. A novel software tool, namely "Module for Adaptive Assessment of Students" (or, "MAAS" for short), implements the proposed (feedback) techniques. In conclusion, a pilot…
[Bayesian approach for the cost-effectiveness evaluation of healthcare technologies].
Berchialla, Paola; Gregori, Dario; Brunello, Franco; Veltri, Andrea; Petrinco, Michele; Pagano, Eva
2009-01-01
The development of Bayesian statistical methods for the assessment of the cost-effectiveness of health care technologies is reviewed. Although many studies adopt a frequentist approach, several authors have advocated the use of Bayesian methods in health economics. Emphasis has been placed on the advantages of the Bayesian approach, which include: (i) the ability to make more intuitive and meaningful inferences; (ii) the ability to tackle complex problems, such as allowing for the inclusion of patients who generate no cost, thanks to the availability of powerful computational algorithms; (iii) the importance of a full use of quantitative and structural prior information to produce realistic inferences. Much literature comparing the cost-effectiveness of two treatments is based on the incremental cost-effectiveness ratio. However, new methods are arising with the purpose of decision making. These methods are based on a net benefits approach. In the present context, the cost-effectiveness acceptability curves have been pointed out to be intrinsically Bayesian in their formulation. They plot the probability of a positive net benefit against the threshold cost of a unit increase in efficacy.A case study is presented in order to illustrate the Bayesian statistics in the cost-effectiveness analysis. Emphasis is placed on the cost-effectiveness acceptability curves. Advantages and disadvantages of the method described in this paper have been compared to frequentist methods and discussed.
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.
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.
Compromise decision support problems for hierarchical design involving uncertainty
NASA Astrophysics Data System (ADS)
Vadde, S.; Allen, J. K.; Mistree, F.
1994-08-01
In this paper an extension to the traditional compromise Decision Support Problem (DSP) formulation is presented. Bayesian statistics is used in the formulation to model uncertainties associated with the information being used. In an earlier paper a compromise DSP that accounts for uncertainty using fuzzy set theory was introduced. The Bayesian Decision Support Problem is described in this paper. The method for hierarchical design is demonstrated by using this formulation to design a portal frame. The results are discussed and comparisons are made with those obtained using the fuzzy DSP. Finally, the efficacy of incorporating Bayesian statistics into the traditional compromise DSP formulation is discussed and some pending research issues are described. Our emphasis in this paper is on the method rather than the results per se.
NASA Astrophysics Data System (ADS)
Lee, K. David; Wiesenfeld, Eric; Gelfand, Andrew
2007-04-01
One of the greatest challenges in modern combat is maintaining a high level of timely Situational Awareness (SA). In many situations, computational complexity and accuracy considerations make the development and deployment of real-time, high-level inference tools very difficult. An innovative hybrid framework that combines Bayesian inference, in the form of Bayesian Networks, and Possibility Theory, in the form of Fuzzy Logic systems, has recently been introduced to provide a rigorous framework for high-level inference. In previous research, the theoretical basis and benefits of the hybrid approach have been developed. However, lacking is a concrete experimental comparison of the hybrid framework with traditional fusion methods, to demonstrate and quantify this benefit. The goal of this research, therefore, is to provide a statistical analysis on the comparison of the accuracy and performance of hybrid network theory, with pure Bayesian and Fuzzy systems and an inexact Bayesian system approximated using Particle Filtering. To accomplish this task, domain specific models will be developed under these different theoretical approaches and then evaluated, via Monte Carlo Simulation, in comparison to situational ground truth to measure accuracy and fidelity. Following this, a rigorous statistical analysis of the performance results will be performed, to quantify the benefit of hybrid inference to other fusion tools.
Arsenault, Jessica S; Buchsbaum, Bradley R
2016-08-01
The motor theory of speech perception has experienced a recent revival due to a number of studies implicating the motor system during speech perception. In a key study, Pulvermüller et al. (2006) showed that premotor/motor cortex differentially responds to the passive auditory perception of lip and tongue speech sounds. However, no study has yet attempted to replicate this important finding from nearly a decade ago. The objective of the current study was to replicate the principal finding of Pulvermüller et al. (2006) and generalize it to a larger set of speech tokens while applying a more powerful statistical approach using multivariate pattern analysis (MVPA). Participants performed an articulatory localizer as well as a speech perception task where they passively listened to a set of eight syllables while undergoing fMRI. Both univariate and multivariate analyses failed to find evidence for somatotopic coding in motor or premotor cortex during speech perception. Positive evidence for the null hypothesis was further confirmed by Bayesian analyses. Results consistently show that while the lip and tongue areas of the motor cortex are sensitive to movements of the articulators, they do not appear to preferentially respond to labial and alveolar speech sounds during passive speech perception.
NASA Astrophysics Data System (ADS)
Khajehei, S.; Madadgar, S.; Moradkhani, H.
2014-12-01
The reliability and accuracy of hydrological predictions are subject to various sources of uncertainty, including meteorological forcing, initial conditions, model parameters and model structure. To reduce the total uncertainty in hydrological applications, one approach is to reduce the uncertainty in meteorological forcing by using the statistical methods based on the conditional probability density functions (pdf). However, one of the requirements for current methods is to assume the Gaussian distribution for the marginal distribution of the observed and modeled meteorology. Here we propose a Bayesian approach based on Copula functions to develop the conditional distribution of precipitation forecast needed in deriving a hydrologic model for a sub-basin in the Columbia River Basin. Copula functions are introduced as an alternative approach in capturing the uncertainties related to meteorological forcing. Copulas are multivariate joint distribution of univariate marginal distributions, which are capable to model the joint behavior of variables with any level of correlation and dependency. The method is applied to the monthly forecast of CPC with 0.25x0.25 degree resolution to reproduce the PRISM dataset over 1970-2000. Results are compared with Ensemble Pre-Processor approach as a common procedure used by National Weather Service River forecast centers in reproducing observed climatology during a ten-year verification period (2000-2010).
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.
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…
The Importance of Proving the Null
ERIC Educational Resources Information Center
Gallistel, C. R.
2009-01-01
Null hypotheses are simple, precise, and theoretically important. Conventional statistical analysis cannot support them; Bayesian analysis can. The challenge in a Bayesian analysis is to formulate a suitably vague alternative, because the vaguer the alternative is (the more it spreads out the unit mass of prior probability), the more the null is…
A Bayesian Missing Data Framework for Generalized Multiple Outcome Mixed Treatment Comparisons
ERIC Educational Resources Information Center
Hong, Hwanhee; Chu, Haitao; Zhang, Jing; Carlin, Bradley P.
2016-01-01
Bayesian statistical approaches to mixed treatment comparisons (MTCs) are becoming more popular because of their flexibility and interpretability. Many randomized clinical trials report multiple outcomes with possible inherent correlations. Moreover, MTC data are typically sparse (although richer than standard meta-analysis, comparing only two…
Tales from Two Cores: Bayesian Re-Analyses of the Summit Lake and Blue Lakes Pollen Cores
NASA Astrophysics Data System (ADS)
Hall, M.
2016-12-01
Pollen cores from Summit Lake and Blue Lakes in Humboldt Co., Nevada provide palaeoclimatic information for the last 2000 yearsin the NW Great Basin. Summit Lake is in the northern Black Rock Range (41.5 N -119.1 W) and is at an elevation of 1780 m. The Blue Lakes sit at an elevation of 2434 m in the southern Pine Forest Range (41.6 N -118.6 W). The distance between the two lakes is 33.5 km. The cores were originally taken to reconstruct the fire history in the NW Great Basin. In this study, stochastic climate histories are created using a Bayesian methodology as implemented in the Bclim program. This Bayesian approach takes: 1) a multivariate approach based on modern pollen analogs, 2) accounts for the non-linear and non-Gaussian relationship between the climate and the pollen proxy, and 3) accounts for the uncertainties in the radiocarbon record and climate histories. For both cores, the following climatic variables are reported for the last 2 kya: Mean Temperature of the Coldest month (MTCO), Growing Degree Days above 5 Centigrade (GDD5), the ratio of Actual to Potential Evapotranspiration (AET/PET). Because it was sequentially sampled,the Artemesia/Chenopodiaceae ratio (A/C), an indicator of wetness, and the Grasses/Shrubs (G/S) ratio, an indicator of thevegetation communities, is calculated for each section of the Summit Lake core. Bayesian changepoint analyses of the Summit Lake core indicates that there is no significant difference in the mean or variance of the A/C ratio for the last 2 kya cal BP, but there is a significant decrease in G/S ratio dating to circa 700 ya cal BP. At Summit Lake, a statistically significant decrease in the GDD5 occurs at 1.4-1.5 kya cal BP, and a significant increase in the GDD5 occurs for the last 200 ya cal BP. The GDD5 and MTCO for Blue Lakes has a significant increase at 600 ya cal BP, and afterwards decreases in the next century. The regional archaeological record will be discussed in light of these changes.
TOWARDS A BAYESIAN PERSPECTIVE ON STATISTICAL DISCLOSURE LIMITATION
National statistical offices and other organizations collect data on individual subjects (person, businesses, organizations), typically while assuring the subject that data pertaining to them will be held confidential. These data provide the raw material for statistical data pro...
Buddhavarapu, Prasad; Smit, Andre F; Prozzi, Jorge A
2015-07-01
Permeable friction course (PFC), a porous hot-mix asphalt, is typically applied to improve wet weather safety on high-speed roadways in Texas. In order to warrant expensive PFC construction, a statistical evaluation of its safety benefits is essential. Generally, the literature on the effectiveness of porous mixes in reducing wet-weather crashes is limited and often inconclusive. In this study, the safety effectiveness of PFC was evaluated using a fully Bayesian before-after safety analysis. First, two groups of road segments overlaid with PFC and non-PFC material were identified across Texas; the non-PFC or reference road segments selected were similar to their PFC counterparts in terms of site specific features. Second, a negative binomial data generating process was assumed to model the underlying distribution of crash counts of PFC and reference road segments to perform Bayesian inference on the safety effectiveness. A data-augmentation based computationally efficient algorithm was employed for a fully Bayesian estimation. The statistical analysis shows that PFC is not effective in reducing wet weather crashes. It should be noted that the findings of this study are in agreement with the existing literature, although these studies were not based on a fully Bayesian statistical analysis. Our study suggests that the safety effectiveness of PFC road surfaces, or any other safety infrastructure, largely relies on its interrelationship with the road user. The results suggest that the safety infrastructure must be properly used to reap the benefits of the substantial investments. Copyright © 2015 Elsevier Ltd. All rights reserved.
A critique of statistical hypothesis testing in clinical research
Raha, Somik
2011-01-01
Many have documented the difficulty of using the current paradigm of Randomized Controlled Trials (RCTs) to test and validate the effectiveness of alternative medical systems such as Ayurveda. This paper critiques the applicability of RCTs for all clinical knowledge-seeking endeavors, of which Ayurveda research is a part. This is done by examining statistical hypothesis testing, the underlying foundation of RCTs, from a practical and philosophical perspective. In the philosophical critique, the two main worldviews of probability are that of the Bayesian and the frequentist. The frequentist worldview is a special case of the Bayesian worldview requiring the unrealistic assumptions of knowing nothing about the universe and believing that all observations are unrelated to each other. Many have claimed that the first belief is necessary for science, and this claim is debunked by comparing variations in learning with different prior beliefs. Moving beyond the Bayesian and frequentist worldviews, the notion of hypothesis testing itself is challenged on the grounds that a hypothesis is an unclear distinction, and assigning a probability on an unclear distinction is an exercise that does not lead to clarity of action. This critique is of the theory itself and not any particular application of statistical hypothesis testing. A decision-making frame is proposed as a way of both addressing this critique and transcending ideological debates on probability. An example of a Bayesian decision-making approach is shown as an alternative to statistical hypothesis testing, utilizing data from a past clinical trial that studied the effect of Aspirin on heart attacks in a sample population of doctors. As a big reason for the prevalence of RCTs in academia is legislation requiring it, the ethics of legislating the use of statistical methods for clinical research is also examined. PMID:22022152
Wright, David K.; MacEachern, Scott; Lee, Jaeyong
2014-01-01
The locations of diy-geδ-bay (DGB) sites in the Mandara Mountains, northern Cameroon are hypothesized to occur as a function of their ability to see and be seen from points on the surrounding landscape. A series of geostatistical, two-way and Bayesian logistic regression analyses were performed to test two hypotheses related to the intervisibility of the sites to one another and their visual prominence on the landscape. We determine that the intervisibility of the sites to one another is highly statistically significant when compared to 10 stratified-random permutations of DGB sites. Bayesian logistic regression additionally demonstrates that the visibility of the sites to points on the surrounding landscape is statistically significant. The location of sites appears to have also been selected on the basis of lower slope than random permutations of sites. Using statistical measures, many of which are not commonly employed in archaeological research, to evaluate aspects of visibility on the landscape, we conclude that the placement of DGB sites improved their conspicuousness for enhanced ritual, social cooperation and/or competition purposes. PMID:25383883
Enhancing pediatric clinical trial feasibility through the use of Bayesian statistics.
Huff, Robin A; Maca, Jeff D; Puri, Mala; Seltzer, Earl W
2017-11-01
BackgroundPediatric clinical trials commonly experience recruitment challenges including limited number of patients and investigators, inclusion/exclusion criteria that further reduce the patient pool, and a competitive research landscape created by pediatric regulatory commitments. To overcome these challenges, innovative approaches are needed.MethodsThis article explores the use of Bayesian statistics to improve pediatric trial feasibility, using pediatric Type-2 diabetes as an example. Data for six therapies approved for adults were used to perform simulations to determine the impact on pediatric trial size.ResultsWhen the number of adult patients contributing to the simulation was assumed to be the same as the number of patients to be enrolled in the pediatric trial, the pediatric trial size was reduced by 75-78% when compared with a frequentist statistical approach, but was associated with a 34-45% false-positive rate. In subsequent simulations, greater control was exerted over the false-positive rate by decreasing the contribution of the adult data. A 30-33% reduction in trial size was achieved when false-positives were held to less than 10%.ConclusionReducing the trial size through the use of Bayesian statistics would facilitate completion of pediatric trials, enabling drugs to be labeled appropriately for children.
Theory-based Bayesian models of inductive learning and reasoning.
Tenenbaum, Joshua B; Griffiths, Thomas L; Kemp, Charles
2006-07-01
Inductive inference allows humans to make powerful generalizations from sparse data when learning about word meanings, unobserved properties, causal relationships, and many other aspects of the world. Traditional accounts of induction emphasize either the power of statistical learning, or the importance of strong constraints from structured domain knowledge, intuitive theories or schemas. We argue that both components are necessary to explain the nature, use and acquisition of human knowledge, and we introduce a theory-based Bayesian framework for modeling inductive learning and reasoning as statistical inferences over structured knowledge representations.
Data free inference with processed data products
Chowdhary, K.; Najm, H. N.
2014-07-12
Here, we consider the context of probabilistic inference of model parameters given error bars or confidence intervals on model output values, when the data is unavailable. We introduce a class of algorithms in a Bayesian framework, relying on maximum entropy arguments and approximate Bayesian computation methods, to generate consistent data with the given summary statistics. Once we obtain consistent data sets, we pool the respective posteriors, to arrive at a single, averaged density on the parameters. This approach allows us to perform accurate forward uncertainty propagation consistent with the reported statistics.
Quantum-Like Representation of Non-Bayesian Inference
NASA Astrophysics Data System (ADS)
Asano, M.; Basieva, I.; Khrennikov, A.; Ohya, M.; Tanaka, Y.
2013-01-01
This research is related to the problem of "irrational decision making or inference" that have been discussed in cognitive psychology. There are some experimental studies, and these statistical data cannot be described by classical probability theory. The process of decision making generating these data cannot be reduced to the classical Bayesian inference. For this problem, a number of quantum-like coginitive models of decision making was proposed. Our previous work represented in a natural way the classical Bayesian inference in the frame work of quantum mechanics. By using this representation, in this paper, we try to discuss the non-Bayesian (irrational) inference that is biased by effects like the quantum interference. Further, we describe "psychological factor" disturbing "rationality" as an "environment" correlating with the "main system" of usual Bayesian inference.
BaTMAn: Bayesian Technique for Multi-image Analysis
NASA Astrophysics Data System (ADS)
Casado, J.; Ascasibar, Y.; García-Benito, R.; Guidi, G.; Choudhury, O. S.; Bellocchi, E.; Sánchez, S. F.; Díaz, A. I.
2016-12-01
Bayesian Technique for Multi-image Analysis (BaTMAn) characterizes any astronomical dataset containing spatial information and performs a tessellation based on the measurements and errors provided as input. The algorithm iteratively merges spatial elements as long as they are statistically consistent with carrying the same information (i.e. identical signal within the errors). The output segmentations successfully adapt to the underlying spatial structure, regardless of its morphology and/or the statistical properties of the noise. BaTMAn identifies (and keeps) all the statistically-significant information contained in the input multi-image (e.g. an IFS datacube). The main aim of the algorithm is to characterize spatially-resolved data prior to their analysis.
Single-Case Time Series with Bayesian Analysis: A Practitioner's Guide.
ERIC Educational Resources Information Center
Jones, W. Paul
2003-01-01
This article illustrates a simplified time series analysis for use by the counseling researcher practitioner in single-case baseline plus intervention studies with a Bayesian probability analysis to integrate findings from replications. The C statistic is recommended as a primary analysis tool with particular relevance in the context of actual…
A Comparison of Imputation Methods for Bayesian Factor Analysis Models
ERIC Educational Resources Information Center
Merkle, Edgar C.
2011-01-01
Imputation methods are popular for the handling of missing data in psychology. The methods generally consist of predicting missing data based on observed data, yielding a complete data set that is amiable to standard statistical analyses. In the context of Bayesian factor analysis, this article compares imputation under an unrestricted…
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…
Application of Bayesian Methods for Detecting Fraudulent Behavior on Tests
ERIC Educational Resources Information Center
Sinharay, Sandip
2018-01-01
Producers and consumers of test scores are increasingly concerned about fraudulent behavior before and during the test. There exist several statistical or psychometric methods for detecting fraudulent behavior on tests. This paper provides a review of the Bayesian approaches among them. Four hitherto-unpublished real data examples are provided to…
Bayesian statistics: estimating plant demographic parameters
James S. Clark; Michael Lavine
2001-01-01
There are times when external information should be brought tobear on an ecological analysis. experiments are never conducted in a knowledge-free context. The inference we draw from an observation may depend on everything else we know about the process. Bayesian analysis is a method that brings outside evidence into the analysis of experimental and observational data...
A baker's dozen of new particle flows for nonlinear filters, Bayesian decisions and transport
NASA Astrophysics Data System (ADS)
Daum, Fred; Huang, Jim
2015-05-01
We describe a baker's dozen of new particle flows to compute Bayes' rule for nonlinear filters, Bayesian decisions and learning as well as transport. Several of these new flows were inspired by transport theory, but others were inspired by physics or statistics or Markov chain Monte Carlo methods.
Maritime Transportation Risk Assessment of Tianjin Port with Bayesian Belief Networks.
Zhang, Jinfen; Teixeira, Ângelo P; Guedes Soares, C; Yan, Xinping; Liu, Kezhong
2016-06-01
This article develops a Bayesian belief network model for the prediction of accident consequences in the Tianjin port. The study starts with a statistical analysis of historical accident data of six years from 2008 to 2013. Then a Bayesian belief network is constructed to express the dependencies between the indicator variables and accident consequences. The statistics and expert knowledge are synthesized in the Bayesian belief network model to obtain the probability distribution of the consequences. By a sensitivity analysis, several indicator variables that have influence on the consequences are identified, including navigational area, ship type and time of the day. The results indicate that the consequences are most sensitive to the position where the accidents occurred, followed by time of day and ship length. The results also reflect that the navigational risk of the Tianjin port is at the acceptable level, despite that there is more room of improvement. These results can be used by the Maritime Safety Administration to take effective measures to enhance maritime safety in the Tianjin port. © 2016 Society for Risk Analysis.
2017-01-01
Co-expression networks have long been used as a tool for investigating the molecular circuitry governing biological systems. However, most algorithms for constructing co-expression networks were developed in the microarray era, before high-throughput sequencing—with its unique statistical properties—became the norm for expression measurement. Here we develop Bayesian Relevance Networks, an algorithm that uses Bayesian reasoning about expression levels to account for the differing levels of uncertainty in expression measurements between highly- and lowly-expressed entities, and between samples with different sequencing depths. It combines data from groups of samples (e.g., replicates) to estimate group expression levels and confidence ranges. It then computes uncertainty-moderated estimates of cross-group correlations between entities, and uses permutation testing to assess their statistical significance. Using large scale miRNA data from The Cancer Genome Atlas, we show that our Bayesian update of the classical Relevance Networks algorithm provides improved reproducibility in co-expression estimates and lower false discovery rates in the resulting co-expression networks. Software is available at www.perkinslab.ca. PMID:28817636
Bayesian analysis of the flutter margin method in aeroelasticity
Khalil, Mohammad; Poirel, Dominique; Sarkar, Abhijit
2016-08-27
A Bayesian statistical framework is presented for Zimmerman and Weissenburger flutter margin method which considers the uncertainties in aeroelastic modal parameters. The proposed methodology overcomes the limitations of the previously developed least-square based estimation technique which relies on the Gaussian approximation of the flutter margin probability density function (pdf). Using the measured free-decay responses at subcritical (preflutter) airspeeds, the joint non-Gaussain posterior pdf of the modal parameters is sampled using the Metropolis–Hastings (MH) Markov chain Monte Carlo (MCMC) algorithm. The posterior MCMC samples of the modal parameters are then used to obtain the flutter margin pdfs and finally the fluttermore » speed pdf. The usefulness of the Bayesian flutter margin method is demonstrated using synthetic data generated from a two-degree-of-freedom pitch-plunge aeroelastic model. The robustness of the statistical framework is demonstrated using different sets of measurement data. In conclusion, it will be shown that the probabilistic (Bayesian) approach reduces the number of test points required in providing a flutter speed estimate for a given accuracy and precision.« less
Ramachandran, Parameswaran; Sánchez-Taltavull, Daniel; Perkins, Theodore J
2017-01-01
Co-expression networks have long been used as a tool for investigating the molecular circuitry governing biological systems. However, most algorithms for constructing co-expression networks were developed in the microarray era, before high-throughput sequencing-with its unique statistical properties-became the norm for expression measurement. Here we develop Bayesian Relevance Networks, an algorithm that uses Bayesian reasoning about expression levels to account for the differing levels of uncertainty in expression measurements between highly- and lowly-expressed entities, and between samples with different sequencing depths. It combines data from groups of samples (e.g., replicates) to estimate group expression levels and confidence ranges. It then computes uncertainty-moderated estimates of cross-group correlations between entities, and uses permutation testing to assess their statistical significance. Using large scale miRNA data from The Cancer Genome Atlas, we show that our Bayesian update of the classical Relevance Networks algorithm provides improved reproducibility in co-expression estimates and lower false discovery rates in the resulting co-expression networks. Software is available at www.perkinslab.ca.
Cross-country transferability of multi-variable damage models
NASA Astrophysics Data System (ADS)
Wagenaar, Dennis; Lüdtke, Stefan; Kreibich, Heidi; Bouwer, Laurens
2017-04-01
Flood damage assessment is often done with simple damage curves based only on flood water depth. Additionally, damage models are often transferred in space and time, e.g. from region to region or from one flood event to another. Validation has shown that depth-damage curve estimates are associated with high uncertainties, particularly when applied in regions outside the area where the data for curve development was collected. Recently, progress has been made with multi-variable damage models created with data-mining techniques, i.e. Bayesian Networks and random forest. However, it is still unknown to what extent and under which conditions model transfers are possible and reliable. Model validations in different countries will provide valuable insights into the transferability of multi-variable damage models. In this study we compare multi-variable models developed on basis of flood damage datasets from Germany as well as from The Netherlands. Data from several German floods was collected using computer aided telephone interviews. Data from the 1993 Meuse flood in the Netherlands is available, based on compensations paid by the government. The Bayesian network and random forest based models are applied and validated in both countries on basis of the individual datasets. A major challenge was the harmonization of the variables between both datasets due to factors like differences in variable definitions, and regional and temporal differences in flood hazard and exposure characteristics. Results of model validations and comparisons in both countries are discussed, particularly in respect to encountered challenges and possible solutions for an improvement of model transferability.
Bayesian characterization of uncertainty in species interaction strengths.
Wolf, Christopher; Novak, Mark; Gitelman, Alix I
2017-06-01
Considerable effort has been devoted to the estimation of species interaction strengths. This effort has focused primarily on statistical significance testing and obtaining point estimates of parameters that contribute to interaction strength magnitudes, leaving the characterization of uncertainty associated with those estimates unconsidered. We consider a means of characterizing the uncertainty of a generalist predator's interaction strengths by formulating an observational method for estimating a predator's prey-specific per capita attack rates as a Bayesian statistical model. This formulation permits the explicit incorporation of multiple sources of uncertainty. A key insight is the informative nature of several so-called non-informative priors that have been used in modeling the sparse data typical of predator feeding surveys. We introduce to ecology a new neutral prior and provide evidence for its superior performance. We use a case study to consider the attack rates in a New Zealand intertidal whelk predator, and we illustrate not only that Bayesian point estimates can be made to correspond with those obtained by frequentist approaches, but also that estimation uncertainty as described by 95% intervals is more useful and biologically realistic using the Bayesian method. In particular, unlike in bootstrap confidence intervals, the lower bounds of the Bayesian posterior intervals for attack rates do not include zero when a predator-prey interaction is in fact observed. We conclude that the Bayesian framework provides a straightforward, probabilistic characterization of interaction strength uncertainty, enabling future considerations of both the deterministic and stochastic drivers of interaction strength and their impact on food webs.
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
Buried landmine detection using multivariate normal clustering
NASA Astrophysics Data System (ADS)
Duston, Brian M.
2001-10-01
A Bayesian classification algorithm is presented for discriminating buried land mines from buried and surface clutter in Ground Penetrating Radar (GPR) signals. This algorithm is based on multivariate normal (MVN) clustering, where feature vectors are used to identify populations (clusters) of mines and clutter objects. The features are extracted from two-dimensional images created from ground penetrating radar scans. MVN clustering is used to determine the number of clusters in the data and to create probability density models for target and clutter populations, producing the MVN clustering classifier (MVNCC). The Bayesian Information Criteria (BIC) is used to evaluate each model to determine the number of clusters in the data. An extension of the MVNCC allows the model to adapt to local clutter distributions by treating each of the MVN cluster components as a Poisson process and adaptively estimating the intensity parameters. The algorithm is developed using data collected by the Mine Hunter/Killer Close-In Detector (MH/K CID) at prepared mine lanes. The Mine Hunter/Killer is a prototype mine detecting and neutralizing vehicle developed for the U.S. Army to clear roads of anti-tank mines.
Antal, Péter; Kiszel, Petra Sz.; Gézsi, András; Hadadi, Éva; Virág, Viktor; Hajós, Gergely; Millinghoffer, András; Nagy, Adrienne; Kiss, András; Semsei, Ágnes F.; Temesi, Gergely; Melegh, Béla; Kisfali, Péter; Széll, Márta; Bikov, András; Gálffy, Gabriella; Tamási, Lilla; Falus, András; Szalai, Csaba
2012-01-01
Genetic studies indicate high number of potential factors related to asthma. Based on earlier linkage analyses we selected the 11q13 and 14q22 asthma susceptibility regions, for which we designed a partial genome screening study using 145 SNPs in 1201 individuals (436 asthmatic children and 765 controls). The results were evaluated with traditional frequentist methods and we applied a new statistical method, called Bayesian network based Bayesian multilevel analysis of relevance (BN-BMLA). This method uses Bayesian network representation to provide detailed characterization of the relevance of factors, such as joint significance, the type of dependency, and multi-target aspects. We estimated posteriors for these relations within the Bayesian statistical framework, in order to estimate the posteriors whether a variable is directly relevant or its association is only mediated. With frequentist methods one SNP (rs3751464 in the FRMD6 gene) provided evidence for an association with asthma (OR = 1.43(1.2–1.8); p = 3×10−4). The possible role of the FRMD6 gene in asthma was also confirmed in an animal model and human asthmatics. In the BN-BMLA analysis altogether 5 SNPs in 4 genes were found relevant in connection with asthma phenotype: PRPF19 on chromosome 11, and FRMD6, PTGER2 and PTGDR on chromosome 14. In a subsequent step a partial dataset containing rhinitis and further clinical parameters was used, which allowed the analysis of relevance of SNPs for asthma and multiple targets. These analyses suggested that SNPs in the AHNAK and MS4A2 genes were indirectly associated with asthma. This paper indicates that BN-BMLA explores the relevant factors more comprehensively than traditional statistical methods and extends the scope of strong relevance based methods to include partial relevance, global characterization of relevance and multi-target relevance. PMID:22432035
Khana, Diba; Rossen, Lauren M; Hedegaard, Holly; Warner, Margaret
2018-01-01
Hierarchical Bayes models have been used in disease mapping to examine small scale geographic variation. State level geographic variation for less common causes of mortality outcomes have been reported however county level variation is rarely examined. Due to concerns about statistical reliability and confidentiality, county-level mortality rates based on fewer than 20 deaths are suppressed based on Division of Vital Statistics, National Center for Health Statistics (NCHS) statistical reliability criteria, precluding an examination of spatio-temporal variation in less common causes of mortality outcomes such as suicide rates (SRs) at the county level using direct estimates. Existing Bayesian spatio-temporal modeling strategies can be applied via Integrated Nested Laplace Approximation (INLA) in R to a large number of rare causes of mortality outcomes to enable examination of spatio-temporal variations on smaller geographic scales such as counties. This method allows examination of spatiotemporal variation across the entire U.S., even where the data are sparse. We used mortality data from 2005-2015 to explore spatiotemporal variation in SRs, as one particular application of the Bayesian spatio-temporal modeling strategy in R-INLA to predict year and county-specific SRs. Specifically, hierarchical Bayesian spatio-temporal models were implemented with spatially structured and unstructured random effects, correlated time effects, time varying confounders and space-time interaction terms in the software R-INLA, borrowing strength across both counties and years to produce smoothed county level SRs. Model-based estimates of SRs were mapped to explore geographic variation.
Tenan, Matthew S; Tweedell, Andrew J; Haynes, Courtney A
2017-01-01
The timing of muscle activity is a commonly applied analytic method to understand how the nervous system controls movement. This study systematically evaluates six classes of standard and statistical algorithms to determine muscle onset in both experimental surface electromyography (EMG) and simulated EMG with a known onset time. Eighteen participants had EMG collected from the biceps brachii and vastus lateralis while performing a biceps curl or knee extension, respectively. Three established methods and three statistical methods for EMG onset were evaluated. Linear envelope, Teager-Kaiser energy operator + linear envelope and sample entropy were the established methods evaluated while general time series mean/variance, sequential and batch processing of parametric and nonparametric tools, and Bayesian changepoint analysis were the statistical techniques used. Visual EMG onset (experimental data) and objective EMG onset (simulated data) were compared with algorithmic EMG onset via root mean square error and linear regression models for stepwise elimination of inferior algorithms. The top algorithms for both data types were analyzed for their mean agreement with the gold standard onset and evaluation of 95% confidence intervals. The top algorithms were all Bayesian changepoint analysis iterations where the parameter of the prior (p0) was zero. The best performing Bayesian algorithms were p0 = 0 and a posterior probability for onset determination at 60-90%. While existing algorithms performed reasonably, the Bayesian changepoint analysis methodology provides greater reliability and accuracy when determining the singular onset of EMG activity in a time series. Further research is needed to determine if this class of algorithms perform equally well when the time series has multiple bursts of muscle activity.
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.
Krypotos, Angelos-Miltiadis; Klugkist, Irene; Engelhard, Iris M.
2017-01-01
ABSTRACT Threat conditioning procedures have allowed the experimental investigation of the pathogenesis of Post-Traumatic Stress Disorder. The findings of these procedures have also provided stable foundations for the development of relevant intervention programs (e.g. exposure therapy). Statistical inference of threat conditioning procedures is commonly based on p-values and Null Hypothesis Significance Testing (NHST). Nowadays, however, there is a growing concern about this statistical approach, as many scientists point to the various limitations of p-values and NHST. As an alternative, the use of Bayes factors and Bayesian hypothesis testing has been suggested. In this article, we apply this statistical approach to threat conditioning data. In order to enable the easy computation of Bayes factors for threat conditioning data we present a new R package named condir, which can be used either via the R console or via a Shiny application. This article provides both a non-technical introduction to Bayesian analysis for researchers using the threat conditioning paradigm, and the necessary tools for computing Bayes factors easily. PMID:29038683
Li, Ke; Zhang, Qiuju; Wang, Kun; Chen, Peng; Wang, Huaqing
2016-01-01
A new fault diagnosis method for rotating machinery based on adaptive statistic test filter (ASTF) and Diagnostic Bayesian Network (DBN) is presented in this paper. ASTF is proposed to obtain weak fault features under background noise, ASTF is based on statistic hypothesis testing in the frequency domain to evaluate similarity between reference signal (noise signal) and original signal, and remove the component of high similarity. The optimal level of significance α is obtained using particle swarm optimization (PSO). To evaluate the performance of the ASTF, evaluation factor Ipq is also defined. In addition, a simulation experiment is designed to verify the effectiveness and robustness of ASTF. A sensitive evaluation method using principal component analysis (PCA) is proposed to evaluate the sensitiveness of symptom parameters (SPs) for condition diagnosis. By this way, the good SPs that have high sensitiveness for condition diagnosis can be selected. A three-layer DBN is developed to identify condition of rotation machinery based on the Bayesian Belief Network (BBN) theory. Condition diagnosis experiment for rolling element bearings demonstrates the effectiveness of the proposed method. PMID:26761006
Li, Ke; Zhang, Qiuju; Wang, Kun; Chen, Peng; Wang, Huaqing
2016-01-08
A new fault diagnosis method for rotating machinery based on adaptive statistic test filter (ASTF) and Diagnostic Bayesian Network (DBN) is presented in this paper. ASTF is proposed to obtain weak fault features under background noise, ASTF is based on statistic hypothesis testing in the frequency domain to evaluate similarity between reference signal (noise signal) and original signal, and remove the component of high similarity. The optimal level of significance α is obtained using particle swarm optimization (PSO). To evaluate the performance of the ASTF, evaluation factor Ipq is also defined. In addition, a simulation experiment is designed to verify the effectiveness and robustness of ASTF. A sensitive evaluation method using principal component analysis (PCA) is proposed to evaluate the sensitiveness of symptom parameters (SPs) for condition diagnosis. By this way, the good SPs that have high sensitiveness for condition diagnosis can be selected. A three-layer DBN is developed to identify condition of rotation machinery based on the Bayesian Belief Network (BBN) theory. Condition diagnosis experiment for rolling element bearings demonstrates the effectiveness of the proposed method.
Bayesian Sensitivity Analysis of Statistical Models with Missing Data
ZHU, HONGTU; IBRAHIM, JOSEPH G.; TANG, NIANSHENG
2013-01-01
Methods for handling missing data depend strongly on the mechanism that generated the missing values, such as missing completely at random (MCAR) or missing at random (MAR), as well as other distributional and modeling assumptions at various stages. It is well known that the resulting estimates and tests may be sensitive to these assumptions as well as to outlying observations. In this paper, we introduce various perturbations to modeling assumptions and individual observations, and then develop a formal sensitivity analysis to assess these perturbations in the Bayesian analysis of statistical models with missing data. We develop a geometric framework, called the Bayesian perturbation manifold, to characterize the intrinsic structure of these perturbations. We propose several intrinsic influence measures to perform sensitivity analysis and quantify the effect of various perturbations to statistical models. We use the proposed sensitivity analysis procedure to systematically investigate the tenability of the non-ignorable missing at random (NMAR) assumption. Simulation studies are conducted to evaluate our methods, and a dataset is analyzed to illustrate the use of our diagnostic measures. PMID:24753718
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.
UNIFORMLY MOST POWERFUL BAYESIAN TESTS
Johnson, Valen E.
2014-01-01
Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternative hypothesis, exceeds a specified threshold. Like their classical counterpart, uniformly most powerful Bayesian tests are most easily defined in one-parameter exponential family models, although extensions outside of this class are possible. The connection between uniformly most powerful tests and uniformly most powerful Bayesian tests can be used to provide an approximate calibration between p-values and Bayes factors. Finally, issues regarding the strong dependence of resulting Bayes factors and p-values on sample size are discussed. PMID:24659829
Bujkiewicz, Sylwia; Riley, Richard D
2016-01-01
Multivariate random-effects meta-analysis allows the joint synthesis of correlated results from multiple studies, for example, for multiple outcomes or multiple treatment groups. In a Bayesian univariate meta-analysis of one endpoint, the importance of specifying a sensible prior distribution for the between-study variance is well understood. However, in multivariate meta-analysis, there is little guidance about the choice of prior distributions for the variances or, crucially, the between-study correlation, ρB; for the latter, researchers often use a Uniform(−1,1) distribution assuming it is vague. In this paper, an extensive simulation study and a real illustrative example is used to examine the impact of various (realistically) vague prior distributions for ρB and the between-study variances within a Bayesian bivariate random-effects meta-analysis of two correlated treatment effects. A range of diverse scenarios are considered, including complete and missing data, to examine the impact of the prior distributions on posterior results (for treatment effect and between-study correlation), amount of borrowing of strength, and joint predictive distributions of treatment effectiveness in new studies. Two key recommendations are identified to improve the robustness of multivariate meta-analysis results. First, the routine use of a Uniform(−1,1) prior distribution for ρB should be avoided, if possible, as it is not necessarily vague. Instead, researchers should identify a sensible prior distribution, for example, by restricting values to be positive or negative as indicated by prior knowledge. Second, it remains critical to use sensible (e.g. empirically based) prior distributions for the between-study variances, as an inappropriate choice can adversely impact the posterior distribution for ρB, which may then adversely affect inferences such as joint predictive probabilities. These recommendations are especially important with a small number of studies and missing data. PMID:26988929
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.
MacNab, Ying C
2016-08-01
This paper concerns with multivariate conditional autoregressive models defined by linear combination of independent or correlated underlying spatial processes. Known as linear models of coregionalization, the method offers a systematic and unified approach for formulating multivariate extensions to a broad range of univariate conditional autoregressive models. The resulting multivariate spatial models represent classes of coregionalized multivariate conditional autoregressive models that enable flexible modelling of multivariate spatial interactions, yielding coregionalization models with symmetric or asymmetric cross-covariances of different spatial variation and smoothness. In the context of multivariate disease mapping, for example, they facilitate borrowing strength both over space and cross variables, allowing for more flexible multivariate spatial smoothing. Specifically, we present a broadened coregionalization framework to include order-dependent, order-free, and order-robust multivariate models; a new class of order-free coregionalized multivariate conditional autoregressives is introduced. We tackle computational challenges and present solutions that are integral for Bayesian analysis of these models. We also discuss two ways of computing deviance information criterion for comparison among competing hierarchical models with or without unidentifiable prior parameters. The models and related methodology are developed in the broad context of modelling multivariate data on spatial lattice and illustrated in the context of multivariate disease mapping. The coregionalization framework and related methods also present a general approach for building spatially structured cross-covariance functions for multivariate geostatistics. © The Author(s) 2016.
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.
Guo, Xiaojuan; Wang, Yan; Chen, Kewei; Wu, Xia; Zhang, Jiacai; Li, Ke; Jin, Zhen; Yao, Li
2014-01-01
Recent multivariate neuroimaging studies have revealed aging-related alterations in brain structural networks. However, the sensory/motor networks such as the auditory, visual and motor networks, have obtained much less attention in normal aging research. In this study, we used Gaussian Bayesian networks (BN), an approach investigating possible inter-regional directed relationship, to characterize aging effects on structural associations between core brain regions within each of these structural sensory/motor networks using volumetric MRI data. We then further examined the discriminability of BN models for the young (N = 109; mean age =22.73 years, range 20-28) and old (N = 82; mean age =74.37 years, range 60-90) groups. The results of the BN modeling demonstrated that structural associations exist between two homotopic brain regions from the left and right hemispheres in each of the three networks. In particular, compared with the young group, the old group had significant connection reductions in each of the three networks and lesser connection numbers in the visual network. Moreover, it was found that the aging-related BN models could distinguish the young and old individuals with 90.05, 73.82, and 88.48% accuracy for the auditory, visual, and motor networks, respectively. Our findings suggest that BN models can be used to investigate the normal aging process with reliable statistical power. Moreover, these differences in structural inter-regional interactions may help elucidate the neuronal mechanism of anatomical changes in normal aging.
Dai, Sheng-Yun; Xu, Bing; Zhang, Yi; Li, Jian-Yu; Sun, Fei; Shi, Xin-Yuan; Qiao, Yan-Jiang
2016-09-01
Coptis chinensis (Huanglian) is a commonly used traditional Chinese medicine (TCM) herb and alkaloids are the most important chemical constituents in it. In the present study, an isocratic reverse phase high performance liquid chromatography (RP-HPLC) method allowing the separation of six alkaloids in Huanglian was for the first time developed under the quality by design (QbD) principles. First, five chromatographic parameters were identified to construct a Plackett-Burman experimental design. The critical resolution, analysis time, and peak width were responses modeled by multivariate linear regression. The results showed that the percentage of acetonitrile, concentration of sodium dodecyl sulfate, and concentration of potassium phosphate monobasic were statistically significant parameters (P < 0.05). Then, the Box-Behnken experimental design was applied to further evaluate the interactions between the three parameters on selected responses. Full quadratic models were built and used to establish the analytical design space. Moreover, the reliability of design space was estimated by the Bayesian posterior predictive distribution. The optimal separation was predicted at 40% acetonitrile, 1.7 g·mL(-1) of sodium dodecyl sulfate and 0.03 mol·mL(-1) of potassium phosphate monobasic. Finally, the accuracy profile methodology was used to validate the established HPLC method. The results demonstrated that the QbD concept could be efficiently used to develop a robust RP-HPLC analytical method for Huanglian. Copyright © 2016 China Pharmaceutical University. Published by Elsevier B.V. All rights reserved.
Three Insights from a Bayesian Interpretation of the One-Sided "P" Value
ERIC Educational Resources Information Center
Marsman, Maarten; Wagenmakers, Eric-Jan
2017-01-01
P values have been critiqued on several grounds but remain entrenched as the dominant inferential method in the empirical sciences. In this article, we elaborate on the fact that in many statistical models, the one-sided "P" value has a direct Bayesian interpretation as the approximate posterior mass for values lower than zero. The…
ERIC Educational Resources Information Center
Galbraith, Craig S.; Merrill, Gregory B.; Kline, Doug M.
2012-01-01
In this study we investigate the underlying relational structure between student evaluations of teaching effectiveness (SETEs) and achievement of student learning outcomes in 116 business related courses. Utilizing traditional statistical techniques, a neural network analysis and a Bayesian data reduction and classification algorithm, we find…
Federal Register 2010, 2011, 2012, 2013, 2014
2010-02-08
... DEPARTMENT OF HEALTH AND HUMAN SERVICES Food and Drug Administration [Docket No. FDA-2006-D-0410] (formerly Docket No. 2006D-0191) Guidance for Industry and Food and Drug Administration; Guidance for the Use of Bayesian Statistics in Medical Device Clinical Trials; Availability AGENCY: Food and Drug...
Stan: A Probabilistic Programming Language for Bayesian Inference and Optimization
ERIC Educational Resources Information Center
Gelman, Andrew; Lee, Daniel; Guo, Jiqiang
2015-01-01
Stan is a free and open-source C++ program that performs Bayesian inference or optimization for arbitrary user-specified models and can be called from the command line, R, Python, Matlab, or Julia and has great promise for fitting large and complex statistical models in many areas of application. We discuss Stan from users' and developers'…
Structure Learning in Bayesian Sensorimotor Integration
Genewein, Tim; Hez, Eduard; Razzaghpanah, Zeynab; Braun, Daniel A.
2015-01-01
Previous studies have shown that sensorimotor processing can often be described by Bayesian learning, in particular the integration of prior and feedback information depending on its degree of reliability. Here we test the hypothesis that the integration process itself can be tuned to the statistical structure of the environment. We exposed human participants to a reaching task in a three-dimensional virtual reality environment where we could displace the visual feedback of their hand position in a two dimensional plane. When introducing statistical structure between the two dimensions of the displacement, we found that over the course of several days participants adapted their feedback integration process in order to exploit this structure for performance improvement. In control experiments we found that this adaptation process critically depended on performance feedback and could not be induced by verbal instructions. Our results suggest that structural learning is an important meta-learning component of Bayesian sensorimotor integration. PMID:26305797
A product Pearson-type VII density distribution
NASA Astrophysics Data System (ADS)
Nadarajah, Saralees; Kotz, Samuel
2008-01-01
The Pearson-type VII distributions (containing the Student's t distributions) are becoming increasing prominent and are being considered as competitors to the normal distribution. Motivated by real examples in decision sciences, Bayesian statistics, probability theory and Physics, a new Pearson-type VII distribution is introduced by taking the product of two Pearson-type VII pdfs. Various structural properties of this distribution are derived, including its cdf, moments, mean deviation about the mean, mean deviation about the median, entropy, asymptotic distribution of the extreme order statistics, maximum likelihood estimates and the Fisher information matrix. Finally, an application to a Bayesian testing problem is illustrated.
Back to Normal! Gaussianizing posterior distributions for cosmological probes
NASA Astrophysics Data System (ADS)
Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.
2014-05-01
We present a method to map multivariate non-Gaussian posterior probability densities into Gaussian ones via nonlinear Box-Cox transformations, and generalizations thereof. This is analogous to the search for normal parameters in the CMB, but can in principle be applied to any probability density that is continuous and unimodal. The search for the optimally Gaussianizing transformation amongst the Box-Cox family is performed via a maximum likelihood formalism. We can judge the quality of the found transformation a posteriori: qualitatively via statistical tests of Gaussianity, and more illustratively by how well it reproduces the credible regions. The method permits an analytical reconstruction of the posterior from a sample, e.g. a Markov chain, and simplifies the subsequent joint analysis with other experiments. Furthermore, it permits the characterization of a non-Gaussian posterior in a compact and efficient way. The expression for the non-Gaussian posterior can be employed to find analytic formulae for the Bayesian evidence, and consequently be used for model comparison.
Aguirre-Salado, Alejandro Ivan; Vaquera-Huerta, Humberto; Aguirre-Salado, Carlos Arturo; Reyes-Mora, Silvia; Olvera-Cervantes, Ana Delia; Lancho-Romero, Guillermo Arturo; Soubervielle-Montalvo, Carlos
2017-07-06
We implemented a spatial model for analysing PM 10 maxima across the Mexico City metropolitan area during the period 1995-2016. We assumed that these maxima follow a non-identical generalized extreme value (GEV) distribution and modeled the trend by introducing multivariate smoothing spline functions into the probability GEV distribution. A flexible, three-stage hierarchical Bayesian approach was developed to analyse the distribution of the PM 10 maxima in space and time. We evaluated the statistical model's performance by using a simulation study. The results showed strong evidence of a positive correlation between the PM 10 maxima and the longitude and latitude. The relationship between time and the PM 10 maxima was negative, indicating a decreasing trend over time. Finally, a high risk of PM 10 maxima presenting levels above 1000 μ g/m 3 (return period: 25 yr) was observed in the northwestern region of the study area.
Aguirre-Salado, Alejandro Ivan; Vaquera-Huerta, Humberto; Aguirre-Salado, Carlos Arturo; Reyes-Mora, Silvia; Olvera-Cervantes, Ana Delia; Lancho-Romero, Guillermo Arturo; Soubervielle-Montalvo, Carlos
2017-01-01
We implemented a spatial model for analysing PM10 maxima across the Mexico City metropolitan area during the period 1995–2016. We assumed that these maxima follow a non-identical generalized extreme value (GEV) distribution and modeled the trend by introducing multivariate smoothing spline functions into the probability GEV distribution. A flexible, three-stage hierarchical Bayesian approach was developed to analyse the distribution of the PM10 maxima in space and time. We evaluated the statistical model’s performance by using a simulation study. The results showed strong evidence of a positive correlation between the PM10 maxima and the longitude and latitude. The relationship between time and the PM10 maxima was negative, indicating a decreasing trend over time. Finally, a high risk of PM10 maxima presenting levels above 1000 μg/m3 (return period: 25 yr) was observed in the northwestern region of the study area. PMID:28684720
Catelan, Dolores; Biggeri, Annibale
2008-11-01
In environmental epidemiology, long lists of relative risk estimates from exposed populations are compared to a reference to scrutinize the dataset for extremes. Here, inference on disease profiles for given areas, or for fixed disease population signatures, are of interest and summaries can be obtained averaging over areas or diseases. We have developed a multivariate hierarchical Bayesian approach to estimate posterior rank distributions and we show how to produce league tables of ranks with credibility intervals useful to address the above mentioned inferential problems. Applying the procedure to a real dataset from the report "Environment and Health in Sardinia (Italy)" we selected 18 areas characterized by high environmental pressure for industrial, mining or military activities investigated for 29 causes of deaths among male residents. Ranking diseases highlighted the increased burdens of neoplastic (cancerous), and non-neoplastic respiratory diseases in the heavily polluted area of Portoscuso. The averaged ranks by disease over areas showed lung cancer among the three highest positions.
A Bayesian approach to microwave precipitation profile retrieval
NASA Technical Reports Server (NTRS)
Evans, K. Franklin; Turk, Joseph; Wong, Takmeng; Stephens, Graeme L.
1995-01-01
A multichannel passive microwave precipitation retrieval algorithm is developed. Bayes theorem is used to combine statistical information from numerical cloud models with forward radiative transfer modeling. A multivariate lognormal prior probability distribution contains the covariance information about hydrometeor distribution that resolves the nonuniqueness inherent in the inversion process. Hydrometeor profiles are retrieved by maximizing the posterior probability density for each vector of observations. The hydrometeor profile retrieval method is tested with data from the Advanced Microwave Precipitation Radiometer (10, 19, 37, and 85 GHz) of convection over ocean and land in Florida. The CP-2 multiparameter radar data are used to verify the retrieved profiles. The results show that the method can retrieve approximate hydrometeor profiles, with larger errors over land than water. There is considerably greater accuracy in the retrieval of integrated hydrometeor contents than of profiles. Many of the retrieval errors are traced to problems with the cloud model microphysical information, and future improvements to the algorithm are suggested.
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.
On Some Assumptions of the Null Hypothesis Statistical Testing
ERIC Educational Resources Information Center
Patriota, Alexandre Galvão
2017-01-01
Bayesian and classical statistical approaches are based on different types of logical principles. In order to avoid mistaken inferences and misguided interpretations, the practitioner must respect the inference rules embedded into each statistical method. Ignoring these principles leads to the paradoxical conclusions that the hypothesis…
Howard Stauffer; Nadav Nur
2005-01-01
The papers included in the Advances in Statistics section of the Partners in Flight (PIF) 2002 Proceedings represent a small sample of statistical topics of current importance to Partners In Flight research scientists: hierarchical modeling, estimation of detection probabilities, and Bayesian applications. Sauer et al. (this volume) examines a hierarchical model...
Liu, Fang; Eugenio, Evercita C
2018-04-01
Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.
Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William
2014-03-01
The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.
Online Variational Bayesian Filtering-Based Mobile Target Tracking in Wireless Sensor Networks
Zhou, Bingpeng; Chen, Qingchun; Li, Tiffany Jing; Xiao, Pei
2014-01-01
The received signal strength (RSS)-based online tracking for a mobile node in wireless sensor networks (WSNs) is investigated in this paper. Firstly, a multi-layer dynamic Bayesian network (MDBN) is introduced to characterize the target mobility with either directional or undirected movement. In particular, it is proposed to employ the Wishart distribution to approximate the time-varying RSS measurement precision's randomness due to the target movement. It is shown that the proposed MDBN offers a more general analysis model via incorporating the underlying statistical information of both the target movement and observations, which can be utilized to improve the online tracking capability by exploiting the Bayesian statistics. Secondly, based on the MDBN model, a mean-field variational Bayesian filtering (VBF) algorithm is developed to realize the online tracking of a mobile target in the presence of nonlinear observations and time-varying RSS precision, wherein the traditional Bayesian filtering scheme cannot be directly employed. Thirdly, a joint optimization between the real-time velocity and its prior expectation is proposed to enable online velocity tracking in the proposed online tacking scheme. Finally, the associated Bayesian Cramer–Rao Lower Bound (BCRLB) analysis and numerical simulations are conducted. Our analysis unveils that, by exploiting the potential state information via the general MDBN model, the proposed VBF algorithm provides a promising solution to the online tracking of a mobile node in WSNs. In addition, it is shown that the final tracking accuracy linearly scales with its expectation when the RSS measurement precision is time-varying. PMID:25393784
ERIC Educational Resources Information Center
Yuan, Kun; McCaffrey, Daniel F.; Savitsky, Terrance D.
2013-01-01
Standardized teaching observation protocols have become increasingly popular in evaluating teaching in recent years. One of such protocols that has gained substantial interest from researchers and practitioners is the Classroom Assessment Scoring System-Secondary (CLASSS). According to the developer, CLASS-S has three domains of teacher-student…
NASA Astrophysics Data System (ADS)
Gogu, C.; Haftka, R.; LeRiche, R.; Molimard, J.; Vautrin, A.; Sankar, B.
2008-11-01
The basic formulation of the least squares method, based on the L2 norm of the misfit, is still widely used today for identifying elastic material properties from experimental data. An alternative statistical approach is the Bayesian method. We seek here situations with significant difference between the material properties found by the two methods. For a simple three bar truss example we illustrate three such situations in which the Bayesian approach leads to more accurate results: different magnitude of the measurements, different uncertainty in the measurements and correlation among measurements. When all three effects add up, the Bayesian approach can have a large advantage. We then compared the two methods for identification of elastic constants from plate vibration natural frequencies.
NASA Astrophysics Data System (ADS)
Granade, Christopher; Combes, Joshua; Cory, D. G.
2016-03-01
In recent years, Bayesian methods have been proposed as a solution to a wide range of issues in quantum state and process tomography. State-of-the-art Bayesian tomography solutions suffer from three problems: numerical intractability, a lack of informative prior distributions, and an inability to track time-dependent processes. Here, we address all three problems. First, we use modern statistical methods, as pioneered by Huszár and Houlsby (2012 Phys. Rev. A 85 052120) and by Ferrie (2014 New J. Phys. 16 093035), to make Bayesian tomography numerically tractable. Our approach allows for practical computation of Bayesian point and region estimators for quantum states and channels. Second, we propose the first priors on quantum states and channels that allow for including useful experimental insight. Finally, we develop a method that allows tracking of time-dependent states and estimates the drift and diffusion processes affecting a state. We provide source code and animated visual examples for our methods.
Tweedell, Andrew J.; Haynes, Courtney A.
2017-01-01
The timing of muscle activity is a commonly applied analytic method to understand how the nervous system controls movement. This study systematically evaluates six classes of standard and statistical algorithms to determine muscle onset in both experimental surface electromyography (EMG) and simulated EMG with a known onset time. Eighteen participants had EMG collected from the biceps brachii and vastus lateralis while performing a biceps curl or knee extension, respectively. Three established methods and three statistical methods for EMG onset were evaluated. Linear envelope, Teager-Kaiser energy operator + linear envelope and sample entropy were the established methods evaluated while general time series mean/variance, sequential and batch processing of parametric and nonparametric tools, and Bayesian changepoint analysis were the statistical techniques used. Visual EMG onset (experimental data) and objective EMG onset (simulated data) were compared with algorithmic EMG onset via root mean square error and linear regression models for stepwise elimination of inferior algorithms. The top algorithms for both data types were analyzed for their mean agreement with the gold standard onset and evaluation of 95% confidence intervals. The top algorithms were all Bayesian changepoint analysis iterations where the parameter of the prior (p0) was zero. The best performing Bayesian algorithms were p0 = 0 and a posterior probability for onset determination at 60–90%. While existing algorithms performed reasonably, the Bayesian changepoint analysis methodology provides greater reliability and accuracy when determining the singular onset of EMG activity in a time series. Further research is needed to determine if this class of algorithms perform equally well when the time series has multiple bursts of muscle activity. PMID:28489897
Classical and Bayesian Seismic Yield Estimation: The 1998 Indian and Pakistani Tests
NASA Astrophysics Data System (ADS)
Shumway, R. H.
2001-10-01
- The nuclear tests in May, 1998, in India and Pakistan have stimulated a renewed interest in yield estimation, based on limited data from uncalibrated test sites. We study here the problem of estimating yields using classical and Bayesian methods developed by Shumway (1992), utilizing calibration data from the Semipalatinsk test site and measured magnitudes for the 1998 Indian and Pakistani tests given by Murphy (1998). Calibration is done using multivariate classical or Bayesian linear regression, depending on the availability of measured magnitude-yield data and prior information. Confidence intervals for the classical approach are derived applying an extension of Fieller's method suggested by Brown (1982). In the case where prior information is available, the posterior predictive magnitude densities are inverted to give posterior intervals for yield. Intervals obtained using the joint distribution of magnitudes are comparable to the single-magnitude estimates produced by Murphy (1998) and reinforce the conclusion that the announced yields of the Indian and Pakistani tests were too high.
Classical and Bayesian Seismic Yield Estimation: The 1998 Indian and Pakistani Tests
NASA Astrophysics Data System (ADS)
Shumway, R. H.
The nuclear tests in May, 1998, in India and Pakistan have stimulated a renewed interest in yield estimation, based on limited data from uncalibrated test sites. We study here the problem of estimating yields using classical and Bayesian methods developed by Shumway (1992), utilizing calibration data from the Semipalatinsk test site and measured magnitudes for the 1998 Indian and Pakistani tests given by Murphy (1998). Calibration is done using multivariate classical or Bayesian linear regression, depending on the availability of measured magnitude-yield data and prior information. Confidence intervals for the classical approach are derived applying an extension of Fieller's method suggested by Brown (1982). In the case where prior information is available, the posterior predictive magnitude densities are inverted to give posterior intervals for yield. Intervals obtained using the joint distribution of magnitudes are comparable to the single-magnitude estimates produced by Murphy (1998) and reinforce the conclusion that the announced yields of the Indian and Pakistani tests were too high.
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…
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...
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...
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.
NASA Astrophysics Data System (ADS)
Rubin, D.; Aldering, G.; Barbary, K.; Boone, K.; Chappell, G.; Currie, M.; Deustua, S.; Fagrelius, P.; Fruchter, A.; Hayden, B.; Lidman, C.; Nordin, J.; Perlmutter, S.; Saunders, C.; Sofiatti, C.; Supernova Cosmology Project, The
2015-11-01
While recent supernova (SN) cosmology research has benefited from improved measurements, current analysis approaches are not statistically optimal and will prove insufficient for future surveys. This paper discusses the limitations of current SN cosmological analyses in treating outliers, selection effects, shape- and color-standardization relations, unexplained dispersion, and heterogeneous observations. We present a new Bayesian framework, called UNITY (Unified Nonlinear Inference for Type-Ia cosmologY), that incorporates significant improvements in our ability to confront these effects. We apply the framework to real SN observations and demonstrate smaller statistical and systematic uncertainties. We verify earlier results that SNe Ia require nonlinear shape and color standardizations, but we now include these nonlinear relations in a statistically well-justified way. This analysis was primarily performed blinded, in that the basic framework was first validated on simulated data before transitioning to real data. We also discuss possible extensions of the method.
Krefeld-Schwalb, Antonia; Witte, Erich H.; Zenker, Frank
2018-01-01
In psychology as elsewhere, the main statistical inference strategy to establish empirical effects is null-hypothesis significance testing (NHST). The recent failure to replicate allegedly well-established NHST-results, however, implies that such results lack sufficient statistical power, and thus feature unacceptably high error-rates. Using data-simulation to estimate the error-rates of NHST-results, we advocate the research program strategy (RPS) as a superior methodology. RPS integrates Frequentist with Bayesian inference elements, and leads from a preliminary discovery against a (random) H0-hypothesis to a statistical H1-verification. Not only do RPS-results feature significantly lower error-rates than NHST-results, RPS also addresses key-deficits of a “pure” Frequentist and a standard Bayesian approach. In particular, RPS aggregates underpowered results safely. RPS therefore provides a tool to regain the trust the discipline had lost during the ongoing replicability-crisis. PMID:29740363
Krefeld-Schwalb, Antonia; Witte, Erich H; Zenker, Frank
2018-01-01
In psychology as elsewhere, the main statistical inference strategy to establish empirical effects is null-hypothesis significance testing (NHST). The recent failure to replicate allegedly well-established NHST-results, however, implies that such results lack sufficient statistical power, and thus feature unacceptably high error-rates. Using data-simulation to estimate the error-rates of NHST-results, we advocate the research program strategy (RPS) as a superior methodology. RPS integrates Frequentist with Bayesian inference elements, and leads from a preliminary discovery against a (random) H 0 -hypothesis to a statistical H 1 -verification. Not only do RPS-results feature significantly lower error-rates than NHST-results, RPS also addresses key-deficits of a "pure" Frequentist and a standard Bayesian approach. In particular, RPS aggregates underpowered results safely. RPS therefore provides a tool to regain the trust the discipline had lost during the ongoing replicability-crisis.
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].
NASA Astrophysics Data System (ADS)
Bakoban, Rana A.
2017-08-01
The coefficient of variation [CV] has several applications in applied statistics. So in this paper, we adopt Bayesian and non-Bayesian approaches for the estimation of CV under type-II censored data from extension exponential distribution [EED]. The point and interval estimate of the CV are obtained for each of the maximum likelihood and parametric bootstrap techniques. Also the Bayesian approach with the help of MCMC method is presented. A real data set is presented and analyzed, hence the obtained results are used to assess the obtained theoretical results.
Bayesian Tracking of Emerging Epidemics Using Ensemble Optimal Statistical Interpolation
Cobb, Loren; Krishnamurthy, Ashok; Mandel, Jan; Beezley, Jonathan D.
2014-01-01
We present a preliminary test of the Ensemble Optimal Statistical Interpolation (EnOSI) method for the statistical tracking of an emerging epidemic, with a comparison to its popular relative for Bayesian data assimilation, the Ensemble Kalman Filter (EnKF). The spatial data for this test was generated by a spatial susceptible-infectious-removed (S-I-R) epidemic model of an airborne infectious disease. Both tracking methods in this test employed Poisson rather than Gaussian noise, so as to handle epidemic data more accurately. The EnOSI and EnKF tracking methods worked well on the main body of the simulated spatial epidemic, but the EnOSI was able to detect and track a distant secondary focus of infection that the EnKF missed entirely. PMID:25113590
NASA Astrophysics Data System (ADS)
Kumari, K.; Oberheide, J.
2017-12-01
Nonmigrating tidal diagnostics of SABER temperature observations in the ionospheric dynamo region reveal a large amount of variability on time-scales of a few days to weeks. In this paper, we discuss the physical reasons for the observed short-term tidal variability using a novel approach based on Information theory and Bayesian statistics. We diagnose short-term tidal variability as a function of season, QBO, ENSO, and solar cycle and other drivers using time dependent probability density functions, Shannon entropy and Kullback-Leibler divergence. The statistical significance of the approach and its predictive capability is exemplified using SABER tidal diagnostics with emphasis on the responses to the QBO and solar cycle. Implications for F-region plasma density will be discussed.
Factors contributing to academic achievement: a Bayesian structure equation modelling study
NASA Astrophysics Data System (ADS)
Payandeh Najafabadi, Amir T.; Omidi Najafabadi, Maryam; Farid-Rohani, Mohammad Reza
2013-06-01
In Iran, high school graduates enter university after taking a very difficult entrance exam called the Konkoor. Therefore, only the top-performing students are admitted by universities to continue their bachelor's education in statistics. Surprisingly, statistically, most of such students fall into the following categories: (1) do not succeed in their education despite their excellent performance on the Konkoor and in high school; (2) graduate with a grade point average (GPA) that is considerably lower than their high school GPA; (3) continue their master's education in majors other than statistics and (4) try to find jobs unrelated to statistics. This article employs the well-known and powerful statistical technique, the Bayesian structural equation modelling (SEM), to study the academic success of recent graduates who have studied statistics at Shahid Beheshti University in Iran. This research: (i) considered academic success as a latent variable, which was measured by GPA and other academic success (see below) of students in the target population; (ii) employed the Bayesian SEM, which works properly for small sample sizes and ordinal variables; (iii), which is taken from the literature, developed five main factors that affected academic success and (iv) considered several standard psychological tests and measured characteristics such as 'self-esteem' and 'anxiety'. We then study the impact of such factors on the academic success of the target population. Six factors that positively impact student academic success were identified in the following order of relative impact (from greatest to least): 'Teaching-Evaluation', 'Learner', 'Environment', 'Family', 'Curriculum' and 'Teaching Knowledge'. Particularly, influential variables within each factor have also been noted.
Spectral Analysis of B Stars: An Application of Bayesian Statistics
NASA Astrophysics Data System (ADS)
Mugnes, J.-M.; Robert, C.
2012-12-01
To better understand the processes involved in stellar physics, it is necessary to obtain accurate stellar parameters (effective temperature, surface gravity, abundances…). Spectral analysis is a powerful tool for investigating stars, but it is also vital to reduce uncertainties at a decent computational cost. Here we present a spectral analysis method based on a combination of Bayesian statistics and grids of synthetic spectra obtained with TLUSTY. This method simultaneously constrains the stellar parameters by using all the lines accessible in observed spectra and thus greatly reduces uncertainties and improves the overall spectrum fitting. Preliminary results are shown using spectra from the Observatoire du Mont-Mégantic.
Suggestions for presenting the results of data analyses
Anderson, David R.; Link, William A.; Johnson, Douglas H.; Burnham, Kenneth P.
2001-01-01
We give suggestions for the presentation of research results from frequentist, information-theoretic, and Bayesian analysis paradigms, followed by several general suggestions. The information-theoretic and Bayesian methods offer alternative approaches to data analysis and inference compared to traditionally used methods. Guidance is lacking on the presentation of results under these alternative procedures and on nontesting aspects of classical frequentists methods of statistical analysis. Null hypothesis testing has come under intense criticism. We recommend less reporting of the results of statistical tests of null hypotheses in cases where the null is surely false anyway, or where the null hypothesis is of little interest to science or management.
Quantitative trait nucleotide analysis using Bayesian model selection.
Blangero, John; Goring, Harald H H; Kent, Jack W; Williams, Jeff T; Peterson, Charles P; Almasy, Laura; Dyer, Thomas D
2005-10-01
Although much attention has been given to statistical genetic methods for the initial localization and fine mapping of quantitative trait loci (QTLs), little methodological work has been done to date on the problem of statistically identifying the most likely functional polymorphisms using sequence data. In this paper we provide a general statistical genetic framework, called Bayesian quantitative trait nucleotide (BQTN) analysis, for assessing the likely functional status of genetic variants. The approach requires the initial enumeration of all genetic variants in a set of resequenced individuals. These polymorphisms are then typed in a large number of individuals (potentially in families), and marker variation is related to quantitative phenotypic variation using Bayesian model selection and averaging. For each sequence variant a posterior probability of effect is obtained and can be used to prioritize additional molecular functional experiments. An example of this quantitative nucleotide analysis is provided using the GAW12 simulated data. The results show that the BQTN method may be useful for choosing the most likely functional variants within a gene (or set of genes). We also include instructions on how to use our computer program, SOLAR, for association analysis and BQTN analysis.
Embedding the results of focussed Bayesian fusion into a global context
NASA Astrophysics Data System (ADS)
Sander, Jennifer; Heizmann, Michael
2014-05-01
Bayesian statistics offers a well-founded and powerful fusion methodology also for the fusion of heterogeneous information sources. However, except in special cases, the needed posterior distribution is not analytically derivable. As consequence, Bayesian fusion may cause unacceptably high computational and storage costs in practice. Local Bayesian fusion approaches aim at reducing the complexity of the Bayesian fusion methodology significantly. This is done by concentrating the actual Bayesian fusion on the potentially most task relevant parts of the domain of the Properties of Interest. Our research on these approaches is motivated by an analogy to criminal investigations where criminalists pursue clues also only locally. This publication follows previous publications on a special local Bayesian fusion technique called focussed Bayesian fusion. Here, the actual calculation of the posterior distribution gets completely restricted to a suitably chosen local context. By this, the global posterior distribution is not completely determined. Strategies for using the results of a focussed Bayesian analysis appropriately are needed. In this publication, we primarily contrast different ways of embedding the results of focussed Bayesian fusion explicitly into a global context. To obtain a unique global posterior distribution, we analyze the application of the Maximum Entropy Principle that has been shown to be successfully applicable in metrology and in different other areas. To address the special need for making further decisions subsequently to the actual fusion task, we further analyze criteria for decision making under partial information.
Exoplanet Biosignatures: Future Directions
Bains, William; Cronin, Leroy; DasSarma, Shiladitya; Danielache, Sebastian; Domagal-Goldman, Shawn; Kacar, Betul; Kiang, Nancy Y.; Lenardic, Adrian; Reinhard, Christopher T.; Moore, William; Schwieterman, Edward W.; Shkolnik, Evgenya L.; Smith, Harrison B.
2018-01-01
Abstract We introduce a Bayesian method for guiding future directions for detection of life on exoplanets. We describe empirical and theoretical work necessary to place constraints on the relevant likelihoods, including those emerging from better understanding stellar environment, planetary climate and geophysics, geochemical cycling, the universalities of physics and chemistry, the contingencies of evolutionary history, the properties of life as an emergent complex system, and the mechanisms driving the emergence of life. We provide examples for how the Bayesian formalism could guide future search strategies, including determining observations to prioritize or deciding between targeted searches or larger lower resolution surveys to generate ensemble statistics and address how a Bayesian methodology could constrain the prior probability of life with or without a positive detection. Key Words: Exoplanets—Biosignatures—Life detection—Bayesian analysis. Astrobiology 18, 779–824. PMID:29938538
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.
Population forecasts for Bangladesh, using a Bayesian methodology.
Mahsin, Md; Hossain, Syed Shahadat
2012-12-01
Population projection for many developing countries could be quite a challenging task for the demographers mostly due to lack of availability of enough reliable data. The objective of this paper is to present an overview of the existing methods for population forecasting and to propose an alternative based on the Bayesian statistics, combining the formality of inference. The analysis has been made using Markov Chain Monte Carlo (MCMC) technique for Bayesian methodology available with the software WinBUGS. Convergence diagnostic techniques available with the WinBUGS software have been applied to ensure the convergence of the chains necessary for the implementation of MCMC. The Bayesian approach allows for the use of observed data and expert judgements by means of appropriate priors, and a more realistic population forecasts, along with associated uncertainty, has been possible.
Exoplanet Biosignatures: Future Directions.
Walker, Sara I; Bains, William; Cronin, Leroy; DasSarma, Shiladitya; Danielache, Sebastian; Domagal-Goldman, Shawn; Kacar, Betul; Kiang, Nancy Y; Lenardic, Adrian; Reinhard, Christopher T; Moore, William; Schwieterman, Edward W; Shkolnik, Evgenya L; Smith, Harrison B
2018-06-01
We introduce a Bayesian method for guiding future directions for detection of life on exoplanets. We describe empirical and theoretical work necessary to place constraints on the relevant likelihoods, including those emerging from better understanding stellar environment, planetary climate and geophysics, geochemical cycling, the universalities of physics and chemistry, the contingencies of evolutionary history, the properties of life as an emergent complex system, and the mechanisms driving the emergence of life. We provide examples for how the Bayesian formalism could guide future search strategies, including determining observations to prioritize or deciding between targeted searches or larger lower resolution surveys to generate ensemble statistics and address how a Bayesian methodology could constrain the prior probability of life with or without a positive detection. Key Words: Exoplanets-Biosignatures-Life detection-Bayesian analysis. Astrobiology 18, 779-824.
Bayesian Networks for Modeling Dredging Decisions
2011-10-01
change scenarios. Arctic Expert elicitation Netica Bacon et al . 2002 Identify factors that might lead to a change in land use from farming to...tree) algorithms developed by Lauritzen and Spiegelhalter (1988) and Jensen et al . (1990). Statistical inference is simply the process of...causality when constructing a Bayesian network (Kjaerulff and Madsen 2008, Darwiche 2009, Marcot et al . 2006). A knowledge representation approach is the
Hackstadt, Amber J; Peng, Roger D
2014-11-01
Time series studies have suggested that air pollution can negatively impact health. These studies have typically focused on the total mass of fine particulate matter air pollution or the individual chemical constituents that contribute to it, and not source-specific contributions to air pollution. Source-specific contribution estimates are useful from a regulatory standpoint by allowing regulators to focus limited resources on reducing emissions from sources that are major contributors to air pollution and are also desired when estimating source-specific health effects. However, researchers often lack direct observations of the emissions at the source level. We propose a Bayesian multivariate receptor model to infer information about source contributions from ambient air pollution measurements. The proposed model incorporates information from national databases containing data on both the composition of source emissions and the amount of emissions from known sources of air pollution. The proposed model is used to perform source apportionment analyses for two distinct locations in the United States (Boston, Massachusetts and Phoenix, Arizona). Our results mirror previous source apportionment analyses that did not utilize the information from national databases and provide additional information about uncertainty that is relevant to the estimation of health effects.
He, Jie; Zhao, Yunfeng; Zhao, Jingli; Gao, Jin; Han, Dandan; Xu, Pao; Yang, Runqing
2017-11-02
Because of their high economic importance, growth traits in fish are under continuous improvement. For growth traits that are recorded at multiple time-points in life, the use of univariate and multivariate animal models is limited because of the variable and irregular timing of these measures. Thus, the univariate random regression model (RRM) was introduced for the genetic analysis of dynamic growth traits in fish breeding. We used a multivariate random regression model (MRRM) to analyze genetic changes in growth traits recorded at multiple time-point of genetically-improved farmed tilapia. Legendre polynomials of different orders were applied to characterize the influences of fixed and random effects on growth trajectories. The final MRRM was determined by optimizing the univariate RRM for the analyzed traits separately via penalizing adaptively the likelihood statistical criterion, which is superior to both the Akaike information criterion and the Bayesian information criterion. In the selected MRRM, the additive genetic effects were modeled by Legendre polynomials of three orders for body weight (BWE) and body length (BL) and of two orders for body depth (BD). By using the covariance functions of the MRRM, estimated heritabilities were between 0.086 and 0.628 for BWE, 0.155 and 0.556 for BL, and 0.056 and 0.607 for BD. Only heritabilities for BD measured from 60 to 140 days of age were consistently higher than those estimated by the univariate RRM. All genetic correlations between growth time-points exceeded 0.5 for either single or pairwise time-points. Moreover, correlations between early and late growth time-points were lower. Thus, for phenotypes that are measured repeatedly in aquaculture, an MRRM can enhance the efficiency of the comprehensive selection for BWE and the main morphological traits.
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
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
Kennedy, Paula L; Woodbury, Allan D
2002-01-01
In ground water flow and transport modeling, the heterogeneous nature of porous media has a considerable effect on the resulting flow and solute transport. Some method of generating the heterogeneous field from a limited dataset of uncertain measurements is required. Bayesian updating is one method that interpolates from an uncertain dataset using the statistics of the underlying probability distribution function. In this paper, Bayesian updating was used to determine the heterogeneous natural log transmissivity field for a carbonate and a sandstone aquifer in southern Manitoba. It was determined that the transmissivity in m2/sec followed a natural log normal distribution for both aquifers with a mean of -7.2 and - 8.0 for the carbonate and sandstone aquifers, respectively. The variograms were calculated using an estimator developed by Li and Lake (1994). Fractal nature was not evident in the variogram from either aquifer. The Bayesian updating heterogeneous field provided good results even in cases where little data was available. A large transmissivity zone in the sandstone aquifer was created by the Bayesian procedure, which is not a reflection of any deterministic consideration, but is a natural outcome of updating a prior probability distribution function with observations. The statistical model returns a result that is very reasonable; that is homogeneous in regions where little or no information is available to alter an initial state. No long range correlation trends or fractal behavior of the log-transmissivity field was observed in either aquifer over a distance of about 300 km.
NASA Astrophysics Data System (ADS)
Li, Zhijun; Feng, Maria Q.; Luo, Longxi; Feng, Dongming; Xu, Xiuli
2018-01-01
Uncertainty of modal parameters estimation appear in structural health monitoring (SHM) practice of civil engineering to quite some significant extent due to environmental influences and modeling errors. Reasonable methodologies are needed for processing the uncertainty. Bayesian inference can provide a promising and feasible identification solution for the purpose of SHM. However, there are relatively few researches on the application of Bayesian spectral method in the modal identification using SHM data sets. To extract modal parameters from large data sets collected by SHM system, the Bayesian spectral density algorithm was applied to address the uncertainty of mode extraction from output-only response of a long-span suspension bridge. The posterior most possible values of modal parameters and their uncertainties were estimated through Bayesian inference. A long-term variation and statistical analysis was performed using the sensor data sets collected from the SHM system of the suspension bridge over a one-year period. The t location-scale distribution was shown to be a better candidate function for frequencies of lower modes. On the other hand, the burr distribution provided the best fitting to the higher modes which are sensitive to the temperature. In addition, wind-induced variation of modal parameters was also investigated. It was observed that both the damping ratios and modal forces increased during the period of typhoon excitations. Meanwhile, the modal damping ratios exhibit significant correlation with the spectral intensities of the corresponding modal forces.
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.
Estimation of Lithological Classification in Taipei Basin: A Bayesian Maximum Entropy Method
NASA Astrophysics Data System (ADS)
Wu, Meng-Ting; Lin, Yuan-Chien; Yu, Hwa-Lung
2015-04-01
In environmental or other scientific applications, we must have a certain understanding of geological lithological composition. Because of restrictions of real conditions, only limited amount of data can be acquired. To find out the lithological distribution in the study area, many spatial statistical methods used to estimate the lithological composition on unsampled points or grids. This study applied the Bayesian Maximum Entropy (BME method), which is an emerging method of the geological spatiotemporal statistics field. The BME method can identify the spatiotemporal correlation of the data, and combine not only the hard data but the soft data to improve estimation. The data of lithological classification is discrete categorical data. Therefore, this research applied Categorical BME to establish a complete three-dimensional Lithological estimation model. Apply the limited hard data from the cores and the soft data generated from the geological dating data and the virtual wells to estimate the three-dimensional lithological classification in Taipei Basin. Keywords: Categorical Bayesian Maximum Entropy method, Lithological Classification, Hydrogeological Setting
NASA Technical Reports Server (NTRS)
He, Yuning
2015-01-01
The behavior of complex aerospace systems is governed by numerous parameters. For safety analysis it is important to understand how the system behaves with respect to these parameter values. In particular, understanding the boundaries between safe and unsafe regions is of major importance. In this paper, we describe a hierarchical Bayesian statistical modeling approach for the online detection and characterization of such boundaries. Our method for classification with active learning uses a particle filter-based model and a boundary-aware metric for best performance. From a library of candidate shapes incorporated with domain expert knowledge, the location and parameters of the boundaries are estimated using advanced Bayesian modeling techniques. The results of our boundary analysis are then provided in a form understandable by the domain expert. We illustrate our approach using a simulation model of a NASA neuro-adaptive flight control system, as well as a system for the detection of separation violations in the terminal airspace.
A Monte Carlo–Based Bayesian Approach for Measuring Agreement in a Qualitative Scale
Pérez Sánchez, Carlos Javier
2014-01-01
Agreement analysis has been an active research area whose techniques have been widely applied in psychology and other fields. However, statistical agreement among raters has been mainly considered from a classical statistics point of view. Bayesian methodology is a viable alternative that allows the inclusion of subjective initial information coming from expert opinions, personal judgments, or historical data. A Bayesian approach is proposed by providing a unified Monte Carlo–based framework to estimate all types of measures of agreement in a qualitative scale of response. The approach is conceptually simple and it has a low computational cost. Both informative and non-informative scenarios are considered. In case no initial information is available, the results are in line with the classical methodology, but providing more information on the measures of agreement. For the informative case, some guidelines are presented to elicitate the prior distribution. The approach has been applied to two applications related to schizophrenia diagnosis and sensory analysis. PMID:29881002
Bettenbühl, Mario; Rusconi, Marco; Engbert, Ralf; Holschneider, Matthias
2012-01-01
Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.
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.
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.
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.
Bayesian performance metrics of binary sensors in homeland security applications
NASA Astrophysics Data System (ADS)
Jannson, Tomasz P.; Forrester, Thomas C.
2008-04-01
Bayesian performance metrics, based on such parameters, as: prior probability, probability of detection (or, accuracy), false alarm rate, and positive predictive value, characterizes the performance of binary sensors; i.e., sensors that have only binary response: true target/false target. Such binary sensors, very common in Homeland Security, produce an alarm that can be true, or false. They include: X-ray airport inspection, IED inspections, product quality control, cancer medical diagnosis, part of ATR, and many others. In this paper, we analyze direct and inverse conditional probabilities in the context of Bayesian inference and binary sensors, using X-ray luggage inspection statistical results as a guideline.
The utility of Bayesian predictive probabilities for interim monitoring of clinical trials
Connor, Jason T.; Ayers, Gregory D; Alvarez, JoAnn
2014-01-01
Background Bayesian predictive probabilities can be used for interim monitoring of clinical trials to estimate the probability of observing a statistically significant treatment effect if the trial were to continue to its predefined maximum sample size. Purpose We explore settings in which Bayesian predictive probabilities are advantageous for interim monitoring compared to Bayesian posterior probabilities, p-values, conditional power, or group sequential methods. Results For interim analyses that address prediction hypotheses, such as futility monitoring and efficacy monitoring with lagged outcomes, only predictive probabilities properly account for the amount of data remaining to be observed in a clinical trial and have the flexibility to incorporate additional information via auxiliary variables. Limitations Computational burdens limit the feasibility of predictive probabilities in many clinical trial settings. The specification of prior distributions brings additional challenges for regulatory approval. Conclusions The use of Bayesian predictive probabilities enables the choice of logical interim stopping rules that closely align with the clinical decision making process. PMID:24872363
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.
Deep phylogeographic divergence and cytonuclear discordance in the grasshopper Oedaleus decorus.
Kindler, Eveline; Arlettaz, Raphaël; Heckel, Gerald
2012-11-01
The grasshopper Oedaleus decorus is a thermophilic insect with a large, mostly south-Palaearctic distribution range, stretching from the Mediterranean regions in Europe to Central-Asia and China. In this study, we analyzed the extent of phylogenetic divergence and the recent evolutionary history of the species based on 274 specimens from 26 localities across the distribution range in Europe. Phylogenetic relationships were determined using sequences of two mitochondrial loci (ctr, ND2) with neighbour-joining and Bayesian methods. Additionally, genetic differentiation was analyzed based on mitochondrial DNA and 11 microsatellite markers using F-statistics, model-free multivariate and model-based Bayesian clustering approaches. Phylogenetic analyses detected consistently two highly divergent, allopatrically distributed lineages within O. decorus. The divergence among these Western and Eastern lineages meeting in the region of the Alps was similar to the divergence of each lineage to the sister species O. asiaticus. Genetic differentiation for ctr was extremely high between Western and Eastern grasshopper populations (F(ct)=0.95). Microsatellite markers detected much lower but nevertheless very significant genetic structure among population samples. The nuclear data also demonstrated a case of cytonuclear discordance because the affiliation with mitochondrial lineages was incongruent in Northern Italy. Taken together these results provide evidence of an ancient separation within Oedaleus and either historical introgression of mtDNA among lineages and/or ongoing sex-specific gene flow in this grasshopper. Our study stresses the importance of multilocus approaches for unravelling the history and status of taxa of uncertain evolutionary divergence. Copyright © 2012 Elsevier Inc. All rights reserved.
Quantifying Uncertainty in Inverse Models of Geologic Data from Shear Zones
NASA Astrophysics Data System (ADS)
Davis, J. R.; Titus, S.
2016-12-01
We use Bayesian Markov chain Monte Carlo simulation to quantify uncertainty in inverse models of geologic data. Although this approach can be applied to many tectonic settings, field areas, and mathematical models, we focus on transpressional shear zones. The underlying forward model, either kinematic or dynamic, produces a velocity field, which predicts the dikes, foliation-lineations, crystallographic preferred orientation (CPO), shape preferred orientation (SPO), and other geologic data that should arise in the shear zone. These predictions are compared to data using modern methods of geometric statistics, including the Watson (for lines such as dike poles), isotropic matrix Fisher (for orientations such as foliation-lineations and CPO), and multivariate normal (for log-ellipsoids such as SPO) distributions. The result of the comparison is a likelihood, which is a key ingredient in the Bayesian approach. The other key ingredient is a prior distribution, which reflects the geologist's knowledge of the parameters before seeing the data. For some parameters, such as shear zone strike and dip, we identify realistic informative priors. For other parameters, where the geologist has no prior knowledge, we identify useful uninformative priors.We investigate the performance of this approach through numerical experiments on synthetic data sets. A fundamental issue is that many models of deformation exhibit asymptotic behavior (e.g., flow apophyses, fabric attractors) or periodic behavior (e.g., SPO when the clasts are rigid), which causes the likelihood to be too uniform. Based on our experiments, we offer rules of thumb for how many data, of which types, are needed to constrain deformation.
NASA Technical Reports Server (NTRS)
Gilkey, Kelly M.; Myers, Jerry G.; McRae, Michael P.; Griffin, Elise A.; Kallrui, Aditya S.
2012-01-01
The Exploration Medical Capability project is creating a catalog of risk assessments using the Integrated Medical Model (IMM). The IMM is a software-based system intended to assist mission planners in preparing for spaceflight missions by helping them to make informed decisions about medical preparations and supplies needed for combating and treating various medical events using Probabilistic Risk Assessment. The objective is to use statistical analyses to inform the IMM decision tool with estimated probabilities of medical events occurring during an exploration mission. Because data regarding astronaut health are limited, Bayesian statistical analysis is used. Bayesian inference combines prior knowledge, such as data from the general U.S. population, the U.S. Submarine Force, or the analog astronaut population located at the NASA Johnson Space Center, with observed data for the medical condition of interest. The posterior results reflect the best evidence for specific medical events occurring in flight. Bayes theorem provides a formal mechanism for combining available observed data with data from similar studies to support the quantification process. The IMM team performed Bayesian updates on the following medical events: angina, appendicitis, atrial fibrillation, atrial flutter, dental abscess, dental caries, dental periodontal disease, gallstone disease, herpes zoster, renal stones, seizure, and stroke.
Holm Hansen, Christian; Warner, Pamela; Parker, Richard A; Walker, Brian R; Critchley, Hilary Od; Weir, Christopher J
2017-12-01
It is often unclear what specific adaptive trial design features lead to an efficient design which is also feasible to implement. This article describes the preparatory simulation study for a Bayesian response-adaptive dose-finding trial design. Dexamethasone for Excessive Menstruation aims to assess the efficacy of Dexamethasone in reducing excessive menstrual bleeding and to determine the best dose for further study. To maximise learning about the dose response, patients receive placebo or an active dose with randomisation probabilities adapting based on evidence from patients already recruited. The dose-response relationship is estimated using a flexible Bayesian Normal Dynamic Linear Model. Several competing design options were considered including: number of doses, proportion assigned to placebo, adaptation criterion, and number and timing of adaptations. We performed a fractional factorial study using SAS software to simulate virtual trial data for candidate adaptive designs under a variety of scenarios and to invoke WinBUGS for Bayesian model estimation. We analysed the simulated trial results using Normal linear models to estimate the effects of each design feature on empirical type I error and statistical power. Our readily-implemented approach using widely available statistical software identified a final design which performed robustly across a range of potential trial scenarios.
Lead isotope ratios for bullets, forensic evaluation in a Bayesian paradigm.
Sjåstad, Knut-Endre; Lucy, David; Andersen, Tom
2016-01-01
Forensic science is a discipline concerned with collection, examination and evaluation of physical evidence related to criminal cases. The results from the activities of the forensic scientist may ultimately be presented to the court in such a way that the triers of fact understand the implications of the data. Forensic science has been, and still is, driven by development of new technology, and in the last two decades evaluation of evidence based on logical reasoning and Bayesian statistic has reached some level of general acceptance within the forensic community. Tracing of lead fragments of unknown origin to a given source of ammunition is a task that might be of interest for the Court. Use of data from lead isotope ratios analysis interpreted within a Bayesian framework has shown to be suitable method to guide the Court to draw their conclusion for such task. In this work we have used isotopic composition of lead from small arms projectiles (cal. .22) and developed an approach based on Bayesian statistics and likelihood ratio calculation. The likelihood ratio is a single quantity that provides a measure of the value of evidence that can be used in the deliberation of the court. Copyright © 2015 Elsevier B.V. All rights reserved.
Multivariate meta-analysis using individual participant data
Riley, R. D.; Price, M. J.; Jackson, D.; Wardle, M.; Gueyffier, F.; Wang, J.; Staessen, J. A.; White, I. R.
2016-01-01
When combining results across related studies, a multivariate meta-analysis allows the joint synthesis of correlated effect estimates from multiple outcomes. Joint synthesis can improve efficiency over separate univariate syntheses, may reduce selective outcome reporting biases, and enables joint inferences across the outcomes. A common issue is that within-study correlations needed to fit the multivariate model are unknown from published reports. However, provision of individual participant data (IPD) allows them to be calculated directly. Here, we illustrate how to use IPD to estimate within-study correlations, using a joint linear regression for multiple continuous outcomes and bootstrapping methods for binary, survival and mixed outcomes. In a meta-analysis of 10 hypertension trials, we then show how these methods enable multivariate meta-analysis to address novel clinical questions about continuous, survival and binary outcomes; treatment–covariate interactions; adjusted risk/prognostic factor effects; longitudinal data; prognostic and multiparameter models; and multiple treatment comparisons. Both frequentist and Bayesian approaches are applied, with example software code provided to derive within-study correlations and to fit the models. PMID:26099484
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.
Nonlinear and non-Gaussian Bayesian based handwriting beautification
NASA Astrophysics Data System (ADS)
Shi, Cao; Xiao, Jianguo; Xu, Canhui; Jia, Wenhua
2013-03-01
A framework is proposed in this paper to effectively and efficiently beautify handwriting by means of a novel nonlinear and non-Gaussian Bayesian algorithm. In the proposed framework, format and size of handwriting image are firstly normalized, and then typeface in computer system is applied to optimize vision effect of handwriting. The Bayesian statistics is exploited to characterize the handwriting beautification process as a Bayesian dynamic model. The model parameters to translate, rotate and scale typeface in computer system are controlled by state equation, and the matching optimization between handwriting and transformed typeface is employed by measurement equation. Finally, the new typeface, which is transformed from the original one and gains the best nonlinear and non-Gaussian optimization, is the beautification result of handwriting. Experimental results demonstrate the proposed framework provides a creative handwriting beautification methodology to improve visual acceptance.
Why Are People Bad at Detecting Randomness? A Statistical Argument
ERIC Educational Resources Information Center
Williams, Joseph J.; Griffiths, Thomas L.
2013-01-01
Errors in detecting randomness are often explained in terms of biases and misconceptions. We propose and provide evidence for an account that characterizes the contribution of the inherent statistical difficulty of the task. Our account is based on a Bayesian statistical analysis, focusing on the fact that a random process is a special case of…
Walker, Martin; Basáñez, María-Gloria; Ouédraogo, André Lin; Hermsen, Cornelus; Bousema, Teun; Churcher, Thomas S
2015-01-16
Quantitative molecular methods (QMMs) such as quantitative real-time polymerase chain reaction (q-PCR), reverse-transcriptase PCR (qRT-PCR) and quantitative nucleic acid sequence-based amplification (QT-NASBA) are increasingly used to estimate pathogen density in a variety of clinical and epidemiological contexts. These methods are often classified as semi-quantitative, yet estimates of reliability or sensitivity are seldom reported. Here, a statistical framework is developed for assessing the reliability (uncertainty) of pathogen densities estimated using QMMs and the associated diagnostic sensitivity. The method is illustrated with quantification of Plasmodium falciparum gametocytaemia by QT-NASBA. The reliability of pathogen (e.g. gametocyte) densities, and the accompanying diagnostic sensitivity, estimated by two contrasting statistical calibration techniques, are compared; a traditional method and a mixed model Bayesian approach. The latter accounts for statistical dependence of QMM assays run under identical laboratory protocols and permits structural modelling of experimental measurements, allowing precision to vary with pathogen density. Traditional calibration cannot account for inter-assay variability arising from imperfect QMMs and generates estimates of pathogen density that have poor reliability, are variable among assays and inaccurately reflect diagnostic sensitivity. The Bayesian mixed model approach assimilates information from replica QMM assays, improving reliability and inter-assay homogeneity, providing an accurate appraisal of quantitative and diagnostic performance. Bayesian mixed model statistical calibration supersedes traditional techniques in the context of QMM-derived estimates of pathogen density, offering the potential to improve substantially the depth and quality of clinical and epidemiological inference for a wide variety of pathogens.
Du, Yuanwei; Guo, Yubin
2015-01-01
The intrinsic mechanism of multimorbidity is difficult to recognize and prediction and diagnosis are difficult to carry out accordingly. Bayesian networks can help to diagnose multimorbidity in health care, but it is difficult to obtain the conditional probability table (CPT) because of the lack of clinically statistical data. Today, expert knowledge and experience are increasingly used in training Bayesian networks in order to help predict or diagnose diseases, but the CPT in Bayesian networks is usually irrational or ineffective for ignoring realistic constraints especially in multimorbidity. In order to solve these problems, an evidence reasoning (ER) approach is employed to extract and fuse inference data from experts using a belief distribution and recursive ER algorithm, based on which evidence reasoning method for constructing conditional probability tables in Bayesian network of multimorbidity is presented step by step. A multimorbidity numerical example is used to demonstrate the method and prove its feasibility and application. Bayesian network can be determined as long as the inference assessment is inferred by each expert according to his/her knowledge or experience. Our method is more effective than existing methods for extracting expert inference data accurately and is fused effectively for constructing CPTs in a Bayesian network of multimorbidity.
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.
Learning what to expect (in visual perception)
Seriès, Peggy; Seitz, Aaron R.
2013-01-01
Expectations are known to greatly affect our experience of the world. A growing theory in computational neuroscience is that perception can be successfully described using Bayesian inference models and that the brain is “Bayes-optimal” under some constraints. In this context, expectations are particularly interesting, because they can be viewed as prior beliefs in the statistical inference process. A number of questions remain unsolved, however, for example: How fast do priors change over time? Are there limits in the complexity of the priors that can be learned? How do an individual’s priors compare to the true scene statistics? Can we unlearn priors that are thought to correspond to natural scene statistics? Where and what are the neural substrate of priors? Focusing on the perception of visual motion, we here review recent studies from our laboratories and others addressing these issues. We discuss how these data on motion perception fit within the broader literature on perceptual Bayesian priors, perceptual expectations, and statistical and perceptual learning and review the possible neural basis of priors. PMID:24187536
Statistical Surrogate Modeling of Atmospheric Dispersion Events Using Bayesian Adaptive Splines
NASA Astrophysics Data System (ADS)
Francom, D.; Sansó, B.; Bulaevskaya, V.; Lucas, D. D.
2016-12-01
Uncertainty in the inputs of complex computer models, including atmospheric dispersion and transport codes, is often assessed via statistical surrogate models. Surrogate models are computationally efficient statistical approximations of expensive computer models that enable uncertainty analysis. We introduce Bayesian adaptive spline methods for producing surrogate models that capture the major spatiotemporal patterns of the parent model, while satisfying all the necessities of flexibility, accuracy and computational feasibility. We present novel methodological and computational approaches motivated by a controlled atmospheric tracer release experiment conducted at the Diablo Canyon nuclear power plant in California. Traditional methods for building statistical surrogate models often do not scale well to experiments with large amounts of data. Our approach is well suited to experiments involving large numbers of model inputs, large numbers of simulations, and functional output for each simulation. Our approach allows us to perform global sensitivity analysis with ease. We also present an approach to calibration of simulators using field data.
Bayesian experimental design for models with intractable likelihoods.
Drovandi, Christopher C; Pettitt, Anthony N
2013-12-01
In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.
A Bayesian perspective on Markovian dynamics and the fluctuation theorem
NASA Astrophysics Data System (ADS)
Virgo, Nathaniel
2013-08-01
One of E. T. Jaynes' most important achievements was to derive statistical mechanics from the maximum entropy (MaxEnt) method. I re-examine a relatively new result in statistical mechanics, the Evans-Searles fluctuation theorem, from a MaxEnt perspective. This is done in the belief that interpreting such results in Bayesian terms will lead to new advances in statistical physics. The version of the fluctuation theorem that I will discuss applies to discrete, stochastic systems that begin in a non-equilibrium state and relax toward equilibrium. I will show that for such systems the fluctuation theorem can be seen as a consequence of the fact that the equilibrium distribution must obey the property of detailed balance. Although the principle of detailed balance applies only to equilibrium ensembles, it puts constraints on the form of non-equilibrium trajectories. This will be made clear by taking a novel kind of Bayesian perspective, in which the equilibrium distribution is seen as a prior over the system's set of possible trajectories. Non-equilibrium ensembles are calculated from this prior using Bayes' theorem, with the initial conditions playing the role of the data. I will also comment on the implications of this perspective for the question of how to derive the second law.
Ide, Kazuki; Kawasaki, Yohei; Akutagawa, Maiko; Yamada, Hiroshi
2017-02-01
The aim of this study is to analyze the data obtained from a randomized trial on the prevention of influenza by gargling with green tea, which gave nonsignificant results based on frequentist approaches, by using Bayesian approaches. The posterior proportion, with 95% credible interval (CrI), of influenza in each group was calculated. The Bayesian index θ is the probability that a hypothesis is true. In this case, θ is the probability that the hypothesis that green tea gargling reduced influenza compared with water gargling is true. Univariate and multivariate logistic regression analyses were also performed by using the Markov chain Monte Carlo method. The full analysis set included 747 participants. During the study period, influenza occurred in 44 participants (5.9%). The difference between the two independent binominal proportions was -0.019 (95% CrI, -0.054 to 0.015; θ = 0.87). The partial regression coefficients in the univariate analysis were -0.35 (95% CrI, -1.00 to 0.24) with use of a uniform prior and -0.34 (95% CrI, -0.96 to 0.27) with use of a Jeffreys prior. In the multivariate analysis, the values were -0.37 (95% CrI, -0.96 to 0.30) and -0.36 (95% CrI, -1.03 to 0.21), respectively. The difference between the two independent binominal proportions was less than 0, and θ was greater than 0.85. Therefore, green tea gargling may slightly reduce influenza compared with water gargling. This analysis suggests that green tea gargling can be an additional preventive measure for use with other pharmaceutical and nonpharmaceutical measures and indicates the need for additional studies to confirm the effect of green tea gargling.
Bayesian Nonparametric Prediction and Statistical Inference
1989-09-07
Kadane, J. (1980), "Bayesian decision theory and the sim- plification of models," in Evaluation of Econometric Models, J. Kmenta and J. Ramsey , eds...the random model and weighted least squares regression," in Evaluation of Econometric Models, ed. by J. Kmenta and J. Ramsey , Academic Press, 197-217...likelihood function. On the other hand, H. Jeffreys’s theory of hypothesis testing covers the most important situations in which the prior is not diffuse. See
Dorazio, R.M.; Johnson, F.A.
2003-01-01
Bayesian inference and decision theory may be used in the solution of relatively complex problems of natural resource management, owing to recent advances in statistical theory and computing. In particular, Markov chain Monte Carlo algorithms provide a computational framework for fitting models of adequate complexity and for evaluating the expected consequences of alternative management actions. We illustrate these features using an example based on management of waterfowl habitat.
A Primer on Multivariate Analysis of Variance (MANOVA) for Behavioral Scientists
ERIC Educational Resources Information Center
Warne, Russell T.
2014-01-01
Reviews of statistical procedures (e.g., Bangert & Baumberger, 2005; Kieffer, Reese, & Thompson, 2001; Warne, Lazo, Ramos, & Ritter, 2012) show that one of the most common multivariate statistical methods in psychological research is multivariate analysis of variance (MANOVA). However, MANOVA and its associated procedures are often not…
NASA Technical Reports Server (NTRS)
Wolf, S. F.; Lipschutz, M. E.
1993-01-01
Multivariate statistical analysis techniques (linear discriminant analysis and logistic regression) can provide powerful discrimination tools which are generally unfamiliar to the planetary science community. Fall parameters were used to identify a group of 17 H chondrites (Cluster 1) that were part of a coorbital stream which intersected Earth's orbit in May, from 1855 - 1895, and can be distinguished from all other H chondrite falls. Using multivariate statistical techniques, it was demonstrated that a totally different criterion, labile trace element contents - hence thermal histories - or 13 Cluster 1 meteorites are distinguishable from those of 45 non-Cluster 1 H chondrites. Here, we focus upon the principles of multivariate statistical techniques and illustrate their application using non-meteoritic and meteoritic examples.
Combining statistical inference and decisions in ecology
Williams, Perry J.; Hooten, Mevin B.
2016-01-01
Statistical decision theory (SDT) is a sub-field of decision theory that formally incorporates statistical investigation into a decision-theoretic framework to account for uncertainties in a decision problem. SDT provides a unifying analysis of three types of information: statistical results from a data set, knowledge of the consequences of potential choices (i.e., loss), and prior beliefs about a system. SDT links the theoretical development of a large body of statistical methods including point estimation, hypothesis testing, and confidence interval estimation. The theory and application of SDT have mainly been developed and published in the fields of mathematics, statistics, operations research, and other decision sciences, but have had limited exposure in ecology. Thus, we provide an introduction to SDT for ecologists and describe its utility for linking the conventionally separate tasks of statistical investigation and decision making in a single framework. We describe the basic framework of both Bayesian and frequentist SDT, its traditional use in statistics, and discuss its application to decision problems that occur in ecology. We demonstrate SDT with two types of decisions: Bayesian point estimation, and an applied management problem of selecting a prescribed fire rotation for managing a grassland bird species. Central to SDT, and decision theory in general, are loss functions. Thus, we also provide basic guidance and references for constructing loss functions for an SDT problem.
A bayesian approach to classification criteria for spectacled eiders
Taylor, B.L.; Wade, P.R.; Stehn, R.A.; Cochrane, J.F.
1996-01-01
To facilitate decisions to classify species according to risk of extinction, we used Bayesian methods to analyze trend data for the Spectacled Eider, an arctic sea duck. Trend data from three independent surveys of the Yukon-Kuskokwim Delta were analyzed individually and in combination to yield posterior distributions for population growth rates. We used classification criteria developed by the recovery team for Spectacled Eiders that seek to equalize errors of under- or overprotecting the species. We conducted both a Bayesian decision analysis and a frequentist (classical statistical inference) decision analysis. Bayesian decision analyses are computationally easier, yield basically the same results, and yield results that are easier to explain to nonscientists. With the exception of the aerial survey analysis of the 10 most recent years, both Bayesian and frequentist methods indicated that an endangered classification is warranted. The discrepancy between surveys warrants further research. Although the trend data are abundance indices, we used a preliminary estimate of absolute abundance to demonstrate how to calculate extinction distributions using the joint probability distributions for population growth rate and variance in growth rate generated by the Bayesian analysis. Recent apparent increases in abundance highlight the need for models that apply to declining and then recovering species.
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.
Mathew, Boby; Holand, Anna Marie; Koistinen, Petri; Léon, Jens; Sillanpää, Mikko J
2016-02-01
A novel reparametrization-based INLA approach as a fast alternative to MCMC for the Bayesian estimation of genetic parameters in multivariate animal model is presented. Multi-trait genetic parameter estimation is a relevant topic in animal and plant breeding programs because multi-trait analysis can take into account the genetic correlation between different traits and that significantly improves the accuracy of the genetic parameter estimates. Generally, multi-trait analysis is computationally demanding and requires initial estimates of genetic and residual correlations among the traits, while those are difficult to obtain. In this study, we illustrate how to reparametrize covariance matrices of a multivariate animal model/animal models using modified Cholesky decompositions. This reparametrization-based approach is used in the Integrated Nested Laplace Approximation (INLA) methodology to estimate genetic parameters of multivariate animal model. Immediate benefits are: (1) to avoid difficulties of finding good starting values for analysis which can be a problem, for example in Restricted Maximum Likelihood (REML); (2) Bayesian estimation of (co)variance components using INLA is faster to execute than using Markov Chain Monte Carlo (MCMC) especially when realized relationship matrices are dense. The slight drawback is that priors for covariance matrices are assigned for elements of the Cholesky factor but not directly to the covariance matrix elements as in MCMC. Additionally, we illustrate the concordance of the INLA results with the traditional methods like MCMC and REML approaches. We also present results obtained from simulated data sets with replicates and field data in rice.
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.
BATMAN: Bayesian Technique for Multi-image Analysis
NASA Astrophysics Data System (ADS)
Casado, J.; Ascasibar, Y.; García-Benito, R.; Guidi, G.; Choudhury, O. S.; Bellocchi, E.; Sánchez, S. F.; Díaz, A. I.
2017-04-01
This paper describes the Bayesian Technique for Multi-image Analysis (BATMAN), a novel image-segmentation technique based on Bayesian statistics that characterizes any astronomical data set containing spatial information and performs a tessellation based on the measurements and errors provided as input. The algorithm iteratively merges spatial elements as long as they are statistically consistent with carrying the same information (I.e. identical signal within the errors). We illustrate its operation and performance with a set of test cases including both synthetic and real integral-field spectroscopic data. The output segmentations adapt to the underlying spatial structure, regardless of its morphology and/or the statistical properties of the noise. The quality of the recovered signal represents an improvement with respect to the input, especially in regions with low signal-to-noise ratio. However, the algorithm may be sensitive to small-scale random fluctuations, and its performance in presence of spatial gradients is limited. Due to these effects, errors may be underestimated by as much as a factor of 2. Our analysis reveals that the algorithm prioritizes conservation of all the statistically significant information over noise reduction, and that the precise choice of the input data has a crucial impact on the results. Hence, the philosophy of BaTMAn is not to be used as a 'black box' to improve the signal-to-noise ratio, but as a new approach to characterize spatially resolved data prior to its analysis. The source code is publicly available at http://astro.ft.uam.es/SELGIFS/BaTMAn.
2012-01-01
Background A statistical analysis plan (SAP) is a critical link between how a clinical trial is conducted and the clinical study report. To secure objective study results, regulatory bodies expect that the SAP will meet requirements in pre-specifying inferential analyses and other important statistical techniques. To write a good SAP for model-based sensitivity and ancillary analyses involves non-trivial decisions on and justification of many aspects of the chosen setting. In particular, trials with longitudinal count data as primary endpoints pose challenges for model choice and model validation. In the random effects setting, frequentist strategies for model assessment and model diagnosis are complex and not easily implemented and have several limitations. Therefore, it is of interest to explore Bayesian alternatives which provide the needed decision support to finalize a SAP. Methods We focus on generalized linear mixed models (GLMMs) for the analysis of longitudinal count data. A series of distributions with over- and under-dispersion is considered. Additionally, the structure of the variance components is modified. We perform a simulation study to investigate the discriminatory power of Bayesian tools for model criticism in different scenarios derived from the model setting. We apply the findings to the data from an open clinical trial on vertigo attacks. These data are seen as pilot data for an ongoing phase III trial. To fit GLMMs we use a novel Bayesian computational approach based on integrated nested Laplace approximations (INLAs). The INLA methodology enables the direct computation of leave-one-out predictive distributions. These distributions are crucial for Bayesian model assessment. We evaluate competing GLMMs for longitudinal count data according to the deviance information criterion (DIC) or probability integral transform (PIT), and by using proper scoring rules (e.g. the logarithmic score). Results The instruments under study provide excellent tools for preparing decisions within the SAP in a transparent way when structuring the primary analysis, sensitivity or ancillary analyses, and specific analyses for secondary endpoints. The mean logarithmic score and DIC discriminate well between different model scenarios. It becomes obvious that the naive choice of a conventional random effects Poisson model is often inappropriate for real-life count data. The findings are used to specify an appropriate mixed model employed in the sensitivity analyses of an ongoing phase III trial. Conclusions The proposed Bayesian methods are not only appealing for inference but notably provide a sophisticated insight into different aspects of model performance, such as forecast verification or calibration checks, and can be applied within the model selection process. The mean of the logarithmic score is a robust tool for model ranking and is not sensitive to sample size. Therefore, these Bayesian model selection techniques offer helpful decision support for shaping sensitivity and ancillary analyses in a statistical analysis plan of a clinical trial with longitudinal count data as the primary endpoint. PMID:22962944
Adrion, Christine; Mansmann, Ulrich
2012-09-10
A statistical analysis plan (SAP) is a critical link between how a clinical trial is conducted and the clinical study report. To secure objective study results, regulatory bodies expect that the SAP will meet requirements in pre-specifying inferential analyses and other important statistical techniques. To write a good SAP for model-based sensitivity and ancillary analyses involves non-trivial decisions on and justification of many aspects of the chosen setting. In particular, trials with longitudinal count data as primary endpoints pose challenges for model choice and model validation. In the random effects setting, frequentist strategies for model assessment and model diagnosis are complex and not easily implemented and have several limitations. Therefore, it is of interest to explore Bayesian alternatives which provide the needed decision support to finalize a SAP. We focus on generalized linear mixed models (GLMMs) for the analysis of longitudinal count data. A series of distributions with over- and under-dispersion is considered. Additionally, the structure of the variance components is modified. We perform a simulation study to investigate the discriminatory power of Bayesian tools for model criticism in different scenarios derived from the model setting. We apply the findings to the data from an open clinical trial on vertigo attacks. These data are seen as pilot data for an ongoing phase III trial. To fit GLMMs we use a novel Bayesian computational approach based on integrated nested Laplace approximations (INLAs). The INLA methodology enables the direct computation of leave-one-out predictive distributions. These distributions are crucial for Bayesian model assessment. We evaluate competing GLMMs for longitudinal count data according to the deviance information criterion (DIC) or probability integral transform (PIT), and by using proper scoring rules (e.g. the logarithmic score). The instruments under study provide excellent tools for preparing decisions within the SAP in a transparent way when structuring the primary analysis, sensitivity or ancillary analyses, and specific analyses for secondary endpoints. The mean logarithmic score and DIC discriminate well between different model scenarios. It becomes obvious that the naive choice of a conventional random effects Poisson model is often inappropriate for real-life count data. The findings are used to specify an appropriate mixed model employed in the sensitivity analyses of an ongoing phase III trial. The proposed Bayesian methods are not only appealing for inference but notably provide a sophisticated insight into different aspects of model performance, such as forecast verification or calibration checks, and can be applied within the model selection process. The mean of the logarithmic score is a robust tool for model ranking and is not sensitive to sample size. Therefore, these Bayesian model selection techniques offer helpful decision support for shaping sensitivity and ancillary analyses in a statistical analysis plan of a clinical trial with longitudinal count data as the primary endpoint.
ERIC Educational Resources Information Center
Denbleyker, John Nickolas
2012-01-01
The shortcomings of the proportion above cut (PAC) statistic used so prominently in the educational landscape renders it a very problematic measure for making correct inferences with student test data. The limitations of PAC-based statistics are more pronounced with cross-test comparisons due to their dependency on cut-score locations. A better…
Critical elements on fitting the Bayesian multivariate Poisson Lognormal model
NASA Astrophysics Data System (ADS)
Zamzuri, Zamira Hasanah binti
2015-10-01
Motivated by a problem on fitting multivariate models to traffic accident data, a detailed discussion of the Multivariate Poisson Lognormal (MPL) model is presented. This paper reveals three critical elements on fitting the MPL model: the setting of initial estimates, hyperparameters and tuning parameters. These issues have not been highlighted in the literature. Based on simulation studies conducted, we have shown that to use the Univariate Poisson Model (UPM) estimates as starting values, at least 20,000 iterations are needed to obtain reliable final estimates. We also illustrated the sensitivity of the specific hyperparameter, which if it is not given extra attention, may affect the final estimates. The last issue is regarding the tuning parameters where they depend on the acceptance rate. Finally, a heuristic algorithm to fit the MPL model is presented. This acts as a guide to ensure that the model works satisfactorily given any data set.
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.
Reconstruction of late Holocene climate based on tree growth and mechanistic hierarchical models
Tipton, John; Hooten, Mevin B.; Pederson, Neil; Tingley, Martin; Bishop, Daniel
2016-01-01
Reconstruction of pre-instrumental, late Holocene climate is important for understanding how climate has changed in the past and how climate might change in the future. Statistical prediction of paleoclimate from tree ring widths is challenging because tree ring widths are a one-dimensional summary of annual growth that represents a multi-dimensional set of climatic and biotic influences. We develop a Bayesian hierarchical framework using a nonlinear, biologically motivated tree ring growth model to jointly reconstruct temperature and precipitation in the Hudson Valley, New York. Using a common growth function to describe the response of a tree to climate, we allow for species-specific parameterizations of the growth response. To enable predictive backcasts, we model the climate variables with a vector autoregressive process on an annual timescale coupled with a multivariate conditional autoregressive process that accounts for temporal correlation and cross-correlation between temperature and precipitation on a monthly scale. Our multi-scale temporal model allows for flexibility in the climate response through time at different temporal scales and predicts reasonable climate scenarios given tree ring width data.
A Non-parametric Cutout Index for Robust Evaluation of Identified Proteins*
Serang, Oliver; Paulo, Joao; Steen, Hanno; Steen, Judith A.
2013-01-01
This paper proposes a novel, automated method for evaluating sets of proteins identified using mass spectrometry. The remaining peptide-spectrum match score distributions of protein sets are compared to an empirical absent peptide-spectrum match score distribution, and a Bayesian non-parametric method reminiscent of the Dirichlet process is presented to accurately perform this comparison. Thus, for a given protein set, the process computes the likelihood that the proteins identified are correctly identified. First, the method is used to evaluate protein sets chosen using different protein-level false discovery rate (FDR) thresholds, assigning each protein set a likelihood. The protein set assigned the highest likelihood is used to choose a non-arbitrary protein-level FDR threshold. Because the method can be used to evaluate any protein identification strategy (and is not limited to mere comparisons of different FDR thresholds), we subsequently use the method to compare and evaluate multiple simple methods for merging peptide evidence over replicate experiments. The general statistical approach can be applied to other types of data (e.g. RNA sequencing) and generalizes to multivariate problems. PMID:23292186
[Artificial intelligence to assist clinical diagnosis in medicine].
Lugo-Reyes, Saúl Oswaldo; Maldonado-Colín, Guadalupe; Murata, Chiharu
2014-01-01
Medicine is one of the fields of knowledge that would most benefit from a closer interaction with Computer studies and Mathematics by optimizing complex, imperfect processes such as differential diagnosis; this is the domain of Machine Learning, a branch of Artificial Intelligence that builds and studies systems capable of learning from a set of training data, in order to optimize classification and prediction processes. In Mexico during the last few years, progress has been made on the implementation of electronic clinical records, so that the National Institutes of Health already have accumulated a wealth of stored data. For those data to become knowledge, they need to be processed and analyzed through complex statistical methods, as it is already being done in other countries, employing: case-based reasoning, artificial neural networks, Bayesian classifiers, multivariate logistic regression, or support vector machines, among other methodologies; to assist the clinical diagnosis of acute appendicitis, breast cancer and chronic liver disease, among a wide array of maladies. In this review we shift through concepts, antecedents, current examples and methodologies of machine learning-assisted clinical diagnosis.
A preliminary analysis of quantifying computer security vulnerability data in "the wild"
NASA Astrophysics Data System (ADS)
Farris, Katheryn A.; McNamara, Sean R.; Goldstein, Adam; Cybenko, George
2016-05-01
A system of computers, networks and software has some level of vulnerability exposure that puts it at risk to criminal hackers. Presently, most vulnerability research uses data from software vendors, and the National Vulnerability Database (NVD). We propose an alternative path forward through grounding our analysis in data from the operational information security community, i.e. vulnerability data from "the wild". In this paper, we propose a vulnerability data parsing algorithm and an in-depth univariate and multivariate analysis of the vulnerability arrival and deletion process (also referred to as the vulnerability birth-death process). We find that vulnerability arrivals are best characterized by the log-normal distribution and vulnerability deletions are best characterized by the exponential distribution. These distributions can serve as prior probabilities for future Bayesian analysis. We also find that over 22% of the deleted vulnerability data have a rate of zero, and that the arrival vulnerability data is always greater than zero. Finally, we quantify and visualize the dependencies between vulnerability arrivals and deletions through a bivariate scatterplot and statistical observations.
Bayesian Group Bridge for Bi-level Variable Selection.
Mallick, Himel; Yi, Nengjun
2017-06-01
A Bayesian bi-level variable selection method (BAGB: Bayesian Analysis of Group Bridge) is developed for regularized regression and classification. This new development is motivated by grouped data, where generic variables can be divided into multiple groups, with variables in the same group being mechanistically related or statistically correlated. As an alternative to frequentist group variable selection methods, BAGB incorporates structural information among predictors through a group-wise shrinkage prior. Posterior computation proceeds via an efficient MCMC algorithm. In addition to the usual ease-of-interpretation of hierarchical linear models, the Bayesian formulation produces valid standard errors, a feature that is notably absent in the frequentist framework. Empirical evidence of the attractiveness of the method is illustrated by extensive Monte Carlo simulations and real data analysis. Finally, several extensions of this new approach are presented, providing a unified framework for bi-level variable selection in general models with flexible penalties.
Uncertainty Management for Diagnostics and Prognostics of Batteries using Bayesian Techniques
NASA Technical Reports Server (NTRS)
Saha, Bhaskar; Goebel, kai
2007-01-01
Uncertainty management has always been the key hurdle faced by diagnostics and prognostics algorithms. A Bayesian treatment of this problem provides an elegant and theoretically sound approach to the modern Condition- Based Maintenance (CBM)/Prognostic Health Management (PHM) paradigm. The application of the Bayesian techniques to regression and classification in the form of Relevance Vector Machine (RVM), and to state estimation as in Particle Filters (PF), provides a powerful tool to integrate the diagnosis and prognosis of battery health. The RVM, which is a Bayesian treatment of the Support Vector Machine (SVM), is used for model identification, while the PF framework uses the learnt model, statistical estimates of noise and anticipated operational conditions to provide estimates of remaining useful life (RUL) in the form of a probability density function (PDF). This type of prognostics generates a significant value addition to the management of any operation involving electrical systems.
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.
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.
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
NASA Astrophysics Data System (ADS)
Rosenheim, B. E.; Firesinger, D.; Roberts, M. L.; Burton, J. R.; Khan, N.; Moyer, R. P.
2016-12-01
Radiocarbon (14C) sediment core chronologies benefit from a high density of dates, even when precision of individual dates is sacrificed. This is demonstrated by a combined approach of rapid 14C analysis of CO2 gas generated from carbonates and organic material coupled with Bayesian statistical modeling. Analysis of 14C is facilitated by the gas ion source on the Continuous Flow Accelerator Mass Spectrometry (CFAMS) system at the Woods Hole Oceanographic Institution's National Ocean Sciences Accelerator Mass Spectrometry facility. This instrument is capable of producing a 14C determination of +/- 100 14C y precision every 4-5 minutes, with limited sample handling (dissolution of carbonates and/or combustion of organic carbon in evacuated containers). Rapid analysis allows over-preparation of samples to include replicates at each depth and/or comparison of different sample types at particular depths in a sediment or peat core. Analysis priority is given to depths that have the least chronologic precision as determined by Bayesian modeling of the chronology of calibrated ages. Use of such a statistical approach to determine the order in which samples are run ensures that the chronology constantly improves so long as material is available for the analysis of chronologic weak points. Ultimately, accuracy of the chronology is determined by the material that is actually being dated, and our combined approach allows testing of different constituents of the organic carbon pool and the carbonate minerals within a core. We will present preliminary results from a deep-sea sediment core abundant in deep-sea foraminifera as well as coastal wetland peat cores to demonstrate statistical improvements in sediment- and peat-core chronologies obtained by increasing the quantity and decreasing the quality of individual dates.
Predicting Rotator Cuff Tears Using Data Mining and Bayesian Likelihood Ratios
Lu, Hsueh-Yi; Huang, Chen-Yuan; Su, Chwen-Tzeng; Lin, Chen-Chiang
2014-01-01
Objectives Rotator cuff tear is a common cause of shoulder diseases. Correct diagnosis of rotator cuff tears can save patients from further invasive, costly and painful tests. This study used predictive data mining and Bayesian theory to improve the accuracy of diagnosing rotator cuff tears by clinical examination alone. Methods In this retrospective study, 169 patients who had a preliminary diagnosis of rotator cuff tear on the basis of clinical evaluation followed by confirmatory MRI between 2007 and 2011 were identified. MRI was used as a reference standard to classify rotator cuff tears. The predictor variable was the clinical assessment results, which consisted of 16 attributes. This study employed 2 data mining methods (ANN and the decision tree) and a statistical method (logistic regression) to classify the rotator cuff diagnosis into “tear” and “no tear” groups. Likelihood ratio and Bayesian theory were applied to estimate the probability of rotator cuff tears based on the results of the prediction models. Results Our proposed data mining procedures outperformed the classic statistical method. The correction rate, sensitivity, specificity and area under the ROC curve of predicting a rotator cuff tear were statistical better in the ANN and decision tree models compared to logistic regression. Based on likelihood ratios derived from our prediction models, Fagan's nomogram could be constructed to assess the probability of a patient who has a rotator cuff tear using a pretest probability and a prediction result (tear or no tear). Conclusions Our predictive data mining models, combined with likelihood ratios and Bayesian theory, appear to be good tools to classify rotator cuff tears as well as determine the probability of the presence of the disease to enhance diagnostic decision making for rotator cuff tears. PMID:24733553
A Bayesian nonparametric method for prediction in EST analysis
Lijoi, Antonio; Mena, Ramsés H; Prünster, Igor
2007-01-01
Background Expressed sequence tags (ESTs) analyses are a fundamental tool for gene identification in organisms. Given a preliminary EST sample from a certain library, several statistical prediction problems arise. In particular, it is of interest to estimate how many new genes can be detected in a future EST sample of given size and also to determine the gene discovery rate: these estimates represent the basis for deciding whether to proceed sequencing the library and, in case of a positive decision, a guideline for selecting the size of the new sample. Such information is also useful for establishing sequencing efficiency in experimental design and for measuring the degree of redundancy of an EST library. Results In this work we propose a Bayesian nonparametric approach for tackling statistical problems related to EST surveys. In particular, we provide estimates for: a) the coverage, defined as the proportion of unique genes in the library represented in the given sample of reads; b) the number of new unique genes to be observed in a future sample; c) the discovery rate of new genes as a function of the future sample size. The Bayesian nonparametric model we adopt conveys, in a statistically rigorous way, the available information into prediction. Our proposal has appealing properties over frequentist nonparametric methods, which become unstable when prediction is required for large future samples. EST libraries, previously studied with frequentist methods, are analyzed in detail. Conclusion The Bayesian nonparametric approach we undertake yields valuable tools for gene capture and prediction in EST libraries. The estimators we obtain do not feature the kind of drawbacks associated with frequentist estimators and are reliable for any size of the additional sample. PMID:17868445
Nonparametric analysis of Minnesota spruce and aspen tree data and LANDSAT data
NASA Technical Reports Server (NTRS)
Scott, D. W.; Jee, R.
1984-01-01
The application of nonparametric methods in data-intensive problems faced by NASA is described. The theoretical development of efficient multivariate density estimators and the novel use of color graphics workstations are reviewed. The use of nonparametric density estimates for data representation and for Bayesian classification are described and illustrated. Progress in building a data analysis system in a workstation environment is reviewed and preliminary runs presented.
Genetic Structure of Bluefin Tuna in the Mediterranean Sea Correlates with Environmental Variables
Riccioni, Giulia; Stagioni, Marco; Landi, Monica; Ferrara, Giorgia; Barbujani, Guido; Tinti, Fausto
2013-01-01
Background Atlantic Bluefin Tuna (ABFT) shows complex demography and ecological variation in the Mediterranean Sea. Genetic surveys have detected significant, although weak, signals of population structuring; catch series analyses and tagging programs identified complex ABFT spatial dynamics and migration patterns. Here, we tested the hypothesis that the genetic structure of the ABFT in the Mediterranean is correlated with mean surface temperature and salinity. Methodology We used six samples collected from Western and Central Mediterranean integrated with a new sample collected from the recently identified easternmost reproductive area of Levantine Sea. To assess population structure in the Mediterranean we used a multidisciplinary framework combining classical population genetics, spatial and Bayesian clustering methods and a multivariate approach based on factor analysis. Conclusions FST analysis and Bayesian clustering methods detected several subpopulations in the Mediterranean, a result also supported by multivariate analyses. In addition, we identified significant correlations of genetic diversity with mean salinity and surface temperature values revealing that ABFT is genetically structured along two environmental gradients. These results suggest that a preference for some spawning habitat conditions could contribute to shape ABFT genetic structuring in the Mediterranean. However, further studies should be performed to assess to what extent ABFT spawning behaviour in the Mediterranean Sea can be affected by environmental variation. PMID:24260341
A BAYESIAN STATISTICAL APPROACHES FOR THE EVALUATION OF CMAQ
This research focuses on the application of spatial statistical techniques for the evaluation of the Community Multiscale Air Quality (CMAQ) model. The upcoming release version of the CMAQ model was run for the calendar year 2001 and is in the process of being evaluated by EPA an...
Modeling Statistical Insensitivity: Sources of Suboptimal Behavior
ERIC Educational Resources Information Center
Gagliardi, Annie; Feldman, Naomi H.; Lidz, Jeffrey
2017-01-01
Children acquiring languages with noun classes (grammatical gender) have ample statistical information available that characterizes the distribution of nouns into these classes, but their use of this information to classify novel nouns differs from the predictions made by an optimal Bayesian classifier. We use rational analysis to investigate the…
Nariai, N; Kim, S; Imoto, S; Miyano, S
2004-01-01
We propose a statistical method to estimate gene networks from DNA microarray data and protein-protein interactions. Because physical interactions between proteins or multiprotein complexes are likely to regulate biological processes, using only mRNA expression data is not sufficient for estimating a gene network accurately. Our method adds knowledge about protein-protein interactions to the estimation method of gene networks under a Bayesian statistical framework. In the estimated gene network, a protein complex is modeled as a virtual node based on principal component analysis. We show the effectiveness of the proposed method through the analysis of Saccharomyces cerevisiae cell cycle data. The proposed method improves the accuracy of the estimated gene networks, and successfully identifies some biological facts.
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.
Truth, models, model sets, AIC, and multimodel inference: a Bayesian perspective
Barker, Richard J.; Link, William A.
2015-01-01
Statistical inference begins with viewing data as realizations of stochastic processes. Mathematical models provide partial descriptions of these processes; inference is the process of using the data to obtain a more complete description of the stochastic processes. Wildlife and ecological scientists have become increasingly concerned with the conditional nature of model-based inference: what if the model is wrong? Over the last 2 decades, Akaike's Information Criterion (AIC) has been widely and increasingly used in wildlife statistics for 2 related purposes, first for model choice and second to quantify model uncertainty. We argue that for the second of these purposes, the Bayesian paradigm provides the natural framework for describing uncertainty associated with model choice and provides the most easily communicated basis for model weighting. Moreover, Bayesian arguments provide the sole justification for interpreting model weights (including AIC weights) as coherent (mathematically self consistent) model probabilities. This interpretation requires treating the model as an exact description of the data-generating mechanism. We discuss the implications of this assumption, and conclude that more emphasis is needed on model checking to provide confidence in the quality of inference.
Wu, Jianyong; Gronewold, Andrew D; Rodriguez, Roberto A; Stewart, Jill R; Sobsey, Mark D
2014-02-01
Rapid quantification of viral pathogens in drinking and recreational water can help reduce waterborne disease risks. For this purpose, samples in small volume (e.g. 1L) are favored because of the convenience of collection, transportation and processing. However, the results of viral analysis are often subject to uncertainty. To overcome this limitation, we propose an approach that integrates Bayesian statistics, efficient concentration methods, and quantitative PCR (qPCR) to quantify viral pathogens in water. Using this approach, we quantified human adenoviruses (HAdVs) in eighteen samples of source water collected from six drinking water treatment plants. HAdVs were found in seven samples. In the other eleven samples, HAdVs were not detected by qPCR, but might have existed based on Bayesian inference. Our integrated approach that quantifies uncertainty provides a better understanding than conventional assessments of potential risks to public health, particularly in cases when pathogens may present a threat but cannot be detected by traditional methods. © 2013 Elsevier B.V. All rights reserved.
Genome-wide regression and prediction with the BGLR statistical package.
Pérez, Paulino; de los Campos, Gustavo
2014-10-01
Many modern genomic data analyses require implementing regressions where the number of parameters (p, e.g., the number of marker effects) exceeds sample size (n). Implementing these large-p-with-small-n regressions poses several statistical and computational challenges, some of which can be confronted using Bayesian methods. This approach allows integrating various parametric and nonparametric shrinkage and variable selection procedures in a unified and consistent manner. The BGLR R-package implements a large collection of Bayesian regression models, including parametric variable selection and shrinkage methods and semiparametric procedures (Bayesian reproducing kernel Hilbert spaces regressions, RKHS). The software was originally developed for genomic applications; however, the methods implemented are useful for many nongenomic applications as well. The response can be continuous (censored or not) or categorical (either binary or ordinal). The algorithm is based on a Gibbs sampler with scalar updates and the implementation takes advantage of efficient compiled C and Fortran routines. In this article we describe the methods implemented in BGLR, present examples of the use of the package, and discuss practical issues emerging in real-data analysis. Copyright © 2014 by the Genetics Society of America.
Bayesian Estimation of Thermonuclear Reaction Rates for Deuterium+Deuterium Reactions
NASA Astrophysics Data System (ADS)
Gómez Iñesta, Á.; Iliadis, C.; Coc, A.
2017-11-01
The study of d+d reactions is of major interest since their reaction rates affect the predicted abundances of D, 3He, and 7Li. In particular, recent measurements of primordial D/H ratios call for reduced uncertainties in the theoretical abundances predicted by Big Bang nucleosynthesis (BBN). Different authors have studied reactions involved in BBN by incorporating new experimental data and a careful treatment of systematic and probabilistic uncertainties. To analyze the experimental data, Coc et al. used results of ab initio models for the theoretical calculation of the energy dependence of S-factors in conjunction with traditional statistical methods based on χ 2 minimization. Bayesian methods have now spread to many scientific fields and provide numerous advantages in data analysis. Astrophysical S-factors and reaction rates using Bayesian statistics were calculated by Iliadis et al. Here we present a similar analysis for two d+d reactions, d(d, n)3He and d(d, p)3H, that has been translated into a total decrease of the predicted D/H value by 0.16%.
NASA Astrophysics Data System (ADS)
Knuth, K. H.
2001-05-01
We consider the application of Bayesian inference to the study of self-organized structures in complex adaptive systems. In particular, we examine the distribution of elements, agents, or processes in systems dominated by hierarchical structure. We demonstrate that results obtained by Caianiello [1] on Hierarchical Modular Systems (HMS) can be found by applying Jaynes' Principle of Group Invariance [2] to a few key assumptions about our knowledge of hierarchical organization. Subsequent application of the Principle of Maximum Entropy allows inferences to be made about specific systems. The utility of the Bayesian method is considered by examining both successes and failures of the hierarchical model. We discuss how Caianiello's original statements suffer from the Mind Projection Fallacy [3] and we restate his assumptions thus widening the applicability of the HMS model. The relationship between inference and statistical physics, described by Jaynes [4], is reiterated with the expectation that this realization will aid the field of complex systems research by moving away from often inappropriate direct application of statistical mechanics to a more encompassing inferential methodology.
Efficient Algorithms for Bayesian Network Parameter Learning from Incomplete Data
2015-07-01
Efficient Algorithms for Bayesian Network Parameter Learning from Incomplete Data Guy Van den Broeck∗ and Karthika Mohan∗ and Arthur Choi and Adnan ...notwithstanding any other provision of law , no person shall be subject to a penalty for failing to comply with a collection of information if it does...Wasserman, L. (2011). All of Statistics. Springer Science & Business Media. Yaramakala, S., & Margaritis, D. (2005). Speculative markov blanket discovery for optimal feature selection. In Proceedings of ICDM.
Inverse and forward modeling under uncertainty using MRE-based Bayesian approach
NASA Astrophysics Data System (ADS)
Hou, Z.; Rubin, Y.
2004-12-01
A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.
Bayesian Statistics and Uncertainty Quantification for Safety Boundary Analysis in Complex Systems
NASA Technical Reports Server (NTRS)
He, Yuning; Davies, Misty Dawn
2014-01-01
The analysis of a safety-critical system often requires detailed knowledge of safe regions and their highdimensional non-linear boundaries. We present a statistical approach to iteratively detect and characterize the boundaries, which are provided as parameterized shape candidates. Using methods from uncertainty quantification and active learning, we incrementally construct a statistical model from only few simulation runs and obtain statistically sound estimates of the shape parameters for safety boundaries.
Statistical Symbolic Execution with Informed Sampling
NASA Technical Reports Server (NTRS)
Filieri, Antonio; Pasareanu, Corina S.; Visser, Willem; Geldenhuys, Jaco
2014-01-01
Symbolic execution techniques have been proposed recently for the probabilistic analysis of programs. These techniques seek to quantify the likelihood of reaching program events of interest, e.g., assert violations. They have many promising applications but have scalability issues due to high computational demand. To address this challenge, we propose a statistical symbolic execution technique that performs Monte Carlo sampling of the symbolic program paths and uses the obtained information for Bayesian estimation and hypothesis testing with respect to the probability of reaching the target events. To speed up the convergence of the statistical analysis, we propose Informed Sampling, an iterative symbolic execution that first explores the paths that have high statistical significance, prunes them from the state space and guides the execution towards less likely paths. The technique combines Bayesian estimation with a partial exact analysis for the pruned paths leading to provably improved convergence of the statistical analysis. We have implemented statistical symbolic execution with in- formed sampling in the Symbolic PathFinder tool. We show experimentally that the informed sampling obtains more precise results and converges faster than a purely statistical analysis and may also be more efficient than an exact symbolic analysis. When the latter does not terminate symbolic execution with informed sampling can give meaningful results under the same time and memory limits.
Numerical study on the sequential Bayesian approach for radioactive materials detection
NASA Astrophysics Data System (ADS)
Qingpei, Xiang; Dongfeng, Tian; Jianyu, Zhu; Fanhua, Hao; Ge, Ding; Jun, Zeng
2013-01-01
A new detection method, based on the sequential Bayesian approach proposed by Candy et al., offers new horizons for the research of radioactive detection. Compared with the commonly adopted detection methods incorporated with statistical theory, the sequential Bayesian approach offers the advantages of shorter verification time during the analysis of spectra that contain low total counts, especially in complex radionuclide components. In this paper, a simulation experiment platform implanted with the methodology of sequential Bayesian approach was developed. Events sequences of γ-rays associating with the true parameters of a LaBr3(Ce) detector were obtained based on an events sequence generator using Monte Carlo sampling theory to study the performance of the sequential Bayesian approach. The numerical experimental results are in accordance with those of Candy. Moreover, the relationship between the detection model and the event generator, respectively represented by the expected detection rate (Am) and the tested detection rate (Gm) parameters, is investigated. To achieve an optimal performance for this processor, the interval of the tested detection rate as a function of the expected detection rate is also presented.
Problems with Multivariate Normality: Can the Multivariate Bootstrap Help?
ERIC Educational Resources Information Center
Thompson, Bruce
Multivariate normality is required for some statistical tests. This paper explores the implications of violating the assumption of multivariate normality and illustrates a graphical procedure for evaluating multivariate normality. The logic for using the multivariate bootstrap is presented. The multivariate bootstrap can be used when distribution…
NASA Astrophysics Data System (ADS)
Goodman, Steven N.
1989-11-01
This dissertation explores the use of a mathematical measure of statistical evidence, the log likelihood ratio, in clinical trials. The methods and thinking behind the use of an evidential measure are contrasted with traditional methods of analyzing data, which depend primarily on a p-value as an estimate of the statistical strength of an observed data pattern. It is contended that neither the behavioral dictates of Neyman-Pearson hypothesis testing methods, nor the coherency dictates of Bayesian methods are realistic models on which to base inference. The use of the likelihood alone is applied to four aspects of trial design or conduct: the calculation of sample size, the monitoring of data, testing for the equivalence of two treatments, and meta-analysis--the combining of results from different trials. Finally, a more general model of statistical inference, using belief functions, is used to see if it is possible to separate the assessment of evidence from our background knowledge. It is shown that traditional and Bayesian methods can be modeled as two ends of a continuum of structured background knowledge, methods which summarize evidence at the point of maximum likelihood assuming no structure, and Bayesian methods assuming complete knowledge. Both schools are seen to be missing a concept of ignorance- -uncommitted belief. This concept provides the key to understanding the problem of sampling to a foregone conclusion and the role of frequency properties in statistical inference. The conclusion is that statistical evidence cannot be defined independently of background knowledge, and that frequency properties of an estimator are an indirect measure of uncommitted belief. Several likelihood summaries need to be used in clinical trials, with the quantitative disparity between summaries being an indirect measure of our ignorance. This conclusion is linked with parallel ideas in the philosophy of science and cognitive psychology.
Analyzing Faculty Salaries When Statistics Fail.
ERIC Educational Resources Information Center
Simpson, William A.
The role played by nonstatistical procedures, in contrast to multivariant statistical approaches, in analyzing faculty salaries is discussed. Multivariant statistical methods are usually used to establish or defend against prima facia cases of gender and ethnic discrimination with respect to faculty salaries. These techniques are not applicable,…
Order priors for Bayesian network discovery with an application to malware phylogeny
Oyen, Diane; Anderson, Blake; Sentz, Kari; ...
2017-09-15
Here, Bayesian networks have been used extensively to model and discover dependency relationships among sets of random variables. We learn Bayesian network structure with a combination of human knowledge about the partial ordering of variables and statistical inference of conditional dependencies from observed data. Our approach leverages complementary information from human knowledge and inference from observed data to produce networks that reflect human beliefs about the system as well as to fit the observed data. Applying prior beliefs about partial orderings of variables is an approach distinctly different from existing methods that incorporate prior beliefs about direct dependencies (or edges)more » in a Bayesian network. We provide an efficient implementation of the partial-order prior in a Bayesian structure discovery learning algorithm, as well as an edge prior, showing that both priors meet the local modularity requirement necessary for an efficient Bayesian discovery algorithm. In benchmark studies, the partial-order prior improves the accuracy of Bayesian network structure learning as well as the edge prior, even though order priors are more general. Our primary motivation is in characterizing the evolution of families of malware to aid cyber security analysts. For the problem of malware phylogeny discovery, we find that our algorithm, compared to existing malware phylogeny algorithms, more accurately discovers true dependencies that are missed by other algorithms.« less
Order priors for Bayesian network discovery with an application to malware phylogeny
DOE Office of Scientific and Technical Information (OSTI.GOV)
Oyen, Diane; Anderson, Blake; Sentz, Kari
Here, Bayesian networks have been used extensively to model and discover dependency relationships among sets of random variables. We learn Bayesian network structure with a combination of human knowledge about the partial ordering of variables and statistical inference of conditional dependencies from observed data. Our approach leverages complementary information from human knowledge and inference from observed data to produce networks that reflect human beliefs about the system as well as to fit the observed data. Applying prior beliefs about partial orderings of variables is an approach distinctly different from existing methods that incorporate prior beliefs about direct dependencies (or edges)more » in a Bayesian network. We provide an efficient implementation of the partial-order prior in a Bayesian structure discovery learning algorithm, as well as an edge prior, showing that both priors meet the local modularity requirement necessary for an efficient Bayesian discovery algorithm. In benchmark studies, the partial-order prior improves the accuracy of Bayesian network structure learning as well as the edge prior, even though order priors are more general. Our primary motivation is in characterizing the evolution of families of malware to aid cyber security analysts. For the problem of malware phylogeny discovery, we find that our algorithm, compared to existing malware phylogeny algorithms, more accurately discovers true dependencies that are missed by other algorithms.« less
NASA Astrophysics Data System (ADS)
Cox, M.; Shirono, K.
2017-10-01
A criticism levelled at the Guide to the Expression of Uncertainty in Measurement (GUM) is that it is based on a mixture of frequentist and Bayesian thinking. In particular, the GUM’s Type A (statistical) uncertainty evaluations are frequentist, whereas the Type B evaluations, using state-of-knowledge distributions, are Bayesian. In contrast, making the GUM fully Bayesian implies, among other things, that a conventional objective Bayesian approach to Type A uncertainty evaluation for a number n of observations leads to the impractical consequence that n must be at least equal to 4, thus presenting a difficulty for many metrologists. This paper presents a Bayesian analysis of Type A uncertainty evaluation that applies for all n ≥slant 2 , as in the frequentist analysis in the current GUM. The analysis is based on assuming that the observations are drawn from a normal distribution (as in the conventional objective Bayesian analysis), but uses an informative prior based on lower and upper bounds for the standard deviation of the sampling distribution for the quantity under consideration. The main outcome of the analysis is a closed-form mathematical expression for the factor by which the standard deviation of the mean observation should be multiplied to calculate the required standard uncertainty. Metrological examples are used to illustrate the approach, which is straightforward to apply using a formula or look-up table.
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.
Karabatsos, George
2017-02-01
Most of applied statistics involves regression analysis of data. In practice, it is important to specify a regression model that has minimal assumptions which are not violated by data, to ensure that statistical inferences from the model are informative and not misleading. This paper presents a stand-alone and menu-driven software package, Bayesian Regression: Nonparametric and Parametric Models, constructed from MATLAB Compiler. Currently, this package gives the user a choice from 83 Bayesian models for data analysis. They include 47 Bayesian nonparametric (BNP) infinite-mixture regression models; 5 BNP infinite-mixture models for density estimation; and 31 normal random effects models (HLMs), including normal linear models. Each of the 78 regression models handles either a continuous, binary, or ordinal dependent variable, and can handle multi-level (grouped) data. All 83 Bayesian models can handle the analysis of weighted observations (e.g., for meta-analysis), and the analysis of left-censored, right-censored, and/or interval-censored data. Each BNP infinite-mixture model has a mixture distribution assigned one of various BNP prior distributions, including priors defined by either the Dirichlet process, Pitman-Yor process (including the normalized stable process), beta (two-parameter) process, normalized inverse-Gaussian process, geometric weights prior, dependent Dirichlet process, or the dependent infinite-probits prior. The software user can mouse-click to select a Bayesian model and perform data analysis via Markov chain Monte Carlo (MCMC) sampling. After the sampling completes, the software automatically opens text output that reports MCMC-based estimates of the model's posterior distribution and model predictive fit to the data. Additional text and/or graphical output can be generated by mouse-clicking other menu options. This includes output of MCMC convergence analyses, and estimates of the model's posterior predictive distribution, for selected functionals and values of covariates. The software is illustrated through the BNP regression analysis of real data.
NASA Astrophysics Data System (ADS)
Discamps, Emmanuel; Jaubert, Jacques; Bachellerie, François
2011-09-01
The evolution in the selection of prey made by past humans, especially the Neandertals and the first anatomically modern humans, has been widely debated. Between Marine Isotope Stages (MIS) 5 and 3, the accuracy of absolute dating is still insufficient to precisely correlate paleoclimatic and archaeological data. It is often difficult, therefore, to estimate to what extent changes in species procurement are correlated with either climate fluctuations or deliberate cultural choices in terms of subsistence behavior. Here, the full development of archeostratigraphy and Bayesian statistical analysis of absolute dates allows the archeological and paleoclimatic chronologies to be compared. The variability in hunted fauna is investigated using multivariate statistical analysis of quantitative faunal lists of 148 assemblages from 39 archeological sequences from MIS 5 through MIS 3. Despite significant intra-technocomplex variability, it is possible to identify major shifts in the human diet during these stages. The integration of archeological data, paleoclimatic proxies and the ecological characteristics of the different species of prey shows that the shifts in large game hunting can be explained by an adaptation of the human groups to climatic fluctuations. However, even if Middle and Early Upper Paleolithic men adapted to changes in their environment and to contrasting landscapes, they ultimately belonged to the ecosystems of the past and were limited by environmental constraints.
ERIC Educational Resources Information Center
Marmolejo-Ramos, Fernando; Cousineau, Denis
2017-01-01
The number of articles showing dissatisfaction with the null hypothesis statistical testing (NHST) framework has been progressively increasing over the years. Alternatives to NHST have been proposed and the Bayesian approach seems to have achieved the highest amount of visibility. In this last part of the special issue, a few alternative…
Robust, Adaptive Functional Regression in Functional Mixed Model Framework.
Zhu, Hongxiao; Brown, Philip J; Morris, Jeffrey S
2011-09-01
Functional data are increasingly encountered in scientific studies, and their high dimensionality and complexity lead to many analytical challenges. Various methods for functional data analysis have been developed, including functional response regression methods that involve regression of a functional response on univariate/multivariate predictors with nonparametrically represented functional coefficients. In existing methods, however, the functional regression can be sensitive to outlying curves and outlying regions of curves, so is not robust. In this paper, we introduce a new Bayesian method, robust functional mixed models (R-FMM), for performing robust functional regression within the general functional mixed model framework, which includes multiple continuous or categorical predictors and random effect functions accommodating potential between-function correlation induced by the experimental design. The underlying model involves a hierarchical scale mixture model for the fixed effects, random effect and residual error functions. These modeling assumptions across curves result in robust nonparametric estimators of the fixed and random effect functions which down-weight outlying curves and regions of curves, and produce statistics that can be used to flag global and local outliers. These assumptions also lead to distributions across wavelet coefficients that have outstanding sparsity and adaptive shrinkage properties, with great flexibility for the data to determine the sparsity and the heaviness of the tails. Together with the down-weighting of outliers, these within-curve properties lead to fixed and random effect function estimates that appear in our simulations to be remarkably adaptive in their ability to remove spurious features yet retain true features of the functions. We have developed general code to implement this fully Bayesian method that is automatic, requiring the user to only provide the functional data and design matrices. It is efficient enough to handle large data sets, and yields posterior samples of all model parameters that can be used to perform desired Bayesian estimation and inference. Although we present details for a specific implementation of the R-FMM using specific distributional choices in the hierarchical model, 1D functions, and wavelet transforms, the method can be applied more generally using other heavy-tailed distributions, higher dimensional functions (e.g. images), and using other invertible transformations as alternatives to wavelets.
Robust, Adaptive Functional Regression in Functional Mixed Model Framework
Zhu, Hongxiao; Brown, Philip J.; Morris, Jeffrey S.
2012-01-01
Functional data are increasingly encountered in scientific studies, and their high dimensionality and complexity lead to many analytical challenges. Various methods for functional data analysis have been developed, including functional response regression methods that involve regression of a functional response on univariate/multivariate predictors with nonparametrically represented functional coefficients. In existing methods, however, the functional regression can be sensitive to outlying curves and outlying regions of curves, so is not robust. In this paper, we introduce a new Bayesian method, robust functional mixed models (R-FMM), for performing robust functional regression within the general functional mixed model framework, which includes multiple continuous or categorical predictors and random effect functions accommodating potential between-function correlation induced by the experimental design. The underlying model involves a hierarchical scale mixture model for the fixed effects, random effect and residual error functions. These modeling assumptions across curves result in robust nonparametric estimators of the fixed and random effect functions which down-weight outlying curves and regions of curves, and produce statistics that can be used to flag global and local outliers. These assumptions also lead to distributions across wavelet coefficients that have outstanding sparsity and adaptive shrinkage properties, with great flexibility for the data to determine the sparsity and the heaviness of the tails. Together with the down-weighting of outliers, these within-curve properties lead to fixed and random effect function estimates that appear in our simulations to be remarkably adaptive in their ability to remove spurious features yet retain true features of the functions. We have developed general code to implement this fully Bayesian method that is automatic, requiring the user to only provide the functional data and design matrices. It is efficient enough to handle large data sets, and yields posterior samples of all model parameters that can be used to perform desired Bayesian estimation and inference. Although we present details for a specific implementation of the R-FMM using specific distributional choices in the hierarchical model, 1D functions, and wavelet transforms, the method can be applied more generally using other heavy-tailed distributions, higher dimensional functions (e.g. images), and using other invertible transformations as alternatives to wavelets. PMID:22308015
Multivariate Relationships between Statistics Anxiety and Motivational Beliefs
ERIC Educational Resources Information Center
Baloglu, Mustafa; Abbassi, Amir; Kesici, Sahin
2017-01-01
In general, anxiety has been found to be associated with motivational beliefs and the current study investigated multivariate relationships between statistics anxiety and motivational beliefs among 305 college students (60.0% women). The Statistical Anxiety Rating Scale, the Motivated Strategies for Learning Questionnaire, and a set of demographic…
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.
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.
Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun
2017-08-01
Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2 = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.
Bayesian inference for the spatio-temporal invasion of alien species.
Cook, Alex; Marion, Glenn; Butler, Adam; Gibson, Gavin
2007-08-01
In this paper we develop a Bayesian approach to parameter estimation in a stochastic spatio-temporal model of the spread of invasive species across a landscape. To date, statistical techniques, such as logistic and autologistic regression, have outstripped stochastic spatio-temporal models in their ability to handle large numbers of covariates. Here we seek to address this problem by making use of a range of covariates describing the bio-geographical features of the landscape. Relative to regression techniques, stochastic spatio-temporal models are more transparent in their representation of biological processes. They also explicitly model temporal change, and therefore do not require the assumption that the species' distribution (or other spatial pattern) has already reached equilibrium as is often the case with standard statistical approaches. In order to illustrate the use of such techniques we apply them to the analysis of data detailing the spread of an invasive plant, Heracleum mantegazzianum, across Britain in the 20th Century using geo-referenced covariate information describing local temperature, elevation and habitat type. The use of Markov chain Monte Carlo sampling within a Bayesian framework facilitates statistical assessments of differences in the suitability of different habitat classes for H. mantegazzianum, and enables predictions of future spread to account for parametric uncertainty and system variability. Our results show that ignoring such covariate information may lead to biased estimates of key processes and implausible predictions of future distributions.
Harrigan, George G; Harrison, Jay M
2012-01-01
New transgenic (GM) crops are subjected to extensive safety assessments that include compositional comparisons with conventional counterparts as a cornerstone of the process. The influence of germplasm, location, environment, and agronomic treatments on compositional variability is, however, often obscured in these pair-wise comparisons. Furthermore, classical statistical significance testing can often provide an incomplete and over-simplified summary of highly responsive variables such as crop composition. In order to more clearly describe the influence of the numerous sources of compositional variation we present an introduction to two alternative but complementary approaches to data analysis and interpretation. These include i) exploratory data analysis (EDA) with its emphasis on visualization and graphics-based approaches and ii) Bayesian statistical methodology that provides easily interpretable and meaningful evaluations of data in terms of probability distributions. The EDA case-studies include analyses of herbicide-tolerant GM soybean and insect-protected GM maize and soybean. Bayesian approaches are presented in an analysis of herbicide-tolerant GM soybean. Advantages of these approaches over classical frequentist significance testing include the more direct interpretation of results in terms of probabilities pertaining to quantities of interest and no confusion over the application of corrections for multiple comparisons. It is concluded that a standardized framework for these methodologies could provide specific advantages through enhanced clarity of presentation and interpretation in comparative assessments of crop composition.
Muthu Rama Krishnan, M; Shah, Pratik; Chakraborty, Chandan; Ray, Ajoy K
2012-04-01
The objective of this paper is to provide an improved technique, which can assist oncopathologists in correct screening of oral precancerous conditions specially oral submucous fibrosis (OSF) with significant accuracy on the basis of collagen fibres in the sub-epithelial connective tissue. The proposed scheme is composed of collagen fibres segmentation, its textural feature extraction and selection, screening perfomance enhancement under Gaussian transformation and finally classification. In this study, collagen fibres are segmented on R,G,B color channels using back-probagation neural network from 60 normal and 59 OSF histological images followed by histogram specification for reducing the stain intensity variation. Henceforth, textural features of collgen area are extracted using fractal approaches viz., differential box counting and brownian motion curve . Feature selection is done using Kullback-Leibler (KL) divergence criterion and the screening performance is evaluated based on various statistical tests to conform Gaussian nature. Here, the screening performance is enhanced under Gaussian transformation of the non-Gaussian features using hybrid distribution. Moreover, the routine screening is designed based on two statistical classifiers viz., Bayesian classification and support vector machines (SVM) to classify normal and OSF. It is observed that SVM with linear kernel function provides better classification accuracy (91.64%) as compared to Bayesian classifier. The addition of fractal features of collagen under Gaussian transformation improves Bayesian classifier's performance from 80.69% to 90.75%. Results are here studied and discussed.
McDonnell, J D; Schunck, N; Higdon, D; Sarich, J; Wild, S M; Nazarewicz, W
2015-03-27
Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squares optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. The example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.
Multivariate meta-analysis using individual participant data.
Riley, R D; Price, M J; Jackson, D; Wardle, M; Gueyffier, F; Wang, J; Staessen, J A; White, I R
2015-06-01
When combining results across related studies, a multivariate meta-analysis allows the joint synthesis of correlated effect estimates from multiple outcomes. Joint synthesis can improve efficiency over separate univariate syntheses, may reduce selective outcome reporting biases, and enables joint inferences across the outcomes. A common issue is that within-study correlations needed to fit the multivariate model are unknown from published reports. However, provision of individual participant data (IPD) allows them to be calculated directly. Here, we illustrate how to use IPD to estimate within-study correlations, using a joint linear regression for multiple continuous outcomes and bootstrapping methods for binary, survival and mixed outcomes. In a meta-analysis of 10 hypertension trials, we then show how these methods enable multivariate meta-analysis to address novel clinical questions about continuous, survival and binary outcomes; treatment-covariate interactions; adjusted risk/prognostic factor effects; longitudinal data; prognostic and multiparameter models; and multiple treatment comparisons. Both frequentist and Bayesian approaches are applied, with example software code provided to derive within-study correlations and to fit the models. © 2014 The Authors. Research Synthesis Methods published by John Wiley & Sons, Ltd.
Ortega, Alonso; Labrenz, Stephan; Markowitsch, Hans J; Piefke, Martina
2013-01-01
In the last decade, different statistical techniques have been introduced to improve assessment of malingering-related poor effort. In this context, we have recently shown preliminary evidence that a Bayesian latent group model may help to optimize classification accuracy using a simulation research design. In the present study, we conducted two analyses. Firstly, we evaluated how accurately this Bayesian approach can distinguish between participants answering in an honest way (honest response group) and participants feigning cognitive impairment (experimental malingering group). Secondly, we tested the accuracy of our model in the differentiation between patients who had real cognitive deficits (cognitively impaired group) and participants who belonged to the experimental malingering group. All Bayesian analyses were conducted using the raw scores of a visual recognition forced-choice task (2AFC), the Test of Memory Malingering (TOMM, Trial 2), and the Word Memory Test (WMT, primary effort subtests). The first analysis showed 100% accuracy for the Bayesian model in distinguishing participants of both groups with all effort measures. The second analysis showed outstanding overall accuracy of the Bayesian model when estimates were obtained from the 2AFC and the TOMM raw scores. Diagnostic accuracy of the Bayesian model diminished when using the WMT total raw scores. Despite, overall diagnostic accuracy can still be considered excellent. The most plausible explanation for this decrement is the low performance in verbal recognition and fluency tasks of some patients of the cognitively impaired group. Additionally, the Bayesian model provides individual estimates, p(zi |D), of examinees' effort levels. In conclusion, both high classification accuracy levels and Bayesian individual estimates of effort may be very useful for clinicians when assessing for effort in medico-legal settings.
NASA Technical Reports Server (NTRS)
Denning, Peter J.
1989-01-01
In 1983 and 1984, the Infrared Astronomical Satellite (IRAS) detected 5,425 stellar objects and measured their infrared spectra. In 1987 a program called AUTOCLASS used Bayesian inference methods to discover the classes present in these data and determine the most probable class of each object, revealing unknown phenomena in astronomy. AUTOCLASS has rekindled the old debate on the suitability of Bayesian methods, which are computationally intensive, interpret probabilities as plausibility measures rather than frequencies, and appear to depend on a subjective assessment of the probability of a hypothesis before the data were collected. Modern statistical methods have, however, recently been shown to also depend on subjective elements. These debates bring into question the whole tradition of scientific objectivity and offer scientists a new way to take responsibility for their findings and conclusions.
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.
van Gelder, Marleen M. H. J.; Rogier, A.; Donders, T.; Devine, Owen; Roeleveld, Nel; Reefhuis, Jennita
2015-01-01
Background Studies on associations between periconceptional cannabis exposure and birth defects have mainly relied on self-reported exposure. Therefore, the results may be biased due to underreporting of the exposure. The aim of this study was to quantify the potential effects of this form of exposure misclassification. Methods Using multivariable logistic regression, we re-analyzed associations between periconceptional cannabis use and 20 specific birth defects using data from the National Birth Defects Prevention Study from 1997–2005 for 13 859 case infants and 6556 control infants. For seven birth defects, we implemented four Bayesian models based on various assumptions concerning the sensitivity of self-reported cannabis use to estimate odds ratios (ORs), adjusted for confounding and underreporting of the exposure. We used information on sensitivity of self-reported cannabis use from the literature for prior assumptions. Results The results unadjusted for underreporting of the exposure showed an association between cannabis use and anencephaly (posterior OR 1.9 [95% credible interval (CRI) 1.1, 3.2]) which persisted after adjustment for potential exposure misclassification. Initially, no statistically significant associations were observed between cannabis use and the other birth defect categories studied. Although adjustment for underreporting did not notably change these effect estimates, cannabis use was associated with esophageal atresia (posterior OR 1.7 [95% CRI 1.0, 2.9]), diaphragmatic hernia (posterior OR 1.8 [95% CRI 1.1, 3.0]) and gastroschisis (posterior OR 1.7 [95% CRI 1.2, 2.3]) after correction for exposure misclassification. Conclusions Underreporting of the exposure may have obscured some cannabis-birth defect associations in previous studies. However, the resulting bias is likely to be limited. PMID:25155701
van Gelder, Marleen M H J; Donders, A Rogier T; Devine, Owen; Roeleveld, Nel; Reefhuis, Jennita
2014-09-01
Studies on associations between periconceptional cannabis exposure and birth defects have mainly relied on self-reported exposure. Therefore, the results may be biased due to under-reporting of the exposure. The aim of this study was to quantify the potential effects of this form of exposure misclassification. Using multivariable logistic regression, we re-analysed associations between periconceptional cannabis use and 20 specific birth defects using data from the National Birth Defects Prevention Study from 1997-2005 for 13 859 case infants and 6556 control infants. For seven birth defects, we implemented four Bayesian models based on various assumptions concerning the sensitivity of self-reported cannabis use to estimate odds ratios (ORs), adjusted for confounding and under-reporting of the exposure. We used information on sensitivity of self-reported cannabis use from the literature for prior assumptions. The results unadjusted for under-reporting of the exposure showed an association between cannabis use and anencephaly (posterior OR 1.9 [95% credible interval (CRI) 1.1, 3.2]) which persisted after adjustment for potential exposure misclassification. Initially, no statistically significant associations were observed between cannabis use and the other birth defect categories studied. Although adjustment for under-reporting did not notably change these effect estimates, cannabis use was associated with esophageal atresia (posterior OR 1.7 [95% CRI 1.0, 2.9]), diaphragmatic hernia (posterior OR 1.8 [95% CRI 1.1, 3.0]), and gastroschisis (posterior OR 1.7 [95% CRI 1.2, 2.3]) after correction for exposure misclassification. Under-reporting of the exposure may have obscured some cannabis-birth defect associations in previous studies. However, the resulting bias is likely to be limited. © 2014 John Wiley & Sons Ltd.
Siren, J; Ovaskainen, O; Merilä, J
2017-10-01
The genetic variance-covariance matrix (G) is a quantity of central importance in evolutionary biology due to its influence on the rate and direction of multivariate evolution. However, the predictive power of empirically estimated G-matrices is limited for two reasons. First, phenotypes are high-dimensional, whereas traditional statistical methods are tuned to estimate and analyse low-dimensional matrices. Second, the stability of G to environmental effects and over time remains poorly understood. Using Bayesian sparse factor analysis (BSFG) designed to estimate high-dimensional G-matrices, we analysed levels variation and covariation in 10,527 expressed genes in a large (n = 563) half-sib breeding design of three-spined sticklebacks subject to two temperature treatments. We found significant differences in the structure of G between the treatments: heritabilities and evolvabilities were higher in the warm than in the low-temperature treatment, suggesting more and faster opportunity to evolve in warm (stressful) conditions. Furthermore, comparison of G and its phenotypic equivalent P revealed the latter is a poor substitute of the former. Most strikingly, the results suggest that the expected impact of G on evolvability-as well as the similarity among G-matrices-may depend strongly on the number of traits included into analyses. In our results, the inclusion of only few traits in the analyses leads to underestimation in the differences between the G-matrices and their predicted impacts on evolution. While the results highlight the challenges involved in estimating G, they also illustrate that by enabling the estimation of large G-matrices, the BSFG method can improve predicted evolutionary responses to selection. © 2017 John Wiley & Sons Ltd.
Cho, Kang Su; Jung, Hae Do; Ham, Won Sik; Chung, Doo Yong; Kang, Yong Jin; Jang, Won Sik; Kwon, Jong Kyou; Choi, Young Deuk; Lee, Joo Yong
2015-01-01
Objectives To investigate whether skin-to-stone distance (SSD), which remains controversial in patients with ureter stones, can be a predicting factor for one session success following extracorporeal shock wave lithotripsy (ESWL) in patients with upper ureter stones. Patients and Methods We retrospectively reviewed the medical records of 1,519 patients who underwent their first ESWL between January 2005 and December 2013. Among these patients, 492 had upper ureter stones that measured 4–20 mm and were eligible for our analyses. Maximal stone length, mean stone density (HU), and SSD were determined on pretreatment non-contrast computed tomography (NCCT). For subgroup analyses, patients were divided into four groups. Group 1 consisted of patients with SSD<25th percentile, group 2 consisted of patients with SSD in the 25th to 50th percentile, group 3 patients had SSD in the 50th to 75th percentile, and group 4 patients had SSD≥75th percentile. Results In analyses of group 2 patients versus others, there were no statistical differences in mean age, stone length and density. However, the one session success rate in group 2 was higher than other groups (77.9% vs. 67.0%; P = 0.032). The multivariate logistic regression model revealed that shorter stone length, lower stone density, and the group 2 SSD were positive predictors for successful outcomes in ESWL. Using the Bayesian model-averaging approach, longer stone length, lower stone density, and group 2 SSD can be also positive predictors for successful outcomes following ESWL. Conclusions Our data indicate that a group 2 SSD of approximately 10 cm is a positive predictor for success following ESWL. PMID:26659086
Combining statistical inference and decisions in ecology.
Williams, Perry J; Hooten, Mevin B
2016-09-01
Statistical decision theory (SDT) is a sub-field of decision theory that formally incorporates statistical investigation into a decision-theoretic framework to account for uncertainties in a decision problem. SDT provides a unifying analysis of three types of information: statistical results from a data set, knowledge of the consequences of potential choices (i.e., loss), and prior beliefs about a system. SDT links the theoretical development of a large body of statistical methods, including point estimation, hypothesis testing, and confidence interval estimation. The theory and application of SDT have mainly been developed and published in the fields of mathematics, statistics, operations research, and other decision sciences, but have had limited exposure in ecology. Thus, we provide an introduction to SDT for ecologists and describe its utility for linking the conventionally separate tasks of statistical investigation and decision making in a single framework. We describe the basic framework of both Bayesian and frequentist SDT, its traditional use in statistics, and discuss its application to decision problems that occur in ecology. We demonstrate SDT with two types of decisions: Bayesian point estimation and an applied management problem of selecting a prescribed fire rotation for managing a grassland bird species. Central to SDT, and decision theory in general, are loss functions. Thus, we also provide basic guidance and references for constructing loss functions for an SDT problem. © 2016 by the Ecological Society of America.
Factors Contributing to Academic Achievement: A Bayesian Structure Equation Modelling Study
ERIC Educational Resources Information Center
Payandeh Najafabadi, Amir T.; Najafabadi, Maryam Omidi; Farid-Rohani, Mohammad Reza
2013-01-01
In Iran, high school graduates enter university after taking a very difficult entrance exam called the Konkoor. Therefore, only the top-performing students are admitted by universities to continue their bachelor's education in statistics. Surprisingly, statistically, most of such students fall into the following categories: (1) do not succeed in…
Bayesian estimates of the incidence of rare cancers in Europe.
Botta, Laura; Capocaccia, Riccardo; Trama, Annalisa; Herrmann, Christian; Salmerón, Diego; De Angelis, Roberta; Mallone, Sandra; Bidoli, Ettore; Marcos-Gragera, Rafael; Dudek-Godeau, Dorota; Gatta, Gemma; Cleries, Ramon
2018-04-21
The RARECAREnet project has updated the estimates of the burden of the 198 rare cancers in each European country. Suspecting that scant data could affect the reliability of statistical analysis, we employed a Bayesian approach to estimate the incidence of these cancers. We analyzed about 2,000,000 rare cancers diagnosed in 2000-2007 provided by 83 population-based cancer registries from 27 European countries. We considered European incidence rates (IRs), calculated over all the data available in RARECAREnet, as a valid a priori to merge with country-specific observed data. Therefore we provided (1) Bayesian estimates of IRs and the yearly numbers of cases of rare cancers in each country; (2) the expected time (T) in years needed to observe one new case; and (3) practical criteria to decide when to use the Bayesian approach. Bayesian and classical estimates did not differ much; substantial differences (>10%) ranged from 77 rare cancers in Iceland to 14 in England. The smaller the population the larger the number of rare cancers needing a Bayesian approach. Bayesian estimates were useful for cancers with fewer than 150 observed cases in a country during the study period; this occurred mostly when the population of the country is small. For the first time the Bayesian estimates of IRs and the yearly expected numbers of cases for each rare cancer in each individual European country were calculated. Moreover, the indicator T is useful to convey incidence estimates for exceptionally rare cancers and in small countries; it far exceeds the professional lifespan of a medical doctor. Copyright © 2018 Elsevier Ltd. All rights reserved.
Blasco, H; Błaszczyński, J; Billaut, J C; Nadal-Desbarats, L; Pradat, P F; Devos, D; Moreau, C; Andres, C R; Emond, P; Corcia, P; Słowiński, R
2015-02-01
Metabolomics is an emerging field that includes ascertaining a metabolic profile from a combination of small molecules, and which has health applications. Metabolomic methods are currently applied to discover diagnostic biomarkers and to identify pathophysiological pathways involved in pathology. However, metabolomic data are complex and are usually analyzed by statistical methods. Although the methods have been widely described, most have not been either standardized or validated. Data analysis is the foundation of a robust methodology, so new mathematical methods need to be developed to assess and complement current methods. We therefore applied, for the first time, the dominance-based rough set approach (DRSA) to metabolomics data; we also assessed the complementarity of this method with standard statistical methods. Some attributes were transformed in a way allowing us to discover global and local monotonic relationships between condition and decision attributes. We used previously published metabolomics data (18 variables) for amyotrophic lateral sclerosis (ALS) and non-ALS patients. Principal Component Analysis (PCA) and Orthogonal Partial Least Square-Discriminant Analysis (OPLS-DA) allowed satisfactory discrimination (72.7%) between ALS and non-ALS patients. Some discriminant metabolites were identified: acetate, acetone, pyruvate and glutamine. The concentrations of acetate and pyruvate were also identified by univariate analysis as significantly different between ALS and non-ALS patients. DRSA correctly classified 68.7% of the cases and established rules involving some of the metabolites highlighted by OPLS-DA (acetate and acetone). Some rules identified potential biomarkers not revealed by OPLS-DA (beta-hydroxybutyrate). We also found a large number of common discriminating metabolites after Bayesian confirmation measures, particularly acetate, pyruvate, acetone and ascorbate, consistent with the pathophysiological pathways involved in ALS. DRSA provides a complementary method for improving the predictive performance of the multivariate data analysis usually used in metabolomics. This method could help in the identification of metabolites involved in disease pathogenesis. Interestingly, these different strategies mostly identified the same metabolites as being discriminant. The selection of strong decision rules with high value of Bayesian confirmation provides useful information about relevant condition-decision relationships not otherwise revealed in metabolomics data. Copyright © 2014 Elsevier Inc. All rights reserved.
Effects of intranasal oxytocin on symptoms of schizophrenia: A multivariate Bayesian meta-analysis.
Williams, Donald R; Bürkner, Paul-Christian
2017-01-01
Schizophrenia is a heterogeneous disorder in which psychiatric symptoms are classified into two general subgroups-positive and negative symptoms. Current antipsychotic drugs are effective for treating positive symptoms, whereas negative symptoms are less responsive. Since the neuropeptide oxytocin (OT) has been shown to mediate social behavior in animals and humans, it has been used as an experimental therapeutic for treating schizophrenia and in particular negative symptoms which includes social deficits. Through eight randomized controlled trials (RCTs) and three meta-analyses, evidence for an effect of intranasal OT (IN-OT) has been inconsistent. We therefore conducted an updated meta-analysis that offers several advantages when compared to those done previously: (1) We used a multivariate analysis which allows for comparisons between symptoms and accounts for correlations between symptoms; (2) We controlled for baseline scores; (3) We used a fully Bayesian framework that allows for assessment of evidence in favor of the null hypothesis using Bayes factors; and (4) We addressed inconsistencies in the primary studies and previous meta-analyses. Eight RCTs (n=238) were included in the present study and we found that oxytocin did not improve any aspect of symptomology in schizophrenic patients and there was moderate evidence in favor of the null (no effect of oxytocin) for negative symptoms. Multivariate comparisons between symptom types revealed that oxytocin was not especially beneficial for treating negative symptoms. The effect size estimates were not moderated, publication bias was absent, and our estimates were robust to sensitivity analyses. These results suggest that IN-OT is not an effective therapeutic for schizophrenia. Copyright © 2016 Elsevier Ltd. All rights reserved.
Sokhey, Taegh; Gaebler-Spira, Deborah; Kording, Konrad P.
2017-01-01
Background It is important to understand the motor deficits of children with Cerebral Palsy (CP). Our understanding of this motor disorder can be enriched by computational models of motor control. One crucial stage in generating movement involves combining uncertain information from different sources, and deficits in this process could contribute to reduced motor function in children with CP. Healthy adults can integrate previously-learned information (prior) with incoming sensory information (likelihood) in a close-to-optimal way when estimating object location, consistent with the use of Bayesian statistics. However, there are few studies investigating how children with CP perform sensorimotor integration. We compare sensorimotor estimation in children with CP and age-matched controls using a model-based analysis to understand the process. Methods and findings We examined Bayesian sensorimotor integration in children with CP, aged between 5 and 12 years old, with Gross Motor Function Classification System (GMFCS) levels 1–3 and compared their estimation behavior with age-matched typically-developing (TD) children. We used a simple sensorimotor estimation task which requires participants to combine probabilistic information from different sources: a likelihood distribution (current sensory information) with a prior distribution (learned target information). In order to examine sensorimotor integration, we quantified how participants weighed statistical information from the two sources (prior and likelihood) and compared this to the statistical optimal weighting. We found that the weighing of statistical information in children with CP was as statistically efficient as that of TD children. Conclusions We conclude that Bayesian sensorimotor integration is not impaired in children with CP and therefore, does not contribute to their motor deficits. Future research has the potential to enrich our understanding of motor disorders by investigating the stages of motor processing set out by computational models. Therapeutic interventions should exploit the ability of children with CP to use statistical information. PMID:29186196
Cichonska, Anna; Rousu, Juho; Marttinen, Pekka; Kangas, Antti J; Soininen, Pasi; Lehtimäki, Terho; Raitakari, Olli T; Järvelin, Marjo-Riitta; Salomaa, Veikko; Ala-Korpela, Mika; Ripatti, Samuli; Pirinen, Matti
2016-07-01
A dominant approach to genetic association studies is to perform univariate tests between genotype-phenotype pairs. However, analyzing related traits together increases statistical power, and certain complex associations become detectable only when several variants are tested jointly. Currently, modest sample sizes of individual cohorts, and restricted availability of individual-level genotype-phenotype data across the cohorts limit conducting multivariate tests. We introduce metaCCA, a computational framework for summary statistics-based analysis of a single or multiple studies that allows multivariate representation of both genotype and phenotype. It extends the statistical technique of canonical correlation analysis to the setting where original individual-level records are not available, and employs a covariance shrinkage algorithm to achieve robustness.Multivariate meta-analysis of two Finnish studies of nuclear magnetic resonance metabolomics by metaCCA, using standard univariate output from the program SNPTEST, shows an excellent agreement with the pooled individual-level analysis of original data. Motivated by strong multivariate signals in the lipid genes tested, we envision that multivariate association testing using metaCCA has a great potential to provide novel insights from already published summary statistics from high-throughput phenotyping technologies. Code is available at https://github.com/aalto-ics-kepaco anna.cichonska@helsinki.fi or matti.pirinen@helsinki.fi Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.
Cichonska, Anna; Rousu, Juho; Marttinen, Pekka; Kangas, Antti J.; Soininen, Pasi; Lehtimäki, Terho; Raitakari, Olli T.; Järvelin, Marjo-Riitta; Salomaa, Veikko; Ala-Korpela, Mika; Ripatti, Samuli; Pirinen, Matti
2016-01-01
Motivation: A dominant approach to genetic association studies is to perform univariate tests between genotype-phenotype pairs. However, analyzing related traits together increases statistical power, and certain complex associations become detectable only when several variants are tested jointly. Currently, modest sample sizes of individual cohorts, and restricted availability of individual-level genotype-phenotype data across the cohorts limit conducting multivariate tests. Results: We introduce metaCCA, a computational framework for summary statistics-based analysis of a single or multiple studies that allows multivariate representation of both genotype and phenotype. It extends the statistical technique of canonical correlation analysis to the setting where original individual-level records are not available, and employs a covariance shrinkage algorithm to achieve robustness. Multivariate meta-analysis of two Finnish studies of nuclear magnetic resonance metabolomics by metaCCA, using standard univariate output from the program SNPTEST, shows an excellent agreement with the pooled individual-level analysis of original data. Motivated by strong multivariate signals in the lipid genes tested, we envision that multivariate association testing using metaCCA has a great potential to provide novel insights from already published summary statistics from high-throughput phenotyping technologies. Availability and implementation: Code is available at https://github.com/aalto-ics-kepaco Contacts: anna.cichonska@helsinki.fi or matti.pirinen@helsinki.fi Supplementary information: Supplementary data are available at Bioinformatics online. PMID:27153689
Alós, Josep; Palmer, Miquel; Balle, Salvador; Arlinghaus, Robert
2016-01-01
State-space models (SSM) are increasingly applied in studies involving biotelemetry-generated positional data because they are able to estimate movement parameters from positions that are unobserved or have been observed with non-negligible observational error. Popular telemetry systems in marine coastal fish consist of arrays of omnidirectional acoustic receivers, which generate a multivariate time-series of detection events across the tracking period. Here we report a novel Bayesian fitting of a SSM application that couples mechanistic movement properties within a home range (a specific case of random walk weighted by an Ornstein-Uhlenbeck process) with a model of observational error typical for data obtained from acoustic receiver arrays. We explored the performance and accuracy of the approach through simulation modelling and extensive sensitivity analyses of the effects of various configurations of movement properties and time-steps among positions. Model results show an accurate and unbiased estimation of the movement parameters, and in most cases the simulated movement parameters were properly retrieved. Only in extreme situations (when fast swimming speeds are combined with pooling the number of detections over long time-steps) the model produced some bias that needs to be accounted for in field applications. Our method was subsequently applied to real acoustic tracking data collected from a small marine coastal fish species, the pearly razorfish, Xyrichtys novacula. The Bayesian SSM we present here constitutes an alternative for those used to the Bayesian way of reasoning. Our Bayesian SSM can be easily adapted and generalized to any species, thereby allowing studies in freely roaming animals on the ecological and evolutionary consequences of home ranges and territory establishment, both in fishes and in other taxa. PMID:27119718
Multivariate assessment of event-related potentials with the t-CWT method.
Bostanov, Vladimir
2015-11-05
Event-related brain potentials (ERPs) are usually assessed with univariate statistical tests although they are essentially multivariate objects. Brain-computer interface applications are a notable exception to this practice, because they are based on multivariate classification of single-trial ERPs. Multivariate ERP assessment can be facilitated by feature extraction methods. One such method is t-CWT, a mathematical-statistical algorithm based on the continuous wavelet transform (CWT) and Student's t-test. This article begins with a geometric primer on some basic concepts of multivariate statistics as applied to ERP assessment in general and to the t-CWT method in particular. Further, it presents for the first time a detailed, step-by-step, formal mathematical description of the t-CWT algorithm. A new multivariate outlier rejection procedure based on principal component analysis in the frequency domain is presented as an important pre-processing step. The MATLAB and GNU Octave implementation of t-CWT is also made publicly available for the first time as free and open source code. The method is demonstrated on some example ERP data obtained in a passive oddball paradigm. Finally, some conceptually novel applications of the multivariate approach in general and of the t-CWT method in particular are suggested and discussed. Hopefully, the publication of both the t-CWT source code and its underlying mathematical algorithm along with a didactic geometric introduction to some basic concepts of multivariate statistics would make t-CWT more accessible to both users and developers in the field of neuroscience research.
Instrumental Neutron Activation Analysis and Multivariate Statistics for Pottery Provenance
NASA Astrophysics Data System (ADS)
Glascock, M. D.; Neff, H.; Vaughn, K. J.
2004-06-01
The application of instrumental neutron activation analysis and multivariate statistics to archaeological studies of ceramics and clays is described. A small pottery data set from the Nasca culture in southern Peru is presented for illustration.
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.
From Wald to Savage: homo economicus becomes a Bayesian statistician.
Giocoli, Nicola
2013-01-01
Bayesian rationality is the paradigm of rational behavior in neoclassical economics. An economic agent is deemed rational when she maximizes her subjective expected utility and consistently revises her beliefs according to Bayes's rule. The paper raises the question of how, when and why this characterization of rationality came to be endorsed by mainstream economists. Though no definitive answer is provided, it is argued that the question is of great historiographic importance. The story begins with Abraham Wald's behaviorist approach to statistics and culminates with Leonard J. Savage's elaboration of subjective expected utility theory in his 1954 classic The Foundations of Statistics. The latter's acknowledged fiasco to achieve a reinterpretation of traditional inference techniques along subjectivist and behaviorist lines raises the puzzle of how a failed project in statistics could turn into such a big success in economics. Possible answers call into play the emphasis on consistency requirements in neoclassical theory and the impact of the postwar transformation of U.S. business schools. © 2012 Wiley Periodicals, Inc.
NASA Astrophysics Data System (ADS)
Yan, Wang-Ji; Ren, Wei-Xin
2018-01-01
This study applies the theoretical findings of circularly-symmetric complex normal ratio distribution Yan and Ren (2016) [1,2] to transmissibility-based modal analysis from a statistical viewpoint. A probabilistic model of transmissibility function in the vicinity of the resonant frequency is formulated in modal domain, while some insightful comments are offered. It theoretically reveals that the statistics of transmissibility function around the resonant frequency is solely dependent on 'noise-to-signal' ratio and mode shapes. As a sequel to the development of the probabilistic model of transmissibility function in modal domain, this study poses the process of modal identification in the context of Bayesian framework by borrowing a novel paradigm. Implementation issues unique to the proposed approach are resolved by Lagrange multiplier approach. Also, this study explores the possibility of applying Bayesian analysis in distinguishing harmonic components and structural ones. The approaches are verified through simulated data and experimentally testing data. The uncertainty behavior due to variation of different factors is also discussed in detail.
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.
Revised standards for statistical evidence.
Johnson, Valen E
2013-11-26
Recent advances in Bayesian hypothesis testing have led to the development of uniformly most powerful Bayesian tests, which represent an objective, default class of Bayesian hypothesis tests that have the same rejection regions as classical significance tests. Based on the correspondence between these two classes of tests, it is possible to equate the size of classical hypothesis tests with evidence thresholds in Bayesian tests, and to equate P values with Bayes factors. An examination of these connections suggest that recent concerns over the lack of reproducibility of scientific studies can be attributed largely to the conduct of significance tests at unjustifiably high levels of significance. To correct this problem, evidence thresholds required for the declaration of a significant finding should be increased to 25-50:1, and to 100-200:1 for the declaration of a highly significant finding. In terms of classical hypothesis tests, these evidence standards mandate the conduct of tests at the 0.005 or 0.001 level of significance.
Confidence of compliance: a Bayesian approach for percentile standards.
McBride, G B; Ellis, J C
2001-04-01
Rules for assessing compliance with percentile standards commonly limit the number of exceedances permitted in a batch of samples taken over a defined assessment period. Such rules are commonly developed using classical statistical methods. Results from alternative Bayesian methods are presented (using beta-distributed prior information and a binomial likelihood), resulting in "confidence of compliance" graphs. These allow simple reading of the consumer's risk and the supplier's risks for any proposed rule. The influence of the prior assumptions required by the Bayesian technique on the confidence results is demonstrated, using two reference priors (uniform and Jeffreys') and also using optimistic and pessimistic user-defined priors. All four give less pessimistic results than does the classical technique, because interpreting classical results as "confidence of compliance" actually invokes a Bayesian approach with an extreme prior distribution. Jeffreys' prior is shown to be the most generally appropriate choice of prior distribution. Cost savings can be expected using rules based on this approach.
NASA Astrophysics Data System (ADS)
Reis, D. S.; Stedinger, J. R.; Martins, E. S.
2005-10-01
This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.
Bayesian networks for evaluation of evidence from forensic entomology.
Andersson, M Gunnar; Sundström, Anders; Lindström, Anders
2013-09-01
In the aftermath of a CBRN incident, there is an urgent need to reconstruct events in order to bring the perpetrators to court and to take preventive actions for the future. The challenge is to discriminate, based on available information, between alternative scenarios. Forensic interpretation is used to evaluate to what extent results from the forensic investigation favor the prosecutors' or the defendants' arguments, using the framework of Bayesian hypothesis testing. Recently, several new scientific disciplines have been used in a forensic context. In the AniBioThreat project, the framework was applied to veterinary forensic pathology, tracing of pathogenic microorganisms, and forensic entomology. Forensic entomology is an important tool for estimating the postmortem interval in, for example, homicide investigations as a complement to more traditional methods. In this article we demonstrate the applicability of the Bayesian framework for evaluating entomological evidence in a forensic investigation through the analysis of a hypothetical scenario involving suspect movement of carcasses from a clandestine laboratory. Probabilities of different findings under the alternative hypotheses were estimated using a combination of statistical analysis of data, expert knowledge, and simulation, and entomological findings are used to update the beliefs about the prosecutors' and defendants' hypotheses and to calculate the value of evidence. The Bayesian framework proved useful for evaluating complex hypotheses using findings from several insect species, accounting for uncertainty about development rate, temperature, and precolonization. The applicability of the forensic statistic approach to evaluating forensic results from a CBRN incident is discussed.
Nieri, Michele; Clauser, Carlo; Franceschi, Debora; Pagliaro, Umberto; Saletta, Daniele; Pini-Prato, Giovanpaolo
2007-08-01
The aim of the present study was to investigate the relationships among reported methodological, statistical, clinical and paratextual variables of randomized clinical trials (RCTs) in implant therapy, and their influence on subsequent research. The material consisted of the RCTs in implant therapy published through the end of the year 2000. Methodological, statistical, clinical and paratextual features of the articles were assessed and recorded. The perceived clinical relevance was subjectively evaluated by an experienced clinician on anonymous abstracts. The impact on research was measured by the number of citations found in the Science Citation Index. A new statistical technique (Structural learning of Bayesian Networks) was used to assess the relationships among the considered variables. Descriptive statistics revealed that the reported methodology and statistics of RCTs in implant therapy were defective. Follow-up of the studies was generally short. The perceived clinical relevance appeared to be associated with the objectives of the studies and with the number of published images in the original articles. The impact on research was related to the nationality of the involved institutions and to the number of published images. RCTs in implant therapy (until 2000) show important methodological and statistical flaws and may not be appropriate for guiding clinicians in their practice. The methodological and statistical quality of the studies did not appear to affect their impact on practice and research. Bayesian Networks suggest new and unexpected relationships among the methodological, statistical, clinical and paratextual features of RCTs.
Bayesian Inference on the Radio-quietness of Gamma-ray Pulsars
NASA Astrophysics Data System (ADS)
Yu, Hoi-Fung; Hui, Chung Yue; Kong, Albert K. H.; Takata, Jumpei
2018-04-01
For the first time we demonstrate using a robust Bayesian approach to analyze the populations of radio-quiet (RQ) and radio-loud (RL) gamma-ray pulsars. We quantify their differences and obtain their distributions of the radio-cone opening half-angle δ and the magnetic inclination angle α by Bayesian inference. In contrast to the conventional frequentist point estimations that might be non-representative when the distribution is highly skewed or multi-modal, which is often the case when data points are scarce, Bayesian statistics displays the complete posterior distribution that the uncertainties can be readily obtained regardless of the skewness and modality. We found that the spin period, the magnetic field strength at the light cylinder, the spin-down power, the gamma-ray-to-X-ray flux ratio, and the spectral curvature significance of the two groups of pulsars exhibit significant differences at the 99% level. Using Bayesian inference, we are able to infer the values and uncertainties of δ and α from the distribution of RQ and RL pulsars. We found that δ is between 10° and 35° and the distribution of α is skewed toward large values.
Nonlinear Bayesian filtering and learning: a neuronal dynamics for perception.
Kutschireiter, Anna; Surace, Simone Carlo; Sprekeler, Henning; Pfister, Jean-Pascal
2017-08-18
The robust estimation of dynamical hidden features, such as the position of prey, based on sensory inputs is one of the hallmarks of perception. This dynamical estimation can be rigorously formulated by nonlinear Bayesian filtering theory. Recent experimental and behavioral studies have shown that animals' performance in many tasks is consistent with such a Bayesian statistical interpretation. However, it is presently unclear how a nonlinear Bayesian filter can be efficiently implemented in a network of neurons that satisfies some minimum constraints of biological plausibility. Here, we propose the Neural Particle Filter (NPF), a sampling-based nonlinear Bayesian filter, which does not rely on importance weights. We show that this filter can be interpreted as the neuronal dynamics of a recurrently connected rate-based neural network receiving feed-forward input from sensory neurons. Further, it captures properties of temporal and multi-sensory integration that are crucial for perception, and it allows for online parameter learning with a maximum likelihood approach. The NPF holds the promise to avoid the 'curse of dimensionality', and we demonstrate numerically its capability to outperform weighted particle filters in higher dimensions and when the number of particles is limited.
Bayesian networks in neuroscience: a survey.
Bielza, Concha; Larrañaga, Pedro
2014-01-01
Bayesian networks are a type of probabilistic graphical models lie at the intersection between statistics and machine learning. They have been shown to be powerful tools to encode dependence relationships among the variables of a domain under uncertainty. Thanks to their generality, Bayesian networks can accommodate continuous and discrete variables, as well as temporal processes. In this paper we review Bayesian networks and how they can be learned automatically from data by means of structure learning algorithms. Also, we examine how a user can take advantage of these networks for reasoning by exact or approximate inference algorithms that propagate the given evidence through the graphical structure. Despite their applicability in many fields, they have been little used in neuroscience, where they have focused on specific problems, like functional connectivity analysis from neuroimaging data. Here we survey key research in neuroscience where Bayesian networks have been used with different aims: discover associations between variables, perform probabilistic reasoning over the model, and classify new observations with and without supervision. The networks are learned from data of any kind-morphological, electrophysiological, -omics and neuroimaging-, thereby broadening the scope-molecular, cellular, structural, functional, cognitive and medical- of the brain aspects to be studied.
Bayesian logistic regression approaches to predict incorrect DRG assignment.
Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural
2018-05-07
Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.
Bayesian networks in neuroscience: a survey
Bielza, Concha; Larrañaga, Pedro
2014-01-01
Bayesian networks are a type of probabilistic graphical models lie at the intersection between statistics and machine learning. They have been shown to be powerful tools to encode dependence relationships among the variables of a domain under uncertainty. Thanks to their generality, Bayesian networks can accommodate continuous and discrete variables, as well as temporal processes. In this paper we review Bayesian networks and how they can be learned automatically from data by means of structure learning algorithms. Also, we examine how a user can take advantage of these networks for reasoning by exact or approximate inference algorithms that propagate the given evidence through the graphical structure. Despite their applicability in many fields, they have been little used in neuroscience, where they have focused on specific problems, like functional connectivity analysis from neuroimaging data. Here we survey key research in neuroscience where Bayesian networks have been used with different aims: discover associations between variables, perform probabilistic reasoning over the model, and classify new observations with and without supervision. The networks are learned from data of any kind–morphological, electrophysiological, -omics and neuroimaging–, thereby broadening the scope–molecular, cellular, structural, functional, cognitive and medical– of the brain aspects to be studied. PMID:25360109
MapReduce Based Parallel Bayesian Network for Manufacturing Quality Control
NASA Astrophysics Data System (ADS)
Zheng, Mao-Kuan; Ming, Xin-Guo; Zhang, Xian-Yu; Li, Guo-Ming
2017-09-01
Increasing complexity of industrial products and manufacturing processes have challenged conventional statistics based quality management approaches in the circumstances of dynamic production. A Bayesian network and big data analytics integrated approach for manufacturing process quality analysis and control is proposed. Based on Hadoop distributed architecture and MapReduce parallel computing model, big volume and variety quality related data generated during the manufacturing process could be dealt with. Artificial intelligent algorithms, including Bayesian network learning, classification and reasoning, are embedded into the Reduce process. Relying on the ability of the Bayesian network in dealing with dynamic and uncertain problem and the parallel computing power of MapReduce, Bayesian network of impact factors on quality are built based on prior probability distribution and modified with posterior probability distribution. A case study on hull segment manufacturing precision management for ship and offshore platform building shows that computing speed accelerates almost directly proportionally to the increase of computing nodes. It is also proved that the proposed model is feasible for locating and reasoning of root causes, forecasting of manufacturing outcome, and intelligent decision for precision problem solving. The integration of bigdata analytics and BN method offers a whole new perspective in manufacturing quality control.
A Bayesian sequential design with adaptive randomization for 2-sided hypothesis test.
Yu, Qingzhao; Zhu, Lin; Zhu, Han
2017-11-01
Bayesian sequential and adaptive randomization designs are gaining popularity in clinical trials thanks to their potentials to reduce the number of required participants and save resources. We propose a Bayesian sequential design with adaptive randomization rates so as to more efficiently attribute newly recruited patients to different treatment arms. In this paper, we consider 2-arm clinical trials. Patients are allocated to the 2 arms with a randomization rate to achieve minimum variance for the test statistic. Algorithms are presented to calculate the optimal randomization rate, critical values, and power for the proposed design. Sensitivity analysis is implemented to check the influence on design by changing the prior distributions. Simulation studies are applied to compare the proposed method and traditional methods in terms of power and actual sample sizes. Simulations show that, when total sample size is fixed, the proposed design can obtain greater power and/or cost smaller actual sample size than the traditional Bayesian sequential design. Finally, we apply the proposed method to a real data set and compare the results with the Bayesian sequential design without adaptive randomization in terms of sample sizes. The proposed method can further reduce required sample size. Copyright © 2017 John Wiley & Sons, Ltd.
On the blind use of statistical tools in the analysis of globular cluster stars
NASA Astrophysics Data System (ADS)
D'Antona, Francesca; Caloi, Vittoria; Tailo, Marco
2018-04-01
As with most data analysis methods, the Bayesian method must be handled with care. We show that its application to determine stellar evolution parameters within globular clusters can lead to paradoxical results if used without the necessary precautions. This is a cautionary tale on the use of statistical tools for big data analysis.
Quantifying falsifiability of scientific theories
NASA Astrophysics Data System (ADS)
Nemenman, Ilya
I argue that the notion of falsifiability, a key concept in defining a valid scientific theory, can be quantified using Bayesian Model Selection, which is a standard tool in modern statistics. This relates falsifiability to the quantitative version of the statistical Occam's razor, and allows transforming some long-running arguments about validity of scientific theories from philosophical discussions to rigorous mathematical calculations.
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
Sandoval-Castellanos, Edson; Palkopoulou, Eleftheria; Dalén, Love
2014-01-01
Inference of population demographic history has vastly improved in recent years due to a number of technological and theoretical advances including the use of ancient DNA. Approximate Bayesian computation (ABC) stands among the most promising methods due to its simple theoretical fundament and exceptional flexibility. However, limited availability of user-friendly programs that perform ABC analysis renders it difficult to implement, and hence programming skills are frequently required. In addition, there is limited availability of programs able to deal with heterochronous data. Here we present the software BaySICS: Bayesian Statistical Inference of Coalescent Simulations. BaySICS provides an integrated and user-friendly platform that performs ABC analyses by means of coalescent simulations from DNA sequence data. It estimates historical demographic population parameters and performs hypothesis testing by means of Bayes factors obtained from model comparisons. Although providing specific features that improve inference from datasets with heterochronous data, BaySICS also has several capabilities making it a suitable tool for analysing contemporary genetic datasets. Those capabilities include joint analysis of independent tables, a graphical interface and the implementation of Markov-chain Monte Carlo without likelihoods.
Bayesian 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.
An application of Bayesian statistics to the extragalactic Cepheid distance scale
NASA Astrophysics Data System (ADS)
Barnes, Thomas G., III; Moffett, Thomas J.; Jefferys, W. H.; Forestell, Amy D.
2004-05-01
We have determined quasi-geometric distances to the Magellanic Clouds, M31 and M33. Our analysis uses a Bayesian statistical method to provide mathematically rigorous and objective solutions for individual Cepheids. We combine the individual distances with a hierarchial Bayesian model to determine the galactic distances. We obtain distance moduli 18.87 ± 0.07 mag (LMC, 12 stars), 19.14 ± 0.10 (SMC, 8 stars), 23.83 ± 0.35 mag (M33, 1 star) and 25.2 ± 0.6 mag (M31, 1 star) - all uncorrected for metallicity. The M31 and M33 distances are very preliminary. If the Pl relations of the LMC, SMC, and Galaxy are identical, our results exclude the metallicity effect in the V, (V - R) surface brightness method predicted by Hindsley and Bell (1989) at the 5σ level. Alternately, if Hindsley & Bell's prediction is adopted as true, we find a metallicity effect intrinsic to the Cepheid PL relation requiring a correction Δ(V - Mv) = (0.36 ± 0.07)Δ[A/H] mag. The latter has the opposite sign to other observational estimates of the Cepheid metallicity effect.
SIG-VISA: Signal-based Vertically Integrated Seismic Monitoring
NASA Astrophysics Data System (ADS)
Moore, D.; Mayeda, K. M.; Myers, S. C.; Russell, S.
2013-12-01
Traditional seismic monitoring systems rely on discrete detections produced by station processing software; however, while such detections may constitute a useful summary of station activity, they discard large amounts of information present in the original recorded signal. We present SIG-VISA (Signal-based Vertically Integrated Seismic Analysis), a system for seismic monitoring through Bayesian inference on seismic signals. By directly modeling the recorded signal, our approach incorporates additional information unavailable to detection-based methods, enabling higher sensitivity and more accurate localization using techniques such as waveform matching. SIG-VISA's Bayesian forward model of seismic signal envelopes includes physically-derived models of travel times and source characteristics as well as Gaussian process (kriging) statistical models of signal properties that combine interpolation of historical data with extrapolation of learned physical trends. Applying Bayesian inference, we evaluate the model on earthquakes as well as the 2009 DPRK test event, demonstrating a waveform matching effect as part of the probabilistic inference, along with results on event localization and sensitivity. In particular, we demonstrate increased sensitivity from signal-based modeling, in which the SIGVISA signal model finds statistical evidence for arrivals even at stations for which the IMS station processing failed to register any detection.
Bayesian Atmospheric Radiative Transfer (BART) Code and Application to WASP-43b
NASA Astrophysics Data System (ADS)
Blecic, Jasmina; Harrington, Joseph; Cubillos, Patricio; Bowman, Oliver; Rojo, Patricio; Stemm, Madison; Lust, Nathaniel B.; Challener, Ryan; Foster, Austin James; Foster, Andrew S.; Blumenthal, Sarah D.; Bruce, Dylan
2016-01-01
We present a new open-source Bayesian radiative-transfer framework, Bayesian Atmospheric Radiative Transfer (BART, https://github.com/exosports/BART), and its application to WASP-43b. BART initializes a model for the atmospheric retrieval calculation, generates thousands of theoretical model spectra using parametrized pressure and temperature profiles and line-by-line radiative-transfer calculation, and employs a statistical package to compare the models with the observations. It consists of three self-sufficient modules available to the community under the reproducible-research license, the Thermochemical Equilibrium Abundances module (TEA, https://github.com/dzesmin/TEA, Blecic et al. 2015}, the radiative-transfer module (Transit, https://github.com/exosports/transit), and the Multi-core Markov-chain Monte Carlo statistical module (MCcubed, https://github.com/pcubillos/MCcubed, Cubillos et al. 2015). We applied BART on all available WASP-43b secondary eclipse data from the space- and ground-based observations constraining the temperature-pressure profile and molecular abundances of the dayside atmosphere of WASP-43b. This work was supported by NASA Planetary Atmospheres grant NNX12AI69G and NASA Astrophysics Data Analysis Program grant NNX13AF38G. JB holds a NASA Earth and Space Science Fellowship.
Hobbs, Brian P.; Carlin, Bradley P.; Mandrekar, Sumithra J.; Sargent, Daniel J.
2011-01-01
Summary Bayesian clinical trial designs offer the possibility of a substantially reduced sample size, increased statistical power, and reductions in cost and ethical hazard. However when prior and current information conflict, Bayesian methods can lead to higher than expected Type I error, as well as the possibility of a costlier and lengthier trial. This motivates an investigation of the feasibility of hierarchical Bayesian methods for incorporating historical data that are adaptively robust to prior information that reveals itself to be inconsistent with the accumulating experimental data. In this paper, we present several models that allow for the commensurability of the information in the historical and current data to determine how much historical information is used. A primary tool is elaborating the traditional power prior approach based upon a measure of commensurability for Gaussian data. We compare the frequentist performance of several methods using simulations, and close with an example of a colon cancer trial that illustrates a linear models extension of our adaptive borrowing approach. Our proposed methods produce more precise estimates of the model parameters, in particular conferring statistical significance to the observed reduction in tumor size for the experimental regimen as compared to the control regimen. PMID:21361892
Quantification of downscaled precipitation uncertainties via Bayesian inference
NASA Astrophysics Data System (ADS)
Nury, A. H.; Sharma, A.; Marshall, L. A.
2017-12-01
Prediction of precipitation from global climate model (GCM) outputs remains critical to decision-making in water-stressed regions. In this regard, downscaling of GCM output has been a useful tool for analysing future hydro-climatological states. Several downscaling approaches have been developed for precipitation downscaling, including those using dynamical or statistical downscaling methods. Frequently, outputs from dynamical downscaling are not readily transferable across regions for significant methodical and computational difficulties. Statistical downscaling approaches provide a flexible and efficient alternative, providing hydro-climatological outputs across multiple temporal and spatial scales in many locations. However these approaches are subject to significant uncertainty, arising due to uncertainty in the downscaled model parameters and in the use of different reanalysis products for inferring appropriate model parameters. Consequently, these will affect the performance of simulation in catchment scale. This study develops a Bayesian framework for modelling downscaled daily precipitation from GCM outputs. This study aims to introduce uncertainties in downscaling evaluating reanalysis datasets against observational rainfall data over Australia. In this research a consistent technique for quantifying downscaling uncertainties by means of Bayesian downscaling frame work has been proposed. The results suggest that there are differences in downscaled precipitation occurrences and extremes.
Hagos, Seifu; Hailemariam, Damen; WoldeHanna, Tasew; Lindtjørn, Bernt
2017-01-01
Understanding the spatial distribution of stunting and underlying factors operating at meso-scale is of paramount importance for intervention designing and implementations. Yet, little is known about the spatial distribution of stunting and some discrepancies are documented on the relative importance of reported risk factors. Therefore, the present study aims at exploring the spatial distribution of stunting at meso- (district) scale, and evaluates the effect of spatial dependency on the identification of risk factors and their relative contribution to the occurrence of stunting and severe stunting in a rural area of Ethiopia. A community based cross sectional study was conducted to measure the occurrence of stunting and severe stunting among children aged 0-59 months. Additionally, we collected relevant information on anthropometric measures, dietary habits, parent and child-related demographic and socio-economic status. Latitude and longitude of surveyed households were also recorded. Local Anselin Moran's I was calculated to investigate the spatial variation of stunting prevalence and identify potential local pockets (hotspots) of high prevalence. Finally, we employed a Bayesian geo-statistical model, which accounted for spatial dependency structure in the data, to identify potential risk factors for stunting in the study area. Overall, the prevalence of stunting and severe stunting in the district was 43.7% [95%CI: 40.9, 46.4] and 21.3% [95%CI: 19.5, 23.3] respectively. We identified statistically significant clusters of high prevalence of stunting (hotspots) in the eastern part of the district and clusters of low prevalence (cold spots) in the western. We found out that the inclusion of spatial structure of the data into the Bayesian model has shown to improve the fit for stunting model. The Bayesian geo-statistical model indicated that the risk of stunting increased as the child's age increased (OR 4.74; 95% Bayesian credible interval [BCI]:3.35-6.58) and among boys (OR 1.28; 95%BCI; 1.12-1.45). However, maternal education and household food security were found to be protective against stunting and severe stunting. Stunting prevalence may vary across space at different scale. For this, it's important that nutrition studies and, more importantly, control interventions take into account this spatial heterogeneity in the distribution of nutritional deficits and their underlying associated factors. The findings of this study also indicated that interventions integrating household food insecurity in nutrition programs in the district might help to avert the burden of stunting.
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.
Bayesian soft X-ray tomography using non-stationary Gaussian Processes
NASA Astrophysics Data System (ADS)
Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.
2013-08-01
In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
Bayesian soft X-ray tomography using non-stationary Gaussian Processes.
Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R
2013-08-01
In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.
Zollanvari, Amin; Dougherty, Edward R
2014-06-01
The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because the error must be estimated using the same data from which the classifier has been designed. Use of prior knowledge, in the form of a prior distribution on an uncertainty class of feature-label distributions to which the true, but unknown, feature-distribution belongs, can facilitate accurate error estimation (in the mean-square sense) in circumstances where accurate completely model-free error estimation is impossible. This paper provides analytic asymptotically exact finite-sample approximations for various performance metrics of the resulting Bayesian Minimum Mean-Square-Error (MMSE) error estimator in the case of linear discriminant analysis (LDA) in the multivariate Gaussian model. These performance metrics include the first, second, and cross moments of the Bayesian MMSE error estimator with the true error of LDA, and therefore, the Root-Mean-Square (RMS) error of the estimator. We lay down the theoretical groundwork for Kolmogorov double-asymptotics in a Bayesian setting, which enables us to derive asymptotic expressions of the desired performance metrics. From these we produce analytic finite-sample approximations and demonstrate their accuracy via numerical examples. Various examples illustrate the behavior of these approximations and their use in determining the necessary sample size to achieve a desired RMS. The Supplementary Material contains derivations for some equations and added figures.
Stopka, Thomas J; Goulart, Michael A; Meyers, David J; Hutcheson, Marga; Barton, Kerri; Onofrey, Shauna; Church, Daniel; Donahue, Ashley; Chui, Kenneth K H
2017-04-20
Hepatitis C virus (HCV) infections have increased during the past decade but little is known about geographic clustering patterns. We used a unique analytical approach, combining geographic information systems (GIS), spatial epidemiology, and statistical modeling to identify and characterize HCV hotspots, statistically significant clusters of census tracts with elevated HCV counts and rates. We compiled sociodemographic and HCV surveillance data (n = 99,780 cases) for Massachusetts census tracts (n = 1464) from 2002 to 2013. We used a five-step spatial epidemiological approach, calculating incremental spatial autocorrelations and Getis-Ord Gi* statistics to identify clusters. We conducted logistic regression analyses to determine factors associated with the HCV hotspots. We identified nine HCV clusters, with the largest in Boston, New Bedford/Fall River, Worcester, and Springfield (p < 0.05). In multivariable analyses, we found that HCV hotspots were independently and positively associated with the percent of the population that was Hispanic (adjusted odds ratio [AOR]: 1.07; 95% confidence interval [CI]: 1.04, 1.09) and the percent of households receiving food stamps (AOR: 1.83; 95% CI: 1.22, 2.74). HCV hotspots were independently and negatively associated with the percent of the population that were high school graduates or higher (AOR: 0.91; 95% CI: 0.89, 0.93) and the percent of the population in the "other" race/ethnicity category (AOR: 0.88; 95% CI: 0.85, 0.91). We identified locations where HCV clusters were a concern, and where enhanced HCV prevention, treatment, and care can help combat the HCV epidemic in Massachusetts. GIS, spatial epidemiological and statistical analyses provided a rigorous approach to identify hotspot clusters of disease, which can inform public health policy and intervention targeting. Further studies that incorporate spatiotemporal cluster analyses, Bayesian spatial and geostatistical models, spatially weighted regression analyses, and assessment of associations between HCV clustering and the built environment are needed to expand upon our combined spatial epidemiological and statistical methods.
Multivariate Spectral Analysis to Extract Materials from Multispectral Data
1993-09-01
Euclidean minimum distance and conventional Bayesian classifier suggest some fundamental instabilities. Two candidate sources are (1) inadequate...Coacete Water 2 TOTAL Cetu¢t1te 0 0 0 0 34 0 0 34 TZC10 0 0 0 0 0 26 0 26 hpem ~d I 0 0 to 0 0 0 0 60 Seb~ s 0 0 0 0 4 24 0 28 Mwal 0 0 0 0 33 29 0 62 Ihwid
Small-Noise Analysis and Symmetrization of Implicit Monte Carlo Samplers
Goodman, Jonathan; Lin, Kevin K.; Morzfeld, Matthias
2015-07-06
Implicit samplers are algorithms for producing independent, weighted samples from multivariate probability distributions. These are often applied in Bayesian data assimilation algorithms. We use Laplace asymptotic expansions to analyze two implicit samplers in the small noise regime. Our analysis suggests a symmetrization of the algorithms that leads to improved implicit sampling schemes at a relatively small additional cost. Here, computational experiments confirm the theory and show that symmetrization is effective for small noise sampling problems.
Finley, Andrew O.; Banerjee, Sudipto; Cook, Bruce D.; Bradford, John B.
2013-01-01
In this paper we detail a multivariate spatial regression model that couples LiDAR, hyperspectral and forest inventory data to predict forest outcome variables at a high spatial resolution. The proposed model is used to analyze forest inventory data collected on the US Forest Service Penobscot Experimental Forest (PEF), ME, USA. In addition to helping meet the regression model's assumptions, results from the PEF analysis suggest that the addition of multivariate spatial random effects improves model fit and predictive ability, compared with two commonly applied modeling approaches. This improvement results from explicitly modeling the covariation among forest outcome variables and spatial dependence among observations through the random effects. Direct application of such multivariate models to even moderately large datasets is often computationally infeasible because of cubic order matrix algorithms involved in estimation. We apply a spatial dimension reduction technique to help overcome this computational hurdle without sacrificing richness in modeling.
Taylor, Sandra L; Ruhaak, L Renee; Weiss, Robert H; Kelly, Karen; Kim, Kyoungmi
2017-01-01
High through-put mass spectrometry (MS) is now being used to profile small molecular compounds across multiple biological sample types from the same subjects with the goal of leveraging information across biospecimens. Multivariate statistical methods that combine information from all biospecimens could be more powerful than the usual univariate analyses. However, missing values are common in MS data and imputation can impact between-biospecimen correlation and multivariate analysis results. We propose two multivariate two-part statistics that accommodate missing values and combine data from all biospecimens to identify differentially regulated compounds. Statistical significance is determined using a multivariate permutation null distribution. Relative to univariate tests, the multivariate procedures detected more significant compounds in three biological datasets. In a simulation study, we showed that multi-biospecimen testing procedures were more powerful than single-biospecimen methods when compounds are differentially regulated in multiple biospecimens but univariate methods can be more powerful if compounds are differentially regulated in only one biospecimen. We provide R functions to implement and illustrate our method as supplementary information CONTACT: sltaylor@ucdavis.eduSupplementary information: Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.
Jiang, Xuejun; Guo, Xu; Zhang, Ning; Wang, Bo
2018-01-01
This article presents and investigates performance of a series of robust multivariate nonparametric tests for detection of location shift between two multivariate samples in randomized controlled trials. The tests are built upon robust estimators of distribution locations (medians, Hodges-Lehmann estimators, and an extended U statistic) with both unscaled and scaled versions. The nonparametric tests are robust to outliers and do not assume that the two samples are drawn from multivariate normal distributions. Bootstrap and permutation approaches are introduced for determining the p-values of the proposed test statistics. Simulation studies are conducted and numerical results are reported to examine performance of the proposed statistical tests. The numerical results demonstrate that the robust multivariate nonparametric tests constructed from the Hodges-Lehmann estimators are more efficient than those based on medians and the extended U statistic. The permutation approach can provide a more stringent control of Type I error and is generally more powerful than the bootstrap procedure. The proposed robust nonparametric tests are applied to detect multivariate distributional difference between the intervention and control groups in the Thai Healthy Choices study and examine the intervention effect of a four-session motivational interviewing-based intervention developed in the study to reduce risk behaviors among youth living with HIV. PMID:29672555
Bayesian estimation of the transmissivity spatial structure from pumping test data
NASA Astrophysics Data System (ADS)
Demir, Mehmet Taner; Copty, Nadim K.; Trinchero, Paolo; Sanchez-Vila, Xavier
2017-06-01
Estimating the statistical parameters (mean, variance, and integral scale) that define the spatial structure of the transmissivity or hydraulic conductivity fields is a fundamental step for the accurate prediction of subsurface flow and contaminant transport. In practice, the determination of the spatial structure is a challenge because of spatial heterogeneity and data scarcity. In this paper, we describe a novel approach that uses time drawdown data from multiple pumping tests to determine the transmissivity statistical spatial structure. The method builds on the pumping test interpretation procedure of Copty et al. (2011) (Continuous Derivation method, CD), which uses the time-drawdown data and its time derivative to estimate apparent transmissivity values as a function of radial distance from the pumping well. A Bayesian approach is then used to infer the statistical parameters of the transmissivity field by combining prior information about the parameters and the likelihood function expressed in terms of radially-dependent apparent transmissivities determined from pumping tests. A major advantage of the proposed Bayesian approach is that the likelihood function is readily determined from randomly generated multiple realizations of the transmissivity field, without the need to solve the groundwater flow equation. Applying the method to synthetically-generated pumping test data, we demonstrate that, through a relatively simple procedure, information on the spatial structure of the transmissivity may be inferred from pumping tests data. It is also shown that the prior parameter distribution has a significant influence on the estimation procedure, given the non-uniqueness of the estimation procedure. Results also indicate that the reliability of the estimated transmissivity statistical parameters increases with the number of available pumping tests.
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.
Statistics provide guidance for indigenous organic carbon detection on Mars missions.
Sephton, Mark A; Carter, Jonathan N
2014-08-01
Data from the Viking and Mars Science Laboratory missions indicate the presence of organic compounds that are not definitively martian in origin. Both contamination and confounding mineralogies have been suggested as alternatives to indigenous organic carbon. Intuitive thought suggests that we are repeatedly obtaining data that confirms the same level of uncertainty. Bayesian statistics may suggest otherwise. If an organic detection method has a true positive to false positive ratio greater than one, then repeated organic matter detection progressively increases the probability of indigeneity. Bayesian statistics also reveal that methods with higher ratios of true positives to false positives give higher overall probabilities and that detection of organic matter in a sample with a higher prior probability of indigenous organic carbon produces greater confidence. Bayesian statistics, therefore, provide guidance for the planning and operation of organic carbon detection activities on Mars. Suggestions for future organic carbon detection missions and instruments are as follows: (i) On Earth, instruments should be tested with analog samples of known organic content to determine their true positive to false positive ratios. (ii) On the mission, for an instrument with a true positive to false positive ratio above one, it should be recognized that each positive detection of organic carbon will result in a progressive increase in the probability of indigenous organic carbon being present; repeated measurements, therefore, can overcome some of the deficiencies of a less-than-definitive test. (iii) For a fixed number of analyses, the highest true positive to false positive ratio method or instrument will provide the greatest probability that indigenous organic carbon is present. (iv) On Mars, analyses should concentrate on samples with highest prior probability of indigenous organic carbon; intuitive desires to contrast samples of high prior probability and low prior probability of indigenous organic carbon should be resisted.
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
Analysis and meta-analysis of single-case designs: an introduction.
Shadish, William R
2014-04-01
The last 10 years have seen great progress in the analysis and meta-analysis of single-case designs (SCDs). This special issue includes five articles that provide an overview of current work on that topic, including standardized mean difference statistics, multilevel models, Bayesian statistics, and generalized additive models. Each article analyzes a common example across articles and presents syntax or macros for how to do them. These articles are followed by commentaries from single-case design researchers and journal editors. This introduction briefly describes each article and then discusses several issues that must be addressed before we can know what analyses will eventually be best to use in SCD research. These issues include modeling trend, modeling error covariances, computing standardized effect size estimates, assessing statistical power, incorporating more accurate models of outcome distributions, exploring whether Bayesian statistics can improve estimation given the small samples common in SCDs, and the need for annotated syntax and graphical user interfaces that make complex statistics accessible to SCD researchers. The article then discusses reasons why SCD researchers are likely to incorporate statistical analyses into their research more often in the future, including changing expectations and contingencies regarding SCD research from outside SCD communities, changes and diversity within SCD communities, corrections of erroneous beliefs about the relationship between SCD research and statistics, and demonstrations of how statistics can help SCD researchers better meet their goals. Copyright © 2013 Society for the Study of School Psychology. Published by Elsevier Ltd. All rights reserved.
NASA Technical Reports Server (NTRS)
Vangelder, B. H. W.
1978-01-01
Non-Bayesian statistics were used in simulation studies centered around laser range observations to LAGEOS. The capabilities of satellite laser ranging especially in connection with relative station positioning are evaluated. The satellite measurement system under investigation may fall short in precise determinations of the earth's orientation (precession and nutation) and earth's rotation as opposed to systems as very long baseline interferometry (VLBI) and lunar laser ranging (LLR). Relative station positioning, determination of (differential) polar motion, positioning of stations with respect to the earth's center of mass and determination of the earth's gravity field should be easily realized by satellite laser ranging (SLR). The last two features should be considered as best (or solely) determinable by SLR in contrast to VLBI and LLR.
McDonnell, J. D.; Schunck, N.; Higdon, D.; ...
2015-03-24
Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squaresmore » optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. In addition, the example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.« less
Statistical estimation via convex optimization for trending and performance monitoring
NASA Astrophysics Data System (ADS)
Samar, Sikandar
This thesis presents an optimization-based statistical estimation approach to find unknown trends in noisy data. A Bayesian framework is used to explicitly take into account prior information about the trends via trend models and constraints. The main focus is on convex formulation of the Bayesian estimation problem, which allows efficient computation of (globally) optimal estimates. There are two main parts of this thesis. The first part formulates trend estimation in systems described by known detailed models as a convex optimization problem. Statistically optimal estimates are then obtained by maximizing a concave log-likelihood function subject to convex constraints. We consider the problem of increasing problem dimension as more measurements become available, and introduce a moving horizon framework to enable recursive estimation of the unknown trend by solving a fixed size convex optimization problem at each horizon. We also present a distributed estimation framework, based on the dual decomposition method, for a system formed by a network of complex sensors with local (convex) estimation. Two specific applications of the convex optimization-based Bayesian estimation approach are described in the second part of the thesis. Batch estimation for parametric diagnostics in a flight control simulation of a space launch vehicle is shown to detect incipient fault trends despite the natural masking properties of feedback in the guidance and control loops. Moving horizon approach is used to estimate time varying fault parameters in a detailed nonlinear simulation model of an unmanned aerial vehicle. An excellent performance is demonstrated in the presence of winds and turbulence.
DOE Office of Scientific and Technical Information (OSTI.GOV)
McDonnell, J. D.; Schunck, N.; Higdon, D.
2015-03-24
Statistical tools of uncertainty quantification can be used to assess the information content of measured observables with respect to present-day theoretical models, to estimate model errors and thereby improve predictive capability, to extrapolate beyond the regions reached by experiment, and to provide meaningful input to applications and planned measurements. To showcase new opportunities offered by such tools, we make a rigorous analysis of theoretical statistical uncertainties in nuclear density functional theory using Bayesian inference methods. By considering the recent mass measurements from the Canadian Penning Trap at Argonne National Laboratory, we demonstrate how the Bayesian analysis and a direct least-squaresmore » optimization, combined with high-performance computing, can be used to assess the information content of the new data with respect to a model based on the Skyrme energy density functional approach. Employing the posterior probability distribution computed with a Gaussian process emulator, we apply the Bayesian framework to propagate theoretical statistical uncertainties in predictions of nuclear masses, two-neutron dripline, and fission barriers. Overall, we find that the new mass measurements do not impose a constraint that is strong enough to lead to significant changes in the model parameters. As a result, the example discussed in this study sets the stage for quantifying and maximizing the impact of new measurements with respect to current modeling and guiding future experimental efforts, thus enhancing the experiment-theory cycle in the scientific method.« less
ACHCAR, J. A.; MARTINEZ, E. Z.; RUFFINO-NETTO, A.; PAULINO, C. D.; SOARES, P.
2008-01-01
SUMMARY We considered a Bayesian analysis for the prevalence of tuberculosis cases in New York City from 1970 to 2000. This counting dataset presented two change-points during this period. We modelled this counting dataset considering non-homogeneous Poisson processes in the presence of the two-change points. A Bayesian analysis for the data is considered using Markov chain Monte Carlo methods. Simulated Gibbs samples for the parameters of interest were obtained using WinBugs software. PMID:18346287
Probabilistic numerical methods for PDE-constrained Bayesian inverse problems
NASA Astrophysics Data System (ADS)
Cockayne, Jon; Oates, Chris; Sullivan, Tim; Girolami, Mark
2017-06-01
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for the impact of the discretisation of the forward problem. In particular, this drives statistical inferences to be more conservative in the presence of significant solver error. Theoretical results are presented describing rates of convergence for the posteriors in both the forward and inverse problems. This method is tested on a challenging inverse problem with a nonlinear forward model.
A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials
Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...
2017-02-01
A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.
TENSOR DECOMPOSITIONS AND SPARSE LOG-LINEAR MODELS
Johndrow, James E.; Bhattacharya, Anirban; Dunson, David B.
2017-01-01
Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. We derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions. PMID:29332971
Multivariate meta-analysis: potential and promise.
Jackson, Dan; Riley, Richard; White, Ian R
2011-09-10
The multivariate random effects model is a generalization of the standard univariate model. Multivariate meta-analysis is becoming more commonly used and the techniques and related computer software, although continually under development, are now in place. In order to raise awareness of the multivariate methods, and discuss their advantages and disadvantages, we organized a one day 'Multivariate meta-analysis' event at the Royal Statistical Society. In addition to disseminating the most recent developments, we also received an abundance of comments, concerns, insights, critiques and encouragement. This article provides a balanced account of the day's discourse. By giving others the opportunity to respond to our assessment, we hope to ensure that the various view points and opinions are aired before multivariate meta-analysis simply becomes another widely used de facto method without any proper consideration of it by the medical statistics community. We describe the areas of application that multivariate meta-analysis has found, the methods available, the difficulties typically encountered and the arguments for and against the multivariate methods, using four representative but contrasting examples. We conclude that the multivariate methods can be useful, and in particular can provide estimates with better statistical properties, but also that these benefits come at the price of making more assumptions which do not result in better inference in every case. Although there is evidence that multivariate meta-analysis has considerable potential, it must be even more carefully applied than its univariate counterpart in practice. Copyright © 2011 John Wiley & Sons, Ltd.
Multivariate meta-analysis: Potential and promise
Jackson, Dan; Riley, Richard; White, Ian R
2011-01-01
The multivariate random effects model is a generalization of the standard univariate model. Multivariate meta-analysis is becoming more commonly used and the techniques and related computer software, although continually under development, are now in place. In order to raise awareness of the multivariate methods, and discuss their advantages and disadvantages, we organized a one day ‘Multivariate meta-analysis’ event at the Royal Statistical Society. In addition to disseminating the most recent developments, we also received an abundance of comments, concerns, insights, critiques and encouragement. This article provides a balanced account of the day's discourse. By giving others the opportunity to respond to our assessment, we hope to ensure that the various view points and opinions are aired before multivariate meta-analysis simply becomes another widely used de facto method without any proper consideration of it by the medical statistics community. We describe the areas of application that multivariate meta-analysis has found, the methods available, the difficulties typically encountered and the arguments for and against the multivariate methods, using four representative but contrasting examples. We conclude that the multivariate methods can be useful, and in particular can provide estimates with better statistical properties, but also that these benefits come at the price of making more assumptions which do not result in better inference in every case. Although there is evidence that multivariate meta-analysis has considerable potential, it must be even more carefully applied than its univariate counterpart in practice. Copyright © 2011 John Wiley & Sons, Ltd. PMID:21268052
Assessing global vegetation activity using spatio-temporal Bayesian modelling
NASA Astrophysics Data System (ADS)
Mulder, Vera L.; van Eck, Christel M.; Friedlingstein, Pierre; Regnier, Pierre A. G.
2016-04-01
This work demonstrates the potential of modelling vegetation activity using a hierarchical Bayesian spatio-temporal model. This approach allows modelling changes in vegetation and climate simultaneous in space and time. Changes of vegetation activity such as phenology are modelled as a dynamic process depending on climate variability in both space and time. Additionally, differences in observed vegetation status can be contributed to other abiotic ecosystem properties, e.g. soil and terrain properties. Although these properties do not change in time, they do change in space and may provide valuable information in addition to the climate dynamics. The spatio-temporal Bayesian models were calibrated at a regional scale because the local trends in space and time can be better captured by the model. The regional subsets were defined according to the SREX segmentation, as defined by the IPCC. Each region is considered being relatively homogeneous in terms of large-scale climate and biomes, still capturing small-scale (grid-cell level) variability. Modelling within these regions is hence expected to be less uncertain due to the absence of these large-scale patterns, compared to a global approach. This overall modelling approach allows the comparison of model behavior for the different regions and may provide insights on the main dynamic processes driving the interaction between vegetation and climate within different regions. The data employed in this study encompasses the global datasets for soil properties (SoilGrids), terrain properties (Global Relief Model based on SRTM DEM and ETOPO), monthly time series of satellite-derived vegetation indices (GIMMS NDVI3g) and climate variables (Princeton Meteorological Forcing Dataset). The findings proved the potential of a spatio-temporal Bayesian modelling approach for assessing vegetation dynamics, at a regional scale. The observed interrelationships of the employed data and the different spatial and temporal trends support our hypothesis. That is, the change of vegetation in space and time may be better understood when modelling vegetation change as both a dynamic and multivariate process. Therefore, future research will focus on a multivariate dynamical spatio-temporal modelling approach. This ongoing research is performed within the context of the project "Global impacts of hydrological and climatic extremes on vegetation" (project acronym: SAT-EX) which is part of the Belgian research programme for Earth Observation Stereo III.
ERIC Educational Resources Information Center
Jackson, Dan
2013-01-01
Statistical inference is problematic in the common situation in meta-analysis where the random effects model is fitted to just a handful of studies. In particular, the asymptotic theory of maximum likelihood provides a poor approximation, and Bayesian methods are sensitive to the prior specification. Hence, less efficient, but easily computed and…
Application of Turchin's method of statistical regularization
NASA Astrophysics Data System (ADS)
Zelenyi, Mikhail; Poliakova, Mariia; Nozik, Alexander; Khudyakov, Alexey
2018-04-01
During analysis of experimental data, one usually needs to restore a signal after it has been convoluted with some kind of apparatus function. According to Hadamard's definition this problem is ill-posed and requires regularization to provide sensible results. In this article we describe an implementation of the Turchin's method of statistical regularization based on the Bayesian approach to the regularization strategy.
A Bayesian Framework for Word Segmentation: Exploring the Effects of Context
ERIC Educational Resources Information Center
Goldwater, Sharon; Griffiths, Thomas L.; Johnson, Mark
2009-01-01
Since the experiments of Saffran et al. [Saffran, J., Aslin, R., & Newport, E. (1996). Statistical learning in 8-month-old infants. "Science," 274, 1926-1928], there has been a great deal of interest in the question of how statistical regularities in the speech stream might be used by infants to begin to identify individual words. In this work, we…
Particle identification in ALICE: a Bayesian approach
NASA Astrophysics Data System (ADS)
Adam, J.; Adamová, D.; Aggarwal, M. M.; Aglieri Rinella, G.; Agnello, M.; Agrawal, N.; Ahammed, Z.; Ahmad, S.; Ahn, S. U.; Aiola, S.; Akindinov, A.; Alam, S. N.; Albuquerque, D. S. D.; Aleksandrov, D.; Alessandro, B.; Alexandre, D.; Alfaro Molina, R.; Alici, A.; Alkin, A.; Almaraz, J. R. M.; Alme, J.; Alt, T.; Altinpinar, S.; Altsybeev, I.; Alves Garcia Prado, C.; Andrei, C.; Andronic, A.; Anguelov, V.; Antičić, T.; Antinori, F.; Antonioli, P.; Aphecetche, L.; Appelshäuser, H.; Arcelli, S.; Arnaldi, R.; Arnold, O. W.; Arsene, I. C.; Arslandok, M.; Audurier, B.; Augustinus, A.; Averbeck, R.; Azmi, M. D.; Badalà, A.; Baek, Y. W.; Bagnasco, S.; Bailhache, R.; Bala, R.; Balasubramanian, S.; Baldisseri, A.; Baral, R. C.; Barbano, A. M.; Barbera, R.; Barile, F.; Barnaföldi, G. G.; Barnby, L. S.; Barret, V.; Bartalini, P.; Barth, K.; Bartke, J.; Bartsch, E.; Basile, M.; Bastid, N.; Basu, S.; Bathen, B.; Batigne, G.; Batista Camejo, A.; Batyunya, B.; Batzing, P. C.; Bearden, I. G.; Beck, H.; Bedda, C.; Behera, N. K.; Belikov, I.; Bellini, F.; Bello Martinez, H.; Bellwied, R.; Belmont, R.; Belmont-Moreno, E.; Belyaev, V.; Benacek, P.; Bencedi, G.; Beole, S.; Berceanu, I.; Bercuci, A.; Berdnikov, Y.; Berenyi, D.; Bertens, R. A.; Berzano, D.; Betev, L.; Bhasin, A.; Bhat, I. R.; Bhati, A. K.; Bhattacharjee, B.; Bhom, J.; Bianchi, L.; Bianchi, N.; Bianchin, C.; Bielčík, J.; Bielčíková, J.; Bilandzic, A.; Biro, G.; Biswas, R.; Biswas, S.; Bjelogrlic, S.; Blair, J. T.; Blau, D.; Blume, C.; Bock, F.; Bogdanov, A.; Bøggild, H.; Boldizsár, L.; Bombara, M.; Book, J.; Borel, H.; Borissov, A.; Borri, M.; Bossú, F.; Botta, E.; Bourjau, C.; Braun-Munzinger, P.; Bregant, M.; Breitner, T.; Broker, T. A.; Browning, T. A.; Broz, M.; Brucken, E. J.; Bruna, E.; Bruno, G. E.; Budnikov, D.; Buesching, H.; Bufalino, S.; Buncic, P.; Busch, O.; Buthelezi, Z.; Butt, J. B.; Buxton, J. T.; Cabala, J.; Caffarri, D.; Cai, X.; Caines, H.; Calero Diaz, L.; Caliva, A.; Calvo Villar, E.; Camerini, P.; Carena, F.; Carena, W.; Carnesecchi, F.; Castillo Castellanos, J.; Castro, A. J.; Casula, E. A. R.; Ceballos Sanchez, C.; Cepila, J.; Cerello, P.; Cerkala, J.; Chang, B.; Chapeland, S.; Chartier, M.; Charvet, J. L.; Chattopadhyay, S.; Chattopadhyay, S.; Chauvin, A.; Chelnokov, V.; Cherney, M.; Cheshkov, C.; Cheynis, B.; Chibante Barroso, V.; Chinellato, D. D.; Cho, S.; Chochula, P.; Choi, K.; Chojnacki, M.; Choudhury, S.; Christakoglou, P.; Christensen, C. H.; Christiansen, P.; Chujo, T.; Chung, S. U.; Cicalo, C.; Cifarelli, L.; Cindolo, F.; Cleymans, J.; Colamaria, F.; Colella, D.; Collu, A.; Colocci, M.; Conesa Balbastre, G.; Conesa del Valle, Z.; Connors, M. E.; Contreras, J. G.; Cormier, T. M.; Corrales Morales, Y.; Cortés Maldonado, I.; Cortese, P.; Cosentino, M. R.; Costa, F.; Crochet, P.; Cruz Albino, R.; Cuautle, E.; Cunqueiro, L.; Dahms, T.; Dainese, A.; Danisch, M. C.; Danu, A.; Das, D.; Das, I.; Das, S.; Dash, A.; Dash, S.; De, S.; De Caro, A.; de Cataldo, G.; de Conti, C.; de Cuveland, J.; De Falco, A.; De Gruttola, D.; De Marco, N.; De Pasquale, S.; Deisting, A.; Deloff, A.; Dénes, E.; Deplano, C.; Dhankher, P.; Di Bari, D.; Di Mauro, A.; Di Nezza, P.; Diaz Corchero, M. A.; Dietel, T.; Dillenseger, P.; Divià, R.; Djuvsland, Ø.; Dobrin, A.; Domenicis Gimenez, D.; Dönigus, B.; Dordic, O.; Drozhzhova, T.; Dubey, A. K.; Dubla, A.; Ducroux, L.; Dupieux, P.; Ehlers, R. J.; Elia, D.; Endress, E.; Engel, H.; Epple, E.; Erazmus, B.; Erdemir, I.; Erhardt, F.; Espagnon, B.; Estienne, M.; Esumi, S.; Eum, J.; Evans, D.; Evdokimov, S.; Eyyubova, G.; Fabbietti, L.; Fabris, D.; Faivre, J.; Fantoni, A.; Fasel, M.; Feldkamp, L.; Feliciello, A.; Feofilov, G.; Ferencei, J.; Fernández Téllez, A.; Ferreiro, E. G.; Ferretti, A.; Festanti, A.; Feuillard, V. J. G.; Figiel, J.; Figueredo, M. A. S.; Filchagin, S.; Finogeev, D.; Fionda, F. M.; Fiore, E. M.; Fleck, M. G.; Floris, M.; Foertsch, S.; Foka, P.; Fokin, S.; Fragiacomo, E.; Francescon, A.; Frankenfeld, U.; Fronze, G. G.; Fuchs, U.; Furget, C.; Furs, A.; Fusco Girard, M.; Gaardhøje, J. J.; Gagliardi, M.; Gago, A. M.; Gallio, M.; Gangadharan, D. R.; Ganoti, P.; Gao, C.; Garabatos, C.; Garcia-Solis, E.; Gargiulo, C.; Gasik, P.; Gauger, E. F.; Germain, M.; Gheata, A.; Gheata, M.; Ghosh, P.; Ghosh, S. K.; Gianotti, P.; Giubellino, P.; Giubilato, P.; Gladysz-Dziadus, E.; Glässel, P.; Goméz Coral, D. M.; Gomez Ramirez, A.; Gonzalez, A. S.; Gonzalez, V.; González-Zamora, P.; Gorbunov, S.; Görlich, L.; Gotovac, S.; Grabski, V.; Grachov, O. A.; Graczykowski, L. K.; Graham, K. L.; Grelli, A.; Grigoras, A.; Grigoras, C.; Grigoriev, V.; Grigoryan, A.; Grigoryan, S.; Grinyov, B.; Grion, N.; Gronefeld, J. M.; Grosse-Oetringhaus, J. F.; Grosso, R.; Guber, F.; Guernane, R.; Guerzoni, B.; Gulbrandsen, K.; Gunji, T.; Gupta, A.; Gupta, R.; Haake, R.; Haaland, Ø.; Hadjidakis, C.; Haiduc, M.; Hamagaki, H.; Hamar, G.; Hamon, J. C.; Harris, J. W.; Harton, A.; Hatzifotiadou, D.; Hayashi, S.; Heckel, S. T.; Hellbär, E.; Helstrup, H.; Herghelegiu, A.; Herrera Corral, G.; Hess, B. A.; Hetland, K. F.; Hillemanns, H.; Hippolyte, B.; Horak, D.; Hosokawa, R.; Hristov, P.; Humanic, T. J.; Hussain, N.; Hussain, T.; Hutter, D.; Hwang, D. S.; Ilkaev, R.; Inaba, M.; Incani, E.; Ippolitov, M.; Irfan, M.; Ivanov, M.; Ivanov, V.; Izucheev, V.; Jacazio, N.; Jacobs, P. M.; Jadhav, M. B.; Jadlovska, S.; Jadlovsky, J.; Jahnke, C.; Jakubowska, M. J.; Jang, H. J.; Janik, M. A.; Jayarathna, P. H. S. Y.; Jena, C.; Jena, S.; Jimenez Bustamante, R. T.; Jones, P. G.; Jusko, A.; Kalinak, P.; Kalweit, A.; Kamin, J.; Kang, J. H.; Kaplin, V.; Kar, S.; Karasu Uysal, A.; Karavichev, O.; Karavicheva, T.; Karayan, L.; Karpechev, E.; Kebschull, U.; Keidel, R.; Keijdener, D. L. D.; Keil, M.; Mohisin Khan, M.; Khan, P.; Khan, S. A.; Khanzadeev, A.; Kharlov, Y.; Kileng, B.; Kim, D. W.; Kim, D. J.; Kim, D.; Kim, H.; Kim, J. S.; Kim, M.; Kim, S.; Kim, T.; Kirsch, S.; Kisel, I.; Kiselev, S.; Kisiel, A.; Kiss, G.; Klay, J. L.; Klein, C.; Klein, J.; Klein-Bösing, C.; Klewin, S.; Kluge, A.; Knichel, M. L.; Knospe, A. G.; Kobdaj, C.; Kofarago, M.; Kollegger, T.; Kolojvari, A.; Kondratiev, V.; Kondratyeva, N.; Kondratyuk, E.; Konevskikh, A.; Kopcik, M.; Kostarakis, P.; Kour, M.; Kouzinopoulos, C.; Kovalenko, O.; Kovalenko, V.; Kowalski, M.; Koyithatta Meethaleveedu, G.; Králik, I.; Kravčáková, A.; Krivda, M.; Krizek, F.; Kryshen, E.; Krzewicki, M.; Kubera, A. M.; Kučera, V.; Kuhn, C.; Kuijer, P. G.; Kumar, A.; Kumar, J.; Kumar, L.; Kumar, S.; Kurashvili, P.; Kurepin, A.; Kurepin, A. B.; Kuryakin, A.; Kweon, M. J.; Kwon, Y.; La Pointe, S. L.; La Rocca, P.; Ladron de Guevara, P.; Lagana Fernandes, C.; Lakomov, I.; Langoy, R.; Lara, C.; Lardeux, A.; Lattuca, A.; Laudi, E.; Lea, R.; Leardini, L.; Lee, G. R.; Lee, S.; Lehas, F.; Lemmon, R. C.; Lenti, V.; Leogrande, E.; León Monzón, I.; León Vargas, H.; Leoncino, M.; Lévai, P.; Li, S.; Li, X.; Lien, J.; Lietava, R.; Lindal, S.; Lindenstruth, V.; Lippmann, C.; Lisa, M. A.; Ljunggren, H. M.; Lodato, D. F.; Loenne, P. I.; Loginov, V.; Loizides, C.; Lopez, X.; López Torres, E.; Lowe, A.; Luettig, P.; Lunardon, M.; Luparello, G.; Lutz, T. H.; Maevskaya, A.; Mager, M.; Mahajan, S.; Mahmood, S. M.; Maire, A.; Majka, R. D.; Malaev, M.; Maldonado Cervantes, I.; Malinina, L.; Mal'Kevich, D.; Malzacher, P.; Mamonov, A.; Manko, V.; Manso, F.; Manzari, V.; Marchisone, M.; Mareš, J.; Margagliotti, G. V.; Margotti, A.; Margutti, J.; Marín, A.; Markert, C.; Marquard, M.; Martin, N. A.; Martin Blanco, J.; Martinengo, P.; Martínez, M. I.; Martínez García, G.; Martinez Pedreira, M.; Mas, A.; Masciocchi, S.; Masera, M.; Masoni, A.; Mastroserio, A.; Matyja, A.; Mayer, C.; Mazer, J.; Mazzoni, M. A.; Mcdonald, D.; Meddi, F.; Melikyan, Y.; Menchaca-Rocha, A.; Meninno, E.; Mercado Pérez, J.; Meres, M.; Miake, Y.; Mieskolainen, M. M.; Mikhaylov, K.; Milano, L.; Milosevic, J.; Mischke, A.; Mishra, A. N.; Miśkowiec, D.; Mitra, J.; Mitu, C. M.; Mohammadi, N.; Mohanty, B.; Molnar, L.; Montaño Zetina, L.; Montes, E.; Moreira De Godoy, D. A.; Moreno, L. A. P.; Moretto, S.; Morreale, A.; Morsch, A.; Muccifora, V.; Mudnic, E.; Mühlheim, D.; Muhuri, S.; Mukherjee, M.; Mulligan, J. D.; Munhoz, M. G.; Munzer, R. H.; Murakami, H.; Murray, S.; Musa, L.; Musinsky, J.; Naik, B.; Nair, R.; Nandi, B. K.; Nania, R.; Nappi, E.; Naru, M. U.; Natal da Luz, H.; Nattrass, C.; Navarro, S. R.; Nayak, K.; Nayak, R.; Nayak, T. K.; Nazarenko, S.; Nedosekin, A.; Nellen, L.; Ng, F.; Nicassio, M.; Niculescu, M.; Niedziela, J.; Nielsen, B. S.; Nikolaev, S.; Nikulin, S.; Nikulin, V.; Noferini, F.; Nomokonov, P.; Nooren, G.; Noris, J. C. C.; Norman, J.; Nyanin, A.; Nystrand, J.; Oeschler, H.; Oh, S.; Oh, S. K.; Ohlson, A.; Okatan, A.; Okubo, T.; Olah, L.; Oleniacz, J.; Oliveira Da Silva, A. C.; Oliver, M. H.; Onderwaater, J.; Oppedisano, C.; Orava, R.; Oravec, M.; Ortiz Velasquez, A.; Oskarsson, A.; Otwinowski, J.; Oyama, K.; Ozdemir, M.; Pachmayer, Y.; Pagano, D.; Pagano, P.; Paić, G.; Pal, S. K.; Pan, J.; Pandey, A. K.; Papikyan, V.; Pappalardo, G. S.; Pareek, P.; Park, W. J.; Parmar, S.; Passfeld, A.; Paticchio, V.; Patra, R. N.; Paul, B.; Pei, H.; Peitzmann, T.; Pereira Da Costa, H.; Peresunko, D.; Pérez Lara, C. E.; Perez Lezama, E.; Peskov, V.; Pestov, Y.; Petráček, V.; Petrov, V.; Petrovici, M.; Petta, C.; Piano, S.; Pikna, M.; Pillot, P.; Pimentel, L. O. D. L.; Pinazza, O.; Pinsky, L.; Piyarathna, D. B.; Płoskoń, M.; Planinic, M.; Pluta, J.; Pochybova, S.; Podesta-Lerma, P. L. M.; Poghosyan, M. G.; Polichtchouk, B.; Poljak, N.; Poonsawat, W.; Pop, A.; Porteboeuf-Houssais, S.; Porter, J.; Pospisil, J.; Prasad, S. K.; Preghenella, R.; Prino, F.; Pruneau, C. A.; Pshenichnov, I.; Puccio, M.; Puddu, G.; Pujahari, P.; Punin, V.; Putschke, J.; Qvigstad, H.; Rachevski, A.; Raha, S.; Rajput, S.; Rak, J.; Rakotozafindrabe, A.; Ramello, L.; Rami, F.; Raniwala, R.; Raniwala, S.; Räsänen, S. S.; Rascanu, B. T.; Rathee, D.; Read, K. F.; Redlich, K.; Reed, R. J.; Rehman, A.; Reichelt, P.; Reidt, F.; Ren, X.; Renfordt, R.; Reolon, A. R.; Reshetin, A.; Reygers, K.; Riabov, V.; Ricci, R. A.; Richert, T.; Richter, M.; Riedler, P.; Riegler, W.; Riggi, F.; Ristea, C.; Rocco, E.; Rodríguez Cahuantzi, M.; Rodriguez Manso, A.; Røed, K.; Rogochaya, E.; Rohr, D.; Röhrich, D.; Ronchetti, F.; Ronflette, L.; Rosnet, P.; Rossi, A.; Roukoutakis, F.; Roy, A.; Roy, C.; Roy, P.; Rubio Montero, A. J.; Rui, R.; Russo, R.; Ryabinkin, E.; Ryabov, Y.; Rybicki, A.; Saarinen, S.; Sadhu, S.; Sadovsky, S.; Šafařík, K.; Sahlmuller, B.; Sahoo, P.; Sahoo, R.; Sahoo, S.; Sahu, P. K.; Saini, J.; Sakai, S.; Saleh, M. A.; Salzwedel, J.; Sambyal, S.; Samsonov, V.; Šándor, L.; Sandoval, A.; Sano, M.; Sarkar, D.; Sarkar, N.; Sarma, P.; Scapparone, E.; Scarlassara, F.; Schiaua, C.; Schicker, R.; Schmidt, C.; Schmidt, H. R.; Schuchmann, S.; Schukraft, J.; Schulc, M.; Schutz, Y.; Schwarz, K.; Schweda, K.; Scioli, G.; Scomparin, E.; Scott, R.; Šefčík, M.; Seger, J. E.; Sekiguchi, Y.; Sekihata, D.; Selyuzhenkov, I.; Senosi, K.; Senyukov, S.; Serradilla, E.; Sevcenco, A.; Shabanov, A.; Shabetai, A.; Shadura, O.; Shahoyan, R.; Shahzad, M. I.; Shangaraev, A.; Sharma, A.; Sharma, M.; Sharma, M.; Sharma, N.; Sheikh, A. I.; Shigaki, K.; Shou, Q.; Shtejer, K.; Sibiriak, Y.; Siddhanta, S.; Sielewicz, K. M.; Siemiarczuk, T.; Silvermyr, D.; Silvestre, C.; Simatovic, G.; Simonetti, G.; Singaraju, R.; Singh, R.; Singha, S.; Singhal, V.; Sinha, B. C.; Sinha, T.; Sitar, B.; Sitta, M.; Skaali, T. B.; Slupecki, M.; Smirnov, N.; Snellings, R. J. M.; Snellman, T. W.; Song, J.; Song, M.; Song, Z.; Soramel, F.; Sorensen, S.; Souza, R. D. de; Sozzi, F.; Spacek, M.; Spiriti, E.; Sputowska, I.; Spyropoulou-Stassinaki, M.; Stachel, J.; Stan, I.; Stankus, P.; Stenlund, E.; Steyn, G.; Stiller, J. H.; Stocco, D.; Strmen, P.; Suaide, A. A. P.; Sugitate, T.; Suire, C.; Suleymanov, M.; Suljic, M.; Sultanov, R.; Šumbera, M.; Sumowidagdo, S.; Szabo, A.; Szanto de Toledo, A.; Szarka, I.; Szczepankiewicz, A.; Szymanski, M.; Tabassam, U.; Takahashi, J.; Tambave, G. J.; Tanaka, N.; Tarhini, M.; Tariq, M.; Tarzila, M. G.; Tauro, A.; Tejeda Muñoz, G.; Telesca, A.; Terasaki, K.; Terrevoli, C.; Teyssier, B.; Thäder, J.; Thakur, D.; Thomas, D.; Tieulent, R.; Timmins, A. R.; Toia, A.; Trogolo, S.; Trombetta, G.; Trubnikov, V.; Trzaska, W. H.; Tsuji, T.; Tumkin, A.; Turrisi, R.; Tveter, T. S.; Ullaland, K.; Uras, A.; Usai, G. L.; Utrobicic, A.; Vala, M.; Valencia Palomo, L.; Vallero, S.; Van Der Maarel, J.; Van Hoorne, J. W.; van Leeuwen, M.; Vanat, T.; Vande Vyvre, P.; Varga, D.; Vargas, A.; Vargyas, M.; Varma, R.; Vasileiou, M.; Vasiliev, A.; Vauthier, A.; Vechernin, V.; Veen, A. M.; Veldhoen, M.; Velure, A.; Vercellin, E.; Vergara Limón, S.; Vernet, R.; Verweij, M.; Vickovic, L.; Viesti, G.; Viinikainen, J.; Vilakazi, Z.; Villalobos Baillie, O.; Villatoro Tello, A.; Vinogradov, A.; Vinogradov, L.; Vinogradov, Y.; Virgili, T.; Vislavicius, V.; Viyogi, Y. P.; Vodopyanov, A.; Völkl, M. A.; Voloshin, K.; Voloshin, S. A.; Volpe, G.; von Haller, B.; Vorobyev, I.; Vranic, D.; Vrláková, J.; Vulpescu, B.; Wagner, B.; Wagner, J.; Wang, H.; Wang, M.; Watanabe, D.; Watanabe, Y.; Weber, M.; Weber, S. G.; Weiser, D. F.; Wessels, J. P.; Westerhoff, U.; Whitehead, A. M.; Wiechula, J.; Wikne, J.; Wilk, G.; Wilkinson, J.; Williams, M. C. S.; Windelband, B.; Winn, M.; Yang, H.; Yang, P.; Yano, S.; Yasin, Z.; Yin, Z.; Yokoyama, H.; Yoo, I.-K.; Yoon, J. H.; Yurchenko, V.; Yushmanov, I.; Zaborowska, A.; Zaccolo, V.; Zaman, A.; Zampolli, C.; Zanoli, H. J. C.; Zaporozhets, S.; Zardoshti, N.; Zarochentsev, A.; Závada, P.; Zaviyalov, N.; Zbroszczyk, H.; Zgura, I. S.; Zhalov, M.; Zhang, H.; Zhang, X.; Zhang, Y.; Zhang, C.; Zhang, Z.; Zhao, C.; Zhigareva, N.; Zhou, D.; Zhou, Y.; Zhou, Z.; Zhu, H.; Zhu, J.; Zichichi, A.; Zimmermann, A.; Zimmermann, M. B.; Zinovjev, G.; Zyzak, M.
2016-05-01
We present a Bayesian approach to particle identification (PID) within the ALICE experiment. The aim is to more effectively combine the particle identification capabilities of its various detectors. After a brief explanation of the adopted methodology and formalism, the performance of the Bayesian PID approach for charged pions, kaons and protons in the central barrel of ALICE is studied. PID is performed via measurements of specific energy loss ( d E/d x) and time of flight. PID efficiencies and misidentification probabilities are extracted and compared with Monte Carlo simulations using high-purity samples of identified particles in the decay channels K0S → π-π+, φ→ K-K+, and Λ→ p π- in p-Pb collisions at √{s_{NN}}=5.02 TeV. In order to thoroughly assess the validity of the Bayesian approach, this methodology was used to obtain corrected pT spectra of pions, kaons, protons, and D0 mesons in pp collisions at √{s}=7 TeV. In all cases, the results using Bayesian PID were found to be consistent with previous measurements performed by ALICE using a standard PID approach. For the measurement of D0 → K-π+, it was found that a Bayesian PID approach gave a higher signal-to-background ratio and a similar or larger statistical significance when compared with standard PID selections, despite a reduced identification efficiency. Finally, we present an exploratory study of the measurement of Λc+ → p K-π+ in pp collisions at √{s}=7 TeV, using the Bayesian approach for the identification of its decay products.
Kalil, Andre C; Sun, Junfeng
2014-10-01
To review Bayesian methodology and its utility to clinical decision making and research in the critical care field. Clinical, epidemiological, and biostatistical studies on Bayesian methods in PubMed and Embase from their inception to December 2013. Bayesian methods have been extensively used by a wide range of scientific fields, including astronomy, engineering, chemistry, genetics, physics, geology, paleontology, climatology, cryptography, linguistics, ecology, and computational sciences. The application of medical knowledge in clinical research is analogous to the application of medical knowledge in clinical practice. Bedside physicians have to make most diagnostic and treatment decisions on critically ill patients every day without clear-cut evidence-based medicine (more subjective than objective evidence). Similarly, clinical researchers have to make most decisions about trial design with limited available data. Bayesian methodology allows both subjective and objective aspects of knowledge to be formally measured and transparently incorporated into the design, execution, and interpretation of clinical trials. In addition, various degrees of knowledge and several hypotheses can be tested at the same time in a single clinical trial without the risk of multiplicity. Notably, the Bayesian technology is naturally suited for the interpretation of clinical trial findings for the individualized care of critically ill patients and for the optimization of public health policies. We propose that the application of the versatile Bayesian methodology in conjunction with the conventional statistical methods is not only ripe for actual use in critical care clinical research but it is also a necessary step to maximize the performance of clinical trials and its translation to the practice of critical care medicine.
2003-01-01
adapted from Kass and Rafferty (1995) and Congdon (2001). Page 10 of 57 density adjusted for resin content, z, since resin contributes to the density...c.f.: Congdon , 2001). How to Download the WinBUGS Software Package BUGS was originally a statistical research project at the Medical Research...Likelihood Estimation,” July 2002, working paper to be published. 18) Congdon , Peter, Bayesian Statistical Modeling, Wiley, 2001 19) Cox, D. R. and
Mun, Eun-Young; von Eye, Alexander; Bates, Marsha E.; Vaschillo, Evgeny G.
2010-01-01
Model-based cluster analysis is a new clustering procedure to investigate population heterogeneity utilizing finite mixture multivariate normal densities. It is an inferentially based, statistically principled procedure that allows comparison of non-nested models using the Bayesian Information Criterion (BIC) to compare multiple models and identify the optimum number of clusters. The current study clustered 36 young men and women based on their baseline heart rate (HR) and HR variability (HRV), chronic alcohol use, and reasons for drinking. Two cluster groups were identified and labeled High Alcohol Risk and Normative groups. Compared to the Normative group, individuals in the High Alcohol Risk group had higher levels of alcohol use and more strongly endorsed disinhibition and suppression reasons for use. The High Alcohol Risk group showed significant HRV changes in response to positive and negative emotional and appetitive picture cues, compared to neutral cues. In contrast, the Normative group showed a significant HRV change only to negative cues. Findings suggest that the individuals with autonomic self-regulatory difficulties may be more susceptible to heavy alcohol use and use alcohol for emotional regulation. PMID:18331138
Non-Gaussian probabilistic MEG source localisation based on kernel density estimation☆
Mohseni, Hamid R.; Kringelbach, Morten L.; Woolrich, Mark W.; Baker, Adam; Aziz, Tipu Z.; Probert-Smith, Penny
2014-01-01
There is strong evidence to suggest that data recorded from magnetoencephalography (MEG) follows a non-Gaussian distribution. However, existing standard methods for source localisation model the data using only second order statistics, and therefore use the inherent assumption of a Gaussian distribution. In this paper, we present a new general method for non-Gaussian source estimation of stationary signals for localising brain activity from MEG data. By providing a Bayesian formulation for MEG source localisation, we show that the source probability density function (pdf), which is not necessarily Gaussian, can be estimated using multivariate kernel density estimators. In the case of Gaussian data, the solution of the method is equivalent to that of widely used linearly constrained minimum variance (LCMV) beamformer. The method is also extended to handle data with highly correlated sources using the marginal distribution of the estimated joint distribution, which, in the case of Gaussian measurements, corresponds to the null-beamformer. The proposed non-Gaussian source localisation approach is shown to give better spatial estimates than the LCMV beamformer, both in simulations incorporating non-Gaussian signals, and in real MEG measurements of auditory and visual evoked responses, where the highly correlated sources are known to be difficult to estimate. PMID:24055702
Technical description of RODS: a real-time public health surveillance system.
Tsui, Fu-Chiang; Espino, Jeremy U; Dato, Virginia M; Gesteland, Per H; Hutman, Judith; Wagner, Michael M
2003-01-01
This report describes the design and implementation of the Real-time Outbreak and Disease Surveillance (RODS) system, a computer-based public health surveillance system for early detection of disease outbreaks. Hospitals send RODS data from clinical encounters over virtual private networks and leased lines using the Health Level 7 (HL7) message protocol. The data are sent in real time. RODS automatically classifies the registration chief complaint from the visit into one of seven syndrome categories using Bayesian classifiers. It stores the data in a relational database, aggregates the data for analysis using data warehousing techniques, applies univariate and multivariate statistical detection algorithms to the data, and alerts users of when the algorithms identify anomalous patterns in the syndrome counts. RODS also has a Web-based user interface that supports temporal and spatial analyses. RODS processes sales of over-the-counter health care products in a similar manner but receives such data in batch mode on a daily basis. RODS was used during the 2002 Winter Olympics and currently operates in two states-Pennsylvania and Utah. It has been and continues to be a resource for implementing, evaluating, and applying new methods of public health surveillance.
A hierarchical spatial model for well yield in complex aquifers
NASA Astrophysics Data System (ADS)
Montgomery, J.; O'sullivan, F.
2017-12-01
Efficiently siting and managing groundwater wells requires reliable estimates of the amount of water that can be produced, or the well yield. This can be challenging to predict in highly complex, heterogeneous fractured aquifers due to the uncertainty around local hydraulic properties. Promising statistical approaches have been advanced in recent years. For instance, kriging and multivariate regression analysis have been applied to well test data with limited but encouraging levels of prediction accuracy. Additionally, some analytical solutions to diffusion in homogeneous porous media have been used to infer "effective" properties consistent with observed flow rates or drawdown. However, this is an under-specified inverse problem with substantial and irreducible uncertainty. We describe a flexible machine learning approach capable of combining diverse datasets with constraining physical and geostatistical models for improved well yield prediction accuracy and uncertainty quantification. Our approach can be implemented within a hierarchical Bayesian framework using Markov Chain Monte Carlo, which allows for additional sources of information to be incorporated in priors to further constrain and improve predictions and reduce the model order. We demonstrate the usefulness of this approach using data from over 7,000 wells in a fractured bedrock aquifer.
Exploring the Connection Between Sampling Problems in Bayesian Inference and Statistical Mechanics
NASA Technical Reports Server (NTRS)
Pohorille, Andrew
2006-01-01
The Bayesian and statistical mechanical communities often share the same objective in their work - estimating and integrating probability distribution functions (pdfs) describing stochastic systems, models or processes. Frequently, these pdfs are complex functions of random variables exhibiting multiple, well separated local minima. Conventional strategies for sampling such pdfs are inefficient, sometimes leading to an apparent non-ergodic behavior. Several recently developed techniques for handling this problem have been successfully applied in statistical mechanics. In the multicanonical and Wang-Landau Monte Carlo (MC) methods, the correct pdfs are recovered from uniform sampling of the parameter space by iteratively establishing proper weighting factors connecting these distributions. Trivial generalizations allow for sampling from any chosen pdf. The closely related transition matrix method relies on estimating transition probabilities between different states. All these methods proved to generate estimates of pdfs with high statistical accuracy. In another MC technique, parallel tempering, several random walks, each corresponding to a different value of a parameter (e.g. "temperature"), are generated and occasionally exchanged using the Metropolis criterion. This method can be considered as a statistically correct version of simulated annealing. An alternative approach is to represent the set of independent variables as a Hamiltonian system. Considerab!e progress has been made in understanding how to ensure that the system obeys the equipartition theorem or, equivalently, that coupling between the variables is correctly described. Then a host of techniques developed for dynamical systems can be used. Among them, probably the most powerful is the Adaptive Biasing Force method, in which thermodynamic integration and biased sampling are combined to yield very efficient estimates of pdfs. The third class of methods deals with transitions between states described by rate constants. These problems are isomorphic with chemical kinetics problems. Recently, several efficient techniques for this purpose have been developed based on the approach originally proposed by Gillespie. Although the utility of the techniques mentioned above for Bayesian problems has not been determined, further research along these lines is warranted
USDA-ARS?s Scientific Manuscript database
Characterizing population genetic structure across geographic space is a fundamental challenge in population genetics. Multivariate statistical analyses are powerful tools for summarizing genetic variability, but geographic information and accompanying metadata is not always easily integrated into t...
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.
Bug Distribution and Statistical Pattern Classification.
ERIC Educational Resources Information Center
Tatsuoka, Kikumi K.; Tatsuoka, Maurice M.
1987-01-01
The rule space model permits measurement of cognitive skill acquisition and error diagnosis. Further discussion introduces Bayesian hypothesis testing and bug distribution. An illustration involves an artificial intelligence approach to testing fractions and arithmetic. (Author/GDC)
Case studies in Bayesian microbial risk assessments.
Kennedy, Marc C; Clough, Helen E; Turner, Joanne
2009-12-21
The quantification of uncertainty and variability is a key component of quantitative risk analysis. Recent advances in Bayesian statistics make it ideal for integrating multiple sources of information, of different types and quality, and providing a realistic estimate of the combined uncertainty in the final risk estimates. We present two case studies related to foodborne microbial risks. In the first, we combine models to describe the sequence of events resulting in illness from consumption of milk contaminated with VTEC O157. We used Monte Carlo simulation to propagate uncertainty in some of the inputs to computer models describing the farm and pasteurisation process. Resulting simulated contamination levels were then assigned to consumption events from a dietary survey. Finally we accounted for uncertainty in the dose-response relationship and uncertainty due to limited incidence data to derive uncertainty about yearly incidences of illness in young children. Options for altering the risk were considered by running the model with different hypothetical policy-driven exposure scenarios. In the second case study we illustrate an efficient Bayesian sensitivity analysis for identifying the most important parameters of a complex computer code that simulated VTEC O157 prevalence within a managed dairy herd. This was carried out in 2 stages, first to screen out the unimportant inputs, then to perform a more detailed analysis on the remaining inputs. The method works by building a Bayesian statistical approximation to the computer code using a number of known code input/output pairs (training runs). We estimated that the expected total number of children aged 1.5-4.5 who become ill due to VTEC O157 in milk is 8.6 per year, with 95% uncertainty interval (0,11.5). The most extreme policy we considered was banning on-farm pasteurisation of milk, which reduced the estimate to 6.4 with 95% interval (0,11). In the second case study the effective number of inputs was reduced from 30 to 7 in the screening stage, and just 2 inputs were found to explain 82.8% of the output variance. A combined total of 500 runs of the computer code were used. These case studies illustrate the use of Bayesian statistics to perform detailed uncertainty and sensitivity analyses, integrating multiple information sources in a way that is both rigorous and efficient.
Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo
NASA Astrophysics Data System (ADS)
Cheong, R. Y.; Gabda, D.
2017-09-01
Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.
Multivariate Strategies in Functional Magnetic Resonance Imaging
ERIC Educational Resources Information Center
Hansen, Lars Kai
2007-01-01
We discuss aspects of multivariate fMRI modeling, including the statistical evaluation of multivariate models and means for dimensional reduction. In a case study we analyze linear and non-linear dimensional reduction tools in the context of a "mind reading" predictive multivariate fMRI model.